# EDGAR Filing Document

**Accession Number:** 0001081400
**File Stem:** 0001410368-25-021326
**Filing Date:** 2025-11
**Character Count:** 1107248
**Document Hash:** cc56f5c27559ad989adb0777bd539c69
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-021326.hdr.sgml**: 20251106

**ACCESSION NUMBER**: 0001410368-25-021326

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251106

**DATE AS OF CHANGE**: 20251106

**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:** 251457725

**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):** 2025-10-31

**Registrant Full Name:** Allspring Funds Trust

**CIK Number of Registrant:** 0001081400

**LEI of Registrant:** 549300XROIY0CTN7RZ24

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

**LEI of Series:** 549300GFSYYLVYEWA041

**EDGAR Series Identifier:** S000007421

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 47 days

- **WAL:** 98 days

- **Total Value of Portfolio Securities:** $140900587295.69

- **Amortized Cost of Portfolio Securities:** $140876829641.91

- **Cash:** $1977192534.80

- **Total Other Assets:** $329002332.36

- **Total Liabilities:** $1464195562.11

- **Net Assets of Series:** $141718828946.96

- **Number of Shares Outstanding (Series):** 141720851995.9840

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-10-01 | $95330891152.38           | $104933089340.79           | 67.9300%                  | 74.7800%                   |
| 2025-10-02 | $92204495997.45           | $102056773284.46           | 66.8900%                  | 74.0400%                   |
| 2025-10-03 | $91663523213.62           | $101516032386.07           | 66.7500%                  | 73.9200%                   |
| 2025-10-06 | $90298190244.66           | $100151395070.50           | 66.3200%                  | 73.5600%                   |
| 2025-10-07 | $87910008727.00           | $98013294391.36            | 65.8400%                  | 73.4100%                   |
| 2025-10-08 | $89053215038.64           | $99056818395.02            | 66.2100%                  | 73.6500%                   |
| 2025-10-09 | $89799349728.32           | $100142468654.04           | 66.0400%                  | 73.6400%                   |
| 2025-10-10 | $89075182164.14           | $99393609808.50            | 65.8500%                  | 73.4800%                   |
| 2025-10-14 | $87944084723.19           | $97655080473.89            | 65.9700%                  | 73.2500%                   |
| 2025-10-15 | $92493791173.39           | $101802713300.54           | 67.2900%                  | 74.0600%                   |
| 2025-10-16 | $91526770430.61           | $100600602794.73           | 67.1800%                  | 73.8400%                   |
| 2025-10-17 | $94362008919.68           | $103435614438.22           | 67.8300%                  | 74.3500%                   |
| 2025-10-20 | $90529567551.27           | $100305126719.11           | 66.6200%                  | 73.8200%                   |
| 2025-10-21 | $93963301100.51           | $103013987599.47           | 67.8000%                  | 74.3300%                   |
| 2025-10-22 | $95536692993.91           | $104565943967.33           | 68.2200%                  | 74.6700%                   |
| 2025-10-23 | $96533176160.65           | $108062095125.30           | 68.3300%                  | 76.4900%                   |
| 2025-10-24 | $97042298261.53           | $108688340576.71           | 68.3400%                  | 76.5400%                   |
| 2025-10-27 | $98365293368.27           | $110643888333.68           | 68.4800%                  | 77.0300%                   |
| 2025-10-28 | $99483431238.88           | $110987826445.39           | 69.1000%                  | 77.0900%                   |
| 2025-10-29 | $104994132068.21          | $113723651077.36           | 71.4900%                  | 77.4400%                   |
| 2025-10-30 | $103147107316.11          | $112126693431.72           | 69.7600%                  | 75.8300%                   |
| 2025-10-31 | $99176253517.17           | $107983427884.56           | 69.2500%                  | 75.4000%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-10-01 | 4.2200%             |
| 2025-10-02 | 4.2200%             |
| 2025-10-03 | 4.2100%             |
| 2025-10-06 | 4.2100%             |
| 2025-10-07 | 4.2100%             |
| 2025-10-08 | 4.2000%             |
| 2025-10-09 | 4.2000%             |
| 2025-10-10 | 4.1800%             |
| 2025-10-14 | 4.1800%             |
| 2025-10-15 | 4.1900%             |
| 2025-10-16 | 4.2000%             |
| 2025-10-17 | 4.2200%             |
| 2025-10-20 | 4.2200%             |
| 2025-10-21 | 4.2200%             |
| 2025-10-22 | 4.2200%             |
| 2025-10-23 | 4.2100%             |
| 2025-10-24 | 4.2100%             |
| 2025-10-27 | 4.2200%             |
| 2025-10-28 | 4.2200%             |
| 2025-10-29 | 4.2300%             |
| 2025-10-30 | 4.2100%             |
| 2025-10-31 | 4.1800%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-10-01 | 1.0002                      |
|  |  |
| 2025-10-02 | 1.0002                      |
|  |  |
| 2025-10-03 | 1.0002                      |
|  |  |
| 2025-10-06 | 1.0002                      |
|  |  |
| 2025-10-07 | 1.0002                      |
|  |  |
| 2025-10-08 | 1.0002                      |
|  |  |
| 2025-10-09 | 1.0002                      |
|  |  |
| 2025-10-10 | 1.0002                      |
|  |  |
| 2025-10-14 | 1.0002                      |
|  |  |
| 2025-10-15 | 1.0002                      |
|  |  |
| 2025-10-16 | 1.0002                      |
|  |  |
| 2025-10-17 | 1.0002                      |
|  |  |
| 2025-10-20 | 1.0002                      |
|  |  |
| 2025-10-21 | 1.0002                      |
|  |  |
| 2025-10-22 | 1.0002                      |
|  |  |
| 2025-10-23 | 1.0002                      |
|  |  |
| 2025-10-24 | 1.0002                      |
|  |  |
| 2025-10-27 | 1.0002                      |
|  |  |
| 2025-10-28 | 1.0002                      |
|  |  |
| 2025-10-29 | 1.0002                      |
|  |  |
| 2025-10-30 | 1.0002                      |
|  |  |
| 2025-10-31 | 1.0002                      |
|  |  |

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

### Class: Class A

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $840820026.41

- **Number of Shares Outstanding:** 840827156.3460

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0002          |
|  |  |
| 2025-10-02 | 1.0002          |
|  |  |
| 2025-10-03 | 1.0002          |
|  |  |
| 2025-10-06 | 1.0002          |
|  |  |
| 2025-10-07 | 1.0002          |
|  |  |
| 2025-10-08 | 1.0002          |
|  |  |
| 2025-10-09 | 1.0002          |
|  |  |
| 2025-10-10 | 1.0002          |
|  |  |
| 2025-10-14 | 1.0002          |
|  |  |
| 2025-10-15 | 1.0002          |
|  |  |
| 2025-10-16 | 1.0002          |
|  |  |
| 2025-10-17 | 1.0002          |
|  |  |
| 2025-10-20 | 1.0002          |
|  |  |
| 2025-10-21 | 1.0002          |
|  |  |
| 2025-10-22 | 1.0002          |
|  |  |
| 2025-10-23 | 1.0002          |
|  |  |
| 2025-10-24 | 1.0002          |
|  |  |
| 2025-10-27 | 1.0002          |
|  |  |
| 2025-10-28 | 1.0002          |
|  |  |
| 2025-10-29 | 1.0002          |
|  |  |
| 2025-10-30 | 1.0002          |
|  |  |
| 2025-10-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $3829506.95               | $878267.00              |
| 2025-10-02 | $20145.63                 | $377243.51              |
| 2025-10-03 | $40687.08                 | $195252.63              |
| 2025-10-06 | $487555.36                | $22437.87               |
| 2025-10-07 | $1330359.78               | $631150.72              |
| 2025-10-08 | $28023.28                 | $215934.06              |
| 2025-10-09 | $107055.21                | $840266.06              |
| 2025-10-10 | $770040.90                | $184935.78              |
| 2025-10-14 | $1117617.31               | $304657.13              |
| 2025-10-15 | $51994.08                 | $1357165.70             |
| 2025-10-16 | $45139.30                 | $312301.53              |
| 2025-10-17 | $12712.52                 | $387505.17              |
| 2025-10-20 | $1092989.04               | $650782.94              |
| 2025-10-21 | $801873.16                | $133760.01              |
| 2025-10-22 | $22139.33                 | $644207.48              |
| 2025-10-23 | $9528.91                  | $516382.28              |
| 2025-10-24 | $45624.32                 | $110534.56              |
| 2025-10-27 | $378159.83                | $132314.08              |
| 2025-10-28 | $1158808.11               | $387420.66              |
| 2025-10-29 | $157941.73                | $337827.92              |
| 2025-10-30 | $38205.14                 | $122361.78              |
| 2025-10-31 | $12627.02                 | $251211.80              |

**Total Gross Subscriptions (Month):** $11558733.99

**Total Gross Redemptions (Month):** $8993920.67

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.6600%           |
| 2025-10-02 | 3.6600%           |
| 2025-10-03 | 3.6600%           |
| 2025-10-06 | 3.6500%           |
| 2025-10-07 | 3.6500%           |
| 2025-10-08 | 3.6400%           |
| 2025-10-09 | 3.6300%           |
| 2025-10-10 | 3.6300%           |
| 2025-10-14 | 3.6200%           |
| 2025-10-15 | 3.6300%           |
| 2025-10-16 | 3.6400%           |
| 2025-10-17 | 3.6500%           |
| 2025-10-20 | 3.6600%           |
| 2025-10-21 | 3.6600%           |
| 2025-10-22 | 3.6600%           |
| 2025-10-23 | 3.6500%           |
| 2025-10-24 | 3.6500%           |
| 2025-10-27 | 3.6600%           |
| 2025-10-28 | 3.6600%           |
| 2025-10-29 | 3.6700%           |
| 2025-10-30 | 3.6600%           |
| 2025-10-31 | 3.6400%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 56.2700%         | 0.0000%              |

### Class: Administrator Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $4608929564.49

- **Number of Shares Outstanding:** 4608967574.8370

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0002          |
|  |  |
| 2025-10-02 | 1.0002          |
|  |  |
| 2025-10-03 | 1.0002          |
|  |  |
| 2025-10-06 | 1.0002          |
|  |  |
| 2025-10-07 | 1.0002          |
|  |  |
| 2025-10-08 | 1.0002          |
|  |  |
| 2025-10-09 | 1.0002          |
|  |  |
| 2025-10-10 | 1.0002          |
|  |  |
| 2025-10-14 | 1.0002          |
|  |  |
| 2025-10-15 | 1.0002          |
|  |  |
| 2025-10-16 | 1.0002          |
|  |  |
| 2025-10-17 | 1.0002          |
|  |  |
| 2025-10-20 | 1.0002          |
|  |  |
| 2025-10-21 | 1.0002          |
|  |  |
| 2025-10-22 | 1.0002          |
|  |  |
| 2025-10-23 | 1.0002          |
|  |  |
| 2025-10-24 | 1.0002          |
|  |  |
| 2025-10-27 | 1.0002          |
|  |  |
| 2025-10-28 | 1.0002          |
|  |  |
| 2025-10-29 | 1.0002          |
|  |  |
| 2025-10-30 | 1.0002          |
|  |  |
| 2025-10-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $19477266.75              | $144653044.91           |
| 2025-10-02 | $40053807.74              | $29896185.01            |
| 2025-10-03 | $301062544.37             | $65984437.88            |
| 2025-10-06 | $78096048.71              | $5897198.75             |
| 2025-10-07 | $59853660.07              | $960982.14              |
| 2025-10-08 | $92329991.63              | $12955272.35            |
| 2025-10-09 | $11950002.12              | $22597891.33            |
| 2025-10-10 | $44248789.41              | $35069574.64            |
| 2025-10-14 | $153312689.13             | $259077996.50           |
| 2025-10-15 | $236922207.24             | $31114012.34            |
| 2025-10-16 | $1036088.15               | $311715815.68           |
| 2025-10-17 | $36374554.59              | $31081210.93            |
| 2025-10-20 | $722330.04                | $50242207.67            |
| 2025-10-21 | $13804814.83              | $9646395.89             |
| 2025-10-22 | $18954924.93              | $84952876.61            |
| 2025-10-23 | $19589934.46              | $26389239.48            |
| 2025-10-24 | $10773345.61              | $24972416.34            |
| 2025-10-27 | $36257004.69              | $270969.80              |
| 2025-10-28 | $93865580.84              | $4539.09                |
| 2025-10-29 | $108040414.31             | $49423910.37            |
| 2025-10-30 | $35547662.09              | $19569853.08            |
| 2025-10-31 | $167813560.70             | $161000189.37           |

**Total Gross Subscriptions (Month):** $1580087222.41

**Total Gross Redemptions (Month):** $1377476220.16

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.8900%           |
| 2025-10-02 | 3.8900%           |
| 2025-10-03 | 3.8900%           |
| 2025-10-06 | 3.8900%           |
| 2025-10-07 | 3.8800%           |
| 2025-10-08 | 3.8700%           |
| 2025-10-09 | 3.8700%           |
| 2025-10-10 | 3.8600%           |
| 2025-10-14 | 3.8500%           |
| 2025-10-15 | 3.8600%           |
| 2025-10-16 | 3.8700%           |
| 2025-10-17 | 3.8800%           |
| 2025-10-20 | 3.8900%           |
| 2025-10-21 | 3.8900%           |
| 2025-10-22 | 3.8900%           |
| 2025-10-23 | 3.8800%           |
| 2025-10-24 | 3.8800%           |
| 2025-10-27 | 3.8900%           |
| 2025-10-28 | 3.8900%           |
| 2025-10-29 | 3.9000%           |
| 2025-10-30 | 3.8800%           |
| 2025-10-31 | 3.8700%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 89.9700%         | 0.0000%              |

### Class: Institutional Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $33554955246.61

- **Number of Shares Outstanding:** 33555221444.6490

- **Expense Reimbursement/Waiver:** 272007.32

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0002          |
|  |  |
| 2025-10-02 | 1.0002          |
|  |  |
| 2025-10-03 | 1.0002          |
|  |  |
| 2025-10-06 | 1.0002          |
|  |  |
| 2025-10-07 | 1.0002          |
|  |  |
| 2025-10-08 | 1.0002          |
|  |  |
| 2025-10-09 | 1.0002          |
|  |  |
| 2025-10-10 | 1.0002          |
|  |  |
| 2025-10-14 | 1.0002          |
|  |  |
| 2025-10-15 | 1.0002          |
|  |  |
| 2025-10-16 | 1.0002          |
|  |  |
| 2025-10-17 | 1.0002          |
|  |  |
| 2025-10-20 | 1.0002          |
|  |  |
| 2025-10-21 | 1.0002          |
|  |  |
| 2025-10-22 | 1.0002          |
|  |  |
| 2025-10-23 | 1.0002          |
|  |  |
| 2025-10-24 | 1.0002          |
|  |  |
| 2025-10-27 | 1.0002          |
|  |  |
| 2025-10-28 | 1.0002          |
|  |  |
| 2025-10-29 | 1.0002          |
|  |  |
| 2025-10-30 | 1.0002          |
|  |  |
| 2025-10-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $395831061.97             | $515603895.29           |
| 2025-10-02 | $773820276.14             | $703227244.03           |
| 2025-10-03 | $703284882.24             | $776698843.35           |
| 2025-10-06 | $821949900.89             | $1081602558.47          |
| 2025-10-07 | $498629467.71             | $852530725.90           |
| 2025-10-08 | $594517804.73             | $325140575.53           |
| 2025-10-09 | $148220046.36             | $420646863.99           |
| 2025-10-10 | $582828867.01             | $202406332.33           |
| 2025-10-14 | $316907937.10             | $671558274.53           |
| 2025-10-15 | $223775025.61             | $676538145.43           |
| 2025-10-16 | $680021816.37             | $120012074.90           |
| 2025-10-17 | $2116397828.07            | $385581956.32           |
| 2025-10-20 | $69111251.64              | $1928239487.35          |
| 2025-10-21 | $1141121298.14            | $416831624.86           |
| 2025-10-22 | $400331099.12             | $588236993.50           |
| 2025-10-23 | $257047572.72             | $363589120.12           |
| 2025-10-24 | $609715421.55             | $380030687.25           |
| 2025-10-27 | $723488295.89             | $791324104.20           |
| 2025-10-28 | $1138789965.27            | $613650748.21           |
| 2025-10-29 | $1001767063.00            | $323299282.40           |
| 2025-10-30 | $303985811.41             | $532419546.33           |
| 2025-10-31 | $829992616.95             | $707289999.99           |

**Total Gross Subscriptions (Month):** $14331535309.89

**Total Gross Redemptions (Month):** $13376459084.28

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 4.0200%           |
| 2025-10-02 | 4.0200%           |
| 2025-10-03 | 4.0200%           |
| 2025-10-06 | 4.0100%           |
| 2025-10-07 | 4.0100%           |
| 2025-10-08 | 4.0000%           |
| 2025-10-09 | 4.0000%           |
| 2025-10-10 | 3.9900%           |
| 2025-10-14 | 3.9800%           |
| 2025-10-15 | 3.9900%           |
| 2025-10-16 | 4.0000%           |
| 2025-10-17 | 4.0100%           |
| 2025-10-20 | 4.0200%           |
| 2025-10-21 | 4.0200%           |
| 2025-10-22 | 4.0200%           |
| 2025-10-23 | 4.0100%           |
| 2025-10-24 | 4.0100%           |
| 2025-10-27 | 4.0200%           |
| 2025-10-28 | 4.0200%           |
| 2025-10-29 | 4.0300%           |
| 2025-10-30 | 4.0100%           |
| 2025-10-31 | 4.0000%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 62.6000%         | 0.0000%              |
| Non-financial corporation |  | 19.0800%         | 0.0000%              |

### Class: Service Class

- **Minimum Initial Investment:** $100000.00

- **Net Assets of Class:** $1149626735.68

- **Number of Shares Outstanding:** 1149635757.6440

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0002          |
|  |  |
| 2025-10-02 | 1.0002          |
|  |  |
| 2025-10-03 | 1.0002          |
|  |  |
| 2025-10-06 | 1.0002          |
|  |  |
| 2025-10-07 | 1.0002          |
|  |  |
| 2025-10-08 | 1.0002          |
|  |  |
| 2025-10-09 | 1.0002          |
|  |  |
| 2025-10-10 | 1.0002          |
|  |  |
| 2025-10-14 | 1.0002          |
|  |  |
| 2025-10-15 | 1.0002          |
|  |  |
| 2025-10-16 | 1.0003          |
|  |  |
| 2025-10-17 | 1.0002          |
|  |  |
| 2025-10-20 | 1.0002          |
|  |  |
| 2025-10-21 | 1.0002          |
|  |  |
| 2025-10-22 | 1.0002          |
|  |  |
| 2025-10-23 | 1.0002          |
|  |  |
| 2025-10-24 | 1.0002          |
|  |  |
| 2025-10-27 | 1.0002          |
|  |  |
| 2025-10-28 | 1.0002          |
|  |  |
| 2025-10-29 | 1.0002          |
|  |  |
| 2025-10-30 | 1.0002          |
|  |  |
| 2025-10-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $6031984.08               | $43498688.31            |
| 2025-10-02 | $13500983.00              | $52065.65               |
| 2025-10-03 | $164797.51                | $3223148.30             |
| 2025-10-06 | $1500606.93               | $3144174.56             |
| 2025-10-07 | $5124940.34               | $47362.46               |
| 2025-10-08 | $9103597.68               | $1957698.87             |
| 2025-10-09 | $8638840.02               | $10704567.11            |
| 2025-10-10 | $14460314.80              | $11949.92               |
| 2025-10-14 | $11609088.51              | $3497805.44             |
| 2025-10-15 | $3234110.41               | $8878924.53             |
| 2025-10-16 | $4439195.16               | $16151502.41            |
| 2025-10-17 | $27464039.13              | $4489300.74             |
| 2025-10-20 | $32877824.03              | $2503.33                |
| 2025-10-21 | $11064629.88              | $17368696.49            |
| 2025-10-22 | $1310926.36               | $9291129.68             |
| 2025-10-23 | $18919525.79              | $19478954.02            |
| 2025-10-24 | $9717818.75               | $31333153.37            |
| 2025-10-27 | $4305534.67               | $21369095.91            |
| 2025-10-28 | $3496868.39               | $345122.49              |
| 2025-10-29 | $1037674.32               | $5299212.78             |
| 2025-10-30 | $2217839.60               | $960321.53              |
| 2025-10-31 | $10956695.76              | $12116.60               |

**Total Gross Subscriptions (Month):** $201177835.12

**Total Gross Redemptions (Month):** $201117494.50

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.7200%           |
| 2025-10-02 | 3.7200%           |
| 2025-10-03 | 3.7200%           |
| 2025-10-06 | 3.7200%           |
| 2025-10-07 | 3.7100%           |
| 2025-10-08 | 3.7000%           |
| 2025-10-09 | 3.7000%           |
| 2025-10-10 | 3.6900%           |
| 2025-10-14 | 3.6800%           |
| 2025-10-15 | 3.6900%           |
| 2025-10-16 | 3.7000%           |
| 2025-10-17 | 3.7100%           |
| 2025-10-20 | 3.7200%           |
| 2025-10-21 | 3.7200%           |
| 2025-10-22 | 3.7200%           |
| 2025-10-23 | 3.7100%           |
| 2025-10-24 | 3.7100%           |
| 2025-10-27 | 3.7200%           |
| 2025-10-28 | 3.7200%           |
| 2025-10-29 | 3.7300%           |
| 2025-10-30 | 3.7200%           |
| 2025-10-31 | 3.7000%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 5.4300%          | 0.0000%              |
| Non-financial corporation |  | 88.1700%         | 0.0000%              |

### Class: Select Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $100422794016.91

- **Number of Shares Outstanding:** 100424488305.0080

- **Expense Reimbursement/Waiver:** 2531915.14

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0002          |
|  |  |
| 2025-10-02 | 1.0002          |
|  |  |
| 2025-10-03 | 1.0002          |
|  |  |
| 2025-10-06 | 1.0002          |
|  |  |
| 2025-10-07 | 1.0002          |
|  |  |
| 2025-10-08 | 1.0002          |
|  |  |
| 2025-10-09 | 1.0002          |
|  |  |
| 2025-10-10 | 1.0002          |
|  |  |
| 2025-10-14 | 1.0002          |
|  |  |
| 2025-10-15 | 1.0002          |
|  |  |
| 2025-10-16 | 1.0002          |
|  |  |
| 2025-10-17 | 1.0002          |
|  |  |
| 2025-10-20 | 1.0002          |
|  |  |
| 2025-10-21 | 1.0002          |
|  |  |
| 2025-10-22 | 1.0002          |
|  |  |
| 2025-10-23 | 1.0002          |
|  |  |
| 2025-10-24 | 1.0002          |
|  |  |
| 2025-10-27 | 1.0002          |
|  |  |
| 2025-10-28 | 1.0002          |
|  |  |
| 2025-10-29 | 1.0002          |
|  |  |
| 2025-10-30 | 1.0002          |
|  |  |
| 2025-10-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $5022349485.77            | $3921010500.49          |
| 2025-10-02 | $5842356215.74            | $9470435234.71          |
| 2025-10-03 | $3233855402.74            | $4278865498.27          |
| 2025-10-06 | $3036730437.85            | $4031132949.23          |
| 2025-10-07 | $1874158026.99            | $2710343003.70          |
| 2025-10-08 | $3142252474.08            | $2596361015.15          |
| 2025-10-09 | $4387116007.17            | $3780020066.92          |
| 2025-10-10 | $2410491413.66            | $2768870236.19          |
| 2025-10-14 | $3794414383.16            | $4842108008.59          |
| 2025-10-15 | $5397795941.76            | $2883306573.97          |
| 2025-10-16 | $2996555515.59            | $3572436483.28          |
| 2025-10-17 | $3825626883.00            | $2699916984.69          |
| 2025-10-20 | $3177351396.05            | $5697218240.52          |
| 2025-10-21 | $5178105058.41            | $1431923238.80          |
| 2025-10-22 | $3178493017.12            | $2599554455.98          |
| 2025-10-23 | $4264116010.58            | $3715657606.96          |
| 2025-10-24 | $3064808857.79            | $2455556710.66          |
| 2025-10-27 | $3081312311.71            | $3246645527.34          |
| 2025-10-28 | $3972735174.19            | $1314973909.91          |
| 2025-10-29 | $4120051528.12            | $3416552522.44          |
| 2025-10-30 | $8133211096.11            | $4243325784.56          |
| 2025-10-31 | $3665268270.42            | $8138186877.98          |

**Total Gross Subscriptions (Month):** $86799154908.01

**Total Gross Redemptions (Month):** $83814401430.34

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 4.0800%           |
| 2025-10-02 | 4.0800%           |
| 2025-10-03 | 4.0800%           |
| 2025-10-06 | 4.0700%           |
| 2025-10-07 | 4.0700%           |
| 2025-10-08 | 4.0600%           |
| 2025-10-09 | 4.0600%           |
| 2025-10-10 | 4.0500%           |
| 2025-10-14 | 4.0400%           |
| 2025-10-15 | 4.0500%           |
| 2025-10-16 | 4.0600%           |
| 2025-10-17 | 4.0700%           |
| 2025-10-20 | 4.0800%           |
| 2025-10-21 | 4.0800%           |
| 2025-10-22 | 4.0800%           |
| 2025-10-23 | 4.0700%           |
| 2025-10-24 | 4.0700%           |
| 2025-10-27 | 4.0800%           |
| 2025-10-28 | 4.0800%           |
| 2025-10-29 | 4.0900%           |
| 2025-10-30 | 4.0700%           |
| 2025-10-31 | 4.0600%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 55.2200%         | 0.0000%              |
| Non-financial corporation |  | 9.7200%          | 0.0000%              |

### Class: Sweep Class

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $899008193.36

- **Number of Shares Outstanding:** 899014548.7000

- **Expense Reimbursement/Waiver:** 7934.87

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0002          |
|  |  |
| 2025-10-02 | 1.0002          |
|  |  |
| 2025-10-03 | 1.0002          |
|  |  |
| 2025-10-06 | 1.0002          |
|  |  |
| 2025-10-07 | 1.0002          |
|  |  |
| 2025-10-08 | 1.0002          |
|  |  |
| 2025-10-09 | 1.0002          |
|  |  |
| 2025-10-10 | 1.0002          |
|  |  |
| 2025-10-14 | 1.0002          |
|  |  |
| 2025-10-15 | 1.0002          |
|  |  |
| 2025-10-16 | 1.0002          |
|  |  |
| 2025-10-17 | 1.0002          |
|  |  |
| 2025-10-20 | 1.0002          |
|  |  |
| 2025-10-21 | 1.0002          |
|  |  |
| 2025-10-22 | 1.0002          |
|  |  |
| 2025-10-23 | 1.0002          |
|  |  |
| 2025-10-24 | 1.0002          |
|  |  |
| 2025-10-27 | 1.0002          |
|  |  |
| 2025-10-28 | 1.0002          |
|  |  |
| 2025-10-29 | 1.0002          |
|  |  |
| 2025-10-30 | 1.0001          |
|  |  |
| 2025-10-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $70707956.66              | $32730278.11            |
| 2025-10-02 | $38234746.71              | $62490077.04            |
| 2025-10-03 | $24398850.83              | $42570604.80            |
| 2025-10-06 | $25586207.68              | $111416218.95           |
| 2025-10-07 | $49401853.76              | $25153743.19            |
| 2025-10-08 | $28317174.41              | $51912297.07            |
| 2025-10-09 | $84935137.72              | $27547705.46            |
| 2025-10-10 | $120191379.57             | $38549001.44            |
| 2025-10-14 | $69061833.02              | $65047623.83            |
| 2025-10-15 | $50739842.01              | $52226019.19            |
| 2025-10-16 | $35422410.59              | $91474095.05            |
| 2025-10-17 | $30084613.78              | $79850951.66            |
| 2025-10-20 | $42222398.54              | $65139668.08            |
| 2025-10-21 | $33115500.23              | $28411777.16            |
| 2025-10-22 | $25878352.44              | $26810404.37            |
| 2025-10-23 | $41678984.72              | $37725609.29            |
| 2025-10-24 | $32171209.94              | $39933974.44            |
| 2025-10-27 | $41516120.57              | $33762872.01            |
| 2025-10-28 | $39456551.96              | $29475568.51            |
| 2025-10-29 | $29862458.20              | $49344710.49            |
| 2025-10-30 | $30068963.99              | $44452830.67            |
| 2025-10-31 | $42540444.72              | $35597847.07            |

**Total Gross Subscriptions (Month):** $985592992.05

**Total Gross Redemptions (Month):** $1071623877.88

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.7200%           |
| 2025-10-02 | 3.7200%           |
| 2025-10-03 | 3.7200%           |
| 2025-10-06 | 3.7100%           |
| 2025-10-07 | 3.7100%           |
| 2025-10-08 | 3.7000%           |
| 2025-10-09 | 3.7000%           |
| 2025-10-10 | 3.6900%           |
| 2025-10-14 | 3.6800%           |
| 2025-10-15 | 3.6900%           |
| 2025-10-16 | 3.7000%           |
| 2025-10-17 | 3.7100%           |
| 2025-10-20 | 3.7200%           |
| 2025-10-21 | 3.7200%           |
| 2025-10-22 | 3.7200%           |
| 2025-10-23 | 3.7100%           |
| 2025-10-24 | 3.7100%           |
| 2025-10-27 | 3.7200%           |
| 2025-10-28 | 3.7200%           |
| 2025-10-29 | 3.7300%           |
| 2025-10-30 | 3.7100%           |
| 2025-10-31 | 3.7000%           |

**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:** $142586432.98

- **Number of Shares Outstanding:** 142587634.6200

- **Expense Reimbursement/Waiver:** 3769.22

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0002          |
|  |  |
| 2025-10-02 | 1.0002          |
|  |  |
| 2025-10-03 | 1.0002          |
|  |  |
| 2025-10-06 | 1.0002          |
|  |  |
| 2025-10-07 | 1.0002          |
|  |  |
| 2025-10-08 | 1.0002          |
|  |  |
| 2025-10-09 | 1.0002          |
|  |  |
| 2025-10-10 | 1.0002          |
|  |  |
| 2025-10-14 | 1.0002          |
|  |  |
| 2025-10-15 | 1.0002          |
|  |  |
| 2025-10-16 | 1.0002          |
|  |  |
| 2025-10-17 | 1.0002          |
|  |  |
| 2025-10-20 | 1.0002          |
|  |  |
| 2025-10-21 | 1.0002          |
|  |  |
| 2025-10-22 | 1.0002          |
|  |  |
| 2025-10-23 | 1.0002          |
|  |  |
| 2025-10-24 | 1.0002          |
|  |  |
| 2025-10-27 | 1.0002          |
|  |  |
| 2025-10-28 | 1.0002          |
|  |  |
| 2025-10-29 | 1.0002          |
|  |  |
| 2025-10-30 | 1.0002          |
|  |  |
| 2025-10-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $484321.63                | $0.00                   |

**Total Gross Subscriptions (Month):** $484321.63

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 4.0600%           |
| 2025-10-02 | 4.0600%           |
| 2025-10-03 | 4.0600%           |
| 2025-10-06 | 4.0500%           |
| 2025-10-07 | 4.0500%           |
| 2025-10-08 | 4.0400%           |
| 2025-10-09 | 4.0400%           |
| 2025-10-10 | 4.0300%           |
| 2025-10-14 | 4.0200%           |
| 2025-10-15 | 4.0300%           |
| 2025-10-16 | 4.0400%           |
| 2025-10-17 | 4.0500%           |
| 2025-10-20 | 4.0600%           |
| 2025-10-21 | 4.0600%           |
| 2025-10-22 | 4.0600%           |
| 2025-10-23 | 4.0500%           |
| 2025-10-24 | 4.0500%           |
| 2025-10-27 | 4.0600%           |
| 2025-10-28 | 4.0600%           |
| 2025-10-29 | 4.0700%           |
| 2025-10-30 | 4.0500%           |
| 2025-10-31 | 4.0400%           |

**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:** $100108730.52

- **Number of Shares Outstanding:** 100109574.1800

- **Expense Reimbursement/Waiver:** 817.54

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0003          |
|  |  |
| 2025-10-02 | 1.0002          |
|  |  |
| 2025-10-03 | 1.0002          |
|  |  |
| 2025-10-06 | 1.0002          |
|  |  |
| 2025-10-07 | 1.0002          |
|  |  |
| 2025-10-08 | 1.0002          |
|  |  |
| 2025-10-09 | 1.0002          |
|  |  |
| 2025-10-10 | 1.0002          |
|  |  |
| 2025-10-14 | 1.0002          |
|  |  |
| 2025-10-15 | 1.0002          |
|  |  |
| 2025-10-16 | 1.0002          |
|  |  |
| 2025-10-17 | 1.0002          |
|  |  |
| 2025-10-20 | 1.0002          |
|  |  |
| 2025-10-21 | 1.0002          |
|  |  |
| 2025-10-22 | 1.0002          |
|  |  |
| 2025-10-23 | 1.0002          |
|  |  |
| 2025-10-24 | 1.0002          |
|  |  |
| 2025-10-27 | 1.0002          |
|  |  |
| 2025-10-28 | 1.0002          |
|  |  |
| 2025-10-29 | 1.0002          |
|  |  |
| 2025-10-30 | 1.0002          |
|  |  |
| 2025-10-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $100000368.60             | $0.00                   |
| 2025-10-17 | $0.00                     | $15000000.00            |
| 2025-10-20 | $15000000.00              | $0.00                   |
| 2025-10-22 | $0.00                     | $25000000.00            |
| 2025-10-23 | $25000000.00              | $0.00                   |

**Total Gross Subscriptions (Month):** $140000368.60

**Total Gross Redemptions (Month):** $40000000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 4.0200%           |
| 2025-10-02 | 4.0200%           |
| 2025-10-03 | 4.0200%           |
| 2025-10-06 | 4.0100%           |
| 2025-10-07 | 4.0100%           |
| 2025-10-08 | 4.0000%           |
| 2025-10-09 | 4.0000%           |
| 2025-10-10 | 3.9900%           |
| 2025-10-14 | 3.9800%           |
| 2025-10-15 | 3.9900%           |
| 2025-10-16 | 4.0000%           |
| 2025-10-17 | 4.0100%           |
| 2025-10-20 | 4.0200%           |
| 2025-10-21 | 4.0200%           |
| 2025-10-22 | 4.0200%           |
| 2025-10-23 | 4.0100%           |
| 2025-10-24 | 4.0100%           |
| 2025-10-27 | 4.0200%           |
| 2025-10-28 | 4.0200%           |
| 2025-10-29 | 4.0300%           |
| 2025-10-30 | 4.0100%           |
| 2025-10-31 | 4.0000%           |

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

## Part C: Schedule of Portfolio Securities

### Security 1: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.070000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 01399W007, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 01399W007_4.07_1107
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2050-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| 1.55 FNNT A 21-34    | 2034-04-28      | 1.5500%  | 0.0000% | $20000000.00       | $16085303.33       | Agency Mortgage-Backed Securities |
| GNII SF MA0852 M     | 2043-03-20      | 3.5000%  | 0.0000% | $948952.90         | $903997.84         | Agency Mortgage-Backed Securities |
| GNII SF MA1222 M     | 2043-08-20      | 2.5000%  | 0.0000% | $75464.53          | $67450.15          | Agency Mortgage-Backed Securities |
| GNAR AF MA1853 M     | 2044-04-20      | 5.6250%  | 0.0000% | $2750485.78        | $2821950.28        | Agency Mortgage-Backed Securities |
| GNII SF MA3313 M     | 2045-12-20      | 5.0000%  | 0.0000% | $291352.74         | $298587.51         | Agency Mortgage-Backed Securities |
| GNII JM MA3864 M     | 2046-08-20      | 3.0000%  | 0.0000% | $1226423.80        | $1097735.15        | Agency Mortgage-Backed Securities |
| GNII SF MA4069 M     | 2046-11-20      | 3.5000%  | 0.0000% | $764883.86         | $716609.49         | Agency Mortgage-Backed Securities |
| GNII SF MB0309 M     | 2055-03-20      | 6.0000%  | 0.0000% | $613069687.10      | $627731248.70      | Agency Mortgage-Backed Securities |
| GNII SF MB0310 M     | 2055-04-20      | 6.5000%  | 0.0000% | $415699083.20      | $431047802.00      | Agency Mortgage-Backed Securities |
| GNII SF MB0420 M     | 2055-05-20      | 3.5000%  | 0.0000% | $399133.61         | $366905.04         | Agency Mortgage-Backed Securities |
| GNAR AF MB0496 M     | 2055-07-20      | 5.5000%  | 0.0000% | $669810.35         | $679756.58         | Agency Mortgage-Backed Securities |
| GNII SF DI0933 C     | 2055-02-20      | 7.0000%  | 0.0000% | $2363003.90        | $2518235.13        | Agency Mortgage-Backed Securities |
| GNII SF DI1996 C     | 2055-06-20      | 5.5000%  | 0.0000% | $17377710.21       | $17727372.91       | Agency Mortgage-Backed Securities |
| GNII SF MA6287 M     | 2049-10-20      | 5.0000%  | 0.0000% | $92109.00          | $93978.13          | Agency Mortgage-Backed Securities |
| GNII SF MA5531 M     | 2048-10-20      | 5.5000%  | 0.0000% | $1667811.48        | $1717434.44        | Agency Mortgage-Backed Securities |
| GNII SF MA5566 M     | 2033-11-20      | 4.5000%  | 0.0000% | $36110.42          | $36505.36          | Agency Mortgage-Backed Securities |
| GNII SF MA5934 M     | 2049-05-20      | 5.5000%  | 0.0000% | $75340.03          | $77630.62          | Agency Mortgage-Backed Securities |
| GNII JM MA6083 M     | 2049-08-20      | 4.5000%  | 0.0000% | $984525.83         | $971323.34         | Agency Mortgage-Backed Securities |
| GNII JM MA6588 M     | 2050-04-20      | 2.5000%  | 0.0000% | $77250.79          | $66073.63          | Agency Mortgage-Backed Securities |
| GNII JM MA6699 M     | 2050-06-20      | 2.5000%  | 0.0000% | $65723.30          | $56214.01          | Agency Mortgage-Backed Securities |
| 4.00 FHOR 23-33 BA   | 2033-06-06      | 4.0000%  | 0.0000% | $1450000.00        | $1430188.81        | Agency Mortgage-Backed Securities |
| 5.875 FHOR 25-44 DW  | 2044-10-21      | 5.8750%  | 0.0000% | $250000.00         | $250141.74         | Agency Mortgage-Backed Securities |
| 5.87 FHOR 26-45 AM   | 2045-04-10      | 5.8700%  | 0.0000% | $1400000.00        | $1403893.63        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM3821 | 2047-08-01      | 4.0000%  | 0.0000% | $299725.09         | $293161.51         | Agency Mortgage-Backed Securities |
| GNII SF MA7993 M     | 2052-04-20      | 5.5000%  | 0.0000% | $16419.64          | $16768.42          | Agency Mortgage-Backed Securities |
| GNII SF MA7391 M     | 2036-06-20      | 2.0000%  | 0.0000% | $5054484.40        | $4682457.50        | Agency Mortgage-Backed Securities |
| GNII JM MA7409 M     | 2051-06-20      | 2.0000%  | 0.0000% | $10861211.85       | $8869631.26        | Agency Mortgage-Backed Securities |
| GNII SF MA7455 M     | 2031-12-20      | 6.5000%  | 0.0000% | $16014.01          | $16659.64          | Agency Mortgage-Backed Securities |
| GNII JM MA7638 M     | 2051-10-20      | 2.0000%  | 0.0000% | $19706720.98       | $15946553.82       | Agency Mortgage-Backed Securities |
| GNII SF MA7650 M     | 2051-10-20      | 3.0000%  | 0.0000% | $3341501.11        | $3017131.58        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8356 | 2039-12-01      | 3.0000%  | 0.0000% | $259444.17         | $249382.92         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8511 | 2036-05-01      | 2.0000%  | 0.0000% | $12488.65          | $11584.13          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL889777 | 2036-11-01      | 5.5000%  | 0.0000% | $69430.31          | $72639.89          | Agency Mortgage-Backed Securities |
| GNII SF MA8569 M     | 2053-01-20      | 5.0000%  | 0.0000% | $172777958.60      | $173910806.20      | Agency Mortgage-Backed Securities |
| GNII SF MA8726 M     | 2053-03-20      | 5.5000%  | 0.0000% | $8445729.11        | $8613067.16        | Agency Mortgage-Backed Securities |
| GNII SF MA9010 M     | 2053-07-20      | 2.0000%  | 0.0000% | $154561.63         | $129115.64         | Agency Mortgage-Backed Securities |
| GNII SF MA9013 M     | 2053-07-20      | 3.5000%  | 0.0000% | $165134.14         | $153085.24         | Agency Mortgage-Backed Securities |
| GNII SF MA9598 M     | 2053-10-20      | 2.0000%  | 0.0000% | $128419.69         | $107278.69         | Agency Mortgage-Backed Securities |
| GNII SF MA9633 M     | 2031-04-20      | 3.0000%  | 0.0000% | $61103.85          | $58608.79          | Agency Mortgage-Backed Securities |
| GNII SF MA9669 M     | 2054-05-20      | 6.0000%  | 0.0000% | $19392.10          | $19898.21          | Agency Mortgage-Backed Securities |
| GNII SF BB3762 C     | 2047-10-20      | 3.5000%  | 0.0000% | $47480.90          | $44238.65          | Agency Mortgage-Backed Securities |
| GNMI SF BE2169 X     | 2048-03-15      | 3.5000%  | 0.0000% | $20526.60          | $18999.23          | Agency Mortgage-Backed Securities |
| GNII RG CN2044 C     | 2048-01-20      | 3.5000%  | 0.0000% | $768841.44         | $705194.18         | Agency Mortgage-Backed Securities |
| GNII RG CO7989 C     | 2045-09-20      | 4.5000%  | 0.0000% | $2956568.53        | $2906173.82        | Agency Mortgage-Backed Securities |
| GNII RG CO7654 C     | 2043-09-20      | 3.5000%  | 0.0000% | $159597.51         | $147162.09         | Agency Mortgage-Backed Securities |
| GNII RG CP0135 C     | 2042-08-20      | 3.5000%  | 0.0000% | $175561.20         | $161886.15         | Agency Mortgage-Backed Securities |
| GNII SF BO9520 C     | 2050-01-20      | 2.5000%  | 0.0000% | $1156947.85        | $1008168.21        | Agency Mortgage-Backed Securities |
| GNMI SF BR6606 X     | 2050-02-15      | 3.0000%  | 0.0000% | $9835392.34        | $8876589.12        | Agency Mortgage-Backed Securities |
| GNII SF BW4522 C     | 2035-04-20      | 6.5000%  | 0.0000% | $922305.16         | $965562.81         | Agency Mortgage-Backed Securities |
| GNII SF BY6412 C     | 2050-10-20      | 3.0000%  | 0.0000% | $285866.90         | $257976.87         | Agency Mortgage-Backed Securities |
| GNII SF BY8781 C     | 2050-10-20      | 3.0000%  | 0.0000% | $357086.71         | $337259.47         | Agency Mortgage-Backed Securities |
| GNII SF CB4513 C     | 2046-02-20      | 2.5000%  | 0.0000% | $76153.08          | $65545.97          | Agency Mortgage-Backed Securities |
| GNII SF CJ9505 C     | 2052-02-20      | 3.5000%  | 0.0000% | $2052876.39        | $1891369.76        | Agency Mortgage-Backed Securities |
| GNPL PN CK5807       | 2059-11-15      | 5.0000%  | 0.0000% | $247520.40         | $250574.47         | Agency Mortgage-Backed Securities |
| GNII RG CM5273 C     | 2048-03-20      | 3.5000%  | 0.0000% | $1860252.60        | $1706005.41        | Agency Mortgage-Backed Securities |
| GNII RG CM4717 C     | 2049-10-20      | 4.5000%  | 0.0000% | $782820.26         | $768682.53         | Agency Mortgage-Backed Securities |
| GNMI SF AD6349 X     | 2047-12-15      | 3.0000%  | 0.0000% | $352632.92         | $320009.09         | Agency Mortgage-Backed Securities |
| GNMI SF AE3318 X     | 2046-07-15      | 2.5000%  | 0.0000% | $687634.06         | $601369.91         | Agency Mortgage-Backed Securities |
| GNII SF AL5896 C     | 2045-03-20      | 3.5000%  | 0.0000% | $454812.20         | $418149.19         | Agency Mortgage-Backed Securities |
| GNII RG CQ2806 C     | 2039-09-20      | 6.0000%  | 0.0000% | $1507905.49        | $1578995.69        | Agency Mortgage-Backed Securities |
| GNMI SF CR2381 X     | 2053-03-15      | 6.0000%  | 0.0000% | $3717427.45        | $4013390.44        | Agency Mortgage-Backed Securities |
| GNII ET CV5115 C     | 2063-06-20      | 6.5000%  | 0.0000% | $1194697.22        | $1235874.45        | Agency Mortgage-Backed Securities |
| GNII SF CY4585 C     | 2053-10-20      | 6.5000%  | 0.0000% | $1143217.97        | $1197958.30        | Agency Mortgage-Backed Securities |
| GNCL CL CY8222       | 2065-11-15      | 5.6500%  | 0.0000% | $14414608.00       | $14668136.93       | Agency Mortgage-Backed Securities |
| GNII ET CZ3060 C     | 2063-12-20      | 7.5000%  | 0.0000% | $171187.36         | $177138.00         | Agency Mortgage-Backed Securities |
| GNII SF CZ3278 C     | 2054-01-20      | 6.0000%  | 0.0000% | $5966729.48        | $6209175.60        | Agency Mortgage-Backed Securities |
| 3.67 FCSB 42 G       | 2042-03-05      | 3.6700%  | 0.0000% | $6450000.00        | $5509402.23        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ5068 | 2055-10-01      | 5.5000%  | 0.0000% | $1994714.32        | $2031072.64        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQZ6792 | 2055-11-01      | 4.5000%  | 0.0000% | $4490904.00        | $4405738.50        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL0760 | 2053-02-01      | 3.5000%  | 0.0000% | $30823341.49       | $28803261.90       | Agency Mortgage-Backed Securities |
| GNII ET DC9727 C     | 2063-12-20      | 7.5000%  | 0.0000% | $272194.14         | $281655.61         | Agency Mortgage-Backed Securities |
| GNII ET DD6091 C     | 2064-09-20      | 6.5000%  | 0.0000% | $17349788.81       | $17947847.61       | Agency Mortgage-Backed Securities |
| GNII SF DD6434 C     | 2054-07-20      | 7.0000%  | 0.0000% | $15264874.80       | $16267614.24       | Agency Mortgage-Backed Securities |
| GNII SF DE1091 C     | 2054-10-20      | 7.0000%  | 0.0000% | $2950122.21        | $3057543.05        | Agency Mortgage-Backed Securities |
| GNII SF DE5795 C     | 2054-10-20      | 7.0000%  | 0.0000% | $11984256.36       | $12829953.37       | Agency Mortgage-Backed Securities |
| GNII SF DF1987 C     | 2054-10-20      | 5.0000%  | 0.0000% | $1085270.58        | $1096386.64        | Agency Mortgage-Backed Securities |
| GNII SF DG1159 C     | 2054-12-20      | 6.5000%  | 0.0000% | $2321756.05        | $2432941.86        | Agency Mortgage-Backed Securities |
| GNII SF DG7288 C     | 2055-02-20      | 5.5000%  | 0.0000% | $944087.53         | $965257.11         | Agency Mortgage-Backed Securities |
| GNII SF DH6888 C     | 2055-02-20      | 6.5000%  | 0.0000% | $3345494.33        | $3505708.94        | Agency Mortgage-Backed Securities |
| GNII SF DJ1660 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1191576.07        | $1203833.02        | Agency Mortgage-Backed Securities |
| GNII SF DJ3094 C     | 2055-08-20      | 5.5000%  | 0.0000% | $5607404.85        | $5741776.96        | Agency Mortgage-Backed Securities |
| GNPL PN DJ4707       | 2060-08-15      | 6.1200%  | 0.0000% | $4993541.20        | $5403790.57        | Agency Mortgage-Backed Securities |
| GNII ET DJ5141 C     | 2065-04-20      | 5.5000%  | 0.0000% | $472924.16         | $477427.50         | Agency Mortgage-Backed Securities |
| GNPL PN DJ6842       | 2060-07-15      | 5.9300%  | 0.0000% | $6606559.55        | $7080194.81        | Agency Mortgage-Backed Securities |
| GNII SF DJ9730 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2189869.92        | $2294744.26        | Agency Mortgage-Backed Securities |
| GNII ET DK0959 C     | 2065-05-20      | 7.0000%  | 0.0000% | $20213149.64       | $20900140.69       | Agency Mortgage-Backed Securities |
| GNII SF DK4932 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2091587.73        | $2188163.31        | Agency Mortgage-Backed Securities |
| GNII SF DK5623 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2167072.51        | $2270850.73        | Agency Mortgage-Backed Securities |
| GNII SF DK5604 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2355334.52        | $2468121.29        | Agency Mortgage-Backed Securities |
| GNII SF DK5753 C     | 2055-07-20      | 6.5000%  | 0.0000% | $432111.31         | $455969.76         | Agency Mortgage-Backed Securities |
| GNII SF DK6448 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1205102.22        | $1263551.69        | Agency Mortgage-Backed Securities |
| GNPL PN DK6734       | 2060-06-15      | 5.8400%  | 0.0000% | $2275178.28        | $2422879.82        | Agency Mortgage-Backed Securities |
| GNII SF DK7512 C     | 2055-08-20      | 6.5000%  | 0.0000% | $4325026.15        | $4544822.53        | Agency Mortgage-Backed Securities |
| FEPC 03.500 3PRE6042 | 2050-04-01      | 3.5000%  | 0.0000% | $883698.85         | $809614.54         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3960 | 2040-06-01      | 6.0000%  | 0.0000% | $1971157.17        | $2049207.11        | Agency Mortgage-Backed Securities |
| 6.75 FMPR GB 31 A    | 2031-03-15      | 0.0000%  | 0.0000% | $46072000.00       | $37403230.70       | Agency Mortgage-Backed Securities |
| 6.25 FMPR GB 32 A    | 2032-07-15      | 0.0000%  | 0.0000% | $50313000.00       | $38265149.65       | Agency Mortgage-Backed Securities |
| 1.60 FMNT 20-32 57   | 2032-12-29      | 1.6000%  | 0.0000% | $15000000.00       | $12688473.33       | Agency Mortgage-Backed Securities |
| 1.56 FMNT 20-31 97   | 2031-12-30      | 1.5600%  | 0.0000% | $15000000.00       | $13108785.00       | Agency Mortgage-Backed Securities |
| 1.5 FMNT 20-32 C9    | 2032-05-19      | 1.5500%  | 0.0000% | $15000000.00       | $12941190.00       | Agency Mortgage-Backed Securities |
| 1.54 FMNT 21-33 K0   | 2033-10-25      | 1.5400%  | 0.0000% | $20000000.00       | $16342613.33       | Agency Mortgage-Backed Securities |
| 1.50 FMNT 20-33 G0   | 2033-07-22      | 1.5000%  | 0.0000% | $10000000.00       | $8232290.00        | Agency Mortgage-Backed Securities |
| 1.55 FMNT 20-34 C8   | 2034-01-27      | 1.5500%  | 0.0000% | $15000000.00       | $12225558.33       | Agency Mortgage-Backed Securities |
| 1.60 FMNT 20-34 B9   | 2034-01-27      | 1.6000%  | 0.0000% | $15000000.00       | $12279281.67       | Agency Mortgage-Backed Securities |
| 1.50 FMNT 20-32 J2   | 2032-07-29      | 1.5000%  | 0.0000% | $15000000.00       | $12766295.00       | Agency Mortgage-Backed Securities |
| 1.62 FMNT 20-34 V5   | 2034-07-28      | 1.6200%  | 0.0000% | $15000000.00       | $12097290.00       | Agency Mortgage-Backed Securities |
| 1.55 FMNT 21-34 T1   | 2034-09-22      | 1.5500%  | 0.0000% | $20000000.00       | $15900703.33       | Agency Mortgage-Backed Securities |
| 1.52 FMNT 21-34 F7   | 2034-04-13      | 1.5200%  | 0.0000% | $15000000.00       | $12047700.00       | Agency Mortgage-Backed Securities |
| 1.51 FMNT 21-33 R6   | 2033-12-28      | 1.5100%  | 0.0000% | $15000000.00       | $12214052.50       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIRR0010 | 2040-07-01      | 5.5000%  | 0.0000% | $120590425.20      | $123781649.80      | Agency Mortgage-Backed Securities |
| GNII SF DK7576 C     | 2055-08-20      | 6.5000%  | 0.0000% | $787703.08         | $833122.56         | Agency Mortgage-Backed Securities |
| GNII SF DK9219 C     | 2055-07-20      | 4.0000%  | 0.0000% | $8991569.04        | $8388696.32        | Agency Mortgage-Backed Securities |
| GNII SF DK9295 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1371610.08        | $1437298.77        | Agency Mortgage-Backed Securities |
| GNII SF DL0866 C     | 2055-09-20      | 5.5000%  | 0.0000% | $1162260.13        | $1195157.13        | Agency Mortgage-Backed Securities |
| GNII ET DL0585 C     | 2065-09-20      | 6.5000%  | 0.0000% | $6394130.88        | $6614547.23        | Agency Mortgage-Backed Securities |
| GNII ET DL1489 C     | 2065-06-20      | 2.0000%  | 0.0000% | $298979.44         | $235935.94         | Agency Mortgage-Backed Securities |
| GNII ET DL3016 C     | 2065-08-20      | 6.5000%  | 0.0000% | $1293875.49        | $1338477.53        | Agency Mortgage-Backed Securities |
| GNII ET DL3176 C     | 2065-10-20      | 6.5000%  | 0.0000% | $7659392.00        | $7923424.01        | Agency Mortgage-Backed Securities |
| GNII SF DL3172 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2175666.73        | $2279852.15        | Agency Mortgage-Backed Securities |
| GNII SF DL3992 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1559764.03        | $1634457.49        | Agency Mortgage-Backed Securities |
| GNII SF DL5835 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1233685.88        | $1290652.96        | Agency Mortgage-Backed Securities |
| GNII SF DL6425 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3325354.86        | $3484605.00        | Agency Mortgage-Backed Securities |
| GNII SF DL6854 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2060267.10        | $2158932.61        | Agency Mortgage-Backed Securities |
| GNII SF DL7799 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1105584.22        | $1158530.28        | Agency Mortgage-Backed Securities |
| GNII SF DL8193 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2173155.93        | $2286735.20        | Agency Mortgage-Backed Securities |
| GNII ET DL8803 C     | 2065-07-20      | 3.5000%  | 0.0000% | $230297.51         | $207983.45         | Agency Mortgage-Backed Securities |
| GNII ET DL8805 C     | 2065-07-20      | 4.0000%  | 0.0000% | $247120.29         | $233600.92         | Agency Mortgage-Backed Securities |
| GNII ET DL9725 C     | 2065-07-20      | 5.0000%  | 0.0000% | $334121.87         | $333090.32         | Agency Mortgage-Backed Securities |
| GNII SF DM0768 C     | 2055-08-20      | 6.5000%  | 0.0000% | $23311.02          | $24683.52          | Agency Mortgage-Backed Securities |
| GNII SF DM1572 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1020701.74        | $1069583.82        | Agency Mortgage-Backed Securities |
| GNII ET DM1665 C     | 2065-09-20      | 4.0000%  | 0.0000% | $234337.43         | $221516.44         | Agency Mortgage-Backed Securities |
| GNII SF DM3344 C     | 2055-08-20      | 6.5000%  | 0.0000% | $7866452.84        | $8250380.32        | Agency Mortgage-Backed Securities |
| GNII SF DM3615 C     | 2055-10-20      | 6.0000%  | 0.0000% | $4246752.00        | $4400751.97        | Agency Mortgage-Backed Securities |
| GNII SF DM4203 C     | 2055-10-20      | 5.0000%  | 0.0000% | $1891962.00        | $1898356.20        | Agency Mortgage-Backed Securities |
| GNII SF DM4215 C     | 2055-10-20      | 5.5000%  | 0.0000% | $2983516.00        | $3062803.93        | Agency Mortgage-Backed Securities |
| GNII SF DM4244 C     | 2055-10-20      | 7.0000%  | 0.0000% | $1797868.00        | $1880879.76        | Agency Mortgage-Backed Securities |
| GNII SF DM5606 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1295072.00        | $1348053.40        | Agency Mortgage-Backed Securities |
| GNII SF DM7182 C     | 2055-09-20      | 6.5000%  | 0.0000% | $4271923.09        | $4470971.92        | Agency Mortgage-Backed Securities |
| GNII SF DM7310 C     | 2055-09-20      | 6.0000%  | 0.0000% | $26025134.02       | $26399037.12       | Agency Mortgage-Backed Securities |
| GNII SF DM7882 C     | 2055-10-20      | 6.5000%  | 0.0000% | $2961444.00        | $3103275.45        | Agency Mortgage-Backed Securities |
| GNII SF DM7952 C     | 2055-10-20      | 5.5000%  | 0.0000% | $1881690.00        | $1919553.99        | Agency Mortgage-Backed Securities |
| GNII SF DN0003 C     | 2055-09-20      | 7.0000%  | 0.0000% | $2823371.11        | $2953741.21        | Agency Mortgage-Backed Securities |
| GNII SF DN1485 C     | 2055-10-20      | 5.5000%  | 0.0000% | $8320352.00        | $8487776.89        | Agency Mortgage-Backed Securities |
| GNII SF DN1498 C     | 2055-10-20      | 5.0000%  | 0.0000% | $2793968.00        | $2814765.37        | Agency Mortgage-Backed Securities |
| GNII SF DN1545 C     | 2055-10-20      | 5.0000%  | 0.0000% | $6032384.00        | $5998920.36        | Agency Mortgage-Backed Securities |
| GNII SF DN1550 C     | 2055-10-20      | 5.5000%  | 0.0000% | $15003024.00       | $15304904.84       | Agency Mortgage-Backed Securities |
| GNII SF DN2499 C     | 2055-10-20      | 5.0000%  | 0.0000% | $5245448.00        | $5273189.43        | Agency Mortgage-Backed Securities |
| GNII SF DN2500 C     | 2055-10-20      | 5.0000%  | 0.0000% | $3034424.00        | $3049816.62        | Agency Mortgage-Backed Securities |
| GNII SF DN2501 C     | 2055-10-20      | 5.5000%  | 0.0000% | $3021236.00        | $3082027.30        | Agency Mortgage-Backed Securities |
| GNII SF DN2537 C     | 2055-10-20      | 5.5000%  | 0.0000% | $3625736.00        | $3698694.27        | Agency Mortgage-Backed Securities |
| GNII SF DN2539 C     | 2055-10-20      | 5.5000%  | 0.0000% | $4481072.00        | $4571241.62        | Agency Mortgage-Backed Securities |
| GNII SF DN5999 C     | 2055-10-20      | 6.5000%  | 0.0000% | $2340670.00        | $2478492.55        | Agency Mortgage-Backed Securities |
| GNII SF MB0179 M     | 2040-12-20      | 5.0000%  | 0.0000% | $574453.52         | $582976.50         | Agency Mortgage-Backed Securities |
| GNII SF 003976 M     | 2037-04-20      | 6.0000%  | 0.0000% | $35393.24          | $37357.56          | Agency Mortgage-Backed Securities |
| GNII SF 005304 M     | 2042-01-20      | 3.5000%  | 0.0000% | $3363018.30        | $3211503.12        | Agency Mortgage-Backed Securities |
| GNII JM 004827 M     | 2040-10-20      | 4.0000%  | 0.0000% | $65887.10          | $62946.78          | Agency Mortgage-Backed Securities |
| GNII SF 005240 M     | 2038-11-20      | 6.0000%  | 0.0000% | $17198.84          | $18166.77          | Agency Mortgage-Backed Securities |
| GNII JM MA4501 M     | 2047-06-20      | 3.5000%  | 0.0000% | $67431.36          | $61493.13          | Agency Mortgage-Backed Securities |
| GNAR AF MA4664 M     | 2047-08-20      | 5.5000%  | 0.0000% | $1819743.25        | $1863461.07        | Agency Mortgage-Backed Securities |
| 8.625 RFPR 30 A      | 2030-01-15      | 0.0000%  | 0.0000% | $450000.00         | $382706.10         | Corporate Debt Securities         |
| 8.875 RFPR 30 B      | 2030-04-15      | 0.0000%  | 0.0000% | $5445000.00        | $4580453.79        | Corporate Debt Securities         |

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

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of America 4.160000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 03199U009, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 03199U009_4.16_1103
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 5/8 NOTE B 35             | 2035-02-15      | 4.6250%  | 0.0000% | $3440500.00        | $3621829.18        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32             | 2032-03-31      | 4.1250%  | 0.0000% | $106439000.00      | $108467626.20      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32             | 2032-05-31      | 4.1250%  | 0.0000% | $25134800.00       | $25944337.93       | U.S. Treasuries (including strips) |
| 4 NOTE Z 30                 | 2030-05-31      | 4.0000%  | 0.0000% | $4116800.00        | $4239012.61        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28            | 2028-06-15      | 3.8750%  | 0.0000% | $104800000.00      | $107069512.70      | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54               | 2054-08-15      | 4.2500%  | 0.0000% | $400.00            | $376.52            | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44               | 2044-11-15      | 4.6250%  | 0.0000% | $400.00            | $407.81            | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27             | 2027-08-15      | 2.2500%  | 0.0000% | $1100.00           | $1079.28           | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50               | 2050-11-15      | 1.6250%  | 0.0000% | $100000000.00      | $55082863.59       | U.S. Treasuries (including strips) |
| 2 BOND 41                   | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $71.71             | U.S. Treasuries (including strips) |
| 2 7/8 BOND 52               | 2052-05-15      | 2.8750%  | 0.0000% | $10393300.00       | $7629244.74        | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42               | 2042-08-15      | 3.3750%  | 0.0000% | $35157300.00       | $30431097.86       | U.S. Treasuries (including strips) |
| 4 BOND 52                   | 2052-11-15      | 4.0000%  | 0.0000% | $1596100.00        | $1455072.70        | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44               | 2044-02-15      | 4.5000%  | 0.0000% | $68000.00          | $67638.84          | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-12-02      | 0.0000%  | 0.0000% | $3462500.00        | $3451742.01        | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-12-09      | 0.0000%  | 0.0000% | $200.00            | $199.23            | U.S. Treasuries (including strips) |
| 4 1/2 BOND 38               | 2038-05-15      | 4.5000%  | 0.0000% | $2894800.00        | $3029653.57        | U.S. Treasuries (including strips) |
| 3 1/8 BOND 42               | 2042-02-15      | 3.1250%  | 0.0000% | $40000.00          | $33632.15          | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42               | 2042-11-15      | 2.7500%  | 0.0000% | $49713600.00       | $39388089.06       | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46               | 2046-05-15      | 2.5000%  | 0.0000% | $1000.00           | $721.95            | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28            | 2028-09-15      | 3.3750%  | 0.0000% | $400.00            | $399.25            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AF 30            | 2030-10-31      | 3.6250%  | 0.0000% | $171880000.00      | $171207605.40      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27            | 2027-10-31      | 3.5000%  | 0.0000% | $109189700.00      | $108976452.50      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29             | 2029-04-30      | 4.6250%  | 0.0000% | $7595400.00        | $7838931.31        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34             | 2034-05-15      | 4.3750%  | 0.0000% | $800.00            | $837.10            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27            | 2027-08-15      | 3.7500%  | 0.0000% | $98484000.00       | $99472037.52       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33             | 2033-02-15      | 3.5000%  | 0.0000% | $9356000.00        | $9181532.77        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30             | 2030-05-31      | 3.7500%  | 0.0000% | $784100.00         | $798050.10         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30             | 2030-08-31      | 4.1250%  | 0.0000% | $45125700.00       | $46241160.68       | U.S. Treasuries (including strips) |
| 4 NOTE G 31                 | 2031-01-31      | 4.0000%  | 0.0000% | $78618000.00       | $80363319.60       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30             | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $86.70             | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31             | 2031-08-15      | 1.2500%  | 0.0000% | $81999800.00       | $71447695.85       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE S 28             | 2028-11-30      | 1.5000%  | 0.0000% | $32529200.00       | $30741703.93       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE N 29             | 2029-07-31      | 2.6250%  | 0.0000% | $3930700.00        | $3815980.56        | U.S. Treasuries (including strips) |

### Security 3: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 066982000, C.3 - LEI: 213800LBQA1Y9L22JB70, C.5 - Other ID: 066982000_4.17_1103
- **C.18 - Value (incl. sponsor support):** $160000000.00
- **C.18.a - Value (excl. sponsor support):** $160000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMFR 00SO GB 28 M8   | 2028-07-07      | 4.4900%  | 0.0000% | $145531000.00      | $146383771.20      | Agency Mortgage-Backed Securities |
| 6.21 FNPR GDED 08/38 | 2038-08-06      | 0.0000%  | 0.0000% | $9904000.00        | $5474505.33        | Agency Mortgage-Backed Securities |
| 7.25 FNPR BB 05/30   | 2030-05-15      | 0.0000%  | 0.0000% | $13514000.00       | $11341881.27       | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Fixed Income Clearing Corp. - Barclays 4.180000%
- **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: N/A, C.5 - Other ID: 06799C006_4.18_1103
- **C.18 - Value (incl. sponsor support):** $27000000000.00
- **C.18.a - Value (excl. sponsor support):** $27000000000.00
- **C.19 - Percentage of Net Assets:** 19.0500%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 3/8 NOTE AH 29                          | 2029-12-31      | 4.3750%  | 0.0000% | $35699800.00       | $37178091.66       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26                          | 2026-12-31      | 4.2500%  | 0.0000% | $7000.00           | $7141.48           | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28                          | 2028-01-15      | 4.2500%  | 0.0000% | $107263000.00      | $110051712.10      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30                           | 2030-01-31      | 4.2500%  | 0.0000% | $669363200.00      | $691274135.00      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30                           | 2030-01-31      | 4.2500%  | 0.0000% | $81680000.00       | $84353713.12       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27                          | 2027-01-31      | 4.1250%  | 0.0000% | $400.00            | $406.16            | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2027-01-31      | 3.8635%  | 0.0000% | $800.00            | $799.04            | U.S. Treasuries (including strips) |
| TRFR AX 01/31/27                          | 2027-01-31      | 3.8635%  | 0.0000% | $675207200.00      | $674398301.80      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32                           | 2032-01-31      | 4.3750%  | 0.0000% | $260435500.00      | $270999154.50      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35                           | 2035-02-15      | 4.6250%  | 0.0000% | $200000000.00      | $210540862.00      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28                          | 2028-02-15      | 4.2500%  | 0.0000% | $33899600.00       | $34680364.16       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27                          | 2027-02-28      | 4.1250%  | 0.0000% | $100.00            | $101.27            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27                          | 2027-02-28      | 4.1250%  | 0.0000% | $304701300.00      | $308577699.80      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32                           | 2032-02-29      | 4.1250%  | 0.0000% | $547746700.00      | $560139450.90      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28                          | 2028-03-15      | 3.8750%  | 0.0000% | $72029400.00       | $72855939.75       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28                          | 2028-03-15      | 3.8750%  | 0.0000% | $286679600.00      | $289969257.90      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32                           | 2032-03-31      | 4.1250%  | 0.0000% | $144155800.00      | $146903272.50      | U.S. Treasuries (including strips) |
| 4 NOTE W 30                               | 2030-03-31      | 4.0000%  | 0.0000% | $194198300.00      | $197302286.70      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27                          | 2027-03-31      | 3.8750%  | 0.0000% | $164851300.00      | $165879829.90      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27                          | 2027-03-31      | 3.8750%  | 0.0000% | $155208100.00      | $156176464.70      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27                          | 2027-03-31      | 3.8750%  | 0.0000% | $268609600.00      | $270285492.20      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28                          | 2028-04-15      | 3.7500%  | 0.0000% | $100.00            | $100.51            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28                          | 2028-04-15      | 3.7500%  | 0.0000% | $17798400.00       | $17888626.35       | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2027-04-30      | 3.9255%  | 0.0000% | $3552900.00        | $3551528.58        | U.S. Treasuries (including strips) |
| TRFR BB 04/30/27                          | 2027-04-30      | 3.9255%  | 0.0000% | $434070700.00      | $433903148.70      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27                          | 2027-04-30      | 3.7500%  | 0.0000% | $3041600.00        | $3046588.22        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27                          | 2027-04-30      | 3.7500%  | 0.0000% | $8328200.00        | $8341858.25        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30                           | 2030-04-30      | 3.8750%  | 0.0000% | $401655000.00      | $404724447.50      | U.S. Treasuries (including strips) |
| 4 NOTE K 32                               | 2032-04-30      | 4.0000%  | 0.0000% | $1384118300.00     | $1395753198.00     | U.S. Treasuries (including strips) |
| 4 NOTE K 32                               | 2032-04-30      | 4.0000%  | 0.0000% | $9638800.00        | $9719823.75        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27                          | 2027-05-31      | 3.8750%  | 0.0000% | $224192200.00      | $228624876.70      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32                           | 2032-05-31      | 4.1250%  | 0.0000% | $29871800.00       | $30833906.53       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28                          | 2028-06-15      | 3.8750%  | 0.0000% | $531100000.00      | $542601318.80      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28                          | 2028-06-15      | 3.8750%  | 0.0000% | $400.00            | $408.66            | U.S. Treasuries (including strips) |
| 4 NOTE M 32                               | 2032-06-30      | 4.0000%  | 0.0000% | $422834600.00      | $431684767.20      | U.S. Treasuries (including strips) |
| 4 NOTE M 32                               | 2032-06-30      | 4.0000%  | 0.0000% | $319420600.00      | $326106253.70      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30                          | 2030-06-30      | 3.8750%  | 0.0000% | $614600.00         | $627124.79         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AR 28                          | 2028-08-15      | 3.6250%  | 0.0000% | $114597000.00      | $115543447.30      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27                          | 2027-08-31      | 3.6250%  | 0.0000% | $415903200.00      | $418491126.60      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE P 32                           | 2032-08-31      | 3.8750%  | 0.0000% | $25000000.00       | $25151142.40       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30                          | 2030-08-31      | 3.6250%  | 0.0000% | $153100.00         | $153491.85         | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27                           | 2027-08-15      | 2.2500%  | 0.0000% | $500000.00         | $490579.94         | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27                           | 2027-08-15      | 2.2500%  | 0.0000% | $16161500.00       | $15857015.41       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27                           | 2027-11-15      | 2.2500%  | 0.0000% | $72400.00          | $71236.45          | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28                           | 2028-05-15      | 2.8750%  | 0.0000% | $400.00            | $398.25            | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28                           | 2028-08-15      | 2.8750%  | 0.0000% | $6501300.00        | $6415090.32        | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28                           | 2028-11-15      | 3.1250%  | 0.0000% | $93300.00          | $93336.50          | U.S. Treasuries (including strips) |
| 2 7/8 NOTE S 25                           | 2025-11-30      | 2.8750%  | 0.0000% | $100.00            | $101.11            | U.S. Treasuries (including strips) |
| 2 7/8 NOTE S 25                           | 2025-11-30      | 2.8750%  | 0.0000% | $812200.00         | $821217.40         | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2025-12-31      | 2.6250%  | 0.0000% | $100.00            | $100.67            | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29                           | 2029-02-15      | 2.6250%  | 0.0000% | $100.00            | $97.46             | U.S. Treasuries (including strips) |
| 2 1/2 NOTE H 26                           | 2026-02-28      | 2.5000%  | 0.0000% | $2882700.00        | $2882281.16        | U.S. Treasuries (including strips) |
| 2 1/8 NOTE L 26                           | 2026-05-31      | 2.1250%  | 0.0000% | $56680000.00       | $56637841.23       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-06-30      | 1.8750%  | 0.0000% | $1354100.00        | $1345529.88        | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 25                           | 2025-11-15      | 2.2500%  | 0.0000% | $200.00            | $201.95            | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 25                           | 2025-11-15      | 2.2500%  | 0.0000% | $931300.00         | $940380.99         | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 26                           | 2026-05-15      | 1.6250%  | 0.0000% | $1746900.00        | $1739707.38        | U.S. Treasuries (including strips) |
| 2 NOTE F 26                               | 2026-11-15      | 2.0000%  | 0.0000% | $5100.00           | $5057.34           | U.S. Treasuries (including strips) |
| 2 NOTE F 26                               | 2026-11-15      | 2.0000%  | 0.0000% | $4445300.00        | $4408118.54        | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27                           | 2027-02-15      | 2.2500%  | 0.0000% | $24948900.00       | $24620968.68       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27                           | 2027-02-15      | 2.2500%  | 0.0000% | $370528900.00      | $365658623.80      | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27                           | 2027-05-15      | 2.3750%  | 0.0000% | $3146000.00        | $3121118.06        | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27                           | 2027-05-15      | 2.3750%  | 0.0000% | $150000000.00      | $148813639.40      | U.S. Treasuries (including strips) |
| 1 7/8 NOTE N 26                           | 2026-07-31      | 1.8750%  | 0.0000% | $5250400.00        | $5201852.18        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE N 26                           | 2026-07-31      | 1.8750%  | 0.0000% | $4544900.00        | $4502875.58        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29                           | 2029-08-15      | 1.6250%  | 0.0000% | $25913100.00       | $24191307.59       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29                           | 2029-08-15      | 1.6250%  | 0.0000% | $23800000.00       | $22218612.23       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29                           | 2029-08-15      | 1.6250%  | 0.0000% | $25021500.00       | $23358949.83       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE P 26                           | 2026-08-31      | 1.3750%  | 0.0000% | $2708000.00        | $2662207.69        | U.S. Treasuries (including strips) |
| 1 3/8 NOTE P 26                           | 2026-08-31      | 1.3750%  | 0.0000% | $386800.00         | $380259.21         | U.S. Treasuries (including strips) |
| 1 5/8 NOTE Q 26                           | 2026-09-30      | 1.6250%  | 0.0000% | $4841900.00        | $4757161.56        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE R 26                           | 2026-10-31      | 1.6250%  | 0.0000% | $232600.00         | $227818.44         | U.S. Treasuries (including strips) |
| 1 3/4 NOTE T 26                           | 2026-12-31      | 1.7500%  | 0.0000% | $648300.00         | $637764.60         | U.S. Treasuries (including strips) |
| 1 3/4 NOTE T 26                           | 2026-12-31      | 1.7500%  | 0.0000% | $7322000.00        | $7203011.53        | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27                           | 2027-01-31      | 1.5000%  | 0.0000% | $100.00            | $97.71             | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27                           | 2027-01-31      | 1.5000%  | 0.0000% | $27519600.00       | $26890694.58       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 27                           | 2027-02-28      | 1.1250%  | 0.0000% | $32649900.00       | $31649399.91       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 27                           | 2027-02-28      | 1.1250%  | 0.0000% | $1195400.00        | $1158769.02        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE J 27                           | 2027-03-31      | 0.6250%  | 0.0000% | $15503000.00       | $14873194.97       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE J 27                           | 2027-03-31      | 0.6250%  | 0.0000% | $4576400.00        | $4390485.03        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27                           | 2027-04-30      | 0.5000%  | 0.0000% | $300.00            | $286.42            | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30                           | 2030-05-15      | 0.6250%  | 0.0000% | $128394200.00      | $112453834.70      | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30                           | 2030-05-15      | 0.6250%  | 0.0000% | $5587900.00        | $4894152.41        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE L 27                           | 2027-05-31      | 0.5000%  | 0.0000% | $7802400.00        | $7447501.31        | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-04-16      | 0.0000%  | 0.0000% | $2861400.00        | $2813105.29        | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-11-13      | 0.0000%  | 0.0000% | $87900.00          | $87805.77          | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-11-20      | 0.0000%  | 0.0000% | $500.00            | $499.08            | U.S. Treasuries (including strips) |
| BILL 06/11/26                             | 2026-06-11      | 0.0000%  | 0.0000% | $327000.00         | $319798.81         | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-12-18      | 0.0000%  | 0.0000% | $929000.00         | $924517.57         | U.S. Treasuries (including strips) |
| BILL 12/18/25                             | 2025-12-18      | 0.0000%  | 0.0000% | $201000.00         | $200030.17         | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-01-02      | 0.0000%  | 0.0000% | $102000.00         | $101348.02         | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-07-09      | 0.0000%  | 0.0000% | $41200.00          | $40188.58          | U.S. Treasuries (including strips) |
| BILL 08/06/26                             | 2026-08-06      | 0.0000%  | 0.0000% | $999900.00         | $972370.75         | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-01-08      | 0.0000%  | 0.0000% | $1730000.00        | $1718047.43        | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-11-18      | 0.0000%  | 0.0000% | $65600.00          | $65494.38          | U.S. Treasuries (including strips) |
| BILL 12/09/25                             | 2025-12-09      | 0.0000%  | 0.0000% | $1000.00           | $996.16            | U.S. Treasuries (including strips) |
| BILL 01/13/26                             | 2026-01-13      | 0.0000%  | 0.0000% | $900.00            | $893.43            | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-01-27      | 0.0000%  | 0.0000% | $378000.00         | $374648.27         | U.S. Treasuries (including strips) |
| BILL 10/29/26                             | 2026-10-29      | 0.0000%  | 0.0000% | $100.00            | $96.45             | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-02-10      | 0.0000%  | 0.0000% | $457600.00         | $452871.62         | U.S. Treasuries (including strips) |
| 5 1/2 BOND 28                             | 2028-08-15      | 5.5000%  | 0.0000% | $100.00            | $106.23            | U.S. Treasuries (including strips) |
| 5 1/4 BOND 28                             | 2028-11-15      | 5.2500%  | 0.0000% | $46193700.00       | $49445277.05       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AQ 28                          | 2028-07-15      | 3.8750%  | 0.0000% | $573951200.00      | $584488532.30      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30                          | 2030-07-31      | 3.8750%  | 0.0000% | $49943700.00       | $50796263.93       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30                          | 2030-07-31      | 3.8750%  | 0.0000% | $123393000.00      | $125499380.20      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30                          | 2030-07-31      | 3.8750%  | 0.0000% | $459963800.00      | $467815612.10      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27                          | 2027-07-31      | 3.8750%  | 0.0000% | $197000.00         | $199742.73         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27                          | 2027-07-31      | 3.8750%  | 0.0000% | $42131000.00       | $42717568.85       | U.S. Treasuries (including strips) |
| 4 NOTE N 32                               | 2032-07-31      | 4.0000%  | 0.0000% | $6009400.00        | $6111848.25        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE E 35                           | 2035-08-15      | 4.2500%  | 0.0000% | $55100.00          | $56261.38          | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28                          | 2028-09-15      | 3.3750%  | 0.0000% | $3169700.00        | $3163752.61        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32                           | 2032-09-30      | 3.8750%  | 0.0000% | $543200.00         | $544615.65         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 27                          | 2027-09-30      | 3.5000%  | 0.0000% | $5856900.00        | $5862948.83        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AT 28                          | 2028-10-15      | 3.5000%  | 0.0000% | $25197200.00       | $25164077.31       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AT 28                          | 2028-10-15      | 3.5000%  | 0.0000% | $27292700.00       | $27256822.70       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AT 28                          | 2028-10-15      | 3.5000%  | 0.0000% | $399118000.00      | $398593344.00      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AF 30                          | 2030-10-31      | 3.6250%  | 0.0000% | $11239000.00       | $11195033.03       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27                          | 2027-10-31      | 3.5000%  | 0.0000% | $800.00            | $798.44            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE R 32                           | 2032-10-31      | 3.7500%  | 0.0000% | $1600.00           | $1585.95           | U.S. Treasuries (including strips) |
| 3 3/4 NOTE R 32                           | 2032-10-31      | 3.7500%  | 0.0000% | $621217200.00      | $615762913.00      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29                           | 2029-03-31      | 4.1250%  | 0.0000% | $600.00            | $611.50            | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-03-31      | 4.5000%  | 0.0000% | $2265000.00        | $2279614.73        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AM 27                          | 2027-04-15      | 4.5000%  | 0.0000% | $21595300.00       | $21891955.11       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-04-30      | 4.8750%  | 0.0000% | $1515900.00        | $1523302.14        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29                           | 2029-04-30      | 4.6250%  | 0.0000% | $42999800.00       | $44378502.59       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29                           | 2029-04-30      | 4.6250%  | 0.0000% | $88184100.00       | $91011546.80       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29                           | 2029-04-30      | 4.6250%  | 0.0000% | $697023200.00      | $719371854.90      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34                           | 2034-05-15      | 4.3750%  | 0.0000% | $551995200.00      | $577591610.40      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34                           | 2034-05-15      | 4.3750%  | 0.0000% | $500128800.00      | $523320128.50      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27                          | 2027-05-15      | 4.5000%  | 0.0000% | $62200000.00       | $64267761.93       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27                          | 2027-05-15      | 4.5000%  | 0.0000% | $7636800.00        | $7890675.95        | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BC 26                          | 2026-05-31      | 4.8750%  | 0.0000% | $1999400.00        | $2051744.49        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29                           | 2029-05-31      | 4.5000%  | 0.0000% | $16340300.00       | $17112550.35       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29                           | 2029-05-31      | 4.5000%  | 0.0000% | $50000000.00       | $52363023.77       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31                           | 2031-05-31      | 4.6250%  | 0.0000% | $109689100.00      | $116467339.70      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31                           | 2031-05-31      | 4.6250%  | 0.0000% | $19931000.00       | $21162636.47       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27                          | 2027-06-15      | 4.6250%  | 0.0000% | $114972000.00      | $118749580.40      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31                           | 2031-06-30      | 4.2500%  | 0.0000% | $523527000.00      | $543419540.80      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31                           | 2031-06-30      | 4.2500%  | 0.0000% | $544216000.00      | $564894664.10      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29                          | 2029-06-30      | 4.2500%  | 0.0000% | $10650100.00       | $11021321.62       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29                          | 2029-06-30      | 4.2500%  | 0.0000% | $68806600.00       | $71204934.07       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-06-30      | 4.6250%  | 0.0000% | $2250400.00        | $2297031.80        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE BD 26                          | 2026-06-30      | 4.6250%  | 0.0000% | $25000700.00       | $25518753.50       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27                          | 2027-07-15      | 4.3750%  | 0.0000% | $39009300.00       | $39985534.02       | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-07-31      | 3.9475%  | 0.0000% | $200.00            | $199.97            | U.S. Treasuries (including strips) |
| TRFR BF 07/31/26                          | 2026-07-31      | 3.9475%  | 0.0000% | $15404300.00       | $15402035.57       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-07-31      | 4.3750%  | 0.0000% | $776300.00         | $788142.84         | U.S. Treasuries (including strips) |
| 4 NOTE AB 29                              | 2029-07-31      | 4.0000%  | 0.0000% | $14936800.00       | $15264184.78       | U.S. Treasuries (including strips) |
| 4 NOTE AB 29                              | 2029-07-31      | 4.0000%  | 0.0000% | $74308600.00       | $75937295.89       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31                           | 2031-07-31      | 4.1250%  | 0.0000% | $320714400.00      | $329534847.80      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27                          | 2027-08-15      | 3.7500%  | 0.0000% | $16394600.00       | $16559078.29       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27                          | 2027-08-15      | 3.7500%  | 0.0000% | $75000.00          | $75752.44          | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31                           | 2031-08-31      | 3.7500%  | 0.0000% | $24986600.00       | $25080576.12       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31                           | 2031-08-31      | 3.7500%  | 0.0000% | $53950000.00       | $54152909.23       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29                          | 2029-08-31      | 3.6250%  | 0.0000% | $251697200.00      | $252921310.60      | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27                          | 2027-09-15      | 3.3750%  | 0.0000% | $159455700.00      | $159472390.90      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31                           | 2031-09-30      | 3.6250%  | 0.0000% | $49999900.00       | $49684861.89       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31                           | 2031-09-30      | 3.6250%  | 0.0000% | $24999800.00       | $24842281.89       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29                          | 2029-09-30      | 3.5000%  | 0.0000% | $400.00            | $398.89            | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-09-30      | 3.5000%  | 0.0000% | $18817100.00       | $18831622.46       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26                          | 2026-09-30      | 3.5000%  | 0.0000% | $5000000.00        | $5003858.85        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27                          | 2027-10-15      | 3.8750%  | 0.0000% | $334999000.00      | $337261012.60      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27                          | 2027-10-15      | 3.8750%  | 0.0000% | $71976000.00       | $72462003.31       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29                          | 2029-10-31      | 4.1250%  | 0.0000% | $305350100.00      | $310515402.30      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26                          | 2026-10-31      | 4.1250%  | 0.0000% | $1000.00           | $1003.63           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26                          | 2026-10-31      | 4.1250%  | 0.0000% | $178317600.00      | $178964536.30      | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-10-31      | 3.9705%  | 0.0000% | $3323000.00        | $3323355.56        | U.S. Treasuries (including strips) |
| TRFR BK 10/31/26                          | 2026-10-31      | 3.9705%  | 0.0000% | $2295000.00        | $2295245.56        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31                           | 2031-10-31      | 4.1250%  | 0.0000% | $135189000.00      | $137428135.40      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31                           | 2031-10-31      | 4.1250%  | 0.0000% | $166215700.00      | $168968730.60      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34                           | 2034-11-15      | 4.2500%  | 0.0000% | $847174400.00      | $876392312.40      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27                          | 2027-11-15      | 4.1250%  | 0.0000% | $293100.00         | $301637.30         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27                          | 2027-11-15      | 4.1250%  | 0.0000% | $144247300.00      | $148448879.70      | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-11-30      | 4.2500%  | 0.0000% | $184449400.00      | $188751939.30      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29                          | 2029-11-30      | 4.1250%  | 0.0000% | $149999600.00      | $155146064.10      | U.S. Treasuries (including strips) |
| 4 NOTE AV 27                              | 2027-12-15      | 4.0000%  | 0.0000% | $500.00            | $511.72            | U.S. Treasuries (including strips) |
| 4 NOTE AV 27                              | 2027-12-15      | 4.0000%  | 0.0000% | $233468700.00      | $238939564.40      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31                           | 2031-12-31      | 4.5000%  | 0.0000% | $65600.00          | $68985.73          | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31                           | 2031-12-31      | 4.5000%  | 0.0000% | $734911000.00      | $772841050.80      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 29                           | 2029-09-30      | 3.8750%  | 0.0000% | $301500.00         | $304785.79         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27                          | 2027-09-30      | 4.1250%  | 0.0000% | $231100400.00      | $234079526.70      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27                          | 2027-09-30      | 4.1250%  | 0.0000% | $70315500.00       | $71221940.59       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27                          | 2027-10-31      | 4.1250%  | 0.0000% | $200.00            | $201.99            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27                          | 2027-10-31      | 4.1250%  | 0.0000% | $200.00            | $201.99            | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AU 25                          | 2025-11-15      | 4.5000%  | 0.0000% | $132000.00         | $134748.87         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29                           | 2029-11-30      | 3.8750%  | 0.0000% | $35702800.00       | $36557159.81       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27                          | 2027-11-30      | 3.8750%  | 0.0000% | $9000.00           | $9195.38           | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2025-12-15      | 4.0000%  | 0.0000% | $2948400.00        | $2992985.61        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29                           | 2029-12-31      | 3.8750%  | 0.0000% | $19000.00          | $19389.86          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27                          | 2027-12-31      | 3.8750%  | 0.0000% | $12324100.00       | $12554446.87       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-01-15      | 3.8750%  | 0.0000% | $1356400.00        | $1371666.67        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28                           | 2028-01-31      | 3.5000%  | 0.0000% | $59133200.00       | $59523479.12       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30                           | 2030-01-31      | 3.5000%  | 0.0000% | $15294800.00       | $15320954.11       | U.S. Treasuries (including strips) |
| 4  NOTE AK 26                             | 2026-02-15      | 4.0000%  | 0.0000% | $1737400.00        | $1752069.85        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33                           | 2033-02-15      | 3.5000%  | 0.0000% | $9474200.00        | $9297528.62        | U.S. Treasuries (including strips) |
| 4 NOTE V 28                               | 2028-02-29      | 4.0000%  | 0.0000% | $669900.00         | $680381.48         | U.S. Treasuries (including strips) |
| 4 NOTE V 28                               | 2028-02-29      | 4.0000%  | 0.0000% | $264900.00         | $269044.71         | U.S. Treasuries (including strips) |
| 4 NOTE H 30                               | 2030-02-28      | 4.0000%  | 0.0000% | $8332100.00        | $8493812.16        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28                           | 2028-03-31      | 3.6250%  | 0.0000% | $191921300.00      | $192640280.40      | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-04-15      | 3.7500%  | 0.0000% | $668800.00         | $669584.07         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28                           | 2028-04-30      | 3.5000%  | 0.0000% | $2533400.00        | $2527461.71        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28                           | 2028-04-30      | 3.5000%  | 0.0000% | $51758700.00       | $51637377.61       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33                           | 2033-05-15      | 3.3750%  | 0.0000% | $95613400.00       | $93644177.07       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30                           | 2030-05-31      | 3.7500%  | 0.0000% | $4473700.00        | $4553292.62        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-06-15      | 4.1250%  | 0.0000% | $18859900.00       | $19194498.74       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30                           | 2030-06-30      | 3.7500%  | 0.0000% | $10751600.00       | $10908078.44       | U.S. Treasuries (including strips) |
| 4  NOTE AA 28                             | 2028-06-30      | 4.0000%  | 0.0000% | $395976300.00      | $405294242.10      | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-07-15      | 4.5000%  | 0.0000% | $50000000.00       | $50900576.09       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AB 28                          | 2028-07-31      | 4.1250%  | 0.0000% | $9571400.00        | $9799472.10        | U.S. Treasuries (including strips) |
| 4  NOTE N 30                              | 2030-07-31      | 4.0000%  | 0.0000% | $38728700.00       | $39603503.88       | U.S. Treasuries (including strips) |
| 4  NOTE N 30                              | 2030-07-31      | 4.0000%  | 0.0000% | $899900.00         | $920226.94         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33                           | 2033-08-15      | 3.8750%  | 0.0000% | $12646600.00       | $12686474.94       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33                           | 2033-08-15      | 3.8750%  | 0.0000% | $37165600.00       | $37282783.74       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30                           | 2030-08-31      | 4.1250%  | 0.0000% | $32670400.00       | $33477978.53       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28                          | 2028-08-31      | 4.3750%  | 0.0000% | $29433800.00       | $30249829.66       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AS 26                          | 2026-09-15      | 4.6250%  | 0.0000% | $2499800.00        | $2532685.05        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30                           | 2030-09-30      | 4.6250%  | 0.0000% | $1000.00           | $1044.34           | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30                           | 2030-09-30      | 4.6250%  | 0.0000% | $847800.00         | $885387.95         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28                          | 2028-09-30      | 4.6250%  | 0.0000% | $154728400.00      | $159672417.00      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AT 26                          | 2026-10-15      | 4.6250%  | 0.0000% | $2813100.00        | $2841706.32        | U.S. Treasuries (including strips) |
| 4 7/8 NOTE R 30                           | 2030-10-31      | 4.8750%  | 0.0000% | $5523500.00        | $5811788.04        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33                           | 2033-11-15      | 4.5000%  | 0.0000% | $182214700.00      | $192630230.90      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33                           | 2033-11-15      | 4.5000%  | 0.0000% | $55000000.00       | $58143841.85       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26                          | 2026-11-15      | 4.6250%  | 0.0000% | $59500.00          | $61283.80          | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AV 26                          | 2026-12-15      | 4.3750%  | 0.0000% | $440700.00         | $451064.34         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30                           | 2030-12-31      | 3.7500%  | 0.0000% | $746400.00         | $756333.81         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30                           | 2030-12-31      | 3.7500%  | 0.0000% | $11177800.00       | $11326564.98       | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27                              | 2027-01-15      | 4.0000%  | 0.0000% | $474100.00         | $481291.21         | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27                              | 2027-01-15      | 4.0000%  | 0.0000% | $505700.00         | $513370.52         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AW 26                          | 2026-01-31      | 4.2500%  | 0.0000% | $3281800.00        | $3319353.64        | U.S. Treasuries (including strips) |
| 4 NOTE U 29                               | 2029-01-31      | 4.0000%  | 0.0000% | $39368000.00       | $40205908.51       | U.S. Treasuries (including strips) |
| 4 NOTE G 31                               | 2031-01-31      | 4.0000%  | 0.0000% | $15569300.00       | $15914938.46       | U.S. Treasuries (including strips) |
| 4 NOTE G 31                               | 2031-01-31      | 4.0000%  | 0.0000% | $44236600.00       | $45218652.52       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AY 26                          | 2026-02-28      | 4.6250%  | 0.0000% | $927000.00         | $936185.19         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AY 26                          | 2026-02-28      | 4.6250%  | 0.0000% | $32003900.00       | $32321010.91       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31                           | 2031-02-28      | 4.2500%  | 0.0000% | $406110000.00      | $418799963.70      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29                           | 2029-02-28      | 4.2500%  | 0.0000% | $11784000.00       | $12095481.78       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29                           | 2029-02-28      | 4.2500%  | 0.0000% | $50239400.00       | $51567358.08       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 31                           | 2031-03-31      | 4.1250%  | 0.0000% | $7628800.00        | $7791362.48        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 31                           | 2031-03-31      | 4.1250%  | 0.0000% | $123051700.00      | $125673814.80      | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27                           | 2027-06-30      | 0.5000%  | 0.0000% | $6415000.00        | $6106022.78        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27                           | 2027-06-30      | 0.5000%  | 0.0000% | $11770400.00       | $11203480.99       | U.S. Treasuries (including strips) |
| 0 3/8 NOTE N 27                           | 2027-07-31      | 0.3750%  | 0.0000% | $146999500.00      | $139148036.20      | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                           | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $86.70             | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27                           | 2027-08-31      | 0.5000%  | 0.0000% | $3325900.00        | $3147001.64        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27                           | 2027-08-31      | 0.5000%  | 0.0000% | $100.00            | $94.62             | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27                           | 2027-08-31      | 0.5000%  | 0.0000% | $25125500.00       | $23774012.96       | U.S. Treasuries (including strips) |
| 0 3/8 NOTE Q 27                           | 2027-09-30      | 0.3750%  | 0.0000% | $30499700.00       | $28708311.35       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE R 27                           | 2027-10-31      | 0.5000%  | 0.0000% | $43617100.00       | $41036363.43       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27                           | 2027-11-30      | 0.6250%  | 0.0000% | $17428700.00       | $16446918.76       | U.S. Treasuries (including strips) |
| 0 3/8 NOTE U 26                           | 2026-01-31      | 0.3750%  | 0.0000% | $3225400.00        | $3201082.10        | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28                           | 2028-01-31      | 0.7500%  | 0.0000% | $9050000.00        | $8515597.50        | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31                           | 2031-02-15      | 1.1250%  | 0.0000% | $500.00            | $439.92            | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 28                           | 2028-02-29      | 1.1250%  | 0.0000% | $600.00            | $568.33            | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28                           | 2028-03-31      | 1.2500%  | 0.0000% | $35488000.00       | $33616879.60       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28                           | 2028-04-30      | 1.2500%  | 0.0000% | $128765800.00      | $121598953.10      | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31                           | 2031-05-15      | 1.6250%  | 0.0000% | $27328700.00       | $24628313.87       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28                           | 2028-05-31      | 1.2500%  | 0.0000% | $165110800.00      | $156480361.00      | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28                           | 2028-05-31      | 1.2500%  | 0.0000% | $18483600.00       | $17517451.32       | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26                           | 2026-05-31      | 0.7500%  | 0.0000% | $10275400.00       | $10129625.43       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28                           | 2028-06-30      | 1.2500%  | 0.0000% | $174370400.00      | $164778979.90      | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28                           | 2028-06-30      | 1.2500%  | 0.0000% | $3162800.00        | $2988826.99        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-07-31      | 0.6250%  | 0.0000% | $95900.00          | $93846.35          | U.S. Treasuries (including strips) |
| 0 5/8 NOTE AB 26                          | 2026-07-31      | 0.6250%  | 0.0000% | $340700.00         | $333404.08         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31                           | 2031-08-15      | 1.2500%  | 0.0000% | $436188200.00      | $380057534.80      | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31                           | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $87.13             | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28                           | 2028-08-31      | 1.1250%  | 0.0000% | $400000100.00      | $374334780.90      | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28                           | 2028-08-31      | 1.1250%  | 0.0000% | $50246700.00       | $47022706.83       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28                           | 2028-08-31      | 1.1250%  | 0.0000% | $339799600.00      | $317996942.50      | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28                           | 2028-09-30      | 1.2500%  | 0.0000% | $51825000.00       | $48531602.12       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28                           | 2028-09-30      | 1.2500%  | 0.0000% | $6870100.00        | $6433515.87        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-09-30      | 0.8750%  | 0.0000% | $3555100.00        | $3467069.30        | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AD 26                          | 2026-09-30      | 0.8750%  | 0.0000% | $3583900.00        | $3495156.16        | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26                          | 2026-10-31      | 1.1250%  | 0.0000% | $1000.00           | $974.60            | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26                          | 2026-10-31      | 1.1250%  | 0.0000% | $1100.00           | $1072.06           | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31                           | 2031-11-15      | 1.3750%  | 0.0000% | $196257900.00      | $171825467.10      | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31                           | 2031-11-15      | 1.3750%  | 0.0000% | $144961000.00      | $126914593.20      | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31                           | 2031-11-15      | 1.3750%  | 0.0000% | $50000000.00       | $43775426.90       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AG 26                          | 2026-11-30      | 1.2500%  | 0.0000% | $33761300.00       | $33065358.40       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AG 26                          | 2026-11-30      | 1.2500%  | 0.0000% | $100.00            | $97.94             | U.S. Treasuries (including strips) |
| 1 1/2 NOTE S 28                           | 2028-11-30      | 1.5000%  | 0.0000% | $35217500.00       | $33282280.48       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE T 28                           | 2028-12-31      | 1.3750%  | 0.0000% | $200.00            | $187.67            | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AH 26                          | 2026-12-31      | 1.2500%  | 0.0000% | $52271100.00       | $51039383.23       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AH 26                          | 2026-12-31      | 1.2500%  | 0.0000% | $100.00            | $97.64             | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32                           | 2032-02-15      | 1.8750%  | 0.0000% | $12101300.00       | $10826225.15       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29                           | 2029-02-28      | 1.8750%  | 0.0000% | $1300.00           | $1233.33           | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29                           | 2029-02-28      | 1.8750%  | 0.0000% | $79603100.00       | $75520538.03       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27                           | 2027-02-28      | 1.8750%  | 0.0000% | $900.00            | $882.02            | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29                           | 2029-03-31      | 2.3750%  | 0.0000% | $100.00            | $96.19             | U.S. Treasuries (including strips) |
| 2 1/2 NOTE W 27                           | 2027-03-31      | 2.5000%  | 0.0000% | $140100.00         | $138166.08         | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29                           | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $97.51             | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27                           | 2027-04-30      | 2.7500%  | 0.0000% | $600900.00         | $593158.00         | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27                           | 2027-04-30      | 2.7500%  | 0.0000% | $100.00            | $98.71             | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32                           | 2032-05-15      | 2.8750%  | 0.0000% | $1120332800.00     | $1071436015.00     | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29                           | 2029-05-31      | 2.7500%  | 0.0000% | $1247200.00        | $1224433.49        | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27                           | 2027-05-31      | 2.6250%  | 0.0000% | $55048100.00       | $54798751.96       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27                           | 2027-05-31      | 2.6250%  | 0.0000% | $338791100.00      | $337256498.50      | U.S. Treasuries (including strips) |
| 3 1/4 NOTE M 29                           | 2029-06-30      | 3.2500%  | 0.0000% | $100.00            | $99.72             | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27                          | 2027-06-30      | 3.2500%  | 0.0000% | $120869500.00      | $121455568.60      | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27                          | 2027-07-31      | 2.7500%  | 0.0000% | $20845500.00       | $20683363.70       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27                          | 2027-07-31      | 2.7500%  | 0.0000% | $33004900.00       | $32748187.89       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE N 29                           | 2029-07-31      | 2.6250%  | 0.0000% | $8987300.00        | $8725001.16        | U.S. Treasuries (including strips) |
| 2 5/8 NOTE N 29                           | 2029-07-31      | 2.6250%  | 0.0000% | $100.00            | $97.08             | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32                           | 2032-08-15      | 2.7500%  | 0.0000% | $13299900.00       | $12482848.26       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE AC 27                          | 2027-08-31      | 3.1250%  | 0.0000% | $34800.00          | $34681.26          | U.S. Treasuries (including strips) |
| 3 1/8 NOTE AC 27                          | 2027-08-31      | 3.1250%  | 0.0000% | $115790000.00      | $115394911.10      | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29                           | 2029-08-31      | 3.1250%  | 0.0000% | $146039900.00      | $144042641.40      | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29                           | 2029-08-31      | 3.1250%  | 0.0000% | $129652200.00      | $127879061.50      | U.S. Treasuries (including strips) |

### Security 5: Fixed Income Clearing Corp. - CIBC

- **C.1 - Title:** Fixed Income Clearing Corp. - CIBC 4.160000%
- **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: N/A, C.5 - Other ID: 12599G007_4.16_1103
- **C.18 - Value (incl. sponsor support):** $849999999.99
- **C.18.a - Value (excl. sponsor support):** $849999999.99
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| T 4.75 11/15/53  | 2053-11-15      | 4.7500%  | 0.0000% | $50000000.00       | $51753407.20       | U.S. Treasuries (including strips) |
| T 4.75 11/15/53  | 2053-11-15      | 4.7500%  | 0.0000% | $50000000.00       | $51753407.20       | U.S. Treasuries (including strips) |
| T 4.75 11/15/53  | 2053-11-15      | 4.7500%  | 0.0000% | $50000000.00       | $51753407.20       | U.S. Treasuries (including strips) |
| T 4.75 11/15/53  | 2053-11-15      | 4.7500%  | 0.0000% | $50000000.00       | $51753407.20       | U.S. Treasuries (including strips) |
| T 4.75 11/15/53  | 2053-11-15      | 4.7500%  | 0.0000% | $50000000.00       | $51753407.20       | U.S. Treasuries (including strips) |
| T 4.75 11/15/53  | 2053-11-15      | 4.7500%  | 0.0000% | $50000000.00       | $51753407.20       | U.S. Treasuries (including strips) |
| T 4.75 11/15/53  | 2053-11-15      | 4.7500%  | 0.0000% | $50000000.00       | $51753407.20       | U.S. Treasuries (including strips) |
| T 4.75 11/15/53  | 2053-11-15      | 4.7500%  | 0.0000% | $50000000.00       | $51753407.20       | U.S. Treasuries (including strips) |
| T 4.75 11/15/53  | 2053-11-15      | 4.7500%  | 0.0000% | $50000000.00       | $51753407.20       | U.S. Treasuries (including strips) |
| T 4.75 11/15/53  | 2053-11-15      | 4.7500%  | 0.0000% | $50000000.00       | $51753407.20       | U.S. Treasuries (including strips) |
| T 4.75 11/15/53  | 2053-11-15      | 4.7500%  | 0.0000% | $50000000.00       | $51753407.20       | U.S. Treasuries (including strips) |
| T 4.75 11/15/53  | 2053-11-15      | 4.7500%  | 0.0000% | $50000000.00       | $51753407.20       | U.S. Treasuries (including strips) |
| T 4.75 11/15/53  | 2053-11-15      | 4.7500%  | 0.0000% | $50000000.00       | $51753407.20       | U.S. Treasuries (including strips) |
| T 4.75 11/15/53  | 2053-11-15      | 4.7500%  | 0.0000% | $50000000.00       | $51753407.20       | U.S. Treasuries (including strips) |
| T 4.75 11/15/53  | 2053-11-15      | 4.7500%  | 0.0000% | $50000000.00       | $51753407.20       | U.S. Treasuries (including strips) |
| T 4.125 03/31/31 | 2031-03-31      | 4.1250%  | 0.0000% | $38855000.00       | $39661307.16       | U.S. Treasuries (including strips) |
| T 4.125 03/31/31 | 2031-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51037584.82       | U.S. Treasuries (including strips) |

### Security 6: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 136998002, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: 136998002_4.16_1103
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.500 CLFA1563 | 2055-04-01      | 5.5000%  | 0.0000% | $48104.55          | $49340.37          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA1994 | 2055-04-01      | 6.5000%  | 0.0000% | $994.68            | $1055.32           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2328 | 2055-06-01      | 6.0000%  | 0.0000% | $984.15            | $1025.48           | Agency Mortgage-Backed Securities  |
| GNII ET DI3202 C     | 2065-03-20      | 7.0000%  | 0.0000% | $1035741.36        | $1070944.48        | Agency Mortgage-Backed Securities  |
| GNII SF DI4922 C     | 2055-07-20      | 6.0000%  | 0.0000% | $16742.37          | $17452.95          | Agency Mortgage-Backed Securities  |
| GNII ET DI5902 C     | 2065-03-20      | 7.0000%  | 0.0000% | $736129.85         | $761148.94         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAT3180 | 2043-05-01      | 3.0000%  | 0.0000% | $208.23            | $193.55            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA4378 | 2054-03-01      | 6.0000%  | 0.0000% | $1021768.15        | $1075895.30        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA4933 | 2053-11-01      | 7.0000%  | 0.0000% | $739.75            | $787.81            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5584 | 2054-06-01      | 5.5000%  | 0.0000% | $1101175.61        | $1135194.59        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB5819 | 2054-07-01      | 6.5000%  | 0.0000% | $959722.85         | $1019639.95        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB7117 | 2054-07-01      | 5.5000%  | 0.0000% | $617322.95         | $637660.86         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB6670 | 2054-06-01      | 7.0000%  | 0.0000% | $632.57            | $668.99            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM5867 | 2049-06-01      | 3.5000%  | 0.0000% | $29068894.65       | $27458235.65       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM7512 | 2051-04-01      | 2.0000%  | 0.0000% | $770.59            | $628.92            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM9190 | 2051-10-01      | 2.0000%  | 0.0000% | $793.22            | $648.08            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0415 | 2048-01-01      | 3.0000%  | 0.0000% | $664.56            | $607.78            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2252 | 2050-07-01      | 3.0000%  | 0.0000% | $37451537.70       | $34251603.41       | Agency Mortgage-Backed Securities  |
| GNII SF MA5265 M     | 2048-05-20      | 4.5000%  | 0.0000% | $555347.23         | $555088.99         | Agency Mortgage-Backed Securities  |
| GNII SF MA6410 M     | 2050-01-20      | 3.5000%  | 0.0000% | $35125765.76       | $32579381.93       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB7781 | 2054-08-01      | 6.5000%  | 0.0000% | $1029197.41        | $1094707.54        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB9793 | 2054-08-01      | 7.0000%  | 0.0000% | $980535.47         | $1049151.71        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB9797 | 2054-08-01      | 7.0000%  | 0.0000% | $461442.18         | $492934.83         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3615 | 2054-10-01      | 5.5000%  | 0.0000% | $1084829.85        | $1123889.51        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC7393 | 2054-12-01      | 5.5000%  | 0.0000% | $941.59            | $973.73            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC9228 | 2054-12-01      | 5.5000%  | 0.0000% | $4747151.16        | $4889809.38        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD4488 | 2055-04-01      | 6.0000%  | 0.0000% | $4377229.36        | $4582420.75        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD3798 | 2055-03-01      | 5.5000%  | 0.0000% | $992.63            | $1011.61           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS5972 | 2053-10-01      | 6.5000%  | 0.0000% | $2682713.52        | $2863245.84        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6942 | 2053-12-01      | 6.5000%  | 0.0000% | $1447.52           | $1513.28           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8626 | 2054-07-01      | 6.0000%  | 0.0000% | $879.09            | $917.32            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0277 | 2055-04-01      | 6.5000%  | 0.0000% | $963.96            | $1025.61           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0528 | 2055-06-01      | 6.5000%  | 0.0000% | $1056.94           | $1105.15           | Agency Mortgage-Backed Securities  |
| GNII SF MA6930 M     | 2050-10-20      | 2.0000%  | 0.0000% | $36542455.34       | $30483411.74       | Agency Mortgage-Backed Securities  |
| GNMI SF 701432 X     | 2038-11-15      | 6.0000%  | 0.0000% | $103456.72         | $108354.98         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CTSC0400 | 2043-06-01      | 3.5000%  | 0.0000% | $922.84            | $883.72            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTSC0450 | 2043-08-01      | 3.0000%  | 0.0000% | $869.32            | $805.60            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE5916 | 2055-08-01      | 5.5000%  | 0.0000% | $997.20            | $1018.14           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4208 | 2050-12-01      | 2.0000%  | 0.0000% | $656.41            | $539.19            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4688 | 2054-02-01      | 6.5000%  | 0.0000% | $251172.78         | $268075.87         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 I4BF0566 | 2061-09-01      | 5.0000%  | 0.0000% | $1281.61           | $1294.78           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5400 | 2044-04-01      | 4.0000%  | 0.0000% | $4419151.68        | $4309125.12        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX XYBM7037 | 2032-08-01      | 1.7546%  | 0.0000% | $1778.09           | $1554.13           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5388 | 2054-06-01      | 5.5000%  | 0.0000% | $24015316.88       | $24415852.34       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  | 0.0000% | $42956170.02       | $43653362.97       | Agency Mortgage-Backed Securities  |
| GNII SF BW0562 C     | 2050-07-20      | 3.0000%  | 0.0000% | $369.26            | $333.23            | Agency Mortgage-Backed Securities  |
| GNII SF BX5490 C     | 2050-09-20      | 3.0000%  | 0.0000% | $297.46            | $266.05            | Agency Mortgage-Backed Securities  |
| GNII SF BX5468 C     | 2050-09-20      | 3.0000%  | 0.0000% | $92.92             | $84.00             | Agency Mortgage-Backed Securities  |
| GNMI SF BY2839 X     | 2051-01-15      | 2.5000%  | 0.0000% | $2254.94           | $1971.72           | Agency Mortgage-Backed Securities  |
| GNII SF CB3228 C     | 2051-02-20      | 3.5000%  | 0.0000% | $1133.92           | $1046.90           | Agency Mortgage-Backed Securities  |
| GNII SF CD3283 C     | 2051-09-20      | 4.0000%  | 0.0000% | $834.39            | $818.75            | Agency Mortgage-Backed Securities  |
| GNII RG CH7265 C     | 2044-11-20      | 4.0000%  | 0.0000% | $474.83            | $452.50            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  | 0.0000% | $26758588.71       | $27174747.19       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB0099 | 2050-06-01      | 2.5000%  | 0.0000% | $1157.18           | $995.06            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB1310 | 2050-07-01      | 2.0000%  | 0.0000% | $1159.03           | $955.14            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB7368 | 2051-01-01      | 2.0000%  | 0.0000% | $742.48            | $608.73            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS1011 | 2031-02-01      | 1.2900%  | 0.0000% | $952.94            | $833.08            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBS8084 | 2028-04-01      | 5.4600%  | 0.0000% | $984.39            | $992.98            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU9879 | 2052-01-01      | 2.5000%  | 0.0000% | $14897180.84       | $12871184.11       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW8740 | 2052-10-01      | 4.5000%  | 0.0000% | $438360.84         | $436195.34         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW9574 | 2052-11-01      | 4.5000%  | 0.0000% | $1006.08           | $996.34            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX2116 | 2052-12-01      | 6.0000%  | 0.0000% | $953417.18         | $1003924.45        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX9310 | 2053-03-01      | 5.5000%  | 0.0000% | $3456.87           | $3565.48           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY0131 | 2053-05-01      | 5.5000%  | 0.0000% | $5595937.47        | $5738680.51        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX5177 | 2055-02-01      | 5.5000%  | 0.0000% | $1867.99           | $1902.88           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX9974 | 2055-04-01      | 5.5000%  | 0.0000% | $993.57            | $1015.07           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY6850 | 2055-07-01      | 7.0000%  | 0.0000% | $899.19            | $948.87            | Agency Mortgage-Backed Securities  |
| GNII RG CJ3389 C     | 2050-02-20      | 5.0000%  | 0.0000% | $507.88            | $509.75            | Agency Mortgage-Backed Securities  |
| GNII RG CJ9358 C     | 2041-06-20      | 5.0000%  | 0.0000% | $23993.68          | $24169.57          | Agency Mortgage-Backed Securities  |
| GNII RG CJ9398 C     | 2046-07-20      | 4.0000%  | 0.0000% | $597.00            | $569.19            | Agency Mortgage-Backed Securities  |
| GNMI SF CR2389 X     | 2053-04-15      | 6.5000%  | 0.0000% | $969.41            | $1064.09           | Agency Mortgage-Backed Securities  |
| GNII SF CR9729 C     | 2053-11-20      | 8.0000%  | 0.0000% | $291.62            | $308.40            | Agency Mortgage-Backed Securities  |
| GNII SF CU6166 C     | 2053-06-20      | 6.0000%  | 0.0000% | $1943.16           | $2102.87           | Agency Mortgage-Backed Securities  |
| GNII SF CU9210 C     | 2053-06-20      | 6.5000%  | 0.0000% | $907.66            | $951.88            | Agency Mortgage-Backed Securities  |
| GNII SF CV1562 C     | 2053-06-20      | 6.5000%  | 0.0000% | $1585.37           | $1669.03           | Agency Mortgage-Backed Securities  |
| GNII SF CV6268 C     | 2053-09-20      | 7.0000%  | 0.0000% | $2419.87           | $2578.82           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE2847 | 2052-05-01      | 4.5000%  | 0.0000% | $193177.04         | $191529.24         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH5928 | 2053-11-01      | 6.5000%  | 0.0000% | $889941.85         | $946251.73         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1281 | 2054-08-01      | 6.0000%  | 0.0000% | $967308.91         | $1015104.61        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1407 | 2054-08-01      | 6.0000%  | 0.0000% | $1123167.27        | $1179891.71        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1586 | 2054-08-01      | 6.0000%  | 0.0000% | $1081235.56        | $1130693.43        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ1912 | 2054-08-01      | 7.0000%  | 0.0000% | $1098033.51        | $1170527.14        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2179 | 2054-08-01      | 5.5000%  | 0.0000% | $5366858.14        | $5531101.88        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA2790 | 2050-06-01      | 2.5000%  | 0.0000% | $441.40            | $379.66            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6314 | 2050-07-01      | 3.0000%  | 0.0000% | $6168.04           | $5500.05           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0581 | 2051-05-01      | 2.0000%  | 0.0000% | $727.13            | $597.37            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY8426 | 2055-06-01      | 7.0000%  | 0.0000% | $16008.29          | $16949.32          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ1458 | 2055-09-01      | 5.5000%  | 0.0000% | $997.47            | $1019.42           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ6290 | 2055-10-01      | 6.0000%  | 0.0000% | $1008.00           | $1040.93           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ6291 | 2055-10-01      | 6.0000%  | 0.0000% | $1008.00           | $1040.55           | Agency Mortgage-Backed Securities  |
| GNII SF DG7415 C     | 2055-01-20      | 7.5000%  | 0.0000% | $3003.27           | $3250.21           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA5855 | 2051-09-01      | 2.5000%  | 0.0000% | $6067813.63        | $5186769.11        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA8886 | 2053-04-01      | 6.0000%  | 0.0000% | $24827779.88       | $25953545.90       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI9089 | 2054-06-01      | 6.5000%  | 0.0000% | $773.01            | $812.98            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7511 | 2053-11-01      | 6.5000%  | 0.0000% | $12349920.08       | $12929090.17       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7656 | 2053-12-01      | 7.0000%  | 0.0000% | $22328.80          | $23992.80          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ2688 | 2054-10-01      | 6.5000%  | 0.0000% | $2760.82           | $2890.73           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1954 | 2054-07-01      | 5.5000%  | 0.0000% | $8250674.78        | $8468932.62        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2302 | 2054-09-01      | 6.0000%  | 0.0000% | $2311363.27        | $2413467.74        | Agency Mortgage-Backed Securities  |
| GNII SF MB0094 M     | 2054-11-20      | 6.5000%  | 0.0000% | $23808702.89       | $24688355.11       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ2897 | 2045-09-01      | 3.5000%  | 0.0000% | $268.27            | $254.83            | Agency Mortgage-Backed Securities  |
| 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  | 0.0000% | $1000.00           | $1007.64           | U.S. Treasuries (including strips) |
| 4 NOTE M 32          | 2032-06-30      | 4.0000%  | 0.0000% | $4815200.00        | $4915984.86        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE E 35      | 2035-08-15      | 4.2500%  | 0.0000% | $3952600.00        | $4035911.57        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  | 0.0000% | $54300.00          | $55449.47          | U.S. Treasuries (including strips) |
| 0 7/8 TRIN A 29      | 2029-01-15      | 0.8750%  | 0.0000% | $256.56            | $254.28            | U.S. Treasuries (including strips) |
| 6 1/2 TPRN 26        | 2026-11-15      | 0.0000%  | 0.0000% | $50000.00          | $48271.30          | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45        | 2045-08-15      | 2.8750%  | 0.0000% | $500.00            | $386.49            | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  | 0.0000% | $245600.00         | $182478.85         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  | 0.0000% | $40636700.00       | $42038205.45       | U.S. Treasuries (including strips) |
| 4 NOTE AV 27         | 2027-12-15      | 4.0000%  | 0.0000% | $1298500.00        | $1328927.71        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  | 0.0000% | $100.00            | $100.32            | U.S. Treasuries (including strips) |
| 4 NOTE B 34          | 2034-02-15      | 4.0000%  | 0.0000% | $759400.00         | $766137.07         | U.S. Treasuries (including strips) |

### Security 7: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 4.150000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 196480D79, C.4 - ISIN: US196480D793, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $24765000.00
- **C.18.a - Value (excl. sponsor support):** $24765000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2042-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 8: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 4.150000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 196480YP6, C.4 - ISIN: US196480YP65, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $29370000.00
- **C.18.a - Value (excl. sponsor support):** $29370000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2052-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 9: Columbus Hotel Investment One LLC

- **C.1 - Title:** Columbus Hotel Investment One LLC 4.250000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 199203AA8, C.4 - ISIN: US199203AA86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6535000.00
- **C.18.a - Value (excl. sponsor support):** $6535000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2048-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 10: DMA Lancaster LLC

- **C.1 - Title:** DMA Lancaster LLC 4.200000%
- **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):** $18040000.00
- **C.18.a - Value (excl. sponsor support):** $18040000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2064-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 11: Daiwa Capital Markets, Inc.

- **C.1 - Title:** Daiwa Capital Markets, Inc. 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 234993004, C.3 - LEI: 549300ZFEEJ2IP5VME73, C.5 - Other ID: 234993004_4.15_1103
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 04.500 CLAI9484 | 2041-09-01      | 4.5000%  | 0.0000% | $8.52              | $8.58              | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAJ4077 | 2041-10-01      | 4.0000%  | 0.0000% | $27.40             | $26.95             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK6727 | 2042-03-01      | 3.5000%  | 0.0000% | $388.49            | $372.30            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTAK9325 | 2032-04-01      | 4.0000%  | 0.0000% | $49912.20          | $49558.99          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL2063 | 2042-01-01      | 4.5000%  | 0.0000% | $89737.07          | $90595.86          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL2065 | 2041-06-01      | 4.5000%  | 0.0000% | $15.19             | $15.34             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL3521 | 2043-03-01      | 3.5000%  | 0.0000% | $1984950.31        | $1897288.29        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAL5971 | 2044-10-01      | 4.0000%  | 0.0000% | $4019805.19        | $3951964.28        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO2159 | 2042-05-01      | 4.0000%  | 0.0000% | $1962932.10        | $1929823.98        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO5989 | 2042-06-01      | 4.0000%  | 0.0000% | $33556.92          | $32952.67          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP3244 | 2042-08-01      | 3.5000%  | 0.0000% | $91262.74          | $87118.19          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAQ0087 | 2042-10-01      | 3.5000%  | 0.0000% | $252622.80         | $240353.84         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTAQ4646 | 2032-11-01      | 3.5000%  | 0.0000% | $103383.34         | $101389.45         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMB0306 | 2055-03-01      | 5.0000%  | 0.0000% | $2252795.60        | $2253973.07        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR1126 | 2043-02-01      | 3.5000%  | 0.0000% | $125869.62         | $120050.12         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR8718 | 2043-04-01      | 3.5000%  | 0.0000% | $118151.47         | $112907.16         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9645 | 2054-12-01      | 5.0000%  | 0.0000% | $14401210.45       | $14519598.00       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0863 | 2055-03-01      | 5.5000%  | 0.0000% | $7840672.52        | $8069795.26        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0287 | 2054-12-01      | 6.0000%  | 0.0000% | $8426.32           | $8661.71           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA0438 | 2052-09-01      | 3.5000%  | 0.0000% | $716.62            | $663.74            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA0485 | 2054-09-01      | 6.5000%  | 0.0000% | $9137078.02        | $9520631.24        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0558 | 2054-06-01      | 5.0000%  | 0.0000% | $5923052.63        | $5978247.58        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1714 | 2055-05-01      | 5.0000%  | 0.0000% | $6776036.71        | $6794261.99        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1790 | 2055-06-01      | 5.5000%  | 0.0000% | $9700959.43        | $9890616.42        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2131 | 2055-06-01      | 5.5000%  | 0.0000% | $4883393.87        | $4972849.51        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2241 | 2055-07-01      | 5.5000%  | 0.0000% | $2207100.52        | $2258464.90        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2517 | 2055-09-01      | 6.0000%  | 0.0000% | $226500.40         | $236772.19         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA3106 | 2051-03-01      | 2.5000%  | 0.0000% | $35387939.28       | $30391846.41       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA3193 | 2050-02-01      | 3.0000%  | 0.0000% | $918.08            | $853.34            | Agency Mortgage-Backed Securities  |
| GNMI SF 760393 X     | 2041-10-15      | 5.0000%  | 0.0000% | $9.46              | $9.55              | Agency Mortgage-Backed Securities  |
| GNII SF MB0205 M     | 2055-02-20      | 5.5000%  | 0.0000% | $598934.98         | $607213.06         | Agency Mortgage-Backed Securities  |
| GNII SF MB0259 M     | 2055-03-20      | 5.5000%  | 0.0000% | $37631.59          | $38164.88          | Agency Mortgage-Backed Securities  |
| GNII SF MB0485 M     | 2055-07-20      | 5.5000%  | 0.0000% | $16856.08          | $17104.91          | Agency Mortgage-Backed Securities  |
| GNII SF MB0487 M     | 2055-07-20      | 6.5000%  | 0.0000% | $26605114.86       | $27606309.68       | Agency Mortgage-Backed Securities  |
| GNII SF MB0529 M     | 2040-08-20      | 5.5000%  | 0.0000% | $24426.74          | $25080.48          | Agency Mortgage-Backed Securities  |
| GNII SF MB0554 M     | 2055-08-20      | 4.5000%  | 0.0000% | $435714.58         | $427295.70         | Agency Mortgage-Backed Securities  |
| GNII SF MB0619 M     | 2046-09-20      | 3.5000%  | 0.0000% | $379.29            | $348.66            | Agency Mortgage-Backed Securities  |
| GNII SF MB0620 M     | 2047-07-20      | 4.0000%  | 0.0000% | $902478.21         | $857600.98         | Agency Mortgage-Backed Securities  |
| GNII SF MB0625 M     | 2055-08-20      | 6.5000%  | 0.0000% | $2101607.18        | $2180431.46        | Agency Mortgage-Backed Securities  |
| GNII SF MB0684 M     | 2055-09-20      | 4.5000%  | 0.0000% | $2731.06           | $2678.29           | Agency Mortgage-Backed Securities  |
| GNII SF MB0686 M     | 2055-09-20      | 5.5000%  | 0.0000% | $6285.96           | $6379.99           | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $15411.96          | $15840.56          | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P20603 G | 2034-05-01      | 6.0000%  | 0.0000% | $7.44              | $7.64              | Agency Mortgage-Backed Securities  |
| 02.500 FGPC T45074 G | 2030-02-01      | 2.5000%  | 0.0000% | $18.69             | $18.19             | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G04153 G | 2038-03-01      | 5.5000%  | 0.0000% | $17668.18          | $18490.69          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08779 G | 2047-09-01      | 3.5000%  | 0.0000% | $11259272.59       | $10648194.34       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6487 | 2046-01-01      | 4.0000%  | 0.0000% | $4248690.70        | $4168655.28        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAT6319 | 2043-06-01      | 3.5000%  | 0.0000% | $2430790.62        | $2317403.14        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB7980 | 2054-10-01      | 5.5000%  | 0.0000% | $306362.09         | $316088.57         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  | 0.0000% | $1964.03           | $1901.16           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM4044 | 2035-08-01      | 2.0000%  | 0.0000% | $347287.33         | $322262.74         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM4870 | 2050-11-01      | 2.0000%  | 0.0000% | $668187.18         | $543760.48         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1528 | 2052-04-01      | 3.0000%  | 0.0000% | $6714471.18        | $6075253.52        | Agency Mortgage-Backed Securities  |
| GNII SF MA7193 M     | 2051-02-20      | 2.5000%  | 0.0000% | $173336.85         | $150616.44         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL2535 | 2041-12-01      | 4.0000%  | 0.0000% | $461.79            | $453.82            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZL5313 | 2043-03-01      | 3.0000%  | 0.0000% | $2044322.75        | $1905772.87        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM4707 | 2047-11-01      | 3.5000%  | 0.0000% | $274164.97         | $257205.86         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0465 | 2042-09-01      | 3.5000%  | 0.0000% | $2856424.95        | $2730269.99        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0531 | 2042-06-01      | 3.5000%  | 0.0000% | $640326.20         | $612047.27         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0362 | 2054-08-01      | 5.5000%  | 0.0000% | $11629859.68       | $11820267.61       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC2732 | 2054-12-01      | 6.0000%  | 0.0000% | $344.40            | $354.95            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3025 | 2054-10-01      | 5.5000%  | 0.0000% | $488758.11         | $504988.95         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3382 | 2054-10-01      | 5.5000%  | 0.0000% | $403220.47         | $416365.19         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5723 | 2054-11-01      | 5.0000%  | 0.0000% | $72326.54          | $72518.26          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6990 | 2054-12-01      | 5.0000%  | 0.0000% | $10467724.23       | $10495428.81       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC8436 | 2054-12-01      | 5.0000%  | 0.0000% | $10720932.46       | $10734833.94       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDD2310 | 2055-02-01      | 4.5000%  | 0.0000% | $120756.77         | $118370.14         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD8864 | 2055-07-01      | 6.0000%  | 0.0000% | $590781.28         | $608824.33         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD8854 | 2055-07-01      | 6.5000%  | 0.0000% | $341364.08         | $355999.95         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD9348 | 2055-06-01      | 6.5000%  | 0.0000% | $2195557.93        | $2307227.67        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1221 | 2055-06-01      | 6.5000%  | 0.0000% | $1768042.64        | $1841548.42        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1291 | 2055-05-01      | 6.5000%  | 0.0000% | $451549.69         | $470915.60         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1521 | 2055-06-01      | 6.5000%  | 0.0000% | $1731698.97        | $1802375.96        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1927 | 2055-06-01      | 6.5000%  | 0.0000% | $457363.68         | $476983.06         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2022 | 2055-06-01      | 6.5000%  | 0.0000% | $478014.96         | $498528.81         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE3546 | 2055-07-01      | 6.0000%  | 0.0000% | $431154.05         | $443374.25         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS4731 | 2053-02-01      | 6.5000%  | 0.0000% | $13181683.01       | $14068726.80       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS4858 | 2053-02-01      | 6.0000%  | 0.0000% | $2818084.52        | $2959264.92        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5427 | 2053-08-01      | 5.5000%  | 0.0000% | $128460.22         | $130939.80         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS5551 | 2047-07-01      | 5.0000%  | 0.0000% | $2282.33           | $2356.38           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS7879 | 2052-07-01      | 2.5000%  | 0.0000% | $7525778.17        | $6409105.71        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8961 | 2054-09-01      | 5.5000%  | 0.0000% | $1424074.91        | $1455058.99        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8970 | 2054-09-01      | 5.5000%  | 0.0000% | $236464.96         | $242043.96         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0390 | 2055-05-01      | 5.5000%  | 0.0000% | $2397880.89        | $2476057.40        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0432 | 2055-05-01      | 5.5000%  | 0.0000% | $2099972.02        | $2151734.93        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0606 | 2055-06-01      | 6.5000%  | 0.0000% | $27424030.49       | $28576598.51       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0972 | 2055-03-01      | 6.0000%  | 0.0000% | $760000.50         | $781231.88         | Agency Mortgage-Backed Securities  |
| GNII SF MA7988 M     | 2052-04-20      | 3.0000%  | 0.0000% | $112086.29         | $101159.78         | Agency Mortgage-Backed Securities  |
| GNII SF MA7989 M     | 2052-04-20      | 3.5000%  | 0.0000% | $117161882.20      | $108287650.80      | Agency Mortgage-Backed Securities  |
| GNII SF MA7533 M     | 2051-08-20      | 2.0000%  | 0.0000% | $173588.10         | $144805.74         | Agency Mortgage-Backed Securities  |
| GNII SF MA7649 M     | 2051-10-20      | 2.5000%  | 0.0000% | $73886.07          | $64199.85          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA4883 | 2047-03-01      | 4.0000%  | 0.0000% | $1394807.88        | $1360472.36        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZS8522 | 2029-04-01      | 3.0000%  | 0.0000% | $16859.94          | $16629.13          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZS8557 | 2030-03-01      | 2.5000%  | 0.0000% | $28930.92          | $28167.85          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  | 0.0000% | $81.85             | $81.55             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3SZT0945 | 2045-02-01      | 4.0000%  | 0.0000% | $2097400.35        | $2054219.77        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3VZT1142 | 2042-10-01      | 4.0000%  | 0.0000% | $2418471.24        | $2380666.50        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0837 | 2052-01-01      | 3.0000%  | 0.0000% | $5216419.24        | $4720598.59        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD0537 | 2051-03-01      | 2.0000%  | 0.0000% | $120938.48         | $99021.61          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1275 | 2052-07-01      | 4.5000%  | 0.0000% | $1768061.24        | $1748002.58        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1445 | 2052-08-01      | 4.5000%  | 0.0000% | $410.90            | $406.57            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1447 | 2052-08-01      | 4.5000%  | 0.0000% | $1200549.07        | $1189383.96        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE3268 | 2055-06-01      | 7.0000%  | 0.0000% | $562384.26         | $595443.64         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE3600 | 2055-09-01      | 6.0000%  | 0.0000% | $719465.15         | $748335.12         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4166 | 2055-08-01      | 6.0000%  | 0.0000% | $386174.31         | $400774.02         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4204 | 2055-08-01      | 6.0000%  | 0.0000% | $581617.18         | $602486.18         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4185 | 2055-08-01      | 6.0000%  | 0.0000% | $505675.50         | $525055.51         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE4265 | 2055-07-01      | 6.5000%  | 0.0000% | $431811.19         | $452617.43         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE4257 | 2055-07-01      | 6.5000%  | 0.0000% | $648142.44         | $675332.45         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE5289 | 2055-09-01      | 6.5000%  | 0.0000% | $1979843.15        | $2070901.42        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE5265 | 2055-08-01      | 6.0000%  | 0.0000% | $672325.66         | $695623.08         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE5591 | 2055-07-01      | 6.0000%  | 0.0000% | $2589315.10        | $2662758.44        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE5856 | 2055-08-01      | 5.0000%  | 0.0000% | $16829.16          | $16844.47          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE6069 | 2055-07-01      | 6.0000%  | 0.0000% | $438099.52         | $455398.32         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE6076 | 2055-07-01      | 6.0000%  | 0.0000% | $1310591.49        | $1350768.98        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7645 | 2055-09-01      | 6.0000%  | 0.0000% | $199548.87         | $205233.62         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE7805 | 2055-08-01      | 6.5000%  | 0.0000% | $1607013.74        | $1672309.39        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8234 | 2055-09-01      | 6.5000%  | 0.0000% | $552033.49         | $580043.49         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE8760 | 2055-09-01      | 5.0000%  | 0.0000% | $249346.55         | $250665.51         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9157 | 2055-09-01      | 6.0000%  | 0.0000% | $668723.27         | $687691.60         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE9255 | 2055-09-01      | 5.5000%  | 0.0000% | $1960437.72        | $2006724.30        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9369 | 2055-09-01      | 6.0000%  | 0.0000% | $1785688.71        | $1835904.06        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF0155 | 2055-09-01      | 6.5000%  | 0.0000% | $2069292.10        | $2178957.68        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC0327 | 2045-12-01      | 3.5000%  | 0.0000% | $1658923.02        | $1575473.66        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC1271 | 2055-10-01      | 6.5000%  | 0.0000% | $14926129.38       | $15744434.53       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5737 | 2037-07-01      | 3.5000%  | 0.0000% | $51018.78          | $49793.45          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4414 | 2051-09-01      | 2.5000%  | 0.0000% | $26540.18          | $22755.51          | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4417 | 2036-09-01      | 1.5000%  | 0.0000% | $483.17            | $434.25            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA3897 | 2035-01-01      | 3.0000%  | 0.0000% | $12240.68          | $11903.39          | Agency Mortgage-Backed Securities  |
| GNII SF MA8950 M     | 2053-06-20      | 6.5000%  | 0.0000% | $5218814.16        | $5428436.53        | Agency Mortgage-Backed Securities  |
| GNII SF MA9423 M     | 2054-01-20      | 5.5000%  | 0.0000% | $17506891.48       | $17809066.26       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2254 | 2052-07-01      | 3.5000%  | 0.0000% | $12692.85          | $11825.49          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2284 | 2052-12-01      | 6.0000%  | 0.0000% | $275.66            | $284.51            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD2355 | 2052-12-01      | 4.5000%  | 0.0000% | $288.37            | $285.06            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2872 | 2053-05-01      | 5.0000%  | 0.0000% | $330.91            | $333.05            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2990 | 2053-03-01      | 6.0000%  | 0.0000% | $6843390.60        | $7201724.22        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3129 | 2052-10-01      | 5.0000%  | 0.0000% | $334.01            | $334.75            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD3152 | 2052-02-01      | 3.0000%  | 0.0000% | $10903.22          | $9737.73           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3389 | 2053-07-01      | 6.0000%  | 0.0000% | $516737.76         | $541493.63         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4708 | 2053-12-01      | 5.5000%  | 0.0000% | $306.89            | $312.54            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD4999 | 2053-08-01      | 5.0000%  | 0.0000% | $329.05            | $330.52            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD5098 | 2052-03-01      | 2.5000%  | 0.0000% | $11990919.27       | $10356716.85       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD6284 | 2054-01-01      | 2.0000%  | 0.0000% | $23943.04          | $19541.27          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5403 | 2054-03-01      | 5.5000%  | 0.0000% | $5746635.71        | $5919387.24        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD5454 | 2054-05-01      | 6.5000%  | 0.0000% | $4875.07           | $5186.52           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5763 | 2054-07-01      | 5.5000%  | 0.0000% | $342.22            | $349.96            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6041 | 2054-08-01      | 5.0000%  | 0.0000% | $6081283.20        | $6113633.61        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6898 | 2054-06-01      | 6.0000%  | 0.0000% | $2057272.52        | $2134245.37        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7412 | 2055-01-01      | 5.5000%  | 0.0000% | $1921460.94        | $1956658.90        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD7520 | 2050-05-01      | 4.0000%  | 0.0000% | $57625.52          | $56162.37          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7544 | 2051-07-01      | 3.0000%  | 0.0000% | $494073.03         | $448172.16         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8173 | 2051-10-01      | 2.5000%  | 0.0000% | $396.95            | $340.26            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8178 | 2051-11-01      | 2.5000%  | 0.0000% | $3397.16           | $2910.62           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  | 0.0000% | $294696.49         | $296444.53         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE9351 | 2047-03-01      | 4.0000%  | 0.0000% | $259465.94         | $251035.46         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH0224 | 2047-04-01      | 4.0000%  | 0.0000% | $2809757.61        | $2740590.75        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH3986 | 2047-10-01      | 4.0000%  | 0.0000% | $97241.45          | $94871.71          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ2170 | 2047-11-01      | 4.0000%  | 0.0000% | $77234.58          | $75262.11          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ2281 | 2048-01-01      | 4.5000%  | 0.0000% | $125765.54         | $125361.33         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ4256 | 2047-12-01      | 4.5000%  | 0.0000% | $114207.26         | $113381.54         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ8787 | 2048-02-01      | 4.0000%  | 0.0000% | $184011.85         | $178712.92         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK4239 | 2048-08-01      | 4.5000%  | 0.0000% | $535285.69         | $533299.25         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK4286 | 2048-09-01      | 4.5000%  | 0.0000% | $290829.77         | $290064.89         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBK9723 | 2048-08-01      | 4.0000%  | 0.0000% | $230376.23         | $225330.61         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5244 | 2049-01-01      | 4.0000%  | 0.0000% | $1648292.48        | $1599798.62        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6803 | 2049-02-01      | 4.5000%  | 0.0000% | $114892.37         | $114639.03         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBO9446 | 2053-07-01      | 5.5000%  | 0.0000% | $256056.06         | $263731.93         | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CLBP8004 | 2054-01-01      | 8.0000%  | 0.0000% | $483109.62         | $524171.84         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5272 | 2054-02-01      | 6.0000%  | 0.0000% | $781630.59         | $803938.33         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4627 | 2037-06-01      | 2.0000%  | 0.0000% | $236624.93         | $218037.26         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  | 0.0000% | $5232.83           | $4663.81           | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4685 | 2037-06-01      | 1.5000%  | 0.0000% | $39922.57          | $35843.68          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5417 | 2054-07-01      | 4.0000%  | 0.0000% | $365699.20         | $348640.55         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  | 0.0000% | $4509786.46        | $4582981.80        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5470 | 2054-09-01      | 5.5000%  | 0.0000% | $1227657.51        | $1247520.19        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5497 | 2054-10-01      | 5.5000%  | 0.0000% | $128358.23         | $130409.30         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5498 | 2054-10-01      | 6.0000%  | 0.0000% | $20452395.60       | $21039522.52       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  | 0.0000% | $23810.72          | $23821.95          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  | 0.0000% | $357.87            | $358.04            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5553 | 2054-12-01      | 5.5000%  | 0.0000% | $5401542.65        | $5485824.72        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5614 | 2055-02-01      | 5.5000%  | 0.0000% | $54721577.00       | $55572679.91       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5615 | 2055-02-01      | 6.0000%  | 0.0000% | $604946.73         | $621938.47         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5646 | 2055-03-01      | 5.5000%  | 0.0000% | $41099.43          | $41738.66          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5647 | 2055-03-01      | 6.0000%  | 0.0000% | $9634057.33        | $9904668.36        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5672 | 2055-04-01      | 5.0000%  | 0.0000% | $734.24            | $734.63            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5673 | 2055-04-01      | 5.5000%  | 0.0000% | $4492.97           | $4562.85           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5674 | 2055-04-01      | 6.0000%  | 0.0000% | $346.22            | $355.89            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5700 | 2055-05-01      | 5.5000%  | 0.0000% | $4411748.37        | $4480365.76        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5701 | 2055-05-01      | 6.0000%  | 0.0000% | $150337.84         | $154537.68         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA5725 | 2055-05-01      | 3.5000%  | 0.0000% | $227496.44         | $210665.04         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5732 | 2055-06-01      | 4.0000%  | 0.0000% | $718235.26         | $684728.39         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5735 | 2055-06-01      | 5.5000%  | 0.0000% | $31165.25          | $31649.98          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5760 | 2055-07-01      | 5.5000%  | 0.0000% | $10844173.41       | $11012836.45       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5761 | 2055-07-01      | 6.0000%  | 0.0000% | $164021.86         | $168655.48         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5789 | 2055-08-01      | 4.0000%  | 0.0000% | $5974013.91        | $5695286.33        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5792 | 2055-08-01      | 5.5000%  | 0.0000% | $14395734.29       | $14619635.94       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5793 | 2055-08-01      | 6.0000%  | 0.0000% | $395460.20         | $406749.80         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5822 | 2055-09-01      | 5.5000%  | 0.0000% | $7700519.37        | $7820288.11        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5822 | 2055-09-01      | 5.5000%  | 0.0000% | $2264733.53        | $2299957.68        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  | 0.0000% | $93508.62          | $96178.11          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA5875 | 2055-10-01      | 3.5000%  | 0.0000% | $280983.78         | $260195.10         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLMA5856 | 2055-10-01      | 7.0000%  | 0.0000% | $100628.28         | $106056.10         | Agency Mortgage-Backed Securities  |
| GNII SF MA9541 M     | 2054-03-20      | 5.5000%  | 0.0000% | $851235.47         | $865342.42         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  | 0.0000% | $10171500.19       | $10329690.74       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8453 | 2054-08-01      | 5.5000%  | 0.0000% | $2548890.60        | $2590344.05        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8454 | 2054-08-01      | 6.0000%  | 0.0000% | $18440135.79       | $18967154.87       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  | 0.0000% | $6825514.10        | $6935277.46        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8476 | 2054-11-01      | 6.0000%  | 0.0000% | $1053359.61        | $1082874.75        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8515 | 2055-03-01      | 5.5000%  | 0.0000% | $15011852.49       | $15245336.83       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8487 | 2054-12-01      | 4.0000%  | 0.0000% | $2263221.22        | $2157642.70        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8491 | 2054-12-01      | 5.0000%  | 0.0000% | $43017.13          | $43032.91          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8506 | 2055-02-01      | 5.5000%  | 0.0000% | $10576554.66       | $10741055.33       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  | 0.0000% | $4274935.36        | $4341424.86        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8533 | 2055-05-01      | 5.5000%  | 0.0000% | $2205786.06        | $2240093.39        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3605 | 2053-08-01      | 5.5000%  | 0.0000% | $4684526.17        | $4819774.69        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3652 | 2053-08-01      | 6.0000%  | 0.0000% | $560056.24         | $590075.26         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q04359 G | 2041-11-01      | 4.0000%  | 0.0000% | $142066.69         | $139829.61         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q40493 G | 2046-05-01      | 3.5000%  | 0.0000% | $639290.12         | $609829.50         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q45306 G | 2047-01-01      | 3.5000%  | 0.0000% | $2406612.12        | $2283164.15        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB7053 | 2050-12-01      | 2.0000%  | 0.0000% | $372201.82         | $302892.14         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV5836 | 2055-07-01      | 5.5000%  | 0.0000% | $955082.91         | $973587.96         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX3496 | 2055-10-01      | 5.0000%  | 0.0000% | $391402.28         | $394193.63         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX3507 | 2055-10-01      | 5.5000%  | 0.0000% | $530330.66         | $542829.14         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX3529 | 2055-10-01      | 5.5000%  | 0.0000% | $535331.84         | $544645.72         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA5887 | 2040-10-01      | 5.5000%  | 0.0000% | $1013.46           | $1040.32           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX3636 | 2055-01-01      | 6.5000%  | 0.0000% | $354.38            | $368.84            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX3769 | 2055-01-01      | 5.0000%  | 0.0000% | $6440427.56        | $6471506.92        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX4179 | 2055-01-01      | 5.0000%  | 0.0000% | $165855.72         | $166179.58         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY2242 | 2055-05-01      | 5.0000%  | 0.0000% | $64311.15          | $64357.11          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY2247 | 2055-05-01      | 6.0000%  | 0.0000% | $315099.08         | $324037.18         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY4859 | 2055-06-01      | 6.5000%  | 0.0000% | $881065.95         | $923367.40         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY7139 | 2055-06-01      | 7.0000%  | 0.0000% | $394234.31         | $419241.52         | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLQD5229 | 2052-01-01      | 1.5000%  | 0.0000% | $275963.02         | $213415.45         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF1102 | 2052-10-01      | 5.5000%  | 0.0000% | $332.73            | $339.70            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG3017 | 2053-05-01      | 5.0000%  | 0.0000% | $151918.56         | $153028.12         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH5400 | 2053-12-01      | 6.0000%  | 0.0000% | $2861769.58        | $2980178.16        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQJ0499 | 2054-07-01      | 4.5000%  | 0.0000% | $372559.32         | $368091.21         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ6600 | 2054-10-01      | 5.5000%  | 0.0000% | $1266069.44        | $1286797.95        | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CIQN9811 | 2037-03-01      | 1.5000%  | 0.0000% | $218462.47         | $196074.43         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA3952 | 2050-11-01      | 2.0000%  | 0.0000% | $528422.43         | $431101.11         | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLRA4539 | 2051-02-01      | 1.5000%  | 0.0000% | $12197057.97       | $9443559.94        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2305 | 2048-09-01      | 4.0000%  | 0.0000% | $4659773.54        | $4557716.74        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA9297 | 2051-02-01      | 3.0000%  | 0.0000% | $745869.02         | $679321.84         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2795 | 2052-02-01      | 3.0000%  | 0.0000% | $2110956.69        | $1882207.09        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3338 | 2052-04-01      | 3.0000%  | 0.0000% | $707706.81         | $632635.39         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4388 | 2052-08-01      | 4.5000%  | 0.0000% | $958477.20         | $942345.07         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3688 | 2052-05-01      | 3.5000%  | 0.0000% | $1699842.57        | $1576001.68        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3798 | 2052-06-01      | 3.5000%  | 0.0000% | $1526474.69        | $1415101.06        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3986 | 2052-06-01      | 3.5000%  | 0.0000% | $667242.26         | $619079.82         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY8339 | 2055-07-01      | 6.5000%  | 0.0000% | $2051604.89        | $2152208.75        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY8744 | 2055-07-01      | 6.5000%  | 0.0000% | $443160.61         | $461498.01         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY8819 | 2055-07-01      | 6.0000%  | 0.0000% | $393714.81         | $407536.56         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9774 | 2055-07-01      | 6.0000%  | 0.0000% | $629178.22         | $647062.61         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9318 | 2055-07-01      | 6.0000%  | 0.0000% | $827474.72         | $856507.49         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY9445 | 2055-07-01      | 6.5000%  | 0.0000% | $722742.40         | $753728.30         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9474 | 2055-08-01      | 6.0000%  | 0.0000% | $1023420.41        | $1056917.99        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9525 | 2055-08-01      | 6.0000%  | 0.0000% | $2033738.77        | $2091669.82        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0040 | 2055-08-01      | 6.0000%  | 0.0000% | $382566.94         | $396564.68         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0917 | 2055-08-01      | 6.0000%  | 0.0000% | $107269.76         | $111970.32         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ1305 | 2055-05-01      | 5.0000%  | 0.0000% | $913393.66         | $914301.26         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ1324 | 2055-06-01      | 5.5000%  | 0.0000% | $549977.42         | $559221.08         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ1640 | 2055-09-01      | 6.0000%  | 0.0000% | $379.68            | $393.45            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ2151 | 2055-09-01      | 6.0000%  | 0.0000% | $3595108.20        | $3712776.10        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ2297 | 2055-07-01      | 6.0000%  | 0.0000% | $652866.04         | $675246.29         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ2316 | 2055-09-01      | 5.5000%  | 0.0000% | $7892045.73        | $8020057.34        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ3333 | 2055-09-01      | 6.0000%  | 0.0000% | $2273281.53        | $2365467.64        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ6232 | 2055-09-01      | 5.5000%  | 0.0000% | $717480.28         | $734194.94         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0098 | 2054-09-01      | 6.0000%  | 0.0000% | $9185449.69        | $9554493.50        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0296 | 2055-01-01      | 5.0000%  | 0.0000% | $4552.17           | $4585.58           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0333 | 2055-02-01      | 5.5000%  | 0.0000% | $1362102.60        | $1387054.05        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1028 | 2055-04-01      | 6.0000%  | 0.0000% | $14784814.41       | $15209434.28       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1244 | 2055-05-01      | 5.5000%  | 0.0000% | $1696759.37        | $1725275.67        | Agency Mortgage-Backed Securities  |
| GNII ET DJ2995 C     | 2065-07-20      | 6.5000%  | 0.0000% | $4485416.02        | $4640035.79        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI0847 | 2054-03-01      | 6.0000%  | 0.0000% | $316.31            | $326.11            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI5820 | 2054-05-01      | 6.0000%  | 0.0000% | $6099445.23        | $6285417.31        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQI9374 | 2054-07-01      | 7.0000%  | 0.0000% | $403601.03         | $433385.71         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4139 | 2052-07-01      | 5.0000%  | 0.0000% | $7806792.90        | $7846698.62        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5024 | 2052-11-01      | 5.0000%  | 0.0000% | $4763690.08        | $4800807.16        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6046 | 2053-04-01      | 4.5000%  | 0.0000% | $102937.68         | $101717.86         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6086 | 2053-04-01      | 6.0000%  | 0.0000% | $6521571.15        | $6829226.27        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CICB6834 | 2038-06-01      | 3.5000%  | 0.0000% | $338.85            | $329.37            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8871 | 2054-07-01      | 6.5000%  | 0.0000% | $49781.43          | $52631.69          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9021 | 2054-08-01      | 6.5000%  | 0.0000% | $8719234.90        | $9301014.23        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9304 | 2054-10-01      | 5.0000%  | 0.0000% | $6757624.29        | $6854506.10        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL1881 | 2055-07-01      | 6.5000%  | 0.0000% | $5440003.16        | $5666180.36        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL2061 | 2055-08-01      | 5.5000%  | 0.0000% | $173047.96         | $176217.91         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL2817 | 2055-09-01      | 5.5000%  | 0.0000% | $103348.14         | $104955.55         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3053 | 2054-12-01      | 5.0000%  | 0.0000% | $999253.98         | $1006734.06        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4379 | 2055-06-01      | 6.0000%  | 0.0000% | $960883.84         | $1005931.04        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4148 | 2055-05-01      | 5.5000%  | 0.0000% | $18989254.09       | $19319616.47       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0027 | 2055-07-01      | 5.5000%  | 0.0000% | $21825520.39       | $22164979.97       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0028 | 2055-07-01      | 6.0000%  | 0.0000% | $53200.89          | $54703.81          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0013 | 2055-06-01      | 5.5000%  | 0.0000% | $1048573.26        | $1064882.07        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0040 | 2055-08-01      | 5.5000%  | 0.0000% | $9377627.79        | $9523481.16        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0041 | 2055-08-01      | 6.0000%  | 0.0000% | $1502995.79        | $1545455.42        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRQ0046 | 2055-09-01      | 4.0000%  | 0.0000% | $311251.46         | $296729.50         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0049 | 2055-09-01      | 5.5000%  | 0.0000% | $11503232.50       | $11682146.11       | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRQ0067 | 2055-10-01      | 7.0000%  | 0.0000% | $284395.42         | $299735.52         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIRR0027 | 2040-09-01      | 6.0000%  | 0.0000% | $372211.83         | $386605.26         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CIRR0007 | 2040-07-01      | 4.0000%  | 0.0000% | $254236.18         | $251231.95         | Agency Mortgage-Backed Securities  |
| GNII SF DM2597 C     | 2055-09-20      | 6.5000%  | 0.0000% | $338456.59         | $362032.35         | Agency Mortgage-Backed Securities  |
| GNII SF MB0145 M     | 2055-01-20      | 4.5000%  | 0.0000% | $12128648.96       | $11894408.37       | Agency Mortgage-Backed Securities  |
| GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $10121921.61       | $10263358.60       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS2892 | 2044-07-01      | 4.0000%  | 0.0000% | $5335549.32        | $5251532.20        | Agency Mortgage-Backed Securities  |
| 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  | 0.0000% | $1551312.00        | $1544519.00        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29     | 2029-08-31      | 3.6250%  | 0.0000% | $9629428.00        | $9676260.01        | U.S. Treasuries (including strips) |

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.185000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYCW4, C.4 - ISIN: US3130AYCW47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $244068185.80
- **C.18.a - Value (excl. sponsor support):** $244068185.80
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.185000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYCZ7, C.4 - ISIN: US3130AYCZ77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100020988.00
- **C.18.a - Value (excl. sponsor support):** $100020988.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYP42, C.4 - ISIN: US3130AYP427, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $225067457.25
- **C.18.a - Value (excl. sponsor support):** $225067457.25
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYT30, C.4 - ISIN: US3130AYT304, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $396116954.64
- **C.18.a - Value (excl. sponsor support):** $396116954.64
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B12Y2, C.4 - ISIN: US3130B12Y28, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100027127.00
- **C.18.a - Value (excl. sponsor support):** $100027127.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1L96, C.4 - ISIN: US3130B1L968, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200079630.00
- **C.18.a - Value (excl. sponsor support):** $200079630.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1TL1, C.4 - ISIN: US3130B1TL16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $170089826.30
- **C.18.a - Value (excl. sponsor support):** $170089826.30
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1WF0, C.4 - ISIN: US3130B1WF01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100033423.00
- **C.18.a - Value (excl. sponsor support):** $100033423.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XA0, C.4 - ISIN: US3130B1XA05, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50010966.50
- **C.18.a - Value (excl. sponsor support):** $50010966.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B27M1, C.4 - ISIN: US3130B27M17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $145029300.15
- **C.18.a - Value (excl. sponsor support):** $145029300.15
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2F26, C.4 - ISIN: US3130B2F265, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200055924.00
- **C.18.a - Value (excl. sponsor support):** $200055924.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2FD2, C.4 - ISIN: US3130B2FD29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50030064.50
- **C.18.a - Value (excl. sponsor support):** $50030064.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2FF7, C.4 - ISIN: US3130B2FF76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150041943.00
- **C.18.a - Value (excl. sponsor support):** $150041943.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2LH6, C.4 - ISIN: US3130B2LH68, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150098698.50
- **C.18.a - Value (excl. sponsor support):** $150098698.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.155000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2T96, C.4 - ISIN: US3130B2T969, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $300116652.00
- **C.18.a - Value (excl. sponsor support):** $300116652.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3RD7, C.4 - ISIN: US3130B3RD73, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $248049857.92
- **C.18.a - Value (excl. sponsor support):** $248049857.92
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3TW3, C.4 - ISIN: US3130B3TW37, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $20002201.20
- **C.18.a - Value (excl. sponsor support):** $20002201.20
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.215000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3YQ0, C.4 - ISIN: US3130B3YQ04, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150013948.50
- **C.18.a - Value (excl. sponsor support):** $150013948.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4P47, C.4 - ISIN: US3130B4P476, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $106510689.36
- **C.18.a - Value (excl. sponsor support):** $106510689.36
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-01-21
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4QU8, C.4 - ISIN: US3130B4QU80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $69023976.81
- **C.18.a - Value (excl. sponsor support):** $69023976.81
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-01-23
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.080000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5AF5, C.4 - ISIN: US3130B5AF52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150013870.50
- **C.18.a - Value (excl. sponsor support):** $150013870.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 33: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5J82, C.4 - ISIN: US3130B5J823, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199988956.00
- **C.18.a - Value (excl. sponsor support):** $199988956.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 34: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.075000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5R42, C.4 - ISIN: US3130B5R420, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $499978265.00
- **C.18.a - Value (excl. sponsor support):** $499978265.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 35: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5RJ9, C.4 - ISIN: US3130B5RJ91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $159912281.60
- **C.18.a - Value (excl. sponsor support):** $159912281.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 36: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5X94, C.4 - ISIN: US3130B5X949, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150042517.50
- **C.18.a - Value (excl. sponsor support):** $150042517.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 37: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62H8, C.4 - ISIN: US3130B62H85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $370109146.30
- **C.18.a - Value (excl. sponsor support):** $370109146.30
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 38: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6HR0, C.4 - ISIN: US3130B6HR01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249958887.50
- **C.18.a - Value (excl. sponsor support):** $249958887.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6JY3, C.4 - ISIN: US3130B6JY34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249986692.50
- **C.18.a - Value (excl. sponsor support):** $249986692.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 40: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.280000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6K47, C.4 - ISIN: US3130B6K472, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $300023235.00
- **C.18.a - Value (excl. sponsor support):** $300023235.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6PC4, C.4 - ISIN: US3130B6PC40, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $299956917.00
- **C.18.a - Value (excl. sponsor support):** $299956917.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 42: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6QR0, C.4 - ISIN: US3130B6QR00, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99994173.00
- **C.18.a - Value (excl. sponsor support):** $99994173.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 43: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6S49, C.4 - ISIN: US3130B6S491, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249984852.50
- **C.18.a - Value (excl. sponsor support):** $249984852.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 44: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6WA0, C.4 - ISIN: US3130B6WA01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249976417.50
- **C.18.a - Value (excl. sponsor support):** $249976417.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 45: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6XL5, C.4 - ISIN: US3130B6XL56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $300039630.00
- **C.18.a - Value (excl. sponsor support):** $300039630.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B76Q2, C.4 - ISIN: US3130B76Q21, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250100660.00
- **C.18.a - Value (excl. sponsor support):** $250100660.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-08-19
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.105000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7DZ4, C.4 - ISIN: US3130B7DZ46, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249993812.50
- **C.18.a - Value (excl. sponsor support):** $249993812.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 48: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7GD0, C.4 - ISIN: US3130B7GD07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $499612000.00
- **C.18.a - Value (excl. sponsor support):** $499612000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.165000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7H23, C.4 - ISIN: US3130B7H237, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100011323.00
- **C.18.a - Value (excl. sponsor support):** $100011323.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 50: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7HQ0, C.4 - ISIN: US3130B7HQ01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $499887920.00
- **C.18.a - Value (excl. sponsor support):** $499887920.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7JG0, C.4 - ISIN: US3130B7JG01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $499572830.00
- **C.18.a - Value (excl. sponsor support):** $499572830.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7JW5, C.4 - ISIN: US3130B7JW50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150099174.00
- **C.18.a - Value (excl. sponsor support):** $150099174.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-09-18
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7KH6, C.4 - ISIN: US3130B7KH64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $499665065.00
- **C.18.a - Value (excl. sponsor support):** $499665065.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7NV2, C.4 - ISIN: US3130B7NV22, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $699981324.00
- **C.18.a - Value (excl. sponsor support):** $699981324.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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? 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 3.910000%
- **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: N/A
- **C.18 - Value (incl. sponsor support):** $749674837.50
- **C.18.a - Value (excl. sponsor support):** $749674837.50
- **C.19 - Percentage of Net Assets:** 0.5300%
- **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 56: 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: N/A
- **C.18 - Value (incl. sponsor support):** $249735945.00
- **C.18.a - Value (excl. sponsor support):** $249735945.00
- **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 57: 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: N/A
- **C.18 - Value (incl. sponsor support):** $499653595.00
- **C.18.a - Value (excl. sponsor support):** $499653595.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **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 58: 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: N/A
- **C.18 - Value (incl. sponsor support):** $499104985.00
- **C.18.a - Value (excl. sponsor support):** $499104985.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **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 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: 313313NW4, C.4 - ISIN: US313313NW48, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24986597.25
- **C.18.a - Value (excl. sponsor support):** $24986597.25
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313QH4, C.4 - ISIN: US313313QH44, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $19915555.60
- **C.18.a - Value (excl. sponsor support):** $19915555.60
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-10
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313QQ4, C.4 - ISIN: US313313QQ43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24875972.25
- **C.18.a - Value (excl. sponsor support):** $24875972.25
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-17
- **C.12 - Maturity Date (WAL):** 2025-12-17
- **C.13 - Final Legal Maturity Date:** 2025-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 313313QR2, C.4 - ISIN: US313313QR26, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $144265332.85
- **C.18.a - Value (excl. sponsor support):** $144265332.85
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 313313TG3, C.4 - ISIN: US313313TG34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $64243427.30
- **C.18.a - Value (excl. sponsor support):** $64243427.30
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313313US5, C.4 - ISIN: US313313US52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $34473468.75
- **C.18.a - Value (excl. sponsor support):** $34473468.75
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-25
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313313UU0, C.4 - ISIN: US313313UU09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $64008668.75
- **C.18.a - Value (excl. sponsor support):** $64008668.75
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313313WS3, C.4 - ISIN: US313313WS35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $14705272.95
- **C.18.a - Value (excl. sponsor support):** $14705272.95
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-05-12
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 313313YN2, C.4 - ISIN: US313313YN20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $48811708.50
- **C.18.a - Value (excl. sponsor support):** $48811708.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **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 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: N/A
- **C.18 - Value (incl. sponsor support):** $19465736.20
- **C.18.a - Value (excl. sponsor support):** $19465736.20
- **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: 313385G34, C.4 - ISIN: US313385G340, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $31971344.13
- **C.18.a - Value (excl. sponsor support):** $31971344.13
- **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 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: 313385NX0, C.4 - ISIN: US313385NX08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $349774834.50
- **C.18.a - Value (excl. sponsor support):** $349774834.50
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, 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: 313385PV2, C.4 - ISIN: US313385PV24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $179459600.40
- **C.18.a - Value (excl. sponsor support):** $179459600.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, 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: 313385QS8, C.4 - ISIN: US313385QS85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $62674150.14
- **C.18.a - Value (excl. sponsor support):** $62674150.14
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-19
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, 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: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $496666250.00
- **C.18.a - Value (excl. sponsor support):** $496666250.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385RL2, C.4 - ISIN: US313385RL24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $198581834.00
- **C.18.a - Value (excl. sponsor support):** $198581834.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385RV0, C.4 - ISIN: US313385RV06, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $495978335.00
- **C.18.a - Value (excl. sponsor support):** $495978335.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, 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: 313385SK3, C.4 - ISIN: US313385SK32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $111923675.00
- **C.18.a - Value (excl. sponsor support):** $111923675.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385TG1, C.4 - ISIN: US313385TG11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $346914507.42
- **C.18.a - Value (excl. sponsor support):** $346914507.42
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385UD6, C.4 - ISIN: US313385UD60, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $246576250.00
- **C.18.a - Value (excl. sponsor support):** $246576250.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **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? 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: 313385ZK5, C.4 - ISIN: US313385ZK58, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $243594792.50
- **C.18.a - Value (excl. sponsor support):** $243594792.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **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 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: 313385ZL3, C.4 - ISIN: US313385ZL32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $243569965.00
- **C.18.a - Value (excl. sponsor support):** $243569965.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 81: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EN5B2, C.4 - ISIN: US3133EN5B25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $102047782.92
- **C.18.a - Value (excl. sponsor support):** $102047782.92
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EN6A3, C.4 - ISIN: US3133EN6A33, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $29990782.20
- **C.18.a - Value (excl. sponsor support):** $29990782.20
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP4W2, C.4 - ISIN: US3133EP4W26, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $30003522.00
- **C.18.a - Value (excl. sponsor support):** $30003522.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP5K7, C.4 - ISIN: US3133EP5K78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10017947.80
- **C.18.a - Value (excl. sponsor support):** $10017947.80
- **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 85: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6U4, C.4 - ISIN: US3133EP6U42, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50018189.00
- **C.18.a - Value (excl. sponsor support):** $50018189.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 86: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPWD3, C.4 - ISIN: US3133EPWD32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10041887.50
- **C.18.a - Value (excl. sponsor support):** $10041887.50
- **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 87: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.005000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2G5, C.4 - ISIN: US3133ER2G57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 88: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2H3, C.4 - ISIN: US3133ER2H31, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24013153.68
- **C.18.a - Value (excl. sponsor support):** $24013153.68
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3Z2, C.4 - ISIN: US3133ER3Z20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $139994106.00
- **C.18.a - Value (excl. sponsor support):** $139994106.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 90: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER5A5, C.4 - ISIN: US3133ER5A50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $124993722.50
- **C.18.a - Value (excl. sponsor support):** $124993722.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 91: 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: 3133ER5G2, C.4 - ISIN: US3133ER5G21, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99981376.00
- **C.18.a - Value (excl. sponsor support):** $99981376.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 92: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.110000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6F3, C.4 - ISIN: US3133ER6F39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $129982179.60
- **C.18.a - Value (excl. sponsor support):** $129982179.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 93: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $144991574.05
- **C.18.a - Value (excl. sponsor support):** $144991574.05
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 94: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $39997619.20
- **C.18.a - Value (excl. sponsor support):** $39997619.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 95: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERAZ4, C.4 - ISIN: US3133ERAZ48, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $66373486.54
- **C.18.a - Value (excl. sponsor support):** $66373486.54
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERB59, C.4 - ISIN: US3133ERB591, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $60024480.60
- **C.18.a - Value (excl. sponsor support):** $60024480.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 97: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBX8, C.4 - ISIN: US3133ERBX80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100017695.00
- **C.18.a - Value (excl. sponsor support):** $100017695.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.935500%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERCM1, C.4 - ISIN: US3133ERCM17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150091122.00
- **C.18.a - Value (excl. sponsor support):** $150091122.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **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 99: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDN8, C.4 - ISIN: US3133ERDN80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $40008126.40
- **C.18.a - Value (excl. sponsor support):** $40008126.40
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDP3, C.4 - ISIN: US3133ERDP39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $210000982.80
- **C.18.a - Value (excl. sponsor support):** $210000982.80
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDZ1, C.4 - ISIN: US3133ERDZ11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24987005.89
- **C.18.a - Value (excl. sponsor support):** $24987005.89
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-05-08
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERET4, C.4 - ISIN: US3133ERET42, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200034102.00
- **C.18.a - Value (excl. sponsor support):** $200034102.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EREY3, C.4 - ISIN: US3133EREY37, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100002551.00
- **C.18.a - Value (excl. sponsor support):** $100002551.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERFS5, C.4 - ISIN: US3133ERFS59, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200031082.00
- **C.18.a - Value (excl. sponsor support):** $200031082.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGH8, C.4 - ISIN: US3133ERGH85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $450010921.50
- **C.18.a - Value (excl. sponsor support):** $450010921.50
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHC8, C.4 - ISIN: US3133ERHC89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $65004359.55
- **C.18.a - Value (excl. sponsor support):** $65004359.55
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $90038565.00
- **C.18.a - Value (excl. sponsor support):** $90038565.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 108: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHZ7, C.4 - ISIN: US3133ERHZ74, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $60021725.40
- **C.18.a - Value (excl. sponsor support):** $60021725.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 109: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.960000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJM4, C.4 - ISIN: US3133ERJM44, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150032154.00
- **C.18.a - Value (excl. sponsor support):** $150032154.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 110: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJN2, C.4 - ISIN: US3133ERJN27, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $155082238.35
- **C.18.a - Value (excl. sponsor support):** $155082238.35
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 111: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.185000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERK75, C.4 - ISIN: US3133ERK758, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $280145443.20
- **C.18.a - Value (excl. sponsor support):** $280145443.20
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 112: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.165000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLB5, C.4 - ISIN: US3133ERLB50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $185031155.85
- **C.18.a - Value (excl. sponsor support):** $185031155.85
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 113: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERM99, C.4 - ISIN: US3133ERM994, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50469853.38
- **C.18.a - Value (excl. sponsor support):** $50469853.38
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-12-19
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMQ1, C.4 - ISIN: US3133ERMQ11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $60009390.60
- **C.18.a - Value (excl. sponsor support):** $60009390.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 115: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNN7, C.4 - ISIN: US3133ERNN70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175032529.00
- **C.18.a - Value (excl. sponsor support):** $175032529.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPU9, C.4 - ISIN: US3133ERPU95, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $62037092.74
- **C.18.a - Value (excl. sponsor support):** $62037092.74
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 117: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ53, C.4 - ISIN: US3133ERQ532, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $375120671.25
- **C.18.a - Value (excl. sponsor support):** $375120671.25
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 118: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ95, C.4 - ISIN: US3133ERQ953, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150077443.50
- **C.18.a - Value (excl. sponsor support):** $150077443.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 119: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQJ3, C.4 - ISIN: US3133ERQJ32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $110059191.00
- **C.18.a - Value (excl. sponsor support):** $110059191.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 120: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50038028.00
- **C.18.a - Value (excl. sponsor support):** $50038028.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 121: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $45086886.45
- **C.18.a - Value (excl. sponsor support):** $45086886.45
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRM5, C.4 - ISIN: US3133ERRM51, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $70043241.10
- **C.18.a - Value (excl. sponsor support):** $70043241.10
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $70042076.30
- **C.18.a - Value (excl. sponsor support):** $70042076.30
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 124: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.185000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERS44, C.4 - ISIN: US3133ERS447, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $225037917.00
- **C.18.a - Value (excl. sponsor support):** $225037917.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 125: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERS69, C.4 - ISIN: US3133ERS694, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $174113025.02
- **C.18.a - Value (excl. sponsor support):** $174113025.02
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $25016827.75
- **C.18.a - Value (excl. sponsor support):** $25016827.75
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 127: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTB7, C.4 - ISIN: US3133ERTB78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125040455.00
- **C.18.a - Value (excl. sponsor support):** $125040455.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 128: 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: 3133ERTJ0, C.4 - ISIN: US3133ERTJ05, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250004410.00
- **C.18.a - Value (excl. sponsor support):** $250004410.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV24, C.4 - ISIN: US3133ERV243, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $40002112.14
- **C.18.a - Value (excl. sponsor support):** $40002112.14
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVS7, C.4 - ISIN: US3133ERVS75, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100012963.00
- **C.18.a - Value (excl. sponsor support):** $100012963.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 131: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERX71, C.4 - ISIN: US3133ERX710, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $39014911.65
- **C.18.a - Value (excl. sponsor support):** $39014911.65
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-01-27
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZQ7, C.4 - ISIN: US3133ERZQ73, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175156497.25
- **C.18.a - Value (excl. sponsor support):** $175156497.25
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 133: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.110000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAL1, C.4 - ISIN: US3133ETAL18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $124948760.00
- **C.18.a - Value (excl. sponsor support):** $124948760.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 134: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.110000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBP1, C.4 - ISIN: US3133ETBP13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $399970832.00
- **C.18.a - Value (excl. sponsor support):** $399970832.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 135: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.165000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDD6, C.4 - ISIN: US3133ETDD64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149990491.50
- **C.18.a - Value (excl. sponsor support):** $149990491.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 136: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDK0, C.4 - ISIN: US3133ETDK08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $60014335.20
- **C.18.a - Value (excl. sponsor support):** $60014335.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 137: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.945500%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETFL6, C.4 - ISIN: US3133ETFL62, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $95069003.25
- **C.18.a - Value (excl. sponsor support):** $95069003.25
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **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 138: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETFP7, C.4 - ISIN: US3133ETFP76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150002355.00
- **C.18.a - Value (excl. sponsor support):** $150002355.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 139: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.290000%
- **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: N/A
- **C.18 - Value (incl. sponsor support):** $89999721.90
- **C.18.a - Value (excl. sponsor support):** $89999721.90
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 140: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGX9, C.4 - ISIN: US3133ETGX91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $114985305.30
- **C.18.a - Value (excl. sponsor support):** $114985305.30
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 141: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJW8, C.4 - ISIN: US3133ETJW81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $108103857.78
- **C.18.a - Value (excl. sponsor support):** $108103857.78
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-05-29
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJY4, C.4 - ISIN: US3133ETJY48, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $229986496.70
- **C.18.a - Value (excl. sponsor support):** $229986496.70
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 143: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.990000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKJ5, C.4 - ISIN: US3133ETKJ51, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $124996776.25
- **C.18.a - Value (excl. sponsor support):** $124996776.25
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 144: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLK1, C.4 - ISIN: US3133ETLK16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $139948130.00
- **C.18.a - Value (excl. sponsor support):** $139948130.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 145: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLQ8, C.4 - ISIN: US3133ETLQ85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $279984009.20
- **C.18.a - Value (excl. sponsor support):** $279984009.20
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 146: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.990000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMH7, C.4 - ISIN: US3133ETMH77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $209994460.20
- **C.18.a - Value (excl. sponsor support):** $209994460.20
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 147: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMJ3, C.4 - ISIN: US3133ETMJ34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $64989945.80
- **C.18.a - Value (excl. sponsor support):** $64989945.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 148: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.995000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPK7, C.4 - ISIN: US3133ETPK79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99997963.00
- **C.18.a - Value (excl. sponsor support):** $99997963.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 149: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPL5, C.4 - ISIN: US3133ETPL52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $319880668.80
- **C.18.a - Value (excl. sponsor support):** $319880668.80
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 150: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPS0, C.4 - ISIN: US3133ETPS06, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $124991571.25
- **C.18.a - Value (excl. sponsor support):** $124991571.25
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 151: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.110000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQP5, C.4 - ISIN: US3133ETQP57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $84997570.70
- **C.18.a - Value (excl. sponsor support):** $84997570.70
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 152: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.012100%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQW0, C.4 - ISIN: US3133ETQW09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199951578.00
- **C.18.a - Value (excl. sponsor support):** $199951578.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **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 153: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETR41, C.4 - ISIN: US3133ETR411, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99992603.00
- **C.18.a - Value (excl. sponsor support):** $99992603.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **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 154: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.095000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRT6, C.4 - ISIN: US3133ETRT60, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149995524.00
- **C.18.a - Value (excl. sponsor support):** $149995524.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 155: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.100000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRU3, C.4 - ISIN: US3133ETRU34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $64997322.00
- **C.18.a - Value (excl. sponsor support):** $64997322.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 156: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.930500%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSA6, C.4 - ISIN: US3133ETSA60, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49999784.50
- **C.18.a - Value (excl. sponsor support):** $49999784.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **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 157: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSB4, C.4 - ISIN: US3133ETSB44, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $129993845.80
- **C.18.a - Value (excl. sponsor support):** $129993845.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 158: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.105000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTL1, C.4 - ISIN: US3133ETTL17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99998368.00
- **C.18.a - Value (excl. sponsor support):** $99998368.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 159: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.165000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTP2, C.4 - ISIN: US3133ETTP21, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $89993894.40
- **C.18.a - Value (excl. sponsor support):** $89993894.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 160: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.110000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUL9, C.4 - ISIN: US3133ETUL97, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $33297724.94
- **C.18.a - Value (excl. sponsor support):** $33297724.94
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-08-25
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 161: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUX3, C.4 - ISIN: US3133ETUX36, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100036969.00
- **C.18.a - Value (excl. sponsor support):** $100036969.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 162: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp.
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3134A2HG6, C.4 - ISIN: US3134A2HG69, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $19910842.60
- **C.18.a - Value (excl. sponsor support):** $19910842.60
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 163: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAEY5, C.4 - ISIN: US3134HAEY57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100024161.00
- **C.18.a - Value (excl. sponsor support):** $100024161.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 164: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJM6, C.4 - ISIN: US3134HAJM64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $255084366.75
- **C.18.a - Value (excl. sponsor support):** $255084366.75
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 165: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.155000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAPV9, C.4 - ISIN: US3134HAPV99, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1128484272.96
- **C.18.a - Value (excl. sponsor support):** $1128484272.96
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 166: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $141084958.14
- **C.18.a - Value (excl. sponsor support):** $141084958.14
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 167: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $300139644.00
- **C.18.a - Value (excl. sponsor support):** $300139644.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 168: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.155000%
- **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: N/A
- **C.18 - Value (incl. sponsor support):** $664794314.15
- **C.18.a - Value (excl. sponsor support):** $664794314.15
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 169: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.180000%
- **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: N/A
- **C.18 - Value (incl. sponsor support):** $249988265.00
- **C.18.a - Value (excl. sponsor support):** $249988265.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 170: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.180000%
- **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: N/A
- **C.18 - Value (incl. sponsor support):** $299986851.00
- **C.18.a - Value (excl. sponsor support):** $299986851.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 171: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBXW6, C.4 - ISIN: US3134HBXW63, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249996220.00
- **C.18.a - Value (excl. sponsor support):** $249996220.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 172: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 0.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G06G3, C.4 - ISIN: US3135G06G36, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24989939.25
- **C.18.a - Value (excl. sponsor support):** $24989939.25
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 173: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50029874.00
- **C.18.a - Value (excl. sponsor support):** $50029874.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 174: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149066731.14
- **C.18.a - Value (excl. sponsor support):** $149066731.14
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 175: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $329341196.03
- **C.18.a - Value (excl. sponsor support):** $329341196.03
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 176: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 2.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G0K36, C.4 - ISIN: US3135G0K368, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $228521691.22
- **C.18.a - Value (excl. sponsor support):** $228521691.22
- **C.19 - Percentage of Net Assets:** 0.1600%
- **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 177: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $183062451.78
- **C.18.a - Value (excl. sponsor support):** $183062451.78
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 178: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $478318156.80
- **C.18.a - Value (excl. sponsor support):** $478318156.80
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 179: Fortis Family Insurance LLC

- **C.1 - Title:** Fortis Family Insurance LLC 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 349575AA8, C.4 - ISIN: US349575AA87, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10345000.00
- **C.18.a - Value (excl. sponsor support):** $10345000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2070-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 180: Gillean 2019 Family Trust

- **C.1 - Title:** Gillean 2019 Family Trust 4.250000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 375702AA5, C.4 - ISIN: US375702AA54, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6140000.00
- **C.18.a - Value (excl. sponsor support):** $6140000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2039-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 181: Hacienda Senior Villas LP A California LP

- **C.1 - Title:** Hacienda Senior Villas LP A California LP 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 404515AA6, C.4 - ISIN: US404515AA67, C.3 - LEI: 549300Y6NSRDF98IH132
- **C.18 - Value (incl. sponsor support):** $20075000.00
- **C.18.a - Value (excl. sponsor support):** $20075000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **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 182: Fixed Income Clearing Corp. - ING Financial Markets

- **C.1 - Title:** Fixed Income Clearing Corp. - ING Financial Markets 4.160000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 45699W001, C.3 - LEI: N/A, C.5 - Other ID: 45699W001_4.16_1103
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 5/8 NOTE Y 29 | 2029-04-30      | 4.6250%  | 0.0000% | $988311800.00      | $1020000041.00     | U.S. Treasuries (including strips) |

### Security 183: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC 4.040000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 46799N008, C.3 - LEI: N/A, C.5 - Other ID: 46799N008_4.04_1211
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| 06.000 FGPC H01453 G | 2036-04-01      | 6.0000%  | 0.0000% | $169290.38         | $171428.18         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAH0567 | 2040-12-01      | 5.5000%  | 0.0000% | $95294.02          | $98496.88          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAH2330 | 2041-02-01      | 6.0000%  | 0.0000% | $88574.16          | $91992.59          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAH3741 | 2033-05-01      | 5.5000%  | 0.0000% | $186231.53         | $189106.08         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAH5088 | 2041-03-01      | 5.5000%  | 0.0000% | $73736.63          | $76762.00          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAH6111 | 2041-03-01      | 5.5000%  | 0.0000% | $93855.27          | $95987.59          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAH6418 | 2041-02-01      | 5.5000%  | 0.0000% | $79823.25          | $82696.75          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAH6800 | 2041-03-01      | 5.5000%  | 0.0000% | $766177.23         | $798877.17         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAH6834 | 2041-02-01      | 5.5000%  | 0.0000% | $85670.47          | $89048.91          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAH7237 | 2041-03-01      | 5.5000%  | 0.0000% | $82509.56          | $85748.26          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAI0584 | 2041-05-01      | 5.5000%  | 0.0000% | $488393.90         | $507564.50         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAJ0275 | 2036-08-01      | 4.5000%  | 0.0000% | $415079.44         | $420195.71         | Agency Mortgage-Backed Securities |
| FNMS 06.000 BLAL0283 | 2032-02-01      | 6.0000%  | 0.0000% | $324777.78         | $330323.69         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL2155 | 2042-03-01      | 3.5000%  | 0.0000% | $384627.07         | $369783.03         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAL5971 | 2044-10-01      | 4.0000%  | 0.0000% | $830036.80         | $816028.54         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAP4709 | 2042-08-01      | 4.0000%  | 0.0000% | $1116817.46        | $1098092.15        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ0026 | 2042-10-01      | 3.5000%  | 0.0000% | $539951.02         | $518448.37         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ1923 | 2042-10-01      | 3.5000%  | 0.0000% | $349946.27         | $334271.01         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ9325 | 2043-01-01      | 3.5000%  | 0.0000% | $956875.14         | $918175.92         | Agency Mortgage-Backed Securities |
| 05.500 FGPC N70070 G | 2035-06-01      | 5.5000%  | 0.0000% | $762737.07         | $773852.69         | Agency Mortgage-Backed Securities |
| 05.000 FGPC N70076 G | 2035-08-01      | 5.0000%  | 0.0000% | $103990.70         | $104562.72         | Agency Mortgage-Backed Securities |
| 08.000 FGPC G20025 G | 2037-06-01      | 8.0000%  | 0.0000% | $1303373.30        | $1362867.94        | Agency Mortgage-Backed Securities |
| 06.000 FGPC C75105 G | 2032-12-01      | 6.0000%  | 0.0000% | $476711.77         | $498810.70         | Agency Mortgage-Backed Securities |
| 07.500 FGPC A64445 G | 2037-08-01      | 7.5000%  | 0.0000% | $234492.43         | $243193.27         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A79257 G | 2035-05-01      | 5.5000%  | 0.0000% | $93324.89          | $96724.46          | Agency Mortgage-Backed Securities |
| 05.500 FGPC G05825 G | 2040-03-01      | 5.5000%  | 0.0000% | $1227616.00        | $1281432.64        | Agency Mortgage-Backed Securities |
| 05.500 FGPC A80301 G | 2035-11-01      | 5.5000%  | 0.0000% | $1027960.27        | $1060459.57        | Agency Mortgage-Backed Securities |
| 07.000 FGPC A82560 G | 2038-10-01      | 7.0000%  | 0.0000% | $588878.26         | $625145.70         | Agency Mortgage-Backed Securities |
| 06.000 FGPC A88905 G | 2039-09-01      | 6.0000%  | 0.0000% | $189950.23         | $198692.31         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A89952 G | 2039-11-01      | 5.5000%  | 0.0000% | $826009.01         | $862219.87         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A90773 G | 2040-01-01      | 5.5000%  | 0.0000% | $326217.08         | $338852.88         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A90816 G | 2040-01-01      | 5.5000%  | 0.0000% | $197066.06         | $204210.95         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A90948 G | 2040-02-01      | 5.5000%  | 0.0000% | $140519.82         | $146525.97         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A91145 G | 2040-02-01      | 5.5000%  | 0.0000% | $113855.08         | $118233.87         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A91595 G | 2040-03-01      | 5.5000%  | 0.0000% | $102364.97         | $105331.64         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A92668 G | 2040-06-01      | 5.5000%  | 0.0000% | $191773.29         | $199141.86         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A92680 G | 2040-06-01      | 5.5000%  | 0.0000% | $223650.17         | $231761.59         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A91994 G | 2040-04-01      | 5.5000%  | 0.0000% | $64540.77          | $65604.68          | Agency Mortgage-Backed Securities |
| 05.500 FGPC A92364 G | 2040-05-01      | 5.5000%  | 0.0000% | $163060.58         | $169763.07         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A92716 G | 2040-06-01      | 5.5000%  | 0.0000% | $109299.84         | $111935.21         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAT2024 | 2043-04-01      | 4.0000%  | 0.0000% | $794548.95         | $781147.56         | Agency Mortgage-Backed Securities |
| FNMS 04.500 K2796487 | 2034-06-01      | 4.5000%  | 0.0000% | $148801.53         | $148194.12         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL838756 | 2035-09-01      | 6.0000%  | 0.0000% | $285173.05         | $300454.33         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDA7333 | 2054-01-01      | 7.0000%  | 0.0000% | $1193078.95        | $1269487.71        | Agency Mortgage-Backed Securities |
| 05.500 FGPC A93075 G | 2040-07-01      | 5.5000%  | 0.0000% | $120015.23         | $124365.23         | Agency Mortgage-Backed Securities |
| 05.000 FGPC A93615 G | 2040-08-01      | 5.0000%  | 0.0000% | $684416.01         | $707420.37         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A93619 G | 2040-08-01      | 5.5000%  | 0.0000% | $183721.34         | $190160.84         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A97628 G | 2041-03-01      | 5.5000%  | 0.0000% | $188524.35         | $196225.44         | Agency Mortgage-Backed Securities |
| 05.000 FGPC A97738 G | 2041-03-01      | 5.0000%  | 0.0000% | $342474.31         | $353145.69         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A10254 G | 2033-06-01      | 5.5000%  | 0.0000% | $131167.73         | $133325.48         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A36965 G | 2035-08-01      | 5.5000%  | 0.0000% | $72853.43          | $74054.37          | Agency Mortgage-Backed Securities |
| 05.500 FGPC A37403 G | 2035-09-01      | 5.5000%  | 0.0000% | $88901.32          | $92842.97          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM6130 | 2048-04-01      | 4.5000%  | 0.0000% | $1327822.16        | $1320703.70        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM7842 | 2048-08-01      | 4.0000%  | 0.0000% | $1534612.13        | $1486660.62        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZA1206 | 2042-06-01      | 4.0000%  | 0.0000% | $1435193.24        | $1411431.22        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC3679 | 2054-10-01      | 5.5000%  | 0.0000% | $1134289.28        | $1171659.96        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC5166 | 2054-11-01      | 5.5000%  | 0.0000% | $1200343.26        | $1236266.33        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2172 | 2055-04-01      | 6.0000%  | 0.0000% | $1202865.50        | $1261605.03        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8874 | 2055-08-01      | 6.0000%  | 0.0000% | $1214785.60        | $1267353.01        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8877 | 2055-07-01      | 6.0000%  | 0.0000% | $1045005.88        | $1093260.07        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD8887 | 2055-08-01      | 6.5000%  | 0.0000% | $1353686.46        | $1411725.31        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD8664 | 2055-04-01      | 6.5000%  | 0.0000% | $1262506.16        | $1316653.37        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8863 | 2055-08-01      | 6.0000%  | 0.0000% | $1338969.26        | $1389588.99        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD9330 | 2055-05-01      | 6.5000%  | 0.0000% | $1077590.50        | $1128521.38        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE0519 | 2055-06-01      | 6.5000%  | 0.0000% | $1145798.49        | $1201007.26        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE1183 | 2055-06-01      | 6.5000%  | 0.0000% | $1092971.99        | $1143005.70        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE1214 | 2055-06-01      | 6.5000%  | 0.0000% | $1285309.41        | $1349418.93        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1554 | 2055-06-01      | 6.0000%  | 0.0000% | $1170339.46        | $1215262.94        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE2549 | 2055-07-01      | 7.0000%  | 0.0000% | $1329629.46        | $1401913.88        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1789 | 2052-10-01      | 5.0000%  | 0.0000% | $442545.48         | $448154.60         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2722 | 2055-07-01      | 6.0000%  | 0.0000% | $1191978.99        | $1236420.73        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE2860 | 2055-06-01      | 6.5000%  | 0.0000% | $1082359.31        | $1131478.58        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE4610 | 2055-08-01      | 6.5000%  | 0.0000% | $1009387.86        | $1057900.72        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6510 | 2055-09-01      | 6.0000%  | 0.0000% | $1041082.77        | $1086704.06        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ8292 | 2045-08-01      | 3.5000%  | 0.0000% | $1563900.48        | $1491671.21        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBA3120 | 2046-02-01      | 4.0000%  | 0.0000% | $532648.02         | $523437.65         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDA8921 | 2054-02-01      | 7.0000%  | 0.0000% | $959580.45         | $1022935.15        | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP923295 | 2037-03-01      | 6.5000%  | 0.0000% | $215060.94         | $221398.07         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL992137 | 2038-10-01      | 6.5000%  | 0.0000% | $678545.66         | $723991.03         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAB4358 | 2042-01-01      | 4.0000%  | 0.0000% | $836070.87         | $825076.82         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAC1320 | 2034-07-01      | 5.0000%  | 0.0000% | $770702.13         | $778975.36         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAC9080 | 2038-01-01      | 5.5000%  | 0.0000% | $810234.29         | $847699.79         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAC9536 | 2040-01-01      | 5.5000%  | 0.0000% | $410501.86         | $426911.40         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CVMA1943 | 2029-05-01      | 3.5000%  | 0.0000% | $395749.71         | $392218.31         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBD7765 | 2046-08-01      | 4.0000%  | 0.0000% | $873520.73         | $850401.55         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBD7785 | 2046-09-01      | 4.0000%  | 0.0000% | $169265.16         | $164678.64         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH4663 | 2047-06-01      | 4.0000%  | 0.0000% | $898417.29         | $877828.56         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH6231 | 2047-07-01      | 4.0000%  | 0.0000% | $1422835.18        | $1389830.15        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH6911 | 2047-10-01      | 4.0000%  | 0.0000% | $1203781.08        | $1166552.14        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ5974 | 2048-07-01      | 4.0000%  | 0.0000% | $424246.18         | $411501.54         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ8787 | 2048-02-01      | 4.0000%  | 0.0000% | $463926.61         | $450567.07         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK3815 | 2048-05-01      | 4.0000%  | 0.0000% | $835925.44         | $817337.24         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK4239 | 2048-08-01      | 4.5000%  | 0.0000% | $862954.65         | $859752.22         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK4285 | 2048-09-01      | 4.5000%  | 0.0000% | $1076483.16        | $1074048.16        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK5367 | 2048-05-01      | 4.0000%  | 0.0000% | $282273.78         | $273750.05         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK5489 | 2048-05-01      | 4.0000%  | 0.0000% | $786551.42         | $764514.87         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK6101 | 2048-06-01      | 4.0000%  | 0.0000% | $998668.80         | $976799.29         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7194 | 2048-08-01      | 4.5000%  | 0.0000% | $502662.38         | $501340.38         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBL3183 | 2037-08-01      | 3.1800%  | 0.0000% | $15792376.34       | $14094158.94       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN0856 | 2048-10-01      | 4.5000%  | 0.0000% | $822895.97         | $816152.34         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN0575 | 2048-11-01      | 4.0000%  | 0.0000% | $780213.40         | $763126.21         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN1938 | 2048-11-01      | 4.0000%  | 0.0000% | $627385.65         | $609312.76         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN8089 | 2049-03-01      | 4.0000%  | 0.0000% | $499391.46         | $485869.11         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q00320 G | 2041-04-01      | 5.0000%  | 0.0000% | $305703.25         | $314017.05         | Agency Mortgage-Backed Securities |
| 05.500 FGPC Q00637 G | 2041-05-01      | 5.5000%  | 0.0000% | $100048.62         | $103911.03         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q01222 G | 2041-06-01      | 5.0000%  | 0.0000% | $214198.48         | $221397.62         | Agency Mortgage-Backed Securities |
| 05.500 FGPC Q01452 G | 2041-06-01      | 5.5000%  | 0.0000% | $85549.38          | $88790.61          | Agency Mortgage-Backed Securities |
| 05.500 FGPC Q01540 G | 2041-06-01      | 5.5000%  | 0.0000% | $411132.52         | $428047.06         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q01656 G | 2041-06-01      | 5.0000%  | 0.0000% | $503898.59         | $520829.92         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q01932 G | 2041-07-01      | 5.0000%  | 0.0000% | $120605.25         | $123613.71         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q01952 G | 2041-07-01      | 5.0000%  | 0.0000% | $445277.37         | $460243.89         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q02084 G | 2041-07-01      | 5.0000%  | 0.0000% | $499534.19         | $516347.84         | Agency Mortgage-Backed Securities |
| 05.500 FGPC Q02127 G | 2041-07-01      | 5.5000%  | 0.0000% | $256155.01         | $266671.79         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q02132 G | 2041-07-01      | 5.0000%  | 0.0000% | $456399.50         | $471727.06         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q02187 G | 2041-07-01      | 5.0000%  | 0.0000% | $541648.53         | $554860.24         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q02242 G | 2041-07-01      | 5.0000%  | 0.0000% | $838862.28         | $867054.48         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q02246 G | 2041-07-01      | 5.0000%  | 0.0000% | $229928.08         | $238303.13         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q02322 G | 2041-07-01      | 5.0000%  | 0.0000% | $182976.30         | $187293.39         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q03465 G | 2041-09-01      | 4.0000%  | 0.0000% | $79241.29          | $77977.02          | Agency Mortgage-Backed Securities |
| 03.000 FGPC U40663 G | 2028-03-01      | 3.0000%  | 0.0000% | $23668.76          | $23405.09          | Agency Mortgage-Backed Securities |
| 04.500 FGPC V84652 G | 2048-09-01      | 4.5000%  | 0.0000% | $1441735.65        | $1437458.02        | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q42756 G | 2046-09-01      | 3.5000%  | 0.0000% | $415260.77         | $395709.74         | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q47358 G | 2047-04-01      | 3.5000%  | 0.0000% | $837209.09         | $795293.10         | Agency Mortgage-Backed Securities |
| FKAR 04.590 WNWN2495 | 2032-11-01      | 4.5900%  | 0.0000% | $9425000.00        | $9638975.78        | Agency Mortgage-Backed Securities |
| FKAR 04.470 WNWN4012 | 2033-12-01      | 4.4700%  | 0.0000% | $20189000.00       | $20367369.82       | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q59265 G | 2048-10-01      | 4.5000%  | 0.0000% | $1076642.26        | $1079215.44        | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q59594 G | 2048-11-01      | 5.0000%  | 0.0000% | $1407608.94        | $1441433.32        | Agency Mortgage-Backed Securities |
| 07.000 FRPC G80366 G | 2031-03-15      | 7.0000%  | 0.0000% | $123239.71         | $125376.98         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS5553 | 2034-05-01      | 3.5400%  | 0.0000% | $13482927.05       | $12718849.57       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS6984 | 2032-10-01      | 4.2900%  | 0.0000% | $316198.00         | $317913.37         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS8403 | 2034-01-01      | 4.5400%  | 0.0000% | $8068000.00        | $8187675.33        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS8420 | 2033-05-01      | 4.2700%  | 0.0000% | $16178863.35       | $16200176.30       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS8472 | 2033-06-01      | 4.4000%  | 0.0000% | $12869000.00       | $12963981.80       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS8720 | 2033-06-01      | 4.4000%  | 0.0000% | $14753178.37       | $14826009.90       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS8760 | 2033-07-01      | 4.3400%  | 0.0000% | $48480000.00       | $48628187.22       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS9298 | 2033-09-01      | 4.5800%  | 0.0000% | $6134263.18        | $6236868.96        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS9299 | 2033-09-01      | 4.5800%  | 0.0000% | $8596710.79        | $8740505.11        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX1508 | 2052-10-01      | 5.0000%  | 0.0000% | $1114583.81        | $1127742.21        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY8486 | 2053-08-01      | 5.0000%  | 0.0000% | $1192578.39        | $1195231.48        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ0446 | 2034-02-01      | 4.4050%  | 0.0000% | $9920000.00        | $9953121.22        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD1601 | 2040-02-01      | 5.5000%  | 0.0000% | $622734.70         | $647616.27         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD3562 | 2035-11-01      | 5.5000%  | 0.0000% | $1063125.94        | $1112278.86        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD8463 | 2040-06-01      | 5.5000%  | 0.0000% | $229323.97         | $237926.22         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAE4826 | 2040-10-01      | 4.5000%  | 0.0000% | $278295.05         | $278268.89         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAE4868 | 2040-10-01      | 4.5000%  | 0.0000% | $153284.00         | $154719.51         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX1955 | 2054-12-01      | 5.5000%  | 0.0000% | $1010187.83        | $1048860.18        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX6978 | 2055-02-01      | 7.0000%  | 0.0000% | $1179570.10        | $1263901.49        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY4887 | 2055-05-01      | 6.5000%  | 0.0000% | $1076106.99        | $1139620.62        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY5610 | 2055-06-01      | 6.5000%  | 0.0000% | $1069649.97        | $1132782.49        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF8977 | 2053-03-01      | 6.0000%  | 0.0000% | $1270857.27        | $1322201.18        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG7983 | 2053-08-01      | 6.5000%  | 0.0000% | $1226860.35        | $1304384.02        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG7234 | 2053-07-01      | 6.5000%  | 0.0000% | $793283.17         | $847201.57         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH0566 | 2053-08-01      | 5.5000%  | 0.0000% | $1147992.50        | $1166756.82        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ1725 | 2054-08-01      | 5.5000%  | 0.0000% | $1241865.65        | $1280229.78        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ3174 | 2054-09-01      | 6.0000%  | 0.0000% | $1205442.15        | $1262552.38        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ6437 | 2054-10-01      | 5.5000%  | 0.0000% | $925867.04         | $953683.17         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ6491 | 2054-10-01      | 5.5000%  | 0.0000% | $1169707.23        | $1204849.13        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ1735 | 2034-09-01      | 4.4000%  | 0.0000% | $7653000.00        | $7672336.58        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ1736 | 2034-09-01      | 4.4000%  | 0.0000% | $13964000.00       | $13999282.38       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ1751 | 2034-09-01      | 4.2500%  | 0.0000% | $30547000.00       | $30280039.59       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ1450 | 2034-07-01      | 4.6800%  | 0.0000% | $11711000.00       | $11968349.22       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ1567 | 2034-09-01      | 4.4000%  | 0.0000% | $9736000.00        | $9760599.63        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ3612 | 2035-04-01      | 4.6950%  | 0.0000% | $18643000.00       | $18991875.78       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4708 | 2030-08-01      | 4.5100%  | 0.0000% | $64185000.00       | $65410633.95       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY7605 | 2055-07-01      | 6.5000%  | 0.0000% | $1200993.06        | $1270836.41        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY9252 | 2055-06-01      | 6.0000%  | 0.0000% | $1436917.90        | $1487333.60        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ0030 | 2055-07-01      | 6.5000%  | 0.0000% | $1063133.16        | $1107299.61        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ0425 | 2055-08-01      | 6.0000%  | 0.0000% | $1184720.96        | $1220971.05        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ0668 | 2055-08-01      | 6.5000%  | 0.0000% | $1154415.80        | $1210354.95        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ1428 | 2055-08-01      | 6.0000%  | 0.0000% | $1266105.24        | $1302138.59        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ1890 | 2055-08-01      | 6.5000%  | 0.0000% | $1196457.43        | $1271742.91        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ2063 | 2055-09-01      | 6.5000%  | 0.0000% | $1375112.99        | $1453808.87        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ2065 | 2055-09-01      | 6.5000%  | 0.0000% | $1025572.54        | $1089606.90        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ2066 | 2055-09-01      | 6.5000%  | 0.0000% | $1001447.35        | $1063149.19        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ2975 | 2055-09-01      | 6.5000%  | 0.0000% | $1239463.59        | $1303942.56        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQI5185 | 2054-05-01      | 7.0000%  | 0.0000% | $861206.53         | $922802.90         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI6307 | 2054-05-01      | 5.5000%  | 0.0000% | $972494.40         | $997864.18         | Agency Mortgage-Backed Securities |
| FKAR 04.500 WRWR1004 | 2034-04-01      | 4.5000%  | 0.0000% | $60000000.00       | $60426600.00       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS1368 | 2043-12-01      | 4.0000%  | 0.0000% | $536260.38         | $525553.04         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS1821 | 2044-02-01      | 4.5000%  | 0.0000% | $430158.82         | $431752.56         | Agency Mortgage-Backed Securities |

### Security 184: Ken-Vin Life Co. LLC

- **C.1 - Title:** Ken-Vin Life Co. LLC 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 48849PAB4, C.4 - ISIN: US48849PAB40, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $45930000.00
- **C.18.a - Value (excl. sponsor support):** $45930000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2075-02-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 185: L Ward Huntley Irrevocable Life Insurance Trust u/a April 1 2021

- **C.1 - Title:** L Ward Huntley Irrevocable Life Insurance Trust u/a April 1 2021 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 50248DAA6, C.4 - ISIN: US50248DAA63, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $21350000.00
- **C.18.a - Value (excl. sponsor support):** $21350000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2071-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 186: La Mesa Senior Living LP

- **C.1 - Title:** La Mesa Senior Living LP 4.200000%
- **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:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2057-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 187: Legado Encino LLC

- **C.1 - Title:** Legado Encino LLC 4.200000%
- **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:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2059-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 188: MBW Legacy Investments LLC

- **C.1 - Title:** MBW Legacy Investments LLC 4.250000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 55285MAB7, C.4 - ISIN: US55285MAB72, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10920000.00
- **C.18.a - Value (excl. sponsor support):** $10920000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2044-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 189: Mitchell 2019 Irrevocable Life Insurance Trust

- **C.1 - Title:** Mitchell 2019 Irrevocable Life Insurance Trust 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 60669LAA7, C.4 - ISIN: US60669LAA70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $25905000.00
- **C.18.a - Value (excl. sponsor support):** $25905000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2059-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 190: MUFG Securities Americas

- **C.1 - Title:** MUFG Securities Americas 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 606745008, C.3 - LEI: N/A, C.5 - Other ID: 606745008_4.00_1105
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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 J18801 G | 2027-04-01      | 3.0000%  | 0.0000% | $4154.46           | $4126.17           | Agency Mortgage-Backed Securities  |
| 4.03 FNNT A 26-29    | 2029-10-10      | 4.0300%  | 0.0000% | $23000000.00       | $23007563.17       | Agency Mortgage-Backed Securities  |
| 3.625 FNNT D 26-28   | 2028-10-23      | 3.6250%  | 0.0000% | $2500000.00        | $2495573.89        | Agency Mortgage-Backed Securities  |
| 3.875 FNNT D 26-28   | 2028-10-24      | 3.8750%  | 0.0000% | $3430000.00        | $3426650.51        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAK9445 | 2042-03-01      | 4.0000%  | 0.0000% | $7132623.48        | $7012319.90        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAM8986 | 2027-05-01      | 2.8300%  | 0.0000% | $1564560.36        | $1541349.06        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA0526 | 2051-12-01      | 3.0000%  | 0.0000% | $22813519.47       | $20566273.74       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0608 | 2055-02-01      | 5.5000%  | 0.0000% | $12890647.55       | $13101040.10       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA1109 | 2055-02-01      | 4.5000%  | 0.0000% | $18838279.73       | $18530462.24       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA1202 | 2052-06-01      | 3.0000%  | 0.0000% | $5541884.04        | $4944324.85        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1451 | 2054-10-01      | 6.0000%  | 0.0000% | $23894533.25       | $24636219.56       | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIFA2993 | 2036-03-01      | 1.5000%  | 0.0000% | $7906870.96        | $7146016.49        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA3020 | 2053-10-01      | 4.5000%  | 0.0000% | $11341469.33       | $11269530.39       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CNFA3403 | 2032-01-01      | 2.0000%  | 0.0000% | $16500000.00       | $15623448.51       | Agency Mortgage-Backed Securities  |
| GNII JM MA0843 M     | 2043-03-20      | 2.5000%  | 0.0000% | $118530.29         | $102588.01         | Agency Mortgage-Backed Securities  |
| GNII SF MA0697 M     | 2043-01-20      | 2.5000%  | 0.0000% | $114369.71         | $103214.47         | Agency Mortgage-Backed Securities  |
| GNII SF MA2960 M     | 2045-07-20      | 3.0000%  | 0.0000% | $240215.64         | $220344.76         | Agency Mortgage-Backed Securities  |
| GNII SF MA3245 M     | 2045-11-20      | 4.0000%  | 0.0000% | $117730.75         | $114178.03         | Agency Mortgage-Backed Securities  |
| GNII SF MA4383 M     | 2047-04-20      | 4.0000%  | 0.0000% | $9304.84           | $8994.34           | Agency Mortgage-Backed Securities  |
| GNII SF MA3808 M     | 2036-04-20      | 6.0000%  | 0.0000% | $9677.68           | $10194.91          | Agency Mortgage-Backed Securities  |
| GNII SF MA4267 M     | 2034-09-20      | 6.0000%  | 0.0000% | $411559.82         | $434725.29         | Agency Mortgage-Backed Securities  |
| GNII SF MB0307 M     | 2055-04-20      | 5.0000%  | 0.0000% | $4936298.55        | $4948277.30        | Agency Mortgage-Backed Securities  |
| GNAR AF MB0694 M     | 2055-10-20      | 4.0000%  | 0.0000% | $7700000.00        | $7620638.66        | Agency Mortgage-Backed Securities  |
| GNII SF 003545 M     | 2034-04-20      | 6.0000%  | 0.0000% | $1115.60           | $1166.70           | Agency Mortgage-Backed Securities  |
| GNII SF 002798 M     | 2029-08-20      | 7.5000%  | 0.0000% | $46.42             | $48.04             | Agency Mortgage-Backed Securities  |
| 06.500 FGPC A84166 G | 2039-01-01      | 6.5000%  | 0.0000% | $815.20            | $856.45            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM8095 | 2049-02-01      | 3.0000%  | 0.0000% | $13806242.34       | $12580827.88       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1851 | 2052-05-01      | 4.0000%  | 0.0000% | $5611608.74        | $5451977.18        | Agency Mortgage-Backed Securities  |
| GNII SF MA5024 M     | 2048-02-20      | 6.0000%  | 0.0000% | $54625.41          | $57703.93          | Agency Mortgage-Backed Securities  |
| GNII SF MA5652 M     | 2048-12-20      | 4.5000%  | 0.0000% | $240.17            | $239.62            | Agency Mortgage-Backed Securities  |
| GNII SF MA7193 M     | 2051-02-20      | 2.5000%  | 0.0000% | $1486064.96        | $1291276.52        | Agency Mortgage-Backed Securities  |
| GNII JM MA6328 M     | 2049-12-20      | 2.5000%  | 0.0000% | $558515.76         | $477711.56         | Agency Mortgage-Backed Securities  |
| GNII SF MA6408 M     | 2049-12-20      | 2.5000%  | 0.0000% | $285350.68         | $249476.77         | Agency Mortgage-Backed Securities  |
| GNII SF MA6480 M     | 2050-02-20      | 6.0000%  | 0.0000% | $132015.79         | $141384.95         | Agency Mortgage-Backed Securities  |
| GNII SF MA6772 M     | 2050-07-20      | 6.0000%  | 0.0000% | $32010.69          | $33815.10          | Agency Mortgage-Backed Securities  |
| 0.60 FHOR 21-25 5353 | 2025-12-15      | 0.6000%  | 0.0000% | $3000000.00        | $2993630.00        | Agency Mortgage-Backed Securities  |
| 4.40 FHOR 26-31 1E   | 2031-04-30      | 4.4000%  | 0.0000% | $2530000.00        | $2524995.66        | Agency Mortgage-Backed Securities  |
| 4.25 FHOR 26-30 R3   | 2030-10-15      | 4.2500%  | 0.0000% | $5000000.00        | $4990356.11        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS4714 | 2051-11-01      | 2.5000%  | 0.0000% | $5481904.52        | $4694008.65        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFS5534 | 2053-09-01      | 7.0000%  | 0.0000% | $23166762.89       | $24848005.76       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIFS6393 | 2038-10-01      | 6.0000%  | 0.0000% | $6829779.01        | $7149890.75        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8644 | 2054-05-01      | 5.5000%  | 0.0000% | $15278362.63       | $15627432.47       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS8677 | 2052-04-01      | 2.5000%  | 0.0000% | $1699845.35        | $1450823.67        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0275 | 2055-04-01      | 6.5000%  | 0.0000% | $14525205.74       | $15476325.90       | Agency Mortgage-Backed Securities  |
| GNII SF MA6820 M     | 2050-08-20      | 3.0000%  | 0.0000% | $353279.69         | $320123.68         | Agency Mortgage-Backed Securities  |
| GNII SF MA6826 M     | 2050-08-20      | 6.0000%  | 0.0000% | $4102.93           | $4327.58           | Agency Mortgage-Backed Securities  |
| GNII SF MA6864 M     | 2050-09-20      | 2.0000%  | 0.0000% | $104202.38         | $86974.15          | Agency Mortgage-Backed Securities  |
| GNII JM MA6925 M     | 2050-10-20      | 4.0000%  | 0.0000% | $68787.46          | $64524.11          | Agency Mortgage-Backed Securities  |
| GNII SF MA6997 M     | 2050-11-20      | 3.5000%  | 0.0000% | $44862.64          | $41610.71          | Agency Mortgage-Backed Securities  |
| GNII SF MA6994 M     | 2050-11-20      | 2.0000%  | 0.0000% | $406205.67         | $339049.17         | Agency Mortgage-Backed Securities  |
| GNII SF MA7051 M     | 2050-12-20      | 2.0000%  | 0.0000% | $73616405.22       | $61410191.79       | Agency Mortgage-Backed Securities  |
| GNII SF MA7990 M     | 2052-04-20      | 4.0000%  | 0.0000% | $26756.65          | $25633.76          | Agency Mortgage-Backed Securities  |
| GNII SF MA8046 M     | 2052-05-20      | 4.5000%  | 0.0000% | $120068.14         | $118623.24         | Agency Mortgage-Backed Securities  |
| GNII SF MA8097 M     | 2052-05-20      | 2.5000%  | 0.0000% | $52083.39          | $45255.43          | Agency Mortgage-Backed Securities  |
| GNII SF MA7218 M     | 2036-01-20      | 1.5000%  | 0.0000% | $47026.83          | $42562.57          | Agency Mortgage-Backed Securities  |
| GNII SF MA7472 M     | 2051-07-20      | 2.5000%  | 0.0000% | $124236.66         | $107950.77         | Agency Mortgage-Backed Securities  |
| GNII SF MA7473 M     | 2051-07-20      | 3.0000%  | 0.0000% | $244971.63         | $221228.24         | Agency Mortgage-Backed Securities  |
| GNII SF MA7534 M     | 2051-08-20      | 2.5000%  | 0.0000% | $1760662.23        | $1529857.60        | Agency Mortgage-Backed Securities  |
| GNII SF MA7650 M     | 2051-10-20      | 3.0000%  | 0.0000% | $2553135.72        | $2305295.18        | Agency Mortgage-Backed Securities  |
| GNII SF MA7704 M     | 2051-11-20      | 2.0000%  | 0.0000% | $126957.23         | $105906.66         | Agency Mortgage-Backed Securities  |
| GNII SF MA7827 M     | 2052-01-20      | 2.5000%  | 0.0000% | $217891.01         | $189326.22         | Agency Mortgage-Backed Securities  |
| GNII SF MA7828 M     | 2052-01-20      | 3.0000%  | 0.0000% | $8593632.74        | $7756492.60        | Agency Mortgage-Backed Securities  |
| GNII SF MA7937 M     | 2052-03-20      | 3.0000%  | 0.0000% | $2103583.55        | $1898519.92        | Agency Mortgage-Backed Securities  |
| GNII SF MA8874 M     | 2051-05-20      | 3.0000%  | 0.0000% | $2289.43           | $2092.04           | Agency Mortgage-Backed Securities  |
| GNII SF MA8878 M     | 2053-05-20      | 5.0000%  | 0.0000% | $1829.60           | $1838.59           | Agency Mortgage-Backed Securities  |
| GNII SF MA8879 M     | 2053-05-20      | 5.5000%  | 0.0000% | $11412600.30       | $11642100.08       | Agency Mortgage-Backed Securities  |
| GNII SF 698489 C     | 2036-01-20      | 6.0000%  | 0.0000% | $1437.05           | $1494.50           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3356 | 2048-05-01      | 3.5000%  | 0.0000% | $5094694.50        | $4796841.68        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA3833 | 2049-11-01      | 2.5000%  | 0.0000% | $24430838.06       | $21041580.46       | Agency Mortgage-Backed Securities  |
| GNII SF MA8943 M     | 2053-05-20      | 3.0000%  | 0.0000% | $2025.87           | $1830.74           | Agency Mortgage-Backed Securities  |
| GNII SF MA8201 M     | 2052-08-20      | 4.5000%  | 0.0000% | $6680338.79        | $6597876.69        | Agency Mortgage-Backed Securities  |
| GNII SF MA8269 M     | 2052-09-20      | 5.0000%  | 0.0000% | $14978.73          | $15090.12          | Agency Mortgage-Backed Securities  |
| GNII SF MA8322 M     | 2036-12-20      | 6.0000%  | 0.0000% | $32705.25          | $33504.89          | Agency Mortgage-Backed Securities  |
| GNII SF MA8346 M     | 2052-10-20      | 4.0000%  | 0.0000% | $55824.58          | $53567.78          | Agency Mortgage-Backed Securities  |
| GNII SF MA8489 M     | 2052-12-20      | 4.5000%  | 0.0000% | $84493.49          | $83372.18          | Agency Mortgage-Backed Securities  |
| GNII SF MA8723 M     | 2053-03-20      | 4.0000%  | 0.0000% | $88919.29          | $85191.20          | Agency Mortgage-Backed Securities  |
| GNII SF MA9365 M     | 2053-12-20      | 7.0000%  | 0.0000% | $46629.47          | $48593.66          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8373 | 2053-11-01      | 6.0000%  | 0.0000% | $8032753.37        | $8262000.12        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3122 | 2047-10-01      | 3.5000%  | 0.0000% | $13568022.15       | $12855194.46       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM4737 | 2048-06-01      | 3.5000%  | 0.0000% | $12639960.98       | $11955818.89       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4781 | 2052-10-01      | 3.0000%  | 0.0000% | $8004508.93        | $7136315.88        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  | 0.0000% | $15756695.61       | $16068384.06       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5247 | 2054-01-01      | 6.0000%  | 0.0000% | $6441350.32        | $6629985.27        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5471 | 2054-09-01      | 6.0000%  | 0.0000% | $4979416.80        | $5118516.81        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5529 | 2054-11-01      | 4.5000%  | 0.0000% | $5174239.17        | $5065217.95        | Agency Mortgage-Backed Securities  |
| GNII SF MA9490 M     | 2054-02-20      | 6.5000%  | 0.0000% | $2799991.63        | $2907966.78        | Agency Mortgage-Backed Securities  |
| 03.000 FGPC Q45735 G | 2047-01-01      | 3.0000%  | 0.0000% | $13951658.70       | $12774933.95       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBU5242 | 2054-12-01      | 5.0000%  | 0.0000% | $13465797.33       | $13532004.17       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBV4119 | 2052-03-01      | 2.5000%  | 0.0000% | $13019715.08       | $11098699.52       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4064 | 2053-06-01      | 5.0000%  | 0.0000% | $4902265.62        | $4913259.77        | Agency Mortgage-Backed Securities  |
| GNII SF MA9963 M     | 2054-10-20      | 4.5000%  | 0.0000% | $748144.55         | $733697.88         | Agency Mortgage-Backed Securities  |
| GNII SF MA9966 M     | 2054-10-20      | 6.0000%  | 0.0000% | $8091778.60        | $8286871.38        | Agency Mortgage-Backed Securities  |
| GNII SF CU2165 C     | 2053-07-20      | 6.0000%  | 0.0000% | $1815705.44        | $1876651.41        | Agency Mortgage-Backed Securities  |
| GNII SF CU2172 C     | 2053-08-20      | 6.5000%  | 0.0000% | $9784721.18        | $10253259.29       | Agency Mortgage-Backed Securities  |
| GNII SF DB6827 C     | 2054-04-20      | 6.0000%  | 0.0000% | $10544755.09       | $10898710.88       | Agency Mortgage-Backed Securities  |
| 4.78 FCOR 26-35 CS   | 2035-10-29      | 4.7800%  | 0.0000% | $15500000.00       | $15425515.61       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA4314 | 2049-10-01      | 3.0000%  | 0.0000% | $28703449.46       | $26252260.98       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6322 | 2050-07-01      | 2.5000%  | 0.0000% | $8282208.80        | $7122801.71        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2889 | 2052-02-01      | 3.0000%  | 0.0000% | $4897447.83        | $4365815.18        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3050 | 2052-03-01      | 2.5000%  | 0.0000% | $5215239.89        | $4444533.48        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3240 | 2052-04-01      | 3.0000%  | 0.0000% | $16216128.40       | $14644428.80       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6250 | 2053-05-01      | 5.0000%  | 0.0000% | $11507222.11       | $11609713.11       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6914 | 2053-08-01      | 5.5000%  | 0.0000% | $14207295.82       | $14599322.46       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8006 | 2054-02-01      | 6.0000%  | 0.0000% | $7675418.35        | $7936689.59        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7906 | 2053-11-01      | 6.0000%  | 0.0000% | $5973811.74        | $6151586.40        | Agency Mortgage-Backed Securities  |
| GNII SF MB0024 M     | 2054-11-20      | 4.5000%  | 0.0000% | $46926032.53       | $46019843.91       | Agency Mortgage-Backed Securities  |
| GNII SF 003910 M     | 2036-10-20      | 6.0000%  | 0.0000% | $2598.12           | $2738.32           | Agency Mortgage-Backed Securities  |
| GNII JM 004239 M     | 2038-09-20      | 6.0000%  | 0.0000% | $293.69            | $300.39            | Agency Mortgage-Backed Securities  |
| GNII JM 004240 M     | 2038-09-20      | 6.5000%  | 0.0000% | $685.34            | $710.54            | Agency Mortgage-Backed Securities  |
| GNII FS 004211 M     | 2038-08-20      | 6.5000%  | 0.0000% | $4130.63           | $4222.93           | Agency Mortgage-Backed Securities  |
| GNII JM 004260 M     | 2038-10-20      | 6.0000%  | 0.0000% | $709.84            | $727.46            | Agency Mortgage-Backed Securities  |
| GNII JM 004311 M     | 2038-12-20      | 6.5000%  | 0.0000% | $6.91              | $6.96              | Agency Mortgage-Backed Securities  |
| GNII JM 004364 M     | 2039-02-20      | 6.0000%  | 0.0000% | $50.96             | $51.70             | Agency Mortgage-Backed Securities  |
| GNII JM 004337 M     | 2039-01-20      | 6.0000%  | 0.0000% | $366.23            | $375.31            | Agency Mortgage-Backed Securities  |
| GNII SF MA4510 M     | 2047-03-20      | 3.5000%  | 0.0000% | $22049.99          | $20701.12          | Agency Mortgage-Backed Securities  |
| GNII SF MA4587 M     | 2047-07-20      | 4.0000%  | 0.0000% | $1962.15           | $1903.53           | Agency Mortgage-Backed Securities  |
| GNII SF MA4718 M     | 2047-09-20      | 3.0000%  | 0.0000% | $334626.30         | $305711.24         | Agency Mortgage-Backed Securities  |
| GNII SF 003149 M     | 2031-10-20      | 6.0000%  | 0.0000% | $321.79            | $336.83            | Agency Mortgage-Backed Securities  |
| GNII SF 003160 M     | 2031-11-20      | 6.0000%  | 0.0000% | $310.49            | $325.06            | Agency Mortgage-Backed Securities  |
| GNII SF 003187 M     | 2032-01-20      | 6.0000%  | 0.0000% | $209.83            | $219.52            | Agency Mortgage-Backed Securities  |
| GNII SF 003200 M     | 2032-02-20      | 6.0000%  | 0.0000% | $555.42            | $581.82            | Agency Mortgage-Backed Securities  |
| GNII SF 003238 M     | 2032-05-20      | 6.0000%  | 0.0000% | $505.91            | $528.84            | Agency Mortgage-Backed Securities  |
| GNII SF 003214 M     | 2032-03-20      | 6.0000%  | 0.0000% | $193.60            | $203.29            | Agency Mortgage-Backed Securities  |
| 4 1/8 NOTE J 32      | 2032-03-31      | 4.1250%  | 0.0000% | $19888100.00       | $20260267.00       | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  | 0.0000% | $100.00            | $55.28             | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51        | 2051-02-15      | 1.8750%  | 0.0000% | $1300.00           | $758.97            | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  | 0.0000% | $10024000.00       | $7150522.50        | U.S. Treasuries (including strips) |
| 5 BOND 37            | 2037-05-15      | 5.0000%  | 0.0000% | $100.00            | $110.03            | U.S. Treasuries (including strips) |
| 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  | 0.0000% | $100.00            | $99.75             | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28     | 2028-09-15      | 3.3750%  | 0.0000% | $900800.00         | $898753.99         | U.S. Treasuries (including strips) |
| 4 NOTE AV 27         | 2027-12-15      | 4.0000%  | 0.0000% | $44685900.00       | $45717785.34       | U.S. Treasuries (including strips) |

### Security 191: Morris Family Insurance Trust/The

- **C.1 - Title:** Morris Family Insurance Trust/The 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 618052AA2, C.4 - ISIN: US618052AA20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $8170000.00
- **C.18.a - Value (excl. sponsor support):** $8170000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2069-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 192: Our Family IV LLC

- **C.1 - Title:** Our Family IV LLC 4.250000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 689878AA4, C.4 - ISIN: US689878AA49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $13785000.00
- **C.18.a - Value (excl. sponsor support):** $13785000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2044-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 193: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903532J5, C.4 - ISIN: US6903532J52, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $6417845.44
- **C.18.a - Value (excl. sponsor support):** $6417845.44
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2035-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 194: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.350000%
- **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):** $6916050.00
- **C.18.a - Value (excl. sponsor support):** $6916050.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2031-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 195: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903532T3, C.4 - ISIN: US6903532T35, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $3488809.86
- **C.18.a - Value (excl. sponsor support):** $3488809.86
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2035-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 196: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903532U0, C.4 - ISIN: US6903532U08, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $7059629.97
- **C.18.a - Value (excl. sponsor support):** $7059629.97
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2035-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 197: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533H8, C.4 - ISIN: US6903533H87, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $8864108.00
- **C.18.a - Value (excl. sponsor support):** $8864108.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 198: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533J4, C.4 - ISIN: US6903533J44, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $3488809.86
- **C.18.a - Value (excl. sponsor support):** $3488809.86
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2035-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 199: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533K1, C.4 - ISIN: US6903533K17, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $2852375.75
- **C.18.a - Value (excl. sponsor support):** $2852375.75
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2035-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 200: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533U9, C.4 - ISIN: US6903533U98, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $347368.37
- **C.18.a - Value (excl. sponsor support):** $347368.37
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 201: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.250000%
- **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):** $2333333.68
- **C.18.a - Value (excl. sponsor support):** $2333333.68
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 202: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533X3, C.4 - ISIN: US6903533X38, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $2965352.42
- **C.18.a - Value (excl. sponsor support):** $2965352.42
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2038-09-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 203: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534D6, C.4 - ISIN: US6903534D64, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $2067972.41
- **C.18.a - Value (excl. sponsor support):** $2067972.41
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2035-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 204: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534E4, C.4 - ISIN: US6903534E48, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $6210081.56
- **C.18.a - Value (excl. sponsor support):** $6210081.56
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2035-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 205: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.250000%
- **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):** $7142856.23
- **C.18.a - Value (excl. sponsor support):** $7142856.23
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2027-09-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.350000%
- **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):** $14166665.68
- **C.18.a - Value (excl. sponsor support):** $14166665.68
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2027-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.350000%
- **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):** $37790698.14
- **C.18.a - Value (excl. sponsor support):** $37790698.14
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2031-12-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.350000%
- **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):** $4323200.01
- **C.18.a - Value (excl. sponsor support):** $4323200.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.350000%
- **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):** $8106000.02
- **C.18.a - Value (excl. sponsor support):** $8106000.02
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.350000%
- **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):** $2539880.01
- **C.18.a - Value (excl. sponsor support):** $2539880.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 211: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353P76, C.4 - ISIN: US690353P763, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $16116560.00
- **C.18.a - Value (excl. sponsor support):** $16116560.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.350000%
- **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):** $6415094.12
- **C.18.a - Value (excl. sponsor support):** $6415094.12
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2030-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.350000%
- **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):** $6918993.00
- **C.18.a - Value (excl. sponsor support):** $6918993.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2031-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353S57, C.4 - ISIN: US690353S577, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $6930120.80
- **C.18.a - Value (excl. sponsor support):** $6930120.80
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353T56, C.4 - ISIN: US690353T567, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $8557127.25
- **C.18.a - Value (excl. sponsor support):** $8557127.25
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2035-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.350000%
- **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):** $10494738.00
- **C.18.a - Value (excl. sponsor support):** $10494738.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2031-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353V46, C.4 - ISIN: US690353V464, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $11684506.00
- **C.18.a - Value (excl. sponsor support):** $11684506.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353V87, C.4 - ISIN: US690353V878, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $12210834.51
- **C.18.a - Value (excl. sponsor support):** $12210834.51
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2035-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353VS3, C.4 - ISIN: US690353VS38, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $12716000.00
- **C.18.a - Value (excl. sponsor support):** $12716000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2030-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.350000%
- **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):** $7045125.00
- **C.18.a - Value (excl. sponsor support):** $7045125.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **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 221: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.350000%
- **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):** $7904898.00
- **C.18.a - Value (excl. sponsor support):** $7904898.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2031-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.150000%
- **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):** $11558975.43
- **C.18.a - Value (excl. sponsor support):** $11558975.43
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2032-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.350000%
- **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):** $6863080.02
- **C.18.a - Value (excl. sponsor support):** $6863080.02
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.150000%
- **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):** $13264958.77
- **C.18.a - Value (excl. sponsor support):** $13264958.77
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2033-11-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 225: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.350000%
- **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):** $2702000.01
- **C.18.a - Value (excl. sponsor support):** $2702000.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.350000%
- **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):** $2060100.00
- **C.18.a - Value (excl. sponsor support):** $2060100.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2031-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Z83, C.4 - ISIN: US690353Z838, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $3948557.20
- **C.18.a - Value (excl. sponsor support):** $3948557.20
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 228: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.350000%
- **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):** $6322680.02
- **C.18.a - Value (excl. sponsor support):** $6322680.02
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.350000%
- **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):** $3674720.01
- **C.18.a - Value (excl. sponsor support):** $3674720.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.350000%
- **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):** $3782800.01
- **C.18.a - Value (excl. sponsor support):** $3782800.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 231: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.350000%
- **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):** $10970120.03
- **C.18.a - Value (excl. sponsor support):** $10970120.03
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.150000%
- **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):** $10355638.29
- **C.18.a - Value (excl. sponsor support):** $10355638.29
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2034-06-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 233: Plaza Patria Court Ltd. a California LP

- **C.1 - Title:** Plaza Patria Court Ltd. a California LP 4.200000%
- **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:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **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 234: Renaissance 88 Co. LP

- **C.1 - Title:** Renaissance 88 Co. LP 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 75972XAA1, C.4 - ISIN: US75972XAA19, C.3 - LEI: 254900D7X1HWVKEPZK68
- **C.18 - Value (incl. sponsor support):** $27000000.00
- **C.18.a - Value (excl. sponsor support):** $27000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2062-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 235: Rock Hill SI LLC

- **C.1 - Title:** Rock Hill SI LLC 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 77227PAA7, C.4 - ISIN: US77227PAA75, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $35700000.00
- **C.18.a - Value (excl. sponsor support):** $35700000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2061-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 236: Rohnert Park 668 LP

- **C.1 - Title:** Rohnert Park 668 LP 4.200000%
- **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:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2058-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 237: Senior Living Riverside LP

- **C.1 - Title:** Senior Living Riverside LP 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 81723AAA1, C.4 - ISIN: US81723AAA16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $43940000.00
- **C.18.a - Value (excl. sponsor support):** $43940000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2065-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 238: 17th Street Rentals LLC

- **C.1 - Title:** 17th Street Rentals LLC 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 81815VAA4, C.4 - ISIN: US81815VAA44, C.3 - LEI: 549300NEPGL3MYTX1E03
- **C.18 - Value (incl. sponsor support):** $18200000.00
- **C.18.a - Value (excl. sponsor support):** $18200000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2061-02-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 239: Southside Brookshore Associates LP

- **C.1 - Title:** Southside Brookshore Associates LP 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 84471LAA5, C.4 - ISIN: US84471LAA52, C.3 - LEI: 549300WK0XETJF5RWI83
- **C.18 - Value (incl. sponsor support):** $7640000.00
- **C.18.a - Value (excl. sponsor support):** $7640000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2059-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 240: Fixed Income Clearing Corp. - State Street Bank & Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank & Trust Co. 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 857466007, C.3 - LEI: 549300ZFEEJ2IP5VME73, C.5 - Other ID: 857466007_4.16_1103
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 04.000 CTAL6041 | 2033-08-01      | 4.0000%  | 0.0000% | $32332.36          | $32239.55          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAL9035 | 2046-08-01      | 3.0000%  | 0.0000% | $13826348.24       | $12654371.66       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAQ0535 | 2042-11-01      | 3.0000%  | 0.0000% | $8059026.28        | $7496071.06        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTAR2500 | 2033-01-01      | 2.5000%  | 0.0000% | $1248156.59        | $1195599.63        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR8866 | 2043-06-01      | 3.5000%  | 0.0000% | $239.31            | $228.05            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9473 | 2054-11-01      | 5.0000%  | 0.0000% | $6777156.61        | $6835227.81        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9739 | 2055-01-01      | 5.5000%  | 0.0000% | $5048383.68        | $5144733.76        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0737 | 2054-05-01      | 6.0000%  | 0.0000% | $42907378.75       | $44305301.15       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA1353 | 2050-03-01      | 3.5000%  | 0.0000% | $13082893.00       | $12244000.46       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA1423 | 2054-04-01      | 4.5000%  | 0.0000% | $11397675.15       | $11228191.73       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA1816 | 2052-01-01      | 3.5000%  | 0.0000% | $7178102.48        | $6693370.01        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2443 | 2055-08-01      | 6.0000%  | 0.0000% | $9823140.22        | $10124573.10       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2826 | 2055-07-01      | 5.0000%  | 0.0000% | $12443799.43       | $12463792.47       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2978 | 2055-07-01      | 6.5000%  | 0.0000% | $26567790.07       | $28057915.43       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM0076 | 2050-03-01      | 3.0000%  | 0.0000% | $354.90            | $320.86            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4403 | 2045-02-01      | 3.5000%  | 0.0000% | $6758348.65        | $6433871.32        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5811 | 2045-09-01      | 3.5000%  | 0.0000% | $3473516.88        | $3304067.15        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6402 | 2045-12-01      | 3.5000%  | 0.0000% | $15881339.77       | $15061237.98       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7928 | 2046-09-01      | 3.0000%  | 0.0000% | $176.58            | $161.50            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8922 | 2047-03-01      | 3.5000%  | 0.0000% | $219.82            | $207.89            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8946 | 2047-03-01      | 3.5000%  | 0.0000% | $267853.44         | $253399.18         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS8980 | 2047-03-01      | 4.5000%  | 0.0000% | $32885.24          | $32830.98          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8109 | 2046-10-01      | 3.0000%  | 0.0000% | $271.28            | $248.12            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8689 | 2047-01-01      | 3.5000%  | 0.0000% | $240.32            | $227.92            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAW0938 | 2029-04-01      | 3.0000%  | 0.0000% | $46.82             | $46.18             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL865885 | 2036-03-01      | 6.0000%  | 0.0000% | $71014.03          | $75047.84          | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDA0279 | 2053-12-01      | 7.5000%  | 0.0000% | $1250869.30        | $1338774.15        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA1674 | 2053-10-01      | 6.0000%  | 0.0000% | $13287803.84       | $13837560.14       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA1723 | 2053-10-01      | 6.0000%  | 0.0000% | $856.51            | $897.18            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA2503 | 2053-12-01      | 7.0000%  | 0.0000% | $3978698.65        | $4240386.94        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA5013 | 2053-11-01      | 6.5000%  | 0.0000% | $45881.92          | $48646.61          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA5014 | 2053-11-01      | 6.5000%  | 0.0000% | $12643.66          | $13396.40          | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDA6373 | 2053-12-01      | 7.5000%  | 0.0000% | $130700.78         | $140375.38         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB3709 | 2054-07-01      | 5.5000%  | 0.0000% | $512863.43         | $520839.14         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB7023 | 2054-06-01      | 7.0000%  | 0.0000% | $3707543.33        | $3923560.87        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM3277 | 2048-05-01      | 3.5000%  | 0.0000% | $195.93            | $184.84            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  | 0.0000% | $13496.21          | $13064.19          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM6293 | 2051-01-01      | 3.0000%  | 0.0000% | $120114.24         | $107314.87         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM5446 | 2050-08-01      | 4.0000%  | 0.0000% | $7796096.98        | $7445836.53        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFM5684 | 2049-09-01      | 5.0000%  | 0.0000% | $1708669.81        | $1759992.55        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM7222 | 2051-05-01      | 2.5000%  | 0.0000% | $1161797.20        | $989431.03         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM7460 | 2051-03-01      | 4.0000%  | 0.0000% | $147043.18         | $142295.64         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM7751 | 2051-05-01      | 2.0000%  | 0.0000% | $5048190.78        | $4108140.26        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM7786 | 2049-01-01      | 4.0000%  | 0.0000% | $217762.35         | $211666.82         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8422 | 2051-08-01      | 2.5000%  | 0.0000% | $89909.30          | $76667.58          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTFM9886 | 2041-12-01      | 2.0000%  | 0.0000% | $70950.26          | $61979.07          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTFS0106 | 2041-11-01      | 2.0000%  | 0.0000% | $38792.86          | $33936.06          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS0584 | 2052-02-01      | 2.0000%  | 0.0000% | $71829.15          | $59367.27          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS0612 | 2052-02-01      | 2.0000%  | 0.0000% | $70443.20          | $58421.83          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTFS0697 | 2042-02-01      | 2.5000%  | 0.0000% | $269710.17         | $243786.53         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1790 | 2052-05-01      | 4.0000%  | 0.0000% | $606227.59         | $579549.53         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2602 | 2051-12-01      | 3.0000%  | 0.0000% | $192594.33         | $173132.68         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS2637 | 2052-05-01      | 2.5000%  | 0.0000% | $30318.38          | $26075.73          | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIFS2037 | 2037-05-01      | 1.5000%  | 0.0000% | $2150712.39        | $1930759.03        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS2180 | 2052-04-01      | 2.0000%  | 0.0000% | $53586.80          | $44023.47          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2157 | 2052-06-01      | 4.5000%  | 0.0000% | $717.24            | $712.24            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTFS2490 | 2038-10-01      | 5.5000%  | 0.0000% | $116.24            | $118.04            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS2961 | 2052-10-01      | 5.5000%  | 0.0000% | $24475947.10       | $25591642.34       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3045 | 2052-10-01      | 5.0000%  | 0.0000% | $4356205.82        | $4402672.02        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS3155 | 2052-07-01      | 4.0000%  | 0.0000% | $763.29            | $734.93            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3628 | 2052-11-01      | 5.5000%  | 0.0000% | $40287.56          | $42146.08          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS3695 | 2044-11-01      | 4.0000%  | 0.0000% | $18309972.71       | $17746947.14       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4039 | 2053-02-01      | 5.5000%  | 0.0000% | $754.42            | $773.65            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  | 0.0000% | $7443067.40        | $7141866.32        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3524 | 2047-06-01      | 4.5000%  | 0.0000% | $332.83            | $333.41            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3RZM9218 | 2027-05-01      | 3.0000%  | 0.0000% | $76.59             | $75.94             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZN1241 | 2048-11-01      | 4.0000%  | 0.0000% | $163.92            | $159.18            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC T65257 G | 2044-12-01      | 3.5000%  | 0.0000% | $47.08             | $44.24             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB7737 | 2054-06-01      | 6.5000%  | 0.0000% | $3937078.94        | $4101958.56        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC1867 | 2054-09-01      | 5.5000%  | 0.0000% | $9389205.40        | $9650726.06        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6019 | 2054-12-01      | 5.0000%  | 0.0000% | $1136113.79        | $1144687.67        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD3013 | 2055-02-01      | 6.5000%  | 0.0000% | $1299414.05        | $1362379.32        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD5469 | 2055-03-01      | 6.0000%  | 0.0000% | $9031327.24        | $9288864.57        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD5981 | 2055-04-01      | 5.5000%  | 0.0000% | $1178872.26        | $1206806.03        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD7122 | 2055-08-01      | 6.5000%  | 0.0000% | $1044000.45        | $1087508.82        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD8918 | 2055-09-01      | 7.0000%  | 0.0000% | $3662030.92        | $3958539.46        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE1225 | 2055-06-01      | 5.0000%  | 0.0000% | $1117735.41        | $1126104.64        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4095 | 2053-02-01      | 5.0000%  | 0.0000% | $3541893.20        | $3576556.53        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS4269 | 2051-10-01      | 2.0000%  | 0.0000% | $1808939.22        | $1495841.99        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4523 | 2053-04-01      | 5.0000%  | 0.0000% | $4925418.47        | $4962278.66        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS5086 | 2053-04-01      | 4.0000%  | 0.0000% | $4261406.12        | $4096290.84        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5134 | 2049-12-01      | 3.5000%  | 0.0000% | $3014816.64        | $2853860.61        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6298 | 2053-11-01      | 5.5000%  | 0.0000% | $7926167.89        | $8103288.67        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5719 | 2052-05-01      | 3.0000%  | 0.0000% | $462082.65         | $418047.10         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5954 | 2053-10-01      | 6.0000%  | 0.0000% | $37532170.36       | $38758158.71       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS6034 | 2052-06-01      | 2.5000%  | 0.0000% | $2203943.86        | $1876907.97        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIFS7113 | 2039-02-01      | 4.5000%  | 0.0000% | $764.09            | $766.41            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6308 | 2053-10-01      | 5.5000%  | 0.0000% | $29313489.84       | $30097518.20       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS6333 | 2052-10-01      | 4.0000%  | 0.0000% | $9178452.21        | $8888994.42        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS6516 | 2052-09-01      | 4.5000%  | 0.0000% | $16497492.54       | $16254237.01       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6599 | 2052-09-01      | 3.5000%  | 0.0000% | $55607.25          | $51493.13          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS6631 | 2052-07-01      | 2.5000%  | 0.0000% | $57541.47          | $49177.15          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7062 | 2052-06-01      | 3.0000%  | 0.0000% | $34087.08          | $30327.28          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS7733 | 2051-10-01      | 4.0000%  | 0.0000% | $2003738.33        | $1957989.65        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CNFS7761 | 2031-09-01      | 1.5000%  | 0.0000% | $2441497.92        | $2297845.07        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS8288 | 2052-03-01      | 2.0000%  | 0.0000% | $17361.23          | $14177.47          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8278 | 2054-06-01      | 6.0000%  | 0.0000% | $23765993.48       | $25010594.79       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8511 | 2054-04-01      | 6.0000%  | 0.0000% | $76713609.31       | $78999368.01       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS8761 | 2054-07-01      | 6.5000%  | 0.0000% | $207150.87         | $217055.51         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9051 | 2054-08-01      | 5.5000%  | 0.0000% | $3523189.54        | $3652343.80        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9203 | 2054-09-01      | 6.0000%  | 0.0000% | $480285.47         | $494288.67         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9345 | 2054-10-01      | 5.0000%  | 0.0000% | $1915502.96        | $1916301.09        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0245 | 2055-04-01      | 5.5000%  | 0.0000% | $938176.83         | $953344.65         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0389 | 2055-05-01      | 5.5000%  | 0.0000% | $16172730.27       | $16643491.49       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1010 | 2055-09-01      | 5.5000%  | 0.0000% | $45281697.78       | $46479866.58       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4763 | 2048-04-01      | 3.5000%  | 0.0000% | $56850.85          | $53492.48          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0542 | 2048-07-01      | 4.0000%  | 0.0000% | $5811.12           | $5645.05           | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CNSA0069 | 2032-05-01      | 1.5000%  | 0.0000% | $5415.07           | $5044.51           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB8164 | 2037-07-01      | 3.5000%  | 0.0000% | $52282.03          | $50820.31          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB8500 | 2035-07-01      | 2.5000%  | 0.0000% | $36240.05          | $34337.21          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0958 | 2052-04-01      | 3.5000%  | 0.0000% | $713.01            | $666.71            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  | 0.0000% | $454488.19         | $424215.94         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4396 | 2055-10-01      | 5.5000%  | 0.0000% | $1877238.00        | $1925887.25        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE3613 | 2055-07-01      | 5.5000%  | 0.0000% | $33165516.23       | $33722144.14       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4869 | 2055-07-01      | 6.0000%  | 0.0000% | $4165302.74        | $4383472.97        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8232 | 2055-09-01      | 6.0000%  | 0.0000% | $10897868.08       | $11322187.47       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE9773 | 2055-10-01      | 5.5000%  | 0.0000% | $2536121.25        | $2591929.44        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF2159 | 2055-10-01      | 6.0000%  | 0.0000% | $1469304.00        | $1535935.47        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF3253 | 2055-10-01      | 5.5000%  | 0.0000% | $4543864.00        | $4670448.48        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1168 | 2055-10-01      | 5.5000%  | 0.0000% | $7203792.32        | $7360102.60        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA9101 | 2054-03-01      | 5.5000%  | 0.0000% | $2957498.13        | $3006975.10        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL890482 | 2039-01-01      | 6.5000%  | 0.0000% | $24819.30          | $26371.39          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 GLAB2959 | 2040-07-01      | 4.5000%  | 0.0000% | $28398.94          | $27910.68          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAB4487 | 2027-02-01      | 3.0000%  | 0.0000% | $63621.31          | $63231.31          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CWAB6466 | 2027-10-01      | 2.5000%  | 0.0000% | $41.19             | $40.65             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAB7335 | 2042-12-01      | 3.5000%  | 0.0000% | $2603771.40        | $2488772.36        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAB9241 | 2043-05-01      | 3.0000%  | 0.0000% | $1802452.34        | $1675411.89        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTMA0200 | 2029-10-01      | 4.5000%  | 0.0000% | $39566.75          | $39779.06          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTMA0268 | 2029-12-01      | 5.0000%  | 0.0000% | $60342.61          | $61338.06          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRMA1253 | 2042-11-01      | 4.0000%  | 0.0000% | $189378.37         | $186418.07         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA1561 | 2033-09-01      | 3.0000%  | 0.0000% | $128.58            | $124.56            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CWMA1635 | 2028-09-01      | 3.0000%  | 0.0000% | $59.65             | $58.85             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA1608 | 2033-10-01      | 3.5000%  | 0.0000% | $83830.99          | $82292.41          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA2087 | 2034-11-01      | 3.0000%  | 0.0000% | $64576.96          | $61815.64          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA2138 | 2035-01-01      | 3.5000%  | 0.0000% | $142531.56         | $139286.49         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA2176 | 2035-02-01      | 3.0000%  | 0.0000% | $126253.81         | $120721.36         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTMA2169 | 2034-12-01      | 4.5000%  | 0.0000% | $138.59            | $139.34            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTMA2508 | 2036-01-01      | 4.0000%  | 0.0000% | $126309.31         | $125835.44         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CNMA3486 | 2028-10-01      | 3.5000%  | 0.0000% | $44626.20          | $44383.15          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA3438 | 2033-08-01      | 3.5000%  | 0.0000% | $190684.51         | $188592.07         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA3444 | 2048-08-01      | 4.5000%  | 0.0000% | $81.81             | $81.46             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4418 | 2036-09-01      | 2.0000%  | 0.0000% | $14524267.06       | $13417324.26       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4465 | 2051-11-01      | 2.0000%  | 0.0000% | $5228012.21        | $4280710.34        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CNMA3656 | 2029-05-01      | 3.5000%  | 0.0000% | $63.34             | $62.92             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3687 | 2049-06-01      | 4.0000%  | 0.0000% | $75387.23          | $72319.22          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4079 | 2050-07-01      | 3.0000%  | 0.0000% | $955958.96         | $859508.44         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4055 | 2050-06-01      | 2.5000%  | 0.0000% | $229807.07         | $197853.16         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4100 | 2050-08-01      | 2.0000%  | 0.0000% | $36300.18          | $29742.43          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4146 | 2050-09-01      | 5.0000%  | 0.0000% | $184.83            | $186.80            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4158 | 2050-10-01      | 2.0000%  | 0.0000% | $2563823.36        | $2105967.24        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4255 | 2051-02-01      | 2.0000%  | 0.0000% | $421149.14         | $345500.93         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2349 | 2053-02-01      | 5.5000%  | 0.0000% | $18220519.33       | $18783940.30       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6961 | 2053-11-01      | 5.0000%  | 0.0000% | $24892.73          | $25266.03          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  | 0.0000% | $11118.44          | $10412.49          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8089 | 2050-07-01      | 2.5000%  | 0.0000% | $40476.47          | $34827.26          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7508 | 2049-10-01      | 3.5000%  | 0.0000% | $33725.40          | $31918.62          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  | 0.0000% | $793.68            | $690.71            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7553 | 2052-03-01      | 3.0000%  | 0.0000% | $143405.31         | $129787.54         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7569 | 2054-04-01      | 6.0000%  | 0.0000% | $85015151.66       | $88974987.39       | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8120 | 2051-01-01      | 1.5000%  | 0.0000% | $1723281.51        | $1332751.45        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8146 | 2051-05-01      | 2.0000%  | 0.0000% | $71157.38          | $58323.63          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8178 | 2051-11-01      | 2.5000%  | 0.0000% | $32034.66          | $27446.61          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  | 0.0000% | $22391494.81       | $22497891.74       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8329 | 2053-06-01      | 5.0000%  | 0.0000% | $61384.90          | $61657.55          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBD4416 | 2046-07-01      | 3.5000%  | 0.0000% | $102505.74         | $97542.07          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 U4BF0195 | 2051-05-01      | 4.0000%  | 0.0000% | $44234.01          | $42775.98          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I6BF0665 | 2061-11-01      | 4.0000%  | 0.0000% | $3163281.80        | $2960333.02        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH0567 | 2047-06-01      | 3.5000%  | 0.0000% | $29359.49          | $27358.25          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH2623 | 2047-08-01      | 4.0000%  | 0.0000% | $103390.27         | $100487.93         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBH5775 | 2032-11-01      | 3.0000%  | 0.0000% | $268923.29         | $262587.46         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4517 | 2048-09-01      | 4.0000%  | 0.0000% | $1389880.76        | $1348992.32        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN5411 | 2049-04-01      | 4.5000%  | 0.0000% | $4263898.36        | $4261651.28        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6710 | 2049-06-01      | 4.5000%  | 0.0000% | $24269.53          | $24154.73          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO7242 | 2050-01-01      | 3.0000%  | 0.0000% | $66995.58          | $60304.06          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP9657 | 2050-07-01      | 2.0000%  | 0.0000% | $3617350.69        | $2975248.03        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 REBQ5447 | 2050-10-01      | 2.0000%  | 0.0000% | $68749.01          | $56743.83          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5270 | 2054-02-01      | 5.0000%  | 0.0000% | $2949381.13        | $2955638.73        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA4640 | 2037-06-01      | 3.5000%  | 0.0000% | $58244.34          | $56598.63          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4698 | 2052-08-01      | 3.0000%  | 0.0000% | $835.51            | $744.52            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4700 | 2052-08-01      | 4.0000%  | 0.0000% | $811.66            | $777.34            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4733 | 2052-09-01      | 4.5000%  | 0.0000% | $46165114.76       | $45392772.39       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA4876 | 2052-12-01      | 6.0000%  | 0.0000% | $17126.97          | $17720.40          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  | 0.0000% | $1545338.44        | $1552596.38        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA4980 | 2053-04-01      | 6.0000%  | 0.0000% | $18793380.30       | $19418260.19       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  | 0.0000% | $964.72            | $981.23            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  | 0.0000% | $3036474.95        | $3088439.16        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  | 0.0000% | $11543240.25       | $11755905.21       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5215 | 2053-12-01      | 5.5000%  | 0.0000% | $8439.59           | $8591.18           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5586 | 2055-01-01      | 5.5000%  | 0.0000% | $122314.80         | $124217.21         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8491 | 2054-12-01      | 5.0000%  | 0.0000% | $5698701.57        | $5700791.10        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3619 | 2053-09-01      | 5.5000%  | 0.0000% | $67579.30          | $69618.33          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD4231 | 2052-08-01      | 4.5000%  | 0.0000% | $19460924.88       | $19233815.89       | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q22339 G | 2043-10-01      | 4.5000%  | 0.0000% | $1237702.24        | $1246775.84        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q62053 G | 2049-03-01      | 4.0000%  | 0.0000% | $3332184.74        | $3262973.04        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  | 0.0000% | $3167546.81        | $2991727.90        | Agency Mortgage-Backed Securities  |
| 06.500 FGPC G60503 G | 2039-09-01      | 6.5000%  | 0.0000% | $145.01            | $152.67            | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G60552 G | 2031-12-01      | 7.0000%  | 0.0000% | $268070.31         | $281863.42         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61430 G | 2044-02-01      | 3.5000%  | 0.0000% | $339.37            | $326.01            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR6750 | 2051-06-01      | 2.5000%  | 0.0000% | $348803.63         | $300771.04         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU1421 | 2052-01-01      | 3.0000%  | 0.0000% | $36483.95          | $32879.88          | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLBU4787 | 2054-06-01      | 7.5000%  | 0.0000% | $1748682.17        | $1866023.99        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4791 | 2054-07-01      | 6.0000%  | 0.0000% | $708.05            | $728.05            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBU8948 | 2052-04-01      | 4.0000%  | 0.0000% | $735.44            | $704.35            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBV2996 | 2052-04-01      | 2.5000%  | 0.0000% | $312881.65         | $267511.73         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBV3214 | 2052-02-01      | 2.5000%  | 0.0000% | $755.33            | $652.03            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV5391 | 2047-04-01      | 3.0000%  | 0.0000% | $674.84            | $615.50            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV8535 | 2052-05-01      | 3.0000%  | 0.0000% | $51689.93          | $46548.33          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW0022 | 2052-07-01      | 4.0000%  | 0.0000% | $432200.28         | $417375.09         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1316 | 2052-11-01      | 4.5000%  | 0.0000% | $10928899.13       | $10828145.61       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW7860 | 2052-09-01      | 4.5000%  | 0.0000% | $66793.50          | $65696.08          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIBX7705 | 2038-02-01      | 4.5000%  | 0.0000% | $313538.02         | $314729.78         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4063 | 2053-06-01      | 5.0000%  | 0.0000% | $22189617.10       | $22295609.51       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX1059 | 2054-12-01      | 6.0000%  | 0.0000% | $3092600.34        | $3187311.22        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY3303 | 2055-05-01      | 5.5000%  | 0.0000% | $996722.53         | $1022329.66        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4193 | 2055-06-01      | 5.5000%  | 0.0000% | $9444254.87        | $9601306.53        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4580 | 2055-06-01      | 5.5000%  | 0.0000% | $995.28            | $1013.96           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4840 | 2055-06-01      | 6.0000%  | 0.0000% | $10329775.29       | $10691575.67       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD2061 | 2051-12-01      | 2.5000%  | 0.0000% | $714.24            | $622.14            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE4075 | 2052-06-01      | 4.0000%  | 0.0000% | $852.44            | $816.10            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE4366 | 2052-06-01      | 5.0000%  | 0.0000% | $59894.96          | $60899.50          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE8596 | 2052-09-01      | 4.5000%  | 0.0000% | $10128485.08       | $9964545.42        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF0486 | 2052-09-01      | 5.5000%  | 0.0000% | $13835216.02       | $14186012.53       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  | 0.0000% | $738.47            | $741.67            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH7482 | 2054-01-01      | 6.0000%  | 0.0000% | $2147340.96        | $2251010.28        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA3078 | 2050-07-01      | 3.0000%  | 0.0000% | $103574.44         | $93784.59          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTCA1343 | 2038-03-01      | 4.0000%  | 0.0000% | $146.99            | $145.75            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA1378 | 2048-03-01      | 4.0000%  | 0.0000% | $42383.55          | $41169.40          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CICA1937 | 2033-06-01      | 4.0000%  | 0.0000% | $91799.59          | $92012.87          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA3514 | 2049-05-01      | 4.5000%  | 0.0000% | $141.45            | $140.61            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CICA4070 | 2034-08-01      | 4.0000%  | 0.0000% | $183.88            | $182.35            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA5682 | 2050-05-01      | 2.5000%  | 0.0000% | $51965589.37       | $45040412.41       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6427 | 2050-07-01      | 3.0000%  | 0.0000% | $384.14            | $344.89            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7340 | 2050-10-01      | 2.0000%  | 0.0000% | $62972865.78       | $51667641.08       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7963 | 2050-11-01      | 2.5000%  | 0.0000% | $16211.22          | $13999.26          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2548 | 2052-01-01      | 2.5000%  | 0.0000% | $11496.27          | $9887.52           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3582 | 2052-05-01      | 3.0000%  | 0.0000% | $77194.01          | $69253.06          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB2966 | 2037-03-01      | 2.0000%  | 0.0000% | $91416.30          | $84898.66          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3174 | 2052-03-01      | 3.5000%  | 0.0000% | $1262989.39        | $1177374.71        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3255 | 2052-04-01      | 3.5000%  | 0.0000% | $515696.56         | $481823.90         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  | 0.0000% | $35769654.60       | $32356156.46       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4386 | 2052-08-01      | 4.5000%  | 0.0000% | $936143.58         | $920581.13         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0497 | 2055-02-01      | 6.0000%  | 0.0000% | $23757963.97       | $24665708.26       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0620 | 2055-03-01      | 5.5000%  | 0.0000% | $1074458.15        | $1101607.92        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL1072 | 2053-04-01      | 4.5000%  | 0.0000% | $19396364.10       | $19161668.09       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1119 | 2055-05-01      | 5.5000%  | 0.0000% | $15201637.02       | $15456755.95       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1128 | 2055-04-01      | 5.0000%  | 0.0000% | $8358816.10        | $8430456.73        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8790 | 2053-04-01      | 5.0000%  | 0.0000% | $833633.96         | $839098.98         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9056 | 2053-05-01      | 5.0000%  | 0.0000% | $79975.41          | $80355.43          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9473 | 2053-07-01      | 5.5000%  | 0.0000% | $62764161.10       | $63916971.34       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 3JRE0019 | 2050-11-01      | 2.0000%  | 0.0000% | $61725.22          | $49562.68          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4341 | 2052-08-01      | 4.5000%  | 0.0000% | $767.52            | $762.17            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5310 | 2052-12-01      | 6.0000%  | 0.0000% | $202322.62         | $209827.78         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  | 0.0000% | $179994.29         | $177243.97         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4765 | 2052-09-01      | 5.0000%  | 0.0000% | $382645.73         | $385489.43         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5136 | 2052-11-01      | 5.5000%  | 0.0000% | $39788995.86       | $41033091.64       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5139 | 2052-11-01      | 5.5000%  | 0.0000% | $49102.46          | $50403.35          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5122 | 2052-11-01      | 4.5000%  | 0.0000% | $403079.04         | $400269.18         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6202 | 2053-05-01      | 5.0000%  | 0.0000% | $12376046.36       | $12486275.68       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5450 | 2053-01-01      | 5.0000%  | 0.0000% | $1387420.66        | $1391411.81        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5479 | 2053-01-01      | 6.0000%  | 0.0000% | $19793480.58       | $20656179.43       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5773 | 2053-02-01      | 5.5000%  | 0.0000% | $5996420.84        | $6127462.63        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5917 | 2053-03-01      | 6.0000%  | 0.0000% | $1046013.73        | $1100791.37        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5988 | 2053-04-01      | 5.5000%  | 0.0000% | $50264846.94       | $51488561.38       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7114 | 2053-09-01      | 5.5000%  | 0.0000% | $1499679.07        | $1526988.73        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6540 | 2053-06-01      | 6.0000%  | 0.0000% | $697490.08         | $726421.96         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6616 | 2053-06-01      | 6.0000%  | 0.0000% | $25981101.76       | $26886023.54       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6718 | 2053-07-01      | 4.5000%  | 0.0000% | $18994919.98       | $18740407.05       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  | 0.0000% | $81229468.13       | $82828903.41       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6904 | 2053-08-01      | 5.0000%  | 0.0000% | $6301510.98        | $6363194.37        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8005 | 2054-02-01      | 6.0000%  | 0.0000% | $9111347.53        | $9429880.24        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7273 | 2053-10-01      | 6.0000%  | 0.0000% | $734.17            | $773.98            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7416 | 2053-11-01      | 5.5000%  | 0.0000% | $22790150.67       | $23229301.68       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7617 | 2053-12-01      | 6.0000%  | 0.0000% | $14356006.06       | $14807416.32       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8223 | 2054-03-01      | 6.0000%  | 0.0000% | $78859.30          | $81515.04          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8348 | 2054-04-01      | 6.0000%  | 0.0000% | $12078221.41       | $12718125.58       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8344 | 2054-04-01      | 6.0000%  | 0.0000% | $32623965.59       | $34074622.84       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8491 | 2054-05-01      | 5.5000%  | 0.0000% | $855.97            | $870.86            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8789 | 2054-04-01      | 5.5000%  | 0.0000% | $952898.10         | $969108.17         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9775 | 2055-01-01      | 5.0000%  | 0.0000% | $7474924.38        | $7548736.77        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2945 | 2054-09-01      | 6.0000%  | 0.0000% | $14377328.00       | $14821745.59       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0095 | 2053-10-01      | 6.0000%  | 0.0000% | $17479298.36       | $18090339.67       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0714 | 2054-01-01      | 6.5000%  | 0.0000% | $31183802.55       | $32505517.63       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1767 | 2054-06-01      | 5.5000%  | 0.0000% | $909.87            | $933.95            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0933 | 2054-02-01      | 6.0000%  | 0.0000% | $22521841.46       | $23468096.63       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1100 | 2054-03-01      | 5.5000%  | 0.0000% | $43645918.73       | $44415192.59       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1538 | 2054-05-01      | 6.5000%  | 0.0000% | $8580500.99        | $8938510.95        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1987 | 2054-07-01      | 6.5000%  | 0.0000% | $21882997.40       | $22813827.17       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ2857 | 2054-12-01      | 5.0000%  | 0.0000% | $13563031.96       | $13658334.87       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ2841 | 2054-12-01      | 5.0000%  | 0.0000% | $32916209.88       | $32935849.90       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3077 | 2054-12-01      | 5.5000%  | 0.0000% | $16387598.49       | $16808601.35       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3080 | 2054-12-01      | 5.5000%  | 0.0000% | $28775356.71       | $29502433.23       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3297 | 2055-01-01      | 6.0000%  | 0.0000% | $2872896.84        | $2989731.81        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0057 | 2055-10-01      | 6.0000%  | 0.0000% | $26529001.78       | $27286351.72       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0065 | 2055-10-01      | 6.0000%  | 0.0000% | $30050784.00       | $30927034.81       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAX9648 | 2045-04-01      | 3.0000%  | 0.0000% | $159.13            | $147.51            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAY1106 | 2045-04-01      | 3.0000%  | 0.0000% | $15216337.32       | $14042762.09       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ4775 | 2045-10-01      | 3.5000%  | 0.0000% | $113.11            | $107.26            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS0558 | 2043-09-01      | 4.5000%  | 0.0000% | $6026497.95        | $6078566.89        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9358 | 2054-10-01      | 6.5000%  | 0.0000% | $7868773.29        | $8225855.60        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM2971 | 2045-08-01      | 4.0000%  | 0.0000% | $59193.55          | $58071.44          | Agency Mortgage-Backed Securities  |
| BILL 12/11/25        | 2025-12-11      | 0.0000%  | 0.0000% | $8098300.00        | $8065242.74        | U.S. Treasuries (including strips) |
| BILL 08/06/26        | 2026-08-06      | 0.0000%  | 0.0000% | $7183100.00        | $6985334.89        | U.S. Treasuries (including strips) |
| BILL 01/13/26        | 2026-01-13      | 0.0000%  | 0.0000% | $2383200.00        | $2365797.87        | U.S. Treasuries (including strips) |
| BILL 02/24/26        | 2026-02-24      | 0.0000%  | 0.0000% | $3696500.00        | $3652818.46        | U.S. Treasuries (including strips) |

### Security 241: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 86562A007, C.3 - LEI: 35380028MYWPB6AUO129, C.5 - Other ID: 86562A007_4.00_1107
- **C.18 - Value (incl. sponsor support):** $469925000.00
- **C.18.a - Value (excl. sponsor support):** $469925000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA3735 M | 2046-06-20      | 3.0000%  | 0.0000% | $91324245.60       | $83712187.08       | Agency Mortgage-Backed Securities  |
| GNII SF MA4962 M | 2048-01-20      | 3.5000%  | 0.0000% | $68236938.00       | $63830515.01       | Agency Mortgage-Backed Securities  |
| GNII SF MA5263 M | 2048-03-20      | 3.5000%  | 0.0000% | $22960701.00       | $21477983.13       | Agency Mortgage-Backed Securities  |
| GNII SF MA5466 M | 2048-09-20      | 4.0000%  | 0.0000% | $83117947.00       | $80325461.01       | Agency Mortgage-Backed Securities  |
| GNII SF MA5876 M | 2049-04-20      | 4.0000%  | 0.0000% | $65045624.00       | $62673366.71       | Agency Mortgage-Backed Securities  |
| GNII SF MA9904 M | 2053-05-20      | 4.5000%  | 0.0000% | $172807446.60      | $169483841.00      | Agency Mortgage-Backed Securities  |
| 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  | 0.0000% | $2500000.00        | $2569310.59        | U.S. Treasuries (including strips) |

### Security 242: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.060000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 86599Z009, C.3 - LEI: 35380028MYWPB6AUO129, C.5 - Other ID: 86599Z009_4.06_1107
- **C.18 - Value (incl. sponsor support):** $116977500.00
- **C.18.a - Value (excl. sponsor support):** $116977500.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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 7/8 BOND 49    | 2049-05-15      | 2.8750%  | 0.0000% | $30000000.00       | $22496193.75       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  | 0.0000% | $40000000.00       | $26003355.22       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  | 0.0000% | $49000000.00       | $32942843.54       | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  | 0.0000% | $10000000.00       | $6377989.40        | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  | 0.0000% | $10000000.00       | $6643305.38        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41    | 2041-02-15      | 1.8750%  | 0.0000% | $10000000.00       | $7122152.34        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  | 0.0000% | $8000000.00        | $6050407.04        | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  | 0.0000% | $8000000.00        | $5501973.48        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  | 0.0000% | $4500000.00        | $4712672.14        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  | 0.0000% | $1500000.00        | $1541586.36        | U.S. Treasuries (including strips) |

### Security 243: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 87299D009, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: 87299D009_4.16_1103
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 CIRR0037 | 2040-10-01      | 4.5000%  | 0.0000% | $13072707.00       | $13106369.22       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS9086 | 2050-07-01      | 3.0000%  | 0.0000% | $47730072.09       | $43711534.13       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC0995 | 2055-09-01      | 5.0000%  | 0.0000% | $42557983.65       | $42850215.15       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1535 | 2052-09-01      | 4.5000%  | 0.0000% | $46518404.50       | $45768993.01       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC1265 | 2055-10-01      | 6.5000%  | 0.0000% | $42346887.75       | $44681415.23       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4254 | 2051-02-01      | 1.5000%  | 0.0000% | $56679295.32       | $43855378.03       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8372 | 2053-11-01      | 5.5000%  | 0.0000% | $41434322.11       | $42197680.42       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5039 | 2053-06-01      | 5.5000%  | 0.0000% | $8736176.01        | $8900882.05        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG6313 | 2053-07-01      | 5.0000%  | 0.0000% | $41748534.21       | $42174605.84       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4018 | 2049-08-01      | 3.0000%  | 0.0000% | $45880387.82       | $41424025.75       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ0848 | 2054-02-01      | 6.5000%  | 0.0000% | $40824996.10       | $43328901.99       | Agency Mortgage-Backed Securities |

### Security 244: Thomas Bently Durant Irrevocable Life Insurance Trust

- **C.1 - Title:** Thomas Bently Durant Irrevocable Life Insurance Trust 4.250000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 88434TAA5, C.4 - ISIN: US88434TAA51, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2044-03-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 245: Nomura Securities International

- **C.1 - Title:** Nomura Securities International 4.160000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 895990919, C.3 - LEI: N/A, C.5 - Other ID: 895990919_4.16_1103
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 1.7600%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MB0686 M     | 2055-09-20      | 5.5000%  | 0.0000% | $2288686.00        | $2322920.93        | Agency Mortgage-Backed Securities  |
| FMZC 12/17/2029 A    | 2029-12-17      | 0.0000%  | 0.0000% | $49358000.00       | $42219846.04       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS2887 | 2052-09-01      | 4.0000%  | 0.0000% | $477549.07         | $462819.71         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS3056 | 2052-10-01      | 2.0000%  | 0.0000% | $13724.65          | $11220.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA7193 M     | 2051-02-20      | 2.5000%  | 0.0000% | $2547821.41        | $2213861.47        | Agency Mortgage-Backed Securities  |
| 0.56 FHOR 21-25 9M   | 2025-11-24      | 0.5600%  | 0.0000% | $180000.00         | $179757.40         | Agency Mortgage-Backed Securities  |
| 0.96 FHOR 21-26 5418 | 2026-03-05      | 0.9600%  | 0.0000% | $63190000.00       | $62634770.53       | Agency Mortgage-Backed Securities  |
| 2.95 FHOR 24-27 Y    | 2027-04-19      | 2.9500%  | 0.0000% | $15000.00          | $14844.05          | Agency Mortgage-Backed Securities  |
| 4.00 FHLB 28 G6378   | 2028-06-30      | 4.0000%  | 0.0000% | $550000.00         | $563339.33         | Agency Mortgage-Backed Securities  |
| 4.125 FHLB 27 G6795  | 2027-01-15      | 4.1250%  | 0.0000% | $395000.00         | $401675.83         | Agency Mortgage-Backed Securities  |
| 4.75 FHLB 27 G6982   | 2027-04-09      | 4.7500%  | 0.0000% | $170000.00         | $173158.05         | Agency Mortgage-Backed Securities  |
| 4.83 FHOR 26-29 GF   | 2029-01-29      | 4.8300%  | 0.0000% | $495000.00         | $501708.90         | Agency Mortgage-Backed Securities  |
| 3.875 FHLB 27 G8130  | 2027-06-04      | 3.8750%  | 0.0000% | $285000.00         | $290216.69         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC6599 | 2054-10-01      | 6.0000%  | 0.0000% | $42166.42          | $43782.40          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6997 | 2054-11-01      | 5.0000%  | 0.0000% | $126523.12         | $128799.74         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC7262 | 2054-12-01      | 6.0000%  | 0.0000% | $1027297.37        | $1067191.44        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4840 | 2053-05-01      | 5.5000%  | 0.0000% | $404736.14         | $411383.26         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5198 | 2053-07-01      | 5.5000%  | 0.0000% | $35688.48          | $36900.93          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS5493 | 2052-07-01      | 2.5000%  | 0.0000% | $182876.22         | $156153.13         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5628 | 2053-09-01      | 5.5000%  | 0.0000% | $105302.80         | $108765.51         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS5772 | 2053-06-01      | 5.0000%  | 0.0000% | $26105.75          | $26436.66          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS6953 | 2053-02-01      | 4.0000%  | 0.0000% | $1845209.53        | $1766866.24        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS7901 | 2044-01-01      | 4.0000%  | 0.0000% | $442196.64         | $434185.51         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS8692 | 2050-08-01      | 3.5000%  | 0.0000% | $11293496.93       | $10643958.99       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9445 | 2053-10-01      | 6.0000%  | 0.0000% | $1836517.12        | $1892501.51        | Agency Mortgage-Backed Securities  |
| GNII JM MA8090 M     | 2052-05-20      | 3.5000%  | 0.0000% | $518076.71         | $468586.74         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CISB8379 | 2040-04-01      | 5.5000%  | 0.0000% | $561490.52         | $576348.31         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1741 | 2052-10-01      | 5.0000%  | 0.0000% | $244867.63         | $247881.14         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1743 | 2052-10-01      | 4.0000%  | 0.0000% | $11117619.24       | $10648826.29       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4208 | 2050-12-01      | 2.0000%  | 0.0000% | $32381.33          | $26598.56          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4305 | 2051-04-01      | 2.0000%  | 0.0000% | $1233838.61        | $1008257.95        | Agency Mortgage-Backed Securities  |
| GNII SF MA8101 M     | 2052-06-20      | 4.5000%  | 0.0000% | $123720995.70      | $122212836.70      | Agency Mortgage-Backed Securities  |
| GNII SF MA8269 M     | 2052-09-20      | 5.0000%  | 0.0000% | $102131027.10      | $102890541.50      | Agency Mortgage-Backed Securities  |
| GNII SF MA8491 M     | 2052-12-20      | 5.5000%  | 0.0000% | $14102.04          | $14407.68          | Agency Mortgage-Backed Securities  |
| GNII SF MA8569 M     | 2053-01-20      | 5.0000%  | 0.0000% | $13230187.26       | $13316933.19       | Agency Mortgage-Backed Securities  |
| GNII SF MA8647 M     | 2053-02-20      | 5.0000%  | 0.0000% | $125698585.20      | $126522749.00      | Agency Mortgage-Backed Securities  |
| GNII SF MA9780 M     | 2054-07-20      | 6.0000%  | 0.0000% | $31182540.53       | $31978880.25       | Agency Mortgage-Backed Securities  |
| GNII JM MA9087 M     | 2053-07-20      | 2.0000%  | 0.0000% | $24780.65          | $19928.74          | Agency Mortgage-Backed Securities  |
| GNII SF MA9241 M     | 2053-10-20      | 5.5000%  | 0.0000% | $462443.35         | $471106.46         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2670 | 2052-06-01      | 3.5000%  | 0.0000% | $39443.56          | $37088.25          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6261 | 2054-08-01      | 6.0000%  | 0.0000% | $31317802.42       | $32552506.78       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD5808 | 2052-12-01      | 4.0000%  | 0.0000% | $1416810.30        | $1364160.68        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8245 | 2052-09-01      | 4.5000%  | 0.0000% | $1039101.99        | $1022362.05        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8315 | 2053-04-01      | 5.0000%  | 0.0000% | $1794423.00        | $1796749.77        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 I4BF0606 | 2062-03-01      | 5.0000%  | 0.0000% | $99229.04          | $100048.34         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I6BF0660 | 2062-02-01      | 3.5000%  | 0.0000% | $7913418.10        | $7229094.72        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 U3BF0752 | 2047-03-01      | 3.0000%  | 0.0000% | $81044.77          | $74336.61          | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL8573 | 2030-10-01      | 1.5700%  | 0.0000% | $1152314.38        | $1019962.24        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4839 | 2052-12-01      | 4.0000%  | 0.0000% | $307875.39         | $294637.46         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5236 | 2053-12-01      | 4.0000%  | 0.0000% | $17536.97          | $16728.05          | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLMA5692 | 2055-04-01      | 7.5000%  | 0.0000% | $300164.57         | $319679.77         | Agency Mortgage-Backed Securities  |
| GNII SF MA9541 M     | 2054-03-20      | 5.5000%  | 0.0000% | $16326814.49       | $16597387.90       | Agency Mortgage-Backed Securities  |
| GNII SF MA9669 M     | 2054-05-20      | 6.0000%  | 0.0000% | $5010995.05        | $5141777.01        | Agency Mortgage-Backed Securities  |
| GNII ET CO2079 C     | 2060-12-20      | 3.0000%  | 0.0000% | $207877.99         | $184233.53         | Agency Mortgage-Backed Securities  |
| GNII ET CO9974 C     | 2062-03-20      | 2.5000%  | 0.0000% | $279660.98         | $231203.94         | Agency Mortgage-Backed Securities  |
| GNII ET CP1532 C     | 2062-01-20      | 2.5000%  | 0.0000% | $177909.91         | $147081.20         | Agency Mortgage-Backed Securities  |
| GNII ET CP3590 C     | 2062-08-20      | 2.5000%  | 0.0000% | $14032.76          | $11601.05          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8421 | 2054-04-01      | 6.0000%  | 0.0000% | $23460.29          | $24150.87          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3636 | 2053-08-01      | 6.0000%  | 0.0000% | $329631.34         | $342383.13         | Agency Mortgage-Backed Securities  |
| FHDN 01/23/26        | 2026-01-23      | 0.0000%  | 0.0000% | $1200000.00        | $1189272.00        | Agency Mortgage-Backed Securities  |
| FHDN 01/28/26        | 2026-01-28      | 0.0000%  | 0.0000% | $68311000.00       | $67664777.94       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLBV1809 | 2055-06-01      | 7.0000%  | 0.0000% | $54010.88          | $57397.48          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBV7543 | 2037-05-01      | 2.5000%  | 0.0000% | $14229.16          | $13412.59          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBV8244 | 2052-06-01      | 4.0000%  | 0.0000% | $4597144.01        | $4403316.16        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX1922 | 2053-02-01      | 6.0000%  | 0.0000% | $2052543.61        | $2138787.39        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY5038 | 2053-07-01      | 6.0000%  | 0.0000% | $23170.28          | $23890.53          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY6632 | 2053-08-01      | 5.5000%  | 0.0000% | $8167214.01        | $8402669.34        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX8660 | 2055-03-01      | 6.5000%  | 0.0000% | $84149.70          | $87941.88          | Agency Mortgage-Backed Securities  |
| GNII SF MA9907 M     | 2054-09-20      | 6.0000%  | 0.0000% | $19688708.25       | $20173227.67       | Agency Mortgage-Backed Securities  |
| GNII SF CZ2502 C     | 2054-04-20      | 7.0000%  | 0.0000% | $1061463.12        | $1131206.90        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQF7212 | 2053-01-01      | 6.5000%  | 0.0000% | $1660107.55        | $1751625.40        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG7280 | 2053-07-01      | 6.0000%  | 0.0000% | $546192.65         | $570770.77         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH5672 | 2053-11-01      | 7.0000%  | 0.0000% | $47530.20          | $50683.37          | Agency Mortgage-Backed Securities  |
| 3.40 FCSB 27 CB      | 2027-11-23      | 3.4000%  | 0.0000% | $14000.00          | $14127.29          | Agency Mortgage-Backed Securities  |
| 3.78 FCSB 36 X       | 2036-12-04      | 3.7800%  | 0.0000% | $19000.00          | $18044.39          | Agency Mortgage-Backed Securities  |
| 2.04 FCSB 29 BU      | 2029-09-24      | 2.0400%  | 0.0000% | $18000.00          | $16939.56          | Agency Mortgage-Backed Securities  |
| 0.67 FCOR 21-26 HH   | 2026-08-13      | 0.6700%  | 0.0000% | $11000.00          | $10748.67          | Agency Mortgage-Backed Securities  |
| 2.15 FCOR 22-31 DO   | 2031-12-01      | 2.1500%  | 0.0000% | $979000.00         | $890692.57         | Agency Mortgage-Backed Securities  |
| 4.75 FCSB 26 FE      | 2026-09-01      | 4.7500%  | 0.0000% | $38000.00          | $38605.59          | Agency Mortgage-Backed Securities  |
| 4.50 FCSB 27 FU      | 2027-05-20      | 4.5000%  | 0.0000% | $11000.00          | $11354.26          | Agency Mortgage-Backed Securities  |
| 4 7/8 FCSB 26 GK     | 2026-08-28      | 4.8750%  | 0.0000% | $868000.00         | $882557.44         | Agency Mortgage-Backed Securities  |
| 4.67 FCOR 25-27 LV   | 2027-12-02      | 4.6700%  | 0.0000% | $285000.00         | $290413.18         | Agency Mortgage-Backed Securities  |
| 3 7/8 FCSB 26 HE     | 2026-09-03      | 3.8750%  | 0.0000% | $598000.00         | $602295.47         | Agency Mortgage-Backed Securities  |
| 4.25 FCSB 27 GT      | 2027-01-13      | 4.2500%  | 0.0000% | $17000.00          | $17306.85          | Agency Mortgage-Backed Securities  |
| 4.28 FCOR 26-28 KW   | 2028-07-10      | 4.2800%  | 0.0000% | $1150000.00        | $1164604.62        | Agency Mortgage-Backed Securities  |
| 4.07 FCOR 26-29 JN   | 2029-03-02      | 4.0700%  | 0.0000% | $10000.00          | $10042.10          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSL2621 | 2052-07-01      | 2.5000%  | 0.0000% | $197780.73         | $168434.48         | Agency Mortgage-Backed Securities  |
| GNII ET DD1262 C     | 2064-07-20      | 7.0000%  | 0.0000% | $66128.27          | $68375.80          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA5257 | 2051-05-01      | 2.0000%  | 0.0000% | $580888.67         | $476115.33         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8880 | 2053-04-01      | 5.5000%  | 0.0000% | $277245.72         | $284531.83         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8295 | 2052-12-01      | 5.0000%  | 0.0000% | $43829.68          | $44385.20          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9614 | 2053-08-01      | 5.0000%  | 0.0000% | $10786.33          | $10819.94          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQI2912 | 2054-04-01      | 5.0000%  | 0.0000% | $52577.86          | $53410.41          | Agency Mortgage-Backed Securities  |
| 6.75 FMNT GB 29 A    | 2029-09-15      | 6.7500%  | 0.0000% | $36000.00          | $40278.35          | Agency Mortgage-Backed Securities  |
| 6.75 FMNT GB 31 A    | 2031-03-15      | 6.7500%  | 0.0000% | $26000.00          | $29954.21          | Agency Mortgage-Backed Securities  |
| 6.75 FMPR GB 31 A    | 2031-03-15      | 0.0000%  | 0.0000% | $250544000.00      | $203015803.20      | Agency Mortgage-Backed Securities  |
| 6.25 FMNT GB 32 A    | 2032-07-15      | 6.2500%  | 0.0000% | $142000.00         | $163890.83         | Agency Mortgage-Backed Securities  |
| 4.50 FMNT GB25-27Z7  | 2027-05-19      | 4.5000%  | 0.0000% | $126900000.00      | $129440918.70      | Agency Mortgage-Backed Securities  |
| 4.125 FMNT 26-28 43  | 2028-09-26      | 4.1250%  | 0.0000% | $9800000.00        | $9829847.53        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5635 | 2053-02-01      | 5.0000%  | 0.0000% | $490563.69         | $491882.65         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6090 | 2053-04-01      | 6.0000%  | 0.0000% | $754203.08         | $783813.09         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB6502 | 2053-06-01      | 4.0000%  | 0.0000% | $5315748.73        | $5094764.20        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB6681 | 2053-07-01      | 3.5000%  | 0.0000% | $1561309.62        | $1454112.71        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7803 | 2054-01-01      | 6.5000%  | 0.0000% | $50336.27          | $53111.14          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9820 | 2055-01-01      | 6.0000%  | 0.0000% | $38462510.01       | $40006933.64       | Agency Mortgage-Backed Securities  |
| GNII SP 787262 C     | 2051-02-20      | 2.5000%  | 0.0000% | $10335379.60       | $8836949.37        | Agency Mortgage-Backed Securities  |
| GNII SP 786949 C     | 2053-08-20      | 5.0000%  | 0.0000% | $2973493.83        | $3000926.29        | Agency Mortgage-Backed Securities  |
| GNII SP 787672 C     | 2052-03-20      | 3.5000%  | 0.0000% | $10741063.29       | $9932923.59        | Agency Mortgage-Backed Securities  |
| 7.125 FNPR BB 01/30  | 2030-01-15      | 0.0000%  | 0.0000% | $155793000.00      | $132609755.30      | Agency Mortgage-Backed Securities  |
| 6.25 FNSM GDBB 05/29 | 2029-05-15      | 6.2500%  | 0.0000% | $17000.00          | $18932.72          | Agency Mortgage-Backed Securities  |
| 6.625 FNSM BB 11/30  | 2030-11-15      | 6.6250%  | 0.0000% | $24985000.00       | $29001304.05       | Agency Mortgage-Backed Securities  |
| 5.98 TVBD 36 A       | 2036-04-01      | 5.9800%  | 0.0000% | $11117000.00       | $12553820.37       | Agency Mortgage-Backed Securities  |
| 5.880 TVBD 36 C      | 2036-04-01      | 5.8800%  | 0.0000% | $15000000.00       | $16928250.00       | Agency Mortgage-Backed Securities  |
| TVIN 01/15/36        | 2036-01-15      | 0.0000%  | 0.0000% | $236000.00         | $148057.20         | Agency Mortgage-Backed Securities  |
| TVIN 06/15/28        | 2028-06-15      | 0.0000%  | 0.0000% | $14000.00          | $12654.10          | Agency Mortgage-Backed Securities  |
| 5.25 TVPR 39 C       | 2039-09-15      | 0.0000%  | 0.0000% | $4773000.00        | $2434984.13        | Agency Mortgage-Backed Securities  |
| 8.625 RFPR 30 A      | 2030-01-15      | 0.0000%  | 0.0000% | $421000.00         | $358042.82         | Corporate Debt Securities          |
| 8.875 RFPR 30 B      | 2030-04-15      | 0.0000%  | 0.0000% | $225159000.00      | $189408704.30      | Corporate Debt Securities          |
| 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  | 0.0000% | $1250300.00        | $1282448.75        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  | 0.0000% | $54296700.00       | $54628460.30       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30     | 2030-08-31      | 3.6250%  | 0.0000% | $153705100.00      | $154019953.40      | U.S. Treasuries (including strips) |
| 4 1/8 TPRN F 32      | 2032-11-15      | 0.0000%  | 0.0000% | $84700.00          | $64405.71          | U.S. Treasuries (including strips) |
| 4 1/2 TPRN F 33      | 2033-11-15      | 0.0000%  | 0.0000% | $733700.00         | $533599.47         | U.S. Treasuries (including strips) |
| 4 TPRN B 34          | 2034-02-15      | 0.0000%  | 0.0000% | $1214000.00        | $872518.80         | U.S. Treasuries (including strips) |
| 4 1/2 TPRN AN 27     | 2027-05-15      | 0.0000%  | 0.0000% | $703900.00         | $665842.94         | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  | 0.0000% | $128813500.00      | $111701118.70      | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  | 0.0000% | $153260600.00      | $144639792.90      | U.S. Treasuries (including strips) |
| 6 TPRN 26            | 2026-02-15      | 0.0000%  | 0.0000% | $225600.00         | $222985.30         | U.S. Treasuries (including strips) |
| 6 1/2 TPRN 26        | 2026-11-15      | 0.0000%  | 0.0000% | $967200.00         | $933506.62         | U.S. Treasuries (including strips) |
| 6 5/8 TPRN 27        | 2027-02-15      | 0.0000%  | 0.0000% | $1360000.00        | $1300569.36        | U.S. Treasuries (including strips) |
| 5 1/2 TPRN 28        | 2028-08-15      | 0.0000%  | 0.0000% | $355300.00         | $321859.16         | U.S. Treasuries (including strips) |
| 6 1/4 TPRN 30        | 2030-05-15      | 0.0000%  | 0.0000% | $18300.00          | $15477.46          | U.S. Treasuries (including strips) |
| 1 3/8 TRIB 44        | 2044-02-15      | 1.3750%  | 0.0000% | $14126296.42       | $12211406.84       | U.S. Treasuries (including strips) |
| TINT 02/15/33        | 2033-02-15      | 0.0000%  | 0.0000% | $1119228.00        | $833926.71         | U.S. Treasuries (including strips) |
| TINT 08/15/33        | 2033-08-15      | 0.0000%  | 0.0000% | $34825790.00       | $25347986.08       | U.S. Treasuries (including strips) |
| TINT 02/15/34        | 2034-02-15      | 0.0000%  | 0.0000% | $103033000.00      | $73229674.42       | U.S. Treasuries (including strips) |
| TINT 08/15/34        | 2034-08-15      | 0.0000%  | 0.0000% | $106734682.40      | $73989976.15       | U.S. Treasuries (including strips) |
| TINT 11/15/31        | 2031-11-15      | 0.0000%  | 0.0000% | $41565080.00       | $32788322.40       | U.S. Treasuries (including strips) |
| TINT 05/15/32        | 2032-05-15      | 0.0000%  | 0.0000% | $81282.08          | $62713.76          | U.S. Treasuries (including strips) |
| TINT 11/15/32        | 2032-11-15      | 0.0000%  | 0.0000% | $312481.00         | $235568.80         | U.S. Treasuries (including strips) |
| TINT 05/15/33        | 2033-05-15      | 0.0000%  | 0.0000% | $50205909.01       | $36986341.73       | U.S. Treasuries (including strips) |
| TINT 11/15/33        | 2033-11-15      | 0.0000%  | 0.0000% | $22870736.69       | $16454282.90       | U.S. Treasuries (including strips) |
| TINT 05/15/34        | 2034-05-15      | 0.0000%  | 0.0000% | $85096750.00       | $59757490.75       | U.S. Treasuries (including strips) |
| TINT 11/15/25        | 2025-11-15      | 0.0000%  | 0.0000% | $13457176.57       | $13435079.89       | U.S. Treasuries (including strips) |
| TINT 08/15/26        | 2026-08-15      | 0.0000%  | 0.0000% | $99208820.00       | $96350713.10       | U.S. Treasuries (including strips) |
| TINT 11/15/26        | 2026-11-15      | 0.0000%  | 0.0000% | $19821844.70       | $19078049.80       | U.S. Treasuries (including strips) |
| TINT 02/15/28        | 2028-02-15      | 0.0000%  | 0.0000% | $1058567.00        | $973596.89         | U.S. Treasuries (including strips) |
| TINT 08/15/28        | 2028-08-15      | 0.0000%  | 0.0000% | $17862.84          | $16127.54          | U.S. Treasuries (including strips) |
| TINT 05/15/35        | 2035-05-15      | 0.0000%  | 0.0000% | $13549009.01       | $9040142.69        | U.S. Treasuries (including strips) |
| TINT 08/15/29        | 2029-08-15      | 0.0000%  | 0.0000% | $36714438.36       | $31873052.23       | U.S. Treasuries (including strips) |
| TINT 05/15/29        | 2029-05-15      | 0.0000%  | 0.0000% | $6267854.78        | $5494608.34        | U.S. Treasuries (including strips) |
| TINT 05/15/30        | 2030-05-15      | 0.0000%  | 0.0000% | $275396.33         | $231719.02         | U.S. Treasuries (including strips) |
| TINT 02/15/31        | 2031-02-15      | 0.0000%  | 0.0000% | $34889358.61       | $28444352.06       | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 31      | 2031-01-15      | 0.1250%  | 0.0000% | $34066992.96       | $31885133.14       | U.S. Treasuries (including strips) |

### Security 246: 2020 Sheu Family Exempt Trust

- **C.1 - Title:** 2020 Sheu Family Exempt Trust 4.250000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 90138RAA4, C.4 - ISIN: US90138RAA41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9175000.00
- **C.18.a - Value (excl. sponsor support):** $9175000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2041-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 247: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.350000%
- **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):** $750000.67
- **C.18.a - Value (excl. sponsor support):** $750000.67
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 248: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PEU1, C.4 - ISIN: US90376PEU12, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $13110795.00
- **C.18.a - Value (excl. sponsor support):** $13110795.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2037-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 249: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PEY3, C.4 - ISIN: US90376PEY34, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $9614583.00
- **C.18.a - Value (excl. sponsor support):** $9614583.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2037-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 250: Fixed Income Clearing Corp. - Credit Agricole

- **C.1 - Title:** Fixed Income Clearing Corp. - Credit Agricole 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 910BVL005, C.3 - LEI: N/A, C.5 - Other ID: 910BVL005_4.15_1103
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| T 4.250 01/15/2028 | 2028-01-15      | 4.2500%  | 0.0000% | $50000000.00       | $51293231.70       | U.S. Treasuries (including strips) |
| T 4.250 01/15/2028 | 2028-01-15      | 4.2500%  | 0.0000% | $50000000.00       | $51293231.70       | U.S. Treasuries (including strips) |
| T 4.250 01/15/2028 | 2028-01-15      | 4.2500%  | 0.0000% | $50000000.00       | $51293231.70       | U.S. Treasuries (including strips) |
| T 4.250 01/15/2028 | 2028-01-15      | 4.2500%  | 0.0000% | $50000000.00       | $51293231.70       | U.S. Treasuries (including strips) |
| T 4.250 01/15/2028 | 2028-01-15      | 4.2500%  | 0.0000% | $50000000.00       | $51293231.70       | U.S. Treasuries (including strips) |
| T 4.250 01/15/2028 | 2028-01-15      | 4.2500%  | 0.0000% | $50000000.00       | $51293231.70       | U.S. Treasuries (including strips) |
| T 4.250 01/15/2028 | 2028-01-15      | 4.2500%  | 0.0000% | $50000000.00       | $51293231.70       | U.S. Treasuries (including strips) |
| T 4.250 01/15/2028 | 2028-01-15      | 4.2500%  | 0.0000% | $50000000.00       | $51293231.70       | U.S. Treasuries (including strips) |
| T 4.250 01/15/2028 | 2028-01-15      | 4.2500%  | 0.0000% | $47092000.00       | $48310017.34       | U.S. Treasuries (including strips) |
| T 3.875 04/30/2030 | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $50363281.25       | U.S. Treasuries (including strips) |
| T 3.875 04/30/2030 | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $50363281.25       | U.S. Treasuries (including strips) |
| T 3.875 04/30/2030 | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $50363281.25       | U.S. Treasuries (including strips) |
| T 3.875 04/30/2030 | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $50363281.25       | U.S. Treasuries (including strips) |
| T 3.875 04/30/2030 | 2030-04-30      | 3.8750%  | 0.0000% | $46393000.00       | $46730074.14       | U.S. Treasuries (including strips) |
| T 3.875 04/30/2030 | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $50363281.25       | U.S. Treasuries (including strips) |
| T 3.875 04/30/2030 | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $50363281.25       | U.S. Treasuries (including strips) |
| T 3.875 04/30/2030 | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $50363281.25       | U.S. Treasuries (including strips) |
| T 3.875 04/30/2030 | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $50363281.25       | U.S. Treasuries (including strips) |
| T 3.875 04/30/2030 | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $50363281.25       | U.S. Treasuries (including strips) |
| T 3.875 04/30/2030 | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $50363281.25       | U.S. Treasuries (including strips) |
| T 3.875 04/30/2030 | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $50363281.25       | U.S. Treasuries (including strips) |
| T 3.875 04/30/2030 | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $50363281.25       | U.S. Treasuries (including strips) |
| T 4.625 04/30/2031 | 2031-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $52111328.13       | U.S. Treasuries (including strips) |
| T 4.625 04/30/2031 | 2031-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $52111328.13       | U.S. Treasuries (including strips) |
| T 4.625 04/30/2031 | 2031-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $52111328.13       | U.S. Treasuries (including strips) |
| T 4.625 04/30/2031 | 2031-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $52111328.13       | U.S. Treasuries (including strips) |
| T 4.625 04/30/2031 | 2031-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $52111328.13       | U.S. Treasuries (including strips) |
| T 4.625 04/30/2031 | 2031-04-30      | 4.6250%  | 0.0000% | $16000000.00       | $16675625.00       | U.S. Treasuries (including strips) |
| T 4.625 04/30/2031 | 2031-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $52111328.13       | U.S. Treasuries (including strips) |
| T 4.625 04/30/2031 | 2031-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $52111328.13       | U.S. Treasuries (including strips) |
| T 4.625 04/30/2031 | 2031-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $52111328.13       | U.S. Treasuries (including strips) |
| T 4.625 04/30/2031 | 2031-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $52111328.13       | U.S. Treasuries (including strips) |
| T 4.625 04/30/2031 | 2031-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $52111328.13       | U.S. Treasuries (including strips) |
| T 4.625 04/30/2031 | 2031-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $52111328.13       | U.S. Treasuries (including strips) |
| T 4.625 04/30/2031 | 2031-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $52111328.13       | U.S. Treasuries (including strips) |
| T 4.625 04/30/2031 | 2031-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $52111328.13       | U.S. Treasuries (including strips) |
| T 2.875 05/15/2032 | 2032-05-15      | 2.8750%  | 0.0000% | $50000000.00       | $47800781.25       | U.S. Treasuries (including strips) |
| T 2.875 05/15/2032 | 2032-05-15      | 2.8750%  | 0.0000% | $50000000.00       | $47800781.25       | U.S. Treasuries (including strips) |
| T 2.875 05/15/2032 | 2032-05-15      | 2.8750%  | 0.0000% | $50000000.00       | $47800781.25       | U.S. Treasuries (including strips) |
| T 2.875 05/15/2032 | 2032-05-15      | 2.8750%  | 0.0000% | $50000000.00       | $47800781.25       | U.S. Treasuries (including strips) |
| T 2.875 05/15/2032 | 2032-05-15      | 2.8750%  | 0.0000% | $47000000.00       | $44932734.38       | U.S. Treasuries (including strips) |

### Security 251: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 3.930000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 910QDQ001, C.3 - LEI: N/A, C.5 - Other ID: 910QDQ001_3.93_0129
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNZC A 03/17/31                  | 2031-03-17      | 0.0000%  | 0.0000% | $432000.00         | $350492.83         | Agency Mortgage-Backed Securities |
| 5.20 FCSB 26 F                   | 2026-02-06      | 5.2000%  | 0.0000% | $5000.00           | $5076.31           | Agency Mortgage-Backed Securities |
| 3.05 FCSB 32 I                   | 2032-07-19      | 3.0500%  | 0.0000% | $20000.00          | $19038.41          | Agency Mortgage-Backed Securities |
| 3.33 FCSB 39 C                   | 2039-08-08      | 3.3300%  | 0.0000% | $5000.00           | $4363.75           | Agency Mortgage-Backed Securities |
| 2.59 FCSB 27 BM                  | 2027-08-02      | 2.5900%  | 0.0000% | $15000.00          | $14825.64          | Agency Mortgage-Backed Securities |
| 3.20 FCSB 37 R                   | 2037-08-17      | 3.2000%  | 0.0000% | $4700000.00        | $4146616.26        | Agency Mortgage-Backed Securities |
| 2.90 FCSB 30 BE                  | 2030-05-01      | 2.9000%  | 0.0000% | $5000.00           | $4892.14           | Agency Mortgage-Backed Securities |
| 3.75 FCSB 27 DT                  | 2027-12-22      | 3.7500%  | 0.0000% | $50000.00          | $50809.18          | Agency Mortgage-Backed Securities |
| 3.50 FCSB 32 BR                  | 2032-09-01      | 3.5000%  | 0.0000% | $350000.00         | $340890.32         | Agency Mortgage-Backed Securities |
| 3 3/8 FCSB 27 DJ                 | 2027-09-15      | 3.3750%  | 0.0000% | $40000.00          | $39979.78          | Agency Mortgage-Backed Securities |
| 4 3/8 FCSB 27 EA                 | 2027-09-15      | 4.3750%  | 0.0000% | $300000.00         | $305976.38         | Agency Mortgage-Backed Securities |
| 4.75 FCSB 31 CD                  | 2031-05-02      | 4.7500%  | 0.0000% | $3178000.00        | $3398893.42        | Agency Mortgage-Backed Securities |
| 4 1/8 FCSB 26 HL                 | 2026-12-16      | 4.1250%  | 0.0000% | $2000000.00        | $2038481.50        | Agency Mortgage-Backed Securities |
| 4 1/8 FCSB 29 DO                 | 2029-08-01      | 4.1250%  | 0.0000% | $10700000.00       | $10978868.75       | Agency Mortgage-Backed Securities |
| 3.50 FCSB 27 GI                  | 2027-09-20      | 3.5000%  | 0.0000% | $20000.00          | $20036.00          | Agency Mortgage-Backed Securities |
| 3 5/8 FCSB 27 HU                 | 2027-10-01      | 3.6250%  | 0.0000% | $600000.00         | $601367.90         | Agency Mortgage-Backed Securities |
| 6.75 FMNT GB 31 A                | 2031-03-15      | 6.7500%  | 0.0000% | $2827000.00        | $3258909.06        | Agency Mortgage-Backed Securities |
| FMIN 03/15/2031 E                | 2031-03-15      | 0.0000%  | 0.0000% | $10059000.00       | $8166328.74        | Agency Mortgage-Backed Securities |
| 6.25 FMNT GB 32 A                | 2032-07-15      | 6.2500%  | 0.0000% | $2079000.00        | $2400408.78        | Agency Mortgage-Backed Securities |
| FMIN 01/15/2026 F                | 2026-01-15      | 0.0000%  | 0.0000% | $5000.00           | $4957.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-10-16      | 4.4100%  | 0.0000% | $32000.00          | $32078.54          | Agency Mortgage-Backed Securities |
| 4.75 FMNT GB26-2933              | 2029-12-18      | 4.7500%  | 0.0000% | $39241000.00       | $40097890.46       | Agency Mortgage-Backed Securities |
| 3.60 FMNT 26-27 S9               | 2027-10-22      | 3.6000%  | 0.0000% | $11650000.00       | $11623834.10       | Agency Mortgage-Backed Securities |
| 3.75 FMNT 26-29 W0               | 2029-04-20      | 3.7500%  | 0.0000% | $22500000.00       | $22461671.25       | Agency Mortgage-Backed Securities |
| FMFR 00SO GB 27 44               | 2027-08-25      | 4.3950%  | 0.0000% | $19027000.00       | $19185983.80       | Agency Mortgage-Backed Securities |
| 3.85 FMNT 26-28 39               | 2028-09-01      | 3.8500%  | 0.0000% | $3900000.00        | $3910176.83        | Agency Mortgage-Backed Securities |
| 4.50 FMNT GB26-30X0              | 2030-05-23      | 4.5000%  | 0.0000% | $26596000.00       | $27244889.21       | Agency Mortgage-Backed Securities |
| 4.05 FMNT 25-28 82               | 2028-12-26      | 4.0500%  | 0.0000% | $5000000.00        | $5003692.50        | Agency Mortgage-Backed Securities |
| 4.25 FMNT 26-30 65               | 2030-10-08      | 4.2500%  | 0.0000% | $50000.00          | $50064.66          | Agency Mortgage-Backed Securities |
| 4.00 FMNT GB27-3031              | 2030-10-08      | 4.0000%  | 0.0000% | $9470000.00        | $9461671.66        | Agency Mortgage-Backed Securities |
| 4.21 FMNT 25-26 G2               | 2026-12-17      | 4.2100%  | 0.0000% | $35542000.00       | $36094697.85       | Agency Mortgage-Backed Securities |
| 4.00 FMNT GB27-3048              | 2030-10-09      | 4.0000%  | 0.0000% | $243950000.00      | $244279197.00      | Agency Mortgage-Backed Securities |
| 3.85 FMNT 26-28 79               | 2028-04-20      | 3.8500%  | 0.0000% | $10580000.00       | $10577962.17       | Agency Mortgage-Backed Securities |
| RFIN 07/15/28                    | 2028-07-15      | 0.0000%  | 0.0000% | $48052000.00       | $43421661.23       | Corporate Debt Securities         |
| RFIN 10/15/27                    | 2027-10-15      | 0.0000%  | 0.0000% | $435000.00         | $404275.95         | Corporate Debt Securities         |

### Security 252: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 4.100000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 910QDQ001, C.3 - LEI: N/A, C.5 - Other ID: 910QDQ001_4.10_1208
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-08
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| 6.03 FNPR A 10/27                     | 2027-10-08      | 0.0000%  | 0.0000% | $97000.00          | $90199.04          | Agency Mortgage-Backed Securities |
| 3.00 FHLB 27 VN                       | 2027-03-12      | 3.0000%  | 0.0000% | $25000.00          | $24887.58          | Agency Mortgage-Backed Securities |
| 1.875 FHLB 26 LM                      | 2026-09-11      | 1.8750%  | 0.0000% | $50000.00          | $49322.16          | Agency Mortgage-Backed Securities |
| 2.375 FHLB 27 YV                      | 2027-09-10      | 2.3750%  | 0.0000% | $70000.00          | $68784.91          | Agency Mortgage-Backed Securities |
| 3.125 FHLB 25 YI                      | 2025-12-12      | 3.1250%  | 0.0000% | $30000.00          | $30334.80          | Agency Mortgage-Backed Securities |
| 2.75 FHLB 29 EQ                       | 2029-06-08      | 2.7500%  | 0.0000% | $40000.00          | $39202.86          | Agency Mortgage-Backed Securities |
| 2.875 FHLB 34 AC                      | 2034-06-09      | 2.8750%  | 0.0000% | $15000.00          | $13674.71          | Agency Mortgage-Backed Securities |
| 4.125 FHLB 29 QY                      | 2029-09-14      | 4.1250%  | 0.0000% | $50000.00          | $51083.32          | Agency Mortgage-Backed Securities |
| 4.25 FHLB 32 HG                       | 2032-09-10      | 4.2500%  | 0.0000% | $50000.00          | $51062.69          | Agency Mortgage-Backed Securities |
| 4.875 FHLB 32 HN                      | 2032-09-10      | 4.8750%  | 0.0000% | $36000000.00       | $38107521.00       | Agency Mortgage-Backed Securities |
| 4.50 FHLB 27 NQ                       | 2027-03-12      | 4.5000%  | 0.0000% | $165000.00         | $167829.75         | Agency Mortgage-Backed Securities |
| 4.75 FHLB 25 35                       | 2025-12-12      | 4.7500%  | 0.0000% | $10000.00          | $10193.50          | Agency Mortgage-Backed Securities |
| 4.00 FHLB 28 G6378                    | 2028-06-30      | 4.0000%  | 0.0000% | $55000.00          | $56362.92          | Agency Mortgage-Backed Securities |
| 4.946 FHLB 26 EX                      | 2026-03-13      | 4.9460%  | 0.0000% | $10000.00          | $10103.50          | Agency Mortgage-Backed Securities |
| 4.715 FHLB 27 TL                      | 2027-07-26      | 4.7150%  | 0.0000% | $10000.00          | $10192.32          | Agency Mortgage-Backed Securities |
| 4.625 FHLB 26 G6658                   | 2026-11-17      | 4.6250%  | 0.0000% | $10000000.00       | $10298174.44       | Agency Mortgage-Backed Securities |
| FHFR 03SO 05/26 7074                  | 2026-05-22      | 4.3600%  | 0.0000% | $6000000.00        | $6054420.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Banks               | 2026-02-02      | 4.3600%  | 0.0000% | $215000.00         | $217395.64         | Agency Mortgage-Backed Securities |
| 4.00 FHLB 26 G7429                    | 2026-10-09      | 4.0000%  | 0.0000% | $500000.00         | $502353.22         | Agency Mortgage-Backed Securities |
| 4.00 FHLB 27 G7905                    | 2027-03-10      | 4.0000%  | 0.0000% | $500000.00         | $504761.83         | Agency Mortgage-Backed Securities |
| 4.00 FHLB 28 NV                       | 2028-03-03      | 4.0000%  | 0.0000% | $55000.00          | $55749.84          | Agency Mortgage-Backed Securities |
| FHFR 03SO 03/26 8258                  | 2026-03-17      | 4.3050%  | 0.0000% | $3000000.00        | $3015480.00        | Agency Mortgage-Backed Securities |
| FHFR 03SO 03/26 8260                  | 2026-03-23      | 4.3050%  | 0.0000% | $3000000.00        | $3013352.33        | Agency Mortgage-Backed Securities |
| FHFR 03SO 03/26 8264                  | 2026-03-30      | 4.3050%  | 0.0000% | $2000000.00        | $2007275.33        | Agency Mortgage-Backed Securities |
| FHFR 03SO 04/26 8272                  | 2026-04-20      | 4.3100%  | 0.0000% | $3000000.00        | $3003922.42        | Agency Mortgage-Backed Securities |
| FHFR 03SO 04/26 8273                  | 2026-04-21      | 4.3100%  | 0.0000% | $3000000.00        | $3003570.83        | Agency Mortgage-Backed Securities |
| FHFR 03SO 03/26 8361                  | 2026-03-25      | 4.2700%  | 0.0000% | $10000000.00       | $10041850.00       | Agency Mortgage-Backed Securities |
| FHFR 03SO 09/26 8365                  | 2026-09-25      | 4.3100%  | 0.0000% | $20000000.00       | $20082186.11       | Agency Mortgage-Backed Securities |
| 3.50 FHLB 27 G8384                    | 2027-10-04      | 3.5000%  | 0.0000% | $40125000.00       | $40070987.29       | Agency Mortgage-Backed Securities |
| FHFR 03SO 02/26 8438                  | 2026-02-23      | 4.2600%  | 0.0000% | $25000000.00       | $25023600.00       | Agency Mortgage-Backed Securities |
| FHFR 03SO 03/26 8444                  | 2026-03-20      | 4.2700%  | 0.0000% | $25000000.00       | $25032381.25       | Agency Mortgage-Backed Securities |
| FHDN 09/29/26                         | 2026-09-29      | 0.0000%  | 0.0000% | $614000.00         | $594522.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank Discount Notes | 2025-11-28      | 0.0000%  | 0.0000% | $395000.00         | $393976.95         | Agency Mortgage-Backed Securities |
| FHDN 12/24/25                         | 2025-12-24      | 0.0000%  | 0.0000% | $1200000.00        | $1193523.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank Discount Notes | 2026-01-15      | 0.0000%  | 0.0000% | $175000.00         | $173659.33         | Agency Mortgage-Backed Securities |
| FHDN 01/16/26                         | 2026-01-16      | 0.0000%  | 0.0000% | $1022000.00        | $1014063.15        | Agency Mortgage-Backed Securities |
| FHDN 01/30/26                         | 2026-01-30      | 0.0000%  | 0.0000% | $22300000.00       | $22094483.20       | Agency Mortgage-Backed Securities |
| FHDN 02/18/26                         | 2026-02-18      | 0.0000%  | 0.0000% | $69400000.00       | $68623899.80       | Agency Mortgage-Backed Securities |
| FHDN 02/20/26                         | 2026-02-20      | 0.0000%  | 0.0000% | $121000000.00      | $119622536.00      | Agency Mortgage-Backed Securities |
| FHDN 02/25/26                         | 2026-02-25      | 0.0000%  | 0.0000% | $8000000.00        | $7904808.00        | Agency Mortgage-Backed Securities |
| FHDN 02/27/26                         | 2026-02-27      | 0.0000%  | 0.0000% | $30000000.00       | $29636790.00       | Agency Mortgage-Backed Securities |
| FHDN 05/29/26                         | 2026-05-29      | 0.0000%  | 0.0000% | $22060000.00       | $21592129.46       | Agency Mortgage-Backed Securities |
| FHDN 06/30/26                         | 2026-06-30      | 0.0000%  | 0.0000% | $12070000.00       | $11779547.52       | Agency Mortgage-Backed Securities |
| FMDN 01/26/26                         | 2026-01-26      | 0.0000%  | 0.0000% | $43549000.00       | $43165899.45       | Agency Mortgage-Backed Securities |
| FCFR 03SF DH 25/11                    | 2025-11-03      | 4.4300%  | 0.0000% | $58000.00          | $58637.60          | Agency Mortgage-Backed Securities |
| 4.50 FCDB 26 B                        | 2026-08-14      | 4.5000%  | 0.0000% | $1100000.00        | $1116325.10        | Agency Mortgage-Backed Securities |
| FCFR 03SF AS 26/05                    | 2026-05-14      | 4.3600%  | 0.0000% | $30000.00          | $30291.15          | Agency Mortgage-Backed Securities |
| FCFR 03SF AW 26/05                    | 2026-05-28      | 4.3600%  | 0.0000% | $2000000.00        | $2016677.78        | Agency Mortgage-Backed Securities |
| FCFR 03SF AZ 26/06                    | 2026-06-03      | 4.3650%  | 0.0000% | $6000000.00        | $6045948.34        | Agency Mortgage-Backed Securities |
| FCFR 03FF EK 26/06                    | 2026-06-16      | 4.2450%  | 0.0000% | $100000000.00      | $100573847.30      | Agency Mortgage-Backed Securities |
| FCFR 03SF FU 25/12                    | 2025-12-29      | 4.3550%  | 0.0000% | $1051000.00        | $1055202.25        | Agency Mortgage-Backed Securities |
| FCFR 03SF BV 26/05                    | 2026-05-26      | 4.3750%  | 0.0000% | $1093000.00        | $1102513.96        | Agency Mortgage-Backed Securities |
| FCFR 03SF CT 26/09                    | 2026-09-25      | 4.4100%  | 0.0000% | $10000000.00       | $10059247.22       | Agency Mortgage-Backed Securities |
| FCFR 03TB DH 26/10                    | 2026-10-16      | 4.0305%  | 0.0000% | $825000.00         | $825511.50         | Agency Mortgage-Backed Securities |
| FCFR 03SF HT 26/03                    | 2026-03-19      | 4.2700%  | 0.0000% | $25000000.00       | $25032381.95       | Agency Mortgage-Backed Securities |
| 5.50 FHLB 36 G677                     | 2036-07-15      | 5.5000%  | 0.0000% | $3085000.00        | $3448463.73        | Agency Mortgage-Backed Securities |
| 5.00 FHLB 28 XX                       | 2028-06-09      | 5.0000%  | 0.0000% | $15000.00          | $15794.46          | Agency Mortgage-Backed Securities |
| 6.25 FMPR GB 32 A                     | 2032-07-15      | 0.0000%  | 0.0000% | $5004000.00        | $3805752.17        | Agency Mortgage-Backed Securities |
| FMFR 00SO GB 27 44                    | 2027-08-25      | 4.3950%  | 0.0000% | $165973000.00      | $167359819.70      | Agency Mortgage-Backed Securities |
| FNDN 12/15/25                         | 2025-12-15      | 0.0000%  | 0.0000% | $675000.00         | $672070.50         | Agency Mortgage-Backed Securities |
| 5.625 FNSM A 07/37                    | 2037-07-15      | 5.6250%  | 0.0000% | $6000000.00        | $6754311.00        | Agency Mortgage-Backed Securities |
| 7.125 FNPR BB 01/30                   | 2030-01-15      | 0.0000%  | 0.0000% | $600000.00         | $510715.20         | Agency Mortgage-Backed Securities |
| 6.625 FNPR BB 11/30                   | 2030-11-15      | 0.0000%  | 0.0000% | $4919000.00        | $4045439.71        | Agency Mortgage-Backed Securities |
| 6.25 FNSM GDBB 05/29                  | 2029-05-15      | 6.2500%  | 0.0000% | $8885000.00        | $9901750.04        | Agency Mortgage-Backed Securities |
| 6.625 FNSM BB 11/30                   | 2030-11-15      | 6.6250%  | 0.0000% | $21061000.00       | $24461500.87       | Agency Mortgage-Backed Securities |
| 0.875 FNSM A 08/30                    | 2030-08-05      | 0.8750%  | 0.0000% | $31554000.00       | $27756484.87       | Agency Mortgage-Backed Securities |
| 0.75 FNSM A 10/27                     | 2027-10-08      | 0.7500%  | 0.0000% | $7404000.00        | $7013136.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-06-18      | 4.3700%  | 0.0000% | $160000.00         | $160919.24         | Agency Mortgage-Backed Securities |
| 1.875 FNSM A 09/26                    | 2026-09-24      | 1.8750%  | 0.0000% | $69701000.00       | $68681280.18       | Agency Mortgage-Backed Securities |
| TVDN 11/05/25                         | 2025-11-05      | 0.0000%  | 0.0000% | $29005000.00       | $28998908.95       | Agency Mortgage-Backed Securities |

### Security 253: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 910QDQ001, C.3 - LEI: N/A, C.5 - Other ID: 910QDQ001_4.16_1103
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF AA5960 C | 2043-01-20      | 3.0000%  | 0.0000% | $14632.23          | $13206.38          | Agency Mortgage-Backed Securities |
| GNII SF AB7995 C | 2042-12-20      | 3.0000%  | 0.0000% | $1228.41           | $1105.83           | Agency Mortgage-Backed Securities |
| GNII SF AB7797 C | 2042-11-20      | 3.5000%  | 0.0000% | $35228.12          | $32215.75          | Agency Mortgage-Backed Securities |
| GNII SF MA0021 M | 2042-04-20      | 3.0000%  | 0.0000% | $1262.17           | $1175.06           | Agency Mortgage-Backed Securities |
| GNII SF MA0220 M | 2042-07-20      | 3.5000%  | 0.0000% | $7221.00           | $6902.31           | Agency Mortgage-Backed Securities |
| GNII SF MA0391 M | 2042-09-20      | 3.0000%  | 0.0000% | $1935953.34        | $1802329.97        | Agency Mortgage-Backed Securities |
| GNII SF MA0393 M | 2042-09-20      | 4.0000%  | 0.0000% | $2784.62           | $2722.13           | Agency Mortgage-Backed Securities |
| GNII SF MA0933 M | 2043-04-20      | 3.0000%  | 0.0000% | $141353.55         | $131304.73         | Agency Mortgage-Backed Securities |
| GNII SF MA1202 M | 2028-08-20      | 2.5000%  | 0.0000% | $597.79            | $588.06            | Agency Mortgage-Backed Securities |
| GNII SF MA1376 M | 2043-10-20      | 4.0000%  | 0.0000% | $128673.40         | $125518.76         | Agency Mortgage-Backed Securities |
| GNII SF MA1447 M | 2043-11-20      | 3.0000%  | 0.0000% | $21982.01          | $20364.79          | Agency Mortgage-Backed Securities |
| GNII SF MA1920 M | 2044-05-20      | 4.0000%  | 0.0000% | $297.46            | $289.68            | Agency Mortgage-Backed Securities |
| GNII SF MA2070 M | 2044-02-20      | 2.0000%  | 0.0000% | $2981.62           | $2528.28           | Agency Mortgage-Backed Securities |
| GNII SF MA2755 M | 2045-04-20      | 4.0000%  | 0.0000% | $6229.84           | $6051.50           | Agency Mortgage-Backed Securities |
| GNII SF MA3172 M | 2045-10-20      | 3.0000%  | 0.0000% | $64423.41          | $59087.21          | Agency Mortgage-Backed Securities |
| GNII SF MA3243 M | 2045-11-20      | 3.0000%  | 0.0000% | $21362.13          | $19591.59          | Agency Mortgage-Backed Securities |
| GNII SF MA4382 M | 2047-04-20      | 3.5000%  | 0.0000% | $74737.37          | $69942.35          | Agency Mortgage-Backed Securities |
| GNII SF MA3735 M | 2046-06-20      | 3.0000%  | 0.0000% | $678657.53         | $622090.07         | Agency Mortgage-Backed Securities |
| GNII SF MA3875 M | 2046-07-20      | 4.0000%  | 0.0000% | $9589.81           | $9288.63           | Agency Mortgage-Backed Securities |
| GNII SF MA4068 M | 2046-10-20      | 3.0000%  | 0.0000% | $194321.42         | $178025.63         | Agency Mortgage-Backed Securities |
| GNII SF MA4321 M | 2047-02-20      | 3.5000%  | 0.0000% | $17085.11          | $15996.03          | Agency Mortgage-Backed Securities |
| GNII SF MB0235 M | 2040-03-20      | 6.0000%  | 0.0000% | $36932.44          | $38909.98          | Agency Mortgage-Backed Securities |
| GNII SF MB0261 M | 2055-02-20      | 6.5000%  | 0.0000% | $336719.73         | $349045.24         | Agency Mortgage-Backed Securities |
| GNII SF MB0305 M | 2055-03-20      | 4.0000%  | 0.0000% | $65794.77          | $62523.02          | Agency Mortgage-Backed Securities |
| GNII SF MB0398 M | 2040-06-20      | 4.5000%  | 0.0000% | $24787.64          | $24866.96          | Agency Mortgage-Backed Securities |
| GNII SF MB0486 M | 2055-06-20      | 6.0000%  | 0.0000% | $5720727.54        | $5855021.62        | Agency Mortgage-Backed Securities |
| GNII SF MB0530 M | 2040-07-20      | 6.0000%  | 0.0000% | $9810.35           | $10159.09          | Agency Mortgage-Backed Securities |
| GNII SF MB0556 M | 2055-06-20      | 5.5000%  | 0.0000% | $2387362.16        | $2423073.12        | Agency Mortgage-Backed Securities |
| GNII SF MB0594 M | 2040-08-20      | 5.0000%  | 0.0000% | $1033501.63        | $1045104.40        | Agency Mortgage-Backed Securities |
| GNII SF MB0620 M | 2047-07-20      | 4.0000%  | 0.0000% | $24999.97          | $23756.81          | Agency Mortgage-Backed Securities |
| GNII SF MB0626 M | 2055-09-20      | 7.0000%  | 0.0000% | $3994143.06        | $4158595.24        | Agency Mortgage-Backed Securities |
| GNII SF MB0658 M | 2040-09-20      | 5.5000%  | 0.0000% | $1223.93           | $1251.49           | Agency Mortgage-Backed Securities |
| GNII SF MB0681 M | 2055-09-20      | 3.0000%  | 0.0000% | $186698.43         | $168498.51         | Agency Mortgage-Backed Securities |
| GNII SF MB0687 M | 2055-10-20      | 6.0000%  | 0.0000% | $203187.67         | $208206.20         | Agency Mortgage-Backed Securities |
| GNII SF DI2388 C | 2055-04-20      | 6.0000%  | 0.0000% | $40308.77          | $41822.12          | Agency Mortgage-Backed Securities |
| GNII SF DI5117 C | 2055-06-20      | 7.0000%  | 0.0000% | $46475.20          | $49069.08          | Agency Mortgage-Backed Securities |
| GNII SF DI7919 C | 2055-04-20      | 7.0000%  | 0.0000% | $35603.61          | $37247.55          | Agency Mortgage-Backed Securities |
| GNII SF DI7968 C | 2055-04-20      | 7.0000%  | 0.0000% | $42064.00          | $44211.47          | Agency Mortgage-Backed Securities |
| GNII SF DO2098 C | 2055-10-20      | 5.5000%  | 0.0000% | $55229.03          | $56403.99          | Agency Mortgage-Backed Securities |
| GNII SF AT4733 C | 2046-09-20      | 4.0000%  | 0.0000% | $30632.47          | $29205.07          | Agency Mortgage-Backed Securities |
| GNII SF AW8749 C | 2046-12-20      | 4.0000%  | 0.0000% | $76843.11          | $73362.06          | Agency Mortgage-Backed Securities |
| GNII SF AX4655 C | 2047-02-20      | 3.5000%  | 0.0000% | $70261.73          | $65203.92          | Agency Mortgage-Backed Securities |
| GNII SF AZ6174 C | 2047-04-20      | 4.0000%  | 0.0000% | $48848.65          | $46571.68          | Agency Mortgage-Backed Securities |
| GNII SF 002699 M | 2029-01-20      | 6.0000%  | 0.0000% | $415.19            | $427.96            | Agency Mortgage-Backed Securities |
| GNII SF 003598 M | 2034-08-20      | 6.0000%  | 0.0000% | $63.19             | $66.14             | Agency Mortgage-Backed Securities |
| GNII SF 002897 M | 2030-03-20      | 8.0000%  | 0.0000% | $673.59            | $710.45            | Agency Mortgage-Backed Securities |
| GNII SF 003786 M | 2035-11-20      | 5.5000%  | 0.0000% | $60.85             | $63.25             | Agency Mortgage-Backed Securities |
| GNII SF MA4899 M | 2047-12-20      | 3.0000%  | 0.0000% | $440901.49         | $402802.31         | Agency Mortgage-Backed Securities |
| GNII SF MA4993 M | 2033-02-20      | 3.0000%  | 0.0000% | $32417.77          | $31682.86          | Agency Mortgage-Backed Securities |
| GNII SF MA5019 M | 2048-02-20      | 3.5000%  | 0.0000% | $7804.52           | $7300.54           | Agency Mortgage-Backed Securities |
| GNII SF MA5137 M | 2048-04-20      | 4.0000%  | 0.0000% | $269301.59         | $259588.78         | Agency Mortgage-Backed Securities |
| GNII SF MA5112 M | 2033-04-20      | 4.0000%  | 0.0000% | $1090.24           | $1094.76           | Agency Mortgage-Backed Securities |
| GNII SF MA5262 M | 2048-06-20      | 3.0000%  | 0.0000% | $2223.85           | $2037.19           | Agency Mortgage-Backed Securities |
| GNII SF MA6283 M | 2049-11-20      | 3.0000%  | 0.0000% | $14989.44          | $13559.38          | Agency Mortgage-Backed Securities |
| GNII SF MA5437 M | 2033-09-20      | 4.0000%  | 0.0000% | $913.48            | $917.11            | Agency Mortgage-Backed Securities |
| GNII SF MA5465 M | 2048-09-20      | 3.5000%  | 0.0000% | $7361.90           | $6877.75           | Agency Mortgage-Backed Securities |
| GNII SF MA5565 M | 2033-11-20      | 4.0000%  | 0.0000% | $2111.31           | $2119.59           | Agency Mortgage-Backed Securities |
| GNII SF MA5594 M | 2048-11-20      | 3.5000%  | 0.0000% | $10433.02          | $9733.43           | Agency Mortgage-Backed Securities |
| GNII SF MA5793 M | 2034-03-20      | 4.5000%  | 0.0000% | $2498.59           | $2509.05           | Agency Mortgage-Backed Securities |
| GNII SF MA5930 M | 2049-05-20      | 3.5000%  | 0.0000% | $21440.67          | $19895.93          | Agency Mortgage-Backed Securities |
| GNII SF MA7143 M | 2051-01-20      | 6.0000%  | 0.0000% | $449.67            | $474.98            | Agency Mortgage-Backed Securities |
| GNII SF MA7197 M | 2051-02-20      | 4.5000%  | 0.0000% | $144962.52         | $145077.91         | Agency Mortgage-Backed Securities |
| GNII SF MA6409 M | 2050-01-20      | 3.0000%  | 0.0000% | $416561.83         | $377413.35         | Agency Mortgage-Backed Securities |
| GNII SF MA6476 M | 2050-02-20      | 4.0000%  | 0.0000% | $1931589.57        | $1861181.84        | Agency Mortgage-Backed Securities |
| GNII SF MA6479 M | 2050-01-20      | 5.5000%  | 0.0000% | $551.65            | $572.22            | Agency Mortgage-Backed Securities |
| GNII SF MA6540 M | 2050-02-20      | 2.5000%  | 0.0000% | $1106618.85        | $966048.74         | Agency Mortgage-Backed Securities |
| GNII SF MA6605 M | 2038-10-20      | 6.0000%  | 0.0000% | $403.88            | $426.66            | Agency Mortgage-Backed Securities |
| GNII SF MA6768 M | 2050-07-20      | 4.0000%  | 0.0000% | $811816.46         | $780366.96         | Agency Mortgage-Backed Securities |
| GNII SF MA6839 M | 2035-09-20      | 2.0000%  | 0.0000% | $3433.32           | $3203.07           | Agency Mortgage-Backed Securities |
| GNII SF MA6823 M | 2050-08-20      | 4.5000%  | 0.0000% | $5868.73           | $5839.68           | Agency Mortgage-Backed Securities |
| GNII SF MA6932 M | 2050-08-20      | 3.0000%  | 0.0000% | $967997.93         | $877548.20         | Agency Mortgage-Backed Securities |
| GNII SF MA6999 M | 2050-10-20      | 4.5000%  | 0.0000% | $42797.06          | $42751.69          | Agency Mortgage-Backed Securities |
| GNII SF MA6993 M | 2050-10-20      | 1.5000%  | 0.0000% | $22313.36          | $17815.88          | Agency Mortgage-Backed Securities |
| GNII SF MA6996 M | 2050-11-20      | 3.0000%  | 0.0000% | $23739.47          | $21476.38          | Agency Mortgage-Backed Securities |
| GNII SF MA7050 M | 2050-12-20      | 1.5000%  | 0.0000% | $667119.07         | $534635.23         | Agency Mortgage-Backed Securities |
| GNII SF MA7057 M | 2050-12-20      | 5.0000%  | 0.0000% | $422.45            | $433.08            | Agency Mortgage-Backed Securities |
| GNII SF MA7988 M | 2052-04-20      | 3.0000%  | 0.0000% | $8333.34           | $7520.98           | Agency Mortgage-Backed Securities |
| GNII SF MA7992 M | 2052-04-20      | 5.0000%  | 0.0000% | $2579.76           | $2597.86           | Agency Mortgage-Backed Securities |
| GNII SF MA8045 M | 2052-05-20      | 4.0000%  | 0.0000% | $2881.29           | $2761.57           | Agency Mortgage-Backed Securities |
| GNII SF MA8099 M | 2052-06-20      | 3.5000%  | 0.0000% | $4175321.91        | $3864246.51        | Agency Mortgage-Backed Securities |
| GNII SF MA7260 M | 2051-03-20      | 5.0000%  | 0.0000% | $5245.78           | $5358.75           | Agency Mortgage-Backed Securities |
| GNII SF MA7255 M | 2051-03-20      | 2.5000%  | 0.0000% | $92289.26          | $80212.32          | Agency Mortgage-Backed Securities |
| GNII SF MA7417 M | 2051-06-20      | 2.0000%  | 0.0000% | $44552.57          | $37165.39          | Agency Mortgage-Backed Securities |
| GNII SF MA7424 M | 2051-06-20      | 5.5000%  | 0.0000% | $17059.87          | $17605.26          | Agency Mortgage-Backed Securities |
| GNII SF MA7533 M | 2051-08-20      | 2.0000%  | 0.0000% | $650235.93         | $542421.40         | Agency Mortgage-Backed Securities |
| GNII SF MA7535 M | 2051-08-20      | 3.0000%  | 0.0000% | $17503.11          | $15807.37          | Agency Mortgage-Backed Securities |
| GNII SF MA7767 M | 2051-12-20      | 2.5000%  | 0.0000% | $7202.14           | $6257.96           | Agency Mortgage-Backed Securities |
| GNII SF MA7831 M | 2048-08-20      | 4.5000%  | 0.0000% | $962616.23         | $950688.45         | Agency Mortgage-Backed Securities |
| GNII SF MA7937 M | 2052-03-20      | 3.0000%  | 0.0000% | $5431395.44        | $4901926.72        | Agency Mortgage-Backed Securities |
| GNII SF 618834 C | 2033-07-20      | 5.5000%  | 0.0000% | $117.06            | $117.84            | Agency Mortgage-Backed Securities |
| GNII SF 626972 C | 2045-08-20      | 3.5000%  | 0.0000% | $14823.02          | $13921.14          | Agency Mortgage-Backed Securities |
| GNII SF 675725 C | 2047-06-20      | 3.5000%  | 0.0000% | $80.44             | $72.91             | Agency Mortgage-Backed Securities |
| GNII SF MA8102 M | 2052-06-20      | 5.0000%  | 0.0000% | $1579.94           | $1591.93           | Agency Mortgage-Backed Securities |
| GNII SF MA8149 M | 2052-07-20      | 3.5000%  | 0.0000% | $130820.90         | $121356.88         | Agency Mortgage-Backed Securities |
| GNII SF MA8181 M | 2032-01-20      | 6.5000%  | 0.0000% | $562.30            | $582.52            | Agency Mortgage-Backed Securities |
| GNII SF MA8426 M | 2052-11-20      | 4.0000%  | 0.0000% | $19739.93          | $18929.83          | Agency Mortgage-Backed Securities |
| GNII SF MA8490 M | 2052-12-20      | 5.0000%  | 0.0000% | $89677.65          | $90445.80          | Agency Mortgage-Backed Securities |
| GNII SF MA8566 M | 2053-01-20      | 3.5000%  | 0.0000% | $18994.91          | $17581.15          | Agency Mortgage-Backed Securities |
| GNII SF MA8721 M | 2053-02-20      | 3.0000%  | 0.0000% | $83115.43          | $75280.81          | Agency Mortgage-Backed Securities |
| GNII SF MA8797 M | 2053-04-20      | 3.5000%  | 0.0000% | $4638.35           | $4303.77           | Agency Mortgage-Backed Securities |
| GNII SF MA8804 M | 2053-02-20      | 7.0000%  | 0.0000% | $5295.54           | $5513.29           | Agency Mortgage-Backed Securities |
| GNII SF MA9777 M | 2054-06-20      | 4.5000%  | 0.0000% | $10396.79          | $10198.42          | Agency Mortgage-Backed Securities |
| GNII SF MA9849 M | 2054-08-20      | 4.5000%  | 0.0000% | $283690.02         | $278255.94         | Agency Mortgage-Backed Securities |
| GNII SF MA9016 M | 2053-07-20      | 5.0000%  | 0.0000% | $904514.14         | $908219.63         | Agency Mortgage-Backed Securities |
| GNII SF MA9104 M | 2053-07-20      | 4.5000%  | 0.0000% | $58.86             | $57.86             | Agency Mortgage-Backed Securities |
| GNII SF MA9106 M | 2053-06-20      | 5.5000%  | 0.0000% | $1898442.71        | $1932886.79        | Agency Mortgage-Backed Securities |
| GNII SF MA9168 M | 2053-08-20      | 4.0000%  | 0.0000% | $47853.99          | $45832.80          | Agency Mortgage-Backed Securities |
| GNII SF MA9238 M | 2053-09-20      | 4.0000%  | 0.0000% | $1458217.63        | $1401060.36        | Agency Mortgage-Backed Securities |
| GNII SF MA9357 M | 2050-07-20      | 3.0000%  | 0.0000% | $5774.03           | $5241.71           | Agency Mortgage-Backed Securities |
| GNII SF MA9418 M | 2047-04-20      | 3.0000%  | 0.0000% | $7265.51           | $6588.14           | Agency Mortgage-Backed Securities |
| GNII SF MA9539 M | 2054-03-20      | 4.5000%  | 0.0000% | $2654.04           | $2604.22           | Agency Mortgage-Backed Securities |
| GNII SF MA9536 M | 2046-12-20      | 3.0000%  | 0.0000% | $15556.00          | $14102.56          | Agency Mortgage-Backed Securities |
| GNII SF MA9597 M | 2052-05-20      | 1.5000%  | 0.0000% | $4285.56           | $3464.18           | Agency Mortgage-Backed Securities |
| GNII SF MA9722 M | 2054-06-20      | 4.0000%  | 0.0000% | $19418.59          | $18482.25          | Agency Mortgage-Backed Securities |
| GNII SF AO8829 C | 2045-11-20      | 4.0000%  | 0.0000% | $2413.83           | $2334.27           | Agency Mortgage-Backed Securities |
| GNII SF BA8388 C | 2047-11-20      | 3.5000%  | 0.0000% | $33389.28          | $30985.48          | Agency Mortgage-Backed Securities |
| GNII SF BB0583 C | 2047-07-20      | 3.5000%  | 0.0000% | $4256.06           | $3964.21           | Agency Mortgage-Backed Securities |
| GNII SF BB3013 C | 2047-11-20      | 3.5000%  | 0.0000% | $13791.96          | $12816.24          | Agency Mortgage-Backed Securities |
| GNII SF BB4172 C | 2048-02-20      | 4.0000%  | 0.0000% | $1469.47           | $1396.50           | Agency Mortgage-Backed Securities |
| GNII SF BB6141 C | 2047-09-20      | 3.5000%  | 0.0000% | $32424.47          | $30089.96          | Agency Mortgage-Backed Securities |
| GNII SF BC0462 C | 2047-11-20      | 3.5000%  | 0.0000% | $32491.38          | $30152.19          | Agency Mortgage-Backed Securities |
| GNII SF BC0565 C | 2047-07-20      | 3.5000%  | 0.0000% | $36983.80          | $34412.86          | Agency Mortgage-Backed Securities |
| GNII SF BD1364 C | 2047-11-20      | 3.5000%  | 0.0000% | $19413.80          | $18064.12          | Agency Mortgage-Backed Securities |
| GNII SF BD4061 C | 2048-06-20      | 4.0000%  | 0.0000% | $7089.06           | $6772.07           | Agency Mortgage-Backed Securities |
| GNII SF BD6941 C | 2047-12-20      | 3.5000%  | 0.0000% | $97846.96          | $91164.86          | Agency Mortgage-Backed Securities |
| GNII SF BE1028 C | 2047-11-20      | 4.0000%  | 0.0000% | $372854.60         | $355496.85         | Agency Mortgage-Backed Securities |
| GNII SF CO4021 C | 2052-06-20      | 4.5000%  | 0.0000% | $159234.55         | $155718.49         | Agency Mortgage-Backed Securities |
| GNII SF CP8516 C | 2052-10-20      | 5.5000%  | 0.0000% | $6459.28           | $6629.83           | Agency Mortgage-Backed Securities |
| GNII SF BF2211 C | 2048-02-20      | 3.5000%  | 0.0000% | $7456.97           | $6947.78           | Agency Mortgage-Backed Securities |
| GNII SF BM9743 C | 2049-11-20      | 4.0000%  | 0.0000% | $23395.08          | $22435.73          | Agency Mortgage-Backed Securities |
| GNII SF BN2662 C | 2049-10-20      | 3.0000%  | 0.0000% | $76782.01          | $69386.75          | Agency Mortgage-Backed Securities |
| GNII SF BO1539 C | 2049-07-20      | 3.5000%  | 0.0000% | $81110.17          | $75573.57          | Agency Mortgage-Backed Securities |
| GNII SF BP5514 C | 2049-09-20      | 3.5000%  | 0.0000% | $235747.02         | $213817.05         | Agency Mortgage-Backed Securities |
| GNII SF BW1745 C | 2050-08-20      | 3.0000%  | 0.0000% | $8490.67           | $7662.24           | Agency Mortgage-Backed Securities |
| GNII SF BW6351 C | 2050-09-20      | 2.5000%  | 0.0000% | $20269.38          | $17562.31          | Agency Mortgage-Backed Securities |
| GNII SF BY0324 C | 2050-10-20      | 2.5000%  | 0.0000% | $115811.45         | $100344.18         | Agency Mortgage-Backed Securities |
| GNII SF BY5698 C | 2050-10-20      | 2.0000%  | 0.0000% | $40717.53          | $33630.88          | Agency Mortgage-Backed Securities |
| GNII SF CB1543 C | 2051-02-20      | 3.0000%  | 0.0000% | $759.03            | $685.01            | Agency Mortgage-Backed Securities |
| GNII SF CD8312 C | 2051-05-20      | 2.5000%  | 0.0000% | $2010.91           | $1734.88           | Agency Mortgage-Backed Securities |
| GNII SF CI1518 C | 2052-04-20      | 2.5000%  | 0.0000% | $104411.42         | $90434.01          | Agency Mortgage-Backed Securities |
| GNII SF CI4277 C | 2051-12-20      | 2.5000%  | 0.0000% | $33869.30          | $29010.05          | Agency Mortgage-Backed Securities |
| GNII SF CI6779 C | 2040-06-20      | 5.0000%  | 0.0000% | $17739.96          | $18012.39          | Agency Mortgage-Backed Securities |
| GNII SF CJ9731 C | 2052-01-20      | 2.5000%  | 0.0000% | $25225.23          | $21848.84          | Agency Mortgage-Backed Securities |
| GNII SF CJ9743 C | 2052-02-20      | 2.5000%  | 0.0000% | $28400.10          | $24598.19          | Agency Mortgage-Backed Securities |
| GNII SF MA9907 M | 2054-09-20      | 6.0000%  | 0.0000% | $93193.22          | $95486.61          | Agency Mortgage-Backed Securities |
| GNII SF AD8884 C | 2043-03-20      | 3.5000%  | 0.0000% | $1087.64           | $1006.08           | Agency Mortgage-Backed Securities |
| GNII SF AE7828 C | 2043-08-20      | 3.0000%  | 0.0000% | $2776.74           | $2509.69           | Agency Mortgage-Backed Securities |
| GNII SF CT5748 C | 2053-09-20      | 6.5000%  | 0.0000% | $527550.65         | $564887.88         | Agency Mortgage-Backed Securities |
| GNII SF CV8069 C | 2053-09-20      | 6.5000%  | 0.0000% | $4802.76           | $5005.58           | Agency Mortgage-Backed Securities |
| GNII SF CW3710 C | 2053-08-20      | 6.0000%  | 0.0000% | $6170.67           | $6377.80           | Agency Mortgage-Backed Securities |
| GNII SF CX3264 C | 2053-12-20      | 6.5000%  | 0.0000% | $192476.58         | $201692.87         | Agency Mortgage-Backed Securities |
| GNII SF CX6873 C | 2053-12-20      | 6.5000%  | 0.0000% | $7613.60           | $7918.62           | Agency Mortgage-Backed Securities |
| GNII SF CX6895 C | 2053-11-20      | 6.5000%  | 0.0000% | $36277.07          | $38040.67          | Agency Mortgage-Backed Securities |
| GNII SF CY1522 C | 2054-01-20      | 6.5000%  | 0.0000% | $82716.51          | $87283.51          | Agency Mortgage-Backed Securities |
| GNII SF CY1831 C | 2054-05-20      | 6.0000%  | 0.0000% | $35240.57          | $36811.59          | Agency Mortgage-Backed Securities |
| GNII SF CY9130 C | 2054-04-20      | 6.0000%  | 0.0000% | $99418.84          | $102157.73         | Agency Mortgage-Backed Securities |
| GNII SF CY9181 C | 2054-04-20      | 6.5000%  | 0.0000% | $106003.78         | $111157.12         | Agency Mortgage-Backed Securities |
| GNII SF CZ1891 C | 2054-01-20      | 6.5000%  | 0.0000% | $6541.88           | $6825.04           | Agency Mortgage-Backed Securities |
| GNII SF CZ1894 C | 2054-01-20      | 6.5000%  | 0.0000% | $31081.53          | $32333.08          | Agency Mortgage-Backed Securities |
| GNII SF CZ3450 C | 2054-01-20      | 7.5000%  | 0.0000% | $19534.82          | $20332.52          | Agency Mortgage-Backed Securities |
| GNII SF CZ3714 C | 2054-01-20      | 7.5000%  | 0.0000% | $25270.62          | $26748.52          | Agency Mortgage-Backed Securities |
| GNII SF CZ3718 C | 2054-01-20      | 7.5000%  | 0.0000% | $27036.41          | $28209.68          | Agency Mortgage-Backed Securities |
| GNII SF DA2624 C | 2054-03-20      | 6.0000%  | 0.0000% | $51535.94          | $53630.00          | Agency Mortgage-Backed Securities |
| GNII SF DA2088 C | 2054-03-20      | 6.5000%  | 0.0000% | $53063.77          | $55604.34          | Agency Mortgage-Backed Securities |
| GNII SF DA2059 C | 2054-04-20      | 6.0000%  | 0.0000% | $61579.67          | $63652.14          | Agency Mortgage-Backed Securities |
| GNII SF DA7207 C | 2054-05-20      | 6.0000%  | 0.0000% | $33995.08          | $35177.80          | Agency Mortgage-Backed Securities |
| GNII SF DA7507 C | 2054-05-20      | 6.0000%  | 0.0000% | $61158.35          | $63454.35          | Agency Mortgage-Backed Securities |
| GNII SF DA8814 C | 2054-05-20      | 6.0000%  | 0.0000% | $40735.09          | $42102.44          | Agency Mortgage-Backed Securities |
| GNII SF DA9997 C | 2054-04-20      | 6.5000%  | 0.0000% | $85146.00          | $89222.85          | Agency Mortgage-Backed Securities |
| GNII SF DB7439 C | 2054-06-20      | 6.0000%  | 0.0000% | $37415.29          | $38819.93          | Agency Mortgage-Backed Securities |
| GNII SF DC1960 C | 2054-07-20      | 6.5000%  | 0.0000% | $39509.63          | $41474.90          | Agency Mortgage-Backed Securities |
| GNII SF DC2904 C | 2054-05-20      | 6.5000%  | 0.0000% | $36747.69          | $38713.75          | Agency Mortgage-Backed Securities |
| GNII SF DC9042 C | 2054-10-20      | 7.0000%  | 0.0000% | $35927.56          | $37586.45          | Agency Mortgage-Backed Securities |
| GNII SF DD3915 C | 2054-09-20      | 6.5000%  | 0.0000% | $32966.54          | $34545.23          | Agency Mortgage-Backed Securities |
| GNII SF DD3912 C | 2054-09-20      | 6.5000%  | 0.0000% | $57225.05          | $59989.80          | Agency Mortgage-Backed Securities |
| GNII SF DE3758 C | 2054-09-20      | 7.0000%  | 0.0000% | $29204.95          | $30553.36          | Agency Mortgage-Backed Securities |
| GNII SF DE3733 C | 2054-09-20      | 7.0000%  | 0.0000% | $48980.59          | $51242.09          | Agency Mortgage-Backed Securities |
| GNII SF DE4854 C | 2054-10-20      | 6.5000%  | 0.0000% | $47121.87          | $49378.43          | Agency Mortgage-Backed Securities |
| GNII SF DE9185 C | 2054-12-20      | 7.0000%  | 0.0000% | $31830.09          | $33455.15          | Agency Mortgage-Backed Securities |
| GNII SF DF5679 C | 2055-03-20      | 5.5000%  | 0.0000% | $35663.92          | $36534.92          | Agency Mortgage-Backed Securities |
| GNII SF DF6603 C | 2054-11-20      | 7.0000%  | 0.0000% | $27529.61          | $28800.77          | Agency Mortgage-Backed Securities |
| GNII SF DF7502 C | 2054-11-20      | 5.5000%  | 0.0000% | $115829.78         | $118142.36         | Agency Mortgage-Backed Securities |
| GNII SF DG4539 C | 2054-12-20      | 5.0000%  | 0.0000% | $54978.95          | $55149.53          | Agency Mortgage-Backed Securities |
| GNII SF DG4603 C | 2055-01-20      | 7.0000%  | 0.0000% | $57352.94          | $60001.00          | Agency Mortgage-Backed Securities |
| GNII SF DG4828 C | 2055-03-20      | 7.0000%  | 0.0000% | $89172.27          | $93398.44          | Agency Mortgage-Backed Securities |
| GNII SF DG4830 C | 2055-03-20      | 7.0000%  | 0.0000% | $73318.77          | $76914.20          | Agency Mortgage-Backed Securities |
| GNII SF DH3464 C | 2055-02-20      | 7.0000%  | 0.0000% | $66178.92          | $69424.02          | Agency Mortgage-Backed Securities |
| GNII SF DH3901 C | 2055-01-20      | 7.0000%  | 0.0000% | $33285.22          | $34984.54          | Agency Mortgage-Backed Securities |
| GNII SF DH6810 C | 2055-01-20      | 6.5000%  | 0.0000% | $56204.80          | $58896.43          | Agency Mortgage-Backed Securities |
| GNII SF DH8120 C | 2054-12-20      | 5.5000%  | 0.0000% | $43573.76          | $44569.69          | Agency Mortgage-Backed Securities |
| GNII SF DJ0732 C | 2055-05-20      | 6.0000%  | 0.0000% | $31536.86          | $32598.32          | Agency Mortgage-Backed Securities |
| GNII SF DJ0713 C | 2055-05-20      | 7.0000%  | 0.0000% | $129089.43         | $135207.41         | Agency Mortgage-Backed Securities |
| GNII SF DJ0719 C | 2055-05-20      | 6.5000%  | 0.0000% | $52813.97          | $55613.78          | Agency Mortgage-Backed Securities |
| GNII SF DJ0745 C | 2055-04-20      | 7.0000%  | 0.0000% | $62214.95          | $65094.84          | Agency Mortgage-Backed Securities |
| GNII SF DJ2113 C | 2055-05-20      | 6.0000%  | 0.0000% | $53529.70          | $56862.99          | Agency Mortgage-Backed Securities |
| GNII SF DJ2235 C | 2055-06-20      | 6.5000%  | 0.0000% | $40749.53          | $42701.01          | Agency Mortgage-Backed Securities |
| GNII SF DJ2328 C | 2055-06-20      | 5.5000%  | 0.0000% | $34915.66          | $35618.21          | Agency Mortgage-Backed Securities |
| GNII SF DJ3093 C | 2055-08-20      | 5.0000%  | 0.0000% | $202488.36         | $203422.17         | Agency Mortgage-Backed Securities |
| GNII SF DJ3101 C | 2055-08-20      | 6.0000%  | 0.0000% | $134930.00         | $140826.72         | Agency Mortgage-Backed Securities |
| GNII SF DJ3172 C | 2055-08-20      | 6.0000%  | 0.0000% | $38674.79          | $40126.91          | Agency Mortgage-Backed Securities |
| GNII SF DJ3214 C | 2055-09-20      | 6.0000%  | 0.0000% | $336614.29         | $347914.76         | Agency Mortgage-Backed Securities |
| GNII SF DJ4659 C | 2055-04-20      | 7.0000%  | 0.0000% | $52955.44          | $55400.63          | Agency Mortgage-Backed Securities |
| GNII SF DJ9491 C | 2055-08-20      | 6.0000%  | 0.0000% | $108948.76         | $113939.38         | Agency Mortgage-Backed Securities |
| GNII SF DJ9915 C | 2055-07-20      | 6.5000%  | 0.0000% | $74435.94          | $78909.74          | Agency Mortgage-Backed Securities |
| GNII SF DK0884 C | 2055-05-20      | 6.0000%  | 0.0000% | $271845.92         | $280971.51         | Agency Mortgage-Backed Securities |
| GNII SF DK0640 C | 2055-06-20      | 6.0000%  | 0.0000% | $109114.52         | $111475.76         | Agency Mortgage-Backed Securities |
| GNII SF DK3235 C | 2055-07-20      | 6.0000%  | 0.0000% | $170231.40         | $176101.83         | Agency Mortgage-Backed Securities |
| GNII SF DK3274 C | 2055-06-20      | 6.0000%  | 0.0000% | $221233.62         | $228659.77         | Agency Mortgage-Backed Securities |
| GNII SF DK3267 C | 2055-06-20      | 6.5000%  | 0.0000% | $79423.14          | $83420.24          | Agency Mortgage-Backed Securities |
| GNII SF DK3277 C | 2055-06-20      | 6.0000%  | 0.0000% | $72992.40          | $75449.17          | Agency Mortgage-Backed Securities |
| GNII SF DK3296 C | 2055-06-20      | 7.0000%  | 0.0000% | $44374.32          | $46423.18          | Agency Mortgage-Backed Securities |
| GNII SF DK7345 C | 2055-07-20      | 6.0000%  | 0.0000% | $39259.30          | $41230.55          | Agency Mortgage-Backed Securities |
| GNII SF DK7872 C | 2055-08-20      | 7.5000%  | 0.0000% | $235870.89         | $255265.84         | Agency Mortgage-Backed Securities |
| GNII SF DK7949 C | 2055-07-20      | 6.5000%  | 0.0000% | $45237.24          | $47569.21          | Agency Mortgage-Backed Securities |
| GNII SF DK8408 C | 2055-07-20      | 7.5000%  | 0.0000% | $451195.72         | $487197.53         | Agency Mortgage-Backed Securities |
| GNII SF DL2020 C | 2055-07-20      | 7.5000%  | 0.0000% | $24182.52          | $25291.53          | Agency Mortgage-Backed Securities |
| GNII SF DL3529 C | 2055-07-20      | 7.0000%  | 0.0000% | $126323.95         | $132157.00         | Agency Mortgage-Backed Securities |
| GNII SF DL3096 C | 2055-08-20      | 6.5000%  | 0.0000% | $33368.57          | $35211.04          | Agency Mortgage-Backed Securities |
| GNII SF DL5058 C | 2055-10-20      | 5.5000%  | 0.0000% | $742750.73         | $757695.87         | Agency Mortgage-Backed Securities |
| GNII SF DL9711 C | 2055-08-20      | 7.0000%  | 0.0000% | $67488.81          | $70481.56          | Agency Mortgage-Backed Securities |
| GNII SF DM0393 C | 2055-09-20      | 6.5000%  | 0.0000% | $82758.67          | $87353.74          | Agency Mortgage-Backed Securities |
| GNII SF DM4526 C | 2055-10-20      | 6.5000%  | 0.0000% | $83449.70          | $87445.83          | Agency Mortgage-Backed Securities |
| GNII SF DM5849 C | 2055-09-20      | 5.5000%  | 0.0000% | $352302.20         | $357342.36         | Agency Mortgage-Backed Securities |
| GNII SF DM7112 C | 2055-10-20      | 6.0000%  | 0.0000% | $534703.93         | $549955.83         | Agency Mortgage-Backed Securities |
| GNII SF DM9584 C | 2055-10-20      | 5.5000%  | 0.0000% | $99234.67          | $101658.21         | Agency Mortgage-Backed Securities |
| GNII SF DN5973 C | 2055-10-20      | 6.5000%  | 0.0000% | $86459.37          | $90599.88          | Agency Mortgage-Backed Securities |
| GNII SF DN7810 C | 2055-10-20      | 6.5000%  | 0.0000% | $45001.47          | $47968.71          | Agency Mortgage-Backed Securities |
| GNII SF MB0094 M | 2054-11-20      | 6.5000%  | 0.0000% | $25168.23          | $26098.11          | Agency Mortgage-Backed Securities |
| GNII SF MB0145 M | 2055-01-20      | 4.5000%  | 0.0000% | $1539222.10        | $1509495.10        | Agency Mortgage-Backed Securities |
| GNII SF MB0148 M | 2055-01-20      | 6.0000%  | 0.0000% | $1003.33           | $1026.88           | Agency Mortgage-Backed Securities |
| GNII SF 003879 M | 2036-07-20      | 6.0000%  | 0.0000% | $49.26             | $52.49             | Agency Mortgage-Backed Securities |
| GNII SF 004085 M | 2038-02-20      | 6.0000%  | 0.0000% | $50.56             | $53.40             | Agency Mortgage-Backed Securities |
| GNII SF 004293 M | 2038-11-20      | 7.0000%  | 0.0000% | $299.82            | $318.74            | Agency Mortgage-Backed Securities |
| GNII SF 004367 M | 2039-02-20      | 4.0000%  | 0.0000% | $26.91             | $26.44             | Agency Mortgage-Backed Securities |
| GNII SF 004746 M | 2040-07-20      | 4.5000%  | 0.0000% | $73.88             | $74.85             | Agency Mortgage-Backed Securities |
| GNII SF 004833 M | 2040-10-20      | 4.0000%  | 0.0000% | $97732.77          | $95540.95          | Agency Mortgage-Backed Securities |
| GNII SF 004945 M | 2041-02-20      | 4.0000%  | 0.0000% | $535.18            | $523.17            | Agency Mortgage-Backed Securities |
| GNII SF 738755 C | 2041-09-20      | 4.5000%  | 0.0000% | $14819.95          | $14740.34          | Agency Mortgage-Backed Securities |
| GNII SF MA5399 M | 2048-08-20      | 4.5000%  | 0.0000% | $104516.40         | $104470.30         | Agency Mortgage-Backed Securities |
| GNII SF MA4514 M | 2047-06-20      | 5.5000%  | 0.0000% | $36333.64          | $37636.32          | Agency Mortgage-Backed Securities |
| GNII SF MA4656 M | 2047-08-20      | 5.5000%  | 0.0000% | $4103.91           | $4165.46           | Agency Mortgage-Backed Securities |
| GNII SF 003162 M | 2031-11-20      | 7.0000%  | 0.0000% | $138.55            | $144.35            | Agency Mortgage-Backed Securities |
| GNII SF 003429 M | 2033-08-20      | 5.5000%  | 0.0000% | $53.65             | $55.06             | Agency Mortgage-Backed Securities |
| GNII SF 004422 M | 2039-04-20      | 4.0000%  | 0.0000% | $184.06            | $180.72            | Agency Mortgage-Backed Securities |

### Security 254: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 910QDQ001, C.3 - LEI: N/A, C.5 - Other ID: 910QDQ001_4.16_1107
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.500 CT257282 | 2028-07-01      | 5.5000%  | 0.0000% | $7962.50           | $8088.38           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL535249 | 2030-04-01      | 6.5000%  | 0.0000% | $22834.46          | $23819.01          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL619118 | 2031-11-01      | 6.5000%  | 0.0000% | $13254.90          | $13774.20          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI9224 | 2041-08-01      | 4.5000%  | 0.0000% | $10069.75          | $10097.93          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL0045 | 2032-02-01      | 6.0000%  | 0.0000% | $10190.20          | $10596.06          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMB0289 | 2054-12-01      | 4.0000%  | 0.0000% | $48124282.45       | $45879348.82       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFA0583 | 2042-08-01      | 2.0000%  | 0.0000% | $5954299.92        | $5227379.14        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0676 | 2052-06-01      | 3.5000%  | 0.0000% | $38582229.87       | $36237073.34       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3027 | 2055-07-01      | 6.5000%  | 0.0000% | $206901552.80      | $215565693.40      | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM1724 | 2049-10-01      | 3.0000%  | 0.0000% | $389554.74         | $350497.98         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM1796 | 2034-10-01      | 3.5000%  | 0.0000% | $392824.68         | $387437.74         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6197 | 2045-11-01      | 3.5000%  | 0.0000% | $263284.20         | $250013.79         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL805413 | 2035-01-01      | 5.5000%  | 0.0000% | $9038.66           | $9456.52           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3946 | 2049-01-01      | 4.0000%  | 0.0000% | $5221.15           | $5074.09           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM7311 | 2049-03-01      | 4.5000%  | 0.0000% | $171902.79         | $170500.92         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM7877 | 2036-03-01      | 3.5000%  | 0.0000% | $8135.16           | $8024.05           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM9745 | 2036-11-01      | 2.5000%  | 0.0000% | $234169.19         | $221323.21         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS1334 | 2051-11-01      | 2.0000%  | 0.0000% | $1710654.25        | $1399651.61        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2619 | 2052-08-01      | 5.0000%  | 0.0000% | $2433386.01        | $2451968.97        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS1993 | 2037-06-01      | 3.0000%  | 0.0000% | $175161.12         | $170030.47         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4371 | 2052-02-01      | 3.5000%  | 0.0000% | $1645.12           | $1527.98           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3835 | 2052-11-01      | 4.5000%  | 0.0000% | $16784.46          | $16536.99          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4072 | 2053-03-01      | 5.5000%  | 0.0000% | $27590197.88       | $28157820.20       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC4449 | 2054-10-01      | 5.0000%  | 0.0000% | $2263846.59        | $2275889.50        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC4097 | 2054-11-01      | 4.5000%  | 0.0000% | $3175029.67        | $3108134.97        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC5870 | 2054-11-01      | 5.5000%  | 0.0000% | $3520613.71        | $3595269.49        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC6101 | 2055-04-01      | 6.0000%  | 0.0000% | $3735539.81        | $3904939.07        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8921 | 2055-01-01      | 5.5000%  | 0.0000% | $960934.40         | $983555.12         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0240 | 2055-01-01      | 6.0000%  | 0.0000% | $3804847.67        | $3913464.65        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0738 | 2055-02-01      | 6.0000%  | 0.0000% | $2319187.99        | $2428533.07        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6247 | 2055-03-01      | 6.0000%  | 0.0000% | $1339343.60        | $1404174.53        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD6528 | 2055-04-01      | 6.5000%  | 0.0000% | $1076076.99        | $1139592.08        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD7282 | 2055-06-01      | 5.0000%  | 0.0000% | $10057061.62       | $10063253.42       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE0679 | 2055-06-01      | 6.5000%  | 0.0000% | $9728451.33        | $10250515.71       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0765 | 2055-06-01      | 6.0000%  | 0.0000% | $4329959.56        | $4522551.83        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE1618 | 2055-08-01      | 5.5000%  | 0.0000% | $1311075.28        | $1344093.84        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE1648 | 2055-06-01      | 6.5000%  | 0.0000% | $1803186.52        | $1919781.76        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE1934 | 2040-06-01      | 5.0000%  | 0.0000% | $892606.80         | $906122.35         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE2170 | 2055-06-01      | 6.5000%  | 0.0000% | $1055758.73        | $1125854.42        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE2394 | 2055-06-01      | 5.0000%  | 0.0000% | $1083842.44        | $1092997.29        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE2457 | 2055-07-01      | 6.5000%  | 0.0000% | $3045659.31        | $3233289.18        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5418 | 2053-08-01      | 5.5000%  | 0.0000% | $1157833.44        | $1184328.53        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6101 | 2053-08-01      | 5.5000%  | 0.0000% | $86543.74          | $88298.87          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS7209 | 2051-01-01      | 4.5000%  | 0.0000% | $1193033.90        | $1187856.14        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFS8941 | 2042-08-01      | 2.0000%  | 0.0000% | $741774.93         | $647058.93         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8455 | 2053-08-01      | 5.5000%  | 0.0000% | $5276960.34        | $5444415.88        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS9126 | 2053-02-01      | 5.0000%  | 0.0000% | $18674854.49       | $18765514.69       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3042 | 2055-06-01      | 6.0000%  | 0.0000% | $6430487.32        | $6696966.72        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE8229 | 2055-08-01      | 5.0000%  | 0.0000% | $1794375.44        | $1797868.49        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1173 | 2055-09-01      | 6.0000%  | 0.0000% | $3138292.09        | $3257032.51        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1225 | 2055-10-01      | 5.5000%  | 0.0000% | $23862580.55       | $24776215.12       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL953329 | 2037-10-01      | 6.5000%  | 0.0000% | $552.86            | $580.05            | Agency Mortgage-Backed Securities |
| FNMS 05.000 NBAA7234 | 2047-08-01      | 5.0000%  | 0.0000% | $112904.31         | $113852.44         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAC6608 | 2039-11-01      | 4.5000%  | 0.0000% | $3749.72           | $3792.91           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3364 | 2033-05-01      | 3.5000%  | 0.0000% | $113178.60         | $111975.14         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ0639 | 2048-03-01      | 4.0000%  | 0.0000% | $50978.00          | $49528.36          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM1056 | 2047-04-01      | 4.0000%  | 0.0000% | $5502458.38        | $5348275.83        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM3660 | 2046-11-01      | 4.0000%  | 0.0000% | $2912.04           | $2835.89           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ6530 | 2051-08-01      | 2.0000%  | 0.0000% | $20013.59          | $16384.86          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5353 | 2054-05-01      | 5.5000%  | 0.0000% | $5352217.76        | $5439128.85        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5137 | 2053-09-01      | 5.0000%  | 0.0000% | $124604.14         | $125061.02         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT9828 | 2051-09-01      | 2.5000%  | 0.0000% | $692838.24         | $590685.02         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV2617 | 2052-07-01      | 4.5000%  | 0.0000% | $4649763.30        | $4629946.01        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1333 | 2052-11-01      | 5.0000%  | 0.0000% | $7634270.98        | $7770960.06        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW9898 | 2052-10-01      | 4.5000%  | 0.0000% | $405689.72         | $399279.82         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX0097 | 2052-10-01      | 4.5000%  | 0.0000% | $836234.53         | $822583.00         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0350 | 2052-10-01      | 5.0000%  | 0.0000% | $5163937.48        | $5243398.43        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY4833 | 2053-06-01      | 6.0000%  | 0.0000% | $444828.31         | $463230.86         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAE0395 | 2040-10-01      | 4.5000%  | 0.0000% | $36557.92          | $36933.95          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0858 | 2047-12-01      | 3.5000%  | 0.0000% | $939506.98         | $884586.85         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB2913 | 2052-02-01      | 3.5000%  | 0.0000% | $3297362.46        | $3053409.30        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5156 | 2052-11-01      | 6.5000%  | 0.0000% | $509969.89         | $541040.65         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5462 | 2053-01-01      | 5.5000%  | 0.0000% | $490717.77         | $503623.81         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5892 | 2053-03-01      | 4.5000%  | 0.0000% | $522569.18         | $515043.14         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7197 | 2053-07-01      | 5.5000%  | 0.0000% | $7598821.68        | $7742312.76        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6704 | 2053-07-01      | 6.5000%  | 0.0000% | $11432234.61       | $12209234.06       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ0814 | 2045-07-01      | 3.5000%  | 0.0000% | $784524.94         | $746284.58         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3022 | 2032-09-01      | 3.5000%  | 0.0000% | $2737.03           | $2729.61           | Agency Mortgage-Backed Securities |

### Security 255: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 910QDQ001, C.3 - LEI: N/A, C.5 - Other ID: 910QDQ001_4.25_1124
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-11-24
- **C.12 - Maturity Date (WAL):** 2025-11-24
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.500 CT257125 | 2028-03-01      | 5.5000%  | 0.0000% | $234733.86         | $238356.58         | Agency Mortgage-Backed Securities |
| FNMS 06.500 ZL310048 | 2038-02-01      | 6.5000%  | 0.0000% | $1171.04           | $1250.14           | Agency Mortgage-Backed Securities |
| FNMS 05.800 ML386641 | 2033-12-01      | 5.8000%  | 0.0000% | $58322.16          | $58432.41          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL545759 | 2032-07-01      | 6.5000%  | 0.0000% | $1112.12           | $1173.55           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL545762 | 2032-07-01      | 6.5000%  | 0.0000% | $1082.88           | $1138.34           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL596629 | 2031-08-01      | 6.5000%  | 0.0000% | $724.83            | $753.23            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAL0808 | 2040-05-01      | 6.5000%  | 0.0000% | $28350.02          | $30226.86          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAL1704 | 2040-05-01      | 6.5000%  | 0.0000% | $25009.94          | $26664.91          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL5734 | 2029-09-01      | 3.5000%  | 0.0000% | $4813.89           | $4784.92           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL5760 | 2044-09-01      | 4.0000%  | 0.0000% | $181090.15         | $178035.77         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL6307 | 2045-02-01      | 4.5000%  | 0.0000% | $4425.50           | $4452.83           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL7206 | 2045-08-01      | 4.0000%  | 0.0000% | $13698.05          | $13332.74          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL9238 | 2041-10-01      | 3.0000%  | 0.0000% | $18458.49          | $17234.41          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0110 | 2048-11-01      | 3.5000%  | 0.0000% | $64255310.38       | $60695352.02       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0181 | 2053-07-01      | 5.5000%  | 0.0000% | $7228742.28        | $7370738.87        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA0659 | 2052-05-01      | 2.0000%  | 0.0000% | $377129.56         | $311850.94         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1167 | 2054-04-01      | 5.0000%  | 0.0000% | $2346851.19        | $2368699.59        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA3035 | 2052-02-01      | 2.0000%  | 0.0000% | $14591508.85       | $11987532.51       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAS4953 | 2030-05-01      | 3.0000%  | 0.0000% | $2326.92           | $2289.32           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAS6269 | 2030-12-01      | 2.5000%  | 0.0000% | $13077.43          | $12685.80          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5629 | 2045-08-01      | 3.5000%  | 0.0000% | $1094.45           | $1040.65           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7238 | 2046-05-01      | 3.0000%  | 0.0000% | $9271.39           | $8485.51           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTAS9543 | 2037-05-01      | 3.5000%  | 0.0000% | $602503.53         | $584813.82         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAV2359 | 2044-01-01      | 4.0000%  | 0.0000% | $17353.59          | $17044.70          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAV6139 | 2029-01-01      | 3.5000%  | 0.0000% | $1245.47           | $1232.77           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAW0744 | 2044-03-01      | 4.5000%  | 0.0000% | $879.79            | $873.26            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL745257 | 2036-01-01      | 6.0000%  | 0.0000% | $1027.20           | $1088.81           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL805466 | 2034-12-01      | 4.5000%  | 0.0000% | $4663.18           | $4641.26           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM3796 | 2048-10-01      | 4.5000%  | 0.0000% | $201237.15         | $201333.14         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM7148 | 2036-02-01      | 3.5000%  | 0.0000% | $961292.64         | $938909.58         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6342 | 2036-02-01      | 2.0000%  | 0.0000% | $42084.21          | $38878.52          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6518 | 2036-03-01      | 2.0000%  | 0.0000% | $872296.21         | $805850.50         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6578 | 2036-01-01      | 2.0000%  | 0.0000% | $28258.14          | $26193.20          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM6699 | 2048-11-01      | 4.0000%  | 0.0000% | $593397.54         | $576789.13         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFM6990 | 2040-08-01      | 3.0000%  | 0.0000% | $30091.67          | $28146.85          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFM8066 | 2041-07-01      | 2.0000%  | 0.0000% | $14386171.44       | $12593894.26       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM8073 | 2036-07-01      | 3.0000%  | 0.0000% | $45144.37          | $43508.79          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM7323 | 2047-07-01      | 5.0000%  | 0.0000% | $1104756.29        | $1140542.29        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7502 | 2050-06-01      | 3.5000%  | 0.0000% | $328904.33         | $307437.95         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7595 | 2036-06-01      | 2.0000%  | 0.0000% | $33489.17          | $30973.68          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7862 | 2036-05-01      | 2.0000%  | 0.0000% | $526042.32         | $486666.30         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM9939 | 2052-01-01      | 4.0000%  | 0.0000% | $1320147.39        | $1264494.38        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1501 | 2051-08-01      | 4.0000%  | 0.0000% | $3188244.37        | $3085992.06        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB8639 | 2054-07-01      | 7.0000%  | 0.0000% | $85388.99          | $90305.63          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB9833 | 2054-10-01      | 5.5000%  | 0.0000% | $1259731.08        | $1300793.69        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC1003 | 2054-08-01      | 6.0000%  | 0.0000% | $1000261.96        | $1043819.37        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC1433 | 2054-08-01      | 5.0000%  | 0.0000% | $3891470.56        | $3919075.35        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC3469 | 2054-09-01      | 6.5000%  | 0.0000% | $254170.49         | $269729.96         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDC6059 | 2054-11-01      | 7.5000%  | 0.0000% | $671530.51         | $717478.65         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD0260 | 2055-01-01      | 5.0000%  | 0.0000% | $1914524.10        | $1932412.77        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2674 | 2055-04-01      | 6.0000%  | 0.0000% | $1195099.36        | $1254152.80        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD2692 | 2055-05-01      | 5.0000%  | 0.0000% | $117304.90         | $117384.28         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD4560 | 2055-04-01      | 7.0000%  | 0.0000% | $1981026.18        | $2124577.94        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4788 | 2055-02-01      | 6.0000%  | 0.0000% | $1317494.39        | $1380002.91        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6107 | 2055-06-01      | 6.0000%  | 0.0000% | $1034219.40        | $1077076.42        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDD6614 | 2040-06-01      | 6.0000%  | 0.0000% | $1260709.68        | $1316681.41        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0104 | 2055-06-01      | 6.0000%  | 0.0000% | $5491098.66        | $5753523.76        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS4194 | 2052-01-01      | 2.5000%  | 0.0000% | $42470.20          | $36510.08          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS4290 | 2052-02-01      | 4.0000%  | 0.0000% | $1211254.34        | $1160640.05        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS7902 | 2053-12-01      | 6.5000%  | 0.0000% | $356456.65         | $372865.66         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8210 | 2054-05-01      | 6.0000%  | 0.0000% | $24609.52          | $25759.52          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS9203 | 2054-09-01      | 6.0000%  | 0.0000% | $8334719.64        | $8577726.72        | Agency Mortgage-Backed Securities |
| FNMS 03.000 ZLFP0012 | 2051-08-25      | 3.0000%  | 0.0000% | $649535.21         | $589212.87         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE2770 | 2040-06-01      | 6.0000%  | 0.0000% | $1896277.24        | $1972862.19        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE3101 | 2055-08-01      | 6.5000%  | 0.0000% | $2206758.95        | $2341856.00        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3152 | 2055-06-01      | 6.0000%  | 0.0000% | $1587046.07        | $1661445.20        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE4568 | 2055-08-01      | 5.0000%  | 0.0000% | $1076083.27        | $1078274.89        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE4634 | 2040-08-01      | 5.5000%  | 0.0000% | $1244106.00        | $1283193.73        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE4716 | 2055-07-01      | 6.0000%  | 0.0000% | $1644740.84        | $1731887.44        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE4710 | 2055-07-01      | 6.5000%  | 0.0000% | $1344307.68        | $1430289.16        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE4715 | 2055-07-01      | 6.0000%  | 0.0000% | $2787949.79        | $2928866.71        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE4737 | 2040-07-01      | 5.5000%  | 0.0000% | $1276586.12        | $1315855.61        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE4763 | 2055-07-01      | 5.0000%  | 0.0000% | $3907277.17        | $3911437.12        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE5046 | 2055-09-01      | 6.5000%  | 0.0000% | $1177853.30        | $1247521.76        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDE6384 | 2040-08-01      | 4.5000%  | 0.0000% | $4080364.70        | $4092752.68        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9697 | 2055-09-01      | 5.5000%  | 0.0000% | $8707607.65        | $8887187.55        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF0669 | 2055-09-01      | 6.5000%  | 0.0000% | $2583861.29        | $2726303.54        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1800 | 2055-10-01      | 5.5000%  | 0.0000% | $4748978.00        | $4835976.11        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDA8101 | 2054-01-01      | 7.5000%  | 0.0000% | $347988.54         | $371212.25         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL889313 | 2037-10-01      | 6.5000%  | 0.0000% | $1133.91           | $1197.65           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL889974 | 2035-09-01      | 5.0000%  | 0.0000% | $8104.87           | $8233.10           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL918370 | 2037-05-01      | 5.5000%  | 0.0000% | $6375.75           | $6667.08           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAA9346 | 2039-08-01      | 4.5000%  | 0.0000% | $9304.23           | $9419.00           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAA9592 | 2039-01-01      | 6.0000%  | 0.0000% | $64315.50          | $67447.66          | Agency Mortgage-Backed Securities |
| FNMS 05.500 GLAB0460 | 2037-02-01      | 5.5000%  | 0.0000% | $2551.27           | $2615.82           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAB2171 | 2041-02-01      | 4.0000%  | 0.0000% | $81708.33          | $80330.35          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB4297 | 2042-01-01      | 3.5000%  | 0.0000% | $1566.47           | $1503.11           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB7615 | 2043-01-01      | 3.5000%  | 0.0000% | $1214323.60        | $1160063.57        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB9567 | 2043-06-01      | 3.5000%  | 0.0000% | $35429.76          | $33850.54          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA1524 | 2043-07-01      | 3.0000%  | 0.0000% | $64033.42          | $59519.45          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CJMA2308 | 2030-06-01      | 2.5000%  | 0.0000% | $2304.65           | $2228.65           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3182 | 2047-11-01      | 3.5000%  | 0.0000% | $2366.72           | $2234.24           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3467 | 2048-09-01      | 4.0000%  | 0.0000% | $1492.97           | $1444.27           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3442 | 2048-08-01      | 3.5000%  | 0.0000% | $3467.35           | $3251.76           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4418 | 2036-09-01      | 2.0000%  | 0.0000% | $1022408.31        | $944487.16         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4032 | 2050-04-01      | 5.5000%  | 0.0000% | $207027.35         | $214600.27         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH4092 | 2047-10-01      | 4.5000%  | 0.0000% | $131449.36         | $130961.56         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM3040 | 2045-01-01      | 4.0000%  | 0.0000% | $1451.02           | $1416.72           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBM4681 | 2044-05-01      | 5.5000%  | 0.0000% | $768.40            | $805.34            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBM5201 | 2048-12-01      | 5.5000%  | 0.0000% | $283267.81         | $294391.83         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5477 | 2049-02-01      | 4.5000%  | 0.0000% | $162833.05         | $162194.75         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM5538 | 2048-11-01      | 5.0000%  | 0.0000% | $923251.31         | $941837.90         | Agency Mortgage-Backed Securities |
| FNMS 03.000 REBO0316 | 2049-05-01      | 3.0000%  | 0.0000% | $38081.76          | $34928.70          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO2878 | 2049-11-01      | 3.0000%  | 0.0000% | $470051.94         | $423506.93         | Agency Mortgage-Backed Securities |
| FNMS 02.500 REBP1583 | 2050-02-01      | 2.5000%  | 0.0000% | $100520.68         | $86874.33          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBQ0538 | 2050-09-01      | 2.5000%  | 0.0000% | $343948.74         | $295018.02         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBQ2382 | 2035-09-01      | 2.0000%  | 0.0000% | $72086.42          | $66821.99          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5352 | 2054-05-01      | 5.0000%  | 0.0000% | $33363.57          | $33398.82          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5353 | 2054-05-01      | 5.5000%  | 0.0000% | $3217989.96        | $3270244.75        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5191 | 2053-11-01      | 6.0000%  | 0.0000% | $2246.53           | $2314.44           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA5516 | 2039-09-01      | 4.0000%  | 0.0000% | $236111.43         | $233326.10         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5590 | 2040-01-01      | 5.0000%  | 0.0000% | $5014.11           | $5087.04           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5635 | 2055-02-01      | 3.5000%  | 0.0000% | $32157971.87       | $29778753.61       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5792 | 2055-08-01      | 5.5000%  | 0.0000% | $11155381.95       | $11328885.32       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5830 | 2040-09-01      | 5.5000%  | 0.0000% | $153032394.50      | $157088263.00      | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLMA5872 | 2055-10-01      | 7.5000%  | 0.0000% | $1077853.36        | $1149740.78        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5879 | 2055-10-01      | 5.5000%  | 0.0000% | $16368331.00       | $16624877.30       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBQ7435 | 2051-09-01      | 2.5000%  | 0.0000% | $87883.51          | $75247.03          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBU5193 | 2039-12-01      | 5.5000%  | 0.0000% | $1191181.16        | $1232577.48        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLBV6016 | 2055-09-01      | 7.5000%  | 0.0000% | $2333513.69        | $2490937.19        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIBX8612 | 2038-03-01      | 4.5000%  | 0.0000% | $66658.03          | $66957.72          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY3023 | 2053-06-01      | 5.5000%  | 0.0000% | $95234.16          | $96899.17          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY4223 | 2053-06-01      | 5.5000%  | 0.0000% | $18648.54          | $18987.80          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CNMA5901 | 2035-10-01      | 5.5000%  | 0.0000% | $3373665.00        | $3462828.72        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAE0823 | 2040-09-01      | 6.0000%  | 0.0000% | $9403.64           | $9964.85           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAE0115 | 2035-12-01      | 5.5000%  | 0.0000% | $1606.70           | $1659.24           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAE0996 | 2041-02-01      | 4.0000%  | 0.0000% | $18936.35          | $18652.18          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA0250 | 2032-05-01      | 3.0000%  | 0.0000% | $30494.70          | $29783.20          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA1877 | 2048-06-01      | 4.0000%  | 0.0000% | $20960389.44       | $20501363.89       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2047 | 2048-07-01      | 4.5000%  | 0.0000% | $72233.78          | $71965.72          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2472 | 2048-10-01      | 4.0000%  | 0.0000% | $272123.86         | $263185.49         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2482 | 2048-10-01      | 4.5000%  | 0.0000% | $39406.72          | $39315.30          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA4125 | 2049-08-01      | 4.0000%  | 0.0000% | $323358.44         | $313198.31         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA4823 | 2049-12-01      | 4.0000%  | 0.0000% | $140219.50         | $135638.72         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA7696 | 2050-11-01      | 1.5000%  | 0.0000% | $102634.14         | $79656.92          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA7956 | 2035-11-01      | 2.5000%  | 0.0000% | $2697225.80        | $2550966.93        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8950 | 2051-02-01      | 2.5000%  | 0.0000% | $304354.86         | $263196.75         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8779 | 2051-02-01      | 2.0000%  | 0.0000% | $810051.82         | $664375.07         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB3000 | 2051-12-01      | 2.0000%  | 0.0000% | $13948.15          | $11388.76          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3026 | 2052-03-01      | 3.5000%  | 0.0000% | $67116.32          | $62230.03          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4948 | 2052-10-01      | 5.0000%  | 0.0000% | $10746132.46       | $10948983.63       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6721 | 2053-07-01      | 4.5000%  | 0.0000% | $1482146.64        | $1458550.87        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB7218 | 2053-10-01      | 5.0000%  | 0.0000% | $3038404.27        | $3049545.08        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7738 | 2054-01-01      | 6.5000%  | 0.0000% | $41692.78          | $43381.49          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8772 | 2054-06-01      | 6.0000%  | 0.0000% | $1139964.18        | $1176693.83        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAX9585 | 2045-03-01      | 3.5000%  | 0.0000% | $85482.00          | $81492.87          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAY7608 | 2045-04-01      | 2.5000%  | 0.0000% | $156735.34         | $137936.71         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS0910 | 2043-11-01      | 4.5000%  | 0.0000% | $82296.77          | $82770.80          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9418 | 2054-11-01      | 6.5000%  | 0.0000% | $58219464.46       | $60601378.02       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM1082 | 2031-09-01      | 3.0000%  | 0.0000% | $15302.05          | $15078.49          | Agency Mortgage-Backed Securities |

### 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: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1002303112.65
- **C.18.a - Value (excl. sponsor support):** $1002303112.65
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 257: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $347077500.00
- **C.18.a - Value (excl. sponsor support):** $347077500.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $18786745.90
- **C.18.a - Value (excl. sponsor support):** $18786745.90
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 259: 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: N/A
- **C.18 - Value (incl. sponsor support):** $276065946.80
- **C.18.a - Value (excl. sponsor support):** $276065946.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **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 260: 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: N/A
- **C.18 - Value (incl. sponsor support):** $319512319.75
- **C.18.a - Value (excl. sponsor support):** $319512319.75
- **C.19 - Percentage of Net Assets:** 0.2300%
- **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 261: 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: N/A
- **C.18 - Value (incl. sponsor support):** $343239865.50
- **C.18.a - Value (excl. sponsor support):** $343239865.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **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 262: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QQ3, C.4 - ISIN: US912797QQ39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $724222031.50
- **C.18.a - Value (excl. sponsor support):** $724222031.50
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-13
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 263: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QR1, C.4 - ISIN: US912797QR12, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1447338148.00
- **C.18.a - Value (excl. sponsor support):** $1447338148.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 264: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $597996882.00
- **C.18.a - Value (excl. sponsor support):** $597996882.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 265: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1344473707.50
- **C.18.a - Value (excl. sponsor support):** $1344473707.50
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1639444818.00
- **C.18.a - Value (excl. sponsor support):** $1639444818.00
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 267: 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: N/A
- **C.18 - Value (incl. sponsor support):** $195059978.00
- **C.18.a - Value (excl. sponsor support):** $195059978.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **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 268: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1623661961.70
- **C.18.a - Value (excl. sponsor support):** $1623661961.70
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 269: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $645034357.50
- **C.18.a - Value (excl. sponsor support):** $645034357.50
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 270: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RN9, C.4 - ISIN: US912797RN98, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $609414778.20
- **C.18.a - Value (excl. sponsor support):** $609414778.20
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 271: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RP4, C.4 - ISIN: US912797RP47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1946854806.00
- **C.18.a - Value (excl. sponsor support):** $1946854806.00
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 272: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RQ2, C.4 - ISIN: US912797RQ20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1077439860.00
- **C.18.a - Value (excl. sponsor support):** $1077439860.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 273: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1400612550.30
- **C.18.a - Value (excl. sponsor support):** $1400612550.30
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 274: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RW9, C.4 - ISIN: US912797RW97, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $996144700.00
- **C.18.a - Value (excl. sponsor support):** $996144700.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 275: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1791718200.00
- **C.18.a - Value (excl. sponsor support):** $1791718200.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 276: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RY5, C.4 - ISIN: US912797RY53, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2178206543.40
- **C.18.a - Value (excl. sponsor support):** $2178206543.40
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-23
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 277: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RZ2, C.4 - ISIN: US912797RZ29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $496950895.00
- **C.18.a - Value (excl. sponsor support):** $496950895.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 278: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SH1, C.4 - ISIN: US912797SH12, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $644243255.50
- **C.18.a - Value (excl. sponsor support):** $644243255.50
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-27
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 279: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1000301990.10
- **C.18.a - Value (excl. sponsor support):** $1000301990.10
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 280: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $343841683.50
- **C.18.a - Value (excl. sponsor support):** $343841683.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **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 281: 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: N/A
- **C.18 - Value (incl. sponsor support):** $1079882914.00
- **C.18.a - Value (excl. sponsor support):** $1079882914.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **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 282: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1236183200.00
- **C.18.a - Value (excl. sponsor support):** $1236183200.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 283: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SS7, C.4 - ISIN: US912797SS76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1383455654.00
- **C.18.a - Value (excl. sponsor support):** $1383455654.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 284: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $641915852.50
- **C.18.a - Value (excl. sponsor support):** $641915852.50
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **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 285: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128285T3, C.4 - ISIN: US9128285T35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $159654225.60
- **C.18.a - Value (excl. sponsor support):** $159654225.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 286: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $197500976.00
- **C.18.a - Value (excl. sponsor support):** $197500976.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 287: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $740800174.25
- **C.18.a - Value (excl. sponsor support):** $740800174.25
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 288: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $928440932.80
- **C.18.a - Value (excl. sponsor support):** $928440932.80
- **C.19 - Percentage of Net Assets:** 0.6600%
- **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 289: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $906350935.20
- **C.18.a - Value (excl. sponsor support):** $906350935.20
- **C.19 - Percentage of Net Assets:** 0.6400%
- **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 290: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1530518433.60
- **C.18.a - Value (excl. sponsor support):** $1530518433.60
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 291: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $786541599.55
- **C.18.a - Value (excl. sponsor support):** $786541599.55
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **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 292: 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: N/A
- **C.18 - Value (incl. sponsor support):** $146368653.00
- **C.18.a - Value (excl. sponsor support):** $146368653.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 293: 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: N/A
- **C.18 - Value (incl. sponsor support):** $229018514.45
- **C.18.a - Value (excl. sponsor support):** $229018514.45
- **C.19 - Percentage of Net Assets:** 0.1600%
- **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 294: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGA3, C.4 - ISIN: US91282CGA36, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $300005658.00
- **C.18.a - Value (excl. sponsor support):** $300005658.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-12-15
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 295: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGE5, C.4 - ISIN: US91282CGE57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $139980859.20
- **C.18.a - Value (excl. sponsor support):** $139980859.20
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 296: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGV7, C.4 - ISIN: US91282CGV72, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $339873829.40
- **C.18.a - Value (excl. sponsor support):** $339873829.40
- **C.19 - Percentage of Net Assets:** 0.2400%
- **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 297: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 3.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $409587597.40
- **C.18.a - Value (excl. sponsor support):** $409587597.40
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHH7, C.4 - ISIN: US91282CHH79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $491153224.80
- **C.18.a - Value (excl. sponsor support):** $491153224.80
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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 299: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHM6, C.4 - ISIN: US91282CHM64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $894297899.00
- **C.18.a - Value (excl. sponsor support):** $894297899.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJL6, C.4 - ISIN: US91282CJL63, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100056544.00
- **C.18.a - Value (excl. sponsor support):** $100056544.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: N/A, C.5 - Other ID: 91282CJS1_4.25_1231
- **C.18 - Value (incl. sponsor support):** $870483920.10
- **C.18.a - Value (excl. sponsor support):** $870483920.10
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 302: United States Treasury Floating Rate Note - When Issued

- **C.1 - Title:** United States Treasury Floating Rate Note - When Issued 4.010500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $730104470.30
- **C.18.a - Value (excl. sponsor support):** $730104470.30
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 303: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $401076564.00
- **C.18.a - Value (excl. sponsor support):** $401076564.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **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 304: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $401981248.00
- **C.18.a - Value (excl. sponsor support):** $401981248.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **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 305: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.915500%
- **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):** $299941782.00
- **C.18.a - Value (excl. sponsor support):** $299941782.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 306: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $688578857.85
- **C.18.a - Value (excl. sponsor support):** $688578857.85
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $582452541.60
- **C.18.a - Value (excl. sponsor support):** $582452541.60
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 308: 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: N/A
- **C.18 - Value (incl. sponsor support):** $331929967.92
- **C.18.a - Value (excl. sponsor support):** $331929967.92
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 309: 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: N/A
- **C.18 - Value (incl. sponsor support):** $199537500.00
- **C.18.a - Value (excl. sponsor support):** $199537500.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **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 310: 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: N/A
- **C.18 - Value (incl. sponsor support):** $658553820.40
- **C.18.a - Value (excl. sponsor support):** $658553820.40
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 311: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.863500%
- **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):** $519449647.60
- **C.18.a - Value (excl. sponsor support):** $519449647.60
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 312: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.925500%
- **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):** $99971349.00
- **C.18.a - Value (excl. sponsor support):** $99971349.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 313: VSL Property Holdings AB LLC

- **C.1 - Title:** VSL Property Holdings AB LLC 4.250000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 918299AA6, C.4 - ISIN: US918299AA68, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $17400000.00
- **C.18.a - Value (excl. sponsor support):** $17400000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2054-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 314: VPM Linden Manor LP

- **C.1 - Title:** VPM Linden Manor LP 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 918301AA0, C.4 - ISIN: US918301AA07, C.3 - LEI: 254900MPQV0YPKYV8588
- **C.18 - Value (incl. sponsor support):** $15200000.00
- **C.18.a - Value (excl. sponsor support):** $15200000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2060-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 315: Vickie Bice Life Insurance Trust

- **C.1 - Title:** Vickie Bice Life Insurance Trust 4.250000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 92571RAA4, C.4 - ISIN: US92571RAA41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6550000.00
- **C.18.a - Value (excl. sponsor support):** $6550000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2046-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 316: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. 4.160000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 926SBP003, C.3 - LEI: 9845005D9C6BAA10BK72, C.5 - Other ID: 926SBP003_4.16_1103
- **C.18 - Value (incl. sponsor support):** $2000000000.06
- **C.18.a - Value (excl. sponsor support):** $2000000000.06
- **C.19 - Percentage of Net Assets:** 1.4100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  | 0.0000% | $50000000.00       | $52090820.44       | U.S. Treasuries (including strips) |
| T 4 3/8 12/31/29 | 2029-12-31      | 4.3750%  | 0.0000% | $3400000.00        | $3542175.79        | U.S. Treasuries (including strips) |
| T 4 5/8 02/15/35 | 2035-02-15      | 4.6250%  | 0.0000% | $27300000.00       | $28751912.11       | U.S. Treasuries (including strips) |
| T 4 5/8 02/15/35 | 2035-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $52659179.69       | U.S. Treasuries (including strips) |
| T 4 03/31/30     | 2030-03-31      | 4.0000%  | 0.0000% | $50000000.00       | $50819335.94       | U.S. Treasuries (including strips) |
| T 4 03/31/30     | 2030-03-31      | 4.0000%  | 0.0000% | $50000000.00       | $50819335.94       | U.S. Treasuries (including strips) |
| T 4 04/30/32     | 2032-04-30      | 4.0000%  | 0.0000% | $17900000.00       | $18056275.44       | U.S. Treasuries (including strips) |
| T 3 5/8 08/15/28 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50428710.69       | U.S. Treasuries (including strips) |
| T 3 5/8 08/15/28 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50428710.69       | U.S. Treasuries (including strips) |
| T 3 5/8 08/15/28 | 2028-08-15      | 3.6250%  | 0.0000% | $41000000.00       | $41351542.76       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  | 0.0000% | $21000000.00       | $19774863.39       | U.S. Treasuries (including strips) |
| T 4 1/4 08/15/54 | 2054-08-15      | 4.2500%  | 0.0000% | $50000000.00       | $47083008.06       | U.S. Treasuries (including strips) |
| T 4 5/8 02/15/55 | 2055-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $50135742.19       | U.S. Treasuries (including strips) |
| T 4 5/8 02/15/55 | 2055-02-15      | 4.6250%  | 0.0000% | $45000000.00       | $45122167.97       | U.S. Treasuries (including strips) |
| T 4 3/4 05/15/55 | 2055-05-15      | 4.7500%  | 0.0000% | $34000000.00       | $35201289.06       | U.S. Treasuries (including strips) |
| T 4 3/4 05/15/55 | 2055-05-15      | 4.7500%  | 0.0000% | $50000000.00       | $51766601.56       | U.S. Treasuries (including strips) |
| T 4 3/4 05/15/55 | 2055-05-15      | 4.7500%  | 0.0000% | $50000000.00       | $51766601.56       | U.S. Treasuries (including strips) |
| T 4 3/4 05/15/55 | 2055-05-15      | 4.7500%  | 0.0000% | $50000000.00       | $51766601.56       | U.S. Treasuries (including strips) |
| T 1 5/8 02/15/26 | 2026-02-15      | 1.6250%  | 0.0000% | $20000000.00       | $19941601.53       | U.S. Treasuries (including strips) |
| T 1 5/8 08/15/29 | 2029-08-15      | 1.6250%  | 0.0000% | $21930000.00       | $20480135.69       | U.S. Treasuries (including strips) |
| T 1 5/8 10/31/26 | 2026-10-31      | 1.6250%  | 0.0000% | $25000000.00       | $24490722.72       | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  | 0.0000% | $37000000.00       | $32061367.28       | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  | 0.0000% | $28500000.00       | $26261748.05       | U.S. Treasuries (including strips) |
| T 4 1/8 08/15/53 | 2053-08-15      | 4.1250%  | 0.0000% | $50000000.00       | $46073242.19       | U.S. Treasuries (including strips) |
| T 4 1/8 08/15/53 | 2053-08-15      | 4.1250%  | 0.0000% | $50000000.00       | $46073242.19       | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43    | 2043-08-15      | 4.3750%  | 0.0000% | $50000000.00       | $49108398.44       | U.S. Treasuries (including strips) |
| T 6 02/15/26     | 2026-02-15      | 6.0000%  | 0.0000% | $5653000.00        | $5755460.65        | U.S. Treasuries (including strips) |
| T 4 5/8 02/15/40 | 2040-02-15      | 4.6250%  | 0.0000% | $34000000.00       | $35118945.23       | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  | 0.0000% | $37000000.00       | $33699628.91       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48    | 2048-05-15      | 3.1250%  | 0.0000% | $23360000.00       | $18542912.56       | U.S. Treasuries (including strips) |
| T 4 1/4 06/30/29 | 2029-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51758789.06       | U.S. Treasuries (including strips) |
| T 4 1/4 06/30/29 | 2029-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51758789.06       | U.S. Treasuries (including strips) |
| T 4 1/4 06/30/29 | 2029-06-30      | 4.2500%  | 0.0000% | $16203000.00       | $16772953.18       | U.S. Treasuries (including strips) |
| T 4 1/4 06/30/29 | 2029-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51758789.06       | U.S. Treasuries (including strips) |
| T 4 1/4 06/30/29 | 2029-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51758789.06       | U.S. Treasuries (including strips) |
| T 4 1/4 06/30/29 | 2029-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51758789.06       | U.S. Treasuries (including strips) |
| T 4 1/4 06/30/29 | 2029-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51758789.06       | U.S. Treasuries (including strips) |
| T 4 1/8 07/31/31 | 2031-07-31      | 4.1250%  | 0.0000% | $24000000.00       | $24672656.19       | U.S. Treasuries (including strips) |
| T 4 1/8 11/30/31 | 2031-11-30      | 4.1250%  | 0.0000% | $21500000.00       | $22230664.06       | U.S. Treasuries (including strips) |
| T 3 1/2 04/30/30 | 2030-04-30      | 3.5000%  | 0.0000% | $50000000.00       | $49627929.44       | U.S. Treasuries (including strips) |
| T 3 1/2 04/30/30 | 2030-04-30      | 3.5000%  | 0.0000% | $50000000.00       | $49627929.44       | U.S. Treasuries (including strips) |
| T 3 1/2 04/30/30 | 2030-04-30      | 3.5000%  | 0.0000% | $50000000.00       | $49627929.44       | U.S. Treasuries (including strips) |
| T 3 1/2 04/30/30 | 2030-04-30      | 3.5000%  | 0.0000% | $50000000.00       | $49627929.44       | U.S. Treasuries (including strips) |
| T 3 1/2 04/30/30 | 2030-04-30      | 3.5000%  | 0.0000% | $427000.00         | $423822.52         | U.S. Treasuries (including strips) |
| T 3 1/2 04/30/30 | 2030-04-30      | 3.5000%  | 0.0000% | $50000000.00       | $49627929.44       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28  | 2028-05-31      | 3.6250%  | 0.0000% | $15000000.00       | $15242871.13       | U.S. Treasuries (including strips) |
| T 4 06/30/28     | 2028-06-30      | 4.0000%  | 0.0000% | $7670000.00        | $7853510.78        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  | 0.0000% | $50000000.00       | $52887695.31       | U.S. Treasuries (including strips) |
| T 4 1/2 11/15/33 | 2033-11-15      | 4.5000%  | 0.0000% | $50000000.00       | $52887695.31       | U.S. Treasuries (including strips) |
| T 4 1/2 11/15/33 | 2033-11-15      | 4.5000%  | 0.0000% | $26393000.00       | $27917298.85       | U.S. Treasuries (including strips) |
| T 4 3/8 11/30/30 | 2030-11-30      | 4.3750%  | 0.0000% | $6000000.00        | $6290507.78        | U.S. Treasuries (including strips) |
| T 0 1/2 06/30/27 | 2027-06-30      | 0.5000%  | 0.0000% | $41000000.00       | $39031679.79       | U.S. Treasuries (including strips) |
| T 1 1/8 02/15/31 | 2031-02-15      | 1.1250%  | 0.0000% | $50000000.00       | $44010742.31       | U.S. Treasuries (including strips) |
| T 1 1/8 02/15/31 | 2031-02-15      | 1.1250%  | 0.0000% | $50000000.00       | $44010742.31       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  | 0.0000% | $20000000.00       | $18032421.93       | U.S. Treasuries (including strips) |

### Security 317: MUFG Securities CA

- **C.1 - Title:** MUFG Securities CA 4.030000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933USN006, C.3 - LEI: N/A, C.5 - Other ID: 933USN006_4.03_1211
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 SP 785550 C     | 2051-07-20      | 4.0000%  | 0.0000% | $7535079.30        | $7133409.34        | Agency Mortgage-Backed Securities  |
| GNII SP 785676 C     | 2051-10-20      | 3.5000%  | 0.0000% | $5118659.21        | $4744007.48        | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H03116 G | 2037-07-01      | 5.5000%  | 0.0000% | $109.12            | $111.53            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL5161 | 2044-03-01      | 4.0000%  | 0.0000% | $693.51            | $680.31            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL8000 | 2045-12-01      | 4.0000%  | 0.0000% | $1152.50           | $1132.28           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN7661 | 2027-12-01      | 3.0300%  | 0.0000% | $171781.64         | $168925.08         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO3000 | 2042-05-01      | 4.0000%  | 0.0000% | $96.70             | $95.10             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA0723 | 2052-03-01      | 2.0000%  | 0.0000% | $11994518.40       | $9972682.40        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA1109 | 2055-02-01      | 4.5000%  | 0.0000% | $1211.98           | $1192.18           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2005 | 2055-06-01      | 5.0000%  | 0.0000% | $2033.52           | $2043.08           | Agency Mortgage-Backed Securities  |
| GNII SF MB0259 M     | 2055-03-20      | 5.5000%  | 0.0000% | $1955.40           | $1983.12           | Agency Mortgage-Backed Securities  |
| GNII SF MB0366 M     | 2055-05-20      | 5.5000%  | 0.0000% | $3338817.76        | $3385472.18        | Agency Mortgage-Backed Securities  |
| GNAR AF MB0494 M     | 2055-07-20      | 4.5000%  | 0.0000% | $44633665.80       | $44719808.77       | Agency Mortgage-Backed Securities  |
| FMAR 1B8894 G        | 2041-10-01      | 6.8060%  | 0.0000% | $531.77            | $555.75            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS3641 | 2044-10-01      | 4.0000%  | 0.0000% | $464.33            | $456.17            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6353 | 2045-12-01      | 4.0000%  | 0.0000% | $259.66            | $254.83            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7864 | 2046-09-01      | 3.5000%  | 0.0000% | $12799228.96       | $12154745.12       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS8373 | 2046-11-01      | 4.0000%  | 0.0000% | $2449.30           | $2396.40           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAS9193 | 2044-10-01      | 4.0000%  | 0.0000% | $129.52            | $126.88            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735475 | 2038-03-01      | 4.4970%  | 0.0000% | $33.23             | $33.00             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM4517 | 2035-10-01      | 2.0000%  | 0.0000% | $2021.91           | $1874.23           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9443 | 2051-10-01      | 2.5000%  | 0.0000% | $18409324.01       | $15768862.39       | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CTFS0316 | 2041-11-01      | 1.5000%  | 0.0000% | $1810.66           | $1536.31           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS0713 | 2050-03-01      | 4.5000%  | 0.0000% | $21974319.46       | $21892640.91       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1734 | 2052-05-01      | 3.5000%  | 0.0000% | $741.39            | $688.82            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1384 | 2052-04-01      | 4.0000%  | 0.0000% | $25287294.95       | $24218232.40       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1428 | 2052-04-01      | 4.0000%  | 0.0000% | $33597090.88       | $32161935.13       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2656 | 2052-08-01      | 4.5000%  | 0.0000% | $24902560.28       | $24619144.24       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3425 | 2052-09-01      | 4.5000%  | 0.0000% | $28274275.76       | $27804922.79       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3709 | 2052-11-01      | 5.0000%  | 0.0000% | $4684.89           | $4712.70           | Agency Mortgage-Backed Securities  |
| GNII SF MA5263 M     | 2048-03-20      | 3.5000%  | 0.0000% | $650.55            | $608.54            | Agency Mortgage-Backed Securities  |
| GNII SF MA6338 M     | 2049-12-20      | 3.0000%  | 0.0000% | $248.60            | $225.11            | Agency Mortgage-Backed Securities  |
| GNII SF MA6473 M     | 2050-02-20      | 2.5000%  | 0.0000% | $239.78            | $209.14            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZJ1073 | 2041-01-01      | 4.0000%  | 0.0000% | $2239653.58        | $2194301.34        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS4936 | 2052-01-01      | 2.5000%  | 0.0000% | $2810756.88        | $2467277.70        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6361 | 2049-06-01      | 3.5000%  | 0.0000% | $843.90            | $793.78            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  | 0.0000% | $37661681.51       | $33554110.22       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7307 | 2052-03-01      | 3.0000%  | 0.0000% | $27646080.53       | $25060453.20       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7395 | 2054-03-01      | 5.5000%  | 0.0000% | $1716.27           | $1745.80           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7595 | 2051-11-01      | 3.0000%  | 0.0000% | $41905588.43       | $38276983.53       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS7798 | 2054-06-01      | 6.0000%  | 0.0000% | $767749.49         | $797527.42         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7956 | 2054-05-01      | 5.5000%  | 0.0000% | $859.48            | $883.37            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS8895 | 2052-04-01      | 3.0000%  | 0.0000% | $9400411.16        | $8371216.54        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS9773 | 2051-12-01      | 4.0000%  | 0.0000% | $25370741.20       | $24478460.68       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9558 | 2054-08-01      | 6.0000%  | 0.0000% | $15042574.64       | $15529367.39       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9690 | 2054-11-01      | 5.0000%  | 0.0000% | $1912.90           | $1929.29           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0585 | 2055-06-01      | 6.0000%  | 0.0000% | $455079.07         | $469043.17         | Agency Mortgage-Backed Securities  |
| GNII SF MA7827 M     | 2052-01-20      | 2.5000%  | 0.0000% | $3672.97           | $3191.46           | Agency Mortgage-Backed Securities  |
| GNII SF MA7828 M     | 2052-01-20      | 3.0000%  | 0.0000% | $345382.33         | $311737.25         | Agency Mortgage-Backed Securities  |
| GNII SF MA7882 M     | 2052-02-20      | 3.0000%  | 0.0000% | $1921518.68        | $1734203.28        | Agency Mortgage-Backed Securities  |
| GNII SF MA8879 M     | 2053-05-20      | 5.5000%  | 0.0000% | $3499.86           | $3570.24           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4522 | 2043-07-01      | 3.0000%  | 0.0000% | $472276.68         | $438985.90         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1684 | 2052-09-01      | 4.5000%  | 0.0000% | $3766209.73        | $3718521.98        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE8009 | 2055-09-01      | 5.0000%  | 0.0000% | $521787.28         | $522261.93         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBC0332 | 2045-12-01      | 4.0000%  | 0.0000% | $2085.66           | $2044.50           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CL890834 | 2048-01-01      | 4.0000%  | 0.0000% | $558.53            | $544.37            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5366 | 2042-06-01      | 3.5000%  | 0.0000% | $10136482.13       | $9732783.21        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA2996 | 2037-05-01      | 3.5000%  | 0.0000% | $876.94            | $851.20            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4387 | 2041-07-01      | 2.0000%  | 0.0000% | $1349.69           | $1184.08           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4398 | 2051-08-01      | 2.0000%  | 0.0000% | $17380214.09       | $14238161.06       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4334 | 2041-05-01      | 2.5000%  | 0.0000% | $809401.62         | $727120.55         | Agency Mortgage-Backed Securities  |
| GNII SF MA8150 M     | 2052-07-20      | 4.0000%  | 0.0000% | $3112.77           | $2983.75           | Agency Mortgage-Backed Securities  |
| GNII SF MA8269 M     | 2052-09-20      | 5.0000%  | 0.0000% | $2995.75           | $3018.02           | Agency Mortgage-Backed Securities  |
| GNII SF MA8571 M     | 2053-01-20      | 6.0000%  | 0.0000% | $3323.52           | $3426.08           | Agency Mortgage-Backed Securities  |
| GNII SF MA8801 M     | 2053-04-20      | 5.5000%  | 0.0000% | $1472.56           | $1501.01           | Agency Mortgage-Backed Securities  |
| GNII SF MA9779 M     | 2054-07-20      | 5.5000%  | 0.0000% | $1966.07           | $1995.75           | Agency Mortgage-Backed Securities  |
| GNII SF MA9105 M     | 2053-07-20      | 5.0000%  | 0.0000% | $31194745.71       | $31309750.35       | Agency Mortgage-Backed Securities  |
| GNII SF MA9423 M     | 2054-01-20      | 5.5000%  | 0.0000% | $1614.58           | $1642.44           | Agency Mortgage-Backed Securities  |
| GNII SF MA9486 M     | 2054-01-20      | 4.5000%  | 0.0000% | $77123208.88       | $75687714.59       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD2364 | 2053-02-01      | 6.5000%  | 0.0000% | $4776602.32        | $5012240.07        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5877 | 2054-07-01      | 5.5000%  | 0.0000% | $11246301.21       | $11630174.95       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6125 | 2053-01-01      | 5.5000%  | 0.0000% | $6314122.22        | $6516826.59        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE5042 | 2046-08-01      | 4.0000%  | 0.0000% | $1781.76           | $1734.06           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0103 | 2056-06-01      | 3.5000%  | 0.0000% | $739.82            | $689.42            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0226 | 2058-01-01      | 3.5000%  | 0.0000% | $898.77            | $827.07            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 R3BF0508 | 2050-06-01      | 2.5000%  | 0.0000% | $546.19            | $465.46            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ9246 | 2048-06-01      | 4.0000%  | 0.0000% | $933.84            | $913.39            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBK8166 | 2035-10-01      | 2.0000%  | 0.0000% | $439.78            | $407.64            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBK8508 | 2050-12-01      | 2.5000%  | 0.0000% | $894720.88         | $769003.95         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL8042 | 2035-09-01      | 1.4600%  | 0.0000% | $32383900.00       | $24495074.02       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM1193 | 2047-05-01      | 4.0000%  | 0.0000% | $475.81            | $465.27            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM1579 | 2047-07-01      | 4.0000%  | 0.0000% | $1258.99           | $1233.45           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM3307 | 2048-01-01      | 4.0000%  | 0.0000% | $277.23            | $271.35            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3289 | 2048-01-01      | 3.5000%  | 0.0000% | $15688502.63       | $14893780.61       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3668 | 2048-03-01      | 3.5000%  | 0.0000% | $10197517.00       | $9617856.15        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5359 | 2048-07-01      | 4.0000%  | 0.0000% | $3447547.43        | $3356740.18        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4560 | 2048-10-01      | 4.5000%  | 0.0000% | $293.15            | $292.99            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5746 | 2049-03-01      | 4.0000%  | 0.0000% | $868.14            | $845.70            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX XYBM6491 | 2032-11-01      | 1.4557%  | 0.0000% | $5910.49           | $4963.37           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO5991 | 2050-01-01      | 4.0000%  | 0.0000% | $3018818.23        | $2923964.94        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO8988 | 2050-02-01      | 3.0000%  | 0.0000% | $211.81            | $192.23            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP7667 | 2050-12-01      | 2.5000%  | 0.0000% | $1926.59           | $1670.00           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4366 | 2041-06-01      | 2.5000%  | 0.0000% | $1186021.31        | $1069107.28        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  | 0.0000% | $2051.05           | $1759.85           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  | 0.0000% | $33334906.61       | $29740403.63       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4632 | 2042-06-01      | 3.0000%  | 0.0000% | $18306610.24       | $17056433.52       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  | 0.0000% | $2581.44           | $2625.61           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  | 0.0000% | $805.81            | $819.60            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  | 0.0000% | $2159020.88        | $2198445.32        | Agency Mortgage-Backed Securities  |
| GNII SF MA9605 M     | 2054-04-20      | 5.5000%  | 0.0000% | $37731.22          | $38356.51          | Agency Mortgage-Backed Securities  |
| GNII SF MA9607 M     | 2054-04-20      | 6.5000%  | 0.0000% | $521.21            | $540.86            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD4386 | 2052-08-01      | 3.0000%  | 0.0000% | $12504383.41       | $11222709.12       | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V81286 G | 2044-07-01      | 4.0000%  | 0.0000% | $4967146.06        | $4845368.19        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q28392 G | 2044-09-01      | 4.0000%  | 0.0000% | $4399690.32        | $4290456.27        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q63763 G | 2049-05-01      | 4.5000%  | 0.0000% | $2175581.19        | $2169576.59        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q44275 G | 2046-11-01      | 3.5000%  | 0.0000% | $3546530.65        | $3357087.99        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q46684 G | 2047-03-01      | 4.0000%  | 0.0000% | $2973837.96        | $2912354.85        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC2508 | 2051-06-01      | 2.5000%  | 0.0000% | $11373256.65       | $9836710.72        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR0994 | 2051-05-01      | 2.5000%  | 0.0000% | $38860157.97       | $33600526.25       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR2807 | 2050-12-01      | 2.5000%  | 0.0000% | $13114809.42       | $11252156.75       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR7215 | 2051-04-01      | 2.5000%  | 0.0000% | $25214402.90       | $21639841.04       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR7223 | 2051-04-01      | 2.5000%  | 0.0000% | $695.87            | $597.37            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR8795 | 2051-05-01      | 2.5000%  | 0.0000% | $1387.26           | $1196.68           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9345 | 2051-05-01      | 2.5000%  | 0.0000% | $12177612.35       | $10595878.51       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9357 | 2051-05-01      | 2.5000%  | 0.0000% | $13418981.20       | $11610147.26       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9718 | 2051-04-01      | 2.5000%  | 0.0000% | $9084333.08        | $7864609.95        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT1339 | 2051-07-01      | 2.5000%  | 0.0000% | $2219.75           | $1897.02           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT3222 | 2051-07-01      | 2.5000%  | 0.0000% | $1527.43           | $1310.56           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 REBT7247 | 2051-09-01      | 2.0000%  | 0.0000% | $1318.37           | $1080.17           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT7954 | 2052-10-01      | 4.5000%  | 0.0000% | $2076.41           | $2041.90           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT8301 | 2052-08-01      | 4.5000%  | 0.0000% | $763.08            | $749.92            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBT9375 | 2051-11-01      | 2.0000%  | 0.0000% | $30428073.43       | $25160811.65       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU2794 | 2051-11-01      | 2.5000%  | 0.0000% | $4183.91           | $3608.38           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU8766 | 2052-04-01      | 3.0000%  | 0.0000% | $3769700.65        | $3410832.69        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV4583 | 2052-04-01      | 3.5000%  | 0.0000% | $821.09            | $761.31            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV7861 | 2052-07-01      | 5.0000%  | 0.0000% | $810.06            | $826.31            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW3665 | 2052-07-01      | 4.0000%  | 0.0000% | $809.46            | $774.51            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3835 | 2052-10-01      | 5.0000%  | 0.0000% | $5328729.72        | $5413758.49        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW4886 | 2053-04-01      | 5.5000%  | 0.0000% | $684.79            | $712.66            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6373 | 2052-08-01      | 5.0000%  | 0.0000% | $1102.65           | $1107.15           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX2816 | 2052-11-01      | 5.0000%  | 0.0000% | $95811.67          | $97527.15          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY3024 | 2053-06-01      | 5.0000%  | 0.0000% | $26504727.85       | $26550492.69       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9764 | 2053-09-01      | 6.5000%  | 0.0000% | $903.84            | $959.63            | Agency Mortgage-Backed Securities  |
| GNII SF CI5859 C     | 2051-12-20      | 3.0000%  | 0.0000% | $832.80            | $756.20            | Agency Mortgage-Backed Securities  |
| GNII SF CK1560 C     | 2051-12-20      | 3.5000%  | 0.0000% | $2005677.86        | $1843853.09        | Agency Mortgage-Backed Securities  |
| GNII SF CK1632 C     | 2052-01-20      | 4.0000%  | 0.0000% | $2538.42           | $2396.58           | Agency Mortgage-Backed Securities  |
| GNII SF CL5007 C     | 2052-01-20      | 4.0000%  | 0.0000% | $4223624.69        | $3987622.62        | Agency Mortgage-Backed Securities  |
| GNII SF MA9964 M     | 2054-10-20      | 5.0000%  | 0.0000% | $28217350.66       | $28286671.30       | Agency Mortgage-Backed Securities  |
| GNII SF CS4481 C     | 2053-08-20      | 6.0000%  | 0.0000% | $2784.38           | $2917.95           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD7878 | 2052-03-01      | 3.0000%  | 0.0000% | $3376555.44        | $3055910.98        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2101 | 2054-08-01      | 5.5000%  | 0.0000% | $6712528.29        | $6872899.54        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4921 | 2051-03-01      | 2.5000%  | 0.0000% | $3848332.80        | $3302755.94        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2051 | 2048-07-01      | 4.5000%  | 0.0000% | $952.67            | $953.67            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2183 | 2048-08-01      | 4.0000%  | 0.0000% | $537.53            | $525.76            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2465 | 2048-10-01      | 4.0000%  | 0.0000% | $705.34            | $690.81            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2486 | 2048-10-01      | 4.5000%  | 0.0000% | $8002366.62        | $8010761.11        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2787 | 2048-12-01      | 4.0000%  | 0.0000% | $10182055.47       | $9918740.73        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6316 | 2050-07-01      | 3.0000%  | 0.0000% | $1829.61           | $1630.85           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8958 | 2051-02-01      | 2.5000%  | 0.0000% | $1029.60           | $883.63            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8527 | 2050-12-01      | 2.5000%  | 0.0000% | $13386447.40       | $11506834.01       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0573 | 2046-05-01      | 2.5000%  | 0.0000% | $1502.16           | $1314.20           | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CICB2580 | 2037-01-01      | 1.5000%  | 0.0000% | $1901.58           | $1714.07           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB2586 | 2037-01-01      | 2.0000%  | 0.0000% | $13624668.43       | $12690747.37       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2347 | 2051-12-01      | 2.0000%  | 0.0000% | $1763403.01        | $1459245.38        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB3641 | 2052-05-01      | 4.5000%  | 0.0000% | $14794886.64       | $14627556.48       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ2100 | 2055-09-01      | 5.5000%  | 0.0000% | $15570812.89       | $15829745.12       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0215 | 2055-01-01      | 5.5000%  | 0.0000% | $47355222.00       | $48651729.03       | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 23-27 21   | 2027-06-01      | 4.0000%  | 0.0000% | $24999000.00       | $25551394.57       | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 23-26 J4   | 2026-04-27      | 4.0000%  | 0.0000% | $14119000.00       | $14131219.21       | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 25-29 F7   | 2029-08-06      | 4.0000%  | 0.0000% | $1511000.00        | $1518276.14        | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 25-26 F3   | 2026-08-26      | 4.0000%  | 0.0000% | $77000.00          | $77507.99          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4687 | 2052-09-01      | 5.0000%  | 0.0000% | $6864.70           | $6938.96           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5105 | 2052-11-01      | 5.0000%  | 0.0000% | $40927991.03       | $41196260.38       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6254 | 2053-05-01      | 5.5000%  | 0.0000% | $791.98            | $819.52            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6270 | 2053-05-01      | 6.5000%  | 0.0000% | $5659932.98        | $6044602.78        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6085 | 2053-04-01      | 6.0000%  | 0.0000% | $7883398.38        | $8285120.60        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6512 | 2053-06-01      | 5.0000%  | 0.0000% | $4304730.11        | $4386961.94        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6560 | 2053-06-01      | 5.5000%  | 0.0000% | $862.31            | $881.57            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6633 | 2053-06-01      | 5.0000%  | 0.0000% | $893.45            | $901.41            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6690 | 2053-07-01      | 4.5000%  | 0.0000% | $1533227.66        | $1535832.61        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6914 | 2053-08-01      | 5.5000%  | 0.0000% | $980.91            | $1007.97           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7979 | 2054-02-01      | 5.5000%  | 0.0000% | $19208950.81       | $19717130.00       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7992 | 2054-02-01      | 6.0000%  | 0.0000% | $877.77            | $922.13            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8011 | 2054-02-01      | 6.5000%  | 0.0000% | $1960.46           | $2092.40           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7439 | 2053-11-01      | 6.0000%  | 0.0000% | $26740887.69       | $27856677.97       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8987 | 2054-08-01      | 5.5000%  | 0.0000% | $1387807.65        | $1428361.24        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8220 | 2054-03-01      | 5.0000%  | 0.0000% | $2852.17           | $2860.95           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8296 | 2054-04-01      | 6.0000%  | 0.0000% | $1645.69           | $1728.86           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9025 | 2054-08-01      | 6.5000%  | 0.0000% | $17408940.83       | $18427949.97       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9007 | 2054-08-01      | 6.0000%  | 0.0000% | $22528600.11       | $23550204.54       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2480 | 2055-08-01      | 6.0000%  | 0.0000% | $42094932.12       | $43315937.72       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0184 | 2053-11-01      | 6.0000%  | 0.0000% | $40879752.54       | $42558561.34       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ0273 | 2053-11-01      | 5.5000%  | 0.0000% | $686979.76         | $704656.67         | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLRJ1243 | 2054-03-01      | 7.5000%  | 0.0000% | $1663031.93        | $1781659.32        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3578 | 2055-03-01      | 6.0000%  | 0.0000% | $1045.01           | $1081.23           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4185 | 2055-05-01      | 6.5000%  | 0.0000% | $12639443.53       | $13305424.24       | Agency Mortgage-Backed Securities  |
| GNII SF MB0146 M     | 2055-01-20      | 5.0000%  | 0.0000% | $263373.38         | $264033.57         | Agency Mortgage-Backed Securities  |
| GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $52971636.14       | $53711826.45       | Agency Mortgage-Backed Securities  |
| GNII SP 787339 C     | 2054-04-20      | 6.0000%  | 0.0000% | $2465687.50        | $2548450.77        | Agency Mortgage-Backed Securities  |
| FNFR SOFR A 11/05/27 | 2027-11-05      | 4.5300%  | 0.0000% | $3072000.00        | $3117080.75        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS2283 | 2044-04-01      | 4.5000%  | 0.0000% | $2595557.79        | $2611585.35        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9435 | 2054-11-01      | 5.0000%  | 0.0000% | $987.29            | $994.37            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM2398 | 2033-06-01      | 3.0000%  | 0.0000% | $7273388.25        | $7140743.47        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM2715 | 2050-03-01      | 3.0000%  | 0.0000% | $20683743.56       | $18640520.64       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM3209 | 2050-05-01      | 2.5000%  | 0.0000% | $3594618.17        | $3121003.26        | Agency Mortgage-Backed Securities  |
| 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  | 0.0000% | $1200.00           | $1132.77           | U.S. Treasuries (including strips) |
| 5 BOND 45            | 2045-05-15      | 5.0000%  | 0.0000% | $900.00            | $962.07            | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29      | 2029-02-15      | 2.6250%  | 0.0000% | $100.00            | $97.46             | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27      | 2027-05-15      | 2.3750%  | 0.0000% | $999900.00         | $991991.72         | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27      | 2027-01-31      | 1.5000%  | 0.0000% | $2817400.00        | $2753013.96        | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  | 0.0000% | $6764200.00        | $5590018.22        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  | 0.0000% | $100.00            | $67.23             | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  | 0.0000% | $100.00            | $75.63             | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53        | 2053-02-15      | 1.5000%  | 0.0000% | $326.91            | $265.20            | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $92.07             | U.S. Treasuries (including strips) |
| BILL 01/29/26        | 2026-01-29      | 0.0000%  | 0.0000% | $82998000.00       | $82247864.08       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 41        | 2041-02-15      | 4.7500%  | 0.0000% | $200.00            | $208.05            | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  | 0.0000% | $1100.00           | $938.06            | U.S. Treasuries (including strips) |
| 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  | 0.0000% | $100.00            | $85.73             | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  | 0.0000% | $4849300.00        | $3602991.47        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  | 0.0000% | $6000000.00        | $5978616.10        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  | 0.0000% | $7035000.00        | $7277627.74        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28     | 2028-08-31      | 4.3750%  | 0.0000% | $600.00            | $616.63            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30      | 2030-12-31      | 3.7500%  | 0.0000% | $20510900.00       | $20783878.90       | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27         | 2027-01-15      | 4.0000%  | 0.0000% | $100.00            | $101.52            | U.S. Treasuries (including strips) |
| 4 NOTE B 34          | 2034-02-15      | 4.0000%  | 0.0000% | $500.00            | $504.44            | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  | 0.0000% | $5158900.00        | $4512006.66        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27      | 2027-12-31      | 0.6250%  | 0.0000% | $400.00            | $376.32            | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31      | 2031-02-15      | 1.1250%  | 0.0000% | $200.00            | $175.97            | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29      | 2029-01-31      | 1.7500%  | 0.0000% | $100.00            | $94.75             | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29      | 2029-05-31      | 2.7500%  | 0.0000% | $300.00            | $294.52            | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29      | 2029-08-31      | 3.1250%  | 0.0000% | $9334200.00        | $9206544.40        | U.S. Treasuries (including strips) |

### Security 318: MUFG Securities CA

- **C.1 - Title:** MUFG Securities CA 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933USN006, C.3 - LEI: N/A, C.5 - Other ID: 933USN006_4.16_1103
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 05.500 FGPC H03116 G | 2037-07-01      | 5.5000%  | 0.0000% | $3.58              | $3.66              | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAL2232 | 2042-07-01      | 4.0000%  | 0.0000% | $120563.12         | $118677.91         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAL3166 | 2043-03-01      | 3.0000%  | 0.0000% | $122882.89         | $114221.49         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL4699 | 2043-10-01      | 3.5000%  | 0.0000% | $197551.53         | $188333.11         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQAL7710 | 2045-10-01      | 4.0000%  | 0.0000% | $117143.65         | $114586.79         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL9337 | 2044-10-01      | 6.4390%  | 0.0000% | $0.74              | $0.77              | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN7661 | 2027-12-01      | 3.0300%  | 0.0000% | $5949.32           | $5850.39           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO6786 | 2042-06-01      | 3.5000%  | 0.0000% | $1.93              | $1.85              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP4406 | 2042-09-01      | 3.5000%  | 0.0000% | $10948.33          | $10462.57          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0296 | 2055-01-01      | 6.0000%  | 0.0000% | $19624.10          | $20412.11          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0307 | 2055-01-01      | 5.0000%  | 0.0000% | $2267.10           | $2279.09           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0909 | 2054-09-01      | 6.0000%  | 0.0000% | $5927.09           | $6106.69           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA1109 | 2055-02-01      | 4.5000%  | 0.0000% | $182992.91         | $180002.81         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2005 | 2055-06-01      | 5.0000%  | 0.0000% | $18.46             | $18.55             | Agency Mortgage-Backed Securities  |
| GNII SF MB0205 M     | 2055-02-20      | 5.5000%  | 0.0000% | $87626.98          | $88838.10          | Agency Mortgage-Backed Securities  |
| GNII SF MB0366 M     | 2055-05-20      | 5.5000%  | 0.0000% | $11701.25          | $11864.76          | Agency Mortgage-Backed Securities  |
| FMAR 1B8894 G        | 2041-10-01      | 6.8060%  | 0.0000% | $18.24             | $19.07             | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H09119 G | 2037-12-01      | 5.5000%  | 0.0000% | $1.76              | $1.77              | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4625 | 2045-03-01      | 3.0000%  | 0.0000% | $112102.40         | $103294.52         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4645 | 2045-03-01      | 3.0000%  | 0.0000% | $161079.69         | $148540.60         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6353 | 2045-12-01      | 4.0000%  | 0.0000% | $4.72              | $4.63              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7864 | 2046-09-01      | 3.5000%  | 0.0000% | $52519.13          | $49874.62          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAW7429 | 2042-02-01      | 4.0000%  | 0.0000% | $72406.72          | $71200.67          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735475 | 2038-03-01      | 4.4970%  | 0.0000% | $9133.70           | $9071.49           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5277 | 2054-06-01      | 5.5000%  | 0.0000% | $149918.59         | $153540.83         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM4517 | 2035-10-01      | 2.0000%  | 0.0000% | $177642.63         | $164667.91         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFM5430 | 2048-06-01      | 4.5000%  | 0.0000% | $118492.48         | $118162.71         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7636 | 2051-06-01      | 3.0000%  | 0.0000% | $326674.60         | $292056.89         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7685 | 2051-06-01      | 3.0000%  | 0.0000% | $110405.84         | $98509.61          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9227 | 2051-10-01      | 2.5000%  | 0.0000% | $382318.21         | $329815.34         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM9704 | 2051-12-01      | 2.0000%  | 0.0000% | $99470.32          | $82108.44          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0634 | 2052-03-01      | 3.0000%  | 0.0000% | $95964.60          | $85564.63          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS0713 | 2050-03-01      | 4.5000%  | 0.0000% | $914.31            | $910.91            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1390 | 2051-12-01      | 2.5000%  | 0.0000% | $74709.53          | $64056.12          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2592 | 2052-08-01      | 5.0000%  | 0.0000% | $702613.25         | $706168.24         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2656 | 2052-08-01      | 4.5000%  | 0.0000% | $298814.42         | $295413.61         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS2448 | 2052-05-01      | 2.0000%  | 0.0000% | $62297.88          | $50985.74          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3425 | 2052-09-01      | 4.5000%  | 0.0000% | $245135.53         | $241066.28         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3709 | 2052-11-01      | 5.0000%  | 0.0000% | $103944.96         | $104562.04         | Agency Mortgage-Backed Securities  |
| GNII SF MA5018 M     | 2048-02-20      | 3.0000%  | 0.0000% | $2.82              | $2.57              | Agency Mortgage-Backed Securities  |
| GNII SF MA5263 M     | 2048-03-20      | 3.5000%  | 0.0000% | $4.64              | $4.34              | Agency Mortgage-Backed Securities  |
| GNII SF MA6338 M     | 2049-12-20      | 3.0000%  | 0.0000% | $104301.20         | $94447.86          | Agency Mortgage-Backed Securities  |
| GNII SF MA6473 M     | 2050-02-20      | 2.5000%  | 0.0000% | $73674.74          | $64259.28          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZJ1073 | 2041-01-01      | 4.0000%  | 0.0000% | $1.03              | $1.01              | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0595 | 2043-01-01      | 3.5000%  | 0.0000% | $122903.36         | $117476.77         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD8595 | 2055-05-01      | 5.5000%  | 0.0000% | $56116.84          | $57437.90          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4695 | 2053-05-01      | 5.0000%  | 0.0000% | $316818.80         | $321422.70         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6085 | 2053-10-01      | 6.5000%  | 0.0000% | $13.61             | $14.51             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6361 | 2049-06-01      | 3.5000%  | 0.0000% | $15.34             | $14.43             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS6672 | 2053-12-01      | 6.0000%  | 0.0000% | $11151.57          | $11565.54          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6786 | 2054-02-01      | 5.5000%  | 0.0000% | $176819.14         | $180071.26         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  | 0.0000% | $593377.59         | $528660.86         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7307 | 2052-03-01      | 3.0000%  | 0.0000% | $15.30             | $13.87             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7595 | 2051-11-01      | 3.0000%  | 0.0000% | $512998.94         | $468578.36         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS7798 | 2054-06-01      | 6.0000%  | 0.0000% | $70131.27          | $72851.38          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7956 | 2054-05-01      | 5.5000%  | 0.0000% | $55953.77          | $57509.24          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS8895 | 2052-04-01      | 3.0000%  | 0.0000% | $1056.93           | $941.21            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8598 | 2054-06-01      | 6.0000%  | 0.0000% | $596452.93         | $613636.74         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9690 | 2054-11-01      | 5.0000%  | 0.0000% | $35.19             | $35.49             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0289 | 2055-04-01      | 6.5000%  | 0.0000% | $680674.51         | $712885.84         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0585 | 2055-06-01      | 6.0000%  | 0.0000% | $526835.04         | $543000.97         | Agency Mortgage-Backed Securities  |
| GNII SF MA7827 M     | 2052-01-20      | 2.5000%  | 0.0000% | $13.36             | $11.61             | Agency Mortgage-Backed Securities  |
| GNII SF MA7828 M     | 2052-01-20      | 3.0000%  | 0.0000% | $272832.38         | $246254.68         | Agency Mortgage-Backed Securities  |
| GNII SF MA7882 M     | 2052-02-20      | 3.0000%  | 0.0000% | $227309.91         | $205151.06         | Agency Mortgage-Backed Securities  |
| GNII SF MA7938 M     | 2052-03-20      | 3.5000%  | 0.0000% | $8917.90           | $8273.73           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA5570 | 2048-07-01      | 4.0000%  | 0.0000% | $415946.63         | $404920.44         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4522 | 2043-07-01      | 3.0000%  | 0.0000% | $7337.86           | $6820.62           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4606 | 2045-03-01      | 3.0000%  | 0.0000% | $163441.44         | $150836.19         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0361 | 2035-07-01      | 3.0000%  | 0.0000% | $128008.16         | $123691.73         | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB8083 | 2036-01-01      | 1.5000%  | 0.0000% | $88.10             | $79.52             | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8141 | 2037-02-01      | 2.0000%  | 0.0000% | $35.82             | $33.02             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CTSC0114 | 2041-01-01      | 2.5000%  | 0.0000% | $259685.29         | $232728.23         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0780 | 2051-12-01      | 2.5000%  | 0.0000% | $6237.14           | $5381.18           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1684 | 2052-09-01      | 4.5000%  | 0.0000% | $37803.80          | $37325.13          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD1696 | 2047-04-01      | 2.0000%  | 0.0000% | $31.22             | $25.98             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1790 | 2052-09-01      | 5.0000%  | 0.0000% | $102502.89         | $103016.08         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1489 | 2052-08-01      | 4.5000%  | 0.0000% | $94370.50          | $94530.83          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE8009 | 2055-09-01      | 5.0000%  | 0.0000% | $18.29             | $18.31             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NQ889810 | 2037-11-01      | 6.0000%  | 0.0000% | $6460.26           | $6651.82           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WZ889916 | 2038-09-01      | 4.4330%  | 0.0000% | $0.52              | $0.52              | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CL890479 | 2040-12-01      | 4.5000%  | 0.0000% | $130563.88         | $131960.53         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS973150 | 2038-02-01      | 6.4050%  | 0.0000% | $0.63              | $0.65              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5366 | 2042-06-01      | 3.5000%  | 0.0000% | $92703.53          | $89011.48          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA2996 | 2037-05-01      | 3.5000%  | 0.0000% | $126520.89         | $122807.84         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3211 | 2047-12-01      | 4.0000%  | 0.0000% | $108570.92         | $105752.24         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA3283 | 2033-02-01      | 3.0000%  | 0.0000% | $80719.18          | $78506.66          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4387 | 2041-07-01      | 2.0000%  | 0.0000% | $24.54             | $21.53             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4046 | 2040-06-01      | 3.0000%  | 0.0000% | $122883.33         | $115094.98         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4334 | 2041-05-01      | 2.5000%  | 0.0000% | $21949.96          | $19718.60          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4361 | 2036-06-01      | 2.5000%  | 0.0000% | $354.21            | $334.78            | Agency Mortgage-Backed Securities  |
| GNII SF MA8879 M     | 2053-05-20      | 5.5000%  | 0.0000% | $128936.10         | $131528.92         | Agency Mortgage-Backed Securities  |
| GNII SF MA8150 M     | 2052-07-20      | 4.0000%  | 0.0000% | $831997.09         | $797511.09         | Agency Mortgage-Backed Securities  |
| GNII SF MA8200 M     | 2052-08-20      | 4.0000%  | 0.0000% | $711430.88         | $682556.27         | Agency Mortgage-Backed Securities  |
| GNII SF MA8265 M     | 2052-08-20      | 3.0000%  | 0.0000% | $786019.03         | $711748.09         | Agency Mortgage-Backed Securities  |
| GNII SF MA8267 M     | 2052-09-20      | 4.0000%  | 0.0000% | $288474.29         | $276307.41         | Agency Mortgage-Backed Securities  |
| GNII SF MA8269 M     | 2052-09-20      | 5.0000%  | 0.0000% | $231059.34         | $232777.65         | Agency Mortgage-Backed Securities  |
| GNII SF MA8571 M     | 2053-01-20      | 6.0000%  | 0.0000% | $391792.08         | $403882.78         | Agency Mortgage-Backed Securities  |
| GNII SF MA8801 M     | 2053-04-20      | 5.5000%  | 0.0000% | $222266.73         | $226561.66         | Agency Mortgage-Backed Securities  |
| GNII SF MA9779 M     | 2054-07-20      | 5.5000%  | 0.0000% | $2603.71           | $2643.03           | Agency Mortgage-Backed Securities  |
| GNII SF MA9017 M     | 2053-07-20      | 5.5000%  | 0.0000% | $262277.62         | $267268.32         | Agency Mortgage-Backed Securities  |
| GNII SF MA9105 M     | 2053-07-20      | 5.0000%  | 0.0000% | $2637852.25        | $2647577.13        | Agency Mortgage-Backed Securities  |
| GNII SF MA9243 M     | 2053-10-20      | 6.5000%  | 0.0000% | $386705.81         | $401853.72         | Agency Mortgage-Backed Securities  |
| GNII SF MA9423 M     | 2054-01-20      | 5.5000%  | 0.0000% | $1827.14           | $1858.68           | Agency Mortgage-Backed Securities  |
| GNII SF MA9486 M     | 2054-01-20      | 4.5000%  | 0.0000% | $967270.67         | $949266.86         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1846 | 2052-10-01      | 4.5000%  | 0.0000% | $323886.65         | $318668.84         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2181 | 2053-01-01      | 5.5000%  | 0.0000% | $27.14             | $27.82             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2184 | 2053-01-01      | 6.0000%  | 0.0000% | $228146.39         | $236016.98         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD2364 | 2053-02-01      | 6.5000%  | 0.0000% | $67636.75          | $70973.39          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2399 | 2053-02-01      | 6.0000%  | 0.0000% | $198895.59         | $208334.98         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD6202 | 2052-05-01      | 3.0000%  | 0.0000% | $929276.60         | $827632.33         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6299 | 2054-09-01      | 5.5000%  | 0.0000% | $294835.88         | $299727.01         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5453 | 2054-05-01      | 5.5000%  | 0.0000% | $16.46             | $16.93             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD5753 | 2052-07-01      | 3.5000%  | 0.0000% | $177396.35         | $164559.36         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5877 | 2054-07-01      | 5.5000%  | 0.0000% | $29592.18          | $30602.26          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5956 | 2054-07-01      | 5.5000%  | 0.0000% | $17114.86          | $17614.96          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6125 | 2053-01-01      | 5.5000%  | 0.0000% | $288452.74         | $297713.03         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6154 | 2054-01-01      | 5.5000%  | 0.0000% | $933624.25         | $953361.37         | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8104 | 2050-11-01      | 1.5000%  | 0.0000% | $257559.16         | $199525.93         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8178 | 2051-11-01      | 2.5000%  | 0.0000% | $162319.07         | $139071.46         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0226 | 2058-01-01      | 3.5000%  | 0.0000% | $8.17              | $7.52              | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBK8166 | 2035-10-01      | 2.0000%  | 0.0000% | $8.00              | $7.42              | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5359 | 2048-07-01      | 4.0000%  | 0.0000% | $33639.82          | $32753.76          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5158 | 2048-07-01      | 4.0000%  | 0.0000% | $238332.40         | $232096.75         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN0856 | 2048-10-01      | 4.5000%  | 0.0000% | $50036.04          | $49625.99          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO8988 | 2050-02-01      | 3.0000%  | 0.0000% | $5045.23           | $4578.87           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP1334 | 2050-03-01      | 3.0000%  | 0.0000% | $157839.65         | $142921.59         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKBP3378 | 2051-05-01      | 2.5000%  | 0.0000% | $329706.40         | $274247.59         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP7667 | 2050-12-01      | 2.5000%  | 0.0000% | $116359.68         | $100862.12         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4366 | 2041-06-01      | 2.5000%  | 0.0000% | $61169.42          | $55139.54          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  | 0.0000% | $12.43             | $10.67             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4606 | 2042-05-01      | 2.0000%  | 0.0000% | $99750.75          | $86579.03          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4607 | 2042-05-01      | 2.5000%  | 0.0000% | $163167.32         | $147079.56         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4632 | 2042-06-01      | 3.0000%  | 0.0000% | $89466.45          | $83356.70          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4701 | 2052-08-01      | 4.5000%  | 0.0000% | $76786.60          | $75501.96          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  | 0.0000% | $138.29            | $140.66            | Agency Mortgage-Backed Securities  |
| GNII SF MA9488 M     | 2054-01-20      | 5.5000%  | 0.0000% | $716978.75         | $728868.64         | Agency Mortgage-Backed Securities  |
| GNII SF MA9607 M     | 2054-04-20      | 6.5000%  | 0.0000% | $658071.60         | $682883.97         | Agency Mortgage-Backed Securities  |
| GNII SF CF8197 C     | 2051-08-20      | 3.0000%  | 0.0000% | $337465.41         | $304551.40         | Agency Mortgage-Backed Securities  |
| GNII SF CH7005 C     | 2051-10-20      | 2.0000%  | 0.0000% | $275306.69         | $224142.77         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8453 | 2054-08-01      | 5.5000%  | 0.0000% | $278552.67         | $283082.86         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3605 | 2053-08-01      | 5.5000%  | 0.0000% | $240773.40         | $247724.85         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3653 | 2053-08-01      | 5.0000%  | 0.0000% | $14.56             | $14.89             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4222 | 2053-10-01      | 6.0000%  | 0.0000% | $275039.21         | $285786.37         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U99082 G | 2043-11-01      | 4.0000%  | 0.0000% | $101788.85         | $100185.61         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V83917 G | 2048-02-01      | 4.0000%  | 0.0000% | $201630.69         | $196133.90         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA2244 | 2046-07-01      | 3.0000%  | 0.0000% | $164153.94         | $150670.34         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB4023 | 2050-09-01      | 2.5000%  | 0.0000% | $3436.20           | $2954.80           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB6553 | 2050-08-01      | 2.5000%  | 0.0000% | $65142.13          | $56029.61          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC0344 | 2051-04-01      | 2.5000%  | 0.0000% | $170737.22         | $146638.23         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR0994 | 2051-05-01      | 2.5000%  | 0.0000% | $306337.58         | $264875.51         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR2660 | 2051-02-01      | 2.0000%  | 0.0000% | $105699.56         | $86016.68          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR8795 | 2051-05-01      | 2.5000%  | 0.0000% | $12.56             | $10.84             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9814 | 2051-05-01      | 2.5000%  | 0.0000% | $105832.88         | $91376.57          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9341 | 2051-05-01      | 2.5000%  | 0.0000% | $10487.42          | $9142.42           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT1339 | 2051-07-01      | 2.5000%  | 0.0000% | $198009.50         | $169221.56         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT3222 | 2051-07-01      | 2.5000%  | 0.0000% | $13.89             | $11.91             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 REBT7247 | 2051-09-01      | 2.0000%  | 0.0000% | $192218.10         | $157489.03         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT7954 | 2052-10-01      | 4.5000%  | 0.0000% | $62897.75          | $61852.27          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBT8281 | 2052-08-01      | 5.0000%  | 0.0000% | $108454.20         | $110454.82         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT8301 | 2052-08-01      | 4.5000%  | 0.0000% | $89097.56          | $87561.16          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1450 | 2052-01-01      | 2.0000%  | 0.0000% | $476366.90         | $388674.74         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU2794 | 2051-11-01      | 2.5000%  | 0.0000% | $177145.46         | $152777.92         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4788 | 2054-06-01      | 6.0000%  | 0.0000% | $11534.20          | $11872.69          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU8766 | 2052-04-01      | 3.0000%  | 0.0000% | $140464.92         | $127092.94         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV4583 | 2052-04-01      | 3.5000%  | 0.0000% | $30.22             | $28.02             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3835 | 2052-10-01      | 5.0000%  | 0.0000% | $15.30             | $15.54             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW5453 | 2052-07-01      | 5.0000%  | 0.0000% | $199499.91         | $201858.13         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW9647 | 2053-07-01      | 4.5000%  | 0.0000% | $57563.90          | $56529.65          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX2816 | 2052-11-01      | 5.0000%  | 0.0000% | $8345.43           | $8494.85           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY3024 | 2053-06-01      | 5.0000%  | 0.0000% | $17.35             | $17.38             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY7178 | 2053-09-01      | 6.0000%  | 0.0000% | $259285.83         | $269062.98         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX2047 | 2054-12-01      | 5.5000%  | 0.0000% | $17762.42          | $18060.51          | Agency Mortgage-Backed Securities  |
| GNII SF CI2248 C     | 2051-10-20      | 3.5000%  | 0.0000% | $344703.45         | $312684.87         | Agency Mortgage-Backed Securities  |
| GNII SF CI2310 C     | 2051-11-20      | 3.5000%  | 0.0000% | $362707.19         | $329014.11         | Agency Mortgage-Backed Securities  |
| GNII SF CI5879 C     | 2051-12-20      | 3.5000%  | 0.0000% | $325144.31         | $295723.84         | Agency Mortgage-Backed Securities  |
| GNII SF CI5859 C     | 2051-12-20      | 3.0000%  | 0.0000% | $288195.66         | $261686.85         | Agency Mortgage-Backed Securities  |
| GNII SF CK1560 C     | 2051-12-20      | 3.5000%  | 0.0000% | $33445.49          | $30747.00          | Agency Mortgage-Backed Securities  |
| GNII SF CK1632 C     | 2052-01-20      | 4.0000%  | 0.0000% | $538586.58         | $508492.16         | Agency Mortgage-Backed Securities  |
| GNII SF CL5007 C     | 2052-01-20      | 4.0000%  | 0.0000% | $344236.07         | $325001.30         | Agency Mortgage-Backed Securities  |
| GNII SF MA9905 M     | 2054-09-20      | 5.0000%  | 0.0000% | $514068.71         | $515331.61         | Agency Mortgage-Backed Securities  |
| GNII SF MA9963 M     | 2054-10-20      | 4.5000%  | 0.0000% | $660342.62         | $647591.40         | Agency Mortgage-Backed Securities  |
| GNII SF MA9964 M     | 2054-10-20      | 5.0000%  | 0.0000% | $916427.55         | $918678.91         | Agency Mortgage-Backed Securities  |
| GNII SF MA9966 M     | 2054-10-20      | 6.0000%  | 0.0000% | $147089.73         | $150636.07         | Agency Mortgage-Backed Securities  |
| GNII SF CS4481 C     | 2053-08-20      | 6.0000%  | 0.0000% | $474235.15         | $496984.22         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE1076 | 2047-04-01      | 3.0000%  | 0.0000% | $108415.44         | $98747.06          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE3361 | 2052-06-01      | 4.0000%  | 0.0000% | $14.80             | $14.17             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2717 | 2052-11-01      | 5.5000%  | 0.0000% | $14.62             | $14.95             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF3330 | 2052-11-01      | 5.0000%  | 0.0000% | $14.04             | $14.11             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF4910 | 2052-12-01      | 5.0000%  | 0.0000% | $46856.66          | $47305.81          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8750 | 2053-03-01      | 6.0000%  | 0.0000% | $79.64             | $82.45             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQG0327 | 2053-04-01      | 4.5000%  | 0.0000% | $15.97             | $15.68             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG9227 | 2053-08-01      | 6.0000%  | 0.0000% | $53534.02          | $56039.20          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1894 | 2054-08-01      | 6.0000%  | 0.0000% | $377877.06         | $393050.71         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2101 | 2054-08-01      | 5.5000%  | 0.0000% | $130489.03         | $133606.58         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ8023 | 2054-11-01      | 5.5000%  | 0.0000% | $5545.12           | $5714.81           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA1942 | 2049-12-01      | 3.0000%  | 0.0000% | $5.58              | $5.03              | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA2461 | 2050-04-01      | 4.0000%  | 0.0000% | $3.64              | $3.50              | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4664 | 2051-02-01      | 2.5000%  | 0.0000% | $399488.13         | $343017.82         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4921 | 2051-03-01      | 2.5000%  | 0.0000% | $126191.03         | $108300.97         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA0558 | 2047-10-01      | 4.5000%  | 0.0000% | $18862.96          | $18903.13          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2051 | 2048-07-01      | 4.5000%  | 0.0000% | $41474.61          | $41518.12          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2183 | 2048-08-01      | 4.0000%  | 0.0000% | $4.94              | $4.84              | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2791 | 2048-12-01      | 4.0000%  | 0.0000% | $4.25              | $4.09              | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2787 | 2048-12-01      | 4.0000%  | 0.0000% | $2109.27           | $2054.72           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6316 | 2050-07-01      | 3.0000%  | 0.0000% | $66079.57          | $58901.21          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0573 | 2046-05-01      | 2.5000%  | 0.0000% | $409511.45         | $358270.65         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CICB2580 | 2037-01-01      | 1.5000%  | 0.0000% | $106956.82         | $96409.92          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB2586 | 2037-01-01      | 2.0000%  | 0.0000% | $152271.77         | $141834.10         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2347 | 2051-12-01      | 2.0000%  | 0.0000% | $46473.13          | $38457.29          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB3641 | 2052-05-01      | 4.5000%  | 0.0000% | $132318.35         | $130821.83         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0214 | 2055-02-01      | 5.5000%  | 0.0000% | $595884.11         | $610941.10         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1060 | 2055-04-01      | 5.5000%  | 0.0000% | $725899.12         | $738527.10         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8673 | 2053-05-01      | 5.5000%  | 0.0000% | $128385.61         | $130889.18         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9257 | 2053-06-01      | 5.0000%  | 0.0000% | $248444.66         | $250657.47         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTRB5158 | 2042-04-01      | 3.0000%  | 0.0000% | $509.87            | $477.97            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI4391 | 2054-04-01      | 6.0000%  | 0.0000% | $397205.90         | $412375.20         | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 23-27 21   | 2027-06-01      | 4.0000%  | 0.0000% | $18.18             | $18.58             | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 23-26 J4   | 2026-04-27      | 4.0000%  | 0.0000% | $16000.00          | $16013.85          | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 25-29 F7   | 2029-08-06      | 4.0000%  | 0.0000% | $324018.18         | $325578.47         | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 25-26 F3   | 2026-08-26      | 4.0000%  | 0.0000% | $108054.55         | $108767.41         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4039 | 2052-07-01      | 5.0000%  | 0.0000% | $660965.76         | $664446.85         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4687 | 2052-09-01      | 5.0000%  | 0.0000% | $170571.93         | $172417.12         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4779 | 2052-10-01      | 5.0000%  | 0.0000% | $475648.05         | $484049.26         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4794 | 2052-10-01      | 4.5000%  | 0.0000% | $12191.13          | $11977.30          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5105 | 2052-11-01      | 5.0000%  | 0.0000% | $29585.66          | $29779.59          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6250 | 2053-05-01      | 5.0000%  | 0.0000% | $686458.49         | $692572.55         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5470 | 2053-01-01      | 5.5000%  | 0.0000% | $962.36            | $982.67            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5701 | 2053-02-01      | 6.0000%  | 0.0000% | $106008.87         | $110917.62         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6095 | 2053-04-01      | 6.0000%  | 0.0000% | $9514.61           | $9825.41           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6129 | 2053-04-01      | 5.0000%  | 0.0000% | $53003.87          | $53482.85          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6512 | 2053-06-01      | 5.0000%  | 0.0000% | $145388.27         | $148165.57         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6560 | 2053-06-01      | 5.5000%  | 0.0000% | $15.68             | $16.03             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6633 | 2053-06-01      | 5.0000%  | 0.0000% | $9725.42           | $9812.04           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6914 | 2053-08-01      | 5.5000%  | 0.0000% | $499944.19         | $513739.31         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7992 | 2054-02-01      | 6.0000%  | 0.0000% | $15.96             | $16.77             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8011 | 2054-02-01      | 6.5000%  | 0.0000% | $237077.22         | $253032.20         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7439 | 2053-11-01      | 6.0000%  | 0.0000% | $226459.21         | $235908.45         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7504 | 2053-11-01      | 6.0000%  | 0.0000% | $1741.95           | $1800.45           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8987 | 2054-08-01      | 5.5000%  | 0.0000% | $526295.15         | $541674.19         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8220 | 2054-03-01      | 5.0000%  | 0.0000% | $559942.92         | $561665.12         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8296 | 2054-04-01      | 6.0000%  | 0.0000% | $8040.20           | $8446.54           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8635 | 2054-06-01      | 5.5000%  | 0.0000% | $20804.59          | $21202.72          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9819 | 2055-01-01      | 6.0000%  | 0.0000% | $505206.39         | $531381.14         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9025 | 2054-08-01      | 6.5000%  | 0.0000% | $31109.75          | $32930.71          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9007 | 2054-08-01      | 6.0000%  | 0.0000% | $279158.29         | $291817.28         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ0879 | 2054-02-01      | 5.5000%  | 0.0000% | $56371.65          | $57346.51          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ0273 | 2053-11-01      | 5.5000%  | 0.0000% | $9380.11           | $9621.48           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0663 | 2054-01-01      | 6.5000%  | 0.0000% | $5813.78           | $6069.63           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1715 | 2054-06-01      | 6.0000%  | 0.0000% | $593459.53         | $611091.22         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRJ1455 | 2054-05-01      | 7.0000%  | 0.0000% | $24278.64          | $25720.85          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2281 | 2054-09-01      | 6.0000%  | 0.0000% | $25535.81          | $26326.20          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3578 | 2055-03-01      | 6.0000%  | 0.0000% | $35003.59          | $36216.81          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3251 | 2055-01-01      | 5.5000%  | 0.0000% | $378677.55         | $388664.16         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3719 | 2055-03-01      | 5.5000%  | 0.0000% | $351913.77         | $360113.48         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4185 | 2055-05-01      | 6.5000%  | 0.0000% | $11342.90          | $11940.57          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4643 | 2055-08-01      | 6.0000%  | 0.0000% | $680924.23         | $711804.14         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4803 | 2055-09-01      | 6.5000%  | 0.0000% | $45.51             | $47.91             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0028 | 2055-07-01      | 6.0000%  | 0.0000% | $51635.56          | $53094.27          | Agency Mortgage-Backed Securities  |
| GNII SF MB0026 M     | 2054-11-20      | 5.5000%  | 0.0000% | $509419.35         | $517561.57         | Agency Mortgage-Backed Securities  |
| GNII SF MB0146 M     | 2055-01-20      | 5.0000%  | 0.0000% | $744.63            | $746.49            | Agency Mortgage-Backed Securities  |
| GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $16.86             | $17.10             | Agency Mortgage-Backed Securities  |
| GNII SP 785676 C     | 2051-10-20      | 3.5000%  | 0.0000% | $7670.16           | $7108.75           | Agency Mortgage-Backed Securities  |
| GNII SP 787339 C     | 2054-04-20      | 6.0000%  | 0.0000% | $314896.55         | $325466.37         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9435 | 2054-11-01      | 5.0000%  | 0.0000% | $17.95             | $18.08             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM2984 | 2045-08-01      | 4.0000%  | 0.0000% | $168445.33         | $164593.55         | Agency Mortgage-Backed Securities  |
| 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  | 0.0000% | $18187.27          | $18554.86          | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  | 0.0000% | $3490.91           | $3605.18           | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  | 0.0000% | $56469.09          | $58759.56          | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28     | 2028-05-15      | 3.7500%  | 0.0000% | $147636.36         | $150721.00         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  | 0.0000% | $597523.64         | $616768.59         | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  | 0.0000% | $37283.64          | $37763.21          | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  | 0.0000% | $3.64              | $3.42              | U.S. Treasuries (including strips) |
| 5 BOND 45            | 2045-05-15      | 5.0000%  | 0.0000% | $100387.27         | $107310.48         | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26      | 2026-08-15      | 1.5000%  | 0.0000% | $37190.91          | $36657.61          | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  | 0.0000% | $3621.82           | $3553.58           | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28      | 2028-02-15      | 2.7500%  | 0.0000% | $14687.27          | $14498.97          | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29      | 2029-02-15      | 2.6250%  | 0.0000% | $18.18             | $17.72             | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29      | 2029-05-15      | 2.3750%  | 0.0000% | $18190.91          | $17632.08          | U.S. Treasuries (including strips) |
| 0 3/8 TRIN A 27      | 2027-01-15      | 0.3750%  | 0.0000% | $7275.21           | $7204.08           | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27      | 2027-05-15      | 2.3750%  | 0.0000% | $15407.27          | $15285.42          | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27      | 2027-01-31      | 1.5000%  | 0.0000% | $90900.00          | $88822.66          | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27      | 2027-04-30      | 0.5000%  | 0.0000% | $127278.18         | $121515.41         | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30      | 2030-05-15      | 0.6250%  | 0.0000% | $181805.45         | $159233.99         | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  | 0.0000% | $1.82              | $1.36              | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  | 0.0000% | $1707.27           | $1147.80           | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  | 0.0000% | $73903.64          | $40708.24          | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40        | 2040-11-15      | 1.3750%  | 0.0000% | $54545.45          | $36236.21          | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51        | 2051-02-15      | 1.8750%  | 0.0000% | $1.82              | $1.06              | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 51        | 2051-02-15      | 0.1250%  | 0.0000% | $2.26              | $1.27              | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  | 0.0000% | $58609.09          | $41742.29          | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  | 0.0000% | $363634.55         | $275017.13         | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  | 0.0000% | $539269.09         | $370880.53         | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  | 0.0000% | $203187.27         | $175054.42         | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  | 0.0000% | $133229.09         | $115319.08         | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  | 0.0000% | $1.82              | $1.67              | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  | 0.0000% | $20327.27          | $19941.59          | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  | 0.0000% | $14.55             | $13.68             | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  | 0.0000% | $69363.64          | $68995.23          | U.S. Treasuries (including strips) |
| BILL 01/29/26        | 2026-01-29      | 0.0000%  | 0.0000% | $5000.00           | $4954.81           | U.S. Treasuries (including strips) |
| 4 3/4 BOND 41        | 2041-02-15      | 4.7500%  | 0.0000% | $381.82            | $397.18            | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  | 0.0000% | $3.64              | $3.10              | U.S. Treasuries (including strips) |
| 0 5/8 TRIB 43        | 2043-02-15      | 0.6250%  | 0.0000% | $33882.28          | $25930.34          | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43        | 2043-05-15      | 2.8750%  | 0.0000% | $7090.91           | $5688.86           | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43        | 2043-08-15      | 3.6250%  | 0.0000% | $1.82              | $1.61              | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  | 0.0000% | $10.91             | $9.92              | U.S. Treasuries (including strips) |
| 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  | 0.0000% | $17294.55          | $14826.93          | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  | 0.0000% | $29607.27          | $21574.02          | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 45        | 2045-02-15      | 0.7500%  | 0.0000% | $2.50              | $1.88              | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46        | 2046-02-15      | 2.5000%  | 0.0000% | $61090.91          | $43865.72          | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  | 0.0000% | $300732.73         | $217114.89         | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  | 0.0000% | $5672.73           | $3851.40           | U.S. Treasuries (including strips) |
| 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  | 0.0000% | $26512.73          | $20405.31          | U.S. Treasuries (including strips) |
| 3 BOND 47            | 2047-02-15      | 3.0000%  | 0.0000% | $25454.55          | $19794.50          | U.S. Treasuries (including strips) |
| 3 BOND 47            | 2047-05-15      | 3.0000%  | 0.0000% | $1.82              | $1.42              | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  | 0.0000% | $54145.45          | $40229.64          | U.S. Treasuries (including strips) |
| 3 BOND 48            | 2048-02-15      | 3.0000%  | 0.0000% | $21.82             | $16.78             | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48        | 2048-05-15      | 3.1250%  | 0.0000% | $36363.64          | $28836.84          | U.S. Treasuries (including strips) |
| 3 BOND 48            | 2048-08-15      | 3.0000%  | 0.0000% | $16125.45          | $12344.39          | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BA 26     | 2026-04-30      | 4.8750%  | 0.0000% | $74045.45          | $74407.02          | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  | 0.0000% | $16.36             | $16.91             | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BC 26     | 2026-05-31      | 4.8750%  | 0.0000% | $5.45              | $5.60              | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31      | 2031-05-31      | 4.6250%  | 0.0000% | $3623.64           | $3847.56           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  | 0.0000% | $1.82              | $1.83              | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  | 0.0000% | $159018.18         | $164502.51         | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29      | 2029-08-31      | 3.1250%  | 0.0000% | $21605.45          | $21309.98          | U.S. Treasuries (including strips) |
| 4  NOTE R 29         | 2029-10-31      | 4.0000%  | 0.0000% | $125449.09         | $126988.23         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  | 0.0000% | $11156.36          | $11526.59          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29      | 2029-11-30      | 3.8750%  | 0.0000% | $42729.09          | $43751.59          | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  | 0.0000% | $18181.82          | $18301.82          | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  | 0.0000% | $152152.73         | $149315.44         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28      | 2028-04-30      | 3.5000%  | 0.0000% | $14465.45          | $14431.55          | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  | 0.0000% | $3636.36           | $3561.47           | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  | 0.0000% | $20.00             | $20.32             | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30      | 2030-06-30      | 3.7500%  | 0.0000% | $1818.18           | $1844.64           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30      | 2030-08-31      | 4.1250%  | 0.0000% | $698.18            | $715.44            | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  | 0.0000% | $182145.45         | $192557.03         | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27      | 2027-08-31      | 0.5000%  | 0.0000% | $181812.73         | $172033.12         | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31      | 2031-05-15      | 1.6250%  | 0.0000% | $167270.91         | $150742.64         | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26      | 2026-05-31      | 0.7500%  | 0.0000% | $6380.00           | $6289.49           | U.S. Treasuries (including strips) |
| 1 NOTE N 28          | 2028-07-31      | 1.0000%  | 0.0000% | $36700.00          | $34316.04          | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28      | 2028-09-30      | 1.2500%  | 0.0000% | $3.64              | $3.41              | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26     | 2026-10-31      | 1.1250%  | 0.0000% | $29089.09          | $28350.20          | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31      | 2031-11-15      | 1.3750%  | 0.0000% | $181825.45         | $159189.74         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AG 26     | 2026-11-30      | 1.2500%  | 0.0000% | $109072.73         | $106824.35         | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29      | 2029-01-31      | 1.7500%  | 0.0000% | $2727.27           | $2584.04           | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  | 0.0000% | $14441.82          | $12920.13          | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29      | 2029-03-31      | 2.3750%  | 0.0000% | $40289.09          | $38755.80          | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29      | 2029-04-30      | 2.8750%  | 0.0000% | $1.82              | $1.77              | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  | 0.0000% | $3.64              | $3.48              | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  | 0.0000% | $1.82              | $1.71              | U.S. Treasuries (including strips) |
| 3 1/8 NOTE AC 27     | 2027-08-31      | 3.1250%  | 0.0000% | $63250.91          | $63035.09          | U.S. Treasuries (including strips) |

### Security 319: Fixed Income Clearing Corp. - Standard Chartered Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - Standard Chartered Bank 4.160000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 935QTY008, C.3 - LEI: U4LOSYZ7YG4W3S5F2G91, C.5 - Other ID: 935QTY008_4.16_1103
- **C.18 - Value (incl. sponsor support):** $5500000000.00
- **C.18.a - Value (excl. sponsor support):** $5500000000.00
- **C.19 - Percentage of Net Assets:** 3.8800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/4 NOTE BM 26                 | 2026-12-31      | 4.2500%  | 0.0000% | $500.00            | $510.11            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28                 | 2028-01-15      | 4.2500%  | 0.0000% | $8215200.00        | $8428785.56        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27                 | 2027-01-31      | 4.1250%  | 0.0000% | $13780600.00       | $13992786.79       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35                  | 2035-02-15      | 4.6250%  | 0.0000% | $400.00            | $421.08            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28                 | 2028-02-15      | 4.2500%  | 0.0000% | $19157700.00       | $19598933.69       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27                 | 2027-02-28      | 4.1250%  | 0.0000% | $11400000.00       | $11545030.42       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28                 | 2028-03-15      | 3.8750%  | 0.0000% | $19974800.00       | $20204011.49       | U.S. Treasuries (including strips) |
| 4 NOTE W 30                      | 2030-03-31      | 4.0000%  | 0.0000% | $312700000.00      | $317698069.70      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27                 | 2027-03-31      | 3.8750%  | 0.0000% | $53500000.00       | $53833793.85       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28                 | 2028-04-15      | 3.7500%  | 0.0000% | $297264600.00      | $298771538.80      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27                 | 2027-04-30      | 3.7500%  | 0.0000% | $220199600.00      | $220560727.30      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30                  | 2030-04-30      | 3.8750%  | 0.0000% | $14999700.00       | $15114327.71       | U.S. Treasuries (including strips) |
| 4 NOTE K 32                      | 2032-04-30      | 4.0000%  | 0.0000% | $10412100.00       | $10499624.11       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35                  | 2035-05-15      | 4.2500%  | 0.0000% | $2967300.00        | $3064504.78        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28                 | 2028-05-15      | 3.7500%  | 0.0000% | $83871000.00       | $85623356.00       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27                 | 2027-05-31      | 3.8750%  | 0.0000% | $1627600.00        | $1659780.53        | U.S. Treasuries (including strips) |
| 4 NOTE Z 30                      | 2030-05-31      | 4.0000%  | 0.0000% | $100000000.00      | $102968631.20      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28                 | 2028-06-15      | 3.8750%  | 0.0000% | $100000000.00      | $102165565.60      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30                 | 2030-06-30      | 3.8750%  | 0.0000% | $51304700.00       | $52350226.49       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27                 | 2027-08-31      | 3.6250%  | 0.0000% | $100403600.00      | $101028353.90      | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54                    | 2054-05-15      | 4.6250%  | 0.0000% | $82900.00          | $83966.33          | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44                    | 2044-08-15      | 4.1250%  | 0.0000% | $243700.00         | $230046.98         | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55                    | 2055-02-15      | 4.6250%  | 0.0000% | $8005000.00        | $8023029.74        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45                    | 2045-02-15      | 4.7500%  | 0.0000% | $224500.00         | $229756.41         | U.S. Treasuries (including strips) |
| 5 BOND 45                        | 2045-05-15      | 5.0000%  | 0.0000% | $411200.00         | $439558.39         | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55                    | 2055-08-15      | 4.7500%  | 0.0000% | $3500000.00        | $3581535.51        | U.S. Treasuries (including strips) |
| 4 7/8 BOND 45                    | 2045-08-15      | 4.8750%  | 0.0000% | $1109800.00        | $1154095.90        | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27                  | 2027-08-15      | 2.2500%  | 0.0000% | $13575800.00       | $13320030.30       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28                  | 2028-02-15      | 2.7500%  | 0.0000% | $15074700.00       | $14881428.42       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28                  | 2028-08-15      | 2.8750%  | 0.0000% | $12156000.00       | $11994806.88       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28                  | 2028-11-15      | 3.1250%  | 0.0000% | $500.00            | $500.20            | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29                  | 2029-02-15      | 2.6250%  | 0.0000% | $56998100.00       | $55551119.28       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE J 26                  | 2026-03-31      | 2.2500%  | 0.0000% | $14200.00          | $14136.87          | U.S. Treasuries (including strips) |
| 2 3/8 NOTE K 26                  | 2026-04-30      | 2.3750%  | 0.0000% | $21479800.00       | $21327357.86       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29                  | 2029-05-15      | 2.3750%  | 0.0000% | $4999800.00        | $4846205.79        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 26                  | 2026-05-15      | 1.6250%  | 0.0000% | $341500.00         | $340093.92         | U.S. Treasuries (including strips) |
| 2 NOTE F 26                      | 2026-11-15      | 2.0000%  | 0.0000% | $3825900.00        | $3793899.34        | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27                  | 2027-05-15      | 2.3750%  | 0.0000% | $32719600.00       | $32460818.37       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE N 26                  | 2026-07-31      | 1.8750%  | 0.0000% | $17998800.00       | $17832374.10       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29                  | 2029-08-15      | 1.6250%  | 0.0000% | $11598200.00       | $10827559.18       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE R 26                  | 2026-10-31      | 1.6250%  | 0.0000% | $14978500.00       | $14670586.98       | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29                  | 2029-11-15      | 1.7500%  | 0.0000% | $4998000.00        | $4688997.07        | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27                  | 2027-01-31      | 1.5000%  | 0.0000% | $200.00            | $195.43            | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 27                  | 2027-02-28      | 1.1250%  | 0.0000% | $4858000.00        | $4709134.94        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27                  | 2027-04-30      | 0.5000%  | 0.0000% | $121999700.00      | $116475919.60      | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30                  | 2030-05-15      | 0.6250%  | 0.0000% | $5835100.00        | $5110662.09        | U.S. Treasuries (including strips) |
| 3 BOND 48                        | 2048-08-15      | 3.0000%  | 0.0000% | $200.00            | $153.10            | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48                    | 2048-11-15      | 3.3750%  | 0.0000% | $200.00            | $165.28            | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49                    | 2049-05-15      | 2.8750%  | 0.0000% | $17197900.00       | $12896243.02       | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50                    | 2050-05-15      | 1.2500%  | 0.0000% | $3461100.00        | $1738979.47        | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50                    | 2050-08-15      | 1.3750%  | 0.0000% | $105000000.00      | $53788563.99       | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40                    | 2040-08-15      | 1.1250%  | 0.0000% | $8507200.00        | $5425883.14        | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50                    | 2050-11-15      | 1.6250%  | 0.0000% | $396000.00         | $218128.14         | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51                    | 2051-05-15      | 2.3750%  | 0.0000% | $300.00            | $198.46            | U.S. Treasuries (including strips) |
| 2 BOND 51                        | 2051-08-15      | 2.0000%  | 0.0000% | $5400.00           | $3223.42           | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51                    | 2051-11-15      | 1.8750%  | 0.0000% | $8344900.00        | $4845973.00        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51                    | 2051-11-15      | 1.8750%  | 0.0000% | $29569700.00       | $17171442.18       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42                    | 2042-02-15      | 2.3750%  | 0.0000% | $2453800.00        | $1844789.98        | U.S. Treasuries (including strips) |
| 3 BOND 52                        | 2052-08-15      | 3.0000%  | 0.0000% | $23889900.00       | $17798935.25       | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42                    | 2042-08-15      | 3.3750%  | 0.0000% | $19900.00          | $17224.84          | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53                    | 2053-02-15      | 3.6250%  | 0.0000% | $35300.00          | $29726.48          | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                    | 2043-02-15      | 3.8750%  | 0.0000% | $10000.00          | $9227.72           | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53                    | 2053-05-15      | 3.6250%  | 0.0000% | $4403800.00        | $3744671.89        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53                    | 2053-11-15      | 4.7500%  | 0.0000% | $200.00            | $206.58            | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54                    | 2054-02-15      | 4.2500%  | 0.0000% | $27697100.00       | $26054347.97       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44                    | 2044-02-15      | 4.5000%  | 0.0000% | $100.00            | $99.47             | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-01-22      | 0.0000%  | 0.0000% | $50000100.00       | $49582899.17       | U.S. Treasuries (including strips) |
| BILL 11/13/25                    | 2025-11-13      | 0.0000%  | 0.0000% | $1316700.00        | $1315288.50        | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2025-12-11      | 0.0000%  | 0.0000% | $62197800.00       | $61943908.58       | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-01-15      | 0.0000%  | 0.0000% | $28500.00          | $28281.55          | U.S. Treasuries (including strips) |
| BILL 11/18/25                    | 2025-11-18      | 0.0000%  | 0.0000% | $861800.00         | $860412.50         | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-03-05      | 0.0000%  | 0.0000% | $200.00            | $197.47            | U.S. Treasuries (including strips) |
| BILL 12/09/25                    | 2025-12-09      | 0.0000%  | 0.0000% | $1852800.00        | $1845690.81        | U.S. Treasuries (including strips) |
| BILL 10/01/26                    | 2026-10-01      | 0.0000%  | 0.0000% | $400.00            | $386.78            | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-04-02      | 0.0000%  | 0.0000% | $200.00            | $196.90            | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-02-03      | 0.0000%  | 0.0000% | $100.00            | $99.04             | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-02-24      | 0.0000%  | 0.0000% | $186800.00         | $184592.58         | U.S. Treasuries (including strips) |
| 4 1/2 BOND 36                    | 2036-02-15      | 4.5000%  | 0.0000% | $100.00            | $104.54            | U.S. Treasuries (including strips) |
| 4 1/2 BOND 39                    | 2039-08-15      | 4.5000%  | 0.0000% | $200.00            | $204.29            | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40                    | 2040-02-15      | 4.6250%  | 0.0000% | $7900.00           | $8150.37           | U.S. Treasuries (including strips) |
| 4 1/4 BOND 40                    | 2040-11-15      | 4.2500%  | 0.0000% | $100.00            | $99.57             | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41                    | 2041-11-15      | 3.1250%  | 0.0000% | $5000100.00        | $4264006.39        | U.S. Treasuries (including strips) |
| 3 BOND 42                        | 2042-05-15      | 3.0000%  | 0.0000% | $6300.00           | $5230.13           | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42                    | 2042-08-15      | 2.7500%  | 0.0000% | $20999900.00       | $16572702.68       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42                    | 2042-11-15      | 2.7500%  | 0.0000% | $4348600.00        | $3445396.11        | U.S. Treasuries (including strips) |
| 3 1/8 BOND 43                    | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $82.83             | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44                    | 2044-02-15      | 3.6250%  | 0.0000% | $12869900.00       | $11355214.68       | U.S. Treasuries (including strips) |
| 3 BOND 44                        | 2044-11-15      | 3.0000%  | 0.0000% | $3031500.00        | $2435862.31        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45                    | 2045-02-15      | 2.5000%  | 0.0000% | $6289700.00        | $4583134.43        | U.S. Treasuries (including strips) |
| 3 BOND 45                        | 2045-05-15      | 3.0000%  | 0.0000% | $4568400.00        | $3651372.16        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46                    | 2046-05-15      | 2.5000%  | 0.0000% | $6000000.00        | $4331717.87        | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47                    | 2047-08-15      | 2.7500%  | 0.0000% | $86900.00          | $64133.34          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27                 | 2027-07-31      | 3.8750%  | 0.0000% | $1999900.00        | $2027743.61        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27                 | 2027-07-31      | 3.8750%  | 0.0000% | $316000.00         | $320399.51         | U.S. Treasuries (including strips) |
| 4 NOTE N 32                      | 2032-07-31      | 4.0000%  | 0.0000% | $1266100.00        | $1287684.47        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30                 | 2030-08-31      | 3.6250%  | 0.0000% | $23900000.00       | $23961170.27       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28                 | 2028-09-15      | 3.3750%  | 0.0000% | $21005100.00       | $20965687.59       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AD 30                 | 2030-09-30      | 3.6250%  | 0.0000% | $278000.00         | $277795.18         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 27                 | 2027-09-30      | 3.5000%  | 0.0000% | $19835100.00       | $19855585.08       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AF 30                 | 2030-10-31      | 3.6250%  | 0.0000% | $82500.00          | $82177.26          | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27                 | 2027-10-31      | 3.5000%  | 0.0000% | $27350000.00       | $27296585.45       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29                  | 2029-03-31      | 4.1250%  | 0.0000% | $132004200.00      | $134534991.10      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AM 27                 | 2027-04-15      | 4.5000%  | 0.0000% | $14793000.00       | $14996211.77       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31                  | 2031-04-30      | 4.6250%  | 0.0000% | $53999600.00       | $56293287.01       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29                  | 2029-04-30      | 4.6250%  | 0.0000% | $12460900.00       | $12860433.84       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27                 | 2027-05-15      | 4.5000%  | 0.0000% | $1571500.00        | $1623742.57        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29                  | 2029-05-31      | 4.5000%  | 0.0000% | $21999900.00       | $23039625.73       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27                 | 2027-06-15      | 4.6250%  | 0.0000% | $100000100.00      | $103285755.70      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31                  | 2031-06-30      | 4.2500%  | 0.0000% | $12975900.00       | $13468947.39       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27                 | 2027-07-15      | 4.3750%  | 0.0000% | $30657200.00       | $31424417.09       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34                  | 2034-08-15      | 3.8750%  | 0.0000% | $2888900.00        | $2878604.01        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27                 | 2027-08-15      | 3.7500%  | 0.0000% | $23296000.00       | $23529716.36       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31                  | 2031-08-31      | 3.7500%  | 0.0000% | $275248900.00      | $276284127.80      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29                 | 2029-08-31      | 3.6250%  | 0.0000% | $124034000.00      | $124637230.10      | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27                 | 2027-09-15      | 3.3750%  | 0.0000% | $200000000.00      | $200020934.80      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31                  | 2031-09-30      | 3.6250%  | 0.0000% | $3002900.00        | $2983979.40        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31                  | 2031-09-30      | 3.6250%  | 0.0000% | $5195000.00        | $5162267.48        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29                 | 2029-09-30      | 3.5000%  | 0.0000% | $74689000.00       | $74482467.68       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27                 | 2027-10-15      | 3.8750%  | 0.0000% | $100.00            | $100.68            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27                 | 2027-10-15      | 3.8750%  | 0.0000% | $3645000.00        | $3669612.12        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29                 | 2029-10-31      | 4.1250%  | 0.0000% | $58275000.00       | $59260779.90       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26                 | 2026-10-31      | 4.1250%  | 0.0000% | $29999900.00       | $30108739.64       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31                  | 2031-10-31      | 4.1250%  | 0.0000% | $13186600.00       | $13405009.66       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34                  | 2034-11-15      | 4.2500%  | 0.0000% | $8499900.00        | $8793050.19        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27                 | 2027-11-15      | 4.1250%  | 0.0000% | $1200000.00        | $1234953.14        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29                 | 2029-11-30      | 4.1250%  | 0.0000% | $3300000.00        | $3413222.51        | U.S. Treasuries (including strips) |
| 4 NOTE AV 27                     | 2027-12-15      | 4.0000%  | 0.0000% | $31219100.00       | $31950656.15       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29                  | 2029-08-31      | 3.1250%  | 0.0000% | $23500000.00       | $23178611.27       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29                  | 2029-11-30      | 3.8750%  | 0.0000% | $10690000.00       | $10945809.25       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27                 | 2027-11-30      | 3.8750%  | 0.0000% | $20700.00          | $21149.37          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29                  | 2029-12-31      | 3.8750%  | 0.0000% | $60700.00          | $61945.49          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AJ 26                 | 2026-01-15      | 3.8750%  | 0.0000% | $306900.00         | $310354.25         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28                  | 2028-01-31      | 3.5000%  | 0.0000% | $18379800.00       | $18501106.68       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33                  | 2033-02-15      | 3.5000%  | 0.0000% | $233200.00         | $228851.37         | U.S. Treasuries (including strips) |
| 4 NOTE V 28                      | 2028-02-29      | 4.0000%  | 0.0000% | $582200.00         | $591309.29         | U.S. Treasuries (including strips) |
| 4 NOTE V 28                      | 2028-02-29      | 4.0000%  | 0.0000% | $270200000.00      | $274427638.80      | U.S. Treasuries (including strips) |
| 4 NOTE H 30                      | 2030-02-28      | 4.0000%  | 0.0000% | $2849000.00        | $2904294.34        | U.S. Treasuries (including strips) |
| 4 NOTE H 30                      | 2030-02-28      | 4.0000%  | 0.0000% | $100.00            | $101.94            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28                  | 2028-03-31      | 3.6250%  | 0.0000% | $69600000.00       | $69860737.28       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28                  | 2028-04-30      | 3.5000%  | 0.0000% | $65435200.00       | $65281819.89       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33                  | 2033-05-15      | 3.3750%  | 0.0000% | $14601500.00       | $14300772.19       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30                  | 2030-05-31      | 3.7500%  | 0.0000% | $15135000.00       | $15404270.26       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AB 28                 | 2028-07-31      | 4.1250%  | 0.0000% | $100.00            | $102.38            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33                  | 2033-08-15      | 3.8750%  | 0.0000% | $34700100.00       | $34809509.98       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30                  | 2030-08-31      | 4.1250%  | 0.0000% | $31200.00          | $31971.23          | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28                 | 2028-09-30      | 4.6250%  | 0.0000% | $16249700.00       | $16768924.61       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33                  | 2033-11-15      | 4.5000%  | 0.0000% | $19000000.00       | $20086054.46       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33                  | 2033-11-15      | 4.5000%  | 0.0000% | $20000.00          | $21143.22          | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26                 | 2026-11-15      | 4.6250%  | 0.0000% | $99998800.00       | $102996745.00      | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2025-11-30      | 4.8750%  | 0.0000% | $25000000.00       | $25524177.46       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BL 25                 | 2025-11-30      | 4.8750%  | 0.0000% | $108000.00         | $110264.45         | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28                 | 2028-11-30      | 4.3750%  | 0.0000% | $36976900.00       | $38461704.99       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30                  | 2030-12-31      | 3.7500%  | 0.0000% | $200193000.00      | $202857362.10      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28                 | 2028-12-31      | 3.7500%  | 0.0000% | $33569100.00       | $34117148.03       | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27                     | 2027-01-15      | 4.0000%  | 0.0000% | $30000000.00       | $30455043.91       | U.S. Treasuries (including strips) |
| 4 NOTE U 29                      | 2029-01-31      | 4.0000%  | 0.0000% | $41562200.00       | $42446809.86       | U.S. Treasuries (including strips) |
| 4 NOTE G 31                      | 2031-01-31      | 4.0000%  | 0.0000% | $50000000.00       | $51110000.00       | U.S. Treasuries (including strips) |
| 4 NOTE B 34                      | 2034-02-15      | 4.0000%  | 0.0000% | $191703400.00      | $193404109.20      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31                  | 2031-02-28      | 4.2500%  | 0.0000% | $33523500.00       | $34571028.99       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29                  | 2029-02-28      | 4.2500%  | 0.0000% | $25949900.00       | $26635823.38       | U.S. Treasuries (including strips) |
| 0 3/8 NOTE N 27                  | 2027-07-31      | 0.3750%  | 0.0000% | $22858400.00       | $21637498.57       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                  | 2030-08-15      | 0.6250%  | 0.0000% | $33100.00          | $28699.28          | U.S. Treasuries (including strips) |
| 0 1/2 NOTE R 27                  | 2027-10-31      | 0.5000%  | 0.0000% | $9148100.00        | $8606825.22        | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30                  | 2030-11-15      | 0.8750%  | 0.0000% | $104890700.00      | $91738071.48       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27                  | 2027-12-31      | 0.6250%  | 0.0000% | $5242400.00        | $4932055.13        | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28                  | 2028-01-31      | 0.7500%  | 0.0000% | $824200.00         | $775530.99         | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28                  | 2028-01-31      | 0.7500%  | 0.0000% | $25143800.00       | $23659058.61       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31                  | 2031-02-15      | 1.1250%  | 0.0000% | $25000000.00       | $21995998.51       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28                  | 2028-03-31      | 1.2500%  | 0.0000% | $100.00            | $94.73             | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28                  | 2028-05-31      | 1.2500%  | 0.0000% | $123629700.00      | $117167502.60      | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26                  | 2026-05-31      | 0.7500%  | 0.0000% | $13905800.00       | $13708521.83       | U.S. Treasuries (including strips) |
| 1 NOTE N 28                      | 2028-07-31      | 1.0000%  | 0.0000% | $100139600.00      | $93634731.86       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31                  | 2031-08-15      | 1.2500%  | 0.0000% | $57220000.00       | $49856672.29       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28                  | 2028-09-30      | 1.2500%  | 0.0000% | $50000000.00       | $46822578.02       | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AD 26                 | 2026-09-30      | 0.8750%  | 0.0000% | $5780900.00        | $5637754.47        | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28                  | 2028-10-31      | 1.3750%  | 0.0000% | $7030400.00        | $6587077.04        | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26                 | 2026-10-31      | 1.1250%  | 0.0000% | $4988800.00        | $4862079.49        | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31                  | 2031-11-15      | 1.3750%  | 0.0000% | $15790100.00       | $13824367.37       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE S 28                  | 2028-11-30      | 1.5000%  | 0.0000% | $15504900.00       | $14652897.87       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AH 26                 | 2026-12-31      | 1.2500%  | 0.0000% | $19989200.00       | $19518174.27       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32                  | 2032-02-15      | 1.8750%  | 0.0000% | $12259400.00       | $10967666.67       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27                  | 2027-02-28      | 1.8750%  | 0.0000% | $69000000.00       | $67621485.60       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29                  | 2029-03-31      | 2.3750%  | 0.0000% | $36439900.00       | $35053094.51       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29                  | 2029-04-30      | 2.8750%  | 0.0000% | $155300.00         | $151439.55         | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27                  | 2027-04-30      | 2.7500%  | 0.0000% | $90171200.00       | $89009434.26       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29                  | 2029-05-31      | 2.7500%  | 0.0000% | $103800.00         | $101905.22         | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27                  | 2027-05-31      | 2.6250%  | 0.0000% | $18999900.00       | $18913837.31       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27                  | 2027-05-31      | 2.6250%  | 0.0000% | $22757500.00       | $22654416.73       | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27                 | 2027-06-30      | 3.2500%  | 0.0000% | $8231900.00        | $8271814.60        | U.S. Treasuries (including strips) |

### Security 320: Fixed Income Clearing Corp. - Wells Fargo Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 936ZZN004, C.3 - LEI: N/A, C.5 - Other ID: 936ZZN004_4.15_1103
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/4 NOTE AA 29 | 2029-06-30      | 4.2500%  | 0.0000% | $783424100.00      | $810731258.20      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  | 0.0000% | $818000000.00      | $840497045.00      | U.S. Treasuries (including strips) |
| 4 NOTE AV 27     | 2027-12-15      | 4.0000%  | 0.0000% | $379870300.00      | $388771788.30      | U.S. Treasuries (including strips) |

### Security 321: Fixed Income Clearing Corp. - BNP Paribas

- **C.1 - Title:** Fixed Income Clearing Corp. - BNP Paribas 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942URT003, C.3 - LEI: N/A, C.5 - Other ID: 942URT003_4.15_1103
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TRFR BB 04/30/27                                        | 2027-04-30      | 3.9255%  | 0.0000% | $33000.00          | $32987.26          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32                                         | 2032-05-31      | 4.1250%  | 0.0000% | $25999800.00       | $26837197.72       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AR 28                                        | 2028-08-15      | 3.6250%  | 0.0000% | $7145500.00        | $7204514.10        | U.S. Treasuries (including strips) |
| 5 BOND 45                                               | 2045-05-15      | 5.0000%  | 0.0000% | $100.00            | $106.90            | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28                                         | 2028-05-15      | 2.8750%  | 0.0000% | $51599500.00       | $51373552.24       | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43                                           | 2043-08-15      | 4.3750%  | 0.0000% | $100.00            | $98.10             | U.S. Treasuries (including strips) |
| 5 1/4 BOND 28                                           | 2028-11-15      | 5.2500%  | 0.0000% | $151600.00         | $162271.13         | U.S. Treasuries (including strips) |
| 4 1/2 BOND 36                                           | 2036-02-15      | 4.5000%  | 0.0000% | $1000.00           | $1045.44           | U.S. Treasuries (including strips) |
| 3 BOND 47                                               | 2047-02-15      | 3.0000%  | 0.0000% | $200.00            | $155.53            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AQ 28                                        | 2028-07-15      | 3.8750%  | 0.0000% | $998900.00         | $1017239.09        | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note               | 2027-07-31      | 3.9245%  | 0.0000% | $100.00            | $99.98             | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30                                        | 2030-08-31      | 3.6250%  | 0.0000% | $198089000.00      | $198595994.00      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31                                         | 2031-06-30      | 4.2500%  | 0.0000% | $1000.00           | $1038.00           | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29                                        | 2029-09-30      | 3.5000%  | 0.0000% | $99999900.00       | $99723377.20       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29                                        | 2029-10-31      | 4.1250%  | 0.0000% | $25971000.00       | $26410325.44       | U.S. Treasuries (including strips) |
| TRFR BK 10/31/26                                        | 2026-10-31      | 3.9705%  | 0.0000% | $230900.00         | $230924.71         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29                                        | 2029-11-30      | 4.1250%  | 0.0000% | $9600.00           | $9929.37           | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note - When Issued | 2026-01-31      | 4.0105%  | 0.0000% | $900.00            | $900.07            | U.S. Treasuries (including strips) |
| 4 NOTE B 34                                             | 2034-02-15      | 4.0000%  | 0.0000% | $97533000.00       | $98398270.37       | U.S. Treasuries (including strips) |

### Security 322: Fixed Income Clearing Corp. - Mizuho Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - Mizuho Bank 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 945ABD006, C.3 - LEI: N/A, C.5 - Other ID: 945ABD006_4.17_1103
- **C.18 - Value (incl. sponsor support):** $2950000000.00
- **C.18.a - Value (excl. sponsor support):** $2950000000.00
- **C.19 - Percentage of Net Assets:** 2.0800%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 05.500 CL555424        | 2033-05-01      | 5.5000%  | 0.0000% | $53.18             | $54.72             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI7780        | 2041-07-01      | 4.5000%  | 0.0000% | $4474535.81        | $4516426.42        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL2062        | 2041-06-01      | 4.5000%  | 0.0000% | $8360115.66        | $8439244.16        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAQ4078        | 2043-06-01      | 4.0000%  | 0.0000% | $15958.39          | $15689.22          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9465        | 2054-11-01      | 5.0000%  | 0.0000% | $30183138.21       | $30478530.53       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA0228        | 2054-12-01      | 4.0000%  | 0.0000% | $48598876.52       | $46541750.86       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA0290        | 2054-10-01      | 6.5000%  | 0.0000% | $933.32            | $972.37            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA0291        | 2054-07-01      | 6.5000%  | 0.0000% | $21643285.32       | $22711071.23       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0384        | 2055-01-01      | 5.0000%  | 0.0000% | $3405188.26        | $3447387.63        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA0752        | 2053-11-01      | 4.0000%  | 0.0000% | $30487416.55       | $29462500.73       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA1770        | 2050-07-01      | 3.0000%  | 0.0000% | $52933908.22       | $48311613.49       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1775        | 2055-05-01      | 5.0000%  | 0.0000% | $32249168.71       | $32709772.84       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1781        | 2055-05-01      | 5.5000%  | 0.0000% | $11755249.86       | $12138451.41       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1286        | 2055-04-01      | 6.0000%  | 0.0000% | $4691512.60        | $4828307.72        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA1620        | 2051-05-01      | 2.5000%  | 0.0000% | $58043072.05       | $49834233.83       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2593        | 2054-08-01      | 5.0000%  | 0.0000% | $1208.79           | $1216.72           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2594        | 2049-08-01      | 5.0000%  | 0.0000% | $976.11            | $995.83            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2645        | 2055-08-01      | 5.5000%  | 0.0000% | $7156069.52        | $7430020.56        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2647        | 2055-08-01      | 5.5000%  | 0.0000% | $38569499.51       | $39589984.18       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2649        | 2055-08-01      | 5.5000%  | 0.0000% | $37886544.03       | $38743550.27       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2653        | 2055-09-01      | 6.0000%  | 0.0000% | $29682592.63       | $31182839.91       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2654        | 2055-09-01      | 6.0000%  | 0.0000% | $37581783.51       | $39378042.44       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2663        | 2055-08-01      | 6.5000%  | 0.0000% | $17517087.71       | $18542462.13       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2673        | 2055-08-01      | 5.5000%  | 0.0000% | $23217605.32       | $23949571.28       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2678        | 2055-08-01      | 6.0000%  | 0.0000% | $4250656.82        | $4418132.70        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2679        | 2055-08-01      | 6.0000%  | 0.0000% | $6474657.52        | $6726748.31        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA2693        | 2052-02-01      | 2.5000%  | 0.0000% | $15223236.53       | $13093099.78       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2051        | 2055-07-01      | 6.0000%  | 0.0000% | $66213886.35       | $69075054.59       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2060        | 2055-06-01      | 6.5000%  | 0.0000% | $7579789.26        | $7985070.49        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2070        | 2055-06-01      | 6.5000%  | 0.0000% | $26554641.44       | $28843217.82       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA2336        | 2055-02-01      | 4.5000%  | 0.0000% | $980.49            | $970.50            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2340        | 2055-07-01      | 5.0000%  | 0.0000% | $991.28            | $1001.46           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2341        | 2055-07-01      | 5.0000%  | 0.0000% | $1013.02           | $1022.94           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2343        | 2055-07-01      | 5.0000%  | 0.0000% | $1008.34           | $1016.99           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA2330        | 2052-03-01      | 2.0000%  | 0.0000% | $1000.67           | $829.93            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA2331        | 2053-12-01      | 2.0000%  | 0.0000% | $404738.87         | $330431.52         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2344        | 2055-07-01      | 5.5000%  | 0.0000% | $988.03            | $1021.76           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2346        | 2055-07-01      | 5.5000%  | 0.0000% | $1004.44           | $1031.64           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3186        | 2055-11-01      | 5.5000%  | 0.0000% | $32377563.00       | $32901086.60       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3187        | 2055-10-01      | 5.5000%  | 0.0000% | $47282379.00       | $48627862.12       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA3268        | 2051-10-01      | 2.5000%  | 0.0000% | $1056.00           | $907.83            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA3273        | 2055-10-01      | 6.5000%  | 0.0000% | $12225024.00       | $12733287.53       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA3418        | 2054-10-01      | 6.5000%  | 0.0000% | $15848128.00       | $16829771.61       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIRR0038        | 2040-10-01      | 5.0000%  | 0.0000% | $2111.00           | $2141.73           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIRR0040        | 2040-10-01      | 6.0000%  | 0.0000% | $2855500.00        | $2966436.17        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS4347        | 2045-01-01      | 4.0000%  | 0.0000% | $43676.48          | $42635.64          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT8394        | 2043-06-01      | 4.0000%  | 0.0000% | $36405.20          | $35760.95          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT9653        | 2043-07-01      | 4.0000%  | 0.0000% | $36806.78          | $36155.43          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB4293        | 2054-05-01      | 6.5000%  | 0.0000% | $452851.56         | $478700.63         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB4986        | 2054-06-01      | 6.5000%  | 0.0000% | $2267598.68        | $2379340.66        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB5595        | 2054-06-01      | 6.5000%  | 0.0000% | $4112688.13        | $4342812.23        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0037        | 2051-08-01      | 3.0000%  | 0.0000% | $116517.38         | $105738.94         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0630        | 2052-02-01      | 3.0000%  | 0.0000% | $458481.40         | $412453.99         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1860        | 2052-05-01      | 4.0000%  | 0.0000% | $1201570.29        | $1151426.76        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2157        | 2052-06-01      | 4.5000%  | 0.0000% | $7591981.91        | $7539058.20        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS4477        | 2037-05-01      | 2.5000%  | 0.0000% | $2861896.40        | $2704839.34        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL6516        | 2043-07-01      | 4.0000%  | 0.0000% | $323195.15         | $316542.28         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM7684        | 2048-08-01      | 4.0000%  | 0.0000% | $6148273.28        | $5920801.52        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZM8127        | 2048-08-01      | 5.0000%  | 0.0000% | $278391.92         | $283997.81         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZM9304        | 2042-07-01      | 3.5000%  | 0.0000% | $5408.11           | $5089.05           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0638        | 2043-02-01      | 3.5000%  | 0.0000% | $18648.09          | $17824.70          | Agency Mortgage-Backed Securities  |
| 03.000 FGPC T65095 G        | 2042-09-01      | 3.0000%  | 0.0000% | $123805.30         | $113218.71         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA1334        | 2042-07-01      | 3.5000%  | 0.0000% | $467513.32         | $447735.95         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB8250        | 2054-11-01      | 6.5000%  | 0.0000% | $2407816.62        | $2552280.00        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB8562        | 2054-07-01      | 6.5000%  | 0.0000% | $2286823.99        | $2409543.35        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5086        | 2054-10-01      | 5.0000%  | 0.0000% | $8169694.02        | $8218333.66        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC6086        | 2055-04-01      | 6.0000%  | 0.0000% | $2107485.27        | $2181169.28        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC9885        | 2055-01-01      | 6.0000%  | 0.0000% | $1054431.97        | $1110298.94        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD1359        | 2054-12-01      | 5.5000%  | 0.0000% | $990.83            | $1009.29           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD1381        | 2055-01-01      | 6.5000%  | 0.0000% | $1077689.16        | $1129612.94        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD3083        | 2055-02-01      | 6.0000%  | 0.0000% | $3638646.51        | $3749192.23        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD4025        | 2055-01-01      | 5.0000%  | 0.0000% | $1107098.14        | $1111104.36        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7142        | 2055-09-01      | 6.0000%  | 0.0000% | $4159710.48        | $4286852.03        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD7521        | 2055-04-01      | 5.0000%  | 0.0000% | $1008.81           | $1014.14           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD8926        | 2055-09-01      | 6.0000%  | 0.0000% | $2018540.86        | $2094853.82        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD8954        | 2055-09-01      | 6.5000%  | 0.0000% | $11670782.00       | $12267435.18       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD8955        | 2055-09-01      | 6.0000%  | 0.0000% | $2614109.66        | $2708865.91        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD8733        | 2055-10-01      | 6.5000%  | 0.0000% | $2750915.00        | $2908434.23        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD8713        | 2055-10-01      | 5.5000%  | 0.0000% | $5976972.00        | $6165415.96        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD9807        | 2055-09-01      | 5.5000%  | 0.0000% | $1212806.93        | $1242914.05        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9220        | 2055-05-01      | 6.0000%  | 0.0000% | $14878822.02       | $15307927.25       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD9521        | 2055-09-01      | 5.5000%  | 0.0000% | $1866677.58        | $1924384.68        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD9578        | 2055-05-01      | 6.5000%  | 0.0000% | $995.98            | $1037.33           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE0431        | 2055-05-01      | 5.0000%  | 0.0000% | $2461914.35        | $2471908.90        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1319        | 2055-06-01      | 6.0000%  | 0.0000% | $19560994.83       | $20290346.09       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE1436        | 2055-06-01      | 5.5000%  | 0.0000% | $335059.82         | $341429.41         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2698        | 2055-07-01      | 6.5000%  | 0.0000% | $31974141.67       | $33575491.96       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE2463        | 2055-07-01      | 5.0000%  | 0.0000% | $1446789.86        | $1457550.60        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2477        | 2055-07-01      | 6.5000%  | 0.0000% | $5599424.55        | $5890710.35        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2547        | 2055-07-01      | 6.5000%  | 0.0000% | $1724245.42        | $1795807.93        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS4270        | 2052-03-01      | 2.0000%  | 0.0000% | $332386.15         | $274031.00         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5284        | 2050-09-01      | 3.5000%  | 0.0000% | $782.68            | $732.42            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5048        | 2052-01-01      | 3.5000%  | 0.0000% | $49227945.62       | $46348094.41       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5439        | 2053-08-01      | 6.0000%  | 0.0000% | $43320862.57       | $45128512.21       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6432        | 2050-10-01      | 3.5000%  | 0.0000% | $12016828.91       | $11272382.35       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIFS8493        | 2038-07-01      | 6.0000%  | 0.0000% | $229231.03         | $238294.83         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS9564        | 2054-09-01      | 6.5000%  | 0.0000% | $8475838.96        | $8931632.85        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA1383        | 2045-02-01      | 4.0000%  | 0.0000% | $120.53            | $117.31            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZA3208        | 2046-04-01      | 3.5000%  | 0.0000% | $268943.43         | $251416.56         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZA3211        | 2046-05-01      | 3.5000%  | 0.0000% | $103165.27         | $96818.30          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZA3213        | 2046-07-01      | 3.5000%  | 0.0000% | $366138.73         | $342280.28         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3PZA3222        | 2046-12-01      | 3.0000%  | 0.0000% | $236619.87         | $211435.70         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA5433        | 2048-06-01      | 3.5000%  | 0.0000% | $133263.52         | $125687.04         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZA5441        | 2048-05-01      | 5.0000%  | 0.0000% | $302934.05         | $309033.52         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA5498        | 2048-06-01      | 4.0000%  | 0.0000% | $7892281.03        | $7683477.58        | Agency Mortgage-Backed Securities  |
| FEPC 08.000 CLZS0712        | 2032-04-01      | 8.0000%  | 0.0000% | $6631.72           | $7016.84           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZS2140        | 2038-05-01      | 6.5000%  | 0.0000% | $192862.34         | $203937.01         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2254        | 2038-08-01      | 5.5000%  | 0.0000% | $22283.53          | $23240.48          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2516        | 2039-01-01      | 5.5000%  | 0.0000% | $38381.84          | $40053.58          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZS3549        | 2041-07-01      | 4.5000%  | 0.0000% | $4156048.29        | $4176122.01        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2876        | 2038-11-01      | 5.5000%  | 0.0000% | $32837.77          | $34288.09          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4079        | 2045-02-01      | 4.0000%  | 0.0000% | $12602.12          | $12382.50          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4599        | 2045-01-01      | 3.5000%  | 0.0000% | $90.84             | $86.46             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4634        | 2045-10-01      | 4.0000%  | 0.0000% | $45014.93          | $43791.17          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZS8606        | 2031-04-01      | 3.0000%  | 0.0000% | $1708.68           | $1675.78           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0429        | 2047-11-01      | 4.0000%  | 0.0000% | $5175123.75        | $4997044.29        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CNSA0047        | 2033-08-01      | 5.0000%  | 0.0000% | $9265.00           | $9404.69           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0843        | 2037-04-01      | 2.5000%  | 0.0000% | $2676823.07        | $2529954.71        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0861        | 2037-02-01      | 2.5000%  | 0.0000% | $1188437.12        | $1123225.59        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB0874        | 2038-04-01      | 3.5000%  | 0.0000% | $1372.90           | $1334.48           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0646        | 2037-03-01      | 2.5000%  | 0.0000% | $13736.32          | $12952.57          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0651        | 2037-04-01      | 3.0000%  | 0.0000% | $493107.96         | $475246.11         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0711        | 2037-07-01      | 3.0000%  | 0.0000% | $1558442.64        | $1502009.88        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CISB1675        | 2040-11-01      | 5.5000%  | 0.0000% | $2320.00           | $2395.01           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CISB1676        | 2040-11-01      | 5.5000%  | 0.0000% | $34123017.00       | $35173983.16       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB0979        | 2038-01-01      | 3.5000%  | 0.0000% | $726.88            | $706.54            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB1180        | 2039-05-01      | 6.0000%  | 0.0000% | $1413.05           | $1472.48           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8132        | 2036-12-01      | 2.0000%  | 0.0000% | $621.61            | $573.07            | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB8122        | 2036-10-01      | 1.5000%  | 0.0000% | $616475.11         | $553813.49         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB8160        | 2037-06-01      | 3.0000%  | 0.0000% | $46457.78          | $44658.89          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CISB8222        | 2038-04-01      | 4.5000%  | 0.0000% | $3706.45           | $3715.98           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB8386        | 2040-05-01      | 6.0000%  | 0.0000% | $525389.34         | $545704.04         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8512        | 2036-05-01      | 2.0000%  | 0.0000% | $4429.04           | $4105.29           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD0615        | 2051-01-01      | 4.5000%  | 0.0000% | $702716.45         | $694817.92         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD1098        | 2052-01-01      | 2.5000%  | 0.0000% | $879267.04         | $759557.76         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1357        | 2052-08-01      | 5.0000%  | 0.0000% | $850306.51         | $866451.00         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4393        | 2055-10-01      | 5.5000%  | 0.0000% | $1855838.00        | $1897162.56        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4743        | 2055-08-01      | 5.5000%  | 0.0000% | $49218673.52       | $49995114.48       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE6230        | 2055-10-01      | 6.5000%  | 0.0000% | $20788196.00       | $21850985.60       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE5556        | 2055-07-01      | 6.0000%  | 0.0000% | $2434011.75        | $2534499.92        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE5790        | 2055-07-01      | 5.0000%  | 0.0000% | $5933721.38        | $5977848.50        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE5795        | 2055-07-01      | 5.0000%  | 0.0000% | $2083222.49        | $2090356.83        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE6678        | 2055-08-01      | 6.0000%  | 0.0000% | $3120.57           | $3243.07           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE6742        | 2055-08-01      | 5.0000%  | 0.0000% | $2637508.86        | $2657125.77        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE6877        | 2055-10-01      | 5.5000%  | 0.0000% | $1575613.00        | $1611253.89        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7277        | 2055-09-01      | 6.0000%  | 0.0000% | $2914381.21        | $3050783.00        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE7488        | 2055-09-01      | 5.5000%  | 0.0000% | $2110172.59        | $2144026.79        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE7522        | 2055-08-01      | 6.5000%  | 0.0000% | $1573367.54        | $1657222.79        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7670        | 2055-08-01      | 6.0000%  | 0.0000% | $1840116.91        | $1918159.95        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE7709        | 2055-08-01      | 6.5000%  | 0.0000% | $5821357.35        | $6106817.31        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE7702        | 2055-08-01      | 6.5000%  | 0.0000% | $5297055.57        | $5579386.87        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8198        | 2055-10-01      | 6.0000%  | 0.0000% | $14841005.15       | $15394366.87       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0196        | 2055-09-01      | 6.0000%  | 0.0000% | $2046811.00        | $2116218.36        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0238        | 2055-10-01      | 6.0000%  | 0.0000% | $1278781.00        | $1341973.24        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0246        | 2055-10-01      | 6.0000%  | 0.0000% | $6614516.00        | $6879943.30        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0657        | 2055-09-01      | 6.0000%  | 0.0000% | $1235087.09        | $1282497.15        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0658        | 2055-09-01      | 6.0000%  | 0.0000% | $1556836.36        | $1615731.47        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1745        | 2055-10-01      | 5.5000%  | 0.0000% | $5514861.00        | $5676872.91        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF1112        | 2055-10-01      | 6.0000%  | 0.0000% | $1180570.00        | $1229783.24        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1165        | 2055-09-01      | 5.5000%  | 0.0000% | $5152640.84        | $5237444.72        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1212        | 2055-10-01      | 5.5000%  | 0.0000% | $1003.81           | $1024.99           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1281        | 2055-10-01      | 5.5000%  | 0.0000% | $1403716.00        | $1444956.24        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1268        | 2055-10-01      | 5.5000%  | 0.0000% | $2927892.00        | $3015524.78        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF1442        | 2055-10-01      | 6.0000%  | 0.0000% | $1055.58           | $1097.26           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF1443        | 2055-10-01      | 6.0000%  | 0.0000% | $352978.40         | $366139.55         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1452        | 2055-10-01      | 5.5000%  | 0.0000% | $2369865.00        | $2418483.57        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1453        | 2055-10-01      | 5.5000%  | 0.0000% | $1830230.00        | $1863476.74        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF2228        | 2055-10-01      | 5.5000%  | 0.0000% | $1158536.80        | $1192572.68        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF2268        | 2055-10-01      | 6.0000%  | 0.0000% | $139046.00         | $143766.06         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF2974        | 2055-10-01      | 6.0000%  | 0.0000% | $1299690.00        | $1358157.85        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF2976        | 2055-10-01      | 6.0000%  | 0.0000% | $3489960.00        | $3626302.27        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF2977        | 2055-10-01      | 6.0000%  | 0.0000% | $102498.00         | $106319.84         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF2997        | 2055-10-01      | 6.0000%  | 0.0000% | $1400010.00        | $1453666.78        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF3011        | 2055-10-01      | 6.0000%  | 0.0000% | $1158075.00        | $1202530.03        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF3378        | 2055-10-01      | 6.0000%  | 0.0000% | $2980961.00        | $3120708.45        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4384        | 2036-07-01      | 2.5000%  | 0.0000% | $133706.49         | $126368.86         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3836        | 2049-11-01      | 4.0000%  | 0.0000% | $413739.09         | $400098.66         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4278        | 2036-03-01      | 1.5000%  | 0.0000% | $3849679.75        | $3467310.31        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1632        | 2052-09-01      | 5.5000%  | 0.0000% | $15107809.25       | $15564160.76       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1640        | 2052-09-01      | 4.0000%  | 0.0000% | $48756.54          | $46888.74          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1896        | 2052-11-01      | 4.0000%  | 0.0000% | $25678233.84       | $24859568.94       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2254        | 2052-07-01      | 3.5000%  | 0.0000% | $10550.10          | $9829.16           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3251        | 2053-07-01      | 6.0000%  | 0.0000% | $4338931.73        | $4511911.92        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD4522        | 2052-06-01      | 3.5000%  | 0.0000% | $2216514.99        | $2055012.32        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD4936        | 2052-11-01      | 4.5000%  | 0.0000% | $2333177.57        | $2332244.30        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD5007        | 2053-09-01      | 5.0000%  | 0.0000% | $78700938.57       | $79188543.38       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7462        | 2055-01-01      | 5.0000%  | 0.0000% | $7167504.03        | $7223716.38        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8299        | 2053-02-01      | 5.0000%  | 0.0000% | $109133144.00      | $109651708.40      | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8328        | 2053-06-01      | 4.5000%  | 0.0000% | $5988.57           | $5882.81           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8384        | 2053-12-01      | 6.0000%  | 0.0000% | $2330167.83        | $2399863.15        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I6BF0745        | 2063-06-01      | 4.0000%  | 0.0000% | $32657596.35       | $30551290.23       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4182        | 2048-07-01      | 4.0000%  | 0.0000% | $306894.00         | $298117.85         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4600        | 2042-08-01      | 4.5000%  | 0.0000% | $257.56            | $260.10            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CKBQ1104        | 2050-04-01      | 4.5000%  | 0.0000% | $1277813.08        | $1230416.44        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ2143        | 2050-09-01      | 2.5000%  | 0.0000% | $21678246.83       | $18467120.38       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ6913        | 2051-12-01      | 2.0000%  | 0.0000% | $24476921.00       | $19964029.49       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4653        | 2052-07-01      | 3.0000%  | 0.0000% | $1666787.00        | $1487057.36        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4737        | 2052-08-01      | 5.0000%  | 0.0000% | $91324.32          | $91781.55          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5039        | 2053-06-01      | 5.5000%  | 0.0000% | $8667756.68        | $8831172.78        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5106        | 2053-08-01      | 5.0000%  | 0.0000% | $29749.95          | $29866.77          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5138        | 2053-09-01      | 5.5000%  | 0.0000% | $2724907.52        | $2775109.40        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5583        | 2055-01-01      | 4.0000%  | 0.0000% | $1086998.56        | $1036290.44        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5745        | 2040-06-01      | 5.0000%  | 0.0000% | $6634124.68        | $6730682.16        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5736        | 2055-06-01      | 6.0000%  | 0.0000% | $952.33            | $979.23            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5771        | 2040-07-01      | 5.0000%  | 0.0000% | $747729.00         | $758611.94         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5792        | 2055-08-01      | 5.5000%  | 0.0000% | $29176096.06       | $29629881.59       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5829        | 2040-09-01      | 5.0000%  | 0.0000% | $4330701.70        | $4393742.29        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5877        | 2055-10-01      | 4.5000%  | 0.0000% | $6953948.00        | $6807428.32        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5878        | 2055-10-01      | 5.0000%  | 0.0000% | $75224653.00       | $75252235.40       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8463        | 2054-09-01      | 6.0000%  | 0.0000% | $181097.10         | $186169.63         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8490        | 2055-01-01      | 4.5000%  | 0.0000% | $5921112.80        | $5796354.95        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4087        | 2053-11-01      | 6.0000%  | 0.0000% | $26540394.47       | $27575204.45       | Agency Mortgage-Backed Securities  |
| 03.500 FGPC U91503 G        | 2043-06-01      | 3.5000%  | 0.0000% | $231937.13         | $219652.50         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC K92899 G        | 2035-03-01      | 4.0000%  | 0.0000% | $1129379.33        | $1126380.07        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC K92906 G        | 2032-03-01      | 4.0000%  | 0.0000% | $134875.31         | $134678.97         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC K93084 G        | 2032-03-01      | 3.5000%  | 0.0000% | $1287626.94        | $1275070.87        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC9160        | 2051-10-01      | 3.0000%  | 0.0000% | $14348.76          | $12883.47          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV5975        | 2055-07-01      | 4.5000%  | 0.0000% | $2565870.42        | $2526119.95        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV8459        | 2052-04-01      | 3.0000%  | 0.0000% | $1189278.57        | $1060170.49        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0517        | 2053-04-01      | 5.0000%  | 0.0000% | $2226495.12        | $2249843.64        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY3521        | 2053-06-01      | 5.5000%  | 0.0000% | $2976885.27        | $3031952.68        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA5861        | 2040-10-01      | 5.5000%  | 0.0000% | $39839775.12       | $40895661.95       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX1134        | 2054-12-01      | 5.0000%  | 0.0000% | $4019682.79        | $4067186.06        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX2632        | 2054-12-01      | 6.5000%  | 0.0000% | $2964026.48        | $3091490.49        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX7351        | 2055-03-01      | 5.5000%  | 0.0000% | $3435466.30        | $3513170.82        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY0257        | 2055-04-01      | 6.5000%  | 0.0000% | $3127716.80        | $3295567.80        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY0595        | 2055-04-01      | 6.5000%  | 0.0000% | $3738118.84        | $3937355.59        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY0599        | 2055-04-01      | 5.5000%  | 0.0000% | $3696044.37        | $3775103.99        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5294        | 2055-06-01      | 6.5000%  | 0.0000% | $47615.36          | $50420.31          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY6194        | 2055-06-01      | 5.0000%  | 0.0000% | $1538084.22        | $1543007.12        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY5467        | 2055-05-01      | 5.0000%  | 0.0000% | $1019723.52        | $1028086.95        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5999        | 2055-06-01      | 6.5000%  | 0.0000% | $1573666.75        | $1678148.26        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6010        | 2055-06-01      | 6.5000%  | 0.0000% | $1180.78           | $1248.39           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7151        | 2055-06-01      | 6.5000%  | 0.0000% | $3612.75           | $3816.58           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6516        | 2055-06-01      | 6.0000%  | 0.0000% | $408917.20         | $423320.08         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6522        | 2055-06-01      | 6.0000%  | 0.0000% | $915140.56         | $943110.91         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6843        | 2055-06-01      | 6.5000%  | 0.0000% | $1469.88           | $1555.26           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6971        | 2055-06-01      | 6.0000%  | 0.0000% | $604760.08         | $623243.96         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY6997        | 2055-06-01      | 5.0000%  | 0.0000% | $1171210.97        | $1178494.34        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY6998        | 2055-06-01      | 5.0000%  | 0.0000% | $1039970.32        | $1057357.24        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY6999        | 2055-06-01      | 5.0000%  | 0.0000% | $1071505.98        | $1074520.84        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7009        | 2055-06-01      | 6.5000%  | 0.0000% | $1392.20           | $1469.57           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY7044        | 2055-06-01      | 6.0000%  | 0.0000% | $2896877.62        | $2979224.26        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD7951        | 2052-03-01      | 3.0000%  | 0.0000% | $4329018.67        | $3895761.83        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE2847        | 2052-05-01      | 4.5000%  | 0.0000% | $9458952.72        | $9378267.85        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE3890        | 2052-06-01      | 4.5000%  | 0.0000% | $1931192.23        | $1922961.49        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE4231        | 2052-06-01      | 5.0000%  | 0.0000% | $2329892.45        | $2340157.18        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQH3122        | 2053-10-01      | 4.5000%  | 0.0000% | $2720430.66        | $2664811.46        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ0016        | 2054-07-01      | 6.5000%  | 0.0000% | $3411356.97        | $3609419.22        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ1643        | 2054-08-01      | 6.5000%  | 0.0000% | $3846156.28        | $4059916.68        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQJ8019        | 2054-11-01      | 5.0000%  | 0.0000% | $2365395.03        | $2368646.66        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQJ8802        | 2054-11-01      | 5.0000%  | 0.0000% | $9585313.75        | $9653318.36        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIQN6202        | 2036-05-01      | 2.5000%  | 0.0000% | $1360.89           | $1286.21           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA4703        | 2051-02-01      | 2.0000%  | 0.0000% | $67546.18          | $55688.02          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0866        | 2047-12-01      | 4.0000%  | 0.0000% | $252165.96         | $245060.76         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0868        | 2047-12-01      | 4.0000%  | 0.0000% | $3393448.64        | $3323548.13        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA8386        | 2035-12-01      | 2.5000%  | 0.0000% | $6872031.69        | $6514365.34        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CICB0314        | 2036-04-01      | 1.5000%  | 0.0000% | $3341093.44        | $3009185.88        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB0948        | 2036-06-01      | 2.5000%  | 0.0000% | $94080.96          | $88800.89          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3494        | 2052-05-01      | 3.0000%  | 0.0000% | $4763154.00        | $4273144.53        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4032        | 2052-07-01      | 4.5000%  | 0.0000% | $13425400.73       | $13202659.90       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY7746        | 2055-07-01      | 5.5000%  | 0.0000% | $995.34            | $1020.91           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY7872        | 2055-07-01      | 5.0000%  | 0.0000% | $1993.62           | $2008.25           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY9258        | 2055-08-01      | 5.5000%  | 0.0000% | $1002.49           | $1027.92           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9918        | 2055-08-01      | 6.0000%  | 0.0000% | $28127024.86       | $29126321.80       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0888        | 2055-08-01      | 6.0000%  | 0.0000% | $2163669.33        | $2225173.79        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0007        | 2055-08-01      | 6.0000%  | 0.0000% | $3712642.60        | $3851072.20        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0143        | 2055-08-01      | 6.0000%  | 0.0000% | $8222943.06        | $8474770.69        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ0403        | 2055-08-01      | 5.5000%  | 0.0000% | $5156361.85        | $5274341.13        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0433        | 2055-08-01      | 6.0000%  | 0.0000% | $4933196.99        | $5073719.11        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ1360        | 2055-08-01      | 6.5000%  | 0.0000% | $5918227.69        | $6185889.40        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ5379        | 2055-10-01      | 5.5000%  | 0.0000% | $14684575.00       | $15055659.10       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ4721        | 2055-10-01      | 5.5000%  | 0.0000% | $176379.59         | $181171.18         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ6212        | 2055-10-01      | 6.0000%  | 0.0000% | $4784263.00        | $4991010.14        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ6877        | 2055-11-01      | 6.0000%  | 0.0000% | $3844994.00        | $4010447.94        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSL1323        | 2052-08-01      | 2.0000%  | 0.0000% | $28967270.99       | $23751906.97       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL1325        | 2052-07-01      | 3.5000%  | 0.0000% | $35193430.91       | $33124643.74       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1329        | 2055-05-01      | 5.0000%  | 0.0000% | $36536263.52       | $36996352.52       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1333        | 2055-01-01      | 5.0000%  | 0.0000% | $19268682.39       | $19454695.83       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSL1640        | 2052-09-01      | 4.0000%  | 0.0000% | $18113093.02       | $17440034.63       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7310        | 2052-05-01      | 3.5000%  | 0.0000% | $18444440.61       | $17170052.73       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7559        | 2052-06-01      | 4.0000%  | 0.0000% | $5172.52           | $4975.97           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA7615        | 2052-10-01      | 5.5000%  | 0.0000% | $6328.87           | $6467.14           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8767        | 2053-03-01      | 5.0000%  | 0.0000% | $417289.65         | $422579.07         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI5952        | 2054-05-01      | 6.0000%  | 0.0000% | $2724827.15        | $2833302.52        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI7436        | 2054-06-01      | 6.5000%  | 0.0000% | $3451641.10        | $3628533.10        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI8330        | 2054-05-01      | 5.5000%  | 0.0000% | $4191488.10        | $4271161.30        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO4383        | 2040-10-01      | 5.0000%  | 0.0000% | $14361.00          | $14607.53          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIQO4390        | 2040-10-01      | 6.0000%  | 0.0000% | $183061.00         | $190313.51         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO4351        | 2040-10-01      | 5.0000%  | 0.0000% | $2717200.00        | $2765106.05        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4129        | 2052-07-01      | 4.5000%  | 0.0000% | $4133039.31        | $4069018.53        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB4928        | 2052-10-01      | 6.0000%  | 0.0000% | $30571295.61       | $31574584.39       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5131        | 2052-11-01      | 5.0000%  | 0.0000% | $843.59            | $849.95            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7240        | 2053-10-01      | 6.0000%  | 0.0000% | $4313288.64        | $4456994.48        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7491        | 2053-10-01      | 7.0000%  | 0.0000% | $1715736.76        | $1865049.33        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8523        | 2054-05-01      | 5.0000%  | 0.0000% | $8267738.91        | $8369015.96        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL1926        | 2049-01-01      | 3.5000%  | 0.0000% | $19710565.83       | $18582385.61       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL1927        | 2048-11-01      | 3.5000%  | 0.0000% | $35378005.98       | $33780889.50       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1931        | 2055-08-01      | 5.5000%  | 0.0000% | $969.49            | $1002.58           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1932        | 2055-06-01      | 5.5000%  | 0.0000% | $34069464.98       | $35143550.27       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1935        | 2055-07-01      | 5.5000%  | 0.0000% | $24755691.08       | $25251159.73       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1942        | 2055-07-01      | 6.0000%  | 0.0000% | $28918344.26       | $29922013.24       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1988        | 2055-08-01      | 6.0000%  | 0.0000% | $1849736.85        | $1916105.41        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSL2311        | 2052-05-01      | 2.5000%  | 0.0000% | $13905198.41       | $11959379.10       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2281        | 2055-08-01      | 6.0000%  | 0.0000% | $76179408.29       | $79634068.27       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2285        | 2055-08-01      | 6.0000%  | 0.0000% | $11591108.81       | $11922011.79       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2289        | 2055-08-01      | 6.0000%  | 0.0000% | $3851207.98        | $3985857.76        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2824        | 2055-10-01      | 6.0000%  | 0.0000% | $14946065.71       | $15506886.93       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2991        | 2055-10-01      | 6.0000%  | 0.0000% | $10137664.00       | $10544762.17       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL2992        | 2055-10-01      | 5.5000%  | 0.0000% | $29626240.00       | $30492017.48       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2993        | 2055-10-01      | 6.0000%  | 0.0000% | $61775296.00       | $64727846.27       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2994        | 2055-10-01      | 6.0000%  | 0.0000% | $42092124.00       | $44065318.59       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2996        | 2055-10-01      | 6.0000%  | 0.0000% | $34430568.00       | $35771156.60       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2998        | 2055-10-01      | 6.0000%  | 0.0000% | $40637568.00       | $41852793.83       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL3080        | 2055-10-01      | 6.5000%  | 0.0000% | $6279040.00        | $6625188.83        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSL3054        | 2052-02-01      | 2.0000%  | 0.0000% | $7632977.00        | $6318018.61        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSL3055        | 2051-12-01      | 2.0000%  | 0.0000% | $5428931.00        | $4460255.89        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSL3056        | 2052-02-01      | 2.5000%  | 0.0000% | $7280913.00        | $6329438.43        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSL3057        | 2052-05-01      | 4.0000%  | 0.0000% | $24095015.00       | $23419543.37       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSL3058        | 2049-02-01      | 4.0000%  | 0.0000% | $5280097.00        | $5131247.54        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2680        | 2054-10-01      | 5.5000%  | 0.0000% | $71409752.09       | $72721501.61       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ3737        | 2055-03-01      | 6.5000%  | 0.0000% | $49368224.73       | $52315244.46       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4048        | 2055-04-01      | 6.5000%  | 0.0000% | $35583662.53       | $37458447.11       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0014        | 2055-06-01      | 6.0000%  | 0.0000% | $13124114.83       | $13494871.07       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0063        | 2055-10-01      | 5.0000%  | 0.0000% | $2189.00           | $2189.80           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0049        | 2055-09-01      | 5.5000%  | 0.0000% | $1107376.27        | $1124599.66        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIRR0025        | 2040-09-01      | 5.0000%  | 0.0000% | $1552747.22        | $1575350.05        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIRR0029        | 2040-10-01      | 3.5000%  | 0.0000% | $990.87            | $962.87            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CIRR0031        | 2040-10-01      | 4.5000%  | 0.0000% | $136189.97         | $136540.66         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAY3370        | 2045-04-01      | 2.5000%  | 0.0000% | $153307.71         | $135555.19         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAY9643        | 2045-04-01      | 2.5000%  | 0.0000% | $81496.97          | $72868.75          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIRR0032        | 2040-10-01      | 5.0000%  | 0.0000% | $24078149.37       | $24428646.97       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIRR0033        | 2040-10-01      | 5.5000%  | 0.0000% | $70467094.33       | $72334707.19       | Agency Mortgage-Backed Securities  |
| United States Treasury Bill | 2025-12-23      | 0.0000%  | 0.0000% | $800.00            | $795.69            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33             | 2033-08-15      | 3.8750%  | 0.0000% | $1400.00           | $1404.41           | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28             | 2028-03-31      | 1.2500%  | 0.0000% | $21743700.00       | $20597253.86       | U.S. Treasuries (including strips) |

### Security 323: Fixed Income Clearing Corp. - Natixis

- **C.1 - Title:** Fixed Income Clearing Corp. - Natixis 4.170000%
- **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: N/A, C.5 - Other ID: 954ZEB000_4.17_1103
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45590430.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45590430.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45590430.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45590430.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45590430.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45590430.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45590430.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45590430.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45590430.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45590430.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45590430.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45590430.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45590430.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45590430.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45590430.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45590430.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45590430.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45590430.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45590430.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45590430.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45590430.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45590430.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45590430.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45590430.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45590430.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45590430.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45590430.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45590430.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45590430.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45590430.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45590430.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45590430.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45590430.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45590430.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45590430.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45590430.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45590430.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45590430.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45590430.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $37311600.00       | $34021037.76       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45590430.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45590430.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45590430.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45590430.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45590430.00       | U.S. Treasuries (including strips) |

### Security 324: Citigroup Global Markets Holdings, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 959JDC000, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395, C.5 - Other ID: 959JDC000_4.32_1103
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMI SP 785570 X | 2047-12-15      | 4.5000%  | 0.0000% | $9270898.66        | $9255657.30        | Agency Mortgage-Backed Securities |
| GNII SF MA4719 M | 2047-09-20      | 3.5000%  | 0.0000% | $16423577.97       | $15308854.99       | Agency Mortgage-Backed Securities |
| GNII SF MA4781 M | 2047-10-20      | 5.0000%  | 0.0000% | $254955.85         | $260750.15         | Agency Mortgage-Backed Securities |
| GNII JM MA4768 M | 2047-09-20      | 3.0000%  | 0.0000% | $41.47             | $37.12             | Agency Mortgage-Backed Securities |
| GNII SF MA4777 M | 2047-10-20      | 3.0000%  | 0.0000% | $74491428.52       | $68054624.18       | Agency Mortgage-Backed Securities |
| GNII SF MA4778 M | 2047-10-20      | 3.5000%  | 0.0000% | $56096716.21       | $52474083.79       | Agency Mortgage-Backed Securities |
| GNII SF MA4836 M | 2047-11-20      | 3.0000%  | 0.0000% | $9273197.53        | $8469118.57        | Agency Mortgage-Backed Securities |
| GNII SF MA4837 M | 2047-11-20      | 3.5000%  | 0.0000% | $3366717.06        | $3159750.37        | Agency Mortgage-Backed Securities |
| GNII SF MA4838 M | 2047-11-20      | 4.0000%  | 0.0000% | $3929059.30        | $3797118.87        | Agency Mortgage-Backed Securities |
| GNII SF MA4839 M | 2047-11-20      | 4.5000%  | 0.0000% | $535802.10         | $537220.37         | Agency Mortgage-Backed Securities |
| GNII SF MA4840 M | 2047-11-20      | 5.0000%  | 0.0000% | $258408.32         | $264916.76         | Agency Mortgage-Backed Securities |
| GNII SF MA4899 M | 2047-12-20      | 3.0000%  | 0.0000% | $80580857.93       | $73617704.84       | Agency Mortgage-Backed Securities |
| GNII SF MA4899 M | 2047-12-20      | 3.0000%  | 0.0000% | $4104714.50        | $3750017.91        | Agency Mortgage-Backed Securities |
| GNII SF MA4900 M | 2047-12-20      | 3.5000%  | 0.0000% | $13797704.96       | $12960690.19       | Agency Mortgage-Backed Securities |
| GNII SF MA4901 M | 2047-12-20      | 4.0000%  | 0.0000% | $9369749.24        | $9055106.81        | Agency Mortgage-Backed Securities |
| GNII SF MA4903 M | 2047-11-20      | 5.0000%  | 0.0000% | $96178.17          | $98600.58          | Agency Mortgage-Backed Securities |
| GNII SF BA8385 C | 2047-11-20      | 3.5000%  | 0.0000% | $800621.93         | $745954.39         | Agency Mortgage-Backed Securities |
| GNII SF BB3525 C | 2047-09-20      | 4.0000%  | 0.0000% | $13582.06          | $12987.38          | Agency Mortgage-Backed Securities |
| GNMI SF BB3606 X | 2047-10-15      | 5.0000%  | 0.0000% | $218889.71         | $220307.17         | Agency Mortgage-Backed Securities |
| GNMI SF BB3738 X | 2047-11-15      | 5.0000%  | 0.0000% | $227472.91         | $229282.39         | Agency Mortgage-Backed Securities |
| GNMI SF BB3846 X | 2047-12-15      | 5.0000%  | 0.0000% | $242598.46         | $243936.06         | Agency Mortgage-Backed Securities |
| GNII SF BC0459 C | 2047-11-20      | 3.5000%  | 0.0000% | $480296.97         | $447499.73         | Agency Mortgage-Backed Securities |
| GNII SF BC1919 C | 2047-09-20      | 3.5000%  | 0.0000% | $407.88            | $378.14            | Agency Mortgage-Backed Securities |
| GNMI SF BC3797 X | 2047-10-15      | 3.5000%  | 0.0000% | $106095.87         | $98227.77          | Agency Mortgage-Backed Securities |
| GNII SF BD1714 C | 2047-11-20      | 3.5000%  | 0.0000% | $498226.00         | $464201.98         | Agency Mortgage-Backed Securities |
| GNII SF BD1446 C | 2047-11-20      | 3.5000%  | 0.0000% | $818739.88         | $762831.14         | Agency Mortgage-Backed Securities |
| GNMI SF BD3187 X | 2047-10-15      | 4.0000%  | 0.0000% | $159537.85         | $153662.60         | Agency Mortgage-Backed Securities |
| GNMI SF BD3659 X | 2047-11-15      | 3.5000%  | 0.0000% | $102752.42         | $95608.42          | Agency Mortgage-Backed Securities |
| GNMI SF BD3645 X | 2047-10-15      | 5.0000%  | 0.0000% | $411265.53         | $421142.75         | Agency Mortgage-Backed Securities |
| GNMI SF BD5718 X | 2047-12-15      | 3.0000%  | 0.0000% | $683338.41         | $620122.09         | Agency Mortgage-Backed Securities |
| GNMI SF BD5850 X | 2047-10-15      | 3.5000%  | 0.0000% | $331318.62         | $306746.93         | Agency Mortgage-Backed Securities |
| GNMI SF BD5909 X | 2047-10-15      | 3.5000%  | 0.0000% | $72047.64          | $66818.90          | Agency Mortgage-Backed Securities |
| GNMI SF BD5918 X | 2047-11-15      | 3.5000%  | 0.0000% | $73012.09          | $67936.34          | Agency Mortgage-Backed Securities |
| GNMI SF BD6110 X | 2047-11-15      | 3.5000%  | 0.0000% | $118515.38         | $109726.24         | Agency Mortgage-Backed Securities |
| GNMI SF BD7084 X | 2047-10-15      | 4.0000%  | 0.0000% | $102011.92         | $98134.79          | Agency Mortgage-Backed Securities |
| GNMI SF BD7159 X | 2047-10-15      | 5.0000%  | 0.0000% | $51497.37          | $51640.72          | Agency Mortgage-Backed Securities |
| GNMI SF BD7201 X | 2047-12-15      | 5.0000%  | 0.0000% | $78473.25          | $79199.34          | Agency Mortgage-Backed Securities |
| GNMI SF BD9876 X | 2047-12-15      | 5.0000%  | 0.0000% | $189785.11         | $191628.81         | Agency Mortgage-Backed Securities |
| GNMI SF BE1030 X | 2047-11-15      | 4.0000%  | 0.0000% | $93642.32          | $90194.26          | Agency Mortgage-Backed Securities |
| GNMI SF BE1031 X | 2047-10-15      | 4.0000%  | 0.0000% | $188452.79         | $181512.70         | Agency Mortgage-Backed Securities |
| GNMI SF BE1031 X | 2047-10-15      | 4.0000%  | 0.0000% | $166528.83         | $160396.13         | Agency Mortgage-Backed Securities |
| GNMI SF BE4664 X | 2047-12-15      | 4.0000%  | 0.0000% | $175731.49         | $169196.63         | Agency Mortgage-Backed Securities |
| GNMI SF BE4664 X | 2047-12-15      | 4.0000%  | 0.0000% | $137509.71         | $132396.18         | Agency Mortgage-Backed Securities |
| GNII RG CI8166 C | 2047-11-20      | 4.0000%  | 0.0000% | $756529.21         | $722779.18         | Agency Mortgage-Backed Securities |
| GNII RG CK9540 C | 2047-09-20      | 4.0000%  | 0.0000% | $466712.22         | $445888.61         | Agency Mortgage-Backed Securities |
| GNII SP 787212 C | 2047-10-20      | 3.5000%  | 0.0000% | $21652087.23       | $19982141.14       | Agency Mortgage-Backed Securities |
| GNMI SP 786592 X | 2047-11-15      | 4.5000%  | 0.0000% | $8711465.09        | $8686123.43        | Agency Mortgage-Backed Securities |
| GNMI SP 786671 X | 2047-11-15      | 4.5000%  | 0.0000% | $7114780.13        | $7120486.18        | Agency Mortgage-Backed Securities |
| GNMI SP 786672 X | 2047-11-15      | 5.0000%  | 0.0000% | $4614040.89        | $4756659.36        | Agency Mortgage-Backed Securities |

### Security 325: Citigroup Global Markets Holdings, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 4.160000%
- **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: 6SHGI4ZSSLCXXQSBB395, C.5 - Other ID: 959JDE006_4.16_1103
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF DI5373 C | 2055-04-20      | 6.5000%  | 0.0000% | $7322342.83        | $7717702.97        | Agency Mortgage-Backed Securities |
| GNII SF DI5971 C | 2055-06-20      | 6.5000%  | 0.0000% | $7496216.58        | $7690441.05        | Agency Mortgage-Backed Securities |
| GNII SF DI9561 C | 2055-05-20      | 7.0000%  | 0.0000% | $8547552.69        | $8942230.24        | Agency Mortgage-Backed Securities |
| GNII SF DO1627 C | 2055-10-20      | 5.5000%  | 0.0000% | $6517747.00        | $6712994.80        | Agency Mortgage-Backed Securities |
| GNII SF DO2965 C | 2055-10-20      | 6.0000%  | 0.0000% | $7556362.00        | $7719874.12        | Agency Mortgage-Backed Securities |
| GNII SF AV2187 C | 2046-09-20      | 3.0000%  | 0.0000% | $8397657.09        | $7648821.21        | Agency Mortgage-Backed Securities |
| GNII SF CP1500 C | 2055-10-20      | 6.0000%  | 0.0000% | $8510016.00        | $8837311.22        | Agency Mortgage-Backed Securities |
| GNII SF CV2681 C | 2055-09-20      | 7.5000%  | 0.0000% | $6980435.87        | $7265495.93        | Agency Mortgage-Backed Securities |
| GNII SF DE6773 C | 2054-11-20      | 6.0000%  | 0.0000% | $8296588.35        | $8575079.93        | Agency Mortgage-Backed Securities |
| GNII SF DG7424 C | 2055-02-20      | 7.0000%  | 0.0000% | $6484448.03        | $6942090.11        | Agency Mortgage-Backed Securities |
| GNII SF DG7700 C | 2055-01-20      | 6.5000%  | 0.0000% | $7255469.48        | $7602924.24        | Agency Mortgage-Backed Securities |
| GNII SF DH4169 C | 2055-03-20      | 6.0000%  | 0.0000% | $6287376.77        | $6511892.71        | Agency Mortgage-Backed Securities |
| GNII SF DH4163 C | 2055-03-20      | 6.0000%  | 0.0000% | $6349339.64        | $6578011.11        | Agency Mortgage-Backed Securities |
| GNII SF DH7979 C | 2055-01-20      | 7.0000%  | 0.0000% | $6170655.78        | $6455569.36        | Agency Mortgage-Backed Securities |
| GNII SF DH7984 C | 2055-01-20      | 7.5000%  | 0.0000% | $7837768.94        | $8439709.59        | Agency Mortgage-Backed Securities |
| GNII SF DJ2698 C | 2055-05-20      | 6.5000%  | 0.0000% | $6189054.27        | $6485433.64        | Agency Mortgage-Backed Securities |
| GNII SF DJ1942 C | 2055-04-20      | 7.0000%  | 0.0000% | $6993829.93        | $7385011.15        | Agency Mortgage-Backed Securities |
| GNII SF DJ4667 C | 2055-04-20      | 6.5000%  | 0.0000% | $6576425.17        | $6891354.83        | Agency Mortgage-Backed Securities |
| GNII SF DK3209 C | 2055-08-20      | 6.5000%  | 0.0000% | $7225494.55        | $7609577.76        | Agency Mortgage-Backed Securities |
| GNII SF DK5978 C | 2055-06-20      | 4.5000%  | 0.0000% | $8692354.69        | $8500271.04        | Agency Mortgage-Backed Securities |
| GNII SF DK7300 C | 2055-06-20      | 6.5000%  | 0.0000% | $7329418.44        | $7680414.52        | Agency Mortgage-Backed Securities |
| GNII SF DK7877 C | 2055-08-20      | 7.0000%  | 0.0000% | $7542396.52        | $8074665.95        | Agency Mortgage-Backed Securities |
| GNII SF DL3488 C | 2055-06-20      | 4.5000%  | 0.0000% | $7730828.82        | $7510013.15        | Agency Mortgage-Backed Securities |
| GNII SF DL5036 C | 2055-10-20      | 6.5000%  | 0.0000% | $7099080.00        | $7439045.48        | Agency Mortgage-Backed Securities |
| GNII SF DL5200 C | 2055-10-20      | 6.0000%  | 0.0000% | $7782715.00        | $8053499.00        | Agency Mortgage-Backed Securities |
| GNII SF DL8090 C | 2055-08-20      | 6.5000%  | 0.0000% | $7464197.64        | $7911113.99        | Agency Mortgage-Backed Securities |
| GNII SF DL7308 C | 2055-09-20      | 7.0000%  | 0.0000% | $8322564.93        | $8849019.87        | Agency Mortgage-Backed Securities |
| GNII SF DL8231 C | 2055-09-20      | 6.5000%  | 0.0000% | $8388801.11        | $8949665.17        | Agency Mortgage-Backed Securities |
| GNII SF DL8266 C | 2055-09-20      | 7.0000%  | 0.0000% | $6628700.23        | $7246106.20        | Agency Mortgage-Backed Securities |
| GNII SF DL8323 C | 2055-09-20      | 6.5000%  | 0.0000% | $7963076.89        | $8446584.31        | Agency Mortgage-Backed Securities |
| GNII SF DM0802 C | 2055-09-20      | 7.0000%  | 0.0000% | $6005772.15        | $6400317.35        | Agency Mortgage-Backed Securities |
| GNII SF DM1579 C | 2055-09-20      | 5.5000%  | 0.0000% | $7480294.40        | $7630807.89        | Agency Mortgage-Backed Securities |
| GNII SF DM3595 C | 2055-10-20      | 5.0000%  | 0.0000% | $7086282.00        | $7113235.86        | Agency Mortgage-Backed Securities |
| GNII SF DM3596 C | 2055-10-20      | 5.0000%  | 0.0000% | $6853472.00        | $6876634.45        | Agency Mortgage-Backed Securities |
| GNII SF DM2764 C | 2050-10-20      | 6.5000%  | 0.0000% | $6501575.00        | $6812835.74        | Agency Mortgage-Backed Securities |
| GNII SF DM3335 C | 2055-08-20      | 6.0000%  | 0.0000% | $7817848.32        | $8087775.16        | Agency Mortgage-Backed Securities |
| GNII SF DM6169 C | 2055-10-20      | 6.0000%  | 0.0000% | $6220963.00        | $6429800.73        | Agency Mortgage-Backed Securities |
| GNII SF DM6284 C | 2055-09-20      | 6.5000%  | 0.0000% | $7368488.05        | $7766354.48        | Agency Mortgage-Backed Securities |
| GNII SF DM6299 C | 2055-10-20      | 6.5000%  | 0.0000% | $7999216.00        | $8382295.79        | Agency Mortgage-Backed Securities |
| GNII SF DM6300 C | 2055-10-20      | 7.0000%  | 0.0000% | $8253646.00        | $8836116.80        | Agency Mortgage-Backed Securities |
| GNII SF DM6140 C | 2055-09-20      | 7.0000%  | 0.0000% | $8171264.83        | $8708070.62        | Agency Mortgage-Backed Securities |
| GNII SF DM6142 C | 2055-09-20      | 7.0000%  | 0.0000% | $7528413.21        | $8022987.30        | Agency Mortgage-Backed Securities |
| GNII SF DM7088 C | 2055-10-20      | 5.0000%  | 0.0000% | $9134710.00        | $9118136.59        | Agency Mortgage-Backed Securities |
| GNII SF DM8218 C | 2055-09-20      | 5.5000%  | 0.0000% | $7891731.86        | $8050524.03        | Agency Mortgage-Backed Securities |
| GNII SF DM8272 C | 2055-09-20      | 5.5000%  | 0.0000% | $6186736.79        | $6311222.18        | Agency Mortgage-Backed Securities |
| GNII SF DM9169 C | 2055-10-20      | 6.0000%  | 0.0000% | $8511972.00        | $8836780.34        | Agency Mortgage-Backed Securities |
| GNII SF DN3045 C | 2055-10-20      | 6.0000%  | 0.0000% | $8847255.00        | $8992703.87        | Agency Mortgage-Backed Securities |
| GNII SF DN5623 C | 2055-10-20      | 6.0000%  | 0.0000% | $3188619.00        | $3365016.59        | Agency Mortgage-Backed Securities |
| GNII SF DN5596 C | 2055-10-20      | 6.5000%  | 0.0000% | $7112491.00        | $7696296.12        | Agency Mortgage-Backed Securities |
| GNII SF DN7610 C | 2055-10-20      | 6.5000%  | 0.0000% | $8664316.00        | $9079247.21        | Agency Mortgage-Backed Securities |
| GNII SF DN7614 C | 2055-09-20      | 7.0000%  | 0.0000% | $6314301.00        | $6605859.64        | Agency Mortgage-Backed Securities |
| GNII SF DN7605 C | 2055-10-20      | 5.5000%  | 0.0000% | $6607096.00        | $6746124.71        | Agency Mortgage-Backed Securities |
| GNII SF DN7619 C | 2055-10-20      | 7.5000%  | 0.0000% | $8300998.00        | $8882499.51        | Agency Mortgage-Backed Securities |
| GNII SF DN7820 C | 2055-10-20      | 5.0000%  | 0.0000% | $6550763.00        | $6576433.26        | Agency Mortgage-Backed Securities |

### Security 326: Citigroup Global Markets Holdings, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 959JDF003, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395, C.5 - Other ID: 959JDF003_4.17_0113
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.000 CLCC0590 | 2055-06-01      | 6.0000%  | 0.0000% | $7159223.40        | $7377508.12        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOCC0637 | 2055-06-01      | 3.8610%  | 0.0000% | $6942593.43        | $6800259.85        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE4449 | 2055-06-01      | 7.0000%  | 0.0000% | $1121111.76        | $1202354.62        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE4450 | 2055-06-01      | 7.0000%  | 0.0000% | $3068374.22        | $3265564.31        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY4206 | 2055-06-01      | 5.0000%  | 0.0000% | $144933.11         | $145076.83         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY5009 | 2055-06-01      | 5.5000%  | 0.0000% | $12015193.58       | $12218170.24       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY5002 | 2055-06-01      | 6.5000%  | 0.0000% | $7436062.76        | $7738187.52        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY6222 | 2055-06-01      | 6.5000%  | 0.0000% | $1257818.44        | $1324861.00        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY6224 | 2055-06-01      | 6.5000%  | 0.0000% | $1149146.36        | $1204516.45        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY7150 | 2055-06-01      | 6.5000%  | 0.0000% | $1431074.32        | $1514299.40        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY6303 | 2055-06-01      | 6.0000%  | 0.0000% | $9246174.35        | $9507841.08        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY6711 | 2055-06-01      | 6.5000%  | 0.0000% | $713544.92         | $747925.42         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY6746 | 2055-06-01      | 7.0000%  | 0.0000% | $996.20            | $1064.98           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY6747 | 2055-06-01      | 7.0000%  | 0.0000% | $5016.80           | $5354.91           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY8064 | 2055-06-01      | 5.0000%  | 0.0000% | $1332486.16        | $1342919.09        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY8072 | 2055-06-01      | 5.0000%  | 0.0000% | $1001327.36        | $1008468.49        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY8091 | 2055-06-01      | 5.0000%  | 0.0000% | $1281752.00        | $1287500.23        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY7265 | 2055-06-01      | 5.0000%  | 0.0000% | $3899969.13        | $3913177.03        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY7528 | 2055-06-01      | 6.5000%  | 0.0000% | $4851158.82        | $5100865.76        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY7671 | 2055-06-01      | 7.0000%  | 0.0000% | $1027940.41        | $1095243.09        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY7761 | 2055-06-01      | 5.0000%  | 0.0000% | $1096867.59        | $1104401.61        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY7805 | 2055-06-01      | 5.5000%  | 0.0000% | $4575366.87        | $4690525.80        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY8113 | 2055-06-01      | 6.0000%  | 0.0000% | $1957586.71        | $2017659.18        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY8195 | 2055-06-01      | 5.0000%  | 0.0000% | $1179756.60        | $1189457.35        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY8335 | 2055-06-01      | 6.0000%  | 0.0000% | $1067604.25        | $1105082.49        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY8396 | 2055-06-01      | 6.0000%  | 0.0000% | $1498417.38        | $1544352.86        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY8641 | 2055-06-01      | 6.0000%  | 0.0000% | $1044317.97        | $1081577.15        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY8664 | 2055-06-01      | 5.5000%  | 0.0000% | $1874100.12        | $1922248.25        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY9969 | 2055-06-01      | 6.0000%  | 0.0000% | $4333571.36        | $4466551.34        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1684 | 2055-06-01      | 5.5000%  | 0.0000% | $26857867.16       | $27543718.59       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1685 | 2055-06-01      | 6.0000%  | 0.0000% | $35117719.25       | $36538617.29       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1687 | 2055-06-01      | 5.5000%  | 0.0000% | $57797600.24       | $59018362.60       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1689 | 2055-06-01      | 5.5000%  | 0.0000% | $14676935.23       | $15075404.23       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1690 | 2055-06-01      | 6.0000%  | 0.0000% | $32086842.01       | $33421847.16       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL1691 | 2055-06-01      | 5.0000%  | 0.0000% | $183203.04         | $183850.97         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1693 | 2055-06-01      | 5.5000%  | 0.0000% | $12351223.78       | $12718306.26       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1694 | 2055-06-01      | 5.5000%  | 0.0000% | $6163573.88        | $6312216.68        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1709 | 2055-06-01      | 5.5000%  | 0.0000% | $50954298.02       | $52044227.42       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1719 | 2055-06-01      | 6.0000%  | 0.0000% | $103180752.70      | $106327249.70      | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL1825 | 2055-06-01      | 5.0000%  | 0.0000% | $34909014.24       | $35044763.78       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL2008 | 2055-06-01      | 6.5000%  | 0.0000% | $43037958.16       | $44848421.61       | Agency Mortgage-Backed Securities |

### Security 327: Citigroup Global Markets Holdings, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 3.840000%
- **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: 959JDG001, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395, C.5 - Other ID: 959JDG001_3.84_0227
- **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:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.500 CLDE0096 | 2055-06-01      | 5.5000%  | 0.0000% | $2946080.57        | $2993713.78        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE1757 | 2055-06-01      | 5.5000%  | 0.0000% | $1354101.82        | $1381402.31        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1462 | 2055-06-01      | 6.0000%  | 0.0000% | $4705015.96        | $4957181.29        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2028 | 2055-06-01      | 5.5000%  | 0.0000% | $500000.97         | $507777.65         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0525 | 2055-06-01      | 5.5000%  | 0.0000% | $198146.35         | $202422.81         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLMA5738 | 2055-06-01      | 7.0000%  | 0.0000% | $2358.96           | $2482.30           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY5305 | 2055-06-01      | 5.5000%  | 0.0000% | $850990.61         | $870807.91         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5310 | 2055-06-01      | 6.0000%  | 0.0000% | $1096053.33        | $1148663.89        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY5369 | 2055-06-01      | 5.0000%  | 0.0000% | $1336042.38        | $1347327.49        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY4696 | 2055-06-01      | 6.0000%  | 0.0000% | $2695489.78        | $2798791.73        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY4699 | 2055-06-01      | 6.5000%  | 0.0000% | $1058298.47        | $1109290.12        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4752 | 2055-06-01      | 5.5000%  | 0.0000% | $18818418.27       | $19248218.39       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY4736 | 2055-06-01      | 5.0000%  | 0.0000% | $988.35            | $989.33            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4842 | 2055-06-01      | 5.5000%  | 0.0000% | $83703.44          | $85209.46          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4877 | 2055-06-01      | 5.5000%  | 0.0000% | $2865339.48        | $2925529.76        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5064 | 2055-06-01      | 6.0000%  | 0.0000% | $10866065.96       | $11199502.06       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY5077 | 2055-06-01      | 5.5000%  | 0.0000% | $6844686.68        | $6998968.19        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY5165 | 2055-06-01      | 5.5000%  | 0.0000% | $1273691.92        | $1309933.97        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY5152 | 2055-06-01      | 5.5000%  | 0.0000% | $2341315.19        | $2396791.09        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5161 | 2055-06-01      | 6.0000%  | 0.0000% | $1314389.49        | $1376002.82        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY5226 | 2055-06-01      | 5.5000%  | 0.0000% | $904476.35         | $920989.68         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY6171 | 2055-06-01      | 5.5000%  | 0.0000% | $2979526.31        | $3060466.13        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY6173 | 2055-06-01      | 6.0000%  | 0.0000% | $9951037.07        | $10256394.60       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5501 | 2055-06-01      | 6.0000%  | 0.0000% | $3134503.28        | $3223987.08        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY5517 | 2055-06-01      | 5.0000%  | 0.0000% | $1047867.96        | $1050002.11        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY5532 | 2055-06-01      | 5.5000%  | 0.0000% | $2047699.74        | $2085210.18        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY5548 | 2055-06-01      | 6.5000%  | 0.0000% | $1030080.36        | $1074115.95        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY5550 | 2055-06-01      | 5.5000%  | 0.0000% | $2032914.42        | $2095717.92        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY5630 | 2055-06-01      | 6.5000%  | 0.0000% | $1042164.68        | $1100085.76        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY5642 | 2055-06-01      | 5.5000%  | 0.0000% | $242451.42         | $246289.26         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5644 | 2055-06-01      | 6.0000%  | 0.0000% | $1526192.80        | $1570870.56        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5834 | 2055-06-01      | 6.0000%  | 0.0000% | $14587752.82       | $15034488.17       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY5872 | 2055-06-01      | 5.0000%  | 0.0000% | $15433245.84       | $15494232.89       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5981 | 2055-06-01      | 6.0000%  | 0.0000% | $3982227.94        | $4154304.00        | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQY6011 | 2055-06-01      | 7.5000%  | 0.0000% | $201004.59         | $214365.17         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY6019 | 2055-06-01      | 5.5000%  | 0.0000% | $1059642.02        | $1094228.03        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY6045 | 2055-06-01      | 5.5000%  | 0.0000% | $3702273.98        | $3797390.34        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY6409 | 2055-06-01      | 5.0000%  | 0.0000% | $1058800.24        | $1071557.37        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY6476 | 2055-06-01      | 6.0000%  | 0.0000% | $5872524.62        | $6126716.85        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY6581 | 2055-06-01      | 6.0000%  | 0.0000% | $1189325.62        | $1223241.61        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY6622 | 2055-06-01      | 5.5000%  | 0.0000% | $1190350.37        | $1227130.21        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY6746 | 2055-06-01      | 7.0000%  | 0.0000% | $1503517.40        | $1607311.72        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY6747 | 2055-06-01      | 7.0000%  | 0.0000% | $989998.29         | $1056719.55        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY6759 | 2055-06-01      | 6.5000%  | 0.0000% | $2758876.01        | $2910122.19        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY6991 | 2055-06-01      | 6.5000%  | 0.0000% | $2393528.04        | $2496209.60        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY7027 | 2055-06-01      | 5.5000%  | 0.0000% | $1012212.58        | $1043192.70        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY7064 | 2055-06-01      | 6.5000%  | 0.0000% | $1594416.88        | $1665343.98        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY7399 | 2055-06-01      | 5.0000%  | 0.0000% | $1115647.39        | $1122463.62        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY7490 | 2055-06-01      | 5.5000%  | 0.0000% | $1070182.13        | $1099255.06        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL1691 | 2055-06-01      | 5.0000%  | 0.0000% | $22284037.58       | $22362848.80       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1694 | 2055-06-01      | 5.5000%  | 0.0000% | $18442247.78       | $18887007.17       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1519 | 2055-06-01      | 5.5000%  | 0.0000% | $62441912.98       | $64266736.24       | Agency Mortgage-Backed Securities |

### Security 328: Deutsche Bank Securities, Inc.

- **C.1 - Title:** Deutsche Bank Securities, Inc. 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 959JFM006, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 959JFM006_4.15_1103
- **C.18 - Value (incl. sponsor support):** $1325000.00
- **C.18.a - Value (excl. sponsor support):** $1325000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  | 0.0000% | $280462.75         | $289523.10         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28 | 2028-02-15      | 4.2500%  | 0.0000% | $53582.30          | $54799.84          | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27 | 2027-08-31      | 3.6250%  | 0.0000% | $270981.33         | $272624.68         | U.S. Treasuries (including strips) |
| 1 5/8 TPRN B 26  | 2026-02-15      | 0.0000%  | 0.0000% | $70.73             | $69.95             | U.S. Treasuries (including strips) |
| 1 5/8 TPRN C 26  | 2026-05-15      | 0.0000%  | 0.0000% | $5.38              | $5.27              | U.S. Treasuries (including strips) |
| 2 1/4 TPRN F 27  | 2027-11-15      | 0.0000%  | 0.0000% | $742.20            | $689.51            | U.S. Treasuries (including strips) |
| 2 3/4 TPRN B 28  | 2028-02-15      | 0.0000%  | 0.0000% | $10.16             | $9.36              | U.S. Treasuries (including strips) |
| 2 7/8 TPRN C 28  | 2028-05-15      | 0.0000%  | 0.0000% | $3099.30           | $2827.88           | U.S. Treasuries (including strips) |
| 1 1/2 TPRN E 26  | 2026-08-15      | 0.0000%  | 0.0000% | $582.80            | $565.77            | U.S. Treasuries (including strips) |
| 2 TPRN F 26      | 2026-11-15      | 0.0000%  | 0.0000% | $149.44            | $143.74            | U.S. Treasuries (including strips) |
| 2 1/4 TPRN B 27  | 2027-02-15      | 0.0000%  | 0.0000% | $385.55            | $367.71            | U.S. Treasuries (including strips) |
| 2 3/8 TPRN C 27  | 2027-05-15      | 0.0000%  | 0.0000% | $49.81             | $47.09             | U.S. Treasuries (including strips) |
| 2 1/4 TPRN F 25  | 2025-11-15      | 0.0000%  | 0.0000% | $7181.10           | $7169.02           | U.S. Treasuries (including strips) |
| 2 7/8 TPRN E 28  | 2028-08-15      | 0.0000%  | 0.0000% | $597.74            | $540.54            | U.S. Treasuries (including strips) |
| 3 1/8 TPRN F 28  | 2028-11-15      | 0.0000%  | 0.0000% | $47.82             | $42.85             | U.S. Treasuries (including strips) |
| 2 3/8 TPRN C 29  | 2029-05-15      | 0.0000%  | 0.0000% | $2550.38           | $2241.60           | U.S. Treasuries (including strips) |
| 1 5/8 TPRN E 29  | 2029-08-15      | 0.0000%  | 0.0000% | $54.79             | $47.78             | U.S. Treasuries (including strips) |
| 1 3/4 TPRN F 29  | 2029-11-15      | 0.0000%  | 0.0000% | $819.91            | $708.24            | U.S. Treasuries (including strips) |
| 1 1/2 TPRN B 30  | 2030-02-15      | 0.0000%  | 0.0000% | $1354.89           | $1157.28           | U.S. Treasuries (including strips) |
| 0 5/8 TPRN C 30  | 2030-05-15      | 0.0000%  | 0.0000% | $936.47            | $792.02            | U.S. Treasuries (including strips) |
| 0 5/8 TPRN E 30  | 2030-08-15      | 0.0000%  | 0.0000% | $63.76             | $53.36             | U.S. Treasuries (including strips) |
| 0 7/8 TPRN F 30  | 2030-11-15      | 0.0000%  | 0.0000% | $13.95             | $11.56             | U.S. Treasuries (including strips) |
| 1 7/8 TPRN B 32  | 2032-02-15      | 0.0000%  | 0.0000% | $49.81             | $39.12             | U.S. Treasuries (including strips) |
| 4 1/8 TPRN F 32  | 2032-11-15      | 0.0000%  | 0.0000% | $44.83             | $34.09             | U.S. Treasuries (including strips) |
| 3 1/2 TPRN B 33  | 2033-02-15      | 0.0000%  | 0.0000% | $74.22             | $55.81             | U.S. Treasuries (including strips) |
| 1 5/8 TPRN C 31  | 2031-05-15      | 0.0000%  | 0.0000% | $228.14            | $185.24            | U.S. Treasuries (including strips) |
| 1 1/4 TPRN E 31  | 2031-08-15      | 0.0000%  | 0.0000% | $29.89             | $24.00             | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27  | 2027-02-15      | 2.2500%  | 0.0000% | $98792.20          | $97480.33          | U.S. Treasuries (including strips) |
| 6 TPRN 26        | 2026-02-15      | 0.0000%  | 0.0000% | $6329.12           | $6255.76           | U.S. Treasuries (including strips) |
| 6 3/4 TPRN 26    | 2026-08-15      | 0.0000%  | 0.0000% | $5963.50           | $5791.32           | U.S. Treasuries (including strips) |
| 6 1/2 TPRN 26    | 2026-11-15      | 0.0000%  | 0.0000% | $5.58              | $5.38              | U.S. Treasuries (including strips) |
| 6 5/8 TPRN 27    | 2027-02-15      | 0.0000%  | 0.0000% | $145.45            | $139.10            | U.S. Treasuries (including strips) |
| 6 3/8 TPRN 27    | 2027-08-15      | 0.0000%  | 0.0000% | $57.28             | $53.73             | U.S. Treasuries (including strips) |
| 6 1/8 TPRN 27    | 2027-11-15      | 0.0000%  | 0.0000% | $9166.41           | $8524.44           | U.S. Treasuries (including strips) |
| 5 1/2 TPRN 28    | 2028-08-15      | 0.0000%  | 0.0000% | $5906.61           | $5350.68           | U.S. Treasuries (including strips) |
| 5 1/4 TPRN 28    | 2028-11-15      | 0.0000%  | 0.0000% | $1.69              | $1.52              | U.S. Treasuries (including strips) |
| 5 1/4 TPRN 29    | 2029-02-15      | 0.0000%  | 0.0000% | $38.85             | $34.58             | U.S. Treasuries (including strips) |
| 6 1/8 TPRN 29    | 2029-08-15      | 0.0000%  | 0.0000% | $3765.79           | $3280.31           | U.S. Treasuries (including strips) |
| 6 1/4 TPRN 30    | 2030-05-15      | 0.0000%  | 0.0000% | $1288.74           | $1089.97           | U.S. Treasuries (including strips) |
| 5 3/8 TPRN 31    | 2031-02-15      | 0.0000%  | 0.0000% | $2397.75           | $1966.76           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  | 0.0000% | $299100.62         | $304064.94         | U.S. Treasuries (including strips) |
| 4 NOTE H 30      | 2030-02-28      | 4.0000%  | 0.0000% | $277432.98         | $282684.88         | U.S. Treasuries (including strips) |

### Security 329: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 4.160000%
- **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: 959JFW004, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 959JFW004_4.16_1103
- **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:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.000 CLFS3148 | 2052-10-01      | 5.0000%  | 0.0000% | $29283382.67       | $29658288.07       | Agency Mortgage-Backed Securities |
| FHOR 21-26 4D        | 2026-03-03      | 0.7500%  | 0.0000% | $3790000.00        | $3754557.18        | Agency Mortgage-Backed Securities |
| FHOR 21-28 XA        | 2028-11-24      | 2.0000%  | 0.0000% | $3825000.00        | $3673825.37        | Agency Mortgage-Backed Securities |
| FHOR 22-29 MF        | 2029-03-29      | 2.0000%  | 0.0000% | $500000.00         | $473273.89         | Agency Mortgage-Backed Securities |
| FHOR 23-26 K3        | 2026-04-27      | 3.6250%  | 0.0000% | $235000.00         | $234737.45         | Agency Mortgage-Backed Securities |
| 3.50 FHLB 27 G8384   | 2027-10-04      | 3.5000%  | 0.0000% | $20000000.00       | $19973097.78       | Agency Mortgage-Backed Securities |
| 1.60 FCSB 35 AC      | 2035-04-30      | 1.6000%  | 0.0000% | $22528000.00       | $17617752.06       | Agency Mortgage-Backed Securities |
| 5.61 FCOR 25-39 AO   | 2025-11-04      | 5.6100%  | 0.0000% | $10000000.00       | $10127941.67       | Agency Mortgage-Backed Securities |
| 5.93 FCOR 26-45 M    | 2045-05-01      | 5.9300%  | 0.0000% | $20088000.00       | $20743230.38       | Agency Mortgage-Backed Securities |
| 5.00 FCOR 26-35 CR   | 2035-10-29      | 5.0000%  | 0.0000% | $91129000.00       | $90809845.99       | Agency Mortgage-Backed Securities |
| 4 7/8 FCOR 25-33 FC  | 2033-03-15      | 4.8750%  | 0.0000% | $55482000.00       | $55622156.78       | Agency Mortgage-Backed Securities |
| 5.44 FCOR 26-39 BD   | 2039-09-26      | 5.4400%  | 0.0000% | $25000.00          | $25114.22          | Agency Mortgage-Backed Securities |
| 1.50 FMNT 21-33 78   | 2033-09-02      | 1.5000%  | 0.0000% | $3000000.00        | $2464015.00        | Agency Mortgage-Backed Securities |
| GNMI SP 783537 X     | 2037-07-15      | 5.0000%  | 0.0000% | $108462.95         | $111189.23         | Agency Mortgage-Backed Securities |

### Security 330: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.150000%
- **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: 959JHL006, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 959JHL006_4.15_1103
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.500 CL254516 | 2032-09-01      | 6.5000%  | 0.0000% | $252.95            | $265.90            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL545868 | 2032-08-01      | 7.0000%  | 0.0000% | $81.73             | $85.85             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL555591 | 2033-07-01      | 5.5000%  | 0.0000% | $7530.76           | $7750.66           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMB0292 | 2054-12-01      | 5.5000%  | 0.0000% | $1497.65           | $1522.10           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0905 | 2055-01-01      | 5.0000%  | 0.0000% | $552877.68         | $554464.81         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2448 | 2055-06-01      | 5.0000%  | 0.0000% | $252172.37         | $254060.55         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3393 | 2055-11-01      | 5.5000%  | 0.0000% | $892062.93         | $908348.73         | Agency Mortgage-Backed Securities  |
| GNII SF MA0826 M     | 2028-03-20      | 3.0000%  | 0.0000% | $280.09            | $277.70            | Agency Mortgage-Backed Securities  |
| GNAR AS MA0338 M     | 2042-08-20      | 5.8750%  | 0.0000% | $1169.91           | $1182.05           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAS6141 | 2030-11-01      | 2.5000%  | 0.0000% | $876.03            | $850.60            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAS8548 | 2046-12-01      | 3.5000%  | 0.0000% | $56228.19          | $53185.44          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL827928 | 2032-10-01      | 5.5000%  | 0.0000% | $2648.27           | $2733.28           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM3665 | 2049-09-01      | 4.0000%  | 0.0000% | $56075.62          | $54140.36          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTFM6982 | 2041-04-01      | 2.0000%  | 0.0000% | $45303.15          | $39460.21          | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIFM7907 | 2036-07-01      | 1.5000%  | 0.0000% | $9806.11           | $8831.96           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM9993 | 2051-07-01      | 3.5000%  | 0.0000% | $6333.15           | $5929.08           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0191 | 2052-01-01      | 2.5000%  | 0.0000% | $1213.04           | $1052.39           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2433 | 2052-07-01      | 5.0000%  | 0.0000% | $12646.94          | $12815.86          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFS2408 | 2037-06-01      | 3.5000%  | 0.0000% | $544130.40         | $531097.21         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS2455 | 2052-07-01      | 4.0000%  | 0.0000% | $7031.90           | $6733.70           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3347 | 2052-12-01      | 5.0000%  | 0.0000% | $807.14            | $817.92            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3812 | 2053-01-01      | 4.5000%  | 0.0000% | $36680.79          | $36287.21          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZI1891 | 2034-05-01      | 5.0000%  | 0.0000% | $235.65            | $236.89            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZI6332 | 2037-08-01      | 5.5000%  | 0.0000% | $471.93            | $485.42            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZI6846 | 2037-12-01      | 5.5000%  | 0.0000% | $176.65            | $184.15            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZI8125 | 2038-09-01      | 6.5000%  | 0.0000% | $198.34            | $209.49            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZM1685 | 2046-09-01      | 3.0000%  | 0.0000% | $4364.34           | $3991.65           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZM6472 | 2048-05-01      | 5.5000%  | 0.0000% | $4296.01           | $4458.54           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM8656 | 2048-10-01      | 4.0000%  | 0.0000% | $1003.48           | $974.42            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 3VZN0798 | 2043-12-01      | 4.5000%  | 0.0000% | $305.12            | $306.25            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3SZN0084 | 2040-10-01      | 4.0000%  | 0.0000% | $258.20            | $253.22            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZA0842 | 2032-08-01      | 6.5000%  | 0.0000% | $1799.92           | $1887.11           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA1331 | 2042-06-01      | 3.5000%  | 0.0000% | $215.68            | $206.82            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDC2917 | 2054-08-01      | 7.0000%  | 0.0000% | $16226.57          | $17297.90          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD6464 | 2055-03-01      | 6.5000%  | 0.0000% | $17551.47          | $18716.74          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE0027 | 2055-06-01      | 5.5000%  | 0.0000% | $47945.09          | $49110.08          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE1719 | 2055-06-01      | 5.0000%  | 0.0000% | $62504.99          | $62527.91          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS4639 | 2053-05-01      | 6.0000%  | 0.0000% | $312.87            | $326.38            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS6127 | 2037-02-01      | 2.5000%  | 0.0000% | $7761.72           | $7335.63           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTFS9716 | 2042-08-01      | 2.0000%  | 0.0000% | $150608.86         | $131940.24         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0231 | 2055-04-01      | 5.0000%  | 0.0000% | $369145.92         | $371406.45         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1007 | 2055-09-01      | 5.5000%  | 0.0000% | $428675.09         | $441674.38         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA5693 | 2048-09-01      | 4.5000%  | 0.0000% | $2889.01           | $2877.69           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA5696 | 2048-09-01      | 4.5000%  | 0.0000% | $3272.81           | $3261.67           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3PZA5869 | 2048-11-01      | 4.0000%  | 0.0000% | $346.42            | $326.85            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA6952 | 2049-05-01      | 4.5000%  | 0.0000% | $816.41            | $813.21            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZS0550 | 2031-03-01      | 7.0000%  | 0.0000% | $439.64            | $461.82            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZS2822 | 2039-04-01      | 6.5000%  | 0.0000% | $590.79            | $618.13            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZS3227 | 2038-06-01      | 5.0000%  | 0.0000% | $10687.16          | $11033.58          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZS4188 | 2035-04-01      | 6.5000%  | 0.0000% | $1169.40           | $1241.18           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZS4787 | 2048-07-01      | 5.0000%  | 0.0000% | $102.27            | $104.33            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4790 | 2048-09-01      | 4.0000%  | 0.0000% | $385.66            | $374.49            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZS7403 | 2031-05-01      | 3.0000%  | 0.0000% | $29660.05          | $29119.05          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIZS8640 | 2032-02-01      | 2.0000%  | 0.0000% | $1875.07           | $1784.50           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZT0033 | 2046-12-01      | 3.0000%  | 0.0000% | $429.84            | $393.31            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZT0714 | 2048-10-01      | 5.0000%  | 0.0000% | $437.06            | $444.33            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT1818 | 2048-11-01      | 4.5000%  | 0.0000% | $2240.62           | $2231.38           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT1952 | 2049-05-01      | 4.0000%  | 0.0000% | $4678.64           | $4537.43           | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CNSA0088 | 2032-01-01      | 1.5000%  | 0.0000% | $3652.10           | $3431.04           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB0537 | 2036-04-01      | 2.0000%  | 0.0000% | $25248.72          | $23419.07          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB1015 | 2037-06-01      | 2.5000%  | 0.0000% | $63234.73          | $59607.79          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CISB1270 | 2039-09-01      | 6.5000%  | 0.0000% | $229.44            | $241.73            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CISB8224 | 2038-04-01      | 5.5000%  | 0.0000% | $64.22             | $65.98             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB8270 | 2038-11-01      | 6.0000%  | 0.0000% | $37363.03          | $38839.99          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CISB8307 | 2039-06-01      | 4.5000%  | 0.0000% | $22644.28          | $22713.03          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CISB8361 | 2040-02-01      | 4.0000%  | 0.0000% | $53389.74          | $52759.82          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CTSC0459 | 2042-08-01      | 2.0000%  | 0.0000% | $102349.60         | $88355.61          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CTSC0678 | 2042-02-01      | 2.0000%  | 0.0000% | $58110.68          | $50907.61          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1496 | 2052-08-01      | 5.0000%  | 0.0000% | $111693.71         | $112425.94         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE3352 | 2055-07-01      | 5.5000%  | 0.0000% | $89573.26          | $92179.87          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE4959 | 2055-07-01      | 6.5000%  | 0.0000% | $32249.37          | $34145.01          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDE5784 | 2055-07-01      | 4.5000%  | 0.0000% | $132643.88         | $130358.69         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE6706 | 2055-08-01      | 5.5000%  | 0.0000% | $74980.22          | $76630.26          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE7231 | 2055-08-01      | 6.5000%  | 0.0000% | $30121.78          | $31915.88          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE8995 | 2055-10-01      | 5.0000%  | 0.0000% | $183140.27         | $183207.78         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE8761 | 2055-09-01      | 5.5000%  | 0.0000% | $37490.02          | $38421.54          | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDE9098 | 2055-09-01      | 7.5000%  | 0.0000% | $19537.56          | $20919.16          | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE9407 | 2055-09-01      | 7.0000%  | 0.0000% | $24046.46          | $25407.40          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF3310 | 2055-11-01      | 5.0000%  | 0.0000% | $73012.80          | $73619.37          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAC5400 | 2039-10-01      | 4.5000%  | 0.0000% | $103.62            | $104.90            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA2320 | 2035-07-01      | 3.0000%  | 0.0000% | $2125.55           | $2031.96           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA3540 | 2033-12-01      | 3.5000%  | 0.0000% | $476.79            | $471.41            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4492 | 2051-12-01      | 2.0000%  | 0.0000% | $4984489.52        | $4076822.29        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CKMA4294 | 2051-03-01      | 1.5000%  | 0.0000% | $3465.76           | $2615.85           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1999 | 2052-12-01      | 5.0000%  | 0.0000% | $4652.70           | $4675.99           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2374 | 2053-01-01      | 5.0000%  | 0.0000% | $6551.15           | $6582.02           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD2513 | 2052-08-01      | 4.5000%  | 0.0000% | $2545.74           | $2503.42           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5416 | 2054-04-01      | 5.5000%  | 0.0000% | $2869.59           | $2955.87           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD5780 | 2052-08-01      | 3.5000%  | 0.0000% | $284747.66         | $267570.74         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD5758 | 2053-08-01      | 3.5000%  | 0.0000% | $4258.10           | $3943.06           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD5805 | 2050-06-01      | 4.0000%  | 0.0000% | $223712.39         | $217405.79         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7058 | 2053-03-01      | 3.5000%  | 0.0000% | $48988.38          | $45482.56          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8071 | 2050-06-01      | 4.5000%  | 0.0000% | $3209.44           | $3171.73           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7555 | 2052-08-01      | 3.0000%  | 0.0000% | $37453.82          | $33943.65          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD7561 | 2053-02-01      | 4.0000%  | 0.0000% | $1472011.40        | $1418898.78        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8226 | 2052-07-01      | 3.5000%  | 0.0000% | $87787.55          | $81400.63          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8296 | 2053-02-01      | 3.5000%  | 0.0000% | $23766.68          | $22030.09          | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD8378 | 2053-11-01      | 7.0000%  | 0.0000% | $152191.29         | $160264.02         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBE1261 | 2046-11-01      | 3.0000%  | 0.0000% | $65443.55          | $59869.40          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0133 | 2056-08-01      | 4.0000%  | 0.0000% | $4742.01           | $4529.76           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 I4BF0136 | 2056-08-01      | 5.0000%  | 0.0000% | $1079.08           | $1090.15           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 I4BF0463 | 2060-03-01      | 3.0000%  | 0.0000% | $2316.08           | $2049.18           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0605 | 2062-03-01      | 4.0000%  | 0.0000% | $731440.21         | $689143.46         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 U4BM7776 | 2053-06-01      | 4.0000%  | 0.0000% | $419662.31         | $405823.25         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP1418 | 2050-03-01      | 3.0000%  | 0.0000% | $20828.48          | $18856.21          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4587 | 2042-04-01      | 2.5000%  | 0.0000% | $1372.04           | $1221.47           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5139 | 2053-09-01      | 6.0000%  | 0.0000% | $67666.49          | $69649.60          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIMA5426 | 2039-07-01      | 6.0000%  | 0.0000% | $3915.01           | $4069.56           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5471 | 2054-09-01      | 6.0000%  | 0.0000% | $112235.27         | $115370.56         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CTMA5482 | 2044-09-01      | 6.5000%  | 0.0000% | $2031.18           | $2119.22           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5646 | 2055-03-01      | 5.5000%  | 0.0000% | $2345048.19        | $2381521.50        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8394 | 2054-01-01      | 5.0000%  | 0.0000% | $255977.00         | $256520.10         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8448 | 2054-07-01      | 6.5000%  | 0.0000% | $441257.67         | $459131.11         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8506 | 2055-02-01      | 5.5000%  | 0.0000% | $242.15            | $245.92            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD4393 | 2052-06-01      | 4.0000%  | 0.0000% | $92175.31          | $89507.05          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD3825 | 2053-09-01      | 6.5000%  | 0.0000% | $39199.41          | $40796.66          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA3005 | 2049-09-01      | 4.0000%  | 0.0000% | $244.59            | $236.60            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA3329 | 2049-10-01      | 3.0000%  | 0.0000% | $684.51            | $617.15            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX4593 | 2053-08-01      | 6.0000%  | 0.0000% | $278762.12         | $287679.72         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX1082 | 2054-11-01      | 5.5000%  | 0.0000% | $16292.86          | $16705.66          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX3518 | 2055-01-01      | 5.5000%  | 0.0000% | $109847.70         | $112585.36         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX5798 | 2055-02-01      | 5.5000%  | 0.0000% | $30172.29          | $30916.86          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX6697 | 2055-02-01      | 6.5000%  | 0.0000% | $9479.61           | $9900.55           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY0454 | 2055-04-01      | 5.5000%  | 0.0000% | $15740.93          | $16082.96          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY1039 | 2055-04-01      | 5.0000%  | 0.0000% | $183994.17         | $184186.57         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY1274 | 2055-04-01      | 5.5000%  | 0.0000% | $15620.58          | $15941.91          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY2526 | 2055-05-01      | 5.5000%  | 0.0000% | $344900.17         | $352806.43         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY2915 | 2055-05-01      | 6.0000%  | 0.0000% | $140859.26         | $144880.51         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY6466 | 2055-06-01      | 5.0000%  | 0.0000% | $20914.32          | $20940.61          | Agency Mortgage-Backed Securities  |
| GNPL PN DA8510       | 2060-06-15      | 5.8400%  | 0.0000% | $43254.81          | $46062.86          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQD7508 | 2052-02-01      | 3.5000%  | 0.0000% | $85166.25          | $78957.09          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE2658 | 2052-04-01      | 3.0000%  | 0.0000% | $41384.08          | $36979.41          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE2358 | 2052-05-01      | 3.5000%  | 0.0000% | $348711.93         | $322912.36         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQH9541 | 2054-02-01      | 5.5000%  | 0.0000% | $64320.10          | $65414.27          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ7077 | 2054-10-01      | 5.5000%  | 0.0000% | $15190.83          | $15427.85          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ7677 | 2054-11-01      | 5.5000%  | 0.0000% | $231977.58         | $238694.11         | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CIQN4614 | 2035-12-01      | 1.5000%  | 0.0000% | $2439.68           | $2204.98           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 3LQU5004 | 2049-11-01      | 2.5000%  | 0.0000% | $7690.54           | $6634.86           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 3PQU7560 | 2050-09-01      | 2.0000%  | 0.0000% | $23727.14          | $19013.67          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 3PQU8327 | 2055-07-01      | 6.5000%  | 0.0000% | $20085.91          | $20795.58          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 3PQU8344 | 2055-11-01      | 5.5000%  | 0.0000% | $52826.67          | $52934.29          | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLRA3908 | 2050-11-01      | 1.5000%  | 0.0000% | $1105.72           | $859.62            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA5117 | 2051-05-01      | 2.0000%  | 0.0000% | $13864.80          | $11430.86          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA0873 | 2047-12-01      | 4.5000%  | 0.0000% | $78608.83          | $78419.85          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICA0052 | 2032-07-01      | 2.0000%  | 0.0000% | $6508.00           | $6201.06           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2631 | 2048-11-01      | 4.0000%  | 0.0000% | $707.32            | $686.40            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCA2065 | 2048-07-01      | 5.0000%  | 0.0000% | $1886.16           | $1922.59           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2375 | 2048-09-01      | 4.0000%  | 0.0000% | $139.02            | $134.97            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA3222 | 2047-10-01      | 4.5000%  | 0.0000% | $27704.20          | $27971.91          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA3792 | 2049-07-01      | 3.5000%  | 0.0000% | $1605.07           | $1506.65           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CTCA5878 | 2039-05-01      | 6.0000%  | 0.0000% | $2568.58           | $2700.88           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6017 | 2050-06-01      | 2.5000%  | 0.0000% | $1127502.44        | $970018.92         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6347 | 2050-07-01      | 2.5000%  | 0.0000% | $518.62            | $445.30            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA9007 | 2051-02-01      | 4.5000%  | 0.0000% | $6307.64           | $6228.20           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY7535 | 2055-07-01      | 5.5000%  | 0.0000% | $35618.35          | $36521.93          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9850 | 2055-08-01      | 6.0000%  | 0.0000% | $238.27            | $244.97            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY9931 | 2055-06-01      | 5.0000%  | 0.0000% | $42550.89          | $42843.16          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQZ2098 | 2055-09-01      | 4.5000%  | 0.0000% | $22357.33          | $21900.44          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ2288 | 2055-08-01      | 6.5000%  | 0.0000% | $158262.76         | $166312.74         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ3809 | 2055-09-01      | 6.5000%  | 0.0000% | $99464.02          | $104136.90         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ4697 | 2055-09-01      | 5.5000%  | 0.0000% | $69934.99          | $71183.84          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ5512 | 2055-10-01      | 6.5000%  | 0.0000% | $152557.87         | $158756.55         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ7090 | 2055-11-01      | 5.0000%  | 0.0000% | $24753.00          | $25017.25          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ7129 | 2055-11-01      | 5.5000%  | 0.0000% | $291573.33         | $298091.55         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ6528 | 2055-10-01      | 5.5000%  | 0.0000% | $115243.33         | $118770.62         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQZ6688 | 2055-10-01      | 7.0000%  | 0.0000% | $15696.00          | $16783.85          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0199 | 2054-12-01      | 5.5000%  | 0.0000% | $72179.54          | $73812.13          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0231 | 2055-01-01      | 5.0000%  | 0.0000% | $8989.98           | $9066.99           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0617 | 2055-01-01      | 5.0000%  | 0.0000% | $1331222.82        | $1333155.31        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0666 | 2055-03-01      | 6.0000%  | 0.0000% | $1620.09           | $1672.32           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0649 | 2055-02-01      | 5.5000%  | 0.0000% | $330968.70         | $336240.48         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0714 | 2055-03-01      | 5.0000%  | 0.0000% | $849274.98         | $853793.69         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1079 | 2054-12-01      | 5.5000%  | 0.0000% | $1440953.58        | $1486377.24        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1604 | 2055-06-01      | 5.5000%  | 0.0000% | $1123740.65        | $1156577.85        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA5910 | 2051-09-01      | 3.5000%  | 0.0000% | $78873.21          | $73498.37          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA6453 | 2051-11-01      | 2.0000%  | 0.0000% | $222891.48         | $181753.89         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6815 | 2052-02-01      | 2.5000%  | 0.0000% | $210.70            | $181.39            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8065 | 2053-01-01      | 5.0000%  | 0.0000% | $1012427.08        | $1017342.08        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7380 | 2052-05-01      | 3.5000%  | 0.0000% | $14210.06          | $13202.52          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7402 | 2052-05-01      | 3.5000%  | 0.0000% | $8227.64           | $7658.08           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRA9861 | 2053-09-01      | 6.5000%  | 0.0000% | $793812.44         | $841205.95         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9060 | 2053-05-01      | 5.5000%  | 0.0000% | $5427.85           | $5581.32           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9123 | 2053-05-01      | 5.5000%  | 0.0000% | $20568.96          | $20992.13          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CTRB0689 | 2041-10-01      | 2.0000%  | 0.0000% | $3397.94           | $2971.51           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CTRB1184 | 2045-06-01      | 6.0000%  | 0.0000% | $47624.55          | $50028.78          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5368 | 2045-10-01      | 5.0000%  | 0.0000% | $7053.34           | $7123.75           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CTRB5145 | 2042-02-01      | 2.0000%  | 0.0000% | $6205.59           | $5397.84           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIRC2084 | 2036-07-01      | 2.0000%  | 0.0000% | $99685.05          | $92765.48          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIRC2104 | 2036-07-01      | 2.0000%  | 0.0000% | $1829.54           | $1689.33           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI6769 | 2054-05-01      | 5.5000%  | 0.0000% | $19282.34          | $19693.69          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI7614 | 2054-06-01      | 5.5000%  | 0.0000% | $12366.79          | $12566.68          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI9800 | 2054-06-01      | 5.5000%  | 0.0000% | $20968.93          | $21308.70          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CIQO0779 | 2037-08-01      | 4.0000%  | 0.0000% | $2147.02           | $2123.91           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIQO3259 | 2040-03-01      | 6.0000%  | 0.0000% | $9253.78           | $9622.96           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO4402 | 2040-11-01      | 5.5000%  | 0.0000% | $20393.07          | $20968.55          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO4416 | 2040-11-01      | 5.0000%  | 0.0000% | $43625.27          | $44293.90          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIQO3937 | 2040-06-01      | 6.0000%  | 0.0000% | $23377.91          | $24303.61          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO4074 | 2040-09-01      | 5.5000%  | 0.0000% | $18615.94          | $19147.28          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO4081 | 2040-09-01      | 5.0000%  | 0.0000% | $21420.31          | $21737.09          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO4234 | 2040-10-01      | 5.5000%  | 0.0000% | $19659.63          | $20274.67          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4573 | 2052-09-01      | 5.0000%  | 0.0000% | $32.00             | $32.18             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6076 | 2053-04-01      | 5.5000%  | 0.0000% | $21144.22          | $21794.65          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8543 | 2054-05-01      | 6.0000%  | 0.0000% | $73003.20          | $75931.72          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1805 | 2055-06-01      | 6.0000%  | 0.0000% | $227.83            | $236.98            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2561 | 2054-07-01      | 6.0000%  | 0.0000% | $1289248.09        | $1331299.50        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2709 | 2055-09-01      | 6.0000%  | 0.0000% | $244.31            | $252.92            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3170 | 2055-10-01      | 5.5000%  | 0.0000% | $711514.67         | $726188.47         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRJ0723 | 2054-01-01      | 7.0000%  | 0.0000% | $172389.83         | $182002.86         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2210 | 2054-08-01      | 6.0000%  | 0.0000% | $1001.39           | $1032.47           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ2220 | 2054-08-01      | 6.5000%  | 0.0000% | $1031064.64        | $1088489.44        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2909 | 2054-12-01      | 5.5000%  | 0.0000% | $507222.65         | $520253.37         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3075 | 2054-12-01      | 5.5000%  | 0.0000% | $1083759.84        | $1111893.52        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4381 | 2055-06-01      | 6.0000%  | 0.0000% | $2282677.11        | $2386198.80        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4068 | 2055-01-01      | 5.5000%  | 0.0000% | $2777.70           | $2820.91           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4591 | 2055-08-01      | 6.0000%  | 0.0000% | $921738.75         | $951290.62         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4570 | 2055-08-01      | 6.0000%  | 0.0000% | $931715.75         | $960306.38         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4781 | 2055-09-01      | 6.0000%  | 0.0000% | $1663472.82        | $1741454.76        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ5072 | 2055-10-01      | 5.0000%  | 0.0000% | $757897.60         | $763454.25         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ5137 | 2055-10-01      | 5.5000%  | 0.0000% | $1439590.40        | $1483652.42        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0065 | 2055-10-01      | 6.0000%  | 0.0000% | $857912.53         | $882928.40         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CIRR0031 | 2040-10-01      | 4.5000%  | 0.0000% | $1200656.63        | $1203748.32        | Agency Mortgage-Backed Securities  |
| GNII SP 786820 C     | 2053-07-20      | 5.0000%  | 0.0000% | $553.25            | $556.31            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAZ0867 | 2045-07-01      | 4.0000%  | 0.0000% | $5993.45           | $5847.15           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS2700 | 2044-06-01      | 4.0000%  | 0.0000% | $17065.26          | $16703.45          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9374 | 2054-10-01      | 5.5000%  | 0.0000% | $1407695.83        | $1434130.01        | Agency Mortgage-Backed Securities  |
| 3 5/8 NOTE AF 30     | 2030-10-31      | 3.6250%  | 0.0000% | $6742293.33        | $6715917.48        | U.S. Treasuries (including strips) |

### Security 331: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.060000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 959JJF007, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 959JJF007_4.06_1107
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 2.1200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2050-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 5/8 TRIN X 30 | 2030-04-15      | 1.6250%  | 0.0000% | $3022866312.00     | $3060000065.00     | U.S. Treasuries (including strips) |

### Security 332: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.160000%
- **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: 959NNS005, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 959NNS005_4.16_1103
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 02.500 CLFM3661 | 2050-07-01      | 2.5000%  | 0.0000% | $11502354.85       | $9895749.26        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM6402 | 2051-03-01      | 2.0000%  | 0.0000% | $12034420.18       | $9867678.99        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC1493 | 2046-08-01      | 3.0000%  | 0.0000% | $10650748.32       | $9743517.58        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8056 | 2050-12-01      | 2.0000%  | 0.0000% | $11909848.47       | $9850476.88        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA8509 | 2051-01-01      | 1.5000%  | 0.0000% | $3333614.82        | $2585738.34        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8729 | 2051-01-01      | 2.0000%  | 0.0000% | $11653882.40       | $9556843.96        | Agency Mortgage-Backed Securities |

### Security 333: RBC Dominion

- **C.1 - Title:** RBC Dominion 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 964FUR009, C.3 - LEI: N/A, C.5 - Other ID: 964FUR009_4.14_1103
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SP 783656 M            | 2042-05-20      | 4.0000%  | 0.0000% | $321.21            | $314.05            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAJ9198        | 2042-01-01      | 3.5000%  | 0.0000% | $68.60             | $65.95             | Agency Mortgage-Backed Securities  |
| GNII SF MA3521 M            | 2046-03-20      | 3.5000%  | 0.0000% | $107.04            | $100.45            | Agency Mortgage-Backed Securities  |
| GNII SF MA2754 M            | 2045-04-20      | 3.5000%  | 0.0000% | $80.26             | $75.53             | Agency Mortgage-Backed Securities  |
| 05.000 FGPC L00016 G        | 2035-11-01      | 5.0000%  | 0.0000% | $62.49             | $63.69             | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08788 G        | 2047-11-01      | 3.5000%  | 0.0000% | $1147.73           | $1080.50           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB5363        | 2054-06-01      | 6.0000%  | 0.0000% | $824.08            | $856.54            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM4257        | 2050-09-01      | 2.5000%  | 0.0000% | $1697.23           | $1468.09           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM9668        | 2051-11-01      | 2.0000%  | 0.0000% | $3932.85           | $3231.05           | Agency Mortgage-Backed Securities  |
| GNII SF MA5529 M            | 2048-10-20      | 4.5000%  | 0.0000% | $15614.29          | $15588.06          | Agency Mortgage-Backed Securities  |
| GNII SF MA6600 M            | 2050-04-20      | 3.5000%  | 0.0000% | $224.61            | $208.31            | Agency Mortgage-Backed Securities  |
| GNII SF MA6711 M            | 2050-06-20      | 3.5000%  | 0.0000% | $246.15            | $227.79            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3VZN0495        | 2042-10-01      | 4.0000%  | 0.0000% | $691.75            | $680.79            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIDB7478        | 2040-03-01      | 4.5000%  | 0.0000% | $4854.88           | $4869.62           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6942        | 2053-12-01      | 6.5000%  | 0.0000% | $27938283.93       | $29207650.56       | Agency Mortgage-Backed Securities  |
| GNII SF MA6820 M            | 2050-08-20      | 3.0000%  | 0.0000% | $3594950.30        | $3257557.03        | Agency Mortgage-Backed Securities  |
| GNII SF MA6821 M            | 2050-08-20      | 3.5000%  | 0.0000% | $303.62            | $280.63            | Agency Mortgage-Backed Securities  |
| GNII SF MA6932 M            | 2050-08-20      | 3.0000%  | 0.0000% | $3827.00           | $3469.40           | Agency Mortgage-Backed Securities  |
| GNII SF MA7989 M            | 2052-04-20      | 3.5000%  | 0.0000% | $7200305.25        | $6654930.13        | Agency Mortgage-Backed Securities  |
| GNII SF MA7990 M            | 2052-04-20      | 4.0000%  | 0.0000% | $4761.94           | $4562.10           | Agency Mortgage-Backed Securities  |
| GNII SF MA8045 M            | 2052-05-20      | 4.0000%  | 0.0000% | $18656442.04       | $17881235.78       | Agency Mortgage-Backed Securities  |
| GNII SF MA8100 M            | 2052-06-20      | 4.0000%  | 0.0000% | $253234125.20      | $243076988.80      | Agency Mortgage-Backed Securities  |
| GNII SF MA7254 M            | 2051-03-20      | 2.0000%  | 0.0000% | $111832731.70      | $93289932.91       | Agency Mortgage-Backed Securities  |
| GNII SF MA7313 M            | 2051-04-20      | 3.0000%  | 0.0000% | $8122192.44        | $7340179.63        | Agency Mortgage-Backed Securities  |
| GNII SF MA7368 M            | 2051-05-20      | 3.0000%  | 0.0000% | $7601.22           | $6865.65           | Agency Mortgage-Backed Securities  |
| GNII SF MA7419 M            | 2051-06-20      | 3.0000%  | 0.0000% | $3485809.87        | $3148488.05        | Agency Mortgage-Backed Securities  |
| GNII SF MA7473 M            | 2051-07-20      | 3.0000%  | 0.0000% | $648.21            | $585.38            | Agency Mortgage-Backed Securities  |
| GNII SF MA7535 M            | 2051-08-20      | 3.0000%  | 0.0000% | $646.79            | $584.13            | Agency Mortgage-Backed Securities  |
| GNII SF MA7938 M            | 2052-03-20      | 3.5000%  | 0.0000% | $1431791.63        | $1328367.12        | Agency Mortgage-Backed Securities  |
| GNII SF MA7939 M            | 2052-02-20      | 4.0000%  | 0.0000% | $5516009.21        | $5285397.74        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0837        | 2052-01-01      | 3.0000%  | 0.0000% | $681.64            | $616.85            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0923        | 2052-01-01      | 2.5000%  | 0.0000% | $1372842.89        | $1187788.24        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0958        | 2052-04-01      | 3.5000%  | 0.0000% | $620357.15         | $580081.49         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1400        | 2052-08-01      | 4.0000%  | 0.0000% | $773.92            | $745.16            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3521        | 2048-11-01      | 4.0000%  | 0.0000% | $349.24            | $339.02            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLMA4254        | 2051-02-01      | 1.5000%  | 0.0000% | $6540157.83        | $5060420.96        | Agency Mortgage-Backed Securities  |
| GNII SF MA8101 M            | 2052-06-20      | 4.5000%  | 0.0000% | $1000978.68        | $988776.75         | Agency Mortgage-Backed Securities  |
| GNII SF MA8268 M            | 2052-09-20      | 4.5000%  | 0.0000% | $31357326.51       | $30960562.26       | Agency Mortgage-Backed Securities  |
| GNII SF MA8427 M            | 2052-11-20      | 4.5000%  | 0.0000% | $790.33            | $780.20            | Agency Mortgage-Backed Securities  |
| GNII SF MA8571 M            | 2053-01-20      | 6.0000%  | 0.0000% | $8780271.35        | $9051230.52        | Agency Mortgage-Backed Securities  |
| GNII SF MA8647 M            | 2053-02-20      | 5.0000%  | 0.0000% | $1581.38           | $1591.75           | Agency Mortgage-Backed Securities  |
| GNII SF MA9015 M            | 2053-04-20      | 4.5000%  | 0.0000% | $873.12            | $859.50            | Agency Mortgage-Backed Securities  |
| GNII SF MA9422 M            | 2054-01-20      | 5.0000%  | 0.0000% | $1822.90           | $1831.49           | Agency Mortgage-Backed Securities  |
| GNII SF MA9487 M            | 2054-02-20      | 5.0000%  | 0.0000% | $2119.28           | $2128.72           | Agency Mortgage-Backed Securities  |
| GNII SF MA9488 M            | 2054-01-20      | 5.5000%  | 0.0000% | $1528101.96        | $1553442.99        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1586        | 2052-08-01      | 3.5000%  | 0.0000% | $292802.56         | $274738.01         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2361        | 2053-02-01      | 6.0000%  | 0.0000% | $751.71            | $791.10            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2917        | 2053-05-01      | 5.5000%  | 0.0000% | $696.03            | $711.58            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD2991        | 2051-09-01      | 2.5000%  | 0.0000% | $19929.49          | $17317.38          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5661        | 2054-05-01      | 6.0000%  | 0.0000% | $1459399.52        | $1526906.96        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD6653        | 2053-08-01      | 3.5000%  | 0.0000% | $927.68            | $860.14            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8000        | 2049-07-01      | 3.0000%  | 0.0000% | $179.17            | $161.87            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7544        | 2051-07-01      | 3.0000%  | 0.0000% | $3137479.56        | $2845998.30        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7555        | 2052-08-01      | 3.0000%  | 0.0000% | $88457.27          | $80167.05          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8307        | 2053-03-01      | 5.0000%  | 0.0000% | $805925.83         | $809755.33         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8349        | 2053-08-01      | 5.5000%  | 0.0000% | $813.85            | $827.78            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8372        | 2053-11-01      | 5.5000%  | 0.0000% | $155885.75         | $158757.68         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBM3663        | 2047-04-01      | 3.0000%  | 0.0000% | $2012302.87        | $1839122.07        | Agency Mortgage-Backed Securities  |
| GNII SF MA9538 M            | 2054-02-20      | 4.0000%  | 0.0000% | $37042467.17       | $35362196.16       | Agency Mortgage-Backed Securities  |
| GNII SF MA9540 M            | 2054-03-20      | 5.0000%  | 0.0000% | $923.89            | $926.16            | Agency Mortgage-Backed Securities  |
| GNII SF MA9722 M            | 2054-06-20      | 4.0000%  | 0.0000% | $21694544.59       | $20648462.57       | Agency Mortgage-Backed Securities  |
| GNII SF MA9727 M            | 2054-06-20      | 6.5000%  | 0.0000% | $556.21            | $577.29            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4085        | 2053-10-01      | 6.0000%  | 0.0000% | $846.63            | $879.75            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61748 G        | 2048-11-01      | 3.5000%  | 0.0000% | $1042.51           | $988.41            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB7592        | 2051-01-01      | 2.5000%  | 0.0000% | $607.34            | $522.00            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX2475        | 2055-01-01      | 6.5000%  | 0.0000% | $1025.07           | $1072.52           | Agency Mortgage-Backed Securities  |
| GNII SF MA9964 M            | 2054-10-20      | 5.0000%  | 0.0000% | $54379.87          | $54513.46          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA4938        | 2050-01-01      | 3.0000%  | 0.0000% | $51002024.60       | $46141378.65       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6265        | 2050-07-01      | 2.5000%  | 0.0000% | $567.96            | $490.86            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7294        | 2050-10-01      | 2.5000%  | 0.0000% | $2544563.79        | $2201020.53        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0496        | 2051-05-01      | 2.0000%  | 0.0000% | $203052.91         | $166242.80         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA5247        | 2051-05-01      | 2.0000%  | 0.0000% | $687.89            | $565.15            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRA9174        | 2053-06-01      | 6.5000%  | 0.0000% | $16915347.51       | $17682875.77       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7474        | 2053-11-01      | 5.5000%  | 0.0000% | $965.55            | $983.19            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8175        | 2054-03-01      | 6.5000%  | 0.0000% | $795.68            | $842.22            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB9175        | 2054-09-01      | 7.0000%  | 0.0000% | $5906893.94        | $6306213.75        | Agency Mortgage-Backed Securities  |
| GNII SF MB0025 M            | 2054-11-20      | 5.0000%  | 0.0000% | $2981.99           | $2989.16           | Agency Mortgage-Backed Securities  |
| GNII SF MB0026 M            | 2054-11-20      | 5.5000%  | 0.0000% | $22784917.57       | $23149096.50       | Agency Mortgage-Backed Securities  |
| GNII SF MB0027 M            | 2054-09-20      | 6.0000%  | 0.0000% | $10703120.69       | $10954858.09       | Agency Mortgage-Backed Securities  |
| GNII SF MB0091 M            | 2054-12-20      | 5.0000%  | 0.0000% | $33454327.85       | $33534774.36       | Agency Mortgage-Backed Securities  |
| GNII SF MB0147 M            | 2055-01-20      | 5.5000%  | 0.0000% | $1869.50           | $1895.62           | Agency Mortgage-Backed Securities  |
| GNMI SP 783516 X            | 2040-10-15      | 4.0000%  | 0.0000% | $41.88             | $40.88             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9365        | 2054-10-01      | 5.5000%  | 0.0000% | $956.79            | $974.32            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM3127        | 2047-10-01      | 3.0000%  | 0.0000% | $21557805.14       | $19682448.55       | Agency Mortgage-Backed Securities  |
| GNII SF MA4587 M            | 2047-07-20      | 4.0000%  | 0.0000% | $1341106.35        | $1301038.56        | Agency Mortgage-Backed Securities  |
| 4 5/8 NOTE B 35             | 2035-02-15      | 4.6250%  | 0.0000% | $1972000.00        | $2076136.01        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE E 35             | 2035-08-15      | 4.2500%  | 0.0000% | $182200.00         | $186068.77         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27            | 2027-08-31      | 3.6250%  | 0.0000% | $200.00            | $201.21            | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44               | 2044-08-15      | 4.1250%  | 0.0000% | $200.00            | $189.19            | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49               | 2049-05-15      | 2.8750%  | 0.0000% | $3600.00           | $2707.47           | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49               | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $65.20             | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41               | 2041-05-15      | 2.2500%  | 0.0000% | $35588200.00       | $26966456.06       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 52               | 2052-05-15      | 2.8750%  | 0.0000% | $200.00            | $147.28            | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53               | 2053-02-15      | 3.6250%  | 0.0000% | $400.00            | $337.83            | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43               | 2043-02-15      | 3.8750%  | 0.0000% | $33298900.00       | $30775176.91       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53               | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $85.34             | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-01-29      | 0.0000%  | 0.0000% | $100.00            | $99.06             | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-12-16      | 0.0000%  | 0.0000% | $100.00            | $99.51             | U.S. Treasuries (including strips) |
| 3 TPRN 48                   | 2048-08-15      | 0.0000%  | 0.0000% | $9905000.00        | $3338519.87        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32             | 2032-09-30      | 3.8750%  | 0.0000% | $23700.00          | $23752.38          | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 27            | 2027-09-30      | 3.5000%  | 0.0000% | $100.00            | $100.08            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE R 32             | 2032-10-31      | 3.7500%  | 0.0000% | $100.00            | $99.09             | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34             | 2034-05-15      | 4.3750%  | 0.0000% | $100.00            | $104.64            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31             | 2031-05-31      | 4.6250%  | 0.0000% | $1506000.00        | $1598353.97        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30             | 2030-05-31      | 3.7500%  | 0.0000% | $825600.00         | $839863.26         | U.S. Treasuries (including strips) |
| 0 3/8 NOTE N 27             | 2027-07-31      | 0.3750%  | 0.0000% | $3045900.00        | $2881718.38        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE R 27             | 2027-10-31      | 0.5000%  | 0.0000% | $7246200.00        | $6813978.66        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE AB 26            | 2026-07-31      | 0.6250%  | 0.0000% | $11734700.00       | $11480884.31       | U.S. Treasuries (including strips) |

### Security 334: Citibank NA

- **C.1 - Title:** Citibank NA 4.010000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 981ZCK009, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395, C.5 - Other ID: 981ZCK009_4.01_1106
- **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:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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 AP 784449 M     | 2044-09-20      | 4.5000%  | 0.0000% | $183.45            | $182.22            | Agency Mortgage-Backed Securities |
| GNII SP 784793 C     | 2047-12-20      | 3.5000%  | 0.0000% | $2433.36           | $2259.19           | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08659 G | 2045-08-01      | 3.5000%  | 0.0000% | $1038.56           | $988.31            | Agency Mortgage-Backed Securities |
| FMAR 1G0218 G        | 2035-04-01      | 6.7610%  | 0.0000% | $117413.45         | $121326.16         | Agency Mortgage-Backed Securities |
| FMAR 1G0438 G        | 2035-11-01      | 6.4380%  | 0.0000% | $240384.26         | $248131.60         | Agency Mortgage-Backed Securities |
| FMAR 1A1077 G        | 2036-03-01      | 6.1350%  | 0.0000% | $50697.32          | $51250.25          | Agency Mortgage-Backed Securities |
| FMAR 1J1516 G        | 2037-02-01      | 6.6280%  | 0.0000% | $632.89            | $653.41            | Agency Mortgage-Backed Securities |
| 03.500 FGPC J13585 G | 2025-11-01      | 3.5000%  | 0.0000% | $3022.27           | $3025.06           | Agency Mortgage-Backed Securities |
| FMAR 1L0183 G        | 2035-08-01      | 6.4300%  | 0.0000% | $652.14            | $672.47            | Agency Mortgage-Backed Securities |
| FMAR 1M1044 G        | 2036-09-01      | 6.4650%  | 0.0000% | $505712.37         | $521807.93         | Agency Mortgage-Backed Securities |
| FMAR 1M1049 G        | 2036-10-01      | 6.3450%  | 0.0000% | $187560.93         | $190627.46         | Agency Mortgage-Backed Securities |
| FMAR 1M1083 G        | 2037-10-01      | 6.6780%  | 0.0000% | $75398.16          | $76694.63          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX AS037029 | 2026-11-01      | 5.0000%  | 0.0000% | $53.72             | $53.74             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS323919 | 2029-08-01      | 6.1250%  | 0.0000% | $890.96            | $900.36            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD399907 | 2027-08-01      | 6.4600%  | 0.0000% | $609.45            | $612.71            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS544860 | 2034-09-01      | 5.6180%  | 0.0000% | $2099.35           | $2090.42           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS555715 | 2033-07-01      | 6.2120%  | 0.0000% | $153.08            | $156.58            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD629133 | 2032-05-01      | 6.3750%  | 0.0000% | $106.63            | $109.30            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAH3645 | 2041-02-01      | 4.0000%  | 0.0000% | $3849.87           | $3787.75           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAH5695 | 2041-02-01      | 4.0000%  | 0.0000% | $842.09            | $828.32            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAH6783 | 2041-03-01      | 4.0000%  | 0.0000% | $4002.51           | $3939.15           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL7730 | 2044-04-01      | 6.5060%  | 0.0000% | $1003.30           | $1047.28           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL9645 | 2044-07-01      | 6.4010%  | 0.0000% | $2820.24           | $2928.88           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL8332 | 2043-12-01      | 6.5110%  | 0.0000% | $3700.31           | $3856.94           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL8786 | 2044-05-01      | 6.5950%  | 0.0000% | $1099.52           | $1134.93           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL8787 | 2046-07-01      | 2.6830%  | 0.0000% | $1385702.41        | $1405785.40        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN6754 | 2037-09-01      | 3.1700%  | 0.0000% | $419918.00         | $376272.42         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN9573 | 2048-07-01      | 4.0400%  | 0.0000% | $7020.44           | $6296.75           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0287 | 2054-12-01      | 6.0000%  | 0.0000% | $74013.10          | $76080.66          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3254 | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1051.09           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3256 | 2055-11-01      | 5.5000%  | 0.0000% | $476672.00         | $487966.90         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3257 | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1047.16           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3258 | 2055-11-01      | 5.5000%  | 0.0000% | $1088.00           | $1111.27           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3259 | 2055-10-01      | 5.5000%  | 0.0000% | $1001.00           | $1019.64           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3260 | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1043.07           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3261 | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1040.56           | Agency Mortgage-Backed Securities |
| GNII SF MA0088 M     | 2042-05-20      | 3.5000%  | 0.0000% | $1895.54           | $1810.72           | Agency Mortgage-Backed Securities |
| GNII SF MA0154 M     | 2042-06-20      | 3.5000%  | 0.0000% | $1193.12           | $1140.22           | Agency Mortgage-Backed Securities |
| GNII SF MA0624 M     | 2042-12-20      | 3.0000%  | 0.0000% | $117099.26         | $108919.88         | Agency Mortgage-Backed Securities |
| GNII SF MA0626 M     | 2042-12-20      | 4.0000%  | 0.0000% | $48550.24          | $47460.69          | Agency Mortgage-Backed Securities |
| GNII SF MA0699 M     | 2042-12-20      | 3.5000%  | 0.0000% | $1535.56           | $1467.79           | Agency Mortgage-Backed Securities |
| GNII SF MA1012 M     | 2043-05-20      | 3.5000%  | 0.0000% | $3185.22           | $3036.77           | Agency Mortgage-Backed Securities |
| GNII SF MA1352 M     | 2028-10-20      | 4.0000%  | 0.0000% | $20.59             | $20.57             | Agency Mortgage-Backed Securities |
| GNII SF MA2600 M     | 2045-02-20      | 3.0000%  | 0.0000% | $2837.43           | $2597.77           | Agency Mortgage-Backed Securities |
| GNII SF MA2678 M     | 2045-03-20      | 3.5000%  | 0.0000% | $160.57            | $151.04            | Agency Mortgage-Backed Securities |
| GNII SF MA2224 M     | 2044-09-20      | 4.0000%  | 0.0000% | $76.38             | $74.22             | Agency Mortgage-Backed Securities |
| GNII SF MA2303 M     | 2044-10-20      | 3.5000%  | 0.0000% | $391.80            | $369.29            | Agency Mortgage-Backed Securities |
| GNII SF MA3520 M     | 2046-03-20      | 3.0000%  | 0.0000% | $699.01            | $640.97            | Agency Mortgage-Backed Securities |
| GNII SF MA3597 M     | 2046-04-20      | 3.5000%  | 0.0000% | $337.06            | $316.25            | Agency Mortgage-Backed Securities |
| GNII SF MA3108 M     | 2045-09-20      | 5.0000%  | 0.0000% | $79.84             | $82.14             | Agency Mortgage-Backed Securities |
| GNII SF MA3173 M     | 2045-10-20      | 3.5000%  | 0.0000% | $1780.52           | $1671.45           | Agency Mortgage-Backed Securities |
| GNII SF MA3174 M     | 2045-10-20      | 4.0000%  | 0.0000% | $3909.54           | $3809.66           | Agency Mortgage-Backed Securities |
| GNII SF MA3180 M     | 2038-08-20      | 7.0000%  | 0.0000% | $28155.84          | $29549.00          | Agency Mortgage-Backed Securities |
| GNII SF MA3245 M     | 2045-11-20      | 4.0000%  | 0.0000% | $4133.80           | $4009.06           | Agency Mortgage-Backed Securities |
| GNII SF MA3375 M     | 2046-01-20      | 3.0000%  | 0.0000% | $497.88            | $456.53            | Agency Mortgage-Backed Securities |
| GNII SF MA3455 M     | 2046-02-20      | 4.0000%  | 0.0000% | $440.76            | $427.46            | Agency Mortgage-Backed Securities |
| GNII SF MA3457 M     | 2046-01-20      | 5.0000%  | 0.0000% | $265.27            | $272.92            | Agency Mortgage-Backed Securities |
| GNII SF MA3458 M     | 2046-02-20      | 5.5000%  | 0.0000% | $528.71            | $549.57            | Agency Mortgage-Backed Securities |
| GNII SF MA4383 M     | 2047-04-20      | 4.0000%  | 0.0000% | $2640.99           | $2552.86           | Agency Mortgage-Backed Securities |
| GNII SF MA3664 M     | 2046-05-20      | 4.0000%  | 0.0000% | $681.73            | $660.62            | Agency Mortgage-Backed Securities |
| GNII SF MA3736 M     | 2046-06-20      | 3.5000%  | 0.0000% | $118.69            | $111.30            | Agency Mortgage-Backed Securities |
| GNII SF MA3737 M     | 2046-06-20      | 4.0000%  | 0.0000% | $500.41            | $485.68            | Agency Mortgage-Backed Securities |
| GNII SF MA3804 M     | 2046-07-20      | 4.0000%  | 0.0000% | $391.23            | $378.70            | Agency Mortgage-Backed Securities |
| GNII SF MA3937 M     | 2046-09-20      | 3.5000%  | 0.0000% | $130.46            | $122.28            | Agency Mortgage-Backed Securities |
| GNII SF MA4005 M     | 2046-10-20      | 4.0000%  | 0.0000% | $101.23            | $97.99             | Agency Mortgage-Backed Securities |
| GNII SF MA4071 M     | 2046-10-20      | 4.5000%  | 0.0000% | $191.06            | $191.61            | Agency Mortgage-Backed Securities |
| GNII SF MA4194 M     | 2047-01-20      | 2.5000%  | 0.0000% | $373.02            | $331.99            | Agency Mortgage-Backed Securities |
| GNII SF MB0259 M     | 2055-03-20      | 5.5000%  | 0.0000% | $1052.01           | $1066.92           | Agency Mortgage-Backed Securities |
| GNII SF MB0260 M     | 2055-02-20      | 6.0000%  | 0.0000% | $971.12            | $993.91            | Agency Mortgage-Backed Securities |
| GNII SF MB0310 M     | 2055-04-20      | 6.5000%  | 0.0000% | $970.26            | $1006.09           | Agency Mortgage-Backed Securities |
| GNII SF MB0311 M     | 2055-03-20      | 7.0000%  | 0.0000% | $2111.23           | $2190.30           | Agency Mortgage-Backed Securities |
| GNII SF MB0360 M     | 2053-02-20      | 2.5000%  | 0.0000% | $989.61            | $860.17            | Agency Mortgage-Backed Securities |
| GNII SF MB0367 M     | 2055-05-20      | 6.0000%  | 0.0000% | $3937.93           | $4031.72           | Agency Mortgage-Backed Securities |
| GNII SF MB0368 M     | 2055-05-20      | 6.5000%  | 0.0000% | $3030684.70        | $3141688.58        | Agency Mortgage-Backed Securities |
| GNII SF MB0369 M     | 2053-12-20      | 7.0000%  | 0.0000% | $2668.19           | $2770.19           | Agency Mortgage-Backed Securities |
| GNII SF MB0422 M     | 2055-05-20      | 4.5000%  | 0.0000% | $992.51            | $973.33            | Agency Mortgage-Backed Securities |
| GNII SF MB0425 M     | 2055-06-20      | 6.0000%  | 0.0000% | $2023.16           | $2073.13           | Agency Mortgage-Backed Securities |
| GNII JM MB0471 M     | 2055-07-20      | 5.0000%  | 0.0000% | $996.55            | $999.91            | Agency Mortgage-Backed Securities |
| GNII SF MB0488 M     | 2055-07-20      | 7.0000%  | 0.0000% | $2025.35           | $2104.95           | Agency Mortgage-Backed Securities |
| GNII SF MB0556 M     | 2055-06-20      | 5.5000%  | 0.0000% | $9947065.08        | $10095856.59       | Agency Mortgage-Backed Securities |
| GNII SF MB0683 M     | 2055-10-20      | 4.0000%  | 0.0000% | $2528.00           | $2402.29           | Agency Mortgage-Backed Securities |
| GNII SF MB0686 M     | 2055-09-20      | 5.5000%  | 0.0000% | $5644817.00        | $5729254.05        | Agency Mortgage-Backed Securities |
| GNHF RF AR1257 H     | 2066-01-20      | 4.7480%  | 0.0000% | $16.10             | $16.15             | Agency Mortgage-Backed Securities |
| GNII JM 004462 M     | 2039-06-20      | 5.0000%  | 0.0000% | $17.68             | $17.82             | Agency Mortgage-Backed Securities |
| GNII JM 004463 M     | 2039-06-20      | 5.5000%  | 0.0000% | $567.16            | $567.34            | Agency Mortgage-Backed Securities |
| GNII FS 004483 M     | 2039-07-20      | 4.0000%  | 0.0000% | $884.91            | $836.69            | Agency Mortgage-Backed Securities |
| GNII FS 004485 M     | 2039-07-20      | 5.0000%  | 0.0000% | $579.06            | $588.36            | Agency Mortgage-Backed Securities |
| GNII JM 004488 M     | 2039-07-20      | 4.5000%  | 0.0000% | $687.03            | $681.58            | Agency Mortgage-Backed Securities |
| FMAR 841019 G        | 2046-11-01      | 6.5220%  | 0.0000% | $507322.27         | $529286.79         | Agency Mortgage-Backed Securities |
| FMAR 841073 G        | 2045-09-01      | 6.4730%  | 0.0000% | $86517.73          | $89858.54          | Agency Mortgage-Backed Securities |
| FMAR 841076 G        | 2048-11-01      | 3.0070%  | 0.0000% | $134182.97         | $133252.52         | Agency Mortgage-Backed Securities |
| FMAR 841077 G        | 2047-11-01      | 4.8500%  | 0.0000% | $35705.63          | $36746.47          | Agency Mortgage-Backed Securities |
| FMAR 841081 G        | 2050-02-01      | 3.1000%  | 0.0000% | $1288079.18        | $1305545.96        | Agency Mortgage-Backed Securities |
| FMAR 841084 G        | 2047-08-01      | 6.4290%  | 0.0000% | $28974.73          | $30018.76          | Agency Mortgage-Backed Securities |
| FMAR 841249 G        | 2049-03-01      | 6.4540%  | 0.0000% | $175292.66         | $181455.48         | Agency Mortgage-Backed Securities |
| FMAR 841383 G        | 2048-04-01      | 6.4420%  | 0.0000% | $376064.01         | $390395.18         | Agency Mortgage-Backed Securities |
| FMAR 841384 G        | 2047-09-01      | 6.5380%  | 0.0000% | $68469.53          | $70914.12          | Agency Mortgage-Backed Securities |
| FMAR 1B1225 G        | 2033-09-01      | 6.5000%  | 0.0000% | $272.83            | $278.56            | Agency Mortgage-Backed Securities |
| FMAR 1B2566 G        | 2034-11-01      | 6.6500%  | 0.0000% | $218.44            | $224.45            | Agency Mortgage-Backed Securities |
| FMAR 1B2632 G        | 2034-11-01      | 6.5250%  | 0.0000% | $192.94            | $197.15            | Agency Mortgage-Backed Securities |
| FMAR 1B2642 G        | 2034-11-01      | 6.7690%  | 0.0000% | $647.44            | $667.83            | Agency Mortgage-Backed Securities |
| FMAR 1B2810 G        | 2035-02-01      | 6.8730%  | 0.0000% | $579.87            | $601.45            | Agency Mortgage-Backed Securities |
| FMAR 1B4060 G        | 2038-05-01      | 6.7670%  | 0.0000% | $101461.81         | $104885.05         | Agency Mortgage-Backed Securities |
| FMAR 1B4843 G        | 2040-07-01      | 6.6300%  | 0.0000% | $26173.11          | $27140.39          | Agency Mortgage-Backed Securities |
| FMAR 848005 G        | 2038-07-01      | 6.3060%  | 0.0000% | $199469.73         | $204371.50         | Agency Mortgage-Backed Securities |
| FMAR 847340 G        | 2034-11-01      | 6.6470%  | 0.0000% | $291.00            | $298.90            | Agency Mortgage-Backed Securities |
| FMAR 847415 G        | 2035-06-01      | 6.5080%  | 0.0000% | $1329.42           | $1379.68           | Agency Mortgage-Backed Securities |
| FMAR 847581 G        | 2036-07-01      | 6.5650%  | 0.0000% | $1077.78           | $1109.56           | Agency Mortgage-Backed Securities |
| FMAR 847640 G        | 2036-05-01      | 6.6920%  | 0.0000% | $7295.06           | $7494.39           | Agency Mortgage-Backed Securities |
| FMAR 847797 G        | 2037-07-01      | 6.3840%  | 0.0000% | $135309.61         | $136665.96         | Agency Mortgage-Backed Securities |
| FMAR 847864 G        | 2038-01-01      | 6.0800%  | 0.0000% | $115766.69         | $117707.71         | Agency Mortgage-Backed Securities |
| FMAR 2B0811 G        | 2042-09-01      | 6.5200%  | 0.0000% | $7740.84           | $8043.15           | Agency Mortgage-Backed Securities |
| 03.500 FGPC G07961 G | 2045-03-01      | 3.5000%  | 0.0000% | $1727.02           | $1646.52           | Agency Mortgage-Backed Securities |
| 04.000 FGPC G16785 G | 2034-03-01      | 4.0000%  | 0.0000% | $921.75            | $924.65            | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08775 G | 2047-08-01      | 4.0000%  | 0.0000% | $115.83            | $112.32            | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08799 G | 2048-02-01      | 3.0000%  | 0.0000% | $154.98            | $140.90            | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08847 G | 2048-11-01      | 4.0000%  | 0.0000% | $74.42             | $72.34             | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08857 G | 2049-01-01      | 4.0000%  | 0.0000% | $67.22             | $65.31             | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08872 G | 2049-04-01      | 4.0000%  | 0.0000% | $307.31            | $298.52            | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08887 G | 2049-06-01      | 3.0000%  | 0.0000% | $115.74            | $104.51            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08623 G | 2045-01-01      | 3.5000%  | 0.0000% | $1090.09           | $1038.71           | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08624 G | 2045-01-01      | 4.0000%  | 0.0000% | $320.07            | $312.10            | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08669 G | 2045-09-01      | 4.0000%  | 0.0000% | $84.87             | $82.68             | Agency Mortgage-Backed Securities |
| FMAR 1M1099 G        | 2035-09-01      | 6.1860%  | 0.0000% | $223860.34         | $228247.56         | Agency Mortgage-Backed Securities |
| FMAR 1N0002 G        | 2035-04-01      | 6.2910%  | 0.0000% | $208170.75         | $214743.63         | Agency Mortgage-Backed Securities |
| FMAR 1N0057 G        | 2035-11-01      | 6.5600%  | 0.0000% | $186435.43         | $189339.29         | Agency Mortgage-Backed Securities |
| FMAR 1N0064 G        | 2035-10-01      | 6.1450%  | 0.0000% | $27279.89          | $27691.08          | Agency Mortgage-Backed Securities |
| FMAR 1N0117 G        | 2035-12-01      | 6.2340%  | 0.0000% | $334769.86         | $340345.46         | Agency Mortgage-Backed Securities |
| FMAR 1N0172 G        | 2036-07-01      | 6.2340%  | 0.0000% | $119162.79         | $122105.28         | Agency Mortgage-Backed Securities |
| FMAR 1N0333 G        | 2036-12-01      | 6.3650%  | 0.0000% | $53058.96          | $55113.09          | Agency Mortgage-Backed Securities |
| FMAR 1N1726 G        | 2037-08-01      | 6.3950%  | 0.0000% | $58324.98          | $58891.33          | Agency Mortgage-Backed Securities |
| FMAR 1N1790 G        | 2037-08-01      | 5.8450%  | 0.0000% | $81621.86          | $82067.58          | Agency Mortgage-Backed Securities |
| FMAR 1N1458 G        | 2037-03-01      | 6.1950%  | 0.0000% | $142813.30         | $147093.06         | Agency Mortgage-Backed Securities |
| FMAR 1N1481 G        | 2037-06-01      | 6.5020%  | 0.0000% | $178892.55         | $183959.38         | Agency Mortgage-Backed Securities |
| FMAR 1N1568 G        | 2037-03-01      | 6.1790%  | 0.0000% | $348875.42         | $355886.13         | Agency Mortgage-Backed Securities |
| FMAR 1G1744 G        | 2035-08-01      | 6.5000%  | 0.0000% | $8723.93           | $8937.63           | Agency Mortgage-Backed Securities |
| FMAR 1G5120 G        | 2037-09-01      | 6.6050%  | 0.0000% | $2233.91           | $2300.83           | Agency Mortgage-Backed Securities |
| FMAR 1G5114 G        | 2036-10-01      | 6.3550%  | 0.0000% | $79125.46          | $80950.80          | Agency Mortgage-Backed Securities |
| FMAR 1G5143 G        | 2036-06-01      | 6.2170%  | 0.0000% | $139663.80         | $142334.85         | Agency Mortgage-Backed Securities |
| FMAR 1H2520 G        | 2035-06-01      | 6.4190%  | 0.0000% | $20422.22          | $21199.47          | Agency Mortgage-Backed Securities |
| FMAR 1H2623 G        | 2036-07-01      | 6.2500%  | 0.0000% | $339593.00         | $353382.97         | Agency Mortgage-Backed Securities |
| FMAR 1B7215 G        | 2036-12-01      | 6.5050%  | 0.0000% | $110.67            | $114.09            | Agency Mortgage-Backed Securities |
| FMAR 1B7341 G        | 2037-05-01      | 7.1800%  | 0.0000% | $14104.38          | $14667.65          | Agency Mortgage-Backed Securities |
| FMAR 1B7536 G        | 2037-11-01      | 6.7500%  | 0.0000% | $186479.95         | $192083.11         | Agency Mortgage-Backed Securities |
| FMAR 1G2975 G        | 2038-11-01      | 6.3700%  | 0.0000% | $177545.64         | $182452.36         | Agency Mortgage-Backed Securities |
| FMAR 1Q0895 G        | 2039-09-01      | 6.6040%  | 0.0000% | $127966.77         | $132490.31         | Agency Mortgage-Backed Securities |
| FMAR 1Q0074 G        | 2036-05-01      | 6.4390%  | 0.0000% | $92834.92          | $94588.47          | Agency Mortgage-Backed Securities |
| FMAR 1Q0105 G        | 2036-09-01      | 6.4160%  | 0.0000% | $2420.83           | $2498.46           | Agency Mortgage-Backed Securities |
| FMAR 1Q0287 G        | 2037-07-01      | 6.3250%  | 0.0000% | $3039.29           | $3090.86           | Agency Mortgage-Backed Securities |
| FMAR 1Q0550 G        | 2035-12-01      | 6.4350%  | 0.0000% | $277986.04         | $288622.76         | Agency Mortgage-Backed Securities |
| FMAR 1Q0611 G        | 2037-08-01      | 6.0750%  | 0.0000% | $175805.52         | $178212.04         | Agency Mortgage-Backed Securities |
| FMAR 1Q1673 G        | 2037-09-01      | 6.1360%  | 0.0000% | $243916.22         | $246945.74         | Agency Mortgage-Backed Securities |
| FMAR 1Q1674 G        | 2036-07-01      | 6.2800%  | 0.0000% | $95207.92          | $96823.53          | Agency Mortgage-Backed Securities |
| FMAR 1Q1676 G        | 2038-02-01      | 6.2140%  | 0.0000% | $615643.86         | $635126.73         | Agency Mortgage-Backed Securities |
| FMAR 1Q1104 G        | 2037-04-01      | 6.5400%  | 0.0000% | $179.69            | $184.77            | Agency Mortgage-Backed Securities |
| FMAR 1Q1208 G        | 2038-04-01      | 5.2570%  | 0.0000% | $59224.60          | $58805.81          | Agency Mortgage-Backed Securities |
| FMAR 1Q1399 G        | 2038-06-01      | 6.8590%  | 0.0000% | $138075.02         | $142758.64         | Agency Mortgage-Backed Securities |
| FMAR 1Q1453 G        | 2038-02-01      | 6.6570%  | 0.0000% | $441664.21         | $457124.01         | Agency Mortgage-Backed Securities |
| FMAR 1Q1829 G        | 2038-10-01      | 6.6200%  | 0.0000% | $93590.38          | $95912.70          | Agency Mortgage-Backed Securities |
| FMAR 1Q1902 G        | 2037-01-01      | 6.3280%  | 0.0000% | $745556.18         | $764519.65         | Agency Mortgage-Backed Securities |
| FMAR 1Q1903 G        | 2038-04-01      | 6.8130%  | 0.0000% | $1464806.78        | $1522671.78        | Agency Mortgage-Backed Securities |
| FMAR 1Q1904 G        | 2040-09-01      | 6.6650%  | 0.0000% | $1129983.14        | $1174182.62        | Agency Mortgage-Backed Securities |
| FMAR 1B8197 G        | 2041-05-01      | 6.8800%  | 0.0000% | $326661.37         | $341549.07         | Agency Mortgage-Backed Securities |
| FMAR 1B8855 G        | 2041-10-01      | 6.8800%  | 0.0000% | $258803.35         | $268045.56         | Agency Mortgage-Backed Securities |
| FMAR 1A1841 G        | 2037-06-01      | 6.2300%  | 0.0000% | $21996.53          | $22370.57          | Agency Mortgage-Backed Securities |
| 04.000 FGPC C09071 G | 2045-02-01      | 4.0000%  | 0.0000% | $183.75            | $179.06            | Agency Mortgage-Backed Securities |
| 04.000 FGPC A86314 G | 2039-05-01      | 4.0000%  | 0.0000% | $152.38            | $151.58            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5645 | 2045-08-01      | 3.5000%  | 0.0000% | $141.41            | $134.47            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS5887 | 2045-09-01      | 4.0000%  | 0.0000% | $2874.38           | $2780.63           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS7594 | 2046-07-01      | 3.5000%  | 0.0000% | $4000837.87        | $3788688.11        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS9588 | 2047-05-01      | 4.0000%  | 0.0000% | $214.59            | $208.27            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAS9689 | 2032-05-01      | 3.0000%  | 0.0000% | $159.37            | $155.00            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAT7897 | 2043-08-01      | 6.2180%  | 0.0000% | $2105.44           | $2184.62           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAX3715 | 2027-06-01      | 3.5000%  | 0.0000% | $217.78            | $217.09            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB725216 | 2034-01-01      | 7.0000%  | 0.0000% | $1726.64           | $1798.88           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS725286 | 2032-06-01      | 6.6750%  | 0.0000% | $8.29              | $8.34              | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB735961 | 2035-09-01      | 6.0960%  | 0.0000% | $1356.77           | $1370.78           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS742955 | 2033-10-01      | 6.5150%  | 0.0000% | $3639.72           | $3726.36           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1745466 | 2036-04-01      | 6.6570%  | 0.0000% | $2563.13           | $2648.70           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD745688 | 2034-07-01      | 6.3220%  | 0.0000% | $7341.37           | $7582.30           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1745895 | 2036-10-01      | 6.5120%  | 0.0000% | $3341.46           | $3435.53           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB745982 | 2035-12-01      | 6.6280%  | 0.0000% | $1226.17           | $1256.76           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB749306 | 2033-10-01      | 6.9250%  | 0.0000% | $2615.50           | $2704.00           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS754031 | 2033-12-01      | 6.4350%  | 0.0000% | $959.25            | $984.82            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB758900 | 2033-12-01      | 6.6040%  | 0.0000% | $262.83            | $269.44            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD767672 | 2034-03-01      | 6.3850%  | 0.0000% | $350.25            | $358.95            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB777058 | 2034-05-01      | 6.7770%  | 0.0000% | $4542.97           | $4648.77           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD780365 | 2034-06-01      | 6.2730%  | 0.0000% | $1475.21           | $1522.57           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WN784124 | 2034-12-01      | 6.4550%  | 0.0000% | $2470.59           | $2546.44           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB790762 | 2034-09-01      | 6.1650%  | 0.0000% | $1043.69           | $1064.15           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB790764 | 2034-09-01      | 6.1650%  | 0.0000% | $2729.21           | $2813.98           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB794792 | 2034-10-01      | 6.2590%  | 0.0000% | $2001.62           | $2056.07           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB800165 | 2034-12-01      | 6.0200%  | 0.0000% | $911.50            | $926.39            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB804377 | 2034-12-01      | 6.1430%  | 0.0000% | $352.67            | $360.35            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS806484 | 2033-08-01      | 4.5860%  | 0.0000% | $19.49             | $19.11             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB806721 | 2034-11-01      | 6.6580%  | 0.0000% | $815.51            | $846.42            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB806776 | 2034-11-01      | 6.2100%  | 0.0000% | $3672.38           | $3720.28           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB809347 | 2035-01-01      | 6.7350%  | 0.0000% | $1795.11           | $1836.95           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WN813586 | 2035-03-01      | 6.4250%  | 0.0000% | $54.35             | $56.05             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB819423 | 2035-04-01      | 6.8100%  | 0.0000% | $1195.66           | $1241.99           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB821365 | 2035-05-01      | 6.4600%  | 0.0000% | $3883.36           | $3970.03           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB826082 | 2035-07-01      | 6.3050%  | 0.0000% | $275.57            | $280.55            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB826362 | 2035-07-01      | 6.3170%  | 0.0000% | $3296.59           | $3348.43           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB829708 | 2035-06-01      | 6.4060%  | 0.0000% | $648.08            | $668.91            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB835058 | 2035-06-01      | 6.8100%  | 0.0000% | $723.57            | $741.29            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD841068 | 2034-11-01      | 6.4920%  | 0.0000% | $12937.00          | $13512.18          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS849930 | 2034-08-01      | 6.3960%  | 0.0000% | $4.74              | $4.82              | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS866920 | 2036-02-01      | 6.5630%  | 0.0000% | $1205.61           | $1246.65           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS877000 | 2035-06-01      | 6.2600%  | 0.0000% | $2057.46           | $2129.38           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB881857 | 2036-04-01      | 6.9440%  | 0.0000% | $3142.63           | $3267.02           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  | 0.0000% | $362.17            | $338.92            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7756 | 2036-06-01      | 2.0000%  | 0.0000% | $568.17            | $527.68            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7895 | 2048-11-01      | 3.5000%  | 0.0000% | $515.75            | $489.74            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM9461 | 2051-11-01      | 3.5000%  | 0.0000% | $651.13            | $606.03            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1030 | 2052-03-01      | 3.0000%  | 0.0000% | $1629.15           | $1449.45           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1125 | 2050-07-01      | 3.5000%  | 0.0000% | $643.76            | $610.89            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1507 | 2052-02-01      | 3.0000%  | 0.0000% | $2423.89           | $2158.56           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2119 | 2046-03-01      | 4.0000%  | 0.0000% | $1503.86           | $1478.96           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2736 | 2052-06-01      | 4.0000%  | 0.0000% | $10176.00          | $9749.46           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS2990 | 2036-11-01      | 2.0000%  | 0.0000% | $5263597.40        | $4862493.73        | Agency Mortgage-Backed Securities |
| GNII SF MA4719 M     | 2047-09-20      | 3.5000%  | 0.0000% | $1586.75           | $1479.05           | Agency Mortgage-Backed Securities |
| GNII SF MA4775 M     | 2041-12-20      | 2.0000%  | 0.0000% | $22233.75          | $18784.60          | Agency Mortgage-Backed Securities |
| GNII SF MA4777 M     | 2047-10-20      | 3.0000%  | 0.0000% | $148.20            | $135.39            | Agency Mortgage-Backed Securities |
| GNII SF MA4778 M     | 2047-10-20      | 3.5000%  | 0.0000% | $131.71            | $123.20            | Agency Mortgage-Backed Securities |
| GNII SF MA5140 M     | 2048-04-20      | 5.5000%  | 0.0000% | $212.35            | $220.22            | Agency Mortgage-Backed Securities |
| GNII SF MA6217 M     | 2049-10-20      | 2.5000%  | 0.0000% | $206.64            | $180.59            | Agency Mortgage-Backed Securities |
| GNII SF MA5650 M     | 2048-12-20      | 3.5000%  | 0.0000% | $6533.54           | $6111.62           | Agency Mortgage-Backed Securities |
| GNII SF MA5653 M     | 2048-12-20      | 5.0000%  | 0.0000% | $122.31            | $124.85            | Agency Mortgage-Backed Securities |
| GNII SF MA5654 M     | 2048-12-20      | 5.5000%  | 0.0000% | $645.94            | $667.54            | Agency Mortgage-Backed Securities |
| GNII SF MA5817 M     | 2049-03-20      | 4.0000%  | 0.0000% | $8211.34           | $7916.91           | Agency Mortgage-Backed Securities |
| GNII SF MA7135 M     | 2051-01-20      | 2.0000%  | 0.0000% | $6655.17           | $5551.69           | Agency Mortgage-Backed Securities |
| GNII SF MA7136 M     | 2051-01-20      | 2.5000%  | 0.0000% | $4060837.64        | $3531074.30        | Agency Mortgage-Backed Securities |
| GNII SF MA7192 M     | 2051-02-20      | 2.0000%  | 0.0000% | $3112.82           | $2596.99           | Agency Mortgage-Backed Securities |
| GNII SF MA7193 M     | 2051-02-20      | 2.5000%  | 0.0000% | $522.92            | $454.38            | Agency Mortgage-Backed Securities |
| GNII SF MA6412 M     | 2050-01-20      | 4.5000%  | 0.0000% | $129.49            | $128.83            | Agency Mortgage-Backed Securities |
| GNII SF MA6413 M     | 2050-01-20      | 5.0000%  | 0.0000% | $559.37            | $570.71            | Agency Mortgage-Backed Securities |
| GNII SF MA6541 M     | 2050-02-20      | 3.0000%  | 0.0000% | $1589.34           | $1437.75           | Agency Mortgage-Backed Securities |
| GNII SF MA6818 M     | 2050-08-20      | 2.0000%  | 0.0000% | $2099.12           | $1751.63           | Agency Mortgage-Backed Securities |
| FMAR 788825 G        | 2031-11-01      | 6.5740%  | 0.0000% | $1.92              | $1.97              | Agency Mortgage-Backed Securities |
| 06.000 FGPC A12450 G | 2033-08-01      | 6.0000%  | 0.0000% | $165.41            | $170.17            | Agency Mortgage-Backed Securities |
| FMAR 848954 G        | 2043-02-01      | 6.5980%  | 0.0000% | $20474.26          | $21311.54          | Agency Mortgage-Backed Securities |
| FMAR 848445 G        | 2035-08-01      | 6.4820%  | 0.0000% | $331800.32         | $342549.22         | Agency Mortgage-Backed Securities |
| FMAR 848528 G        | 2038-06-01      | 6.7240%  | 0.0000% | $88436.98          | $91200.93          | Agency Mortgage-Backed Securities |
| FMAR 848558 G        | 2041-08-01      | 6.4760%  | 0.0000% | $15180.43          | $15794.43          | Agency Mortgage-Backed Securities |
| FMAR 848565 G        | 2037-12-01      | 6.5530%  | 0.0000% | $842.91            | $866.43            | Agency Mortgage-Backed Securities |
| FMAR 848644 G        | 2040-09-01      | 6.5470%  | 0.0000% | $115750.38         | $119675.57         | Agency Mortgage-Backed Securities |
| FMAR 848690 G        | 2037-03-01      | 6.3990%  | 0.0000% | $506.39            | $525.39            | Agency Mortgage-Backed Securities |
| FMAR 849128 G        | 2043-09-01      | 6.3500%  | 0.0000% | $4127.77           | $4260.06           | Agency Mortgage-Backed Securities |
| FMAR 849154 G        | 2043-10-01      | 6.3780%  | 0.0000% | $15561.50          | $16173.15          | Agency Mortgage-Backed Securities |
| FMAR 849135 G        | 2043-08-01      | 6.4070%  | 0.0000% | $104134.62         | $107478.50         | Agency Mortgage-Backed Securities |
| FMAR 849147 G        | 2043-10-01      | 6.3540%  | 0.0000% | $10037.51          | $10406.54          | Agency Mortgage-Backed Securities |
| FMAR 849218 G        | 2044-01-01      | 6.5160%  | 0.0000% | $26173.17          | $27326.54          | Agency Mortgage-Backed Securities |
| FMAR 849266 G        | 2043-08-01      | 6.3660%  | 0.0000% | $14535.80          | $15103.75          | Agency Mortgage-Backed Securities |
| FMAR 849479 G        | 2037-10-01      | 6.4660%  | 0.0000% | $326034.46         | $334497.77         | Agency Mortgage-Backed Securities |
| FMAR 849504 G        | 2044-10-01      | 6.3170%  | 0.0000% | $321892.11         | $334904.33         | Agency Mortgage-Backed Securities |
| FMAR 849565 G        | 2038-08-01      | 6.4720%  | 0.0000% | $57928.07          | $59854.49          | Agency Mortgage-Backed Securities |
| 03.500 FGPC J40517 G | 2034-04-01      | 3.5000%  | 0.0000% | $138.30            | $135.47            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZN1241 | 2048-11-01      | 4.0000%  | 0.0000% | $2786.71           | $2706.02           | Agency Mortgage-Backed Securities |
| FMAR 2B1277 G        | 2043-03-01      | 6.6130%  | 0.0000% | $12424.80          | $12918.94          | Agency Mortgage-Backed Securities |
| FMAR 2B1341 G        | 2043-05-01      | 6.5040%  | 0.0000% | $52949.23          | $54513.35          | Agency Mortgage-Backed Securities |
| FMAR 2B1384 G        | 2043-05-01      | 6.4000%  | 0.0000% | $5237.29           | $5443.13           | Agency Mortgage-Backed Securities |
| FMAR 2B1454 G        | 2043-06-01      | 6.3920%  | 0.0000% | $155859.93         | $161011.67         | Agency Mortgage-Backed Securities |
| FMAR 2B1538 G        | 2043-07-01      | 6.3850%  | 0.0000% | $7029.94           | $7308.18           | Agency Mortgage-Backed Securities |
| FMAR 2B1569 G        | 2043-08-01      | 6.3500%  | 0.0000% | $1146.10           | $1178.13           | Agency Mortgage-Backed Securities |
| FMAR 2B3360 G        | 2044-11-01      | 6.5140%  | 0.0000% | $2581.97           | $2673.17           | Agency Mortgage-Backed Securities |
| FMAR 2B3957 G        | 2042-07-01      | 6.5870%  | 0.0000% | $208698.00         | $217652.85         | Agency Mortgage-Backed Securities |
| FMAR 2B4849 G        | 2045-10-01      | 4.6740%  | 0.0000% | $649658.49         | $670210.43         | Agency Mortgage-Backed Securities |
| FMAR 2B5033 G        | 2046-01-01      | 2.7830%  | 0.0000% | $5766.66           | $5902.29           | Agency Mortgage-Backed Securities |
| FMAR 2B5188 G        | 2046-03-01      | 2.8710%  | 0.0000% | $4994.69           | $5083.55           | Agency Mortgage-Backed Securities |
| FMAR 2B6154 G        | 2047-06-01      | 6.3800%  | 0.0000% | $27333.23          | $28342.55          | Agency Mortgage-Backed Securities |
| FMAR 2B6311 G        | 2047-07-01      | 6.2650%  | 0.0000% | $4304.59           | $4455.26           | Agency Mortgage-Backed Securities |
| FMAR 2B6384 G        | 2047-08-01      | 6.3650%  | 0.0000% | $7237.28           | $7509.22           | Agency Mortgage-Backed Securities |
| FMAR 2B6628 G        | 2047-11-01      | 6.6050%  | 0.0000% | $17882.09          | $18502.32          | Agency Mortgage-Backed Securities |
| FMAR 2B7592 G        | 2049-08-01      | 3.3620%  | 0.0000% | $717475.99         | $698124.71         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFS4604 | 2042-04-01      | 3.0000%  | 0.0000% | $788.93            | $739.19            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4849 | 2042-01-01      | 6.0000%  | 0.0000% | $6878.62           | $7287.28           | Agency Mortgage-Backed Securities |
| GNII SF MA6864 M     | 2050-09-20      | 2.0000%  | 0.0000% | $1684.79           | $1406.23           | Agency Mortgage-Backed Securities |
| GNII SF MA6865 M     | 2050-09-20      | 2.5000%  | 0.0000% | $1761.66           | $1532.39           | Agency Mortgage-Backed Securities |
| GNII SF MA6867 M     | 2050-09-20      | 3.5000%  | 0.0000% | $989.14            | $917.03            | Agency Mortgage-Backed Securities |
| GNII SF MA6996 M     | 2050-11-20      | 3.0000%  | 0.0000% | $3334.18           | $3016.34           | Agency Mortgage-Backed Securities |
| GNII SF MA7051 M     | 2050-12-20      | 2.0000%  | 0.0000% | $18827.62          | $15705.84          | Agency Mortgage-Backed Securities |
| GNII SF MA8041 M     | 2052-05-20      | 2.0000%  | 0.0000% | $1583.04           | $1320.56           | Agency Mortgage-Backed Securities |
| GNII SF MA8046 M     | 2052-05-20      | 4.5000%  | 0.0000% | $224383.34         | $221683.11         | Agency Mortgage-Backed Securities |
| GNII SF MA8047 M     | 2052-05-20      | 5.0000%  | 0.0000% | $3105.38           | $3129.27           | Agency Mortgage-Backed Securities |
| GNII SF MA8048 M     | 2052-05-20      | 5.5000%  | 0.0000% | $1715.60           | $1750.97           | Agency Mortgage-Backed Securities |
| GNII SF MA8097 M     | 2052-05-20      | 2.5000%  | 0.0000% | $1523.81           | $1324.04           | Agency Mortgage-Backed Securities |
| GNII SF MA8098 M     | 2052-06-20      | 3.0000%  | 0.0000% | $22903.30          | $20676.14          | Agency Mortgage-Backed Securities |
| GNII SF MA7254 M     | 2051-03-20      | 2.0000%  | 0.0000% | $4326.67           | $3609.27           | Agency Mortgage-Backed Securities |
| GNII SF MA7312 M     | 2051-04-20      | 2.5000%  | 0.0000% | $2947.76           | $2561.37           | Agency Mortgage-Backed Securities |
| GNII SF MA7313 M     | 2051-04-20      | 3.0000%  | 0.0000% | $1004.04           | $907.37            | Agency Mortgage-Backed Securities |
| GNII SF MA7314 M     | 2051-03-20      | 3.5000%  | 0.0000% | $450.03            | $417.10            | Agency Mortgage-Backed Securities |
| GNII SF MA7367 M     | 2051-05-20      | 2.5000%  | 0.0000% | $3047.37           | $2647.92           | Agency Mortgage-Backed Securities |
| GNII SF MA7418 M     | 2051-06-20      | 2.5000%  | 0.0000% | $11066195.07       | $9617113.71        | Agency Mortgage-Backed Securities |
| GNII SF MA7419 M     | 2051-06-20      | 3.0000%  | 0.0000% | $2835.24           | $2560.87           | Agency Mortgage-Backed Securities |
| GNII SF MA7472 M     | 2051-07-20      | 2.5000%  | 0.0000% | $3297.48           | $2865.22           | Agency Mortgage-Backed Securities |
| GNII SF MA7477 M     | 2051-07-20      | 5.0000%  | 0.0000% | $80405.17          | $82037.93          | Agency Mortgage-Backed Securities |
| GNII SF MA7588 M     | 2051-09-20      | 2.0000%  | 0.0000% | $3544.44           | $2956.74           | Agency Mortgage-Backed Securities |
| GNII SF MA7651 M     | 2051-10-20      | 3.5000%  | 0.0000% | $439854.09         | $406586.46         | Agency Mortgage-Backed Securities |
| GNII SF MA7766 M     | 2051-12-20      | 2.0000%  | 0.0000% | $1505.12           | $1255.56           | Agency Mortgage-Backed Securities |
| GNII SF MA7826 M     | 2052-01-20      | 2.0000%  | 0.0000% | $2997.29           | $2500.32           | Agency Mortgage-Backed Securities |
| GNII SF MA7880 M     | 2052-02-20      | 2.0000%  | 0.0000% | $807104.47         | $673279.83         | Agency Mortgage-Backed Securities |
| GNII SF MA7935 M     | 2052-02-20      | 2.0000%  | 0.0000% | $1571.22           | $1310.70           | Agency Mortgage-Backed Securities |
| GNII SF MA7937 M     | 2052-03-20      | 3.0000%  | 0.0000% | $5829.23           | $5260.98           | Agency Mortgage-Backed Securities |
| GNII SF MA8874 M     | 2051-05-20      | 3.0000%  | 0.0000% | $2289.43           | $2092.04           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZA6946 | 2049-05-01      | 4.0000%  | 0.0000% | $172.41            | $167.29            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4713 | 2047-04-01      | 3.5000%  | 0.0000% | $120.83            | $114.30            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS8670 | 2032-09-01      | 3.5000%  | 0.0000% | $1391.16           | $1377.70           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT1818 | 2048-11-01      | 4.5000%  | 0.0000% | $524.96            | $522.80            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT2087 | 2049-06-01      | 4.0000%  | 0.0000% | $702.95            | $681.52            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0813 | 2037-06-01      | 2.5000%  | 0.0000% | $726.42            | $685.31            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB1180 | 2039-05-01      | 6.0000%  | 0.0000% | $706.52            | $736.24            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8166 | 2037-06-01      | 3.5000%  | 0.0000% | $602.37            | $585.53            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8167 | 2037-08-01      | 2.0000%  | 0.0000% | $696.63            | $641.90            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8175 | 2037-09-01      | 2.5000%  | 0.0000% | $1419.71           | $1338.22           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB8377 | 2040-04-01      | 4.5000%  | 0.0000% | $3606.85           | $3616.63           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD0785 | 2051-12-01      | 2.0000%  | 0.0000% | $1497.09           | $1237.98           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0962 | 2052-04-01      | 3.5000%  | 0.0000% | $1554.84           | $1442.40           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODE3695 | 2055-07-01      | 5.8310%  | 0.0000% | $3315581.84        | $3396545.59        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE8195 | 2055-09-01      | 6.5000%  | 0.0000% | $998.73            | $1049.52           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE9138 | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1007.55           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODF0188 | 2055-09-01      | 4.9870%  | 0.0000% | $352761.37         | $357371.90         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODF0189 | 2055-09-01      | 5.5990%  | 0.0000% | $1077039.77        | $1096776.35        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF2581 | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1000.37           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF3617 | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.32           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF4125 | 2055-11-01      | 5.0000%  | 0.0000% | $211936.00         | $212496.29         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBC0912 | 2031-05-01      | 3.0000%  | 0.0000% | $321352.32         | $314668.19         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1888307 | 2037-04-01      | 6.6240%  | 0.0000% | $1082.32           | $1112.77           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD888527 | 2034-04-01      | 6.5080%  | 0.0000% | $87.13             | $90.40             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB888502 | 2033-06-01      | 6.0560%  | 0.0000% | $397.78            | $404.17            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS888507 | 2035-02-01      | 6.4270%  | 0.0000% | $1039.97           | $1080.26           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB888515 | 2033-02-01      | 6.4250%  | 0.0000% | $3686.82           | $3756.47           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB888518 | 2035-04-01      | 6.6240%  | 0.0000% | $1832.08           | $1881.25           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB888715 | 2035-10-01      | 6.3910%  | 0.0000% | $3236.13           | $3332.77           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB888757 | 2037-09-01      | 6.5940%  | 0.0000% | $2509.69           | $2600.14           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1902818 | 2036-11-01      | 6.5710%  | 0.0000% | $339.18            | $349.55            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1905857 | 2036-12-01      | 6.5000%  | 0.0000% | $3958.72           | $4062.86           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB920961 | 2037-01-01      | 5.8940%  | 0.0000% | $1349.10           | $1371.41           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1946362 | 2037-09-01      | 6.5120%  | 0.0000% | $2064.82           | $2125.29           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1946664 | 2037-09-01      | 6.5650%  | 0.0000% | $456.61            | $469.90            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB949782 | 2037-08-01      | 6.2800%  | 0.0000% | $1688.21           | $1735.12           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB952182 | 2037-11-01      | 6.7000%  | 0.0000% | $1496.84           | $1537.72           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1995919 | 2037-07-01      | 6.5870%  | 0.0000% | $3582.87           | $3689.55           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAC7995 | 2040-01-01      | 6.7090%  | 0.0000% | $2591.43           | $2699.29           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CKMA2252 | 2045-03-01      | 3.5000%  | 0.0000% | $132.75            | $124.58            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKMA2828 | 2046-11-01      | 2.5000%  | 0.0000% | $1048.91           | $910.17            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3276 | 2048-02-01      | 3.5000%  | 0.0000% | $1237.79           | $1165.43           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4048 | 2050-06-01      | 3.0000%  | 0.0000% | $514.57            | $462.97            | Agency Mortgage-Backed Securities |
| GNII SF MA8947 M     | 2053-06-20      | 5.0000%  | 0.0000% | $838.01            | $843.32            | Agency Mortgage-Backed Securities |
| GNII SF MA8948 M     | 2053-06-20      | 5.5000%  | 0.0000% | $49390044.17       | $50329854.38       | Agency Mortgage-Backed Securities |
| GNII SF MA8103 M     | 2052-06-20      | 5.5000%  | 0.0000% | $27920.58          | $28525.72          | Agency Mortgage-Backed Securities |
| GNII SF MA8146 M     | 2052-07-20      | 2.0000%  | 0.0000% | $1342.98           | $1121.63           | Agency Mortgage-Backed Securities |
| GNII SF MA8148 M     | 2052-07-20      | 3.0000%  | 0.0000% | $753.13            | $680.50            | Agency Mortgage-Backed Securities |
| GNII SF MA8151 M     | 2052-07-20      | 4.5000%  | 0.0000% | $762.80            | $753.39            | Agency Mortgage-Backed Securities |
| GNII SF MA8200 M     | 2052-08-20      | 4.0000%  | 0.0000% | $1565.15           | $1501.62           | Agency Mortgage-Backed Securities |
| GNII SF MA8204 M     | 2052-08-20      | 6.0000%  | 0.0000% | $28764.10          | $29682.53          | Agency Mortgage-Backed Securities |
| GNII SF MA8264 M     | 2052-09-20      | 2.5000%  | 0.0000% | $726.49            | $632.03            | Agency Mortgage-Backed Securities |
| GNII SF MA8266 M     | 2052-09-20      | 3.5000%  | 0.0000% | $1576.09           | $1464.51           | Agency Mortgage-Backed Securities |
| GNII SF MA8267 M     | 2052-09-20      | 4.0000%  | 0.0000% | $793.30            | $759.85            | Agency Mortgage-Backed Securities |
| GNII SF MA8423 M     | 2052-06-20      | 2.5000%  | 0.0000% | $1440.13           | $1253.37           | Agency Mortgage-Backed Securities |
| GNII SF MA8432 M     | 2052-11-20      | 7.0000%  | 0.0000% | $1444.53           | $1503.12           | Agency Mortgage-Backed Securities |
| GNII SF MA8485 M     | 2052-03-20      | 2.5000%  | 0.0000% | $768.39            | $668.59            | Agency Mortgage-Backed Securities |
| GNII SF MA8486 M     | 2052-11-20      | 3.0000%  | 0.0000% | $732.79            | $662.54            | Agency Mortgage-Backed Securities |
| GNII SF MA8487 M     | 2052-11-20      | 3.5000%  | 0.0000% | $1625.96           | $1497.15           | Agency Mortgage-Backed Securities |
| GNII SF MA8489 M     | 2052-12-20      | 4.5000%  | 0.0000% | $1610.20           | $1588.84           | Agency Mortgage-Backed Securities |
| GNII SF MA8493 M     | 2052-12-20      | 6.5000%  | 0.0000% | $54163.85          | $56396.19          | Agency Mortgage-Backed Securities |
| GNII SF MA8564 M     | 2052-03-20      | 2.5000%  | 0.0000% | $754.71            | $656.65            | Agency Mortgage-Backed Securities |
| GNII SF MA8641 M     | 2052-04-20      | 2.0000%  | 0.0000% | $1767721.47        | $1476695.59        | Agency Mortgage-Backed Securities |
| GNII SF MA8726 M     | 2053-03-20      | 5.5000%  | 0.0000% | $1420.38           | $1448.52           | Agency Mortgage-Backed Securities |
| GNII SF MA8799 M     | 2053-04-20      | 4.5000%  | 0.0000% | $1679.67           | $1654.26           | Agency Mortgage-Backed Securities |
| GNII SF MA8800 M     | 2053-04-20      | 5.0000%  | 0.0000% | $801.17            | $805.89            | Agency Mortgage-Backed Securities |
| GNII SF MA8801 M     | 2053-04-20      | 5.5000%  | 0.0000% | $38924.20          | $39676.35          | Agency Mortgage-Backed Securities |
| GNII SF MA9772 M     | 2051-01-20      | 2.0000%  | 0.0000% | $817.33            | $682.60            | Agency Mortgage-Backed Securities |
| GNII SF MA9779 M     | 2054-07-20      | 5.5000%  | 0.0000% | $1760.92           | $1787.51           | Agency Mortgage-Backed Securities |
| GNII SF MA9780 M     | 2054-07-20      | 6.0000%  | 0.0000% | $754.56            | $773.83            | Agency Mortgage-Backed Securities |
| GNII SF MA9849 M     | 2054-08-20      | 4.5000%  | 0.0000% | $3871.71           | $3797.55           | Agency Mortgage-Backed Securities |
| GNII SF MA9099 M     | 2052-05-20      | 2.0000%  | 0.0000% | $725.02            | $605.52            | Agency Mortgage-Backed Securities |
| GNII SF MA9100 M     | 2051-08-20      | 2.5000%  | 0.0000% | $809.50            | $705.31            | Agency Mortgage-Backed Securities |
| GNII SF MA9104 M     | 2053-07-20      | 4.5000%  | 0.0000% | $1765.74           | $1735.75           | Agency Mortgage-Backed Securities |
| GNII SF MA9171 M     | 2053-09-20      | 5.5000%  | 0.0000% | $41654075.92       | $42418025.54       | Agency Mortgage-Backed Securities |
| GNII SF MA9234 M     | 2052-02-20      | 2.0000%  | 0.0000% | $1603.39           | $1339.42           | Agency Mortgage-Backed Securities |
| GNII SF MA9235 M     | 2052-01-20      | 2.5000%  | 0.0000% | $1552.71           | $1352.37           | Agency Mortgage-Backed Securities |
| GNII SF MA9305 M     | 2053-11-20      | 5.5000%  | 0.0000% | $12351.55          | $12545.00          | Agency Mortgage-Backed Securities |
| GNII SF MA9306 M     | 2053-10-20      | 6.0000%  | 0.0000% | $1424887.55        | $1467904.91        | Agency Mortgage-Backed Securities |
| GNII SF MA9364 M     | 2053-11-20      | 6.5000%  | 0.0000% | $453.88            | $471.03            | Agency Mortgage-Backed Securities |
| GNII SF MA9423 M     | 2054-01-20      | 5.5000%  | 0.0000% | $2983736.93        | $3035237.22        | Agency Mortgage-Backed Securities |
| GNII SF MA9426 M     | 2053-12-20      | 7.0000%  | 0.0000% | $367558.46         | $382995.30         | Agency Mortgage-Backed Securities |
| GNII SF MA9483 M     | 2051-09-20      | 3.0000%  | 0.0000% | $817.53            | $742.91            | Agency Mortgage-Backed Securities |
| GNII SF MA9488 M     | 2054-01-20      | 5.5000%  | 0.0000% | $1614.42           | $1641.19           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD2987 | 2053-03-01      | 3.5000%  | 0.0000% | $861.03            | $797.33            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD6654 | 2052-06-01      | 3.5000%  | 0.0000% | $4637.93           | $4300.50           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8002 | 2049-07-01      | 4.5000%  | 0.0000% | $222.27            | $220.72            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8016 | 2049-10-01      | 3.0000%  | 0.0000% | $333.11            | $300.43            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8024 | 2049-11-01      | 3.0000%  | 0.0000% | $179.90            | $162.19            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8030 | 2049-12-01      | 3.0000%  | 0.0000% | $586.04            | $528.37            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8032 | 2049-12-01      | 4.0000%  | 0.0000% | $611.94            | $591.95            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8057 | 2050-04-01      | 3.5000%  | 0.0000% | $2825.62           | $2643.52           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8062 | 2050-05-01      | 3.0000%  | 0.0000% | $1679.75           | $1506.81           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD7502 | 2049-07-01      | 3.5000%  | 0.0000% | $59768.83          | $56126.86          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8189 | 2052-01-01      | 2.5000%  | 0.0000% | $760.06            | $650.80            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8190 | 2052-01-01      | 3.0000%  | 0.0000% | $4973.58           | $4437.21           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8195 | 2052-02-01      | 3.0000%  | 0.0000% | $61375.06          | $54734.90          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8185 | 2051-12-01      | 3.5000%  | 0.0000% | $2653.76           | $2474.54           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8188 | 2052-01-01      | 2.0000%  | 0.0000% | $5579.26           | $4561.58           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8200 | 2052-03-01      | 2.5000%  | 0.0000% | $1565.66           | $1337.60           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8201 | 2052-03-01      | 3.0000%  | 0.0000% | $3799.78           | $3387.31           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8220 | 2052-06-01      | 3.0000%  | 0.0000% | $826.32            | $735.67            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8254 | 2052-10-01      | 3.0000%  | 0.0000% | $5074.11           | $4520.51           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8264 | 2052-11-01      | 3.5000%  | 0.0000% | $1666.32           | $1544.82           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8284 | 2053-01-01      | 3.0000%  | 0.0000% | $859.40            | $764.74            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8304 | 2053-03-01      | 3.5000%  | 0.0000% | $873.01            | $808.42            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8327 | 2053-04-01      | 3.5000%  | 0.0000% | $1685.41           | $1561.08           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8390 | 2053-11-01      | 4.0000%  | 0.0000% | $906.66            | $865.30            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBD0464 | 2031-07-01      | 3.5000%  | 0.0000% | $2877.68           | $2831.20           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKBE2954 | 2036-12-01      | 3.0000%  | 0.0000% | $44.53             | $41.75             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBH5135 | 2047-09-01      | 6.3700%  | 0.0000% | $1461.67           | $1508.02           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBJ0705 | 2047-10-01      | 6.3500%  | 0.0000% | $2774.48           | $2886.66           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBJ5955 | 2048-04-01      | 3.5000%  | 0.0000% | $198616.16         | $187005.59         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM1400 | 2029-04-01      | 3.5000%  | 0.0000% | $176.00            | $175.01            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM1806 | 2047-09-01      | 3.1130%  | 0.0000% | $2268.03           | $2252.77           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBN3064 | 2049-02-01      | 3.9670%  | 0.0000% | $3076.47           | $3187.88           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN4333 | 2049-02-01      | 4.0000%  | 0.0000% | $3651.43           | $3531.74           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  | 0.0000% | $683.68            | $586.62            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4537 | 2037-02-01      | 2.5000%  | 0.0000% | $597.81            | $563.98            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4603 | 2037-05-01      | 2.5000%  | 0.0000% | $769016.12         | $724884.85         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4618 | 2052-04-01      | 4.0000%  | 0.0000% | $2792.33           | $2669.44           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4654 | 2052-07-01      | 3.5000%  | 0.0000% | $1630.26           | $1511.65           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4692 | 2037-08-01      | 2.5000%  | 0.0000% | $753.54            | $710.30            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4700 | 2052-08-01      | 4.0000%  | 0.0000% | $811.66            | $777.34            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4804 | 2052-11-01      | 4.0000%  | 0.0000% | $2888.73           | $2768.53           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA4876 | 2052-12-01      | 6.0000%  | 0.0000% | $3568.12           | $3691.75           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4866 | 2053-01-01      | 4.0000%  | 0.0000% | $3333.34           | $3190.01           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5469 | 2054-09-01      | 5.0000%  | 0.0000% | $4593.62           | $4595.43           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5583 | 2055-01-01      | 4.0000%  | 0.0000% | $959.33            | $914.57            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5605 | 2055-01-01      | 3.5000%  | 0.0000% | $2903.39           | $2688.58           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5643 | 2055-03-01      | 4.0000%  | 0.0000% | $965.93            | $920.87            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5731 | 2055-06-01      | 3.5000%  | 0.0000% | $1958.59           | $1813.68           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5756 | 2055-07-01      | 3.5000%  | 0.0000% | $1957.94           | $1813.08           | Agency Mortgage-Backed Securities |
| GNII SF MA9490 M     | 2054-02-20      | 6.5000%  | 0.0000% | $393981.12         | $409174.09         | Agency Mortgage-Backed Securities |
| GNII SF MA9538 M     | 2054-02-20      | 4.0000%  | 0.0000% | $3783.11           | $3611.51           | Agency Mortgage-Backed Securities |
| GNII SF MA9534 M     | 2051-08-20      | 2.0000%  | 0.0000% | $1537.64           | $1282.94           | Agency Mortgage-Backed Securities |
| GNII SF MA9608 M     | 2054-04-20      | 7.0000%  | 0.0000% | $853.16            | $888.78            | Agency Mortgage-Backed Securities |
| GNII SF MA9666 M     | 2054-05-20      | 4.5000%  | 0.0000% | $1908.27           | $1872.16           | Agency Mortgage-Backed Securities |
| GNII SF MA9667 M     | 2054-05-20      | 5.0000%  | 0.0000% | $3689.07           | $3698.14           | Agency Mortgage-Backed Securities |
| GNII SF MA9671 M     | 2054-05-20      | 7.0000%  | 0.0000% | $428.36            | $445.25            | Agency Mortgage-Backed Securities |
| GNII SF MA9720 M     | 2051-08-20      | 3.0000%  | 0.0000% | $841.32            | $760.28            | Agency Mortgage-Backed Securities |
| GNII SF BA6138 C     | 2047-06-20      | 3.5000%  | 0.0000% | $207.04            | $192.64            | Agency Mortgage-Backed Securities |
| GNII SF CP1499 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1000.00           | $1041.83           | Agency Mortgage-Backed Securities |
| GNII SF BR2384 C     | 2049-12-20      | 2.5000%  | 0.0000% | $1372.53           | $1174.80           | Agency Mortgage-Backed Securities |
| GNII SF BS7617 C     | 2050-06-20      | 2.5000%  | 0.0000% | $5586.87           | $4835.51           | Agency Mortgage-Backed Securities |
| GNII SF BS8546 C     | 2050-12-20      | 2.5000%  | 0.0000% | $179805.65         | $154736.85         | Agency Mortgage-Backed Securities |
| GNII SF BV9153 C     | 2035-07-20      | 2.0000%  | 0.0000% | $1159032.75        | $1067969.48        | Agency Mortgage-Backed Securities |
| GNII SF CE9917 C     | 2051-07-20      | 3.5000%  | 0.0000% | $2698.22           | $2495.33           | Agency Mortgage-Backed Securities |
| GNII SF CE9952 C     | 2051-09-20      | 3.5000%  | 0.0000% | $5292.30           | $4811.85           | Agency Mortgage-Backed Securities |
| GNPL PN CF1638       | 2064-03-15      | 2.2900%  | 0.0000% | $121377.67         | $99466.13          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8424 | 2054-03-01      | 4.0000%  | 0.0000% | $1888.88           | $1800.77           | Agency Mortgage-Backed Securities |
| FKAR 04.250 WAWA3329 | 2034-03-01      | 4.2500%  | 0.0000% | $4692.60           | $4636.71           | Agency Mortgage-Backed Securities |
| FKAR 04.750 WAWA3430 | 2043-02-01      | 4.7500%  | 0.0000% | $825577.25         | $810580.92         | Agency Mortgage-Backed Securities |
| FKAR 04.070 WNWN1258 | 2035-06-01      | 4.0700%  | 0.0000% | $1739945.00        | $1689421.64        | Agency Mortgage-Backed Securities |
| FKAR 04.500 WNWN1566 | 2030-05-01      | 4.5000%  | 0.0000% | $6574760.00        | $6650665.60        | Agency Mortgage-Backed Securities |
| FKAR 04.720 WNWN2587 | 2033-03-01      | 4.7200%  | 0.0000% | $14838567.00       | $15152036.67       | Agency Mortgage-Backed Securities |
| FKAR 04.150 WNWN2735 | 2032-07-01      | 4.1500%  | 0.0000% | $282522.00         | $280329.16         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G60994 G | 2045-01-01      | 3.5000%  | 0.0000% | $518.06            | $495.69            | Agency Mortgage-Backed Securities |
| FMAR 1B0097 G        | 2031-08-01      | 6.6580%  | 0.0000% | $2363.54           | $2418.22           | Agency Mortgage-Backed Securities |
| FMAR 1B0118 G        | 2031-08-01      | 6.6580%  | 0.0000% | $424.84            | $434.84            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQB1486 | 2050-07-01      | 3.0000%  | 0.0000% | $65894.85          | $60379.91          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR7802 | 2051-04-01      | 2.0000%  | 0.0000% | $727.59            | $601.65            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBW4879 | 2053-04-01      | 3.0000%  | 0.0000% | $3387.14           | $3014.44           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBW9708 | 2052-11-01      | 5.1060%  | 0.0000% | $1418286.26        | $1443935.97        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX2186 | 2052-11-01      | 4.5000%  | 0.0000% | $8758.56           | $8645.02           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBX4430 | 2053-09-01      | 3.0000%  | 0.0000% | $1898.45           | $1689.25           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAD0898 | 2040-03-01      | 6.8110%  | 0.0000% | $50.58             | $53.09             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAD8552 | 2040-08-01      | 6.5400%  | 0.0000% | $13.54             | $14.00             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1AE0354 | 2037-09-01      | 6.6010%  | 0.0000% | $18009.11          | $18672.71          | Agency Mortgage-Backed Securities |
| GNII SF CJ2896 C     | 2051-11-20      | 2.5000%  | 0.0000% | $1821.90           | $1554.88           | Agency Mortgage-Backed Securities |
| GNII SF CJ5947 C     | 2051-12-20      | 2.0000%  | 0.0000% | $3596.27           | $2963.56           | Agency Mortgage-Backed Securities |
| GNII SF CL1819 C     | 2052-02-20      | 3.5000%  | 0.0000% | $298907.41         | $276292.57         | Agency Mortgage-Backed Securities |
| GNII SF MA9904 M     | 2053-05-20      | 4.5000%  | 0.0000% | $960.04            | $941.58            | Agency Mortgage-Backed Securities |
| GNII SF MA9907 M     | 2054-09-20      | 6.0000%  | 0.0000% | $1232513.14        | $1262844.05        | Agency Mortgage-Backed Securities |
| GNII SF MA9908 M     | 2054-09-20      | 6.5000%  | 0.0000% | $5534366.06        | $5742495.12        | Agency Mortgage-Backed Securities |
| GNII SF MA9963 M     | 2054-10-20      | 4.5000%  | 0.0000% | $1018961.44        | $999285.29         | Agency Mortgage-Backed Securities |
| GNII SF MA9968 M     | 2054-09-20      | 7.0000%  | 0.0000% | $606.20            | $628.82            | Agency Mortgage-Backed Securities |
| GNII SF AF5104 C     | 2043-08-20      | 4.5000%  | 0.0000% | $217018.69         | $214552.49         | Agency Mortgage-Backed Securities |
| GNII SF AM5217 C     | 2045-05-20      | 3.0000%  | 0.0000% | $235.71            | $212.74            | Agency Mortgage-Backed Securities |
| GNII SF CT2648 C     | 2053-06-20      | 6.5000%  | 0.0000% | $207990.33         | $219472.78         | Agency Mortgage-Backed Securities |
| GNII SF CV4138 C     | 2053-07-20      | 5.0000%  | 0.0000% | $882.77            | $890.08            | Agency Mortgage-Backed Securities |
| GNII SF CZ0289 C     | 2054-01-20      | 6.0000%  | 0.0000% | $16285.41          | $16976.47          | Agency Mortgage-Backed Securities |
| GNII SF DC1840 C     | 2054-09-20      | 7.0000%  | 0.0000% | $985.20            | $1031.89           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE6074 | 2052-07-01      | 4.0000%  | 0.0000% | $817.63            | $782.33            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQG5124 | 2053-06-01      | 3.0000%  | 0.0000% | $835.19            | $745.95            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA1037 | 2049-07-01      | 4.0000%  | 0.0000% | $572.71            | $555.43            | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ1461 | 2034-07-01      | 4.4900%  | 0.0000% | $17187000.00       | $17293158.38       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3306 | 2032-03-01      | 5.1900%  | 0.0000% | $1856114.00        | $1946406.52        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4479 | 2032-08-01      | 4.6300%  | 0.0000% | $283889.00         | $290034.72         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ4151 | 2035-06-01      | 4.9000%  | 0.0000% | $1147.00           | $1186.71           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2483 | 2048-10-01      | 4.5000%  | 0.0000% | $160.02            | $159.29            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4756 | 2049-12-01      | 3.0000%  | 0.0000% | $413.40            | $376.15            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6423 | 2050-07-01      | 3.0000%  | 0.0000% | $4831.22           | $4339.25           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8062 | 2050-12-01      | 2.5000%  | 0.0000% | $583.75            | $504.94            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0414 | 2051-05-01      | 2.5000%  | 0.0000% | $39383.57          | $33857.00          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3353 | 2052-04-01      | 2.5000%  | 0.0000% | $4210.16           | $3589.26           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ5377 | 2055-10-01      | 5.5000%  | 0.0000% | $8212169.00        | $8362610.46        | Agency Mortgage-Backed Securities |
| GNII SF DC4728 C     | 2054-05-20      | 7.5000%  | 0.0000% | $2242.61           | $2421.55           | Agency Mortgage-Backed Securities |
| GNII SF DD1699 C     | 2054-07-20      | 7.5000%  | 0.0000% | $250932.96         | $269731.85         | Agency Mortgage-Backed Securities |
| GNII SF DE1711 C     | 2054-11-20      | 6.0000%  | 0.0000% | $989.48            | $1031.47           | Agency Mortgage-Backed Securities |
| GNII SF DE1128 C     | 2054-09-20      | 6.5000%  | 0.0000% | $6590.47           | $6966.42           | Agency Mortgage-Backed Securities |
| GNII SF DF5139 C     | 2054-10-20      | 6.5000%  | 0.0000% | $1025046.97        | $1085398.32        | Agency Mortgage-Backed Securities |
| GNII SF DF8362 C     | 2055-01-20      | 7.0000%  | 0.0000% | $994.27            | $1040.18           | Agency Mortgage-Backed Securities |
| GNII SF DG1748 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2989.09           | $3127.10           | Agency Mortgage-Backed Securities |
| GNII SF DH0825 C     | 2055-03-20      | 7.0000%  | 0.0000% | $994.44            | $1057.34           | Agency Mortgage-Backed Securities |
| GNII SF DH6513 C     | 2055-03-20      | 6.5000%  | 0.0000% | $428775.61         | $455850.93         | Agency Mortgage-Backed Securities |
| GNII SF DH9101 C     | 2055-02-20      | 7.0000%  | 0.0000% | $999.05            | $1050.06           | Agency Mortgage-Backed Securities |
| GNII SF DJ0884 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1993.58           | $2109.95           | Agency Mortgage-Backed Securities |
| GNII SF DJ3599 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1989.67           | $2075.24           | Agency Mortgage-Backed Securities |
| GNII SF DJ2705 C     | 2055-05-20      | 7.0000%  | 0.0000% | $4977.45           | $5222.45           | Agency Mortgage-Backed Securities |
| GNII ET DJ2992 C     | 2065-07-20      | 6.0000%  | 0.0000% | $1014.16           | $1035.50           | Agency Mortgage-Backed Securities |
| GNII SF DJ4256 C     | 2055-04-20      | 6.5000%  | 0.0000% | $234390.04         | $245614.44         | Agency Mortgage-Backed Securities |
| GNII SF DJ6110 C     | 2055-04-20      | 7.0000%  | 0.0000% | $998.50            | $1061.66           | Agency Mortgage-Backed Securities |
| GNII SF DJ6741 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1970.43           | $2128.72           | Agency Mortgage-Backed Securities |
| GNII SF DK0104 C     | 2055-06-20      | 6.5000%  | 0.0000% | $996.70            | $1044.43           | Agency Mortgage-Backed Securities |
| GNII SF DK0369 C     | 2055-05-20      | 7.0000%  | 0.0000% | $995.00            | $1048.22           | Agency Mortgage-Backed Securities |
| GNII SF DK0449 C     | 2055-05-20      | 7.0000%  | 0.0000% | $997.42            | $1043.48           | Agency Mortgage-Backed Securities |
| GNII SF DK2867 C     | 2055-06-20      | 6.5000%  | 0.0000% | $996.71            | $1083.15           | Agency Mortgage-Backed Securities |
| GNII SF DK4132 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1654826.24        | $1688123.55        | Agency Mortgage-Backed Securities |
| GNII SF DK4280 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3008.50           | $3152.57           | Agency Mortgage-Backed Securities |
| GNII SF DK6244 C     | 2055-09-20      | 5.5000%  | 0.0000% | $998.84            | $1012.80           | Agency Mortgage-Backed Securities |
| GNII SF DK6014 C     | 2055-07-20      | 6.5000%  | 0.0000% | $997.51            | $1048.33           | Agency Mortgage-Backed Securities |
| GNII SF DK6018 C     | 2055-07-20      | 6.5000%  | 0.0000% | $997.39            | $1045.76           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7772 | 2052-08-01      | 4.0000%  | 0.0000% | $4046.58           | $3869.63           | Agency Mortgage-Backed Securities |
| FEPC 02.500 ZLSI2106 | 2051-05-25      | 2.5000%  | 0.0000% | $1801.27           | $1545.90           | Agency Mortgage-Backed Securities |
| FMAR 780870 G        | 2033-09-01      | 6.3600%  | 0.0000% | $787.43            | $810.50            | Agency Mortgage-Backed Securities |
| FMAR 840207 G        | 2045-09-01      | 6.3400%  | 0.0000% | $221430.75         | $228438.67         | Agency Mortgage-Backed Securities |
| FMAR 840214 G        | 2043-09-01      | 6.6890%  | 0.0000% | $18667.73          | $19493.73          | Agency Mortgage-Backed Securities |
| FMAR 840321 G        | 2045-11-01      | 6.5220%  | 0.0000% | $61365.39          | $63421.68          | Agency Mortgage-Backed Securities |
| FMAR 840324 G        | 2037-06-01      | 6.3380%  | 0.0000% | $1118764.18        | $1155638.28        | Agency Mortgage-Backed Securities |
| FMAR 840623 G        | 2047-05-01      | 6.5580%  | 0.0000% | $23871.94          | $24770.36          | Agency Mortgage-Backed Securities |
| FMAR 840698 G        | 2047-03-01      | 3.2040%  | 0.0000% | $229760.76         | $227122.88         | Agency Mortgage-Backed Securities |
| FMAR 786223 G        | 2028-01-01      | 6.4240%  | 0.0000% | $27.58             | $27.74             | Agency Mortgage-Backed Securities |
| FMAR 782630 G        | 2036-01-01      | 6.5810%  | 0.0000% | $272931.26         | $282045.30         | Agency Mortgage-Backed Securities |
| FMAR 782837 G        | 2034-11-01      | 6.4010%  | 0.0000% | $908.67            | $942.61            | Agency Mortgage-Backed Securities |
| FMAR 782967 G        | 2035-01-01      | 6.5000%  | 0.0000% | $24813.08          | $25773.52          | Agency Mortgage-Backed Securities |
| FMAR 783022 G        | 2035-02-01      | 6.5000%  | 0.0000% | $707.91            | $735.81            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  | 0.0000% | $4182.69           | $4116.18           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOCB8059 | 2054-02-01      | 5.8170%  | 0.0000% | $902.55            | $924.26            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOCB7766 | 2054-01-01      | 5.9980%  | 0.0000% | $8608.68           | $8844.24           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9153 | 2054-09-01      | 6.0000%  | 0.0000% | $181139.32         | $189076.85         | Agency Mortgage-Backed Securities |
| FKAR 03.000 WAWA4840 | 2042-03-01      | 3.0000%  | 0.0000% | $56538.91          | $45983.16          | Agency Mortgage-Backed Securities |
| FKAR 03.900 WAWA4841 | 2039-01-01      | 3.9000%  | 0.0000% | $51276.30          | $47623.02          | Agency Mortgage-Backed Securities |
| FMAR 8B0379 G        | 2054-10-01      | 5.4780%  | 0.0000% | $4501554.38        | $4587718.63        | Agency Mortgage-Backed Securities |
| FMAR 8D0268 G        | 2052-08-01      | 3.9480%  | 0.0000% | $145590.46         | $143037.53         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRQ0064 | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.67           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIRR0026 | 2040-09-01      | 5.5000%  | 0.0000% | $956.99            | $982.31            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIRR0010 | 2040-07-01      | 5.5000%  | 0.0000% | $1808.16           | $1856.01           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIRR0011 | 2040-07-01      | 6.0000%  | 0.0000% | $882.14            | $916.25            | Agency Mortgage-Backed Securities |
| GNII SF DK9460 C     | 2055-07-20      | 5.5000%  | 0.0000% | $5765.04           | $5900.88           | Agency Mortgage-Backed Securities |
| GNII ET DK9721 C     | 2065-10-20      | 6.0000%  | 0.0000% | $2000.00           | $2042.07           | Agency Mortgage-Backed Securities |
| GNII SF DL2018 C     | 2055-06-20      | 7.5000%  | 0.0000% | $997.73            | $1053.05           | Agency Mortgage-Backed Securities |
| GNII SF DL3866 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1054.60           | Agency Mortgage-Backed Securities |
| GNII SF DL7310 C     | 2055-09-20      | 7.5000%  | 0.0000% | $999.32            | $1074.20           | Agency Mortgage-Backed Securities |
| GNII SF DM1031 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2103.35           | $2208.90           | Agency Mortgage-Backed Securities |
| GNII SF DM2764 C     | 2050-10-20      | 6.5000%  | 0.0000% | $2000.00           | $2095.75           | Agency Mortgage-Backed Securities |
| GNII SF MB0026 M     | 2054-11-20      | 5.5000%  | 0.0000% | $1076751.96        | $1093962.04        | Agency Mortgage-Backed Securities |
| GNII SF MB0027 M     | 2054-09-20      | 6.0000%  | 0.0000% | $1660.54           | $1699.60           | Agency Mortgage-Backed Securities |
| GNII SF MB0020 M     | 2051-11-20      | 2.5000%  | 0.0000% | $850.89            | $740.53            | Agency Mortgage-Backed Securities |
| GNII SF MB0090 M     | 2054-11-20      | 4.5000%  | 0.0000% | $1898.04           | $1861.39           | Agency Mortgage-Backed Securities |
| GNII SF MB0091 M     | 2054-12-20      | 5.0000%  | 0.0000% | $7339964.15        | $7357614.32        | Agency Mortgage-Backed Securities |
| GNII SF MB0092 M     | 2054-12-20      | 5.5000%  | 0.0000% | $3735.84           | $3789.68           | Agency Mortgage-Backed Securities |
| GNII SF MB0146 M     | 2055-01-20      | 5.0000%  | 0.0000% | $991.14            | $993.63            | Agency Mortgage-Backed Securities |
| GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $5076089.27        | $5147019.16        | Agency Mortgage-Backed Securities |
| GNII JM 004164 M     | 2038-06-20      | 6.0000%  | 0.0000% | $831.82            | $849.26            | Agency Mortgage-Backed Securities |
| GNII FS 004182 M     | 2038-07-20      | 5.5000%  | 0.0000% | $4124.22           | $4140.63           | Agency Mortgage-Backed Securities |
| GNII FS 004184 M     | 2038-07-20      | 6.5000%  | 0.0000% | $1312.56           | $1321.76           | Agency Mortgage-Backed Securities |
| GNII JM 004238 M     | 2038-09-20      | 5.5000%  | 0.0000% | $4777.78           | $4802.64           | Agency Mortgage-Backed Securities |
| GNII JM 004214 M     | 2038-08-20      | 5.0000%  | 0.0000% | $33.80             | $34.31             | Agency Mortgage-Backed Securities |
| GNII JM 004241 M     | 2038-09-20      | 7.0000%  | 0.0000% | $651.03            | $662.13            | Agency Mortgage-Backed Securities |
| GNII JM 004258 M     | 2038-10-20      | 5.0000%  | 0.0000% | $16.21             | $16.34             | Agency Mortgage-Backed Securities |
| GNII JM 004259 M     | 2038-10-20      | 5.5000%  | 0.0000% | $358.11            | $358.49            | Agency Mortgage-Backed Securities |
| GNII JM 004260 M     | 2038-10-20      | 6.0000%  | 0.0000% | $0.89              | $0.91              | Agency Mortgage-Backed Securities |
| GNII JM 004261 M     | 2038-10-20      | 6.5000%  | 0.0000% | $1483.84           | $1495.15           | Agency Mortgage-Backed Securities |
| GNII JM 004262 M     | 2038-10-20      | 7.0000%  | 0.0000% | $4.09              | $4.19              | Agency Mortgage-Backed Securities |
| GNII JM 004286 M     | 2038-11-20      | 6.5000%  | 0.0000% | $3300.43           | $3441.32           | Agency Mortgage-Backed Securities |
| GNII JM 004335 M     | 2039-01-20      | 5.0000%  | 0.0000% | $2948.50           | $3011.79           | Agency Mortgage-Backed Securities |
| GNII JM 004308 M     | 2038-12-20      | 5.0000%  | 0.0000% | $1944.76           | $1960.27           | Agency Mortgage-Backed Securities |
| GNII JM 004309 M     | 2038-12-20      | 5.5000%  | 0.0000% | $0.65              | $0.65              | Agency Mortgage-Backed Securities |
| GNII JM 004311 M     | 2038-12-20      | 6.5000%  | 0.0000% | $528.29            | $531.77            | Agency Mortgage-Backed Securities |
| GNII JM 004363 M     | 2039-02-20      | 5.5000%  | 0.0000% | $633.88            | $637.17            | Agency Mortgage-Backed Securities |
| GNII JM 004515 M     | 2039-08-20      | 6.0000%  | 0.0000% | $938.14            | $966.87            | Agency Mortgage-Backed Securities |
| GNII JM 004533 M     | 2039-09-20      | 5.0000%  | 0.0000% | $1256.70           | $1266.72           | Agency Mortgage-Backed Securities |
| GNII JM 004534 M     | 2039-09-20      | 5.5000%  | 0.0000% | $405.10            | $407.83            | Agency Mortgage-Backed Securities |
| GNII JM 004553 M     | 2039-10-20      | 4.5000%  | 0.0000% | $631.40            | $626.84            | Agency Mortgage-Backed Securities |
| GNII JM 004554 M     | 2039-10-20      | 5.0000%  | 0.0000% | $5.50              | $5.58              | Agency Mortgage-Backed Securities |
| GNII JM 004613 M     | 2040-01-20      | 5.5000%  | 0.0000% | $3232.97           | $3225.98           | Agency Mortgage-Backed Securities |
| GNII JM 004631 M     | 2040-02-20      | 4.5000%  | 0.0000% | $2325.02           | $2308.23           | Agency Mortgage-Backed Securities |
| GNII JM 004632 M     | 2040-02-20      | 5.0000%  | 0.0000% | $767.01            | $773.13            | Agency Mortgage-Backed Securities |
| GNII JM 004633 M     | 2040-02-20      | 5.5000%  | 0.0000% | $503.70            | $503.86            | Agency Mortgage-Backed Securities |
| GNII FS 004648 M     | 2040-03-20      | 4.0000%  | 0.0000% | $761.22            | $719.74            | Agency Mortgage-Backed Securities |
| GNII FS 004649 M     | 2040-03-20      | 4.5000%  | 0.0000% | $3464.34           | $3416.98           | Agency Mortgage-Backed Securities |
| GNII JM 004692 M     | 2040-05-20      | 5.0000%  | 0.0000% | $12.45             | $12.54             | Agency Mortgage-Backed Securities |
| GNII JM 004738 M     | 2040-07-20      | 5.0000%  | 0.0000% | $23.93             | $24.12             | Agency Mortgage-Backed Securities |
| GNII JM 004796 M     | 2040-09-20      | 4.5000%  | 0.0000% | $7.55              | $7.49              | Agency Mortgage-Backed Securities |
| GNII JM 004983 M     | 2041-03-20      | 5.0000%  | 0.0000% | $1319.54           | $1339.82           | Agency Mortgage-Backed Securities |
| GNII JM 005029 M     | 2041-04-20      | 4.0000%  | 0.0000% | $15.85             | $15.29             | Agency Mortgage-Backed Securities |
| GNII JM 005137 M     | 2041-08-20      | 4.0000%  | 0.0000% | $1133.11           | $1099.30           | Agency Mortgage-Backed Securities |
| GNII FS 005158 M     | 2041-08-20      | 5.0000%  | 0.0000% | $87.80             | $89.21             | Agency Mortgage-Backed Securities |
| GNAR AR 080095 M     | 2027-07-20      | 4.6250%  | 0.0000% | $65.05             | $65.66             | Agency Mortgage-Backed Securities |
| GNII SP 786518 M     | 2050-12-20      | 4.5000%  | 0.0000% | $741.62            | $756.84            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB675490 | 2033-03-01      | 6.8340%  | 0.0000% | $1075.89           | $1116.88           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD687125 | 2033-04-01      | 6.5400%  | 0.0000% | $166.64            | $171.84            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1006 | 2049-06-01      | 3.5000%  | 0.0000% | $302.13            | $284.96            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM2908 | 2049-10-01      | 5.0000%  | 0.0000% | $305.68            | $311.20            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM3229 | 2047-02-01      | 3.5000%  | 0.0000% | $387.11            | $369.81            | Agency Mortgage-Backed Securities |
| GNII SF MA4586 M     | 2047-07-20      | 3.5000%  | 0.0000% | $130.78            | $122.33            | Agency Mortgage-Backed Securities |
| GNII JM 004417 M     | 2039-04-20      | 5.0000%  | 0.0000% | $3799.33           | $3829.63           | Agency Mortgage-Backed Securities |
| GNII JM 004440 M     | 2039-05-20      | 4.5000%  | 0.0000% | $690.33            | $685.35            | Agency Mortgage-Backed Securities |
| GNII FS 004459 M     | 2039-06-20      | 5.0000%  | 0.0000% | $2601.56           | $2675.31           | Agency Mortgage-Backed Securities |
| GNII JM 004461 M     | 2039-06-20      | 4.5000%  | 0.0000% | $2499.12           | $2499.99           | Agency Mortgage-Backed Securities |
| 8.875 RFBD 30 B      | 2030-04-15      | 8.8750%  | 0.0000% | $8000.00           | $9638.04           | Corporate Debt Securities         |

### Security 335: Citibank NA

- **C.1 - Title:** Citibank NA 4.160000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 981ZCQ006, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395, C.5 - Other ID: 981ZCQ006_4.16_1103
- **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:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNAR AR 080393 M     | 2030-04-20      | 5.6250%  | 0.0000% | $3186.75           | $3197.10           | Agency Mortgage-Backed Securities |
| GNAR AR 080395 M     | 2030-04-20      | 5.6250%  | 0.0000% | $434.17            | $436.72            | Agency Mortgage-Backed Securities |
| GNAR AR 080397 M     | 2030-04-20      | 5.6250%  | 0.0000% | $3171.29           | $3198.76           | Agency Mortgage-Backed Securities |
| GNAR AR 080407 M     | 2030-05-20      | 5.6250%  | 0.0000% | $2681.29           | $2704.82           | Agency Mortgage-Backed Securities |
| GNAR AR 080418 M     | 2030-06-20      | 5.6250%  | 0.0000% | $3763.85           | $3788.26           | Agency Mortgage-Backed Securities |
| GNAR AR 080471 M     | 2030-11-20      | 4.7500%  | 0.0000% | $2967.05           | $2987.37           | Agency Mortgage-Backed Securities |
| GNAR AF 081882 M     | 2037-04-20      | 5.6250%  | 0.0000% | $4324.85           | $4374.83           | Agency Mortgage-Backed Securities |
| GNAR AF 082138 M     | 2038-08-20      | 4.6250%  | 0.0000% | $1326.02           | $1354.03           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL9012 | 2046-09-01      | 6.3410%  | 0.0000% | $114158.27         | $118595.83         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN6754 | 2037-09-01      | 3.1700%  | 0.0000% | $1656983.00        | $1484758.95        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN8325 | 2038-02-01      | 3.5600%  | 0.0000% | $1295762.03        | $1198329.36        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN9573 | 2048-07-01      | 4.0400%  | 0.0000% | $1689331.00        | $1515189.13        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3256 | 2055-11-01      | 5.5000%  | 0.0000% | $458048.00         | $468901.60         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3259 | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1043.07           | Agency Mortgage-Backed Securities |
| GNII SF AC0071 C     | 2042-10-20      | 3.5000%  | 0.0000% | $230.06            | $216.07            | Agency Mortgage-Backed Securities |
| GNII SF MA0852 M     | 2043-03-20      | 3.5000%  | 0.0000% | $95.42             | $90.90             | Agency Mortgage-Backed Securities |
| GNII SF MA0859 M     | 2038-11-20      | 7.0000%  | 0.0000% | $1651.58           | $1730.19           | Agency Mortgage-Backed Securities |
| GNII SF MA0153 M     | 2042-06-20      | 3.0000%  | 0.0000% | $327.97            | $305.33            | Agency Mortgage-Backed Securities |
| GNII SF MA0158 M     | 2042-06-20      | 5.5000%  | 0.0000% | $1421.50           | $1477.54           | Agency Mortgage-Backed Securities |
| GNII SF MA1012 M     | 2043-05-20      | 3.5000%  | 0.0000% | $106.17            | $101.23            | Agency Mortgage-Backed Securities |
| GNII SF MA1523 M     | 2043-12-20      | 4.5000%  | 0.0000% | $187.92            | $188.65            | Agency Mortgage-Backed Securities |
| GNII SF MA2678 M     | 2045-03-20      | 3.5000%  | 0.0000% | $80.28             | $75.52             | Agency Mortgage-Backed Securities |
| GNII SF MA2223 M     | 2044-09-20      | 3.5000%  | 0.0000% | $113.09            | $106.98            | Agency Mortgage-Backed Securities |
| GNII SF MA2303 M     | 2044-10-20      | 3.5000%  | 0.0000% | $78.20             | $73.71             | Agency Mortgage-Backed Securities |
| GNII SF MA2304 M     | 2044-10-20      | 4.0000%  | 0.0000% | $67.55             | $65.61             | Agency Mortgage-Backed Securities |
| GNII SF MA2450 M     | 2038-02-20      | 6.0000%  | 0.0000% | $4051.94           | $4273.71           | Agency Mortgage-Backed Securities |
| GNII SF MA3520 M     | 2046-03-20      | 3.0000%  | 0.0000% | $562581.41         | $515867.46         | Agency Mortgage-Backed Securities |
| GNII SF MA3597 M     | 2046-04-20      | 3.5000%  | 0.0000% | $224.34            | $210.48            | Agency Mortgage-Backed Securities |
| GNII SF MA3599 M     | 2046-04-20      | 4.5000%  | 0.0000% | $111812.04         | $111969.69         | Agency Mortgage-Backed Securities |
| GNII SF MA2754 M     | 2045-04-20      | 3.5000%  | 0.0000% | $79.16             | $74.49             | Agency Mortgage-Backed Securities |
| GNII SF MA2892 M     | 2045-06-20      | 3.5000%  | 0.0000% | $97940.42          | $92042.12          | Agency Mortgage-Backed Securities |
| GNII SF MA2894 M     | 2045-06-20      | 4.5000%  | 0.0000% | $80053.28          | $80281.43          | Agency Mortgage-Backed Securities |
| GNII SF MA3108 M     | 2045-09-20      | 5.0000%  | 0.0000% | $158.98            | $163.56            | Agency Mortgage-Backed Securities |
| GNII SF MA3173 M     | 2045-10-20      | 3.5000%  | 0.0000% | $494.90            | $464.58            | Agency Mortgage-Backed Securities |
| GNII SF MA3377 M     | 2046-01-20      | 4.0000%  | 0.0000% | $1089567.94        | $1056023.78        | Agency Mortgage-Backed Securities |
| GNII SF MA3430 M     | 2031-02-20      | 4.0000%  | 0.0000% | $112473.22         | $111559.07         | Agency Mortgage-Backed Securities |
| GNII SF MA3455 M     | 2046-02-20      | 4.0000%  | 0.0000% | $450617.77         | $437024.13         | Agency Mortgage-Backed Securities |
| GNII SF MA3458 M     | 2046-02-20      | 5.5000%  | 0.0000% | $88.09             | $91.56             | Agency Mortgage-Backed Securities |
| GNII SF MA4382 M     | 2047-04-20      | 3.5000%  | 0.0000% | $124.98            | $116.96            | Agency Mortgage-Backed Securities |
| GNII SF MA3664 M     | 2046-05-20      | 4.0000%  | 0.0000% | $97.25             | $94.24             | Agency Mortgage-Backed Securities |
| GNII SF MA3666 M     | 2046-05-20      | 5.0000%  | 0.0000% | $1313.65           | $1351.55           | Agency Mortgage-Backed Securities |
| GNII SF MA3736 M     | 2046-06-20      | 3.5000%  | 0.0000% | $350.74            | $328.89            | Agency Mortgage-Backed Securities |
| GNII SF MA3937 M     | 2046-09-20      | 3.5000%  | 0.0000% | $1225785.26        | $1148933.01        | Agency Mortgage-Backed Securities |
| GNII SF MA4069 M     | 2046-11-20      | 3.5000%  | 0.0000% | $981.10            | $919.18            | Agency Mortgage-Backed Securities |
| GNII SF MA4195 M     | 2047-01-20      | 3.0000%  | 0.0000% | $68285.20          | $62538.32          | Agency Mortgage-Backed Securities |
| GNII SF MA4264 M     | 2047-02-20      | 4.5000%  | 0.0000% | $192.80            | $193.25            | Agency Mortgage-Backed Securities |
| GNII SF MA5329 M     | 2048-07-20      | 3.5000%  | 0.0000% | $111712.84         | $104167.38         | Agency Mortgage-Backed Securities |
| GNII SF MA5330 M     | 2048-07-20      | 4.0000%  | 0.0000% | $376.86            | $363.89            | Agency Mortgage-Backed Securities |
| GNII SF MA5331 M     | 2048-06-20      | 4.5000%  | 0.0000% | $348.58            | $348.23            | Agency Mortgage-Backed Securities |
| GNII SF MA5397 M     | 2048-08-20      | 3.5000%  | 0.0000% | $1140645.64        | $1066985.79        | Agency Mortgage-Backed Securities |
| GNII SF MA5398 M     | 2048-08-20      | 4.0000%  | 0.0000% | $274524.00         | $264937.16         | Agency Mortgage-Backed Securities |
| GNII SF MB0308 M     | 2055-04-20      | 5.5000%  | 0.0000% | $332318.85         | $337028.25         | Agency Mortgage-Backed Securities |
| GNII SF MB0367 M     | 2055-05-20      | 6.0000%  | 0.0000% | $204751.84         | $209628.41         | Agency Mortgage-Backed Securities |
| GNII SF MB0487 M     | 2055-07-20      | 6.5000%  | 0.0000% | $1979.30           | $2053.79           | Agency Mortgage-Backed Securities |
| GNII SF MB0683 M     | 2055-10-20      | 4.0000%  | 0.0000% | $1024.00           | $973.08            | Agency Mortgage-Backed Securities |
| GNII SF MB0684 M     | 2055-09-20      | 4.5000%  | 0.0000% | $673378.00         | $660366.99         | Agency Mortgage-Backed Securities |
| GNII SF MB0686 M     | 2055-09-20      | 5.5000%  | 0.0000% | $2680118.00        | $2720208.10        | Agency Mortgage-Backed Securities |
| GNII SF DI1447 C     | 2055-04-20      | 7.0000%  | 0.0000% | $3977.63           | $4204.94           | Agency Mortgage-Backed Securities |
| GNII SF DI1450 C     | 2055-04-20      | 7.0000%  | 0.0000% | $995.31            | $1050.98           | Agency Mortgage-Backed Securities |
| GNII SF DI2082 C     | 2055-04-20      | 6.5000%  | 0.0000% | $2984.80           | $3127.74           | Agency Mortgage-Backed Securities |
| GNII SF DI3411 C     | 2055-04-20      | 6.5000%  | 0.0000% | $3489.43           | $3656.52           | Agency Mortgage-Backed Securities |
| GNII SF DI5735 C     | 2055-03-20      | 7.0000%  | 0.0000% | $96193.83          | $102512.83         | Agency Mortgage-Backed Securities |
| GNII SF DI5736 C     | 2055-03-20      | 5.5000%  | 0.0000% | $1055460.10        | $1076696.31        | Agency Mortgage-Backed Securities |
| GNII SF DI8084 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2990.49           | $3133.70           | Agency Mortgage-Backed Securities |
| GNII SF DI8243 C     | 2055-03-20      | 7.0000%  | 0.0000% | $6472.69           | $6771.57           | Agency Mortgage-Backed Securities |
| GNII SF DI9560 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1829.95           | $1920.69           | Agency Mortgage-Backed Securities |
| GNII SF 002603 M     | 2028-06-20      | 6.5000%  | 0.0000% | $174.98            | $181.27            | Agency Mortgage-Backed Securities |
| GNII SF 002615 M     | 2028-07-20      | 6.5000%  | 0.0000% | $34.77             | $36.02             | Agency Mortgage-Backed Securities |
| GNII SF 002617 M     | 2028-07-20      | 7.5000%  | 0.0000% | $6.74              | $6.87              | Agency Mortgage-Backed Securities |
| GNII SF 002644 M     | 2028-09-20      | 6.5000%  | 0.0000% | $56.26             | $58.28             | Agency Mortgage-Backed Securities |
| GNII SF 002689 M     | 2028-12-20      | 6.5000%  | 0.0000% | $562.97            | $583.20            | Agency Mortgage-Backed Securities |
| GNII SF 002690 M     | 2028-12-20      | 7.0000%  | 0.0000% | $2575.67           | $2662.24           | Agency Mortgage-Backed Securities |
| GNII SF 002409 M     | 2027-04-20      | 6.5000%  | 0.0000% | $49.08             | $50.84             | Agency Mortgage-Backed Securities |
| GNII SF 002412 M     | 2027-04-20      | 7.0000%  | 0.0000% | $563.10            | $582.02            | Agency Mortgage-Backed Securities |
| GNII SF 002460 M     | 2027-07-20      | 8.5000%  | 0.0000% | $67.43             | $68.55             | Agency Mortgage-Backed Securities |
| GNII SF 002499 M     | 2027-10-20      | 8.0000%  | 0.0000% | $257.28            | $263.11            | Agency Mortgage-Backed Securities |
| GNII SF 003542 M     | 2034-04-20      | 4.5000%  | 0.0000% | $199786.98         | $199730.24         | Agency Mortgage-Backed Securities |
| GNII SF 003570 M     | 2034-06-20      | 6.0000%  | 0.0000% | $1524.23           | $1604.86           | Agency Mortgage-Backed Securities |
| GNII SF 002701 M     | 2029-01-20      | 6.5000%  | 0.0000% | $471.93            | $488.89            | Agency Mortgage-Backed Securities |
| GNII SF 003013 M     | 2030-12-20      | 8.5000%  | 0.0000% | $28.17             | $29.84             | Agency Mortgage-Backed Securities |
| GNII SF 003000 M     | 2030-11-20      | 8.0000%  | 0.0000% | $71.59             | $74.98             | Agency Mortgage-Backed Securities |
| GNII SF 004497 M     | 2039-07-20      | 5.5000%  | 0.0000% | $29.86             | $31.04             | Agency Mortgage-Backed Securities |
| FMAR 841076 G        | 2048-11-01      | 3.0070%  | 0.0000% | $38330.60          | $38064.81          | Agency Mortgage-Backed Securities |
| FMAR 1Q1104 G        | 2037-04-01      | 6.5400%  | 0.0000% | $27729.06          | $28513.13          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WN813637 | 2036-01-01      | 6.4350%  | 0.0000% | $35860.06          | $37138.92          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB838948 | 2035-08-01      | 6.0900%  | 0.0000% | $28819.38          | $29233.89          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7136 | 2050-01-01      | 3.5000%  | 0.0000% | $437.11            | $412.02            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7460 | 2051-03-01      | 4.0000%  | 0.0000% | $1643.03           | $1589.99           | Agency Mortgage-Backed Securities |
| GNII SF MA4720 M     | 2047-09-20      | 4.0000%  | 0.0000% | $111.82            | $108.06            | Agency Mortgage-Backed Securities |
| GNII SF MA4778 M     | 2047-10-20      | 3.5000%  | 0.0000% | $132.74            | $124.17            | Agency Mortgage-Backed Securities |
| GNII SF MA4900 M     | 2047-12-20      | 3.5000%  | 0.0000% | $2241.81           | $2105.82           | Agency Mortgage-Backed Securities |
| GNII SF MA5019 M     | 2048-02-20      | 3.5000%  | 0.0000% | $4390.04           | $4106.55           | Agency Mortgage-Backed Securities |
| GNII SF MA5078 M     | 2048-03-20      | 4.0000%  | 0.0000% | $189.29            | $182.93            | Agency Mortgage-Backed Securities |
| GNII SF MA5079 M     | 2048-03-20      | 4.5000%  | 0.0000% | $177.86            | $178.33            | Agency Mortgage-Backed Securities |
| GNII SF MA5136 M     | 2048-04-20      | 3.5000%  | 0.0000% | $2836.42           | $2649.89           | Agency Mortgage-Backed Securities |
| GNII SF MA5137 M     | 2048-04-20      | 4.0000%  | 0.0000% | $463.14            | $446.44            | Agency Mortgage-Backed Securities |
| GNII SF MA5194 M     | 2048-04-20      | 5.0000%  | 0.0000% | $222.14            | $226.65            | Agency Mortgage-Backed Securities |
| GNII SF MA5265 M     | 2048-05-20      | 4.5000%  | 0.0000% | $84.63             | $84.59             | Agency Mortgage-Backed Securities |
| GNII SF MA6219 M     | 2049-10-20      | 3.5000%  | 0.0000% | $386.38            | $360.11            | Agency Mortgage-Backed Securities |
| GNII SF MA5465 M     | 2048-09-20      | 3.5000%  | 0.0000% | $348.84            | $325.90            | Agency Mortgage-Backed Securities |
| GNII SF MA5466 M     | 2048-09-20      | 4.0000%  | 0.0000% | $297.46            | $287.47            | Agency Mortgage-Backed Securities |
| GNII SF MA5467 M     | 2048-09-20      | 4.5000%  | 0.0000% | $1318.77           | $1315.81           | Agency Mortgage-Backed Securities |
| GNII SF MA5530 M     | 2048-10-20      | 5.0000%  | 0.0000% | $102103.63         | $104306.38         | Agency Mortgage-Backed Securities |
| GNII SF MA5594 M     | 2048-11-20      | 3.5000%  | 0.0000% | $988.14            | $921.88            | Agency Mortgage-Backed Securities |
| GNII SF MA5596 M     | 2048-11-20      | 4.5000%  | 0.0000% | $150.38            | $150.03            | Agency Mortgage-Backed Securities |
| GNII SF MA5653 M     | 2048-12-20      | 5.0000%  | 0.0000% | $146.22            | $149.27            | Agency Mortgage-Backed Securities |
| GNII SF MA5711 M     | 2049-01-20      | 4.5000%  | 0.0000% | $131.59            | $131.29            | Agency Mortgage-Backed Securities |
| GNII SF MA5762 M     | 2049-02-20      | 3.5000%  | 0.0000% | $221.29            | $206.39            | Agency Mortgage-Backed Securities |
| GNII SF MA5763 M     | 2049-02-20      | 4.0000%  | 0.0000% | $106.38            | $102.61            | Agency Mortgage-Backed Securities |
| GNII SF MA5766 M     | 2049-02-20      | 5.5000%  | 0.0000% | $167.81            | $172.93            | Agency Mortgage-Backed Securities |
| GNII SF MA5818 M     | 2049-03-20      | 4.5000%  | 0.0000% | $75.94             | $76.05             | Agency Mortgage-Backed Securities |
| GNII SF MA5819 M     | 2049-03-20      | 5.0000%  | 0.0000% | $204.48            | $208.33            | Agency Mortgage-Backed Securities |
| GNII SF MA5876 M     | 2049-04-20      | 4.0000%  | 0.0000% | $249.86            | $240.74            | Agency Mortgage-Backed Securities |
| GNII SF MA5878 M     | 2049-03-20      | 5.0000%  | 0.0000% | $273.49            | $279.27            | Agency Mortgage-Backed Securities |
| GNII SF MA5985 M     | 2049-06-20      | 3.5000%  | 0.0000% | $227.42            | $211.02            | Agency Mortgage-Backed Securities |
| GNII SF MA6039 M     | 2049-07-20      | 3.5000%  | 0.0000% | $234.62            | $217.68            | Agency Mortgage-Backed Securities |
| GNII SF MA6090 M     | 2049-08-20      | 3.5000%  | 0.0000% | $129.22            | $119.63            | Agency Mortgage-Backed Securities |
| GNII SF MA6154 M     | 2049-09-20      | 3.5000%  | 0.0000% | $250.95            | $232.79            | Agency Mortgage-Backed Securities |
| GNII SF MA6157 M     | 2049-09-20      | 5.0000%  | 0.0000% | $247.83            | $252.86            | Agency Mortgage-Backed Securities |
| GNII SF MA7135 M     | 2051-01-20      | 2.0000%  | 0.0000% | $299289.64         | $249664.92         | Agency Mortgage-Backed Securities |
| GNII SF MA7136 M     | 2051-01-20      | 2.5000%  | 0.0000% | $931936.37         | $810359.06         | Agency Mortgage-Backed Securities |
| GNII SF MA7192 M     | 2051-02-20      | 2.0000%  | 0.0000% | $2737718.32        | $2284041.89        | Agency Mortgage-Backed Securities |
| GNII SF MA6338 M     | 2049-12-20      | 3.0000%  | 0.0000% | $436.00            | $394.81            | Agency Mortgage-Backed Securities |
| GNII SF MA6413 M     | 2050-01-20      | 5.0000%  | 0.0000% | $56403.17          | $57545.99          | Agency Mortgage-Backed Securities |
| GNII SF MA6476 M     | 2050-02-20      | 4.0000%  | 0.0000% | $762.32            | $734.53            | Agency Mortgage-Backed Securities |
| GNII SF MA6477 M     | 2050-01-20      | 4.5000%  | 0.0000% | $131.10            | $130.64            | Agency Mortgage-Backed Securities |
| GNII SF MA6544 M     | 2049-07-20      | 4.5000%  | 0.0000% | $137.96            | $137.26            | Agency Mortgage-Backed Securities |
| GNII SF MA6547 M     | 2050-02-20      | 6.0000%  | 0.0000% | $54776.41          | $57863.61          | Agency Mortgage-Backed Securities |
| GNII SF MA6656 M     | 2050-05-20      | 3.0000%  | 0.0000% | $271.36            | $245.31            | Agency Mortgage-Backed Securities |
| GNII SF MA6770 M     | 2050-07-20      | 5.0000%  | 0.0000% | $71028.35          | $72757.65          | Agency Mortgage-Backed Securities |
| FMAR 848690 G        | 2037-03-01      | 6.3990%  | 0.0000% | $54182.13          | $56215.72          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOCC1076 | 2055-09-01      | 3.3830%  | 0.0000% | $2890789.43        | $2780858.98        | Agency Mortgage-Backed Securities |
| GNII SF MA6818 M     | 2050-08-20      | 2.0000%  | 0.0000% | $62460.57          | $52120.64          | Agency Mortgage-Backed Securities |
| GNII SF MA6865 M     | 2050-09-20      | 2.5000%  | 0.0000% | $2202.51           | $1915.86           | Agency Mortgage-Backed Securities |
| GNII SF MA6930 M     | 2050-10-20      | 2.0000%  | 0.0000% | $821.88            | $685.60            | Agency Mortgage-Backed Securities |
| GNII SF MA7051 M     | 2050-12-20      | 2.0000%  | 0.0000% | $58801.98          | $49052.12          | Agency Mortgage-Backed Securities |
| GNII SF MA8046 M     | 2052-05-20      | 4.5000%  | 0.0000% | $1789990.08        | $1768449.34        | Agency Mortgage-Backed Securities |
| GNII SF MA8047 M     | 2052-05-20      | 5.0000%  | 0.0000% | $5331.31           | $5372.32           | Agency Mortgage-Backed Securities |
| GNII SF MA8048 M     | 2052-05-20      | 5.5000%  | 0.0000% | $71988.75          | $73473.04          | Agency Mortgage-Backed Securities |
| GNII SF MA8097 M     | 2052-05-20      | 2.5000%  | 0.0000% | $761.91            | $662.02            | Agency Mortgage-Backed Securities |
| GNII SF MA8098 M     | 2052-06-20      | 3.0000%  | 0.0000% | $755.22            | $681.78            | Agency Mortgage-Backed Securities |
| GNII SF MA7367 M     | 2051-05-20      | 2.5000%  | 0.0000% | $3573472.30        | $3105062.74        | Agency Mortgage-Backed Securities |
| GNII SF MA7418 M     | 2051-06-20      | 2.5000%  | 0.0000% | $2693689.84        | $2340960.13        | Agency Mortgage-Backed Securities |
| GNII SF MA7419 M     | 2051-06-20      | 3.0000%  | 0.0000% | $1886774.99        | $1704191.77        | Agency Mortgage-Backed Securities |
| GNII SF MA7472 M     | 2051-07-20      | 2.5000%  | 0.0000% | $662.79            | $575.91            | Agency Mortgage-Backed Securities |
| GNII SF MA7475 M     | 2051-07-20      | 4.0000%  | 0.0000% | $311820.34         | $300206.07         | Agency Mortgage-Backed Securities |
| GNII SF MA7706 M     | 2051-11-20      | 3.0000%  | 0.0000% | $681.82            | $615.63            | Agency Mortgage-Backed Securities |
| GNII SF MA7707 M     | 2051-11-20      | 3.5000%  | 0.0000% | $491569.10         | $454581.31         | Agency Mortgage-Backed Securities |
| GNII SF MA7773 M     | 2039-09-20      | 5.5000%  | 0.0000% | $70591.77          | $73038.71          | Agency Mortgage-Backed Securities |
| GNII SF MA7832 M     | 2052-01-20      | 5.0000%  | 0.0000% | $997.42            | $1009.08           | Agency Mortgage-Backed Securities |
| GNII SF MA7860 M     | 2035-10-20      | 6.0000%  | 0.0000% | $52729.93          | $55421.16          | Agency Mortgage-Backed Securities |
| GNII SF MA7880 M     | 2052-02-20      | 2.0000%  | 0.0000% | $179146.89         | $149442.85         | Agency Mortgage-Backed Securities |
| GNII SF MA7937 M     | 2052-03-20      | 3.0000%  | 0.0000% | $2184.24           | $1971.31           | Agency Mortgage-Backed Securities |
| GNII SF MA8874 M     | 2051-05-20      | 3.0000%  | 0.0000% | $3993158.11        | $3648868.02        | Agency Mortgage-Backed Securities |
| GNII SF MA8877 M     | 2053-05-20      | 4.5000%  | 0.0000% | $853.43            | $841.04            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTZA2497 | 2038-02-01      | 3.0000%  | 0.0000% | $7323.56           | $6938.98           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZA5103 | 2047-12-01      | 3.5000%  | 0.0000% | $15979.86          | $15025.93          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODF0189 | 2055-09-01      | 5.5990%  | 0.0000% | $266736.44         | $271624.34         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF4125 | 2055-11-01      | 5.0000%  | 0.0000% | $439504.00         | $440665.90         | Agency Mortgage-Backed Securities |
| GNII SF MA8948 M     | 2053-06-20      | 5.5000%  | 0.0000% | $782.47            | $797.36            | Agency Mortgage-Backed Securities |
| GNII SF MA8202 M     | 2052-08-20      | 5.0000%  | 0.0000% | $745.51            | $751.09            | Agency Mortgage-Backed Securities |
| GNII SF MA8318 M     | 2037-09-20      | 4.0000%  | 0.0000% | $272752.58         | $269065.88         | Agency Mortgage-Backed Securities |
| GNII SF MA8427 M     | 2052-11-20      | 4.5000%  | 0.0000% | $385464.40         | $380526.60         | Agency Mortgage-Backed Securities |
| GNII SF MA8432 M     | 2052-11-20      | 7.0000%  | 0.0000% | $361.40            | $376.06            | Agency Mortgage-Backed Securities |
| GNII SF MA8726 M     | 2053-03-20      | 5.5000%  | 0.0000% | $710.19            | $724.26            | Agency Mortgage-Backed Securities |
| GNII SF MA8729 M     | 2052-12-20      | 7.0000%  | 0.0000% | $377.12            | $392.79            | Agency Mortgage-Backed Securities |
| GNII SF MA8801 M     | 2053-04-20      | 5.5000%  | 0.0000% | $2107171.17        | $2147888.74        | Agency Mortgage-Backed Securities |
| GNII SF MA8795 M     | 2053-02-20      | 2.5000%  | 0.0000% | $1924644.88        | $1676410.59        | Agency Mortgage-Backed Securities |
| GNII SF MA9010 M     | 2053-07-20      | 2.0000%  | 0.0000% | $201468.80         | $168300.32         | Agency Mortgage-Backed Securities |
| GNII SF MA9171 M     | 2053-09-20      | 5.5000%  | 0.0000% | $8387338.01        | $8541164.58        | Agency Mortgage-Backed Securities |
| GNII SF MA9241 M     | 2053-10-20      | 5.5000%  | 0.0000% | $2683046.31        | $2733308.71        | Agency Mortgage-Backed Securities |
| GNII SF MA9244 M     | 2053-09-20      | 7.0000%  | 0.0000% | $359.09            | $373.76            | Agency Mortgage-Backed Securities |
| GNII SF MA9299 M     | 2052-05-20      | 2.5000%  | 0.0000% | $797975.94         | $694864.15         | Agency Mortgage-Backed Securities |
| GNII SF MA9305 M     | 2053-11-20      | 5.5000%  | 0.0000% | $1603.26           | $1628.37           | Agency Mortgage-Backed Securities |
| GNII SF MA9365 M     | 2053-12-20      | 7.0000%  | 0.0000% | $350.13            | $364.88            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  | 0.0000% | $4108.70           | $3502.76           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBL3451 | 2044-09-01      | 3.0100%  | 0.0000% | $518932.73         | $431341.73         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4768 | 2052-09-01      | 2.5000%  | 0.0000% | $144756.43         | $123992.47         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA4876 | 2052-12-01      | 6.0000%  | 0.0000% | $713.62            | $738.35            | Agency Mortgage-Backed Securities |
| GNII SF MA9534 M     | 2051-08-20      | 2.0000%  | 0.0000% | $768.44            | $641.15            | Agency Mortgage-Backed Securities |
| GNII SF MA9608 M     | 2054-04-20      | 7.0000%  | 0.0000% | $426.58            | $444.39            | Agency Mortgage-Backed Securities |
| GNII SF MA9671 M     | 2054-05-20      | 7.0000%  | 0.0000% | $483974.45         | $503057.73         | Agency Mortgage-Backed Securities |
| GNII SF MA9664 M     | 2054-05-20      | 3.5000%  | 0.0000% | $15442781.16       | $14215646.29       | Agency Mortgage-Backed Securities |
| GNII SF MA9720 M     | 2051-08-20      | 3.0000%  | 0.0000% | $841.32            | $760.28            | Agency Mortgage-Backed Securities |
| GNII SF BA0259 C     | 2047-06-20      | 4.0000%  | 0.0000% | $188.06            | $181.71            | Agency Mortgage-Backed Securities |
| GNII SF BT1888 C     | 2050-12-20      | 2.5000%  | 0.0000% | $1354.54           | $1166.08           | Agency Mortgage-Backed Securities |
| GNII SF BX2402 C     | 2050-10-20      | 2.5000%  | 0.0000% | $10818169.23       | $9399889.21        | Agency Mortgage-Backed Securities |
| GNII SF CB1024 C     | 2051-02-20      | 2.5000%  | 0.0000% | $676.81            | $577.63            | Agency Mortgage-Backed Securities |
| GNII SF CD7215 C     | 2051-05-20      | 2.5000%  | 0.0000% | $19265.54          | $16442.24          | Agency Mortgage-Backed Securities |
| GNII SF CE9917 C     | 2051-07-20      | 3.5000%  | 0.0000% | $623800.79         | $576895.13         | Agency Mortgage-Backed Securities |
| GNPL PN CF1638       | 2064-03-15      | 2.2900%  | 0.0000% | $3838.09           | $3145.22           | Agency Mortgage-Backed Securities |
| GNII SF CH7881 C     | 2051-10-20      | 3.0000%  | 0.0000% | $1316.29           | $1213.94           | Agency Mortgage-Backed Securities |
| FKAR 04.750 WAWA3328 | 2041-11-01      | 4.7500%  | 0.0000% | $1962366.24        | $1939369.92        | Agency Mortgage-Backed Securities |
| FKAR 04.750 WAWA3430 | 2043-02-01      | 4.7500%  | 0.0000% | $20720.06          | $20343.69          | Agency Mortgage-Backed Securities |
| FKAR 04.070 WNWN1258 | 2035-06-01      | 4.0700%  | 0.0000% | $15766119.00       | $15308312.95       | Agency Mortgage-Backed Securities |
| FKAR 04.720 WNWN2587 | 2033-03-01      | 4.7200%  | 0.0000% | $5164848.00        | $5273957.13        | Agency Mortgage-Backed Securities |
| FKAR 04.150 WNWN2735 | 2032-07-01      | 4.1500%  | 0.0000% | $11444111.00       | $11355285.62       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS9962 | 2034-01-01      | 5.8300%  | 0.0000% | $95000.00          | $103482.68         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW6230 | 2052-09-01      | 4.0000%  | 0.0000% | $16317.51          | $15598.94          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBW9708 | 2052-11-01      | 5.1060%  | 0.0000% | $3550577.43        | $3614789.62        | Agency Mortgage-Backed Securities |
| GNII SF CJ2896 C     | 2051-11-20      | 2.5000%  | 0.0000% | $910.49            | $777.05            | Agency Mortgage-Backed Securities |
| GNII SF CL1818 C     | 2052-02-20      | 3.5000%  | 0.0000% | $948981.73         | $877548.71         | Agency Mortgage-Backed Securities |
| GNII SF CL1819 C     | 2052-02-20      | 3.5000%  | 0.0000% | $738.04            | $682.20            | Agency Mortgage-Backed Securities |
| GNII SF CL4915 C     | 2052-03-20      | 3.5000%  | 0.0000% | $897161.31         | $815897.04         | Agency Mortgage-Backed Securities |
| GNII SF CL7352 C     | 2052-03-20      | 3.7500%  | 0.0000% | $1062314.92        | $1006199.19        | Agency Mortgage-Backed Securities |
| GNII SF MA9908 M     | 2054-09-20      | 6.5000%  | 0.0000% | $6845601.28        | $7103041.53        | Agency Mortgage-Backed Securities |
| GNII SF AD1755 C     | 2043-02-20      | 3.5000%  | 0.0000% | $160.64            | $148.39            | Agency Mortgage-Backed Securities |
| GNII SF AE8491 C     | 2044-07-20      | 4.0000%  | 0.0000% | $121201.65         | $117106.65         | Agency Mortgage-Backed Securities |
| GNII SF CR3025 C     | 2052-12-20      | 5.5000%  | 0.0000% | $617.67            | $628.58            | Agency Mortgage-Backed Securities |
| GNII SF CT2648 C     | 2053-06-20      | 6.5000%  | 0.0000% | $775115.43         | $817906.97         | Agency Mortgage-Backed Securities |
| GNII SF CZ1338 C     | 2054-04-20      | 6.5000%  | 0.0000% | $1156511.98        | $1250022.53        | Agency Mortgage-Backed Securities |
| GNII SF CZ1486 C     | 2054-05-20      | 7.0000%  | 0.0000% | $2175255.65        | $2312836.94        | Agency Mortgage-Backed Securities |
| GNII SF DA9485 C     | 2054-05-20      | 7.0000%  | 0.0000% | $909561.96         | $954331.81         | Agency Mortgage-Backed Securities |
| GNII SF DA9714 C     | 2054-05-20      | 6.5000%  | 0.0000% | $1276174.87        | $1359096.46        | Agency Mortgage-Backed Securities |
| GNII SF DB0503 C     | 2054-05-20      | 6.5000%  | 0.0000% | $4889037.30        | $5123152.11        | Agency Mortgage-Backed Securities |
| GNII SF DB4732 C     | 2054-05-20      | 7.5000%  | 0.0000% | $669738.51         | $697087.95         | Agency Mortgage-Backed Securities |
| GNII SF DB6117 C     | 2054-05-20      | 7.0000%  | 0.0000% | $942985.49         | $982797.71         | Agency Mortgage-Backed Securities |
| GNII SF DB9981 C     | 2054-05-20      | 8.0000%  | 0.0000% | $1125202.06        | $1252589.19        | Agency Mortgage-Backed Securities |
| GNII SF DB9982 C     | 2054-05-20      | 8.0000%  | 0.0000% | $1073627.89        | $1202299.68        | Agency Mortgage-Backed Securities |
| GNII SF DB9983 C     | 2054-05-20      | 8.0000%  | 0.0000% | $1709915.63        | $1907449.64        | Agency Mortgage-Backed Securities |
| GNII SF DB9984 C     | 2054-05-20      | 8.0000%  | 0.0000% | $1010857.13        | $1127732.09        | Agency Mortgage-Backed Securities |
| GNII SF DC1676 C     | 2054-05-20      | 7.0000%  | 0.0000% | $1055661.04        | $1112126.59        | Agency Mortgage-Backed Securities |
| GNII SF DC1603 C     | 2054-05-20      | 7.0000%  | 0.0000% | $991590.81         | $1044632.33        | Agency Mortgage-Backed Securities |
| GNII SF DC1627 C     | 2054-05-20      | 7.0000%  | 0.0000% | $791479.37         | $828023.03         | Agency Mortgage-Backed Securities |
| GNII SF DC1840 C     | 2054-09-20      | 7.0000%  | 0.0000% | $998326.57         | $1045638.60        | Agency Mortgage-Backed Securities |
| GNII SF DC4641 C     | 2054-05-20      | 6.5000%  | 0.0000% | $1092762.32        | $1165370.55        | Agency Mortgage-Backed Securities |
| GNII SF DC4705 C     | 2054-05-20      | 7.0000%  | 0.0000% | $778894.14         | $825494.85         | Agency Mortgage-Backed Securities |
| GNII SF DC4725 C     | 2054-05-20      | 7.5000%  | 0.0000% | $2267550.81        | $2448469.62        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ0972 | 2034-05-01      | 5.3300%  | 0.0000% | $4154400.00        | $4415843.32        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ2050 | 2034-10-01      | 4.1900%  | 0.0000% | $1100.00           | $1084.85           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ2074 | 2034-10-01      | 4.4200%  | 0.0000% | $1981.00           | $1988.17           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4479 | 2032-08-01      | 4.6300%  | 0.0000% | $127810.00         | $130576.87         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3922 | 2032-07-01      | 4.3600%  | 0.0000% | $12727410.00       | $12823022.54       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4891 | 2032-09-01      | 4.8000%  | 0.0000% | $1000.00           | $1030.59           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0833 | 2047-12-01      | 3.5000%  | 0.0000% | $223.48            | $210.28            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2166 | 2048-08-01      | 4.5000%  | 0.0000% | $11283.48          | $11241.60          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3872 | 2049-07-01      | 3.5000%  | 0.0000% | $23467.31          | $21970.00          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3833 | 2052-06-01      | 3.0000%  | 0.0000% | $24731.59          | $22193.63          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY7446 | 2055-06-01      | 5.0000%  | 0.0000% | $99888.81          | $100035.31         | Agency Mortgage-Backed Securities |
| GNII SF DC4727 C     | 2054-05-20      | 7.5000%  | 0.0000% | $2402363.13        | $2594040.48        | Agency Mortgage-Backed Securities |
| GNII SF DC4728 C     | 2054-05-20      | 7.5000%  | 0.0000% | $3549786.60        | $3833016.97        | Agency Mortgage-Backed Securities |
| GNII SF DC7433 C     | 2054-08-20      | 6.5000%  | 0.0000% | $656690.22         | $696556.35         | Agency Mortgage-Backed Securities |
| GNII SF DD1699 C     | 2054-07-20      | 7.5000%  | 0.0000% | $87702.27          | $94272.57          | Agency Mortgage-Backed Securities |
| GNII SF DD4298 C     | 2054-11-20      | 5.0000%  | 0.0000% | $1094589.74        | $1098963.36        | Agency Mortgage-Backed Securities |
| GNII SF DE1711 C     | 2054-11-20      | 6.0000%  | 0.0000% | $989.48            | $1031.47           | Agency Mortgage-Backed Securities |
| GNII SF DF2725 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1030524.30        | $1079362.22        | Agency Mortgage-Backed Securities |
| GNII SF DF5139 C     | 2054-10-20      | 6.5000%  | 0.0000% | $378600.10         | $400890.82         | Agency Mortgage-Backed Securities |
| GNII SF DF9469 C     | 2054-11-20      | 7.0000%  | 0.0000% | $764901.17         | $800686.56         | Agency Mortgage-Backed Securities |
| GNII SF DG1748 C     | 2055-03-20      | 7.0000%  | 0.0000% | $994.04            | $1039.94           | Agency Mortgage-Backed Securities |
| GNII SF DG4180 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1003.33           | $1049.65           | Agency Mortgage-Backed Securities |
| GNII SF DH0825 C     | 2055-03-20      | 7.0000%  | 0.0000% | $994.44            | $1057.34           | Agency Mortgage-Backed Securities |
| GNII SF DH0400 C     | 2055-02-20      | 7.0000%  | 0.0000% | $499271.98         | $523207.75         | Agency Mortgage-Backed Securities |
| GNII SF DJ0884 C     | 2055-05-20      | 7.0000%  | 0.0000% | $996.79            | $1054.98           | Agency Mortgage-Backed Securities |
| GNPL PN DJ0340       | 2060-10-15      | 5.6800%  | 0.0000% | $7000000.00        | $7369966.33        | Agency Mortgage-Backed Securities |
| GNII SF DJ3599 C     | 2055-03-20      | 6.5000%  | 0.0000% | $994.84            | $1037.62           | Agency Mortgage-Backed Securities |
| GNII SF DJ2705 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1990.98           | $2088.98           | Agency Mortgage-Backed Securities |
| GNII SF DJ6110 C     | 2055-04-20      | 7.0000%  | 0.0000% | $995.52            | $1058.49           | Agency Mortgage-Backed Securities |
| GNII SF DJ6662 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1313951.24        | $1427516.49        | Agency Mortgage-Backed Securities |
| GNII SF DJ6741 C     | 2055-04-20      | 7.0000%  | 0.0000% | $992.66            | $1072.40           | Agency Mortgage-Backed Securities |
| GNII SF DK0104 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1994.40           | $2089.91           | Agency Mortgage-Backed Securities |
| GNII SF DK0449 C     | 2055-05-20      | 7.0000%  | 0.0000% | $996.42            | $1042.43           | Agency Mortgage-Backed Securities |
| GNII SF DK6022 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1995.26           | $2090.82           | Agency Mortgage-Backed Securities |
| FMAR 840214 G        | 2043-09-01      | 6.6890%  | 0.0000% | $1517892.24        | $1585054.67        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  | 0.0000% | $821.14            | $808.59            | Agency Mortgage-Backed Securities |
| FKAR 03.800 WAWA4844 | 2042-10-01      | 3.8000%  | 0.0000% | $9896738.31        | $8795010.31        | Agency Mortgage-Backed Securities |
| FMAR 8B0379 G        | 2054-10-01      | 5.4780%  | 0.0000% | $21542.05          | $21954.38          | Agency Mortgage-Backed Securities |
| FMAR 8C1087 G        | 2055-07-01      | 5.5990%  | 0.0000% | $2281740.37        | $2321748.03        | Agency Mortgage-Backed Securities |
| GNII SF DK9460 C     | 2055-07-20      | 5.5000%  | 0.0000% | $995.17            | $1018.62           | Agency Mortgage-Backed Securities |
| GNII SF DL7310 C     | 2055-09-20      | 7.5000%  | 0.0000% | $999.32            | $1074.20           | Agency Mortgage-Backed Securities |
| GNII SF MB0090 M     | 2054-11-20      | 4.5000%  | 0.0000% | $992.64            | $973.47            | Agency Mortgage-Backed Securities |
| GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $21848673.64       | $22153972.43       | Agency Mortgage-Backed Securities |
| GNII SF 004223 M     | 2038-08-20      | 6.5000%  | 0.0000% | $31.92             | $34.84             | Agency Mortgage-Backed Securities |
| GNII SF 005305 M     | 2042-02-20      | 4.0000%  | 0.0000% | $59082.39          | $57756.78          | Agency Mortgage-Backed Securities |
| GNII SF 004560 M     | 2039-10-20      | 5.5000%  | 0.0000% | $30.72             | $31.94             | Agency Mortgage-Backed Securities |
| GNII SF 004540 M     | 2039-09-20      | 4.5000%  | 0.0000% | $34.91             | $35.37             | Agency Mortgage-Backed Securities |
| GNII SF 004617 M     | 2040-01-20      | 4.5000%  | 0.0000% | $8042.28           | $8147.83           | Agency Mortgage-Backed Securities |
| GNII SF 004696 M     | 2040-05-20      | 4.5000%  | 0.0000% | $148173.48         | $150118.56         | Agency Mortgage-Backed Securities |
| GNII JM 004738 M     | 2040-07-20      | 5.0000%  | 0.0000% | $70.70             | $71.26             | Agency Mortgage-Backed Securities |
| GNII SF 004881 M     | 2040-12-20      | 3.5000%  | 0.0000% | $183084.76         | $174669.57         | Agency Mortgage-Backed Securities |
| GNII SF 004945 M     | 2041-02-20      | 4.0000%  | 0.0000% | $53.25             | $52.05             | Agency Mortgage-Backed Securities |
| GNII SF 005054 M     | 2041-05-20      | 4.0000%  | 0.0000% | $49.44             | $48.33             | Agency Mortgage-Backed Securities |
| GNII SF 005063 M     | 2041-05-20      | 6.0000%  | 0.0000% | $1367.49           | $1440.92           | Agency Mortgage-Backed Securities |
| GNII SF 005114 M     | 2041-07-20      | 4.0000%  | 0.0000% | $126.53            | $123.69            | Agency Mortgage-Backed Securities |
| GNII SF 005203 M     | 2041-10-20      | 4.0000%  | 0.0000% | $116.69            | $114.07            | Agency Mortgage-Backed Securities |
| GNAR AR 008874 M     | 2026-05-20      | 5.6250%  | 0.0000% | $79.22             | $79.47             | Agency Mortgage-Backed Securities |
| GNAR AR 008911 M     | 2026-07-20      | 4.6250%  | 0.0000% | $69.31             | $69.72             | Agency Mortgage-Backed Securities |
| GNAR AR 008913 M     | 2026-07-20      | 4.6250%  | 0.0000% | $446.95            | $450.00            | Agency Mortgage-Backed Securities |
| GNAR AR 008928 M     | 2026-07-20      | 5.0000%  | 0.0000% | $38.72             | $38.86             | Agency Mortgage-Backed Securities |
| GNAR AR 008959 M     | 2026-08-20      | 5.0000%  | 0.0000% | $210.76            | $211.72            | Agency Mortgage-Backed Securities |
| GNAR AR 008967 M     | 2026-09-20      | 4.6250%  | 0.0000% | $234.65            | $235.32            | Agency Mortgage-Backed Securities |
| GNAR AR 008968 M     | 2026-09-20      | 4.6250%  | 0.0000% | $81.39             | $82.01             | Agency Mortgage-Backed Securities |
| GNAR AR 008971 M     | 2026-09-20      | 4.6250%  | 0.0000% | $16.57             | $16.64             | Agency Mortgage-Backed Securities |
| GNAR AR 008744 M     | 2025-11-20      | 4.7500%  | 0.0000% | $0.40              | $0.40              | Agency Mortgage-Backed Securities |
| GNAR AR 008746 M     | 2025-11-20      | 4.7500%  | 0.0000% | $3.40              | $3.41              | Agency Mortgage-Backed Securities |
| GNAR AR 008747 M     | 2025-11-20      | 4.7500%  | 0.0000% | $28.62             | $28.69             | Agency Mortgage-Backed Securities |
| GNAR AR 008816 M     | 2026-02-20      | 5.6250%  | 0.0000% | $195.85            | $196.39            | Agency Mortgage-Backed Securities |
| GNAR AR 008865 M     | 2026-05-20      | 5.6250%  | 0.0000% | $535.44            | $537.68            | Agency Mortgage-Backed Securities |
| GNAR AR 008844 M     | 2026-03-20      | 5.6250%  | 0.0000% | $106.50            | $106.83            | Agency Mortgage-Backed Securities |
| GNAR AR 080024 M     | 2026-12-20      | 5.0000%  | 0.0000% | $260.38            | $261.63            | Agency Mortgage-Backed Securities |
| GNAR AR 080010 M     | 2026-11-20      | 4.7500%  | 0.0000% | $39.22             | $39.34             | Agency Mortgage-Backed Securities |
| GNAR AR 080011 M     | 2026-11-20      | 4.7500%  | 0.0000% | $159.45            | $160.35            | Agency Mortgage-Backed Securities |
| GNAR AR 080012 M     | 2026-11-20      | 4.7500%  | 0.0000% | $487.77            | $489.47            | Agency Mortgage-Backed Securities |
| GNAR AR 080013 M     | 2026-11-20      | 5.0000%  | 0.0000% | $127.75            | $128.40            | Agency Mortgage-Backed Securities |
| GNAR AR 080022 M     | 2026-12-20      | 4.7500%  | 0.0000% | $1102.12           | $1106.17           | Agency Mortgage-Backed Securities |
| GNAR AR 080023 M     | 2026-12-20      | 4.7500%  | 0.0000% | $663.48            | $669.97            | Agency Mortgage-Backed Securities |
| GNAR AR 080061 M     | 2027-04-20      | 5.6250%  | 0.0000% | $145.01            | $145.88            | Agency Mortgage-Backed Securities |
| GNAR AR 080046 M     | 2027-02-20      | 5.6250%  | 0.0000% | $317.50            | $318.22            | Agency Mortgage-Backed Securities |
| GNAR AR 080047 M     | 2027-02-20      | 5.6250%  | 0.0000% | $1591.84           | $1600.45           | Agency Mortgage-Backed Securities |
| GNAR AR 080076 M     | 2027-05-20      | 5.6250%  | 0.0000% | $1534.47           | $1543.73           | Agency Mortgage-Backed Securities |
| GNAR AR 080086 M     | 2027-06-20      | 5.6250%  | 0.0000% | $465.03            | $469.55            | Agency Mortgage-Backed Securities |
| GNAR AR 080143 M     | 2027-12-20      | 4.7500%  | 0.0000% | $356.53            | $360.80            | Agency Mortgage-Backed Securities |
| GNAR AR 080180 M     | 2028-03-20      | 5.6250%  | 0.0000% | $581.08            | $585.08            | Agency Mortgage-Backed Securities |
| GNAR AR 080408 M     | 2030-05-20      | 5.6250%  | 0.0000% | $884.28            | $892.00            | Agency Mortgage-Backed Securities |
| GNII SP 788186 C     | 2055-09-20      | 5.5000%  | 0.0000% | $30567557.82       | $31202486.74       | Agency Mortgage-Backed Securities |
| GNII SP 788192 C     | 2055-09-20      | 5.5000%  | 0.0000% | $8711.80           | $8887.09           | Agency Mortgage-Backed Securities |
| GNII SF MA4511 M     | 2047-06-20      | 4.0000%  | 0.0000% | $203.19            | $196.37            | Agency Mortgage-Backed Securities |
| GNII SF MA4587 M     | 2047-07-20      | 4.0000%  | 0.0000% | $101.30            | $98.27             | Agency Mortgage-Backed Securities |
| GNII SF MA4654 M     | 2047-08-20      | 4.5000%  | 0.0000% | $182.16            | $182.30            | Agency Mortgage-Backed Securities |
| GNII SF MA4718 M     | 2047-09-20      | 3.0000%  | 0.0000% | $3209.84           | $2932.48           | Agency Mortgage-Backed Securities |
| GNII SF 003250 M     | 2032-06-20      | 6.5000%  | 0.0000% | $2904.76           | $3085.85           | Agency Mortgage-Backed Securities |
| TVIN 03/15/41        | 2041-03-15      | 0.0000%  | 0.0000% | $2000.00           | $900.88            | Agency Mortgage-Backed Securities |
| TVIN 09/15/41        | 2041-09-15      | 0.0000%  | 0.0000% | $2000.00           | $877.81            | Agency Mortgage-Backed Securities |
| TVIN 03/15/57        | 2057-03-15      | 0.0000%  | 0.0000% | $12000.00          | $2292.79           | Agency Mortgage-Backed Securities |
| RFIN 01/15/30        | 2030-01-15      | 0.0000%  | 0.0000% | $301000.00         | $255987.86         | Corporate Debt Securities         |

### Security 336: Societe Generale

- **C.1 - Title:** Societe Generale 4.180000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 988APK003, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 988APK003_4.18_1103
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  | 0.0000% | $391948560.00      | $408000014.50      | U.S. Treasuries (including strips) |

### Security 337: Societe Generale

- **C.1 - Title:** Societe Generale 4.040000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 988APN007, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 988APN007_4.04_1205
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **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? 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 BOND 52 | 2052-05-15      | 2.8750%  | 0.0000% | $249309840.00      | $183593542.50      | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43 | 2043-05-15      | 3.8750%  | 0.0000% | $21887920.00       | $20406469.32       | U.S. Treasuries (including strips) |

### Security 338: Societe Generale

- **C.1 - Title:** Societe Generale 4.080000%
- **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_4.08_1203
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 BOND 48     | 2048-08-15      | 3.0000%  | 0.0000% | $226079900.00      | $173609733.60      | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51 | 2051-05-15      | 2.3750%  | 0.0000% | $185684500.00      | $123208151.60      | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43 | 2043-11-15      | 3.7500%  | 0.0000% | $121992300.00      | $111182131.40      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Allspring Funds Trust

**Date:** 2025-11-07

**By:** David Berardi

**Name of Signing Officer:** David Berardi

**Title of Signing Officer:** Assistant Treasurer