# EDGAR Filing Document

**Accession Number:** 0001081400
**File Stem:** 0001410368-25-014022
**Filing Date:** 2025-10
**Character Count:** 1348148
**Document Hash:** 9d359256a4d0d426fa155928a4ed4468
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-014022.hdr.sgml**: 20251007

**ACCESSION NUMBER**: 0001410368-25-014022

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251007

**DATE AS OF CHANGE**: 20251007

**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:** 251379296

**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):** 2025-09-30

**Registrant Full Name:** Allspring Funds Trust

**CIK Number of Registrant:** 0001081400

**LEI of Registrant:** 549300XROIY0CTN7RZ24

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

**LEI of Series:** 549300GFSYYLVYEWA041

**EDGAR Series Identifier:** S000007421

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 43 days

- **WAL:** 99 days

- **Total Value of Portfolio Securities:** $133966789075.27

- **Amortized Cost of Portfolio Securities:** $133934458361.20

- **Cash:** $4636566069.47

- **Total Other Assets:** $323064480.06

- **Total Liabilities:** $1334771840.47

- **Net Assets of Series:** $137559317070.26

- **Number of Shares Outstanding (Series):** 137561332332.0600

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-09-02 | $86453777878.89           | $97139861991.30            | 67.2700%                  | 75.5900%                   |
| 2025-09-03 | $86511999295.73           | $97197158126.53            | 66.9200%                  | 75.1800%                   |
| 2025-09-04 | $90040144265.85           | $100962819858.55           | 67.6800%                  | 75.8900%                   |
| 2025-09-05 | $91090321475.67           | $100513195977.81           | 68.6900%                  | 75.7900%                   |
| 2025-09-08 | $89222062447.17           | $98993089147.13            | 67.4800%                  | 74.8700%                   |
| 2025-09-09 | $90161695073.71           | $99682929780.32            | 67.8400%                  | 75.0000%                   |
| 2025-09-10 | $92340047361.96           | $101849220067.05           | 68.3600%                  | 75.4000%                   |
| 2025-09-11 | $94352981468.71           | $106227798604.98           | 68.2800%                  | 76.8700%                   |
| 2025-09-12 | $98296215023.39           | $110171326133.27           | 69.1400%                  | 77.4900%                   |
| 2025-09-15 | $93111391601.65           | $104987140679.74           | 67.9800%                  | 76.6500%                   |
| 2025-09-16 | $91617878825.04           | $103122518081.05           | 67.8200%                  | 76.3300%                   |
| 2025-09-17 | $94830536238.91           | $103585471290.16           | 69.8800%                  | 76.3300%                   |
| 2025-09-18 | $96199632039.68           | $105954741420.28           | 68.5000%                  | 75.4500%                   |
| 2025-09-19 | $92491005157.88           | $102246344432.51           | 67.6300%                  | 74.7600%                   |
| 2025-09-22 | $93021771995.12           | $102743352907.39           | 67.6600%                  | 74.7300%                   |
| 2025-09-23 | $92509295852.84           | $102008691780.78           | 67.6600%                  | 74.6100%                   |
| 2025-09-24 | $91490394354.37           | $100989749709.26           | 67.1400%                  | 74.1200%                   |
| 2025-09-25 | $94335020317.67           | $104084618824.61           | 67.6900%                  | 74.6900%                   |
| 2025-09-26 | $98185426994.18           | $108003304028.89           | 68.5100%                  | 75.3600%                   |
| 2025-09-29 | $99030759630.83           | $108998127346.76           | 68.7100%                  | 75.6300%                   |
| 2025-09-30 | $94218448817.16           | $103820647979.15           | 67.8200%                  | 74.7300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-09-02 | 4.3700%             |
| 2025-09-03 | 4.3700%             |
| 2025-09-04 | 4.3700%             |
| 2025-09-05 | 4.3700%             |
| 2025-09-08 | 4.3800%             |
| 2025-09-09 | 4.3800%             |
| 2025-09-10 | 4.3800%             |
| 2025-09-11 | 4.3800%             |
| 2025-09-12 | 4.3800%             |
| 2025-09-15 | 4.3800%             |
| 2025-09-16 | 4.3900%             |
| 2025-09-17 | 4.3800%             |
| 2025-09-18 | 4.3700%             |
| 2025-09-19 | 4.2900%             |
| 2025-09-22 | 4.2600%             |
| 2025-09-23 | 4.2300%             |
| 2025-09-24 | 4.2100%             |
| 2025-09-25 | 4.2100%             |
| 2025-09-26 | 4.2100%             |
| 2025-09-29 | 4.2100%             |
| 2025-09-30 | 4.2100%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-09-02 | 1.0002                      |
|  |  |
| 2025-09-03 | 1.0002                      |
|  |  |
| 2025-09-04 | 1.0002                      |
|  |  |
| 2025-09-05 | 1.0003                      |
|  |  |
| 2025-09-08 | 1.0003                      |
|  |  |
| 2025-09-09 | 1.0003                      |
|  |  |
| 2025-09-10 | 1.0003                      |
|  |  |
| 2025-09-11 | 1.0003                      |
|  |  |
| 2025-09-12 | 1.0002                      |
|  |  |
| 2025-09-15 | 1.0002                      |
|  |  |
| 2025-09-16 | 1.0003                      |
|  |  |
| 2025-09-17 | 1.0003                      |
|  |  |
| 2025-09-18 | 1.0002                      |
|  |  |
| 2025-09-19 | 1.0002                      |
|  |  |
| 2025-09-22 | 1.0002                      |
|  |  |
| 2025-09-23 | 1.0002                      |
|  |  |
| 2025-09-24 | 1.0002                      |
|  |  |
| 2025-09-25 | 1.0002                      |
|  |  |
| 2025-09-26 | 1.0002                      |
|  |  |
| 2025-09-29 | 1.0002                      |
|  |  |
| 2025-09-30 | 1.0002                      |
|  |  |

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

### Class: Class A

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $838250062.53

- **Number of Shares Outstanding:** 838262343.0060

- **Expense Reimbursement/Waiver:** 0.08

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0002          |
|  |  |
| 2025-09-03 | 1.0002          |
|  |  |
| 2025-09-04 | 1.0002          |
|  |  |
| 2025-09-05 | 1.0003          |
|  |  |
| 2025-09-08 | 1.0003          |
|  |  |
| 2025-09-09 | 1.0003          |
|  |  |
| 2025-09-10 | 1.0003          |
|  |  |
| 2025-09-11 | 1.0003          |
|  |  |
| 2025-09-12 | 1.0002          |
|  |  |
| 2025-09-15 | 1.0003          |
|  |  |
| 2025-09-16 | 1.0003          |
|  |  |
| 2025-09-17 | 1.0003          |
|  |  |
| 2025-09-18 | 1.0002          |
|  |  |
| 2025-09-19 | 1.0002          |
|  |  |
| 2025-09-22 | 1.0002          |
|  |  |
| 2025-09-23 | 1.0002          |
|  |  |
| 2025-09-24 | 1.0002          |
|  |  |
| 2025-09-25 | 1.0002          |
|  |  |
| 2025-09-26 | 1.0002          |
|  |  |
| 2025-09-29 | 1.0002          |
|  |  |
| 2025-09-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $3097678.76               | $438435.34              |
| 2025-09-03 | $1358732.31               | $211912.40              |
| 2025-09-04 | $72093.98                 | $155824.33              |
| 2025-09-05 | $128651.31                | $87686.01               |
| 2025-09-08 | $30367.37                 | $156741.39              |
| 2025-09-09 | $751243.31                | $138537.73              |
| 2025-09-10 | $264428.21                | $276046.83              |
| 2025-09-11 | $19731.61                 | $1044137.58             |
| 2025-09-12 | $192685.29                | $119857.41              |
| 2025-09-15 | $199651.94                | $474638.30              |
| 2025-09-16 | $1154776.91               | $301136.59              |
| 2025-09-17 | $81467.37                 | $4692741.96             |
| 2025-09-18 | $54106.14                 | $232470.17              |
| 2025-09-19 | $7304.75                  | $247519.20              |
| 2025-09-22 | $1192962.99               | $101119.55              |
| 2025-09-23 | $1128551.68               | $263273.73              |
| 2025-09-24 | $7319.10                  | $1066144.15             |
| 2025-09-25 | $10184002.78              | $437390.16              |
| 2025-09-26 | $170377.22                | $522781.20              |
| 2025-09-29 | $470861.28                | $155565.02              |
| 2025-09-30 | $871300.07                | $10227834.15            |

**Total Gross Subscriptions (Month):** $21438294.38

**Total Gross Redemptions (Month):** $21351793.20

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 3.8100%           |
| 2025-09-03 | 3.8000%           |
| 2025-09-04 | 3.8100%           |
| 2025-09-05 | 3.8100%           |
| 2025-09-08 | 3.8200%           |
| 2025-09-09 | 3.8200%           |
| 2025-09-10 | 3.8200%           |
| 2025-09-11 | 3.8200%           |
| 2025-09-12 | 3.8200%           |
| 2025-09-15 | 3.8200%           |
| 2025-09-16 | 3.8300%           |
| 2025-09-17 | 3.8200%           |
| 2025-09-18 | 3.8100%           |
| 2025-09-19 | 3.7800%           |
| 2025-09-22 | 3.7000%           |
| 2025-09-23 | 3.6700%           |
| 2025-09-24 | 3.6500%           |
| 2025-09-25 | 3.6500%           |
| 2025-09-26 | 3.6500%           |
| 2025-09-29 | 3.6500%           |
| 2025-09-30 | 3.6500%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 55.7100%         | 0.0000%              |

### Class: Administrator Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $4406292019.83

- **Number of Shares Outstanding:** 4406356572.5830

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0002          |
|  |  |
| 2025-09-03 | 1.0002          |
|  |  |
| 2025-09-04 | 1.0002          |
|  |  |
| 2025-09-05 | 1.0003          |
|  |  |
| 2025-09-08 | 1.0003          |
|  |  |
| 2025-09-09 | 1.0003          |
|  |  |
| 2025-09-10 | 1.0003          |
|  |  |
| 2025-09-11 | 1.0003          |
|  |  |
| 2025-09-12 | 1.0002          |
|  |  |
| 2025-09-15 | 1.0003          |
|  |  |
| 2025-09-16 | 1.0003          |
|  |  |
| 2025-09-17 | 1.0003          |
|  |  |
| 2025-09-18 | 1.0002          |
|  |  |
| 2025-09-19 | 1.0002          |
|  |  |
| 2025-09-22 | 1.0002          |
|  |  |
| 2025-09-23 | 1.0002          |
|  |  |
| 2025-09-24 | 1.0002          |
|  |  |
| 2025-09-25 | 1.0002          |
|  |  |
| 2025-09-26 | 1.0002          |
|  |  |
| 2025-09-29 | 1.0002          |
|  |  |
| 2025-09-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $4574897.22               | $153463261.03           |
| 2025-09-03 | $90217620.51              | $560007.20              |
| 2025-09-04 | $20142957.96              | $61217869.77            |
| 2025-09-05 | $39391160.87              | $14581774.90            |
| 2025-09-08 | $83696979.27              | $1095354.07             |
| 2025-09-09 | $40004946.02              | $49119015.70            |
| 2025-09-10 | $23698292.99              | $54616580.13            |
| 2025-09-11 | $43479585.52              | $5708250.37             |
| 2025-09-12 | $49896.63                 | $40896574.04            |
| 2025-09-15 | $1347247.53               | $20434744.15            |
| 2025-09-16 | $37438553.44              | $60328980.79            |
| 2025-09-17 | $12975.48                 | $75995449.12            |
| 2025-09-18 | $184703708.21             | $62481.12               |
| 2025-09-19 | $26080065.48              | $145166457.34           |
| 2025-09-22 | $20557999.08              | $3175759.20             |
| 2025-09-23 | $50872387.30              | $22682661.56            |
| 2025-09-24 | $43744539.53              | $43708429.68            |
| 2025-09-25 | $67313881.51              | $18553352.63            |
| 2025-09-26 | $103340949.44             | $2373804.50             |
| 2025-09-29 | $119852369.33             | $22343473.76            |
| 2025-09-30 | $4241055.98               | $183338129.08           |

**Total Gross Subscriptions (Month):** $1004762069.30

**Total Gross Redemptions (Month):** $979422410.14

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.0400%           |
| 2025-09-03 | 4.0400%           |
| 2025-09-04 | 4.0400%           |
| 2025-09-05 | 4.0400%           |
| 2025-09-08 | 4.0500%           |
| 2025-09-09 | 4.0500%           |
| 2025-09-10 | 4.0500%           |
| 2025-09-11 | 4.0500%           |
| 2025-09-12 | 4.0500%           |
| 2025-09-15 | 4.0500%           |
| 2025-09-16 | 4.0600%           |
| 2025-09-17 | 4.0600%           |
| 2025-09-18 | 4.0400%           |
| 2025-09-19 | 4.0100%           |
| 2025-09-22 | 3.9300%           |
| 2025-09-23 | 3.9000%           |
| 2025-09-24 | 3.8800%           |
| 2025-09-25 | 3.8800%           |
| 2025-09-26 | 3.8800%           |
| 2025-09-29 | 3.8800%           |
| 2025-09-30 | 3.8800%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 88.1900%         | 0.0000%              |

### Class: Institutional Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $32599667629.65

- **Number of Shares Outstanding:** 32600145219.0130

- **Expense Reimbursement/Waiver:** 249554.68

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0002          |
|  |  |
| 2025-09-03 | 1.0002          |
|  |  |
| 2025-09-04 | 1.0002          |
|  |  |
| 2025-09-05 | 1.0003          |
|  |  |
| 2025-09-08 | 1.0003          |
|  |  |
| 2025-09-09 | 1.0003          |
|  |  |
| 2025-09-10 | 1.0003          |
|  |  |
| 2025-09-11 | 1.0003          |
|  |  |
| 2025-09-12 | 1.0002          |
|  |  |
| 2025-09-15 | 1.0003          |
|  |  |
| 2025-09-16 | 1.0003          |
|  |  |
| 2025-09-17 | 1.0003          |
|  |  |
| 2025-09-18 | 1.0002          |
|  |  |
| 2025-09-19 | 1.0002          |
|  |  |
| 2025-09-22 | 1.0002          |
|  |  |
| 2025-09-23 | 1.0002          |
|  |  |
| 2025-09-24 | 1.0002          |
|  |  |
| 2025-09-25 | 1.0002          |
|  |  |
| 2025-09-26 | 1.0002          |
|  |  |
| 2025-09-29 | 1.0002          |
|  |  |
| 2025-09-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $269310340.61             | $976033043.15           |
| 2025-09-03 | $662756710.63             | $171772074.39           |
| 2025-09-04 | $416168209.23             | $131583098.35           |
| 2025-09-05 | $451901739.92             | $110792378.31           |
| 2025-09-08 | $546160165.46             | $596814588.98           |
| 2025-09-09 | $318398381.47             | $299451894.92           |
| 2025-09-10 | $892244250.45             | $256557751.65           |
| 2025-09-11 | $160948409.42             | $642878043.18           |
| 2025-09-12 | $1610974743.89            | $1193749460.03          |
| 2025-09-15 | $687990323.83             | $658766778.82           |
| 2025-09-16 | $335742469.02             | $221553685.96           |
| 2025-09-17 | $354171614.50             | $246926931.36           |
| 2025-09-18 | $518529599.87             | $600555424.82           |
| 2025-09-19 | $408791125.39             | $659490413.85           |
| 2025-09-22 | $633219983.63             | $1055197089.70          |
| 2025-09-23 | $367253957.59             | $993889777.12           |
| 2025-09-24 | $265025436.30             | $388033866.64           |
| 2025-09-25 | $557692718.87             | $274220877.66           |
| 2025-09-26 | $757320614.72             | $355155983.34           |
| 2025-09-29 | $286841721.56             | $1898520453.60          |
| 2025-09-30 | $613701492.60             | $155408959.49           |

**Total Gross Subscriptions (Month):** $11115144008.96

**Total Gross Redemptions (Month):** $11887352575.32

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.1700%           |
| 2025-09-03 | 4.1700%           |
| 2025-09-04 | 4.1700%           |
| 2025-09-05 | 4.1700%           |
| 2025-09-08 | 4.1800%           |
| 2025-09-09 | 4.1800%           |
| 2025-09-10 | 4.1800%           |
| 2025-09-11 | 4.1800%           |
| 2025-09-12 | 4.1800%           |
| 2025-09-15 | 4.1800%           |
| 2025-09-16 | 4.1900%           |
| 2025-09-17 | 4.1800%           |
| 2025-09-18 | 4.1700%           |
| 2025-09-19 | 4.1400%           |
| 2025-09-22 | 4.0600%           |
| 2025-09-23 | 4.0300%           |
| 2025-09-24 | 4.0100%           |
| 2025-09-25 | 4.0100%           |
| 2025-09-26 | 4.0100%           |
| 2025-09-29 | 4.0100%           |
| 2025-09-30 | 4.0100%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 65.0000%         | 0.0000%              |
| Non-financial corporation |  | 19.0000%         | 0.0000%              |

### Class: Service Class

- **Minimum Initial Investment:** $100000.00

- **Net Assets of Class:** $1149558575.85

- **Number of Shares Outstanding:** 1149575417.0310

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0002          |
|  |  |
| 2025-09-03 | 1.0002          |
|  |  |
| 2025-09-04 | 1.0002          |
|  |  |
| 2025-09-05 | 1.0003          |
|  |  |
| 2025-09-08 | 1.0003          |
|  |  |
| 2025-09-09 | 1.0003          |
|  |  |
| 2025-09-10 | 1.0003          |
|  |  |
| 2025-09-11 | 1.0003          |
|  |  |
| 2025-09-12 | 1.0002          |
|  |  |
| 2025-09-15 | 1.0003          |
|  |  |
| 2025-09-16 | 1.0003          |
|  |  |
| 2025-09-17 | 1.0003          |
|  |  |
| 2025-09-18 | 1.0002          |
|  |  |
| 2025-09-19 | 1.0002          |
|  |  |
| 2025-09-22 | 1.0002          |
|  |  |
| 2025-09-23 | 1.0002          |
|  |  |
| 2025-09-24 | 1.0002          |
|  |  |
| 2025-09-25 | 1.0002          |
|  |  |
| 2025-09-26 | 1.0002          |
|  |  |
| 2025-09-29 | 1.0002          |
|  |  |
| 2025-09-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $10284416.08              | $55430564.57            |
| 2025-09-03 | $1678609.23               | $7672880.09             |
| 2025-09-04 | $11075635.74              | $146003.02              |
| 2025-09-05 | $11845486.15              | $4180926.69             |
| 2025-09-08 | $759590.37                | $3125771.67             |
| 2025-09-09 | $3763339.35               | $5983453.33             |
| 2025-09-10 | $12305425.92              | $18988.47               |
| 2025-09-11 | $3183531.81               | $2987071.57             |
| 2025-09-12 | $5544933.82               | $999614.21              |
| 2025-09-15 | $2285221.27               | $5211267.39             |
| 2025-09-16 | $1766773.67               | $2516470.63             |
| 2025-09-17 | $937560.58                | $1488755.49             |
| 2025-09-18 | $117105663.50             | $10906.56               |
| 2025-09-19 | $33547350.27              | $1970214.04             |
| 2025-09-22 | $2261307.88               | $48297716.19            |
| 2025-09-23 | $17630509.44              | $11691330.62            |
| 2025-09-24 | $50204110.79              | $53576347.19            |
| 2025-09-25 | $15861162.74              | $55234251.13            |
| 2025-09-26 | $18133881.31              | $101164182.63           |
| 2025-09-29 | $7396234.03               | $22505604.48            |
| 2025-09-30 | $7281436.71               | $40006590.71            |

**Total Gross Subscriptions (Month):** $334852180.66

**Total Gross Redemptions (Month):** $424218910.68

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 3.8700%           |
| 2025-09-03 | 3.8700%           |
| 2025-09-04 | 3.8700%           |
| 2025-09-05 | 3.8700%           |
| 2025-09-08 | 3.8800%           |
| 2025-09-09 | 3.8800%           |
| 2025-09-10 | 3.8800%           |
| 2025-09-11 | 3.8800%           |
| 2025-09-12 | 3.8800%           |
| 2025-09-15 | 3.8900%           |
| 2025-09-16 | 3.8900%           |
| 2025-09-17 | 3.8900%           |
| 2025-09-18 | 3.8700%           |
| 2025-09-19 | 3.8400%           |
| 2025-09-22 | 3.7600%           |
| 2025-09-23 | 3.7400%           |
| 2025-09-24 | 3.7100%           |
| 2025-09-25 | 3.7100%           |
| 2025-09-26 | 3.7100%           |
| 2025-09-29 | 3.7100%           |
| 2025-09-30 | 3.7200%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 5.4500%          | 0.0000%              |
| Non-financial corporation |  | 89.2600%         | 0.0000%              |

### Class: Select Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $97438307343.54

- **Number of Shares Outstanding:** 97439734827.3270

- **Expense Reimbursement/Waiver:** 2186617.34

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0002          |
|  |  |
| 2025-09-03 | 1.0002          |
|  |  |
| 2025-09-04 | 1.0002          |
|  |  |
| 2025-09-05 | 1.0003          |
|  |  |
| 2025-09-08 | 1.0003          |
|  |  |
| 2025-09-09 | 1.0003          |
|  |  |
| 2025-09-10 | 1.0002          |
|  |  |
| 2025-09-11 | 1.0003          |
|  |  |
| 2025-09-12 | 1.0002          |
|  |  |
| 2025-09-15 | 1.0002          |
|  |  |
| 2025-09-16 | 1.0003          |
|  |  |
| 2025-09-17 | 1.0003          |
|  |  |
| 2025-09-18 | 1.0002          |
|  |  |
| 2025-09-19 | 1.0002          |
|  |  |
| 2025-09-22 | 1.0002          |
|  |  |
| 2025-09-23 | 1.0002          |
|  |  |
| 2025-09-24 | 1.0002          |
|  |  |
| 2025-09-25 | 1.0002          |
|  |  |
| 2025-09-26 | 1.0002          |
|  |  |
| 2025-09-29 | 1.0002          |
|  |  |
| 2025-09-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $4513845914.58            | $6908272306.14          |
| 2025-09-03 | $2842299110.94            | $3990935894.05          |
| 2025-09-04 | $6287962192.09            | $2587160620.88          |
| 2025-09-05 | $2242354097.02            | $3082957015.61          |
| 2025-09-08 | $3917462856.93            | $4367281301.17          |
| 2025-09-09 | $3318203188.53            | $2157337360.10          |
| 2025-09-10 | $3691903475.21            | $1428152201.60          |
| 2025-09-11 | $5632219014.66            | $3977251917.70          |
| 2025-09-12 | $7940885576.81            | $3644352802.75          |
| 2025-09-15 | $5175146296.82            | $11149646068.37         |
| 2025-09-16 | $4733213584.68            | $4974404825.50          |
| 2025-09-17 | $4369725582.32            | $3921148330.99          |
| 2025-09-18 | $4763602400.10            | $2338902885.19          |
| 2025-09-19 | $1657215907.12            | $4910360949.71          |
| 2025-09-22 | $4899273240.06            | $3718207898.66          |
| 2025-09-23 | $5878081893.21            | $4620668103.10          |
| 2025-09-24 | $1967063167.62            | $2847256134.66          |
| 2025-09-25 | $5749156002.11            | $4426735103.49          |
| 2025-09-26 | $7679363388.85            | $3930000815.30          |
| 2025-09-29 | $6664894473.27            | $4622868132.02          |
| 2025-09-30 | $2803443330.76            | $6349593923.58          |

**Total Gross Subscriptions (Month):** $96727314693.69

**Total Gross Redemptions (Month):** $89953494590.57

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.2300%           |
| 2025-09-03 | 4.2300%           |
| 2025-09-04 | 4.2300%           |
| 2025-09-05 | 4.2300%           |
| 2025-09-08 | 4.2400%           |
| 2025-09-09 | 4.2400%           |
| 2025-09-10 | 4.2400%           |
| 2025-09-11 | 4.2400%           |
| 2025-09-12 | 4.2400%           |
| 2025-09-15 | 4.2400%           |
| 2025-09-16 | 4.2500%           |
| 2025-09-17 | 4.2400%           |
| 2025-09-18 | 4.2300%           |
| 2025-09-19 | 4.2000%           |
| 2025-09-22 | 4.1200%           |
| 2025-09-23 | 4.0900%           |
| 2025-09-24 | 4.0700%           |
| 2025-09-25 | 4.0700%           |
| 2025-09-26 | 4.0700%           |
| 2025-09-29 | 4.0700%           |
| 2025-09-30 | 4.0700%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 57.2400%         | 0.0000%              |
| Non-financial corporation |  | 8.8500%          | 0.0000%              |

### Class: Sweep Class

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $985031003.70

- **Number of Shares Outstanding:** 985045434.5300

- **Expense Reimbursement/Waiver:** 6772.64

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0002          |
|  |  |
| 2025-09-03 | 1.0002          |
|  |  |
| 2025-09-04 | 1.0002          |
|  |  |
| 2025-09-05 | 1.0003          |
|  |  |
| 2025-09-08 | 1.0003          |
|  |  |
| 2025-09-09 | 1.0003          |
|  |  |
| 2025-09-10 | 1.0003          |
|  |  |
| 2025-09-11 | 1.0003          |
|  |  |
| 2025-09-12 | 1.0002          |
|  |  |
| 2025-09-15 | 1.0003          |
|  |  |
| 2025-09-16 | 1.0003          |
|  |  |
| 2025-09-17 | 1.0003          |
|  |  |
| 2025-09-18 | 1.0002          |
|  |  |
| 2025-09-19 | 1.0002          |
|  |  |
| 2025-09-22 | 1.0002          |
|  |  |
| 2025-09-23 | 1.0002          |
|  |  |
| 2025-09-24 | 1.0002          |
|  |  |
| 2025-09-25 | 1.0002          |
|  |  |
| 2025-09-26 | 1.0002          |
|  |  |
| 2025-09-29 | 1.0002          |
|  |  |
| 2025-09-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $38513069.41              | $31918746.73            |
| 2025-09-03 | $42762020.04              | $31751864.56            |
| 2025-09-04 | $21506878.76              | $31028400.33            |
| 2025-09-05 | $26034527.02              | $21817772.61            |
| 2025-09-08 | $26186243.01              | $30639796.92            |
| 2025-09-09 | $30044804.09              | $51725219.07            |
| 2025-09-10 | $48679971.76              | $24944311.76            |
| 2025-09-11 | $77268996.88              | $47207127.56            |
| 2025-09-12 | $39792986.47              | $39377267.69            |
| 2025-09-15 | $33661785.37              | $37329975.54            |
| 2025-09-16 | $65235669.78              | $51155671.29            |
| 2025-09-17 | $23514033.78              | $37056913.93            |
| 2025-09-18 | $41180301.89              | $39897739.43            |
| 2025-09-19 | $41640152.16              | $45402595.41            |
| 2025-09-22 | $48729836.54              | $65712205.80            |
| 2025-09-23 | $38076772.56              | $38390784.98            |
| 2025-09-24 | $27146888.94              | $43547146.88            |
| 2025-09-25 | $117309861.81             | $29444682.55            |
| 2025-09-26 | $30109702.27              | $30691423.11            |
| 2025-09-29 | $34129132.08              | $30877496.51            |
| 2025-09-30 | $58057757.75              | $43365398.16            |

**Total Gross Subscriptions (Month):** $909581392.37

**Total Gross Redemptions (Month):** $803282540.82

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 3.8700%           |
| 2025-09-03 | 3.8700%           |
| 2025-09-04 | 3.8700%           |
| 2025-09-05 | 3.8800%           |
| 2025-09-08 | 3.8800%           |
| 2025-09-09 | 3.8800%           |
| 2025-09-10 | 3.8800%           |
| 2025-09-11 | 3.8800%           |
| 2025-09-12 | 3.8800%           |
| 2025-09-15 | 3.8800%           |
| 2025-09-16 | 3.8900%           |
| 2025-09-17 | 3.8800%           |
| 2025-09-18 | 3.8700%           |
| 2025-09-19 | 3.8400%           |
| 2025-09-22 | 3.7600%           |
| 2025-09-23 | 3.7300%           |
| 2025-09-24 | 3.7100%           |
| 2025-09-25 | 3.7100%           |
| 2025-09-26 | 3.7100%           |
| 2025-09-29 | 3.7100%           |
| 2025-09-30 | 3.7100%           |

**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:** $142101231.19

- **Number of Shares Outstanding:** 142103312.9900

- **Expense Reimbursement/Waiver:** 3309.04

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0002          |
|  |  |
| 2025-09-03 | 1.0002          |
|  |  |
| 2025-09-04 | 1.0002          |
|  |  |
| 2025-09-05 | 1.0003          |
|  |  |
| 2025-09-08 | 1.0003          |
|  |  |
| 2025-09-09 | 1.0003          |
|  |  |
| 2025-09-10 | 1.0003          |
|  |  |
| 2025-09-11 | 1.0003          |
|  |  |
| 2025-09-12 | 1.0002          |
|  |  |
| 2025-09-15 | 1.0003          |
|  |  |
| 2025-09-16 | 1.0003          |
|  |  |
| 2025-09-17 | 1.0003          |
|  |  |
| 2025-09-18 | 1.0002          |
|  |  |
| 2025-09-19 | 1.0002          |
|  |  |
| 2025-09-22 | 1.0002          |
|  |  |
| 2025-09-23 | 1.0002          |
|  |  |
| 2025-09-24 | 1.0002          |
|  |  |
| 2025-09-25 | 1.0002          |
|  |  |
| 2025-09-26 | 1.0002          |
|  |  |
| 2025-09-29 | 1.0002          |
|  |  |
| 2025-09-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $506267.50                | $0.00                   |

**Total Gross Subscriptions (Month):** $506267.50

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.2100%           |
| 2025-09-03 | 4.2100%           |
| 2025-09-04 | 4.2100%           |
| 2025-09-05 | 4.2100%           |
| 2025-09-08 | 4.2200%           |
| 2025-09-09 | 4.2200%           |
| 2025-09-10 | 4.2200%           |
| 2025-09-11 | 4.2200%           |
| 2025-09-12 | 4.2200%           |
| 2025-09-15 | 4.2200%           |
| 2025-09-16 | 4.2300%           |
| 2025-09-17 | 4.2200%           |
| 2025-09-18 | 4.2100%           |
| 2025-09-19 | 4.1800%           |
| 2025-09-22 | 4.1000%           |
| 2025-09-23 | 4.0700%           |
| 2025-09-24 | 4.0500%           |
| 2025-09-25 | 4.0500%           |
| 2025-09-26 | 4.0500%           |
| 2025-09-29 | 4.0500%           |
| 2025-09-30 | 4.0500%           |

**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:** $109203.97

- **Number of Shares Outstanding:** 109205.5800

- **Expense Reimbursement/Waiver:** 704.85

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0002          |
|  |  |
| 2025-09-03 | 1.0002          |
|  |  |
| 2025-09-04 | 1.0002          |
|  |  |
| 2025-09-05 | 1.0003          |
|  |  |
| 2025-09-08 | 1.0003          |
|  |  |
| 2025-09-09 | 1.0003          |
|  |  |
| 2025-09-10 | 1.0003          |
|  |  |
| 2025-09-11 | 1.0003          |
|  |  |
| 2025-09-12 | 1.0002          |
|  |  |
| 2025-09-15 | 1.0003          |
|  |  |
| 2025-09-16 | 1.0003          |
|  |  |
| 2025-09-17 | 1.0003          |
|  |  |
| 2025-09-18 | 1.0002          |
|  |  |
| 2025-09-19 | 1.0002          |
|  |  |
| 2025-09-22 | 1.0002          |
|  |  |
| 2025-09-23 | 1.0002          |
|  |  |
| 2025-09-24 | 1.0002          |
|  |  |
| 2025-09-25 | 1.0002          |
|  |  |
| 2025-09-26 | 1.0002          |
|  |  |
| 2025-09-29 | 1.0002          |
|  |  |
| 2025-09-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $385.37                   | $0.00                   |
| 2025-09-03 | $0.00                     | $35000000.00            |
| 2025-09-04 | $35000000.00              | $0.00                   |
| 2025-09-30 | $0.00                     | $100000000.00           |

**Total Gross Subscriptions (Month):** $35000385.37

**Total Gross Redemptions (Month):** $135000000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.1700%           |
| 2025-09-03 | 4.1700%           |
| 2025-09-04 | 4.1700%           |
| 2025-09-05 | 4.1700%           |
| 2025-09-08 | 4.1800%           |
| 2025-09-09 | 4.1800%           |
| 2025-09-10 | 4.1800%           |
| 2025-09-11 | 4.1800%           |
| 2025-09-12 | 4.1800%           |
| 2025-09-15 | 4.1800%           |
| 2025-09-16 | 4.1900%           |
| 2025-09-17 | 4.1800%           |
| 2025-09-18 | 4.1700%           |
| 2025-09-19 | 4.1400%           |
| 2025-09-22 | 4.0600%           |
| 2025-09-23 | 4.0300%           |
| 2025-09-24 | 4.0100%           |
| 2025-09-25 | 4.0100%           |
| 2025-09-26 | 4.0100%           |
| 2025-09-29 | 4.0100%           |
| 2025-09-30 | 4.0100%           |

**Beneficial/Record Owner Categories**
| Category   | Other Category            | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Other      | LIMITED LIABILITY COMPANY | 100.0000%        | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities 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: 01399W007, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 01399W007_4.16_1007
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 04.000 CLZA4907 | 2047-05-01      | 4.0000%  | 0.0000% | $34703.09          | $33678.07          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4735 | 2047-09-01      | 3.5000%  | 0.0000% | $349194.79         | $327457.22         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTAL7077 | 2035-07-01      | 4.0000%  | 0.0000% | $253027.31         | $249958.65         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAL7824 | 2034-08-01      | 3.5000%  | 0.0000% | $1703867.73        | $1657637.45        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CRAR1203 | 2042-12-01      | 3.0000%  | 0.0000% | $36601.81          | $33760.21          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4809 | 2052-10-01      | 4.0000%  | 0.0000% | $26806527.65       | $25458942.65       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7015 | 2053-09-01      | 5.5000%  | 0.0000% | $1275676.78        | $1297134.38        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY8700 | 2055-07-01      | 5.0000%  | 0.0000% | $737501.38         | $737929.70         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4301 | 2055-09-01      | 6.0000%  | 0.0000% | $261790.00         | $270530.21         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ4359 | 2055-09-01      | 5.0000%  | 0.0000% | $1132698.00        | $1135185.15        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ5343 | 2055-10-01      | 5.5000%  | 0.0000% | $3277000.00        | $3322778.24        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4550 | 2055-10-01      | 6.0000%  | 0.0000% | $5559800.00        | $5708092.84        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4945 | 2055-10-01      | 6.0000%  | 0.0000% | $15409.00          | $15817.19          | Agency Mortgage-Backed Securities |
| GNMI SF CR2381 X     | 2053-03-15      | 6.0000%  | 0.0000% | $3721567.12        | $4013320.62        | Agency Mortgage-Backed Securities |
| GNII SF CS1932 C     | 2053-05-20      | 6.0000%  | 0.0000% | $1728366.41        | $1809821.44        | Agency Mortgage-Backed Securities |
| GNII ET CV9346 C     | 2063-06-20      | 6.0000%  | 0.0000% | $154910.41         | $157815.03         | Agency Mortgage-Backed Securities |
| GNII SF CX0278 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1354093.69        | $1414433.61        | Agency Mortgage-Backed Securities |
| GNII SF CY4585 C     | 2053-10-20      | 6.5000%  | 0.0000% | $1148082.87        | $1199118.72        | Agency Mortgage-Backed Securities |
| GNII SF DD6434 C     | 2054-07-20      | 7.0000%  | 0.0000% | $15746034.45       | $16744347.03       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTRB5354 | 2045-07-01      | 5.0000%  | 0.0000% | $1955297.16        | $1975334.61        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4207 | 2040-09-01      | 5.0000%  | 0.0000% | $21302.00          | $21714.06          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV5824 | 2055-06-01      | 5.0000%  | 0.0000% | $2594128.21        | $2600581.82        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV6117 | 2055-09-01      | 5.5000%  | 0.0000% | $8565440.00        | $8705609.62        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBV6123 | 2040-09-01      | 5.5000%  | 0.0000% | $1492986.00        | $1536982.14        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBW9645 | 2053-07-01      | 3.0000%  | 0.0000% | $1853986.03        | $1636358.97        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX8189 | 2053-04-01      | 4.5000%  | 0.0000% | $42667.73          | $41644.22          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2631 | 2048-11-01      | 4.0000%  | 0.0000% | $43054.86          | $41518.33          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5230 | 2053-11-01      | 3.5000%  | 0.0000% | $3634763.70        | $3338710.17        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5245 | 2054-01-01      | 5.0000%  | 0.0000% | $12992.89          | $12975.45          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5772 | 2040-07-01      | 5.5000%  | 0.0000% | $208737110.57      | $214303827.90      | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA5571 | 2050-04-01      | 4.0000%  | 0.0000% | $531889.25         | $511186.65         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTCA8304 | 2040-12-01      | 2.0000%  | 0.0000% | $1257508.64        | $1105976.47        | Agency Mortgage-Backed Securities |
| FNMS 01.000 CLCA9044 | 2051-02-01      | 1.0000%  | 0.0000% | $27106721.66       | $20071458.19       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB1216 | 2036-07-01      | 2.5000%  | 0.0000% | $485379.46         | $457650.65         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB1373 | 2051-08-01      | 2.0000%  | 0.0000% | $162468.42         | $131565.49         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB2684 | 2052-01-01      | 3.5000%  | 0.0000% | $2270412.97        | $2090980.97        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2555 | 2052-01-01      | 2.5000%  | 0.0000% | $5107276.61        | $4322001.62        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3523 | 2052-05-01      | 3.0000%  | 0.0000% | $1697055.41        | $1500778.51        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3050 | 2052-03-01      | 2.5000%  | 0.0000% | $2144881.96        | $1816380.18        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB4315 | 2052-07-01      | 3.0000%  | 0.0000% | $139310.85         | $123000.57         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5849 | 2055-09-01      | 3.5000%  | 0.0000% | $1448778.00        | $1330643.84        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5865 | 2045-09-01      | 5.5000%  | 0.0000% | $10000000.00       | $10210105.56       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CNMA5870 | 2035-08-01      | 3.5000%  | 0.0000% | $1517494.83        | $1472516.95        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY0980 | 2055-04-01      | 5.0000%  | 0.0000% | $18163502.37       | $18140539.67       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY5630 | 2055-06-01      | 6.5000%  | 0.0000% | $290383.44         | $305063.23         | Agency Mortgage-Backed Securities |
| GNII SF CJ9505 C     | 2052-02-20      | 3.5000%  | 0.0000% | $2056935.15        | $1890980.48        | Agency Mortgage-Backed Securities |
| GNII SF CJ9761 C     | 2052-03-20      | 4.5000%  | 0.0000% | $962108.18         | $986336.95         | Agency Mortgage-Backed Securities |
| GNPL PN CK5807       | 2059-11-15      | 5.0000%  | 0.0000% | $1238687.34        | $1247642.78        | Agency Mortgage-Backed Securities |
| GNMI SF AK6853 X     | 2045-01-15      | 3.0000%  | 0.0000% | $31257.11          | $28600.15          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA0687 | 2054-07-01      | 6.5000%  | 0.0000% | $8618026.58        | $9062062.74        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0953 | 2055-04-01      | 3.5000%  | 0.0000% | $33320699.96       | $30640864.13       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA2641 | 2053-06-01      | 4.5000%  | 0.0000% | $114915162.26      | $112557447.90      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFA2690 | 2040-08-01      | 5.5000%  | 0.0000% | $36131765.65       | $37183870.50       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA2309 | 2040-07-01      | 6.0000%  | 0.0000% | $39497469.19       | $41071061.51       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2770 | 2055-07-01      | 6.0000%  | 0.0000% | $36222080.00       | $37250328.25       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM1051 | 2049-05-01      | 4.5000%  | 0.0000% | $313841.85         | $310927.82         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM2333 | 2050-02-01      | 3.5000%  | 0.0000% | $523778.36         | $489407.74         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFM2335 | 2040-06-01      | 6.5000%  | 0.0000% | $934575.86         | $987841.18         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM3494 | 2048-04-01      | 2.5000%  | 0.0000% | $444936.61         | $387696.35         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4598 | 2052-05-01      | 2.5000%  | 0.0000% | $48707.40          | $41398.36          | Agency Mortgage-Backed Securities |
| FNMS 03.500 GLCA1661 | 2048-05-01      | 3.5000%  | 0.0000% | $339272.19         | $314118.02         | Agency Mortgage-Backed Securities |
| GNII SF DA9483 C     | 2054-05-20      | 6.5000%  | 0.0000% | $4661728.35        | $4851629.03        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB0539 | 2035-09-01      | 2.0000%  | 0.0000% | $1338231.07        | $1238427.28        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM3154 | 2049-09-01      | 5.0000%  | 0.0000% | $290161.53         | $294269.58         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSL2112 | 2055-05-01      | 7.0000%  | 0.0000% | $10714484.66       | $11456675.82       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL2774 | 2055-07-01      | 6.5000%  | 0.0000% | $28944320.00       | $30375301.45       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL2782 | 2055-08-01      | 6.5000%  | 0.0000% | $31496544.00       | $33043374.27       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2857 | 2054-10-01      | 6.0000%  | 0.0000% | $22516032.00       | $23261140.04       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2859 | 2055-10-01      | 6.0000%  | 0.0000% | $83697024.00       | $86024498.74       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL2848 | 2055-10-01      | 5.5000%  | 0.0000% | $83873152.00       | $86192207.38       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL2851 | 2055-10-01      | 5.5000%  | 0.0000% | $130532352.00      | $132999094.40      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2861 | 2055-10-01      | 6.0000%  | 0.0000% | $96834300.00       | $99858661.14       | Agency Mortgage-Backed Securities |
| GNII SF DF1987 C     | 2054-10-20      | 5.0000%  | 0.0000% | $1086544.13        | $1094967.87        | Agency Mortgage-Backed Securities |
| GNII ET DF3248 C     | 2064-11-20      | 6.0000%  | 0.0000% | $928155.01         | $946705.42         | Agency Mortgage-Backed Securities |
| GNII SF DG1159 C     | 2054-12-20      | 6.5000%  | 0.0000% | $2323759.93        | $2426900.28        | Agency Mortgage-Backed Securities |
| GNII ET DG4212 C     | 2065-01-20      | 6.0000%  | 0.0000% | $1505050.26        | $1535136.71        | Agency Mortgage-Backed Securities |
| GNII SF DJ3094 C     | 2055-08-20      | 5.5000%  | 0.0000% | $5614257.93        | $5741283.64        | Agency Mortgage-Backed Securities |
| GNII ET DJ5141 C     | 2065-04-20      | 5.5000%  | 0.0000% | $473171.67         | $477006.04         | Agency Mortgage-Backed Securities |
| GNII SF DK4932 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2093279.78        | $2185239.42        | Agency Mortgage-Backed Securities |
| GNII SF DK5623 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2169480.44        | $2266276.39        | Agency Mortgage-Backed Securities |
| GNII SF DK5604 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2357646.10        | $2462830.38        | Agency Mortgage-Backed Securities |
| GNII SF DK7512 C     | 2055-08-20      | 6.5000%  | 0.0000% | $5825399.02        | $6102537.20        | Agency Mortgage-Backed Securities |
| GNII ET DK8105 C     | 2065-08-20      | 4.0000%  | 0.0000% | $654395.55         | $615383.90         | Agency Mortgage-Backed Securities |
| GNII SF DK8363 C     | 2055-06-20      | 7.5000%  | 0.0000% | $2116551.57        | $2265086.22        | Agency Mortgage-Backed Securities |
| GNII SF DL0866 C     | 2055-09-20      | 5.5000%  | 0.0000% | $1163558.00        | $1194963.08        | Agency Mortgage-Backed Securities |
| GNII ET DL1505 C     | 2065-08-20      | 6.5000%  | 0.0000% | $2415975.85        | $2491052.57        | Agency Mortgage-Backed Securities |
| GNII SF DL3172 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2177444.00        | $2274593.08        | Agency Mortgage-Backed Securities |
| GNII SF DL3992 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2101014.57        | $2194751.57        | Agency Mortgage-Backed Securities |
| GNII SF DL4827 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1388028.88        | $1415787.45        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1496 | 2052-08-01      | 5.0000%  | 0.0000% | $1993323.27        | $1998973.90        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2707 | 2053-04-01      | 5.0000%  | 0.0000% | $63070.56          | $63424.56          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD3380 | 2053-07-01      | 6.5000%  | 0.0000% | $20781120.36       | $22105046.29       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL725773 | 2034-09-01      | 5.5000%  | 0.0000% | $4083584.98        | $4213731.11        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8214 | 2052-05-01      | 3.5000%  | 0.0000% | $404891.45         | $372410.84         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL878166 | 2036-08-01      | 6.5000%  | 0.0000% | $556152.28         | $590297.86         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDA5970 | 2053-12-01      | 7.0000%  | 0.0000% | $1502459.48        | $1582869.45        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDA7742 | 2053-12-01      | 7.0000%  | 0.0000% | $991192.54         | $1046117.38        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB4417 | 2054-07-01      | 6.5000%  | 0.0000% | $1608008.36        | $1673105.54        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB6539 | 2054-08-01      | 5.5000%  | 0.0000% | $965283.43         | $978573.03         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC1919 | 2054-09-01      | 5.0000%  | 0.0000% | $3039450.24        | $3043036.12        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDC9102 | 2055-06-01      | 7.5000%  | 0.0000% | $2133354.95        | $2284739.25        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM6274 | 2045-05-01      | 2.5000%  | 0.0000% | $2296487.63        | $2079696.65        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7451 | 2036-05-01      | 2.0000%  | 0.0000% | $596515.13         | $551276.08         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9070 | 2051-09-01      | 3.0000%  | 0.0000% | $1144713.75        | $1012094.85        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1230 | 2052-04-01      | 3.5000%  | 0.0000% | $144490.73         | $133042.65         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS1993 | 2037-06-01      | 3.0000%  | 0.0000% | $612619.86         | $593471.61         | Agency Mortgage-Backed Securities |
| GNII SF MA3596 M     | 2046-04-20      | 3.0000%  | 0.0000% | $5746934.04        | $5240431.84        | Agency Mortgage-Backed Securities |
| GNII SF MA3313 M     | 2045-12-20      | 5.0000%  | 0.0000% | $294369.48         | $301030.41         | Agency Mortgage-Backed Securities |
| GNII SF DL5835 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1849666.14        | $1930929.17        | Agency Mortgage-Backed Securities |
| GNII SF DL6425 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3328322.23        | $3476822.35        | Agency Mortgage-Backed Securities |
| GNII SF DL7992 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1595927.74        | $1668108.54        | Agency Mortgage-Backed Securities |
| GNII SF DL7799 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1106521.58        | $1155891.38        | Agency Mortgage-Backed Securities |
| GNII ET DL9725 C     | 2065-07-20      | 5.0000%  | 0.0000% | $546197.48         | $543252.80         | Agency Mortgage-Backed Securities |
| GNII SF DM0768 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1411292.48        | $1489908.68        | Agency Mortgage-Backed Securities |
| GNII SF DM1572 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1021538.03        | $1067117.13        | Agency Mortgage-Backed Securities |
| GNII ET DM1665 C     | 2065-09-20      | 4.0000%  | 0.0000% | $234507.00         | $220526.21         | Agency Mortgage-Backed Securities |
| GNII SF DM3344 C     | 2055-08-20      | 6.5000%  | 0.0000% | $7873775.71        | $8232356.20        | Agency Mortgage-Backed Securities |
| GNII SF DM4072 C     | 2055-09-20      | 5.0000%  | 0.0000% | $1664276.00        | $1679393.91        | Agency Mortgage-Backed Securities |
| GNII SF DM7310 C     | 2055-09-20      | 6.0000%  | 0.0000% | $26049920.00       | $26395376.66       | Agency Mortgage-Backed Securities |
| GNII SF MB0179 M     | 2040-12-20      | 5.0000%  | 0.0000% | $582874.13         | $591573.40         | Agency Mortgage-Backed Securities |
| GNII SF MB0309 M     | 2055-03-20      | 6.0000%  | 0.0000% | $349808212.03      | $357780807.50      | Agency Mortgage-Backed Securities |
| GNII SF MB0420 M     | 2055-05-20      | 3.5000%  | 0.0000% | $399999.99         | $366898.17         | Agency Mortgage-Backed Securities |
| GNII ET DI2491 C     | 2065-05-20      | 6.0000%  | 0.0000% | $112631472.96      | $114883126.20      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3513 | 2055-03-01      | 6.0000%  | 0.0000% | $1090076.55        | $1139328.75        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD4963 | 2055-04-01      | 6.5000%  | 0.0000% | $1412518.51        | $1479056.76        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD8695 | 2055-09-01      | 7.0000%  | 0.0000% | $2575876.00        | $2756148.40        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE2237 | 2055-07-01      | 6.5000%  | 0.0000% | $1391847.49        | $1462518.70        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3510 | 2055-07-01      | 6.0000%  | 0.0000% | $3080792.84        | $3174662.54        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE4687 | 2055-07-01      | 5.0000%  | 0.0000% | $2293588.40        | $2290333.29        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE6179 | 2055-09-01      | 5.0000%  | 0.0000% | $1847560.00        | $1853041.30        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE5850 | 2055-08-01      | 5.5000%  | 0.0000% | $6387509.10        | $6506837.71        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE6122 | 2055-08-01      | 5.5000%  | 0.0000% | $9105755.53        | $9301916.78        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE6159 | 2055-08-01      | 7.0000%  | 0.0000% | $1215295.76        | $1282677.70        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE6780 | 2055-08-01      | 6.5000%  | 0.0000% | $1357326.77        | $1413413.02        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDE7449 | 2055-08-01      | 4.5000%  | 0.0000% | $1006680.00        | $981528.10         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDE7451 | 2055-08-01      | 4.5000%  | 0.0000% | $1311796.00        | $1282819.74        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE8964 | 2055-09-01      | 7.0000%  | 0.0000% | $6080.00           | $6417.10           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE8794 | 2055-09-01      | 7.0000%  | 0.0000% | $1258555.82        | $1331271.26        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE9097 | 2055-09-01      | 7.0000%  | 0.0000% | $2953248.00        | $3133679.31        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS3885 | 2051-11-01      | 3.0000%  | 0.0000% | $19353110.02       | $17085054.55       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS4815 | 2052-05-01      | 3.0000%  | 0.0000% | $44308151.45       | $39132368.60       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS4984 | 2052-08-01      | 3.0000%  | 0.0000% | $2045696.62        | $1836404.81        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6905 | 2048-11-01      | 3.5000%  | 0.0000% | $60435744.73       | $57162148.58       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS8343 | 2048-10-01      | 4.0000%  | 0.0000% | $381378.01         | $368434.12         | Agency Mortgage-Backed Securities |
| GNAR AF MA4664 M     | 2047-08-20      | 5.5000%  | 0.0000% | $1848264.00        | $1886945.50        | Agency Mortgage-Backed Securities |
| GNII SF MA5195 M     | 2048-05-20      | 5.5000%  | 0.0000% | $2487831.51        | $2570752.32        | Agency Mortgage-Backed Securities |
| GNII SF MA6287 M     | 2049-10-20      | 5.0000%  | 0.0000% | $93106.33          | $94788.55          | Agency Mortgage-Backed Securities |
| GNII SF MA5878 M     | 2049-03-20      | 5.0000%  | 0.0000% | $12288.38          | $12520.60          | Agency Mortgage-Backed Securities |
| GNII SF AZ1974 C     | 2047-04-20      | 3.5000%  | 0.0000% | $40143.71          | $37173.46          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE0768 | 2052-04-01      | 3.5000%  | 0.0000% | $522982.11         | $480615.04         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE9298 | 2055-09-01      | 7.0000%  | 0.0000% | $1169156.00        | $1239588.17        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE9405 | 2055-09-01      | 7.0000%  | 0.0000% | $6017.90           | $6334.61           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF0771 | 2055-10-01      | 5.0000%  | 0.0000% | $1685588.00        | $1689558.87        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF1184 | 2055-09-01      | 5.0000%  | 0.0000% | $1310350.00        | $1309833.43        | Agency Mortgage-Backed Securities |
| FNMS 04.500 I4BF0108 | 2056-06-01      | 4.5000%  | 0.0000% | $302264.27         | $297341.60         | Agency Mortgage-Backed Securities |
| FNMS 03.000 I4BF0331 | 2059-01-01      | 3.0000%  | 0.0000% | $1967457.41        | $1741449.02        | Agency Mortgage-Backed Securities |
| FNMS 03.000 I4BF0332 | 2059-01-01      | 3.0000%  | 0.0000% | $162714.36         | $142813.69         | Agency Mortgage-Backed Securities |
| FNMS 02.500 U3BF0470 | 2042-08-01      | 2.5000%  | 0.0000% | $229239.10         | $210012.56         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM4434 | 2048-06-01      | 5.0000%  | 0.0000% | $82752.66          | $84213.72          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL909211 | 2038-07-01      | 5.5000%  | 0.0000% | $965367.60         | $1004260.87        | Agency Mortgage-Backed Securities |
| GNII JM MA6588 M     | 2050-04-20      | 2.5000%  | 0.0000% | $77450.00          | $65936.58          | Agency Mortgage-Backed Securities |
| GNII SF MA6714 M     | 2050-06-20      | 5.0000%  | 0.0000% | $946624.05         | $963706.62         | Agency Mortgage-Backed Securities |
| GNII SF MA7988 M     | 2052-04-20      | 3.0000%  | 0.0000% | $77991268.54       | $69995343.75       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQG8691 | 2053-08-01      | 4.5000%  | 0.0000% | $907656.84         | $888573.35         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ5964 | 2054-10-01      | 5.0000%  | 0.0000% | $993289.85         | $998236.21         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ6837 | 2051-11-01      | 2.0000%  | 0.0000% | $574781.53         | $474073.55         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR7225 | 2051-04-01      | 2.5000%  | 0.0000% | $663143.83         | $569132.51         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBU1387 | 2036-12-01      | 2.0000%  | 0.0000% | $1933263.35        | $1792065.75        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU5773 | 2055-02-01      | 5.5000%  | 0.0000% | $3273335.22        | $3318806.94        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU7233 | 2052-01-01      | 2.0000%  | 0.0000% | $3114245.27        | $2521810.28        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBV0291 | 2052-01-01      | 2.0000%  | 0.0000% | $1820135.06        | $1476815.93        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBV1757 | 2055-06-01      | 6.5000%  | 0.0000% | $2268395.73        | $2412561.61        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA1338 | 2033-02-01      | 3.0000%  | 0.0000% | $1121180.38        | $1083537.50        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CQMA3510 | 2048-09-01      | 4.0000%  | 0.0000% | $42762.96          | $41257.71          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQMA3191 | 2047-10-01      | 3.5000%  | 0.0000% | $114124.69         | $106579.61         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3384 | 2048-06-01      | 4.0000%  | 0.0000% | $23452786.49       | $22642544.83       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4402 | 2036-08-01      | 1.5000%  | 0.0000% | $14242690.51       | $12747896.40       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTMA3788 | 2039-09-01      | 2.5000%  | 0.0000% | $72588.74          | $66448.74          | Agency Mortgage-Backed Securities |
| GNII SF MA9013 M     | 2053-07-20      | 3.5000%  | 0.0000% | $166243.57         | $153779.70         | Agency Mortgage-Backed Securities |
| GNII SF MA9633 M     | 2031-04-20      | 3.0000%  | 0.0000% | $61714.16          | $59131.65          | Agency Mortgage-Backed Securities |
| GNAR AS 082937 M     | 2041-09-20      | 5.8750%  | 0.0000% | $31081.92          | $31273.28          | Agency Mortgage-Backed Securities |
| GNII SP 785312 C     | 2051-02-20      | 2.5000%  | 0.0000% | $150339.60         | $129017.52         | Agency Mortgage-Backed Securities |
| GNII SP 785359 C     | 2051-03-20      | 2.0000%  | 0.0000% | $13329876.78       | $11021116.94       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4419 | 2036-09-01      | 2.5000%  | 0.0000% | $820591.31         | $773472.86         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CL890445 | 2042-07-01      | 4.0000%  | 0.0000% | $1431279.59        | $1403931.01        | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of America 4.210000%
- **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_4.21_1001
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 6 1/4 BOND 30                             | 2030-05-15      | 6.2500%  | 0.0000% | $50300.00          | $56820.97          | U.S. Treasuries (including strips) |
| 4 3/8 BOND 40                             | 2040-05-15      | 4.3750%  | 0.0000% | $454527200.00      | $457569918.70      | U.S. Treasuries (including strips) |
| 3 BOND 42                                 | 2042-05-15      | 3.0000%  | 0.0000% | $69606200.00       | $57305392.34       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27                          | 2027-03-31      | 3.8750%  | 0.0000% | $205930000.00      | $206576208.30      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32                           | 2032-09-30      | 3.8750%  | 0.0000% | $8435200.00        | $8415250.75        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43                             | 2043-11-15      | 4.7500%  | 0.0000% | $16728000.00       | $17222136.76       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52                             | 2052-02-15      | 2.2500%  | 0.0000% | $300.00            | $187.36            | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42                             | 2042-02-15      | 2.3750%  | 0.0000% | $31583000.00       | $23524621.24       | U.S. Treasuries (including strips) |
| 3 BOND 52                                 | 2052-08-15      | 3.0000%  | 0.0000% | $38874400.00       | $28646584.23       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AD 30                          | 2030-09-30      | 3.6250%  | 0.0000% | $3200.00           | $3185.48           | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 27                          | 2027-09-30      | 3.5000%  | 0.0000% | $1000.00           | $998.01            | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-12-11      | 0.0000%  | 0.0000% | $607900.00         | $603287.25         | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-11-04      | 0.0000%  | 0.0000% | $700.00            | $697.35            | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-02-26      | 0.0000%  | 0.0000% | $4088700.00        | $4026003.87        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29                           | 2029-05-31      | 4.5000%  | 0.0000% | $200.00            | $208.69            | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-07-31      | 4.0805%  | 0.0000% | $19851400.00       | $19991991.80       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26                          | 2026-10-31      | 4.1250%  | 0.0000% | $23187700.00       | $23684406.88       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29                           | 2029-12-31      | 3.8750%  | 0.0000% | $200.00            | $203.30            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33                           | 2033-02-15      | 3.5000%  | 0.0000% | $476300.00         | $464954.06         | U.S. Treasuries (including strips) |
| 4 NOTE V 28                               | 2028-02-29      | 4.0000%  | 0.0000% | $58197600.00       | $58907896.88       | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29                           | 2029-11-15      | 1.7500%  | 0.0000% | $15118800.00       | $14128087.71       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                           | 2030-08-15      | 0.6250%  | 0.0000% | $85954000.00       | $74222847.66       | U.S. Treasuries (including strips) |
| 0 3/8 NOTE Q 27                           | 2027-09-30      | 0.3750%  | 0.0000% | $564000.00         | $529127.32         | U.S. Treasuries (including strips) |
| 4  NOTE AA 28                             | 2028-06-30      | 4.0000%  | 0.0000% | $23016500.00       | $23476093.47       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BC 26                          | 2026-05-31      | 4.8750%  | 0.0000% | $100.00            | $102.29            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27                          | 2027-06-30      | 3.7500%  | 0.0000% | $635600.00         | $642788.64         | U.S. Treasuries (including strips) |

### Security 3: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.280000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 066982000, C.3 - LEI: 213800LBQA1Y9L22JB70, C.5 - Other ID: 066982000_4.28_1001
- **C.18 - Value (incl. sponsor support):** $280000000.00
- **C.18.a - Value (excl. sponsor support):** $280000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2.00 FHOR 21-39 AB                        | 2039-02-16      | 2.0000%  | 0.0000% | $9990000.00        | $7302794.34        | Agency Mortgage-Backed Securities  |
| 5.65 FHOR 27-42 TT                        | 2042-07-21      | 5.6500%  | 0.0000% | $14000000.00       | $14346488.33       | Agency Mortgage-Backed Securities  |
| 4.75 FMNT 26-30 83                        | 2030-07-30      | 4.7500%  | 0.0000% | $12000000.00       | $12115856.00       | Agency Mortgage-Backed Securities  |
| 6.625 FNPR BB 11/30                       | 2030-11-15      | 0.0000%  | 0.0000% | $16216000.00       | $13311130.62       | Agency Mortgage-Backed Securities  |
| 6.25 FNSM GDBB 05/29                      | 2029-05-15      | 6.2500%  | 0.0000% | $2135000.00        | $2369167.87        | Agency Mortgage-Backed Securities  |
| 2.70 FCOR 22-41 L                         | 2041-06-21      | 2.7000%  | 0.0000% | $20000.00          | $15133.58          | Agency Mortgage-Backed Securities  |
| 2.74 FCOR 22-41 G                         | 2041-04-01      | 2.7400%  | 0.0000% | $1985000.00        | $1537402.13        | Agency Mortgage-Backed Securities  |
| 2.59 FCOR 22-41 T                         | 2041-11-01      | 2.5900%  | 0.0000% | $15747000.00       | $11675199.35       | Agency Mortgage-Backed Securities  |
| 2.78 FCOR 22-36 BI                        | 2036-12-01      | 2.7800%  | 0.0000% | $2383000.00        | $2018759.51        | Agency Mortgage-Backed Securities  |
| 3.82 FCSB 37 AE                           | 2037-06-15      | 3.8200%  | 0.0000% | $2386000.00        | $2261688.60        | Agency Mortgage-Backed Securities  |
| 5.74 FCOR 26-45 G                         | 2045-03-06      | 5.7400%  | 0.0000% | $1767000.00        | $1770432.69        | Agency Mortgage-Backed Securities  |
| 5 5/8 FCOR 26-40 AF                       | 2040-03-26      | 5.6250%  | 0.0000% | $22668000.00       | $22639188.97       | Agency Mortgage-Backed Securities  |
| 5.78 FCOR 26-40 AH                        | 2040-04-23      | 5.7800%  | 0.0000% | $19341000.00       | $19885685.54       | Agency Mortgage-Backed Securities  |
| 5.40 FCOR 26-34 DI                        | 2034-06-05      | 5.4000%  | 0.0000% | $19881000.00       | $20284365.61       | Agency Mortgage-Backed Securities  |
| 5.37 FCOR 26-34 DK                        | 2034-06-12      | 5.3700%  | 0.0000% | $19896000.00       | $20328578.83       | Agency Mortgage-Backed Securities  |
| 4.89 FCOR 26-33 FD                        | 2033-09-12      | 4.8900%  | 0.0000% | $79997000.00       | $79977080.75       | Agency Mortgage-Backed Securities  |
| 4 3/8 BOND 40                             | 2040-05-15      | 4.3750%  | 0.0000% | $100.00            | $100.67            | U.S. Treasuries (including strips) |
| 4 3/4 BOND 41                             | 2041-02-15      | 4.7500%  | 0.0000% | $300.00            | $309.94            | U.S. Treasuries (including strips) |
| 4 3/8 BOND 41                             | 2041-05-15      | 4.3750%  | 0.0000% | $100.00            | $99.96             | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41                             | 2041-11-15      | 3.1250%  | 0.0000% | $1000.00           | $845.21            | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 42                             | 2042-02-15      | 0.7500%  | 0.0000% | $142.95            | $113.54            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27                          | 2027-02-28      | 4.1250%  | 0.0000% | $100.00            | $100.96            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32                           | 2032-02-29      | 4.1250%  | 0.0000% | $100.00            | $101.77            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28                          | 2028-04-15      | 3.7500%  | 0.0000% | $300.00            | $306.17            | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2027-04-30      | 4.0585%  | 0.0000% | $100.00            | $100.66            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30                           | 2030-04-30      | 3.8750%  | 0.0000% | $100.00            | $102.31            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28                          | 2028-05-15      | 3.7500%  | 0.0000% | $400.00            | $407.00            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27                          | 2027-05-31      | 3.8750%  | 0.0000% | $300.00            | $304.95            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32                           | 2032-05-31      | 4.1250%  | 0.0000% | $100.00            | $102.74            | U.S. Treasuries (including strips) |
| 4 NOTE M 32                               | 2032-06-30      | 4.0000%  | 0.0000% | $3100.00           | $3150.10           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30                          | 2030-07-31      | 3.8750%  | 0.0000% | $100.00            | $101.31            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27                          | 2027-08-31      | 3.6250%  | 0.0000% | $100.00            | $100.31            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32                           | 2032-09-30      | 3.8750%  | 0.0000% | $2000.00           | $1995.27           | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                             | 2043-02-15      | 3.8750%  | 0.0000% | $300.00            | $274.12            | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53                             | 2053-08-15      | 4.1250%  | 0.0000% | $1000.00           | $911.38            | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44                             | 2044-05-15      | 4.6250%  | 0.0000% | $100.00            | $101.13            | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45                             | 2045-02-15      | 4.7500%  | 0.0000% | $400.00            | $405.49            | U.S. Treasuries (including strips) |
| 5 BOND 45                                 | 2045-05-15      | 5.0000%  | 0.0000% | $100.00            | $105.87            | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55                             | 2055-08-15      | 4.7500%  | 0.0000% | $1100.00           | $1113.19           | U.S. Treasuries (including strips) |
| 2 BOND 50                                 | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $60.16             | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50                             | 2050-11-15      | 1.6250%  | 0.0000% | $700.00            | $380.80            | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51                             | 2051-02-15      | 1.8750%  | 0.0000% | $1400.00           | $804.84            | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 51                             | 2051-02-15      | 0.1250%  | 0.0000% | $321214.64         | $178389.20         | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51                             | 2051-11-15      | 1.8750%  | 0.0000% | $200.00            | $114.85            | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42                             | 2042-02-15      | 2.3750%  | 0.0000% | $300.00            | $223.46            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AD 30                          | 2030-09-30      | 3.6250%  | 0.0000% | $2700.00           | $2687.75           | U.S. Treasuries (including strips) |
| TINT 08/15/33                             | 2033-08-15      | 0.0000%  | 0.0000% | $321.00            | $232.31            | U.S. Treasuries (including strips) |
| TINT 08/15/34                             | 2034-08-15      | 0.0000%  | 0.0000% | $70.37             | $48.43             | U.S. Treasuries (including strips) |
| TINT 11/15/30                             | 2030-11-15      | 0.0000%  | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| TINT 11/15/32                             | 2032-11-15      | 0.0000%  | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| TINT 02/15/26                             | 2026-02-15      | 0.0000%  | 0.0000% | $577.00            | $569.04            | U.S. Treasuries (including strips) |
| TINT 02/15/27                             | 2027-02-15      | 0.0000%  | 0.0000% | $619.00            | $589.08            | U.S. Treasuries (including strips) |
| TINT 02/15/29                             | 2029-02-15      | 0.0000%  | 0.0000% | $2.31              | $2.04              | U.S. Treasuries (including strips) |
| TINT 05/15/42                             | 2042-05-15      | 0.0000%  | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| TINT 08/15/42                             | 2042-08-15      | 0.0000%  | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| TINT 11/15/42                             | 2042-11-15      | 0.0000%  | 0.0000% | $9.80              | $4.27              | U.S. Treasuries (including strips) |
| TINT 02/15/43                             | 2043-02-15      | 0.0000%  | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| TINT 08/15/43                             | 2043-08-15      | 0.0000%  | 0.0000% | $9.03              | $3.76              | U.S. Treasuries (including strips) |
| TINT 11/15/50                             | 2050-11-15      | 0.0000%  | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31                           | 2031-06-30      | 4.2500%  | 0.0000% | $1400.00           | $1446.39           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34                           | 2034-08-15      | 3.8750%  | 0.0000% | $1900.00           | $1882.31           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29                          | 2029-10-31      | 4.1250%  | 0.0000% | $100.00            | $103.36            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34                           | 2034-11-15      | 4.2500%  | 0.0000% | $700.00            | $719.84            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BL 26                          | 2026-11-30      | 4.2500%  | 0.0000% | $100.00            | $102.04            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29                          | 2029-12-31      | 4.3750%  | 0.0000% | $200.00            | $207.47            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AW 26                          | 2026-01-31      | 4.2500%  | 0.0000% | $27000.00          | $27212.16          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29                           | 2029-03-31      | 4.1250%  | 0.0000% | $300.00            | $304.62            | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-04-30      | 4.8750%  | 0.0000% | $100.00            | $102.61            | U.S. Treasuries (including strips) |
| 2 1/8 TRIN X 29                           | 2029-04-15      | 2.1250%  | 0.0000% | $313.30            | $326.41            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31                           | 2031-04-30      | 4.6250%  | 0.0000% | $1000.00           | $1060.79           | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29                           | 2029-04-30      | 4.6250%  | 0.0000% | $100.00            | $105.13            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29                           | 2029-12-31      | 3.8750%  | 0.0000% | $100.00            | $101.65            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27                          | 2027-12-31      | 3.8750%  | 0.0000% | $100.00            | $101.52            | U.S. Treasuries (including strips) |
| 4 NOTE H 30                               | 2030-02-28      | 4.0000%  | 0.0000% | $300.00            | $304.65            | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-04-15      | 3.7500%  | 0.0000% | $100.00            | $101.67            | U.S. Treasuries (including strips) |
| 1 1/4 TRIN X 28                           | 2028-04-15      | 1.2500%  | 0.0000% | $646.14            | $652.12            | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-05-15      | 3.6250%  | 0.0000% | $100.00            | $101.23            | U.S. Treasuries (including strips) |
| 4  NOTE N 30                              | 2030-07-31      | 4.0000%  | 0.0000% | $100.00            | $101.85            | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31                           | 2031-08-15      | 1.2500%  | 0.0000% | $200.00            | $173.43            | U.S. Treasuries (including strips) |
| 0 1/8 TRIN AE 26                          | 2026-10-15      | 0.1250%  | 0.0000% | $236.42            | $235.21            | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32                           | 2032-05-15      | 2.8750%  | 0.0000% | $100.00            | $95.16             | U.S. Treasuries (including strips) |
| T 4 1/4 02/28/29                          | 2029-02-28      | 4.2500%  | 0.0000% | $100.00            | $102.28            | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33                           | 2033-11-15      | 4.5000%  | 0.0000% | $100.00            | $105.18            | U.S. Treasuries (including strips) |
| TINT 02/15/34                             | 2034-02-15      | 0.0000%  | 0.0000% | $157.00            | $110.84            | U.S. Treasuries (including strips) |
| TINT 02/15/33                             | 2033-02-15      | 0.0000%  | 0.0000% | $507.00            | $375.80            | U.S. Treasuries (including strips) |
| TINT 02/15/32                             | 2032-02-15      | 0.0000%  | 0.0000% | $435.21            | $337.85            | U.S. Treasuries (including strips) |
| T 4.625 11/15/44                          | 2044-11-15      | 4.6250%  | 0.0000% | $200.00            | $201.85            | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44                             | 2044-02-15      | 4.5000%  | 0.0000% | $300.00            | $295.54            | U.S. Treasuries (including strips) |
| 4 NOTE N 32                               | 2032-07-31      | 4.0000%  | 0.0000% | $100.00            | $101.24            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28                          | 2028-02-15      | 4.2500%  | 0.0000% | $200.00            | $203.94            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35                           | 2035-02-15      | 4.6250%  | 0.0000% | $2200.00           | $2301.71           | U.S. Treasuries (including strips) |
| 4 3/8 BOND 39                             | 2039-11-15      | 4.3750%  | 0.0000% | $600.00            | $605.51            | U.S. Treasuries (including strips) |
| 5.23 FCOR 25-32 DT                        | 2032-11-26      | 5.2300%  | 0.0000% | $23423000.00       | $23841719.96       | Agency Mortgage-Backed Securities  |
| 2 3/8 FCOR 26-41 S                        | 2041-10-21      | 2.3750%  | 0.0000% | $12175000.00       | $8760564.88        | Agency Mortgage-Backed Securities  |
| 2.45 FCOR 22-41 O                         | 2041-08-09      | 2.4500%  | 0.0000% | $28950000.00       | $20922883.92       | Agency Mortgage-Backed Securities  |
| 4  NOTE AA 28                             | 2028-06-30      | 4.0000%  | 0.0000% | $200.00            | $203.99            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30                           | 2030-06-30      | 3.7500%  | 0.0000% | $100.00            | $101.03            | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. - Barclays 4.230000%
- **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_4.23_1001
- **C.18 - Value (incl. sponsor support):** $21750000000.00
- **C.18.a - Value (excl. sponsor support):** $21750000000.00
- **C.19 - Percentage of Net Assets:** 15.8100%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 6 3/8 BOND 27                             | 2027-08-15      | 6.3750%  | 0.0000% | $25000000.00       | $26443243.75       | U.S. Treasuries (including strips) |
| 6 3/8 BOND 27                             | 2027-08-15      | 6.3750%  | 0.0000% | $99000.00          | $104715.25         | U.S. Treasuries (including strips) |
| 6 1/8 BOND 27                             | 2027-11-15      | 6.1250%  | 0.0000% | $100.00            | $107.36            | U.S. Treasuries (including strips) |
| 5 1/4 BOND 28                             | 2028-11-15      | 5.2500%  | 0.0000% | $14013800.00       | $14945752.73       | U.S. Treasuries (including strips) |
| 5 3/8 BOND 31                             | 2031-02-15      | 5.3750%  | 0.0000% | $615000.00         | $666377.56         | U.S. Treasuries (including strips) |
| 5 3/8 BOND 31                             | 2031-02-15      | 5.3750%  | 0.0000% | $1312000.00        | $1421605.46        | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2027-01-31      | 3.9965%  | 0.0000% | $70920000.00       | $71327639.51       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32                           | 2032-01-31      | 4.3750%  | 0.0000% | $235478000.00      | $243907414.90      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32                           | 2032-01-31      | 4.3750%  | 0.0000% | $201549400.00      | $208764271.50      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35                           | 2035-02-15      | 4.6250%  | 0.0000% | $16171600.00       | $16919217.11       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35                           | 2035-02-15      | 4.6250%  | 0.0000% | $8940900.00        | $9354240.04        | U.S. Treasuries (including strips) |
| T 4 1/4 02/15/28                          | 2028-02-15      | 4.2500%  | 0.0000% | $768800.00         | $783932.67         | U.S. Treasuries (including strips) |
| T 4 1/8 02/28/27                          | 2027-02-28      | 4.1250%  | 0.0000% | $50000000.00       | $50481325.40       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32                           | 2032-02-29      | 4.1250%  | 0.0000% | $200.00            | $203.55            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32                           | 2032-02-29      | 4.1250%  | 0.0000% | $915400.00         | $931645.15         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32                           | 2032-02-29      | 4.1250%  | 0.0000% | $1055000.00        | $1073722.57        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28                          | 2028-03-15      | 3.8750%  | 0.0000% | $100.00            | $100.80            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28                          | 2028-03-15      | 3.8750%  | 0.0000% | $92041700.00       | $92779475.25       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32                           | 2032-03-31      | 4.1250%  | 0.0000% | $1700800.00        | $1724764.27        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32                           | 2032-03-31      | 4.1250%  | 0.0000% | $638375300.00      | $647370008.00      | U.S. Treasuries (including strips) |
| 4 NOTE W 30                               | 2030-03-31      | 4.0000%  | 0.0000% | $192457000.00      | $194772450.20      | U.S. Treasuries (including strips) |
| 4 NOTE W 30                               | 2030-03-31      | 4.0000%  | 0.0000% | $5322100.00        | $5386130.19        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27                          | 2027-03-31      | 3.8750%  | 0.0000% | $10901200.00       | $10935407.97       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27                          | 2027-03-31      | 3.8750%  | 0.0000% | $999700.00         | $1002837.06        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28                          | 2028-04-15      | 3.7500%  | 0.0000% | $85941800.00       | $87707999.82       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28                          | 2028-04-15      | 3.7500%  | 0.0000% | $5944000.00        | $6066155.83        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28                          | 2028-04-15      | 3.7500%  | 0.0000% | $57995100.00       | $59186963.97       | U.S. Treasuries (including strips) |
| TRFR BB 04/30/27                          | 2027-04-30      | 4.0585%  | 0.0000% | $2999800.00        | $3019499.49        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30                           | 2030-04-30      | 3.8750%  | 0.0000% | $533500.00         | $545810.90         | U.S. Treasuries (including strips) |
| 4 NOTE K 32                               | 2032-04-30      | 4.0000%  | 0.0000% | $201118900.00      | $205809884.70      | U.S. Treasuries (including strips) |
| T 4 04/30/32                              | 2032-04-30      | 4.0000%  | 0.0000% | $257329000.00      | $263331053.50      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35                           | 2035-05-15      | 4.2500%  | 0.0000% | $1962094800.00     | $2013416333.00     | U.S. Treasuries (including strips) |
| 6 3/4 BOND 26                             | 2026-08-15      | 6.7500%  | 0.0000% | $804000.00         | $831611.37         | U.S. Treasuries (including strips) |
| T 3 3/4 05/15/28                          | 2028-05-15      | 3.7500%  | 0.0000% | $100.00            | $101.75            | U.S. Treasuries (including strips) |
| T 3 3/4 05/15/28                          | 2028-05-15      | 3.7500%  | 0.0000% | $74481600.00       | $75784767.31       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28                          | 2028-05-15      | 3.7500%  | 0.0000% | $1768000.00        | $1798933.81        | U.S. Treasuries (including strips) |
| 5 1/2 BOND 28                             | 2028-08-15      | 5.5000%  | 0.0000% | $5063900.00        | $5361444.64        | U.S. Treasuries (including strips) |
| 6 5/8 BOND 27                             | 2027-02-15      | 6.6250%  | 0.0000% | $200.00            | $210.08            | U.S. Treasuries (including strips) |
| 6 BOND 26                                 | 2026-02-15      | 6.0000%  | 0.0000% | $236800.00         | $240408.12         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27                          | 2027-05-31      | 3.8750%  | 0.0000% | $13294100.00       | $13513448.22       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27                          | 2027-05-31      | 3.8750%  | 0.0000% | $9750500.00        | $9911380.00        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32                           | 2032-05-31      | 4.1250%  | 0.0000% | $629692100.00      | $646971480.90      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32                           | 2032-05-31      | 4.1250%  | 0.0000% | $131394000.00      | $134999582.80      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32                           | 2032-05-31      | 4.1250%  | 0.0000% | $3000700.00        | $3083042.21        | U.S. Treasuries (including strips) |
| 4 NOTE Z 30                               | 2030-05-31      | 4.0000%  | 0.0000% | $122100.00         | $125234.96         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28                          | 2028-06-15      | 3.8750%  | 0.0000% | $29430900.00       | $29962850.33       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28                          | 2028-06-15      | 3.8750%  | 0.0000% | $472358900.00      | $480896575.50      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28                          | 2028-06-15      | 3.8750%  | 0.0000% | $216963600.00      | $220885119.90      | U.S. Treasuries (including strips) |
| 4 NOTE M 32                               | 2032-06-30      | 4.0000%  | 0.0000% | $646725000.00      | $657176722.70      | U.S. Treasuries (including strips) |
| 4 NOTE M 32                               | 2032-06-30      | 4.0000%  | 0.0000% | $373229300.00      | $379261058.70      | U.S. Treasuries (including strips) |
| T 3 3/4 06/30/27                          | 2027-06-30      | 3.7500%  | 0.0000% | $172692500.00      | $174645652.20      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AQ 28                          | 2028-07-15      | 3.8750%  | 0.0000% | $100.00            | $101.48            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30                          | 2030-07-31      | 3.8750%  | 0.0000% | $310744400.00      | $314816467.30      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27                          | 2027-07-31      | 3.8750%  | 0.0000% | $6898000.00        | $6971672.25        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27                          | 2027-07-31      | 3.8750%  | 0.0000% | $31610900.00       | $31948511.81       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AR 28                          | 2028-08-15      | 3.6250%  | 0.0000% | $200.00            | $200.96            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27                          | 2027-08-31      | 3.6250%  | 0.0000% | $800.00            | $802.50            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE P 32                           | 2032-08-31      | 3.8750%  | 0.0000% | $4473100.00        | $4478849.39        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28                          | 2028-09-15      | 3.3750%  | 0.0000% | $530910100.00      | $528150684.70      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32                           | 2032-09-30      | 3.8750%  | 0.0000% | $36368900.00       | $36282887.55       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26                           | 2026-08-15      | 1.5000%  | 0.0000% | $3070800.00        | $3017183.83        | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27                           | 2027-08-15      | 2.2500%  | 0.0000% | $299800.00         | $293233.63         | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28                           | 2028-02-15      | 2.7500%  | 0.0000% | $200.00            | $196.73            | U.S. Treasuries (including strips) |
| T 2 3/4 02/15/28                          | 2028-02-15      | 2.7500%  | 0.0000% | $16921300.00       | $16644509.84       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28                           | 2028-05-15      | 2.8750%  | 0.0000% | $21685700.00       | $21516101.56       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28                           | 2028-08-15      | 2.8750%  | 0.0000% | $6160100.00        | $6056005.09        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2025-10-31      | 3.0000%  | 0.0000% | $1472600.00        | $1489499.30        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AD 30                          | 2030-09-30      | 3.6250%  | 0.0000% | $240732200.00      | $239639757.30      | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-10-30      | 0.0000%  | 0.0000% | $400.00            | $398.70            | U.S. Treasuries (including strips) |
| BILL 10/30/25                             | 2025-10-30      | 0.0000%  | 0.0000% | $400.00            | $398.70            | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-11-28      | 0.0000%  | 0.0000% | $84800.00          | $84255.92          | U.S. Treasuries (including strips) |
| BILL 11/28/25                             | 2025-11-28      | 0.0000%  | 0.0000% | $200.00            | $198.72            | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-12-26      | 0.0000%  | 0.0000% | $100904900.00      | $99975666.78       | U.S. Treasuries (including strips) |
| BILL 12/26/25                             | 2025-12-26      | 0.0000%  | 0.0000% | $542100.00         | $537107.80         | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-01-22      | 0.0000%  | 0.0000% | $273000.00         | $269752.39         | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-10-16      | 0.0000%  | 0.0000% | $200.00            | $199.66            | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-10-23      | 0.0000%  | 0.0000% | $23000.00          | $22943.28          | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-05-14      | 0.0000%  | 0.0000% | $1098400.00        | $1073669.52        | U.S. Treasuries (including strips) |
| BILL 06/11/26                             | 2026-06-11      | 0.0000%  | 0.0000% | $12064800.00       | $11762757.73       | U.S. Treasuries (including strips) |
| BILL 06/11/26                             | 2026-06-11      | 0.0000%  | 0.0000% | $3700000.00        | $3607370.50        | U.S. Treasuries (including strips) |
| BILL 12/11/25                             | 2025-12-11      | 0.0000%  | 0.0000% | $300.00            | $297.72            | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-10-14      | 0.0000%  | 0.0000% | $200.00            | $199.71            | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-10-21      | 0.0000%  | 0.0000% | $1000.00           | $997.75            | U.S. Treasuries (including strips) |
| BILL 10/21/25                             | 2025-10-21      | 0.0000%  | 0.0000% | $500.00            | $498.88            | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-07-09      | 0.0000%  | 0.0000% | $500.00            | $486.11            | U.S. Treasuries (including strips) |
| BILL 07/09/26                             | 2026-07-09      | 0.0000%  | 0.0000% | $100.00            | $97.22             | U.S. Treasuries (including strips) |
| BILL 08/06/26                             | 2026-08-06      | 0.0000%  | 0.0000% | $32239500.00       | $31258903.37       | U.S. Treasuries (including strips) |
| BILL 08/06/26                             | 2026-08-06      | 0.0000%  | 0.0000% | $1000400.00        | $969971.83         | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-11-12      | 0.0000%  | 0.0000% | $274000.00         | $272725.35         | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-11-18      | 0.0000%  | 0.0000% | $907600.00         | $902773.38         | U.S. Treasuries (including strips) |
| BILL 11/18/25                             | 2025-11-18      | 0.0000%  | 0.0000% | $100.00            | $99.47             | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-11-25      | 0.0000%  | 0.0000% | $544600.00         | $541278.48         | U.S. Treasuries (including strips) |
| BILL 09/03/26                             | 2026-09-03      | 0.0000%  | 0.0000% | $723700.00         | $700006.79         | U.S. Treasuries (including strips) |
| BILL 02/26/26                             | 2026-02-26      | 0.0000%  | 0.0000% | $1238300.00        | $1219311.91        | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-12-09      | 0.0000%  | 0.0000% | $4037400.00        | $4007781.63        | U.S. Treasuries (including strips) |
| BILL 12/09/25                             | 2025-12-09      | 0.0000%  | 0.0000% | $500.00            | $496.33            | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-03-12      | 0.0000%  | 0.0000% | $22500000.00       | $22121257.50       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BC 26                          | 2026-05-31      | 4.8750%  | 0.0000% | $3500.00           | $3580.05           | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29                           | 2029-05-31      | 4.5000%  | 0.0000% | $14349700.00       | $14973022.27       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31                           | 2031-05-31      | 4.6250%  | 0.0000% | $42141100.00       | $44542327.99       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27                          | 2027-06-15      | 4.6250%  | 0.0000% | $2574300.00        | $2650435.37        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27                          | 2027-06-15      | 4.6250%  | 0.0000% | $200.00            | $205.92            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31                           | 2031-06-30      | 4.2500%  | 0.0000% | $98726000.00       | $101997384.70      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31                           | 2031-06-30      | 4.2500%  | 0.0000% | $50000500.00       | $51657316.57       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29                          | 2029-06-30      | 4.2500%  | 0.0000% | $50077000.00       | $51627534.15       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-06-30      | 4.6250%  | 0.0000% | $808000.00         | $822305.24         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE BD 26                          | 2026-06-30      | 4.6250%  | 0.0000% | $100100.00         | $101872.22         | U.S. Treasuries (including strips) |
| TRFR BF 07/31/26                          | 2026-07-31      | 4.0805%  | 0.0000% | $761500.00         | $766893.10         | U.S. Treasuries (including strips) |
| TRFR BF 07/31/26                          | 2026-07-31      | 4.0805%  | 0.0000% | $300900.00         | $303031.04         | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-07-31      | 4.3750%  | 0.0000% | $200.00            | $202.44            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE BE 26                          | 2026-07-31      | 4.3750%  | 0.0000% | $190000.00         | $192316.68         | U.S. Treasuries (including strips) |
| 4 NOTE AB 29                              | 2029-07-31      | 4.0000%  | 0.0000% | $73274300.00       | $74612320.59       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31                           | 2031-07-31      | 4.1250%  | 0.0000% | $768994700.00      | $786527499.30      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31                           | 2031-07-31      | 4.1250%  | 0.0000% | $397943200.00      | $407016160.10      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34                           | 2034-08-15      | 3.8750%  | 0.0000% | $42332400.00       | $41938274.77       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34                           | 2034-08-15      | 3.8750%  | 0.0000% | $4070100.00        | $4032206.35        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27                          | 2027-08-15      | 3.7500%  | 0.0000% | $99999700.00       | $100691047.90      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27                          | 2027-08-15      | 3.7500%  | 0.0000% | $5839000.00        | $5879367.93        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-08-31      | 3.7500%  | 0.0000% | $2255800.00        | $2263290.91        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31                           | 2031-08-31      | 3.7500%  | 0.0000% | $110516000.00      | $110440598.80      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29                          | 2029-08-31      | 3.6250%  | 0.0000% | $1336500.00        | $1337952.97        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27                          | 2027-09-15      | 3.3750%  | 0.0000% | $100.00            | $99.70             | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27                          | 2027-09-15      | 3.3750%  | 0.0000% | $2869600.00        | $2861047.10        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31                           | 2031-09-30      | 3.6250%  | 0.0000% | $25001800.00       | $24724630.05       | U.S. Treasuries (including strips) |
| T 3 5/8 09/30/31                          | 2031-09-30      | 3.6250%  | 0.0000% | $64200900.00       | $63489168.82       | U.S. Treasuries (including strips) |
| T 3 5/8 09/30/31                          | 2031-09-30      | 3.6250%  | 0.0000% | $59526900.00       | $58866984.79       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29                          | 2029-09-30      | 3.5000%  | 0.0000% | $5254800.00        | $5219613.86        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29                          | 2029-09-30      | 3.5000%  | 0.0000% | $721400.00         | $716569.51         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27                          | 2027-10-15      | 3.8750%  | 0.0000% | $200.00            | $204.58            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29                          | 2029-10-31      | 4.1250%  | 0.0000% | $28242600.00       | $29192063.57       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29                          | 2029-10-31      | 4.1250%  | 0.0000% | $350900000.00      | $362696603.90      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29                          | 2029-10-31      | 4.1250%  | 0.0000% | $431637800.00      | $446148658.30      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26                          | 2026-10-31      | 4.1250%  | 0.0000% | $59106600.00       | $60372730.52       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26                          | 2026-10-31      | 4.1250%  | 0.0000% | $175000000.00      | $178748698.80      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26                          | 2026-10-31      | 4.1250%  | 0.0000% | $27144300.00       | $27725761.74       | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-10-31      | 4.1035%  | 0.0000% | $20556400.00       | $20707184.98       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31                           | 2031-10-31      | 4.1250%  | 0.0000% | $71213500.00       | $73540624.44       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34                           | 2034-11-15      | 4.2500%  | 0.0000% | $223568500.00      | $229905660.90      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34                           | 2034-11-15      | 4.2500%  | 0.0000% | $302294400.00      | $310863085.90      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34                           | 2034-11-15      | 4.2500%  | 0.0000% | $5364600.00        | $5516662.27        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27                          | 2027-11-15      | 4.1250%  | 0.0000% | $25000000.00       | $25648568.75       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27                          | 2027-11-15      | 4.1250%  | 0.0000% | $3745600.00        | $3842771.16        | U.S. Treasuries (including strips) |
| T 4 1/4 11/30/26                          | 2026-11-30      | 4.2500%  | 0.0000% | $73430000.00       | $74926699.24       | U.S. Treasuries (including strips) |
| T 4 1/4 11/30/26                          | 2026-11-30      | 4.2500%  | 0.0000% | $39835300.00       | $40647249.65       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31                           | 2031-11-30      | 4.1250%  | 0.0000% | $58524600.00       | $60202968.48       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31                           | 2031-11-30      | 4.1250%  | 0.0000% | $350000000.00      | $360037300.00      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29                          | 2029-11-30      | 4.1250%  | 0.0000% | $753144000.00      | $775913802.60      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29                          | 2029-11-30      | 4.1250%  | 0.0000% | $150543700.00      | $155095087.70      | U.S. Treasuries (including strips) |
| 4 NOTE AV 27                              | 2027-12-15      | 4.0000%  | 0.0000% | $1400.00           | $1428.16           | U.S. Treasuries (including strips) |
| 4 NOTE AV 27                              | 2027-12-15      | 4.0000%  | 0.0000% | $37866400.00       | $38628006.49       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31                           | 2031-12-31      | 4.5000%  | 0.0000% | $5352300.00        | $5602851.87        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31                           | 2031-12-31      | 4.5000%  | 0.0000% | $3948600.00        | $4133441.86        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29                          | 2029-12-31      | 4.3750%  | 0.0000% | $14063800.00       | $14589188.41       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26                          | 2026-12-31      | 4.2500%  | 0.0000% | $233460100.00      | $237487053.30      | U.S. Treasuries (including strips) |
| T 4 1/4 01/15/28                          | 2028-01-15      | 4.2500%  | 0.0000% | $34563400.00       | $35346733.25       | U.S. Treasuries (including strips) |
| T 4 1/4 01/15/28                          | 2028-01-15      | 4.2500%  | 0.0000% | $88211200.00       | $90210388.91       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28                          | 2028-01-15      | 4.2500%  | 0.0000% | $263000.00         | $268960.54         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30                           | 2030-01-31      | 4.2500%  | 0.0000% | $1017591500.00     | $1046882705.00     | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27                          | 2027-01-31      | 4.1250%  | 0.0000% | $2408600.00        | $2438562.11        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28                          | 2028-08-31      | 4.3750%  | 0.0000% | $100.00            | $102.41            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28                          | 2028-08-31      | 4.3750%  | 0.0000% | $46100000.00       | $47212931.96       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28                          | 2028-08-31      | 4.3750%  | 0.0000% | $1942000.00        | $1988883.16        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AS 26                          | 2026-09-15      | 4.6250%  | 0.0000% | $200.00            | $202.05            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30                           | 2030-09-30      | 4.6250%  | 0.0000% | $15313900.00       | $15926517.26       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30                           | 2030-09-30      | 4.6250%  | 0.0000% | $9421800.00        | $9798709.69        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28                          | 2028-09-30      | 4.6250%  | 0.0000% | $45899900.00       | $47197857.37       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AT 26                          | 2026-10-15      | 4.6250%  | 0.0000% | $400.00            | $412.22            | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2025-10-31      | 5.0000%  | 0.0000% | $31029800.00       | $31694800.98       | U.S. Treasuries (including strips) |
| 5 NOTE BJ 25                              | 2025-10-31      | 5.0000%  | 0.0000% | $8300.00           | $8477.88           | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28                          | 2028-10-31      | 4.8750%  | 0.0000% | $155500.00         | $164225.78         | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28                          | 2028-10-31      | 4.8750%  | 0.0000% | $2282000.00        | $2410052.93        | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28                          | 2028-10-31      | 4.8750%  | 0.0000% | $1570300.00        | $1658416.35        | U.S. Treasuries (including strips) |
| 4 7/8 NOTE R 30                           | 2030-10-31      | 4.8750%  | 0.0000% | $2580600.00        | $2766589.89        | U.S. Treasuries (including strips) |
| T 4 1/2 11/15/33                          | 2033-11-15      | 4.5000%  | 0.0000% | $1487800.00        | $1564879.94        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2025-11-30      | 4.8750%  | 0.0000% | $76429500.00       | $77760749.03       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE S 30                           | 2030-11-30      | 4.3750%  | 0.0000% | $390000.00         | $406956.55         | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AV 26                          | 2026-12-15      | 4.3750%  | 0.0000% | $3199900.00        | $3266382.09        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30                           | 2030-12-31      | 3.7500%  | 0.0000% | $4055800.00        | $4091945.29        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28                          | 2028-12-31      | 3.7500%  | 0.0000% | $1925200.00        | $1949921.49        | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27                              | 2027-01-15      | 4.0000%  | 0.0000% | $14500000.00       | $14676589.19       | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27                              | 2027-01-15      | 4.0000%  | 0.0000% | $1150000.00        | $1164005.35        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AW 26                          | 2026-01-31      | 4.2500%  | 0.0000% | $229700.00         | $231504.95         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AW 26                          | 2026-01-31      | 4.2500%  | 0.0000% | $466100.00         | $469762.54         | U.S. Treasuries (including strips) |
| 4 NOTE U 29                               | 2029-01-31      | 4.0000%  | 0.0000% | $46380000.00       | $47205630.56       | U.S. Treasuries (including strips) |
| 4 NOTE U 29                               | 2029-01-31      | 4.0000%  | 0.0000% | $1554000.00        | $1581663.43        | U.S. Treasuries (including strips) |
| 4 NOTE G 31                               | 2031-01-31      | 4.0000%  | 0.0000% | $13030300.00       | $13262166.83       | U.S. Treasuries (including strips) |
| 4 NOTE B 34                               | 2034-02-15      | 4.0000%  | 0.0000% | $16993100.00       | $17052847.74       | U.S. Treasuries (including strips) |
| 4 NOTE B 34                               | 2034-02-15      | 4.0000%  | 0.0000% | $9643200.00        | $9677105.49        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31                           | 2031-02-28      | 4.2500%  | 0.0000% | $592000.00         | $607773.31         | U.S. Treasuries (including strips) |
| T 4 1/4 02/28/29                          | 2029-02-28      | 4.2500%  | 0.0000% | $25420400.00       | $26000368.94       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AL 27                          | 2027-03-15      | 4.2500%  | 0.0000% | $4280300.00        | $4322961.96        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 31                           | 2031-03-31      | 4.1250%  | 0.0000% | $46221500.00       | $47001487.81       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29                           | 2029-03-31      | 4.1250%  | 0.0000% | $79131500.00       | $80349887.71       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29                           | 2029-03-31      | 4.1250%  | 0.0000% | $97264000.00       | $98761573.81       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-03-31      | 4.5000%  | 0.0000% | $30282000.00       | $30373330.51       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AZ 26                          | 2026-03-31      | 4.5000%  | 0.0000% | $1843800.00        | $1849360.90        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AM 27                          | 2027-04-15      | 4.5000%  | 0.0000% | $3441200.00        | $3554996.14        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AM 27                          | 2027-04-15      | 4.5000%  | 0.0000% | $1858900.00        | $1920371.48        | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BA 26                          | 2026-04-30      | 4.8750%  | 0.0000% | $4680300.00        | $4802682.09        | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-04-30      | 4.0485%  | 0.0000% | $10135000.00       | $10205529.35       | U.S. Treasuries (including strips) |
| TRFR BB 04/30/26                          | 2026-04-30      | 4.0485%  | 0.0000% | $148493000.00      | $149526361.20      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31                           | 2031-04-30      | 4.6250%  | 0.0000% | $12275900.00       | $13022200.33       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31                           | 2031-04-30      | 4.6250%  | 0.0000% | $1991300.00        | $2112358.97        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29                           | 2029-04-30      | 4.6250%  | 0.0000% | $362000000.00      | $380587230.30      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29                           | 2029-04-30      | 4.6250%  | 0.0000% | $37649500.00       | $39582648.97       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34                           | 2034-05-15      | 4.3750%  | 0.0000% | $239778900.00      | $249528370.00      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27                          | 2027-05-15      | 4.5000%  | 0.0000% | $901000.00         | $928037.21         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27                          | 2027-09-30      | 4.1250%  | 0.0000% | $4295800.00        | $4337301.72        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32                           | 2032-11-15      | 4.1250%  | 0.0000% | $1955100.00        | $2009746.51        | U.S. Treasuries (including strips) |
| T 4 1/8 11/15/32                          | 2032-11-15      | 4.1250%  | 0.0000% | $3920600.00        | $4030183.71        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AU 25                          | 2025-11-15      | 4.5000%  | 0.0000% | $2442000.00        | $2484205.09        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29                           | 2029-11-30      | 3.8750%  | 0.0000% | $3372900.00        | $3439328.14        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29                           | 2029-11-30      | 3.8750%  | 0.0000% | $108906100.00      | $111050969.40      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27                          | 2027-11-30      | 3.8750%  | 0.0000% | $9499800.00        | $9672655.20        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27                          | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50909783.35       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27                          | 2027-11-30      | 3.8750%  | 0.0000% | $9935900.00        | $10116690.33       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2025-12-15      | 4.0000%  | 0.0000% | $20078300.00       | $20315765.83       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27                          | 2027-12-31      | 3.8750%  | 0.0000% | $5064800.00        | $5141919.18        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28                           | 2028-01-31      | 3.5000%  | 0.0000% | $91906000.00       | $92201995.22       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28                           | 2028-01-31      | 3.5000%  | 0.0000% | $207093900.00      | $207760872.80      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28                           | 2028-01-31      | 3.5000%  | 0.0000% | $46189100.00       | $46337858.00       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30                           | 2030-01-31      | 3.5000%  | 0.0000% | $305800.00         | $305129.88         | U.S. Treasuries (including strips) |
| 4  NOTE AK 26                             | 2026-02-15      | 4.0000%  | 0.0000% | $1250500.00        | $1257035.11        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33                           | 2033-02-15      | 3.5000%  | 0.0000% | $15421000.00       | $15053656.36       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33                           | 2033-02-15      | 3.5000%  | 0.0000% | $113030000.00      | $110337512.40      | U.S. Treasuries (including strips) |
| 4 NOTE V 28                               | 2028-02-29      | 4.0000%  | 0.0000% | $8161500.00        | $8261110.43        | U.S. Treasuries (including strips) |
| 4 NOTE H 30                               | 2030-02-28      | 4.0000%  | 0.0000% | $100.00            | $101.55            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28                           | 2028-03-31      | 3.6250%  | 0.0000% | $50734300.00       | $50751245.26       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28                           | 2028-03-31      | 3.6250%  | 0.0000% | $423231100.00      | $423372459.20      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28                           | 2028-03-31      | 3.6250%  | 0.0000% | $47751000.00       | $47766948.83       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 26                          | 2026-04-15      | 3.7500%  | 0.0000% | $2999300.00        | $3049289.68        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE K 30                           | 2030-04-30      | 3.5000%  | 0.0000% | $4981600.00        | $5009011.90        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28                           | 2028-04-30      | 3.5000%  | 0.0000% | $2890100.00        | $2924210.78        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28                           | 2028-04-30      | 3.5000%  | 0.0000% | $50000000.00       | $50590131.50       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AN 26                          | 2026-05-15      | 3.6250%  | 0.0000% | $795000.00         | $804744.12         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AN 26                          | 2026-05-15      | 3.6250%  | 0.0000% | $400.00            | $404.90            | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33                           | 2033-05-15      | 3.3750%  | 0.0000% | $19448700.00       | $18948114.77       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33                           | 2033-05-15      | 3.3750%  | 0.0000% | $351522000.00      | $342474263.10      | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33                           | 2033-05-15      | 3.3750%  | 0.0000% | $42625100.00       | $41527983.21       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28                           | 2028-05-31      | 3.6250%  | 0.0000% | $8670600.00        | $8778300.41        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28                           | 2028-05-31      | 3.6250%  | 0.0000% | $300.00            | $303.73            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30                           | 2030-05-31      | 3.7500%  | 0.0000% | $100.00            | $101.37            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30                           | 2030-05-31      | 3.7500%  | 0.0000% | $100.00            | $101.37            | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-06-15      | 4.1250%  | 0.0000% | $100.00            | $101.43            | U.S. Treasuries (including strips) |
| T 3 3/4 06/30/30                          | 2030-06-30      | 3.7500%  | 0.0000% | $2520900.00        | $2546787.12        | U.S. Treasuries (including strips) |
| 4  NOTE AA 28                             | 2028-06-30      | 4.0000%  | 0.0000% | $170545100.00      | $173950544.60      | U.S. Treasuries (including strips) |
| 4  NOTE AA 28                             | 2028-06-30      | 4.0000%  | 0.0000% | $1000.00           | $1019.97           | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-07-15      | 4.5000%  | 0.0000% | $82900.00          | $84134.86          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AB 28                          | 2028-07-31      | 4.1250%  | 0.0000% | $6872000.00        | $7011107.39        | U.S. Treasuries (including strips) |
| 4  NOTE N 30                              | 2030-07-31      | 4.0000%  | 0.0000% | $6618600.00        | $6741086.69        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33                           | 2033-08-15      | 3.8750%  | 0.0000% | $400.00            | $399.06            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33                           | 2033-08-15      | 3.8750%  | 0.0000% | $150000000.00      | $149649262.50      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33                           | 2033-08-15      | 3.8750%  | 0.0000% | $65008900.00       | $64856892.94       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AR 26                          | 2026-08-15      | 4.3750%  | 0.0000% | $4354400.00        | $4400372.67        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30                           | 2030-08-31      | 4.1250%  | 0.0000% | $72500.00          | $74011.73          | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28                           | 2028-01-31      | 0.7500%  | 0.0000% | $3700000.00        | $3469390.87        | U.S. Treasuries (including strips) |
| T 1 1/8 02/15/31                          | 2031-02-15      | 1.1250%  | 0.0000% | $7389000.00        | $6471554.05        | U.S. Treasuries (including strips) |
| T 1 1/8 02/15/31                          | 2031-02-15      | 1.1250%  | 0.0000% | $113900.00         | $99757.75          | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 28                           | 2028-02-29      | 1.1250%  | 0.0000% | $3142600.00        | $2966429.99        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE V 26                           | 2026-02-28      | 0.5000%  | 0.0000% | $385800.00         | $380577.95         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28                           | 2028-03-31      | 1.2500%  | 0.0000% | $29633700.00       | $27974301.70       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-03-31      | 0.7500%  | 0.0000% | $100.00            | $98.47             | U.S. Treasuries (including strips) |
| 0 3/4 NOTE W 26                           | 2026-03-31      | 0.7500%  | 0.0000% | $236100.00         | $232489.56         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28                           | 2028-04-30      | 1.2500%  | 0.0000% | $4099600.00        | $3883473.23        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31                           | 2031-05-15      | 1.6250%  | 0.0000% | $14807800.00       | $13282474.44       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31                           | 2031-05-15      | 1.6250%  | 0.0000% | $13752800.00       | $12336148.14       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28                           | 2028-05-31      | 1.2500%  | 0.0000% | $38159800.00       | $36034400.91       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28                           | 2028-06-30      | 1.2500%  | 0.0000% | $1024000.00        | $964174.85         | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-07-31      | 0.6250%  | 0.0000% | $200.00            | $195.09            | U.S. Treasuries (including strips) |
| 0 5/8 NOTE AB 26                          | 2026-07-31      | 0.6250%  | 0.0000% | $10101200.00       | $9853417.61        | U.S. Treasuries (including strips) |
| 1 NOTE N 28                               | 2028-07-31      | 1.0000%  | 0.0000% | $49999800.00       | $46578944.13       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31                           | 2031-08-15      | 1.2500%  | 0.0000% | $10041500.00       | $8707290.92        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-08-31      | 0.7500%  | 0.0000% | $200.00            | $194.77            | U.S. Treasuries (including strips) |
| 0 3/4 NOTE AC 26                          | 2026-08-31      | 0.7500%  | 0.0000% | $202200.00         | $196917.23         | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26                          | 2026-10-31      | 1.1250%  | 0.0000% | $900.00            | $879.55            | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26                          | 2026-10-31      | 1.1250%  | 0.0000% | $5755000.00        | $5624202.14        | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31                           | 2031-11-15      | 1.3750%  | 0.0000% | $2540200.00        | $2213467.41        | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31                           | 2031-11-15      | 1.3750%  | 0.0000% | $125071600.00      | $108984296.70      | U.S. Treasuries (including strips) |
| T 1 1/4 11/30/26                          | 2026-11-30      | 1.2500%  | 0.0000% | $16934100.00       | $16533315.02       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE S 28                           | 2028-11-30      | 1.5000%  | 0.0000% | $225179300.00      | $212027703.00      | U.S. Treasuries (including strips) |
| 1 1/2 NOTE S 28                           | 2028-11-30      | 1.5000%  | 0.0000% | $300000000.00      | $282478500.00      | U.S. Treasuries (including strips) |
| 1 3/8 NOTE T 28                           | 2028-12-31      | 1.3750%  | 0.0000% | $13995000.00       | $13081217.47       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AH 26                          | 2026-12-31      | 1.2500%  | 0.0000% | $282760400.00      | $275249152.70      | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29                           | 2029-01-31      | 1.7500%  | 0.0000% | $27350000.00       | $25813444.59       | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29                           | 2029-01-31      | 1.7500%  | 0.0000% | $200.00            | $188.76            | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32                           | 2032-02-15      | 1.8750%  | 0.0000% | $291830700.00      | $259808628.00      | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29                           | 2029-02-28      | 1.8750%  | 0.0000% | $21360200.00       | $20188547.47       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29                           | 2029-02-28      | 1.8750%  | 0.0000% | $13281700.00       | $12553170.43       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27                           | 2027-02-28      | 1.8750%  | 0.0000% | $16769000.00       | $16382019.56       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29                           | 2029-03-31      | 2.3750%  | 0.0000% | $124572900.00      | $119386182.70      | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29                           | 2029-03-31      | 2.3750%  | 0.0000% | $10359800.00       | $9928459.37        | U.S. Treasuries (including strips) |
| 2 1/2 NOTE W 27                           | 2027-03-31      | 2.5000%  | 0.0000% | $100.00            | $98.32             | U.S. Treasuries (including strips) |
| 2 1/2 NOTE W 27                           | 2027-03-31      | 2.5000%  | 0.0000% | $1305100.00        | $1283175.63        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29                           | 2029-04-30      | 2.8750%  | 0.0000% | $5638000.00        | $5557647.93        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27                           | 2027-04-30      | 2.7500%  | 0.0000% | $130500.00         | $130193.90         | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27                           | 2027-04-30      | 2.7500%  | 0.0000% | $13741700.00       | $13709467.80       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32                           | 2032-05-15      | 2.8750%  | 0.0000% | $405100.00         | $385506.22         | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29                           | 2029-05-31      | 2.7500%  | 0.0000% | $100.00            | $97.79             | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27                           | 2027-05-31      | 2.6250%  | 0.0000% | $109650100.00      | $108797351.20      | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27                           | 2027-05-31      | 2.6250%  | 0.0000% | $100.00            | $99.22             | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27                          | 2027-06-30      | 3.2500%  | 0.0000% | $200.00            | $200.33            | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27                          | 2027-06-30      | 3.2500%  | 0.0000% | $312352100.00      | $312864669.80      | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27                          | 2027-07-31      | 2.7500%  | 0.0000% | $27317000.00       | $27015787.02       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE N 29                           | 2029-07-31      | 2.6250%  | 0.0000% | $28057100.00       | $27133971.55       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE AC 27                          | 2027-08-31      | 3.1250%  | 0.0000% | $37118300.00       | $36874981.34       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29                           | 2029-08-31      | 3.1250%  | 0.0000% | $176839000.00      | $173737204.90      | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29                           | 2029-08-31      | 3.1250%  | 0.0000% | $200480000.00      | $196963536.50      | U.S. Treasuries (including strips) |
| 2 7/8 NOTE S 25                           | 2025-11-30      | 2.8750%  | 0.0000% | $2495000.00        | $2513882.99        | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29                           | 2029-02-15      | 2.6250%  | 0.0000% | $1420600.00        | $1379860.39        | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29                           | 2029-02-15      | 2.6250%  | 0.0000% | $11603000.00       | $11270252.07       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE J 26                           | 2026-03-31      | 2.2500%  | 0.0000% | $700.00            | $694.44            | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29                           | 2029-05-15      | 2.3750%  | 0.0000% | $210966800.00      | $203722674.80      | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29                           | 2029-05-15      | 2.3750%  | 0.0000% | $2741000.00        | $2646880.23        | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 25                           | 2025-11-15      | 2.2500%  | 0.0000% | $2570400.00        | $2586360.90        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE B 26                           | 2026-02-15      | 1.6250%  | 0.0000% | $3679400.00        | $3655668.79        | U.S. Treasuries (including strips) |
| 2 NOTE F 26                               | 2026-11-15      | 2.0000%  | 0.0000% | $40938400.00       | $40475796.08       | U.S. Treasuries (including strips) |
| 2 NOTE F 26                               | 2026-11-15      | 2.0000%  | 0.0000% | $100.00            | $98.87             | U.S. Treasuries (including strips) |
| 2 NOTE F 26                               | 2026-11-15      | 2.0000%  | 0.0000% | $143895000.00      | $142268986.50      | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27                           | 2027-02-15      | 2.2500%  | 0.0000% | $23186900.00       | $22811446.12       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27                           | 2027-02-15      | 2.2500%  | 0.0000% | $234846500.00      | $231043748.10      | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27                           | 2027-02-15      | 2.2500%  | 0.0000% | $267700.00         | $263365.27         | U.S. Treasuries (including strips) |
| 1 7/8 NOTE N 26                           | 2026-07-31      | 1.8750%  | 0.0000% | $15033300.00       | $14848811.58       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29                           | 2029-08-15      | 1.6250%  | 0.0000% | $4692100.00        | $4364062.39        | U.S. Treasuries (including strips) |
| 1 3/8 NOTE P 26                           | 2026-08-31      | 1.3750%  | 0.0000% | $817600.00         | $801237.78         | U.S. Treasuries (including strips) |
| 1 5/8 NOTE R 26                           | 2026-10-31      | 1.6250%  | 0.0000% | $252600.00         | $248739.29         | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29                           | 2029-11-15      | 1.7500%  | 0.0000% | $3613000.00        | $3376245.53        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26                           | 2026-11-30      | 1.6250%  | 0.0000% | $18560600.00       | $18225352.26       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26                           | 2026-11-30      | 1.6250%  | 0.0000% | $100.00            | $98.19             | U.S. Treasuries (including strips) |
| 1 3/4 NOTE T 26                           | 2026-12-31      | 1.7500%  | 0.0000% | $12509100.00       | $12268374.88       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27                           | 2027-01-31      | 1.5000%  | 0.0000% | $9674700.00        | $9426035.18        | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30                           | 2030-02-15      | 1.5000%  | 0.0000% | $6075600.00        | $5553991.51        | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30                           | 2030-02-15      | 1.5000%  | 0.0000% | $4560400.00        | $4168875.98        | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 27                           | 2027-02-28      | 1.1250%  | 0.0000% | $27305000.00       | $26376611.43       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 27                           | 2027-02-28      | 1.1250%  | 0.0000% | $100.00            | $96.60             | U.S. Treasuries (including strips) |
| 0 5/8 NOTE J 27                           | 2027-03-31      | 0.6250%  | 0.0000% | $300.00            | $286.84            | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27                           | 2027-04-30      | 0.5000%  | 0.0000% | $99200.00          | $94660.29          | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30                           | 2030-05-15      | 0.6250%  | 0.0000% | $20864700.00       | $18197414.13       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30                           | 2030-05-15      | 0.6250%  | 0.0000% | $1280200.00        | $1116542.75        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE L 27                           | 2027-05-31      | 0.5000%  | 0.0000% | $100.00            | $95.13             | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27                           | 2027-06-30      | 0.5000%  | 0.0000% | $9431900.00        | $8946987.16        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27                           | 2027-06-30      | 0.5000%  | 0.0000% | $200.00            | $189.72            | U.S. Treasuries (including strips) |
| 0 3/8 NOTE N 27                           | 2027-07-31      | 0.3750%  | 0.0000% | $21478900.00       | $20263808.62       | U.S. Treasuries (including strips) |
| 0 3/8 NOTE N 27                           | 2027-07-31      | 0.3750%  | 0.0000% | $425000.00         | $400957.16         | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27                           | 2027-08-31      | 0.5000%  | 0.0000% | $4019600.00        | $3790789.76        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2025-10-31      | 0.2500%  | 0.0000% | $1340500.00        | $1337598.36        | U.S. Treasuries (including strips) |
| 0 1/4 NOTE AF 25                          | 2025-10-31      | 0.2500%  | 0.0000% | $100.00            | $99.78             | U.S. Treasuries (including strips) |
| 0 1/2 NOTE R 27                           | 2027-10-31      | 0.5000%  | 0.0000% | $200000.00         | $188045.56         | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30                           | 2030-11-15      | 0.8750%  | 0.0000% | $1937100.00        | $1686871.72        | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30                           | 2030-11-15      | 0.8750%  | 0.0000% | $300.00            | $261.25            | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30                           | 2030-11-15      | 0.8750%  | 0.0000% | $2360600.00        | $2055665.36        | U.S. Treasuries (including strips) |
| 0 3/8 NOTE AG 25                          | 2025-11-30      | 0.3750%  | 0.0000% | $213100.00         | $212084.15         | U.S. Treasuries (including strips) |
| T 0 5/8 12/31/27                          | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $93.75             | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27                           | 2027-12-31      | 0.6250%  | 0.0000% | $155949000.00      | $146209283.20      | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2025-12-31      | 0.3750%  | 0.0000% | $3025900.00        | $3001661.03        | U.S. Treasuries (including strips) |
| 0 3/8 NOTE U 26                           | 2026-01-31      | 0.3750%  | 0.0000% | $655900.00         | $648503.16         | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. - Barclays 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 06799C006, C.3 - LEI: N/A, C.5 - Other ID: 06799C006_4.25_1001
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| T 3 3/4 05/15/28 | 2028-05-15      | 3.7500%  | 0.0000% | $400.00            | $407.00            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32  | 2032-09-30      | 3.8750%  | 0.0000% | $224390400.00      | $223859716.70      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32  | 2032-09-30      | 3.8750%  | 0.0000% | $255604600.00      | $255000095.10      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  | 0.0000% | $705272000.00      | $728641893.00      | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  | 0.0000% | $39386100.00       | $38372351.02       | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27 | 2027-06-30      | 3.2500%  | 0.0000% | $400.00            | $400.66            | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  | 0.0000% | $30160900.00       | $29125242.56       | U.S. Treasuries (including strips) |

### Security 6: Societe Generale

- **C.1 - Title:** Societe Generale 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: 08099Z008, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 08099Z008_4.15_1001
- **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:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 BOND 52       | 2052-11-15      | 4.0000%  | 0.0000% | $1000.00           | $903.20            | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54   | 2054-08-15      | 4.2500%  | 0.0000% | $121355000.00      | $113134715.70      | U.S. Treasuries (including strips) |
| 3 BOND 52       | 2052-08-15      | 3.0000%  | 0.0000% | $800.00            | $590.51            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33 | 2033-08-15      | 3.8750%  | 0.0000% | $142286000.00      | $141863944.20      | U.S. Treasuries (including strips) |

### Security 7: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 136998002, C.3 - LEI: N/A, C.5 - Other ID: 136998002_4.21_1001
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNAR XX.XXX HYAM6629 | 2029-09-01      | 3.4600%  | 0.0000% | $1680.14           | $1650.07           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN2147 | 2028-08-01      | 2.5700%  | 0.0000% | $311803.61         | $300301.27         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN2375 | 2031-09-01      | 2.5100%  | 0.0000% | $886.21            | $814.54            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN5620 | 2032-06-01      | 3.2600%  | 0.0000% | $1684.65           | $1600.79           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN7163 | 2027-10-01      | 2.9400%  | 0.0000% | $1710.03           | $1680.38           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN6316 | 2029-08-01      | 3.2100%  | 0.0000% | $932.22            | $903.30            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN7211 | 2032-10-01      | 3.3300%  | 0.0000% | $1790.32           | $1690.47           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN8293 | 2028-02-01      | 3.2500%  | 0.0000% | $2614.69           | $2572.88           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4693 | 2052-09-01      | 5.5000%  | 0.0000% | $746.77            | $766.93            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5090 | 2052-11-01      | 6.0000%  | 0.0000% | $13548875.10       | $14124882.94       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY7751 | 2055-07-01      | 6.0000%  | 0.0000% | $297560.74         | $310070.30         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY8426 | 2055-06-01      | 7.0000%  | 0.0000% | $15977.66          | $16875.92          | Agency Mortgage-Backed Securities  |
| GNMI SF CR2389 X     | 2053-04-15      | 6.5000%  | 0.0000% | $970.41            | $1061.61           | Agency Mortgage-Backed Securities  |
| GNII SF CU6166 C     | 2053-06-20      | 6.0000%  | 0.0000% | $1945.43           | $2104.34           | Agency Mortgage-Backed Securities  |
| GNII SF CU9210 C     | 2053-06-20      | 6.5000%  | 0.0000% | $908.79            | $950.13            | Agency Mortgage-Backed Securities  |
| GNII SF CV1562 C     | 2053-06-20      | 6.5000%  | 0.0000% | $1586.93           | $1665.38           | Agency Mortgage-Backed Securities  |
| GNII SF CV6268 C     | 2053-09-20      | 7.0000%  | 0.0000% | $807.41            | $858.60            | Agency Mortgage-Backed Securities  |
| GNHA AL DC8273 H     | 2074-07-20      | 6.6730%  | 0.0000% | $2696300.35        | $2855324.70        | Agency Mortgage-Backed Securities  |
| FMAR 841660 G        | 2050-05-01      | 3.1620%  | 0.0000% | $2281.04           | $2201.23           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA2790 | 2050-06-01      | 2.5000%  | 0.0000% | $443.22            | $378.84            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA5855 | 2051-09-01      | 2.5000%  | 0.0000% | $6093531.19        | $5175990.96        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA8886 | 2053-04-01      | 6.0000%  | 0.0000% | $23913108.16       | $24918279.71       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA8213 | 2052-11-30      | 6.0000%  | 0.0000% | $711.43            | $741.68            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW8740 | 2052-10-01      | 4.5000%  | 0.0000% | $439334.76         | $436657.01         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW9574 | 2052-11-01      | 4.5000%  | 0.0000% | $1007.50           | $995.77            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX2116 | 2052-12-01      | 6.0000%  | 0.0000% | $954608.90         | $1001496.74        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX H2BZ2691 | 2034-01-01      | 5.2400%  | 0.0000% | $1915997.00        | $2011415.78        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX H2BZ1991 | 2029-12-01      | 4.4000%  | 0.0000% | $3668570.80        | $3720068.16        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX H2BZ2025 | 2029-03-01      | 4.4200%  | 0.0000% | $7375107.65        | $7487287.14        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ2218 | 2029-11-01      | 4.4900%  | 0.0000% | $6390000.00        | $6495115.14        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ2788 | 2030-01-01      | 4.4500%  | 0.0000% | $1782720.00        | $1809629.66        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CTMA5340 | 2044-04-01      | 6.0000%  | 0.0000% | $585.90            | $605.62            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  | 0.0000% | $71825608.20       | $72827615.37       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CTMA5564 | 2044-12-01      | 6.0000%  | 0.0000% | $797.65            | $820.49            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0581 | 2051-05-01      | 2.0000%  | 0.0000% | $730.64            | $597.32            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX5177 | 2055-02-01      | 5.5000%  | 0.0000% | $1896.92           | $1927.95           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX7524 | 2055-02-01      | 6.5000%  | 0.0000% | $1859762.44        | $1960204.70        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX8394 | 2055-03-01      | 6.5000%  | 0.0000% | $1080873.25        | $1151698.67        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX8572 | 2055-02-01      | 6.5000%  | 0.0000% | $1064737.73        | $1119946.63        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX8670 | 2055-03-01      | 6.5000%  | 0.0000% | $1350917.27        | $1433854.28        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX8659 | 2055-03-01      | 7.0000%  | 0.0000% | $1038815.49        | $1110771.00        | Agency Mortgage-Backed Securities  |
| GNII SF BW0562 C     | 2050-07-20      | 3.0000%  | 0.0000% | $369.77            | $331.87            | Agency Mortgage-Backed Securities  |
| GNII SF BX5468 C     | 2050-09-20      | 3.0000%  | 0.0000% | $93.59             | $84.14             | Agency Mortgage-Backed Securities  |
| GNMI SF BY2839 X     | 2051-01-15      | 2.5000%  | 0.0000% | $784.26            | $682.65            | Agency Mortgage-Backed Securities  |
| GNII SF CB3228 C     | 2051-02-20      | 3.5000%  | 0.0000% | $1136.01           | $1046.55           | Agency Mortgage-Backed Securities  |
| GNII SF CD3283 C     | 2051-09-20      | 4.0000%  | 0.0000% | $837.07            | $817.28            | Agency Mortgage-Backed Securities  |
| GNHA AL CL8179 H     | 2072-05-20      | 6.6210%  | 0.0000% | $2073484.24        | $2196842.38        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HT471415 | 2032-05-01      | 3.4000%  | 0.0000% | $1223.15           | $1200.32           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1563 | 2055-04-01      | 5.5000%  | 0.0000% | $978.57            | $999.92            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1992 | 2054-10-01      | 6.0000%  | 0.0000% | $12477.76          | $12961.75          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0565 | 2055-01-01      | 6.0000%  | 0.0000% | $15490733.15       | $16189664.69       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ2688 | 2054-10-01      | 6.5000%  | 0.0000% | $1889.93           | $1972.12           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1954 | 2054-07-01      | 5.5000%  | 0.0000% | $8309345.86        | $8505367.95        | Agency Mortgage-Backed Securities  |
| GNII SF DG7415 C     | 2055-01-20      | 7.5000%  | 0.0000% | $1001.87           | $1083.12           | Agency Mortgage-Backed Securities  |
| GNHA AL DJ1381 H     | 2075-04-20      | 6.5550%  | 0.0000% | $1547274.88        | $1638066.31        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2056 | 2052-12-01      | 6.0000%  | 0.0000% | $2851640.34        | $2973158.24        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2040 | 2052-12-01      | 6.0000%  | 0.0000% | $3475631.95        | $3619284.46        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4688 | 2054-02-01      | 6.5000%  | 0.0000% | $254286.50         | $269783.00         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA4378 | 2054-03-01      | 6.0000%  | 0.0000% | $1023399.07        | $1073668.77        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA4933 | 2053-11-01      | 7.0000%  | 0.0000% | $740.42            | $787.25            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA7399 | 2054-01-01      | 7.0000%  | 0.0000% | $568561.09         | $607231.14         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5584 | 2054-06-01      | 5.5000%  | 0.0000% | $1103301.89        | $1134834.87        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB5819 | 2054-07-01      | 6.5000%  | 0.0000% | $960561.88         | $1015258.31        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB7117 | 2054-07-01      | 5.5000%  | 0.0000% | $689192.46         | $709516.44         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB6670 | 2054-06-01      | 7.0000%  | 0.0000% | $675.47            | $713.31            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB7781 | 2054-08-01      | 6.5000%  | 0.0000% | $1030089.25        | $1089777.89        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB9793 | 2054-08-01      | 7.0000%  | 0.0000% | $981830.18         | $1048915.58        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB9797 | 2054-08-01      | 7.0000%  | 0.0000% | $461921.60         | $492809.78         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC0877 | 2055-03-01      | 6.5000%  | 0.0000% | $16594.35          | $17500.82          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0692 | 2054-11-01      | 5.5000%  | 0.0000% | $17426.75          | $17942.66          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3615 | 2054-10-01      | 5.5000%  | 0.0000% | $1087187.57        | $1121397.62        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC5859 | 2054-11-01      | 5.5000%  | 0.0000% | $20689.86          | $21098.74          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC8522 | 2054-12-01      | 5.5000%  | 0.0000% | $786476.29         | $808906.24         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD0226 | 2055-03-01      | 7.0000%  | 0.0000% | $1153586.75        | $1232449.27        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM5867 | 2049-06-01      | 3.5000%  | 0.0000% | $29280058.29       | $27436188.90       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM7512 | 2051-04-01      | 2.0000%  | 0.0000% | $772.68            | $627.56            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM9190 | 2051-10-01      | 2.0000%  | 0.0000% | $795.86            | $647.08            | Agency Mortgage-Backed Securities  |
| GNII ET DI5902 C     | 2065-03-20      | 7.0000%  | 0.0000% | $4059.82           | $4188.30           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  | 0.0000% | $24769623.73       | $25126443.93       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4205 | 2053-10-01      | 6.5000%  | 0.0000% | $4250421.71        | $4440314.02        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD4488 | 2055-04-01      | 6.0000%  | 0.0000% | $2970758.59        | $3100225.24        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD3653 | 2055-02-01      | 5.5000%  | 0.0000% | $126624.01         | $129115.28         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD6819 | 2055-04-01      | 5.5000%  | 0.0000% | $1542102.01        | $1574417.62        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD7380 | 2055-04-01      | 7.0000%  | 0.0000% | $2924487.46        | $3089477.94        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE3071 | 2055-07-01      | 7.0000%  | 0.0000% | $15742.66          | $16745.06          | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE3183 | 2055-07-01      | 7.0000%  | 0.0000% | $2043781.72        | $2157599.69        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE4236 | 2055-07-01      | 7.0000%  | 0.0000% | $1450488.72        | $1554987.57        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE4238 | 2055-07-01      | 7.0000%  | 0.0000% | $1064641.15        | $1129378.67        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS5972 | 2053-10-01      | 6.5000%  | 0.0000% | $2712591.72        | $2878051.98        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6942 | 2053-12-01      | 6.5000%  | 0.0000% | $1487.21           | $1552.33           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB0099 | 2050-06-01      | 2.5000%  | 0.0000% | $1073.49           | $917.33            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB1310 | 2050-07-01      | 2.0000%  | 0.0000% | $1162.80           | $953.64            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE2847 | 2052-05-01      | 4.5000%  | 0.0000% | $196494.53         | $193716.68         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 I4BF0566 | 2061-09-01      | 5.0000%  | 0.0000% | $1282.92           | $1291.33           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL3076 | 2029-09-01      | 2.1500%  | 0.0000% | $2737.22           | $2556.46           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL3435 | 2029-09-01      | 2.9000%  | 0.0000% | $1984.18           | $1904.94           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL4150 | 2031-09-01      | 2.3800%  | 0.0000% | $2000.00           | $1807.95           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL6290 | 2030-05-01      | 2.0800%  | 0.0000% | $1000.00           | $910.99            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL8565 | 2030-10-01      | 1.3300%  | 0.0000% | $1000.00           | $877.98            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0277 | 2055-04-01      | 6.5000%  | 0.0000% | $973.37            | $1030.14           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0528 | 2055-06-01      | 6.5000%  | 0.0000% | $1076.51           | $1123.96           | Agency Mortgage-Backed Securities  |
| GNII SF MA6410 M     | 2050-01-20      | 3.5000%  | 0.0000% | $35508494.57       | $32863269.53       | Agency Mortgage-Backed Securities  |
| GNII SF MA6930 M     | 2050-10-20      | 2.0000%  | 0.0000% | $36814909.19       | $30621025.70       | Agency Mortgage-Backed Securities  |
| GNII SF MA7989 M     | 2052-04-20      | 3.5000%  | 0.0000% | $34390843.54       | $31716936.33       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH5928 | 2053-11-01      | 6.5000%  | 0.0000% | $891156.90         | $942189.10         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1281 | 2054-08-01      | 6.0000%  | 0.0000% | $968285.50         | $1013050.63        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1407 | 2054-08-01      | 6.0000%  | 0.0000% | $1124590.48        | $1177988.66        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1586 | 2054-08-01      | 6.0000%  | 0.0000% | $1082259.98        | $1128734.75        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ1912 | 2054-08-01      | 7.0000%  | 0.0000% | $1098936.35        | $1169690.15        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ2462 | 2054-08-01      | 6.0000%  | 0.0000% | $20604.35          | $21535.22          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ4504 | 2054-09-01      | 5.5000%  | 0.0000% | $5624121.27        | $5778028.48        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX XYBM7037 | 2032-08-01      | 1.7546%  | 0.0000% | $1990.72           | $1731.51           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS0898 | 2031-02-01      | 1.4900%  | 0.0000% | $2000.00           | $1754.00           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS1693 | 2031-04-01      | 1.9800%  | 0.0000% | $2000.00           | $1792.36           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS0968 | 2031-02-01      | 1.3400%  | 0.0000% | $967.88            | $842.44            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS1182 | 2031-03-01      | 1.3800%  | 0.0000% | $1000.00           | $865.38            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS1195 | 2031-02-01      | 1.5800%  | 0.0000% | $32815.00          | $28793.88          | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS3683 | 2031-11-01      | 1.8100%  | 0.0000% | $2007.00           | $1749.59           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBS4615 | 2029-01-01      | 1.6650%  | 0.0000% | $1000.00           | $929.16            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3238 | 2048-01-01      | 3.5000%  | 0.0000% | $11726583.13       | $10975430.33       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4208 | 2050-12-01      | 2.0000%  | 0.0000% | $660.34            | $539.80            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY6850 | 2055-07-01      | 7.0000%  | 0.0000% | $899.82            | $948.92            | Agency Mortgage-Backed Securities  |
| 0 7/8 TRIB 47        | 2047-02-15      | 0.8750%  | 0.0000% | $5329637.98        | $3944309.17        | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  | 0.0000% | $100.00            | $81.73             | U.S. Treasuries (including strips) |
| T 4 1/2 11/15/33     | 2033-11-15      | 4.5000%  | 0.0000% | $5569400.00        | $5857939.48        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30      | 2030-01-31      | 3.5000%  | 0.0000% | $300.00            | $299.34            | U.S. Treasuries (including strips) |
| 4 NOTE V 28          | 2028-02-29      | 4.0000%  | 0.0000% | $82000.00          | $83000.80          | U.S. Treasuries (including strips) |
| 4 NOTE H 30          | 2030-02-28      | 4.0000%  | 0.0000% | $358300.00         | $363851.83         | U.S. Treasuries (including strips) |
| 1 1/4 TRIN X 28      | 2028-04-15      | 1.2500%  | 0.0000% | $861.52            | $869.50            | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $97.43             | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28      | 2028-05-31      | 1.2500%  | 0.0000% | $100.00            | $94.43             | U.S. Treasuries (including strips) |
| 0 3/8 TRIN A 27      | 2027-01-15      | 0.3750%  | 0.0000% | $15189100.95       | $15080903.61       | U.S. Treasuries (including strips) |
| 0 3/4 TRIN D 28      | 2028-07-15      | 0.7500%  | 0.0000% | $24835.82          | $24747.53          | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 30      | 2030-07-15      | 0.1250%  | 0.0000% | $125.98            | $119.85            | U.S. Treasuries (including strips) |

### Security 8: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 4.120000%
- **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:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2042-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 9: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 4.120000%
- **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:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2052-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 10: Columbus Hotel Investment One LLC

- **C.1 - Title:** Columbus Hotel Investment One LLC 4.200000%
- **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:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2048-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 11: DMA Lancaster LLC

- **C.1 - Title:** DMA Lancaster LLC 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):** $13360000.00
- **C.18.a - Value (excl. sponsor support):** $13360000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2064-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 12: Daiwa Capital Markets, Inc.

- **C.1 - Title:** Daiwa Capital Markets, Inc. 4.210000%
- **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_4.21_1001
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 1.8200%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 04.000 CLZA4883 | 2047-03-01      | 4.0000%  | 0.0000% | $3695790.98        | $3582818.87        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4693 | 2046-12-01      | 3.0000%  | 0.0000% | $878.86            | $797.57            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  | 0.0000% | $217.18            | $216.09            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0132 | 2047-05-01      | 4.0000%  | 0.0000% | $263.72            | $254.84            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0543 | 2048-08-01      | 4.5000%  | 0.0000% | $483.56            | $483.02            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3SZT0945 | 2045-02-01      | 4.0000%  | 0.0000% | $5538316.29        | $5391341.68        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3VZT1142 | 2042-10-01      | 4.0000%  | 0.0000% | $6421846.00        | $6283276.83        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB0424 | 2035-10-01      | 2.0000%  | 0.0000% | $464.93            | $430.15            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0587 | 2036-12-01      | 2.5000%  | 0.0000% | $576.70            | $543.95            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAL5971 | 2044-10-01      | 4.0000%  | 0.0000% | $10694426.70       | $10450296.70       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO2159 | 2042-05-01      | 4.0000%  | 0.0000% | $5364686.49        | $5262179.25        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO5989 | 2042-06-01      | 4.0000%  | 0.0000% | $88603.84          | $86508.56          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP3244 | 2042-08-01      | 3.5000%  | 0.0000% | $241000.87         | $228559.79         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAQ0087 | 2042-10-01      | 3.5000%  | 0.0000% | $667606.85         | $631552.38         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTAQ4646 | 2032-11-01      | 3.5000%  | 0.0000% | $279860.32         | $274330.12         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMB0306 | 2055-03-01      | 5.0000%  | 0.0000% | $5948855.81        | $5930032.31        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR1126 | 2043-02-01      | 3.5000%  | 0.0000% | $332381.06         | $314947.49         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR8718 | 2043-04-01      | 3.5000%  | 0.0000% | $312876.74         | $297115.40         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS2892 | 2044-07-01      | 4.0000%  | 0.0000% | $14264800.74       | $13954573.03       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAT6319 | 2043-06-01      | 3.5000%  | 0.0000% | $6421996.59        | $6074601.54        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5024 | 2052-11-01      | 5.0000%  | 0.0000% | $10566288.45       | $10609269.77       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6046 | 2053-04-01      | 4.5000%  | 0.0000% | $271748.09         | $267021.03         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6086 | 2053-04-01      | 6.0000%  | 0.0000% | $17318857.61       | $18084235.65       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CICB6834 | 2038-06-01      | 3.5000%  | 0.0000% | $897.61            | $871.33            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8871 | 2054-07-01      | 6.5000%  | 0.0000% | $133728.67         | $140663.32         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY8339 | 2055-07-01      | 6.5000%  | 0.0000% | $5403718.00        | $5639304.49        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY8680 | 2055-07-01      | 6.0000%  | 0.0000% | $15254330.14       | $15719134.66       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY8744 | 2055-07-01      | 6.5000%  | 0.0000% | $1169131.12        | $1215624.09        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0040 | 2055-08-01      | 6.0000%  | 0.0000% | $1007602.21        | $1041948.68        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ0684 | 2055-08-01      | 5.5000%  | 0.0000% | $23567346.45       | $23905668.81       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0917 | 2055-08-01      | 6.0000%  | 0.0000% | $282596.68         | $294084.61         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ1305 | 2055-05-01      | 5.0000%  | 0.0000% | $2406717.47        | $2400153.82        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ1324 | 2055-06-01      | 5.5000%  | 0.0000% | $1448703.41        | $1469814.72        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ2151 | 2055-09-01      | 6.0000%  | 0.0000% | $9565455.69        | $9860610.58        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ2297 | 2055-07-01      | 6.0000%  | 0.0000% | $1719498.62        | $1772870.71        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ2969 | 2055-09-01      | 6.0000%  | 0.0000% | $6194163.00        | $6388005.20        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ3333 | 2055-09-01      | 6.0000%  | 0.0000% | $5989127.00        | $6212158.09        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ3328 | 2055-09-01      | 6.0000%  | 0.0000% | $9783578.00        | $10085463.34       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0098 | 2054-09-01      | 6.0000%  | 0.0000% | $24310282.39       | $25190274.09       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0333 | 2055-02-01      | 5.5000%  | 0.0000% | $3588277.15        | $3645885.34        | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $45348.18          | $46601.30          | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P20603 G | 2034-05-01      | 6.0000%  | 0.0000% | $25.55             | $26.22             | Agency Mortgage-Backed Securities  |
| 02.500 FGPC T45074 G | 2030-02-01      | 2.5000%  | 0.0000% | $50.42             | $49.05             | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G30670 G | 2033-12-01      | 4.5000%  | 0.0000% | $147483.43         | $149197.78         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G04153 G | 2038-03-01      | 5.5000%  | 0.0000% | $46975.00          | $49096.89          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08779 G | 2047-09-01      | 3.5000%  | 0.0000% | $29851259.01       | $28027031.98       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA3523 | 2050-09-01      | 2.0000%  | 0.0000% | $53760.34          | $43567.92          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA3952 | 2050-11-01      | 2.0000%  | 0.0000% | $1394148.75        | $1131849.58        | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLRA4539 | 2051-02-01      | 1.5000%  | 0.0000% | $32269756.09       | $24861469.85       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA5715 | 2051-10-01      | 2.0000%  | 0.0000% | $127788.07         | $104111.63         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI5820 | 2054-05-01      | 6.0000%  | 0.0000% | $16071409.40       | $16527569.57       | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQI9374 | 2054-07-01      | 7.0000%  | 0.0000% | $1063662.32        | $1140187.39        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV5836 | 2055-07-01      | 5.5000%  | 0.0000% | $2516808.60        | $2558380.12        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV7517 | 2052-05-01      | 2.0000%  | 0.0000% | $27954.49          | $22636.43          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV8670 | 2052-04-01      | 2.0000%  | 0.0000% | $271511.48         | $220340.01         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4627 | 2037-06-01      | 2.0000%  | 0.0000% | $630345.37         | $579615.87         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5417 | 2054-07-01      | 4.0000%  | 0.0000% | $968054.78         | $917127.57         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  | 0.0000% | $16266364.15       | $16493288.97       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5470 | 2054-09-01      | 5.5000%  | 0.0000% | $3291773.34        | $3337530.82        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5497 | 2054-10-01      | 5.5000%  | 0.0000% | $341886.40         | $346553.34         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5553 | 2054-12-01      | 5.5000%  | 0.0000% | $16729080.05       | $16952004.34       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5614 | 2055-02-01      | 5.5000%  | 0.0000% | $1235324.05        | $1251717.48        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5615 | 2055-02-01      | 6.0000%  | 0.0000% | $472305.65         | $484799.71         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5646 | 2055-03-01      | 5.5000%  | 0.0000% | $109559.97         | $111013.90         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5647 | 2055-03-01      | 6.0000%  | 0.0000% | $20566557.10       | $21110713.91       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5699 | 2055-05-01      | 5.0000%  | 0.0000% | $31487843.01       | $31388208.49       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA5725 | 2055-05-01      | 3.5000%  | 0.0000% | $599790.73         | $550883.46         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5760 | 2055-07-01      | 5.5000%  | 0.0000% | $1983526.22        | $2009848.71        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5789 | 2055-08-01      | 4.0000%  | 0.0000% | $30339656.52       | $28743463.58       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5792 | 2055-08-01      | 5.5000%  | 0.0000% | $38090766.05       | $38596251.70       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5793 | 2055-08-01      | 6.0000%  | 0.0000% | $886679.60         | $910002.23         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5822 | 2055-09-01      | 5.5000%  | 0.0000% | $20433007.85       | $20704165.22       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5822 | 2055-09-01      | 5.5000%  | 0.0000% | $20860603.25       | $21137435.05       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2305 | 2048-09-01      | 4.0000%  | 0.0000% | $12472607.65       | $12125148.52       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8517 | 2051-01-01      | 2.0000%  | 0.0000% | $2380219.17        | $1931902.78        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8587 | 2051-01-01      | 2.0000%  | 0.0000% | $156822.12         | $127352.12         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA9297 | 2051-02-01      | 3.0000%  | 0.0000% | $1971410.68        | $1781192.55        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0153 | 2051-04-01      | 2.0000%  | 0.0000% | $92472.44          | $74884.10          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB3343 | 2052-04-01      | 2.0000%  | 0.0000% | $64827.49          | $52705.27          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4388 | 2052-08-01      | 4.5000%  | 0.0000% | $10387554.81       | $10172064.98       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4139 | 2052-07-01      | 5.0000%  | 0.0000% | $20852333.01       | $20881354.83       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  | 0.0000% | $249611.67         | $256177.29         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA6416 | 2052-05-01      | 3.5000%  | 0.0000% | $805.59            | $742.17            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX3769 | 2055-01-01      | 5.0000%  | 0.0000% | $16968339.25       | $16987051.56       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQX8207 | 2055-03-01      | 4.5000%  | 0.0000% | $677413.59         | $661355.50         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY1386 | 2055-04-01      | 5.5000%  | 0.0000% | $5004731.13        | $5079514.61        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY7139 | 2055-06-01      | 7.0000%  | 0.0000% | $1038176.78        | $1098594.40        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL2535 | 2041-12-01      | 4.0000%  | 0.0000% | $1219.58           | $1194.26           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZL3994 | 2042-10-01      | 3.0000%  | 0.0000% | $223.54            | $206.54            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZL5313 | 2043-03-01      | 3.0000%  | 0.0000% | $5465757.40        | $5063273.60        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM4707 | 2047-11-01      | 3.5000%  | 0.0000% | $727061.49         | $676864.76         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0465 | 2042-09-01      | 3.5000%  | 0.0000% | $7546161.63        | $7156677.39        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0531 | 2042-06-01      | 3.5000%  | 0.0000% | $1716747.52        | $1628143.51        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI9484 | 2041-09-01      | 4.5000%  | 0.0000% | $22.50             | $22.55             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAJ4077 | 2041-10-01      | 4.0000%  | 0.0000% | $72.42             | $71.06             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK6727 | 2042-03-01      | 3.5000%  | 0.0000% | $1034.75           | $989.03            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTAK9325 | 2032-04-01      | 4.0000%  | 0.0000% | $133837.47         | $132813.24         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL2063 | 2042-01-01      | 4.5000%  | 0.0000% | $243380.92         | $244605.61         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL2065 | 2041-06-01      | 4.5000%  | 0.0000% | $40.16             | $40.36             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL3521 | 2043-03-01      | 3.5000%  | 0.0000% | $5248796.27        | $4977902.98        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA0438 | 2052-09-01      | 3.5000%  | 0.0000% | $1898.23           | $1743.98           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA0485 | 2054-09-01      | 6.5000%  | 0.0000% | $24075079.99       | $25047715.89       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0558 | 2054-06-01      | 5.0000%  | 0.0000% | $15989860.34       | $16040144.90       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1714 | 2055-05-01      | 5.0000%  | 0.0000% | $17855169.04       | $17835363.69       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1790 | 2055-06-01      | 5.5000%  | 0.0000% | $25588959.78       | $25995838.47       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2131 | 2055-06-01      | 5.5000%  | 0.0000% | $19792921.00       | $20110608.39       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2241 | 2055-07-01      | 5.5000%  | 0.0000% | $38900095.72       | $39716902.66       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2545 | 2055-08-01      | 6.0000%  | 0.0000% | $8549128.45        | $8775597.71        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  | 0.0000% | $5211.16           | $5013.34           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM4044 | 2035-08-01      | 2.0000%  | 0.0000% | $922587.95         | $854483.53         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1028 | 2055-04-01      | 6.0000%  | 0.0000% | $39711206.65       | $40783541.59       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1244 | 2055-05-01      | 5.5000%  | 0.0000% | $4531206.06        | $4597237.31        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL2061 | 2055-08-01      | 5.5000%  | 0.0000% | $466462.59         | $473949.58         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ2627 | 2054-10-01      | 6.5000%  | 0.0000% | $14048630.90       | $14654353.23       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3053 | 2054-12-01      | 5.0000%  | 0.0000% | $2641300.59        | $2650016.30        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3159 | 2054-12-01      | 6.0000%  | 0.0000% | $15560221.64       | $16051120.70       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4148 | 2055-05-01      | 5.5000%  | 0.0000% | $50393289.37       | $51157582.02       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ4299 | 2055-06-01      | 5.0000%  | 0.0000% | $2830014.96        | $2827422.04        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0026 | 2055-07-01      | 5.0000%  | 0.0000% | $1951265.10        | $1945090.86        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0027 | 2055-07-01      | 5.5000%  | 0.0000% | $57967868.27       | $58737134.11       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0028 | 2055-07-01      | 6.0000%  | 0.0000% | $141984.87         | $145719.54         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CISB8377 | 2040-04-01      | 4.5000%  | 0.0000% | $936.52            | $938.37            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0837 | 2052-01-01      | 3.0000%  | 0.0000% | $13923159.58       | $12488192.35       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD0856 | 2052-01-01      | 2.0000%  | 0.0000% | $71780.50          | $58488.91          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD0537 | 2051-03-01      | 2.0000%  | 0.0000% | $690126.25         | $562321.15         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD0934 | 2051-04-01      | 2.0000%  | 0.0000% | $775009.28         | $631469.12         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD0972 | 2052-04-01      | 4.0000%  | 0.0000% | $597882.38         | $574487.38         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1218 | 2049-07-01      | 4.0000%  | 0.0000% | $187308.67         | $180912.50         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1275 | 2052-07-01      | 4.5000%  | 0.0000% | $7958879.93        | $7823578.97        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1445 | 2052-08-01      | 4.5000%  | 0.0000% | $1096.17           | $1081.49           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1447 | 2052-08-01      | 4.5000%  | 0.0000% | $6732631.41        | $6632732.63        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  | 0.0000% | $13625.65          | $12616.37          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1641 | 2052-09-01      | 4.5000%  | 0.0000% | $12425.65          | $12249.96          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2254 | 2052-07-01      | 3.5000%  | 0.0000% | $33545.03          | $31002.30          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2284 | 2052-12-01      | 6.0000%  | 0.0000% | $739.61            | $762.17            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD2355 | 2052-12-01      | 4.5000%  | 0.0000% | $782.76            | $769.02            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2872 | 2053-05-01      | 5.0000%  | 0.0000% | $872.15            | $873.72            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2990 | 2053-03-01      | 6.0000%  | 0.0000% | $18040919.29       | $18943692.90       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3129 | 2052-10-01      | 5.0000%  | 0.0000% | $880.33            | $879.00            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD3152 | 2052-02-01      | 3.0000%  | 0.0000% | $28881.56          | $25588.91          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3389 | 2053-07-01      | 6.0000%  | 0.0000% | $1370357.77        | $1432184.65        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4708 | 2053-12-01      | 5.5000%  | 0.0000% | $814.82            | $827.27            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD4977 | 2053-11-01      | 5.0000%  | 0.0000% | $892.37            | $892.55            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD4999 | 2053-08-01      | 5.0000%  | 0.0000% | $874.49            | $875.08            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD5098 | 2052-03-01      | 2.5000%  | 0.0000% | $31713002.69       | $27169160.14       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD6284 | 2054-01-01      | 2.0000%  | 0.0000% | $63337.33          | $51441.82          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5403 | 2054-03-01      | 5.5000%  | 0.0000% | $15350376.86       | $15738719.23       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5416 | 2054-04-01      | 5.5000%  | 0.0000% | $173408.86         | $178333.25         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD5454 | 2054-05-01      | 6.5000%  | 0.0000% | $13017.72          | $13765.09          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5763 | 2054-07-01      | 5.5000%  | 0.0000% | $904.85            | $924.03            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5942 | 2054-06-01      | 6.0000%  | 0.0000% | $2357147.43        | $2421953.27        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6041 | 2054-08-01      | 5.0000%  | 0.0000% | $16024394.99       | $16049998.41       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6898 | 2054-06-01      | 6.0000%  | 0.0000% | $5419317.01        | $5610051.68        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7412 | 2055-01-01      | 5.5000%  | 0.0000% | $5112310.27        | $5194365.70        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD7520 | 2050-05-01      | 4.0000%  | 0.0000% | $153031.57         | $148235.13         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7544 | 2051-07-01      | 3.0000%  | 0.0000% | $1311758.67        | $1182569.68        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8173 | 2051-10-01      | 2.5000%  | 0.0000% | $1052.48           | $892.17            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8178 | 2051-11-01      | 2.5000%  | 0.0000% | $9003.01           | $7659.79           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8276 | 2052-12-01      | 5.0000%  | 0.0000% | $2733120.92        | $2736219.67        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB7980 | 2054-10-01      | 5.5000%  | 0.0000% | $807583.35         | $831571.44         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0362 | 2054-08-01      | 5.5000%  | 0.0000% | $32221397.35       | $32672192.62       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC0389 | 2054-09-01      | 5.0000%  | 0.0000% | $1882809.13        | $1876851.50        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3025 | 2054-10-01      | 5.5000%  | 0.0000% | $1287767.65        | $1325988.02        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3382 | 2054-10-01      | 5.5000%  | 0.0000% | $1062570.29        | $1094070.78        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5723 | 2054-11-01      | 5.0000%  | 0.0000% | $191657.74         | $191400.88         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6990 | 2054-12-01      | 5.0000%  | 0.0000% | $27809327.86       | $27772001.57       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC8436 | 2054-12-01      | 5.0000%  | 0.0000% | $28247488.45       | $28179038.52       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC8821 | 2054-12-01      | 5.0000%  | 0.0000% | $113707.70         | $113347.90         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM4747 | 2048-01-01      | 3.5000%  | 0.0000% | $305.45            | $288.16            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM4870 | 2050-11-01      | 2.0000%  | 0.0000% | $1767993.00        | $1431713.86        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM7035 | 2051-05-01      | 2.0000%  | 0.0000% | $129146.84         | $104580.41         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1528 | 2052-04-01      | 3.0000%  | 0.0000% | $17780548.05       | $15957235.83       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3353 | 2052-11-01      | 4.5000%  | 0.0000% | $493124.80         | $485618.45         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0012 | 2055-06-01      | 5.0000%  | 0.0000% | $17670461.26       | $17614547.99       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0013 | 2055-06-01      | 5.5000%  | 0.0000% | $2778253.98        | $2815122.96        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRQ0038 | 2055-08-01      | 4.5000%  | 0.0000% | $1691691.63        | $1649424.71        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0040 | 2055-08-01      | 5.5000%  | 0.0000% | $24877534.20       | $25207672.92       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0041 | 2055-08-01      | 6.0000%  | 0.0000% | $4013093.44        | $4118651.17        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRQ0046 | 2055-09-01      | 4.0000%  | 0.0000% | $3004687.28        | $2846608.34        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0048 | 2055-09-01      | 5.0000%  | 0.0000% | $1316979.01        | $1312811.80        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0049 | 2055-09-01      | 5.5000%  | 0.0000% | $30454216.73       | $30858361.12       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0050 | 2055-09-01      | 6.0000%  | 0.0000% | $10249623.28       | $10519222.53       | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRQ0052 | 2055-09-01      | 7.0000%  | 0.0000% | $152870.15         | $160629.37         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIRR0027 | 2040-09-01      | 6.0000%  | 0.0000% | $1673332.30        | $1735903.78        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CIRR0007 | 2040-07-01      | 4.0000%  | 0.0000% | $674318.44         | $665085.82         | Agency Mortgage-Backed Securities  |
| GNMI SF 760393 X     | 2041-10-15      | 5.0000%  | 0.0000% | $24.84             | $25.03             | Agency Mortgage-Backed Securities  |
| GNII SF DM2597 C     | 2055-09-20      | 6.5000%  | 0.0000% | $891532.00         | $950893.87         | Agency Mortgage-Backed Securities  |
| GNII SF MB0145 M     | 2055-01-20      | 4.5000%  | 0.0000% | $32064818.08       | $31266243.79       | Agency Mortgage-Backed Securities  |
| GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $683220589.42      | $691814517.90      | Agency Mortgage-Backed Securities  |
| GNII SF MB0205 M     | 2055-02-20      | 5.5000%  | 0.0000% | $37970182.58       | $38441793.36       | Agency Mortgage-Backed Securities  |
| GNII SF MB0259 M     | 2055-03-20      | 5.5000%  | 0.0000% | $99518.70          | $100770.50         | Agency Mortgage-Backed Securities  |
| GNII SF MB0366 M     | 2055-05-20      | 5.5000%  | 0.0000% | $511032.00         | $517460.04         | Agency Mortgage-Backed Securities  |
| GNII SF MB0485 M     | 2055-07-20      | 5.5000%  | 0.0000% | $44475.23          | $45027.64          | Agency Mortgage-Backed Securities  |
| GNII SF MB0529 M     | 2040-08-20      | 5.5000%  | 0.0000% | $64471.05          | $66210.51          | Agency Mortgage-Backed Securities  |
| GNII SF MB0554 M     | 2055-08-20      | 4.5000%  | 0.0000% | $1148675.88        | $1119712.02        | Agency Mortgage-Backed Securities  |
| GNII JM MB0611 M     | 2055-08-20      | 6.0000%  | 0.0000% | $1803875.00        | $1826555.72        | Agency Mortgage-Backed Securities  |
| GNII SF MB0619 M     | 2046-09-20      | 3.5000%  | 0.0000% | $1000.00           | $917.24            | Agency Mortgage-Backed Securities  |
| GNII SF MB0620 M     | 2047-07-20      | 4.0000%  | 0.0000% | $3955389.00        | $3739303.02        | Agency Mortgage-Backed Securities  |
| GNII SF MB0621 M     | 2055-09-20      | 4.5000%  | 0.0000% | $941081.00         | $917789.25         | Agency Mortgage-Backed Securities  |
| GNII SF MB0625 M     | 2055-08-20      | 6.5000%  | 0.0000% | $5544438.00        | $5743988.48        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8408 | 2054-03-01      | 5.5000%  | 0.0000% | $50563.79          | $51294.77          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  | 0.0000% | $27194877.07       | $27586634.39       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8453 | 2054-08-01      | 5.5000%  | 0.0000% | $6799103.25        | $6893879.73        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8454 | 2054-08-01      | 6.0000%  | 0.0000% | $514564.69         | $528253.83         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  | 0.0000% | $32236592.89       | $33485280.89       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8475 | 2054-11-01      | 5.5000%  | 0.0000% | $3805.49           | $3856.86           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8515 | 2055-03-01      | 5.5000%  | 0.0000% | $40061979.35       | $40593624.09       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8487 | 2054-12-01      | 4.0000%  | 0.0000% | $5978794.46        | $5664263.37        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8491 | 2054-12-01      | 5.0000%  | 0.0000% | $113858.84         | $113498.57         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  | 0.0000% | $11423450.84       | $11575046.38       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8533 | 2055-05-01      | 5.5000%  | 0.0000% | $5008034.77        | $5074494.18        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3605 | 2053-08-01      | 5.5000%  | 0.0000% | $12449795.43       | $12749556.08       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3652 | 2053-08-01      | 6.0000%  | 0.0000% | $2253100.33        | $2364748.96        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q04359 G | 2041-11-01      | 4.0000%  | 0.0000% | $375271.96         | $368539.29         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q40493 G | 2046-05-01      | 3.5000%  | 0.0000% | $1692160.37        | $1601236.27        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q45306 G | 2047-01-01      | 3.5000%  | 0.0000% | $6355158.34        | $5984267.76        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDD2310 | 2055-02-01      | 4.5000%  | 0.0000% | $318622.95         | $311069.99         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD9348 | 2055-06-01      | 6.5000%  | 0.0000% | $5782910.87        | $6047311.98        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1927 | 2055-06-01      | 6.5000%  | 0.0000% | $1204552.37        | $1254341.47        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE3268 | 2055-06-01      | 7.0000%  | 0.0000% | $1481006.19        | $1564484.42        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE3600 | 2055-09-01      | 6.0000%  | 0.0000% | $1898632.13        | $1966501.26        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE3944 | 2055-07-01      | 6.0000%  | 0.0000% | $8683535.40        | $8935525.80        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE4265 | 2055-07-01      | 6.5000%  | 0.0000% | $1137346.07        | $1186650.15        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE4257 | 2055-07-01      | 6.5000%  | 0.0000% | $1747261.41        | $1817008.78        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE5289 | 2055-09-01      | 6.5000%  | 0.0000% | $5214127.20        | $5435832.47        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE5003 | 2055-08-01      | 6.0000%  | 0.0000% | $2831329.09        | $2912917.61        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE5856 | 2055-08-01      | 5.0000%  | 0.0000% | $44333.00          | $44208.37          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7645 | 2055-09-01      | 6.0000%  | 0.0000% | $525572.11         | $539624.51         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE7805 | 2055-08-01      | 6.5000%  | 0.0000% | $4232456.09        | $4397551.98        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8234 | 2055-09-01      | 6.5000%  | 0.0000% | $1455975.40        | $1522858.70        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE8520 | 2055-09-01      | 5.5000%  | 0.0000% | $1152730.00        | $1175386.40        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS3691 | 2053-01-01      | 6.0000%  | 0.0000% | $1293232.40        | $1335952.18        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS4858 | 2053-02-01      | 6.0000%  | 0.0000% | $7551804.92        | $7901153.93        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5427 | 2053-08-01      | 5.5000%  | 0.0000% | $340748.18         | $346533.93         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS6578 | 2053-12-01      | 6.0000%  | 0.0000% | $3030237.11        | $3144517.45        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS6605 | 2052-06-01      | 2.0000%  | 0.0000% | $117252.11         | $95234.17          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS7879 | 2052-07-01      | 2.5000%  | 0.0000% | $50561050.65       | $42786980.13       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8961 | 2054-09-01      | 5.5000%  | 0.0000% | $3804360.95        | $3874511.68        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8970 | 2054-09-01      | 5.5000%  | 0.0000% | $633618.01         | $647258.89         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS8288 | 2052-03-01      | 2.0000%  | 0.0000% | $118369.21         | $96192.87          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS9860 | 2052-06-01      | 2.0000%  | 0.0000% | $77146.18          | $62663.61          | Agency Mortgage-Backed Securities  |
| GNII JM MA5388 M     | 2048-07-20      | 4.0000%  | 0.0000% | $81.60             | $76.84             | Agency Mortgage-Backed Securities  |
| GNII SF MA7193 M     | 2051-02-20      | 2.5000%  | 0.0000% | $459492.16         | $398360.81         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB6058 | 2050-12-01      | 2.0000%  | 0.0000% | $49127.79          | $40138.93          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB6890 | 2050-12-01      | 2.0000%  | 0.0000% | $1062454.77        | $862448.84         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB7053 | 2050-12-01      | 2.0000%  | 0.0000% | $992655.13         | $803833.38         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB7858 | 2051-01-01      | 2.0000%  | 0.0000% | $98379.38          | $79666.45          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB8296 | 2051-02-01      | 2.0000%  | 0.0000% | $87065.11          | $70560.18          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQC4418 | 2051-07-01      | 2.0000%  | 0.0000% | $83224.38          | $67393.53          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD2433 | 2051-12-01      | 2.0000%  | 0.0000% | $1112479.66        | $900841.65         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD2437 | 2051-12-01      | 2.0000%  | 0.0000% | $822691.60         | $668470.74         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD2900 | 2051-12-01      | 2.0000%  | 0.0000% | $141440.59         | $114532.67         | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLQD5229 | 2052-01-01      | 1.5000%  | 0.0000% | $727955.36         | $560298.75         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9157 | 2055-09-01      | 6.0000%  | 0.0000% | $1761384.20        | $1808478.92        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE9255 | 2055-09-01      | 5.5000%  | 0.0000% | $5163970.00        | $5234910.33        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE9336 | 2055-10-01      | 5.5000%  | 0.0000% | $3993212.00        | $4074008.88        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9369 | 2055-09-01      | 6.0000%  | 0.0000% | $4703219.26        | $4827809.11        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC0327 | 2045-12-01      | 3.5000%  | 0.0000% | $4401665.06        | $4156076.11        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE9351 | 2047-03-01      | 4.0000%  | 0.0000% | $684494.81         | $658180.93         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH0224 | 2047-04-01      | 4.0000%  | 0.0000% | $7416717.08        | $7190004.52        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH3986 | 2047-10-01      | 4.0000%  | 0.0000% | $256474.72         | $248697.70         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ2170 | 2047-11-01      | 4.0000%  | 0.0000% | $203708.16         | $197293.03         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ2281 | 2048-01-01      | 4.5000%  | 0.0000% | $332193.39         | $329826.51         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ4256 | 2047-12-01      | 4.5000%  | 0.0000% | $301155.72         | $299133.46         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ8787 | 2048-02-01      | 4.0000%  | 0.0000% | $485423.30         | $468555.44         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK4239 | 2048-08-01      | 4.5000%  | 0.0000% | $1412363.11        | $1405244.80        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK4286 | 2048-09-01      | 4.5000%  | 0.0000% | $809444.19         | $808922.09         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBK9723 | 2048-08-01      | 4.0000%  | 0.0000% | $607736.27         | $590806.09         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0390 | 2055-05-01      | 5.5000%  | 0.0000% | $6318603.97        | $6505941.46        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5737 | 2037-07-01      | 3.5000%  | 0.0000% | $135172.44         | $131254.53         | Agency Mortgage-Backed Securities  |
| GNII SF MA7988 M     | 2052-04-20      | 3.0000%  | 0.0000% | $297347.78         | $266862.69         | Agency Mortgage-Backed Securities  |
| GNII SF MA7989 M     | 2052-04-20      | 3.5000%  | 0.0000% | $59332722.12       | $54719569.98       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG3017 | 2053-05-01      | 5.0000%  | 0.0000% | $639138.14         | $641082.26         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH5400 | 2053-12-01      | 6.0000%  | 0.0000% | $7538315.37        | $7835093.82        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQJ0499 | 2054-07-01      | 4.5000%  | 0.0000% | $982065.26         | $967017.08         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ4561 | 2054-09-01      | 5.5000%  | 0.0000% | $6375.48           | $6469.65           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ6600 | 2054-10-01      | 5.5000%  | 0.0000% | $3454395.58        | $3503094.12        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5244 | 2049-01-01      | 4.0000%  | 0.0000% | $4350647.25        | $4196731.02        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6803 | 2049-02-01      | 4.5000%  | 0.0000% | $303375.12         | $303348.12         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBN7466 | 2050-10-01      | 2.0000%  | 0.0000% | $280564.68         | $229234.84         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBO9446 | 2053-07-01      | 5.5000%  | 0.0000% | $674607.10         | $693669.17         | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CLBP8004 | 2054-01-01      | 8.0000%  | 0.0000% | $1272242.00        | $1379636.33        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ7006 | 2052-01-01      | 2.0000%  | 0.0000% | $832286.44         | $675026.01         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ7559 | 2050-11-01      | 2.0000%  | 0.0000% | $1030883.47        | $836825.96         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ8497 | 2050-12-01      | 2.0000%  | 0.0000% | $29601.18          | $24026.12          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ9291 | 2050-12-01      | 2.0000%  | 0.0000% | $151553.04         | $122821.02         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR3319 | 2051-03-01      | 2.0000%  | 0.0000% | $943458.89         | $763999.90         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBT4771 | 2051-08-01      | 2.0000%  | 0.0000% | $128733.47         | $104244.64         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1302 | 2052-02-01      | 2.0000%  | 0.0000% | $80899.26          | $65508.67          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1450 | 2052-01-01      | 2.0000%  | 0.0000% | $59210.87          | $48058.33          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU7817 | 2051-12-01      | 2.0000%  | 0.0000% | $763800.39         | $618495.85         | Agency Mortgage-Backed Securities  |
| GNII SF MA7533 M     | 2051-08-20      | 2.0000%  | 0.0000% | $1150037.59        | $956519.74         | Agency Mortgage-Backed Securities  |
| GNII SF MA7649 M     | 2051-10-20      | 2.5000%  | 0.0000% | $195979.37         | $169509.20         | Agency Mortgage-Backed Securities  |
| GNII SF MA8950 M     | 2053-06-20      | 6.5000%  | 0.0000% | $14185035.52       | $14704720.05       | Agency Mortgage-Backed Securities  |
| GNII SF MA9541 M     | 2054-03-20      | 5.5000%  | 0.0000% | $2281447.85        | $2315419.88        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6487 | 2046-01-01      | 4.0000%  | 0.0000% | $11338809.72       | $11054797.73       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9021 | 2054-08-01      | 6.5000%  | 0.0000% | $23139535.56       | $24549082.94       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9304 | 2054-10-01      | 5.0000%  | 0.0000% | $18983639.41       | $19197485.89       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9645 | 2054-12-01      | 5.0000%  | 0.0000% | $38030861.40       | $38191647.44       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9953 | 2055-02-01      | 5.0000%  | 0.0000% | $18606538.37       | $18793567.16       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0863 | 2055-03-01      | 5.5000%  | 0.0000% | $20665025.98       | $21200736.94       | Agency Mortgage-Backed Securities  |
| 0 1/2 TRIN A 28      | 2028-01-15      | 0.5000%  | 0.0000% | $11589733.36       | $11463847.94       | U.S. Treasuries (including strips) |

### Security 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.290000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXJ33, C.4 - ISIN: US3130AXJ331, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150008940.00
- **C.18.a - Value (excl. sponsor support):** $150008940.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.275000%
- **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):** $244073351.28
- **C.18.a - Value (excl. sponsor support):** $244073351.28
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.275000%
- **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):** $100033552.00
- **C.18.a - Value (excl. sponsor support):** $100033552.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.270000%
- **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):** $225093172.50
- **C.18.a - Value (excl. sponsor support):** $225093172.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.260000%
- **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):** $396154717.20
- **C.18.a - Value (excl. sponsor support):** $396154717.20
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.230000%
- **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):** $100032384.00
- **C.18.a - Value (excl. sponsor support):** $100032384.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.230000%
- **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):** $200092004.00
- **C.18.a - Value (excl. sponsor support):** $200092004.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.230000%
- **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):** $170088969.50
- **C.18.a - Value (excl. sponsor support):** $170088969.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.230000%
- **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):** $100041848.00
- **C.18.a - Value (excl. sponsor support):** $100041848.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.240000%
- **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):** $50014002.00
- **C.18.a - Value (excl. sponsor support):** $50014002.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.220000%
- **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):** $145038665.70
- **C.18.a - Value (excl. sponsor support):** $145038665.70
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.235000%
- **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):** $200072784.00
- **C.18.a - Value (excl. sponsor support):** $200072784.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 4.265000%
- **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):** $50033718.00
- **C.18.a - Value (excl. sponsor support):** $50033718.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.235000%
- **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):** $150054588.00
- **C.18.a - Value (excl. sponsor support):** $150054588.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 27: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.270000%
- **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):** $150111123.00
- **C.18.a - Value (excl. sponsor support):** $150111123.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.245000%
- **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):** $300149274.00
- **C.18.a - Value (excl. sponsor support):** $300149274.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 29: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3EB5, C.4 - ISIN: US3130B3EB54, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100009165.00
- **C.18.a - Value (excl. sponsor support):** $100009165.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.220000%
- **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):** $248065516.64
- **C.18.a - Value (excl. sponsor support):** $248065516.64
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 31: 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):** $20001665.20
- **C.18.a - Value (excl. sponsor support):** $20001665.20
- **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 32: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.305000%
- **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):** $150029314.50
- **C.18.a - Value (excl. sponsor support):** $150029314.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 33: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4N31, C.4 - ISIN: US3130B4N315, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $173023745.98
- **C.18.a - Value (excl. sponsor support):** $173023745.98
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4P47, C.4 - ISIN: US3130B4P476, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $106502218.20
- **C.18.a - Value (excl. sponsor support):** $106502218.20
- **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 35: 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):** $69018828.03
- **C.18.a - Value (excl. sponsor support):** $69018828.03
- **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 36: 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: 3130B5AF5, C.4 - ISIN: US3130B5AF52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150016911.00
- **C.18.a - Value (excl. sponsor support):** $150016911.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 37: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.230000%
- **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):** $199991506.00
- **C.18.a - Value (excl. sponsor support):** $199991506.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5QZ4, C.4 - ISIN: US3130B5QZ43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $499979470.00
- **C.18.a - Value (excl. sponsor support):** $499979470.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-15
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.165000%
- **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):** $499986325.00
- **C.18.a - Value (excl. sponsor support):** $499986325.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.220000%
- **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):** $159911235.20
- **C.18.a - Value (excl. sponsor support):** $159911235.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-30
- **C.13 - Final Legal Maturity Date:** 2027-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.230000%
- **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):** $150048481.50
- **C.18.a - Value (excl. sponsor support):** $150048481.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.300000%
- **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):** $370128852.50
- **C.18.a - Value (excl. sponsor support):** $370128852.50
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-28
- **C.13 - Final Legal Maturity Date:** 2027-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B63H7, C.4 - ISIN: US3130B63H76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199906092.00
- **C.18.a - Value (excl. sponsor support):** $199906092.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6HR0, C.4 - ISIN: US3130B6HR01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249901910.00
- **C.18.a - Value (excl. sponsor support):** $249901910.00
- **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 45: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.260000%
- **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):** $249988905.00
- **C.18.a - Value (excl. sponsor support):** $249988905.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.280000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6K47, C.4 - ISIN: US3130B6K472, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $300021525.00
- **C.18.a - Value (excl. sponsor support):** $300021525.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.225000%
- **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):** $299960313.00
- **C.18.a - Value (excl. sponsor support):** $299960313.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-06-11
- **C.13 - Final Legal Maturity Date:** 2027-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.225000%
- **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):** $99996057.00
- **C.18.a - Value (excl. sponsor support):** $99996057.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-06-14
- **C.13 - Final Legal Maturity Date:** 2027-06-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.225000%
- **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):** $249990225.00
- **C.18.a - Value (excl. sponsor support):** $249990225.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.230000%
- **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):** $249982655.00
- **C.18.a - Value (excl. sponsor support):** $249982655.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-07-02
- **C.13 - Final Legal Maturity Date:** 2027-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6XL5, C.4 - ISIN: US3130B6XL56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $300163782.00
- **C.18.a - Value (excl. sponsor support):** $300163782.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B76Q2, C.4 - ISIN: US3130B76Q21, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250332590.00
- **C.18.a - Value (excl. sponsor support):** $250332590.00
- **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 53: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.195000%
- **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):** $249992805.00
- **C.18.a - Value (excl. sponsor support):** $249992805.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7GD0, C.4 - ISIN: US3130B7GD07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $499767750.00
- **C.18.a - Value (excl. sponsor support):** $499767750.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.255000%
- **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):** $100013225.00
- **C.18.a - Value (excl. sponsor support):** $100013225.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7HQ0, C.4 - ISIN: US3130B7HQ01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $499829050.00
- **C.18.a - Value (excl. sponsor support):** $499829050.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7JG0, C.4 - ISIN: US3130B7JG01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $499682215.00
- **C.18.a - Value (excl. sponsor support):** $499682215.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7JW5, C.4 - ISIN: US3130B7JW50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150131127.00
- **C.18.a - Value (excl. sponsor support):** $150131127.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-09-18
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7KH6, C.4 - ISIN: US3130B7KH64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $499696975.00
- **C.18.a - Value (excl. sponsor support):** $499696975.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal 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):** $700072268.00
- **C.18.a - Value (excl. sponsor support):** $700072268.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **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 61: 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):** $749910697.50
- **C.18.a - Value (excl. sponsor support):** $749910697.50
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-10-09
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: 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):** $249824127.50
- **C.18.a - Value (excl. sponsor support):** $249824127.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: 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):** $499765735.00
- **C.18.a - Value (excl. sponsor support):** $499765735.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **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 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: 313313MU9, C.4 - ISIN: US313313MU90, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24972014.00
- **C.18.a - Value (excl. sponsor support):** $24972014.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-10
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 313313MY1, C.4 - ISIN: US313313MY13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24960819.50
- **C.18.a - Value (excl. sponsor support):** $24960819.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 313313NG9, C.4 - ISIN: US313313NG97, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249384305.00
- **C.18.a - Value (excl. sponsor support):** $249384305.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-22
- **C.12 - Maturity Date (WAL):** 2025-10-22
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 313313NH7, C.4 - ISIN: US313313NH70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $179536550.40
- **C.18.a - Value (excl. sponsor support):** $179536550.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 313313NJ3, C.4 - ISIN: US313313NJ37, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249328332.50
- **C.18.a - Value (excl. sponsor support):** $249328332.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-24
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 69: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313NN4, C.4 - ISIN: US313313NN49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $69780589.20
- **C.18.a - Value (excl. sponsor support):** $69780589.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 70: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313NQ7, C.4 - ISIN: US313313NQ79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24916041.75
- **C.18.a - Value (excl. sponsor support):** $24916041.75
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 71: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313NW4, C.4 - ISIN: US313313NW48, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24904250.00
- **C.18.a - Value (excl. sponsor support):** $24904250.00
- **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 72: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313QH4, C.4 - ISIN: US313313QH44, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $19847941.60
- **C.18.a - Value (excl. sponsor support):** $19847941.60
- **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? No, C.23 Categorized at Level 3? No

### Security 73: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313QQ4, C.4 - ISIN: US313313QQ43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24791187.50
- **C.18.a - Value (excl. sponsor support):** $24791187.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-17
- **C.12 - Maturity Date (WAL):** 2025-12-17
- **C.13 - Final Legal Maturity Date:** 2025-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313US5, C.4 - ISIN: US313313US52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $34371166.55
- **C.18.a - Value (excl. sponsor support):** $34371166.55
- **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 75: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313UU0, C.4 - ISIN: US313313UU09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $63818896.05
- **C.18.a - Value (excl. sponsor support):** $63818896.05
- **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 76: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313WS3, C.4 - ISIN: US313313WS35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $14663533.35
- **C.18.a - Value (excl. sponsor support):** $14663533.35
- **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 77: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313ZW1, C.4 - ISIN: US313313ZW10, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $19412500.00
- **C.18.a - Value (excl. sponsor support):** $19412500.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385G34, C.4 - ISIN: US313385G340, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $31886873.37
- **C.18.a - Value (excl. sponsor support):** $31886873.37
- **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 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: 313385MZ6, C.4 - ISIN: US313385MZ64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $34392152.59
- **C.18.a - Value (excl. sponsor support):** $34392152.59
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-15
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 313385NB8, C.4 - ISIN: US313385NB87, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $484077015.90
- **C.18.a - Value (excl. sponsor support):** $484077015.90
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NP7, C.4 - ISIN: US313385NP73, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249188402.50
- **C.18.a - Value (excl. sponsor support):** $249188402.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-29
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NX0, C.4 - ISIN: US313385NX08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $348622263.50
- **C.18.a - Value (excl. sponsor support):** $348622263.50
- **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 83: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PV2, C.4 - ISIN: US313385PV24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $178870150.80
- **C.18.a - Value (excl. sponsor support):** $178870150.80
- **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 84: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QS8, C.4 - ISIN: US313385QS85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $62460299.79
- **C.18.a - Value (excl. sponsor support):** $62460299.79
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-19
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $495019305.00
- **C.18.a - Value (excl. sponsor support):** $495019305.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **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 86: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RL2, C.4 - ISIN: US313385RL24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $197922944.00
- **C.18.a - Value (excl. sponsor support):** $197922944.00
- **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 87: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SK3, C.4 - ISIN: US313385SK32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $111551041.68
- **C.18.a - Value (excl. sponsor support):** $111551041.68
- **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 88: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TG1, C.4 - ISIN: US313385TG11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $345856582.89
- **C.18.a - Value (excl. sponsor support):** $345856582.89
- **C.19 - Percentage of Net Assets:** 0.2500%
- **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 89: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZK5, C.4 - ISIN: US313385ZK58, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $242925520.00
- **C.18.a - Value (excl. sponsor support):** $242925520.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: 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):** $242901042.50
- **C.18.a - Value (excl. sponsor support):** $242901042.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **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 91: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EN5B2, C.4 - ISIN: US3133EN5B25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $102077766.84
- **C.18.a - Value (excl. sponsor support):** $102077766.84
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 92: 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):** $29986572.90
- **C.18.a - Value (excl. sponsor support):** $29986572.90
- **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 93: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.235000%
- **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):** $30005675.10
- **C.18.a - Value (excl. sponsor support):** $30005675.10
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP5K7, C.4 - ISIN: US3133EP5K78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10020172.10
- **C.18.a - Value (excl. sponsor support):** $10020172.10
- **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 95: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.230000%
- **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):** $50023114.50
- **C.18.a - Value (excl. sponsor support):** $50023114.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPWD3, C.4 - ISIN: US3133EPWD32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10052211.30
- **C.18.a - Value (excl. sponsor support):** $10052211.30
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-04-20
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.245000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPY58, C.4 - ISIN: US3133EPY589, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $160010195.20
- **C.18.a - Value (excl. sponsor support):** $160010195.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.225000%
- **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):** $39998883.20
- **C.18.a - Value (excl. sponsor support):** $39998883.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2H3, C.4 - ISIN: US3133ER2H31, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24014862.48
- **C.18.a - Value (excl. sponsor support):** $24014862.48
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.225000%
- **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):** $139994183.00
- **C.18.a - Value (excl. sponsor support):** $139994183.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.225000%
- **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):** $124994546.25
- **C.18.a - Value (excl. sponsor support):** $124994546.25
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-02-25
- **C.13 - Final Legal Maturity Date:** 2027-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.215000%
- **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):** $99981176.00
- **C.18.a - Value (excl. sponsor support):** $99981176.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.200000%
- **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):** $129981965.10
- **C.18.a - Value (excl. sponsor support):** $129981965.10
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.220000%
- **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):** $144993589.55
- **C.18.a - Value (excl. sponsor support):** $144993589.55
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.210000%
- **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):** $39986446.40
- **C.18.a - Value (excl. sponsor support):** $39986446.40
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.240000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERAG6, C.4 - ISIN: US3133ERAG66, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100000902.00
- **C.18.a - Value (excl. sponsor support):** $100000902.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.210000%
- **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):** $66378344.76
- **C.18.a - Value (excl. sponsor support):** $66378344.76
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 108: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.235000%
- **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):** $60028548.60
- **C.18.a - Value (excl. sponsor support):** $60028548.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.220000%
- **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):** $100022185.00
- **C.18.a - Value (excl. sponsor support):** $100022185.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 110: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.068500%
- **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):** $150106471.50
- **C.18.a - Value (excl. sponsor support):** $150106471.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **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 111: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.220000%
- **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):** $40010648.00
- **C.18.a - Value (excl. sponsor support):** $40010648.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 112: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.235000%
- **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):** $210013377.00
- **C.18.a - Value (excl. sponsor support):** $210013377.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 113: 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):** $25008434.48
- **C.18.a - Value (excl. sponsor support):** $25008434.48
- **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 114: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.210000%
- **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):** $200044438.00
- **C.18.a - Value (excl. sponsor support):** $200044438.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 115: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.230000%
- **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):** $100008604.00
- **C.18.a - Value (excl. sponsor support):** $100008604.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 116: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.210000%
- **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):** $200041858.00
- **C.18.a - Value (excl. sponsor support):** $200041858.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 117: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.230000%
- **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):** $450028908.00
- **C.18.a - Value (excl. sponsor support):** $450028908.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 118: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.235000%
- **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):** $65009100.00
- **C.18.a - Value (excl. sponsor support):** $65009100.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 119: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.230000%
- **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):** $90045406.80
- **C.18.a - Value (excl. sponsor support):** $90045406.80
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.230000%
- **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):** $60025804.20
- **C.18.a - Value (excl. sponsor support):** $60025804.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: 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: 3133ERJM4, C.4 - ISIN: US3133ERJM44, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150043218.00
- **C.18.a - Value (excl. sponsor support):** $150043218.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 122: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.230000%
- **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):** $155058526.45
- **C.18.a - Value (excl. sponsor support):** $155058526.45
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.275000%
- **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):** $280170352.00
- **C.18.a - Value (excl. sponsor support):** $280170352.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-16
- **C.13 - Final Legal Maturity Date:** 2026-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 124: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.255000%
- **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):** $185046281.45
- **C.18.a - Value (excl. sponsor support):** $185046281.45
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 125: 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):** $50467426.21
- **C.18.a - Value (excl. sponsor support):** $50467426.21
- **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 126: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.260000%
- **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):** $60012618.00
- **C.18.a - Value (excl. sponsor support):** $60012618.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 127: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.260000%
- **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):** $175042364.00
- **C.18.a - Value (excl. sponsor support):** $175042364.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 128: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.265000%
- **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):** $62041401.74
- **C.18.a - Value (excl. sponsor support):** $62041401.74
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.235000%
- **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):** $375145083.75
- **C.18.a - Value (excl. sponsor support):** $375145083.75
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.260000%
- **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):** $150084639.00
- **C.18.a - Value (excl. sponsor support):** $150084639.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.260000%
- **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):** $110066996.60
- **C.18.a - Value (excl. sponsor support):** $110066996.60
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.270000%
- **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):** $50038422.00
- **C.18.a - Value (excl. sponsor support):** $50038422.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 133: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.265000%
- **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):** $45057244.05
- **C.18.a - Value (excl. sponsor support):** $45057244.05
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.270000%
- **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):** $70048520.50
- **C.18.a - Value (excl. sponsor support):** $70048520.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 135: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.270000%
- **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):** $70047251.40
- **C.18.a - Value (excl. sponsor support):** $70047251.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.275000%
- **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):** $225046514.25
- **C.18.a - Value (excl. sponsor support):** $225046514.25
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 137: 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):** $174111585.35
- **C.18.a - Value (excl. sponsor support):** $174111585.35
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 138: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.270000%
- **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):** $25018894.75
- **C.18.a - Value (excl. sponsor support):** $25018894.75
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 139: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.280000%
- **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):** $125052018.75
- **C.18.a - Value (excl. sponsor support):** $125052018.75
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 140: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.215000%
- **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):** $250021265.00
- **C.18.a - Value (excl. sponsor support):** $250021265.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 141: 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):** $40002835.78
- **C.18.a - Value (excl. sponsor support):** $40002835.78
- **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 142: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.225000%
- **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):** $100022965.00
- **C.18.a - Value (excl. sponsor support):** $100022965.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 143: 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):** $39012022.14
- **C.18.a - Value (excl. sponsor support):** $39012022.14
- **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 144: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.270000%
- **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):** $175165634.00
- **C.18.a - Value (excl. sponsor support):** $175165634.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.200000%
- **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):** $124948563.75
- **C.18.a - Value (excl. sponsor support):** $124948563.75
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 146: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.200000%
- **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):** $399980036.00
- **C.18.a - Value (excl. sponsor support):** $399980036.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 147: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.255000%
- **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):** $149993229.00
- **C.18.a - Value (excl. sponsor support):** $149993229.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.220000%
- **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):** $60016050.60
- **C.18.a - Value (excl. sponsor support):** $60016050.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.078500%
- **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):** $95070989.70
- **C.18.a - Value (excl. sponsor support):** $95070989.70
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **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 150: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.260000%
- **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):** $150002211.00
- **C.18.a - Value (excl. sponsor support):** $150002211.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.235000%
- **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):** $114978150.00
- **C.18.a - Value (excl. sponsor support):** $114978150.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-05-14
- **C.13 - Final Legal Maturity Date:** 2027-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 152: 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):** $108098744.79
- **C.18.a - Value (excl. sponsor support):** $108098744.79
- **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 153: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.240000%
- **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):** $229988743.80
- **C.18.a - Value (excl. sponsor support):** $229988743.80
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.210000%
- **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):** $124997360.00
- **C.18.a - Value (excl. sponsor support):** $124997360.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-06-09
- **C.13 - Final Legal Maturity Date:** 2027-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.225000%
- **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):** $139940218.60
- **C.18.a - Value (excl. sponsor support):** $139940218.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 156: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.210000%
- **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):** $279988884.00
- **C.18.a - Value (excl. sponsor support):** $279988884.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 157: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.210000%
- **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):** $209998112.10
- **C.18.a - Value (excl. sponsor support):** $209998112.10
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.230000%
- **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):** $64991083.30
- **C.18.a - Value (excl. sponsor support):** $64991083.30
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 159: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.215000%
- **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):** $99999158.00
- **C.18.a - Value (excl. sponsor support):** $99999158.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 160: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.230000%
- **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):** $319986064.00
- **C.18.a - Value (excl. sponsor support):** $319986064.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 161: 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: 3133ETPS0, C.4 - ISIN: US3133ETPS06, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $124993468.75
- **C.18.a - Value (excl. sponsor support):** $124993468.75
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-07-15
- **C.13 - Final Legal Maturity Date:** 2027-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 162: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.200000%
- **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):** $84997497.60
- **C.18.a - Value (excl. sponsor support):** $84997497.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.063500%
- **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):** $199947320.00
- **C.18.a - Value (excl. sponsor support):** $199947320.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **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 164: 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: 3133ETRT6, C.4 - ISIN: US3133ETRT60, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149995057.50
- **C.18.a - Value (excl. sponsor support):** $149995057.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 165: 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: 3133ETRU3, C.4 - ISIN: US3133ETRU34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $64997711.35
- **C.18.a - Value (excl. sponsor support):** $64997711.35
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.063500%
- **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):** $49998781.50
- **C.18.a - Value (excl. sponsor support):** $49998781.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **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 167: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.220000%
- **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):** $129993344.00
- **C.18.a - Value (excl. sponsor support):** $129993344.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-02-04
- **C.13 - Final Legal Maturity Date:** 2027-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 168: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.195000%
- **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):** $99999900.00
- **C.18.a - Value (excl. sponsor support):** $99999900.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 169: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.255000%
- **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):** $89994571.20
- **C.18.a - Value (excl. sponsor support):** $89994571.20
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 170: 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):** $33304318.34
- **C.18.a - Value (excl. sponsor support):** $33304318.34
- **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 171: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.260000%
- **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):** $100040087.00
- **C.18.a - Value (excl. sponsor support):** $100040087.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-08-24
- **C.13 - Final Legal Maturity Date:** 2027-08-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 172: 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):** $19845069.60
- **C.18.a - Value (excl. sponsor support):** $19845069.60
- **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? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.230000%
- **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):** $100031712.00
- **C.18.a - Value (excl. sponsor support):** $100031712.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 174: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.240000%
- **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):** $255108772.80
- **C.18.a - Value (excl. sponsor support):** $255108772.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 175: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.245000%
- **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):** $1128608962.08
- **C.18.a - Value (excl. sponsor support):** $1128608962.08
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 176: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.270000%
- **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):** $141094780.20
- **C.18.a - Value (excl. sponsor support):** $141094780.20
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 177: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.240000%
- **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):** $300162468.00
- **C.18.a - Value (excl. sponsor support):** $300162468.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 178: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.245000%
- **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):** $664791581.55
- **C.18.a - Value (excl. sponsor support):** $664791581.55
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 179: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.270000%
- **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):** $249997225.00
- **C.18.a - Value (excl. sponsor support):** $249997225.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 180: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.210000%
- **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):** $250000615.00
- **C.18.a - Value (excl. sponsor support):** $250000615.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 181: 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):** $24907189.50
- **C.18.a - Value (excl. sponsor support):** $24907189.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 182: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.230000%
- **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):** $50034870.00
- **C.18.a - Value (excl. sponsor support):** $50034870.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 183: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.250000%
- **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):** $149074786.08
- **C.18.a - Value (excl. sponsor support):** $149074786.08
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 184: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.265000%
- **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):** $329381597.23
- **C.18.a - Value (excl. sponsor support):** $329381597.23
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 185: 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):** $228168944.05
- **C.18.a - Value (excl. sponsor support):** $228168944.05
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 186: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.270000%
- **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):** $183051477.78
- **C.18.a - Value (excl. sponsor support):** $183051477.78
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 187: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.270000%
- **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):** $478323797.20
- **C.18.a - Value (excl. sponsor support):** $478323797.20
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 188: 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):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 189: Gillean 2019 Family Trust

- **C.1 - Title:** Gillean 2019 Family Trust 4.200000%
- **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:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 190: 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: 549300ILNGZLN9GLJU21
- **C.18 - Value (incl. sponsor support):** $20575000.00
- **C.18.a - Value (excl. sponsor support):** $20575000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 191: Fixed Income Clearing Corp. - ING Financial Markets

- **C.1 - Title:** Fixed Income Clearing Corp. - ING Financial Markets 4.210000%
- **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_4.21_1001
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/8 NOTE R 31 | 2031-10-31      | 4.1250%  | 0.0000% | $700000000.00      | $722874695.20      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29 | 2029-04-30      | 4.6250%  | 0.0000% | $282614300.00      | $297125396.90      | U.S. Treasuries (including strips) |

### Security 192: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets 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: 46799N008, C.3 - LEI: N/A, C.5 - Other ID: 46799N008_4.15_1030
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 04.000 CLZA1206 | 2042-06-01      | 4.0000%  | 0.0000% | $1441760.80        | $1414666.11        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAL5971 | 2044-10-01      | 4.0000%  | 0.0000% | $839138.11         | $819982.45         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAO2573 | 2042-05-01      | 4.0000%  | 0.0000% | $2022766.50        | $1984742.98        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO8714 | 2042-07-01      | 3.5000%  | 0.0000% | $1327680.55        | $1269022.89        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAP4709 | 2042-08-01      | 4.0000%  | 0.0000% | $1121322.29        | $1098853.48        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ0026 | 2042-10-01      | 3.5000%  | 0.0000% | $544103.90         | $519224.45         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ1923 | 2042-10-01      | 3.5000%  | 0.0000% | $351201.72         | $333722.22         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ9325 | 2043-01-01      | 3.5000%  | 0.0000% | $975197.53         | $930303.77         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS1368 | 2043-12-01      | 4.0000%  | 0.0000% | $538793.92         | $524829.58         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS1821 | 2044-02-01      | 4.5000%  | 0.0000% | $1511013.52        | $1510706.79        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAT2024 | 2043-04-01      | 4.0000%  | 0.0000% | $804470.15         | $789098.51         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT4902 | 2043-05-01      | 3.5000%  | 0.0000% | $2078939.16        | $1975489.99        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTAU3167 | 2033-08-01      | 3.5000%  | 0.0000% | $2125799.55        | $2084846.96        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAU7493 | 2043-09-01      | 4.5000%  | 0.0000% | $2176397.23        | $2181326.77        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY7605 | 2055-07-01      | 6.5000%  | 0.0000% | $1202031.41        | $1265134.59        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY8374 | 2055-07-01      | 6.0000%  | 0.0000% | $1642877.31        | $1686599.76        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY9252 | 2055-06-01      | 6.0000%  | 0.0000% | $1438344.40        | $1481837.53        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ0030 | 2055-07-01      | 6.5000%  | 0.0000% | $1064806.15        | $1107356.99        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ0425 | 2055-08-01      | 6.0000%  | 0.0000% | $1185853.98        | $1220233.47        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ0668 | 2055-08-01      | 6.5000%  | 0.0000% | $1155346.54        | $1207352.28        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ1428 | 2055-08-01      | 6.0000%  | 0.0000% | $1392262.41        | $1429621.45        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ1890 | 2055-08-01      | 6.5000%  | 0.0000% | $1198017.22        | $1265028.44        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ2063 | 2055-09-01      | 6.5000%  | 0.0000% | $1376421.25        | $1448683.52        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ2065 | 2055-09-01      | 6.5000%  | 0.0000% | $1026790.59        | $1085253.08        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ2066 | 2055-09-01      | 6.5000%  | 0.0000% | $1002338.69        | $1058850.65        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ2975 | 2055-09-01      | 6.5000%  | 0.0000% | $1240450.00        | $1300071.13        | Agency Mortgage-Backed Securities |
| 05.500 FGPC N70070 G | 2035-06-01      | 5.5000%  | 0.0000% | $773986.68         | $785120.91         | Agency Mortgage-Backed Securities |
| 05.000 FGPC N70076 G | 2035-08-01      | 5.0000%  | 0.0000% | $105017.48         | $105560.50         | Agency Mortgage-Backed Securities |
| 08.000 FGPC G20025 G | 2037-06-01      | 8.0000%  | 0.0000% | $1363052.17        | $1426504.21        | Agency Mortgage-Backed Securities |
| 06.000 FGPC C75105 G | 2032-12-01      | 6.0000%  | 0.0000% | $483871.38         | $506422.85         | Agency Mortgage-Backed Securities |
| 07.500 FGPC A64445 G | 2037-08-01      | 7.5000%  | 0.0000% | $235499.21         | $244105.22         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A79257 G | 2035-05-01      | 5.5000%  | 0.0000% | $95301.31          | $98605.55          | Agency Mortgage-Backed Securities |
| 05.500 FGPC G05899 G | 2040-05-01      | 5.5000%  | 0.0000% | $2133579.50        | $2222203.18        | Agency Mortgage-Backed Securities |
| 05.500 FGPC G05825 G | 2040-03-01      | 5.5000%  | 0.0000% | $1407343.00        | $1465787.92        | Agency Mortgage-Backed Securities |
| 06.000 FGPC H01453 G | 2036-04-01      | 6.0000%  | 0.0000% | $170295.80         | $172325.79         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQI5185 | 2054-05-01      | 7.0000%  | 0.0000% | $871873.98         | $932911.17         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI6307 | 2054-05-01      | 5.5000%  | 0.0000% | $976751.14         | $1000571.71        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV1857 | 2055-06-01      | 6.0000%  | 0.0000% | $1767239.40        | $1814814.07        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW1323 | 2052-11-01      | 5.5000%  | 0.0000% | $2182588.13        | $2267485.47        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7828 | 2052-08-01      | 5.0000%  | 0.0000% | $1921781.44        | $1922870.66        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX1508 | 2052-10-01      | 5.0000%  | 0.0000% | $1117699.93        | $1126941.94        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX6427 | 2053-02-01      | 5.0000%  | 0.0000% | $2041887.14        | $2051869.47        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX7623 | 2053-06-01      | 6.0000%  | 0.0000% | $1593336.03        | $1671190.14        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX7742 | 2053-02-01      | 6.5000%  | 0.0000% | $1399295.01        | $1461512.02        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY8486 | 2053-08-01      | 5.0000%  | 0.0000% | $1195588.16        | $1193800.49        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY8659 | 2053-11-01      | 6.5000%  | 0.0000% | $1735243.63        | $1837526.03        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ1736 | 2034-09-01      | 4.4000%  | 0.0000% | $13964000.00       | $13953170.14       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ1751 | 2034-09-01      | 4.2500%  | 0.0000% | $30547000.00       | $30172481.90       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ3612 | 2035-04-01      | 4.6950%  | 0.0000% | $18643000.00       | $18922422.83       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4708 | 2030-08-01      | 4.5100%  | 0.0000% | $64185000.00       | $65403363.26       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1024 | 2051-07-01      | 2.5000%  | 0.0000% | $2259701.47        | $1942821.02        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD1601 | 2040-02-01      | 5.5000%  | 0.0000% | $727705.47         | $757038.23         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD3562 | 2035-11-01      | 5.5000%  | 0.0000% | $1071093.24        | $1119414.07        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD8463 | 2040-06-01      | 5.5000%  | 0.0000% | $230482.69         | $238585.67         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAE4826 | 2040-10-01      | 4.5000%  | 0.0000% | $279307.64         | $277985.12         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAE4868 | 2040-10-01      | 4.5000%  | 0.0000% | $153851.19         | $154577.98         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAE6393 | 2041-03-01      | 4.5000%  | 0.0000% | $2098980.32        | $2111078.85        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX1955 | 2054-12-01      | 5.5000%  | 0.0000% | $1012237.76        | $1042419.21        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX6665 | 2055-02-01      | 5.5000%  | 0.0000% | $2123884.92        | $2163560.27        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX6978 | 2055-02-01      | 7.0000%  | 0.0000% | $1180540.49        | $1260655.37        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX7616 | 2055-03-01      | 6.5000%  | 0.0000% | $2167763.40        | $2300864.31        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX9718 | 2055-02-01      | 6.5000%  | 0.0000% | $2183733.61        | $2294141.25        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY4887 | 2055-05-01      | 6.5000%  | 0.0000% | $1077124.71        | $1134267.38        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY5610 | 2055-06-01      | 6.5000%  | 0.0000% | $1070780.32        | $1127586.41        | Agency Mortgage-Backed Securities |
| 05.500 FGPC A80301 G | 2035-11-01      | 5.5000%  | 0.0000% | $1040664.94        | $1073182.14        | Agency Mortgage-Backed Securities |
| 07.000 FGPC A82560 G | 2038-10-01      | 7.0000%  | 0.0000% | $591245.04         | $627273.09         | Agency Mortgage-Backed Securities |
| 06.000 FGPC A88905 G | 2039-09-01      | 6.0000%  | 0.0000% | $190689.73         | $199110.46         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A89952 G | 2039-11-01      | 5.5000%  | 0.0000% | $829404.87         | $863849.68         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A90773 G | 2040-01-01      | 5.5000%  | 0.0000% | $327497.84         | $339414.69         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A90816 G | 2040-01-01      | 5.5000%  | 0.0000% | $197843.68         | $204560.19         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A90948 G | 2040-02-01      | 5.5000%  | 0.0000% | $141338.42         | $147131.96         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A91145 G | 2040-02-01      | 5.5000%  | 0.0000% | $114278.39         | $118126.43         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A91595 G | 2040-03-01      | 5.5000%  | 0.0000% | $102762.35         | $105499.48         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A92668 G | 2040-06-01      | 5.5000%  | 0.0000% | $192467.98         | $199418.68         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A92680 G | 2040-06-01      | 5.5000%  | 0.0000% | $224459.73         | $232082.06         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A91994 G | 2040-04-01      | 5.5000%  | 0.0000% | $65728.38          | $66659.32          | Agency Mortgage-Backed Securities |
| 05.500 FGPC A92364 G | 2040-05-01      | 5.5000%  | 0.0000% | $163899.92         | $170258.84         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A92716 G | 2040-06-01      | 5.5000%  | 0.0000% | $109686.71         | $112074.10         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A93075 G | 2040-07-01      | 5.5000%  | 0.0000% | $120537.57         | $124628.33         | Agency Mortgage-Backed Securities |
| 05.000 FGPC A93615 G | 2040-08-01      | 5.0000%  | 0.0000% | $687521.13         | $708108.11         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A93619 G | 2040-08-01      | 5.5000%  | 0.0000% | $184373.15         | $190409.63         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A97628 G | 2041-03-01      | 5.5000%  | 0.0000% | $189323.15         | $196619.77         | Agency Mortgage-Backed Securities |
| 05.000 FGPC A97738 G | 2041-03-01      | 5.0000%  | 0.0000% | $343695.74         | $353143.86         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A10254 G | 2033-06-01      | 5.5000%  | 0.0000% | $132314.02         | $134188.06         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A36965 G | 2035-08-01      | 5.5000%  | 0.0000% | $73477.13          | $74517.82          | Agency Mortgage-Backed Securities |
| 05.500 FGPC A37403 G | 2035-09-01      | 5.5000%  | 0.0000% | $89511.67          | $93373.25          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL7512 | 2043-12-01      | 4.0000%  | 0.0000% | $1741298.74        | $1702175.63        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM4785 | 2047-11-01      | 4.0000%  | 0.0000% | $2056127.62        | $2001533.78        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM6130 | 2048-04-01      | 4.5000%  | 0.0000% | $1330499.23        | $1318165.51        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM7101 | 2048-07-01      | 4.5000%  | 0.0000% | $2155857.34        | $2130536.80        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM6617 | 2048-05-01      | 4.5000%  | 0.0000% | $2319436.78        | $2297747.73        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM7842 | 2048-08-01      | 4.0000%  | 0.0000% | $1539491.69        | $1482224.48        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAH0567 | 2040-12-01      | 5.5000%  | 0.0000% | $95625.10          | $98613.72          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAH2330 | 2041-02-01      | 6.0000%  | 0.0000% | $88864.56          | $92124.68          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAH3741 | 2033-05-01      | 5.5000%  | 0.0000% | $188083.44         | $190553.46         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAH5088 | 2041-03-01      | 5.5000%  | 0.0000% | $74116.77          | $77010.70          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAH6111 | 2041-03-01      | 5.5000%  | 0.0000% | $94164.50          | $96082.03          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAH6418 | 2041-02-01      | 5.5000%  | 0.0000% | $80306.33          | $83008.20          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAH6800 | 2041-03-01      | 5.5000%  | 0.0000% | $769957.91         | $801004.58         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAH6834 | 2041-02-01      | 5.5000%  | 0.0000% | $85959.48          | $89146.64          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAH7237 | 2041-03-01      | 5.5000%  | 0.0000% | $82783.37          | $85837.63          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAI0584 | 2041-05-01      | 5.5000%  | 0.0000% | $490006.99         | $508085.58         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAJ0275 | 2036-08-01      | 4.5000%  | 0.0000% | $417510.63         | $423043.48         | Agency Mortgage-Backed Securities |
| FNMS 06.000 BLAL0283 | 2032-02-01      | 6.0000%  | 0.0000% | $340419.81         | $346186.97         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL0465 | 2041-06-01      | 4.5000%  | 0.0000% | $2280367.26        | $2292806.66        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL2155 | 2042-03-01      | 3.5000%  | 0.0000% | $386667.42         | $369224.63         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1504 | 2047-06-01      | 3.5000%  | 0.0000% | $2203903.05        | $2081937.83        | Agency Mortgage-Backed Securities |
| FKAR 04.500 WRWR1004 | 2034-04-01      | 4.5000%  | 0.0000% | $60000000.00       | $60247800.00       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAW7429 | 2042-02-01      | 4.0000%  | 0.0000% | $1845824.98        | $1811138.65        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ7124 | 2045-08-01      | 3.5000%  | 0.0000% | $2385613.70        | $2257671.91        | Agency Mortgage-Backed Securities |
| FNMS 04.500 K2796487 | 2034-06-01      | 4.5000%  | 0.0000% | $149965.94         | $149255.85         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL838756 | 2035-09-01      | 6.0000%  | 0.0000% | $287242.30         | $302085.93         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDA7333 | 2054-01-01      | 7.0000%  | 0.0000% | $1194587.76        | $1270432.01        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB3026 | 2054-05-01      | 6.0000%  | 0.0000% | $1975397.49        | $2047551.52        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC3679 | 2054-10-01      | 5.5000%  | 0.0000% | $1137181.83        | $1171009.07        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC5166 | 2054-11-01      | 5.5000%  | 0.0000% | $1201689.85        | $1233101.48        | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q00320 G | 2041-04-01      | 5.0000%  | 0.0000% | $306992.41         | $314215.87         | Agency Mortgage-Backed Securities |
| 05.500 FGPC Q00637 G | 2041-05-01      | 5.5000%  | 0.0000% | $100380.83         | $103960.37         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q01222 G | 2041-06-01      | 5.0000%  | 0.0000% | $215324.30         | $221771.71         | Agency Mortgage-Backed Securities |
| 05.500 FGPC Q01452 G | 2041-06-01      | 5.5000%  | 0.0000% | $85884.24          | $88939.70          | Agency Mortgage-Backed Securities |
| 05.500 FGPC Q01540 G | 2041-06-01      | 5.5000%  | 0.0000% | $412904.25         | $428937.96         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q01656 G | 2041-06-01      | 5.0000%  | 0.0000% | $506666.88         | $521833.84         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q01932 G | 2041-07-01      | 5.0000%  | 0.0000% | $121034.06         | $123604.56         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q01952 G | 2041-07-01      | 5.0000%  | 0.0000% | $448034.09         | $461449.92         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q02084 G | 2041-07-01      | 5.0000%  | 0.0000% | $501533.79         | $516574.67         | Agency Mortgage-Backed Securities |
| 05.500 FGPC Q02127 G | 2041-07-01      | 5.5000%  | 0.0000% | $257070.97         | $267031.33         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q02132 G | 2041-07-01      | 5.0000%  | 0.0000% | $459626.51         | $473803.13         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q02187 G | 2041-07-01      | 5.0000%  | 0.0000% | $543939.90         | $555213.48         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q02242 G | 2041-07-01      | 5.0000%  | 0.0000% | $842825.51         | $868059.52         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q02246 G | 2041-07-01      | 5.0000%  | 0.0000% | $230905.41         | $238255.31         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q02322 G | 2041-07-01      | 5.0000%  | 0.0000% | $183589.03         | $187247.00         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q03465 G | 2041-09-01      | 4.0000%  | 0.0000% | $79528.02          | $78035.45          | Agency Mortgage-Backed Securities |
| 03.000 FGPC U40663 G | 2028-03-01      | 3.0000%  | 0.0000% | $24511.61          | $24236.02          | Agency Mortgage-Backed Securities |
| 04.500 FGPC V84652 G | 2048-09-01      | 4.5000%  | 0.0000% | $1445620.22        | $1435737.96        | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q42756 G | 2046-09-01      | 3.5000%  | 0.0000% | $416660.16         | $393855.28         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q43886 G | 2046-10-01      | 4.0000%  | 0.0000% | $2014280.84        | $1963996.78        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q46373 G | 2047-02-01      | 4.0000%  | 0.0000% | $1733678.73        | $1676717.37        | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q47358 G | 2047-04-01      | 3.5000%  | 0.0000% | $839323.50         | $791086.27         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2172 | 2055-04-01      | 6.0000%  | 0.0000% | $1203928.10        | $1260049.61        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD7115 | 2055-08-01      | 6.0000%  | 0.0000% | $2188403.17        | $2271221.83        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8874 | 2055-08-01      | 6.0000%  | 0.0000% | $1216338.43        | $1265144.42        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8877 | 2055-07-01      | 6.0000%  | 0.0000% | $1046012.96        | $1089437.49        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD8887 | 2055-08-01      | 6.5000%  | 0.0000% | $1354736.42        | $1410639.76        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD8664 | 2055-04-01      | 6.5000%  | 0.0000% | $1263478.42        | $1315686.76        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8863 | 2055-08-01      | 6.0000%  | 0.0000% | $1340112.64        | $1384852.75        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD9330 | 2055-05-01      | 6.5000%  | 0.0000% | $1078482.82        | $1126040.79        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE0519 | 2055-06-01      | 6.5000%  | 0.0000% | $1146708.33        | $1196418.27        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE1183 | 2055-06-01      | 6.5000%  | 0.0000% | $1093844.96        | $1138600.85        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE1214 | 2055-06-01      | 6.5000%  | 0.0000% | $1387220.71        | $1448710.81        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1554 | 2055-06-01      | 6.0000%  | 0.0000% | $1171520.73        | $1213324.50        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE2549 | 2055-07-01      | 7.0000%  | 0.0000% | $1330592.50        | $1400789.09        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2722 | 2055-07-01      | 6.0000%  | 0.0000% | $1198061.40        | $1237585.85        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE2860 | 2055-06-01      | 6.5000%  | 0.0000% | $1083515.98        | $1128484.18        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3081 | 2055-07-01      | 6.0000%  | 0.0000% | $1630344.51        | $1685303.96        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE3291 | 2055-07-01      | 6.5000%  | 0.0000% | $1454451.73        | $1517146.03        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE4610 | 2055-08-01      | 6.5000%  | 0.0000% | $1010160.29        | $1055320.63        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6510 | 2055-09-01      | 6.0000%  | 0.0000% | $1042056.88        | $1084414.76        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE6623 | 2055-08-01      | 6.5000%  | 0.0000% | $1756950.50        | $1839351.68        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7278 | 2055-07-01      | 6.0000%  | 0.0000% | $1851441.34        | $1930417.03        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE8293 | 2055-09-01      | 6.5000%  | 0.0000% | $1584200.00        | $1653843.19        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE9788 | 2055-09-01      | 6.5000%  | 0.0000% | $1819654.00        | $1898985.66        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9817 | 2055-09-01      | 6.0000%  | 0.0000% | $1708908.00        | $1758395.13        | Agency Mortgage-Backed Securities |
| FKAR 04.470 WNWN4012 | 2033-12-01      | 4.4700%  | 0.0000% | $18700000.00       | $18814272.58       | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q59265 G | 2048-10-01      | 4.5000%  | 0.0000% | $1085953.00        | $1084349.05        | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q59594 G | 2048-11-01      | 5.0000%  | 0.0000% | $1411094.75        | $1441617.83        | Agency Mortgage-Backed Securities |
| 07.000 FRPC G80366 G | 2031-03-15      | 7.0000%  | 0.0000% | $126169.23         | $128483.29         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE1307 | 2052-04-01      | 4.5000%  | 0.0000% | $1556209.65        | $1545168.34        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0865 | 2052-10-01      | 5.0000%  | 0.0000% | $1835463.13        | $1833616.25        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF3589 | 2052-11-01      | 5.5000%  | 0.0000% | $2183898.51        | $2221851.52        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF8977 | 2053-03-01      | 6.0000%  | 0.0000% | $1272163.79        | $1317973.56        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQG1843 | 2053-05-01      | 4.5000%  | 0.0000% | $1547949.84        | $1513775.75        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ8292 | 2045-08-01      | 3.5000%  | 0.0000% | $1570883.96        | $1486620.87        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBA3120 | 2046-02-01      | 4.0000%  | 0.0000% | $534510.41         | $521950.07         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBD7765 | 2046-08-01      | 4.0000%  | 0.0000% | $876005.97         | $847542.98         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBD7785 | 2046-09-01      | 4.0000%  | 0.0000% | $169662.55         | $164055.58         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH4663 | 2047-06-01      | 4.0000%  | 0.0000% | $902700.54         | $876557.63         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH6231 | 2047-07-01      | 4.0000%  | 0.0000% | $1429135.79        | $1387478.23        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH6911 | 2047-10-01      | 4.0000%  | 0.0000% | $1207124.81        | $1162536.30        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ5974 | 2048-07-01      | 4.0000%  | 0.0000% | $425117.89         | $409814.60         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ8787 | 2048-02-01      | 4.0000%  | 0.0000% | $465058.63         | $448898.41         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK3815 | 2048-05-01      | 4.0000%  | 0.0000% | $838643.27         | $815002.10         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK4239 | 2048-08-01      | 4.5000%  | 0.0000% | $865231.46         | $860870.69         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK4285 | 2048-09-01      | 4.5000%  | 0.0000% | $1084289.96        | $1082809.90        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK5367 | 2048-05-01      | 4.0000%  | 0.0000% | $282855.93         | $272631.03         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK5172 | 2048-07-01      | 4.0000%  | 0.0000% | $1919499.12        | $1853587.79        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK5489 | 2048-05-01      | 4.0000%  | 0.0000% | $789599.57         | $762778.63         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK6101 | 2048-06-01      | 4.0000%  | 0.0000% | $1001384.04        | $973493.71         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7194 | 2048-08-01      | 4.5000%  | 0.0000% | $503812.91         | $503702.57         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK9546 | 2048-11-01      | 4.5000%  | 0.0000% | $2226192.28        | $2213825.79        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDA8921 | 2054-02-01      | 7.0000%  | 0.0000% | $960358.11         | $1020776.06        | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP923295 | 2037-03-01      | 6.5000%  | 0.0000% | $216428.22         | $222558.79         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAB4603 | 2042-03-01      | 4.0000%  | 0.0000% | $2062619.41        | $2024279.90        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAB4951 | 2042-04-01      | 4.0000%  | 0.0000% | $2297981.19        | $2254781.95        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB5073 | 2037-05-01      | 3.5000%  | 0.0000% | $2042988.89        | $1984619.56        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB6513 | 2042-10-01      | 3.5000%  | 0.0000% | $1611065.64        | $1536891.29        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAC1320 | 2034-07-01      | 5.0000%  | 0.0000% | $782831.27         | $791163.56         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAC9080 | 2038-01-01      | 5.5000%  | 0.0000% | $815846.87         | $852657.52         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAC9536 | 2040-01-01      | 5.5000%  | 0.0000% | $412054.60         | $427555.09         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG6104 | 2053-07-01      | 6.0000%  | 0.0000% | $2058404.93        | $2141598.11        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG7983 | 2053-08-01      | 6.5000%  | 0.0000% | $1482524.39        | $1581432.66        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG7234 | 2053-07-01      | 6.5000%  | 0.0000% | $794041.06         | $843286.78         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQH5280 | 2053-11-01      | 7.0000%  | 0.0000% | $1441877.75        | $1538408.43        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH5395 | 2053-12-01      | 6.5000%  | 0.0000% | $1489962.52        | $1584891.18        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQH4725 | 2053-11-01      | 7.0000%  | 0.0000% | $1430257.92        | $1527842.83        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH5868 | 2053-11-01      | 6.5000%  | 0.0000% | $1939990.72        | $2060305.28        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ1725 | 2054-08-01      | 5.5000%  | 0.0000% | $1243904.59        | $1280574.34        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ3174 | 2054-09-01      | 6.0000%  | 0.0000% | $1207674.42        | $1260225.57        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ6219 | 2054-10-01      | 5.5000%  | 0.0000% | $1989030.89        | $2045339.48        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ6437 | 2054-10-01      | 5.5000%  | 0.0000% | $927675.95         | $952235.76         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ6491 | 2054-10-01      | 5.5000%  | 0.0000% | $1294994.92        | $1328086.64        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ8023 | 2054-11-01      | 5.5000%  | 0.0000% | $724064.89         | $744076.27         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN0856 | 2048-10-01      | 4.5000%  | 0.0000% | $825763.01         | $820437.67         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN0575 | 2048-11-01      | 4.0000%  | 0.0000% | $782625.45         | $760823.24         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN0559 | 2048-09-01      | 4.5000%  | 0.0000% | $1923436.80        | $1913733.06        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN1938 | 2048-11-01      | 4.0000%  | 0.0000% | $628665.62         | $606717.78         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN8089 | 2049-03-01      | 4.0000%  | 0.0000% | $501183.80         | $484630.82         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBN7422 | 2049-10-01      | 3.0000%  | 0.0000% | $2577301.06        | $2304918.14        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS8420 | 2033-05-01      | 4.2700%  | 0.0000% | $16195063.61       | $16143234.91       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS8472 | 2033-06-01      | 4.4000%  | 0.0000% | $2178234.00        | $2189012.87        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS8720 | 2033-06-01      | 4.4000%  | 0.0000% | $14767305.63       | $14808793.54       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS8760 | 2033-07-01      | 4.3400%  | 0.0000% | $48480000.00       | $48505699.78       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBU5621 | 2055-02-01      | 6.5000%  | 0.0000% | $901207.17         | $956538.68         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CVMA1943 | 2029-05-01      | 3.5000%  | 0.0000% | $407742.14         | $405160.49         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAB4358 | 2042-01-01      | 4.0000%  | 0.0000% | $840061.22         | $827132.87         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL992137 | 2038-10-01      | 6.5000%  | 0.0000% | $682298.18         | $726045.16         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ5160 | 2048-04-01      | 4.5000%  | 0.0000% | $1893488.96        | $1885411.33        | Agency Mortgage-Backed Securities |

### Security 193: 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):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 194: 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):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 195: 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):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 196: 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):** $19500000.00
- **C.18.a - Value (excl. sponsor support):** $19500000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 197: MBW Legacy Investments LLC

- **C.1 - Title:** MBW Legacy Investments LLC 4.200000%
- **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:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 198: 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):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 199: MUFG Securities Americas

- **C.1 - Title:** MUFG Securities Americas 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: 606745008, C.3 - LEI: N/A, C.5 - Other ID: 606745008_4.16_1006
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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 CU2161 C                 | 2053-06-20      | 6.5000%  | 0.0000% | $1667223.94        | $1741215.52        | Agency Mortgage-Backed Securities  |
| GNII SF CU2165 C                 | 2053-07-20      | 6.0000%  | 0.0000% | $1817644.78        | $1876680.67        | Agency Mortgage-Backed Securities  |
| GNII SF CU2172 C                 | 2053-08-20      | 6.5000%  | 0.0000% | $9794304.07        | $10228986.16       | Agency Mortgage-Backed Securities  |
| GNII SF CU6728 C                 | 2053-07-20      | 6.0000%  | 0.0000% | $12036683.88       | $12427627.35       | Agency Mortgage-Backed Securities  |
| GNII SF DB6827 C                 | 2054-04-20      | 6.0000%  | 0.0000% | $10555518.74       | $10898365.50       | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G15787 G             | 2031-05-01      | 3.0000%  | 0.0000% | $1172.43           | $1151.43           | Agency Mortgage-Backed Securities  |
| 02.500 FGPC G16350 G             | 2032-10-01      | 2.5000%  | 0.0000% | $1221.00           | $1176.40           | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G16778 G             | 2027-01-01      | 3.0000%  | 0.0000% | $4695.55           | $4674.36           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08784 G             | 2047-10-01      | 3.5000%  | 0.0000% | $14837.50          | $13889.97          | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08710 G             | 2046-06-01      | 3.0000%  | 0.0000% | $208404.47         | $189488.16         | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08715 G             | 2046-08-01      | 3.0000%  | 0.0000% | $2916.97           | $2650.99           | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08726 G             | 2046-10-01      | 3.0000%  | 0.0000% | $12270.71          | $11149.25          | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08741 G             | 2047-01-01      | 3.0000%  | 0.0000% | $83723.62          | $76071.84          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08751 G             | 2047-03-01      | 3.5000%  | 0.0000% | $13250.87          | $12463.75          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC C91385 G             | 2031-08-01      | 4.0000%  | 0.0000% | $98659.24          | $98491.24          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC C91439 G             | 2032-04-01      | 4.0000%  | 0.0000% | $10173.13          | $10102.14          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC C91994 G             | 2038-05-01      | 4.0000%  | 0.0000% | $5171.80           | $5106.18           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5647             | 2055-03-01      | 6.0000%  | 0.0000% | $26529338.11       | $27231260.17       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5673             | 2055-04-01      | 5.5000%  | 0.0000% | $5779.23           | $5855.92           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA5712             | 2040-05-01      | 5.5000%  | 0.0000% | $1847.12           | $1896.38           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAD6193             | 2040-06-01      | 5.0000%  | 0.0000% | $4442.40           | $4470.84           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAD6996             | 2040-07-01      | 5.0000%  | 0.0000% | $22651.00          | $23301.71          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAE0103             | 2039-05-01      | 6.0000%  | 0.0000% | $243.31            | $257.46            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAE0113             | 2040-07-01      | 4.0000%  | 0.0000% | $215.67            | $213.41            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAE0517             | 2035-11-01      | 5.5000%  | 0.0000% | $3405.99           | $3553.99           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIAE0705             | 2026-01-01      | 4.0000%  | 0.0000% | $6.40              | $6.40              | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIAE0707             | 2025-12-01      | 4.5000%  | 0.0000% | $27.15             | $27.20             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAE0725             | 2041-01-01      | 4.5000%  | 0.0000% | $61.46             | $61.79             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAE0981             | 2041-03-01      | 3.5000%  | 0.0000% | $6395.12           | $6128.48           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAE5471             | 2040-10-01      | 4.5000%  | 0.0000% | $2590.36           | $2606.62           | Agency Mortgage-Backed Securities  |
| GNII SF CJ8967 C                 | 2052-08-20      | 5.0000%  | 0.0000% | $2906703.45        | $2909920.53        | Agency Mortgage-Backed Securities  |
| GNII SF MA9966 M                 | 2054-10-20      | 6.0000%  | 0.0000% | $8513769.40        | $8709444.20        | Agency Mortgage-Backed Securities  |
| GNMI SF 682229 X                 | 2049-07-15      | 4.0000%  | 0.0000% | $117415.68         | $111945.31         | Agency Mortgage-Backed Securities  |
| GNII SF 698489 C                 | 2036-01-20      | 6.0000%  | 0.0000% | $1447.45           | $1504.05           | Agency Mortgage-Backed Securities  |
| GNII SF DK5917 C                 | 2055-06-20      | 6.5000%  | 0.0000% | $5311696.51        | $5548630.64        | Agency Mortgage-Backed Securities  |
| GNII JM MA0843 M                 | 2043-03-20      | 2.5000%  | 0.0000% | $119328.92         | $102805.91         | Agency Mortgage-Backed Securities  |
| GNII SF MA0462 M                 | 2042-10-20      | 3.5000%  | 0.0000% | $184470.58         | $176071.53         | Agency Mortgage-Backed Securities  |
| GNII SF MA0697 M                 | 2043-01-20      | 2.5000%  | 0.0000% | $115173.89         | $103341.03         | Agency Mortgage-Backed Securities  |
| GNII SF MA2678 M                 | 2045-03-20      | 3.5000%  | 0.0000% | $762026.31         | $715266.43         | Agency Mortgage-Backed Securities  |
| GNII SF MA2960 M                 | 2045-07-20      | 3.0000%  | 0.0000% | $242192.84         | $220961.41         | Agency Mortgage-Backed Securities  |
| GNII SF MA3036 M                 | 2045-08-20      | 4.5000%  | 0.0000% | $130739.68         | $130194.76         | Agency Mortgage-Backed Securities  |
| GNII SF MA3662 M                 | 2046-05-20      | 3.0000%  | 0.0000% | $9282928.88        | $8464292.14        | Agency Mortgage-Backed Securities  |
| GNII SF MA3735 M                 | 2046-06-20      | 3.0000%  | 0.0000% | $13603729.44       | $12402610.83       | Agency Mortgage-Backed Securities  |
| GNAR AT DL7684 C                 | 2055-09-20      | 4.5000%  | 0.0000% | $5000000.00        | $5014235.00        | Agency Mortgage-Backed Securities  |
| GNII SF DL9426 C                 | 2055-09-20      | 6.5000%  | 0.0000% | $10115463.00       | $10566775.62       | Agency Mortgage-Backed Securities  |
| GNII SF DM6728 C                 | 2055-09-20      | 6.0000%  | 0.0000% | $25752559.00       | $26593131.10       | Agency Mortgage-Backed Securities  |
| GNII SF MB0024 M                 | 2054-11-20      | 4.5000%  | 0.0000% | $68311864.29       | $66610557.31       | Agency Mortgage-Backed Securities  |
| GNII SF MB0308 M                 | 2055-04-20      | 5.5000%  | 0.0000% | $29540632.80       | $29909286.78       | Agency Mortgage-Backed Securities  |
| GNII SF MB0366 M                 | 2055-05-20      | 5.5000%  | 0.0000% | $3461673.32        | $3505216.17        | Agency Mortgage-Backed Securities  |
| GNAR AT MB0639 M                 | 2055-08-20      | 4.5000%  | 0.0000% | $7500000.00        | $7514947.50        | Agency Mortgage-Backed Securities  |
| GNAR AT MB0641 M                 | 2055-08-20      | 5.0000%  | 0.0000% | $4000000.00        | $4038715.11        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC V80284 G             | 2043-08-01      | 3.5000%  | 0.0000% | $37363.10          | $35523.32          | Agency Mortgage-Backed Securities  |
| 03.000 FGPC Q45735 G             | 2047-01-01      | 3.0000%  | 0.0000% | $14072075.11       | $12785840.54       | Agency Mortgage-Backed Securities  |
| GNII SF MA4068 M                 | 2046-10-20      | 3.0000%  | 0.0000% | $222033.74         | $202371.46         | Agency Mortgage-Backed Securities  |
| GNII SF MA4127 M                 | 2046-12-20      | 3.5000%  | 0.0000% | $30050.45          | $28036.64          | Agency Mortgage-Backed Securities  |
| GNII SF MA4267 M                 | 2034-09-20      | 6.0000%  | 0.0000% | $423240.52         | $446752.94         | Agency Mortgage-Backed Securities  |
| GNII SF MA4510 M                 | 2047-03-20      | 3.5000%  | 0.0000% | $22260.40          | $20671.33          | Agency Mortgage-Backed Securities  |
| GNII SF MA4587 M                 | 2047-07-20      | 4.0000%  | 0.0000% | $21377.63          | $20555.07          | Agency Mortgage-Backed Securities  |
| GNII SF MA4718 M                 | 2047-09-20      | 3.0000%  | 0.0000% | $337896.68         | $307463.91         | Agency Mortgage-Backed Securities  |
| GNII SF MA4720 M                 | 2047-09-20      | 4.0000%  | 0.0000% | $15561100.45       | $14962343.89       | Agency Mortgage-Backed Securities  |
| GNII SF MA4838 M                 | 2047-11-20      | 4.0000%  | 0.0000% | $63568.33          | $61122.37          | Agency Mortgage-Backed Securities  |
| GNII SF MA4873 M                 | 2032-11-20      | 4.0000%  | 0.0000% | $37840.16          | $37729.33          | Agency Mortgage-Backed Securities  |
| GNII SF MA4962 M                 | 2048-01-20      | 3.5000%  | 0.0000% | $44554.94          | $41588.31          | Agency Mortgage-Backed Securities  |
| GNII SF MA4967 M                 | 2048-01-20      | 6.0000%  | 0.0000% | $5716.10           | $6034.05           | Agency Mortgage-Backed Securities  |
| GNII SF MA5024 M                 | 2048-02-20      | 6.0000%  | 0.0000% | $54899.68          | $57953.39          | Agency Mortgage-Backed Securities  |
| GNII JM MA5048 M                 | 2033-03-20      | 3.5000%  | 0.0000% | $85054.27          | $83670.05          | Agency Mortgage-Backed Securities  |
| GNII SF MA5053 M                 | 2026-12-20      | 4.0000%  | 0.0000% | $27015.10          | $26925.39          | Agency Mortgage-Backed Securities  |
| GNII JM MA5127 M                 | 2048-04-20      | 4.0000%  | 0.0000% | $18229.95          | $17010.03          | Agency Mortgage-Backed Securities  |
| GNII SF MA5141 M                 | 2048-04-20      | 6.0000%  | 0.0000% | $2317.24           | $2446.07           | Agency Mortgage-Backed Securities  |
| GNII JM MA6273 M                 | 2049-11-20      | 2.5000%  | 0.0000% | $219186.85         | $186606.67         | Agency Mortgage-Backed Securities  |
| GNII JM MA5753 M                 | 2049-02-20      | 4.0000%  | 0.0000% | $51899.90          | $48427.29          | Agency Mortgage-Backed Securities  |
| GNII SF MA5762 M                 | 2049-02-20      | 3.5000%  | 0.0000% | $15607.38          | $14515.28          | Agency Mortgage-Backed Securities  |
| GNII SF MA5907 M                 | 2034-04-20      | 4.5000%  | 0.0000% | $17395.01          | $17587.85          | Agency Mortgage-Backed Securities  |
| GNII SF MA7109 M                 | 2036-01-20      | 3.5000%  | 0.0000% | $88939.40          | $86349.43          | Agency Mortgage-Backed Securities  |
| GNII SF MA7167 M                 | 2036-02-20      | 3.5000%  | 0.0000% | $17983.45          | $17463.30          | Agency Mortgage-Backed Securities  |
| GNII JM MA7185 M                 | 2051-02-20      | 2.5000%  | 0.0000% | $904077.61         | $766326.82         | Agency Mortgage-Backed Securities  |
| GNII SF MA7193 M                 | 2051-02-20      | 2.5000%  | 0.0000% | $443451.52         | $384454.24         | Agency Mortgage-Backed Securities  |
| GNII JM MA6328 M                 | 2049-12-20      | 2.5000%  | 0.0000% | $569334.94         | $484705.51         | Agency Mortgage-Backed Securities  |
| GNII SF 002687 M                 | 2028-12-20      | 6.0000%  | 0.0000% | $194.49            | $198.64            | Agency Mortgage-Backed Securities  |
| GNII SF MA6312 M                 | 2034-12-20      | 4.0000%  | 0.0000% | $163091.78         | $162482.99         | Agency Mortgage-Backed Securities  |
| GNII SF MA6338 M                 | 2049-12-20      | 3.0000%  | 0.0000% | $29511.48          | $26615.63          | Agency Mortgage-Backed Securities  |
| GNII SF MA6383 M                 | 2035-01-20      | 4.0000%  | 0.0000% | $23129.89          | $22824.49          | Agency Mortgage-Backed Securities  |
| GNII SF MA6411 M                 | 2049-12-20      | 4.0000%  | 0.0000% | $1306.43           | $1249.94           | Agency Mortgage-Backed Securities  |
| GNII JM MA6530 M                 | 2050-03-20      | 2.5000%  | 0.0000% | $344647.97         | $293416.01         | Agency Mortgage-Backed Securities  |
| GNII SF MA6547 M                 | 2050-02-20      | 6.0000%  | 0.0000% | $49292.34          | $52034.39          | Agency Mortgage-Backed Securities  |
| GNII SF MA6574 M                 | 2035-03-20      | 4.0000%  | 0.0000% | $151835.64         | $149489.36         | Agency Mortgage-Backed Securities  |
| GNII SF MA6598 M                 | 2050-04-20      | 2.5000%  | 0.0000% | $28494.86          | $24672.96          | Agency Mortgage-Backed Securities  |
| GNII SF MA6605 M                 | 2038-10-20      | 6.0000%  | 0.0000% | $19793.99          | $20895.79          | Agency Mortgage-Backed Securities  |
| GNII SF MA6709 M                 | 2050-06-20      | 2.5000%  | 0.0000% | $375781.97         | $326145.26         | Agency Mortgage-Backed Securities  |
| GNII SF MA6685 M                 | 2035-06-20      | 3.5000%  | 0.0000% | $38231.84          | $37126.15          | Agency Mortgage-Backed Securities  |
| GNII SF MA6772 M                 | 2050-07-20      | 6.0000%  | 0.0000% | $32175.68          | $33965.88          | Agency Mortgage-Backed Securities  |
| GNII SF MA6842 M                 | 2035-09-20      | 3.5000%  | 0.0000% | $29355.66          | $28506.30          | Agency Mortgage-Backed Securities  |
| GNII SF MA6865 M                 | 2050-09-20      | 2.5000%  | 0.0000% | $888090.16         | $768423.46         | Agency Mortgage-Backed Securities  |
| GNII SF MA6908 M                 | 2035-10-20      | 3.5000%  | 0.0000% | $35615.70          | $34585.67          | Agency Mortgage-Backed Securities  |
| GNII JM MA6925 M                 | 2050-10-20      | 4.0000%  | 0.0000% | $68927.57          | $64318.19          | Agency Mortgage-Backed Securities  |
| GNII SF MA6930 M                 | 2050-10-20      | 2.0000%  | 0.0000% | $136004956.55      | $113122953.70      | Agency Mortgage-Backed Securities  |
| GNII SF MA6970 M                 | 2031-02-20      | 3.5000%  | 0.0000% | $70116.17          | $68088.09          | Agency Mortgage-Backed Securities  |
| GNII SF MA6997 M                 | 2050-11-20      | 3.5000%  | 0.0000% | $45341.87          | $41964.19          | Agency Mortgage-Backed Securities  |
| GNII SF MA6994 M                 | 2050-11-20      | 2.0000%  | 0.0000% | $409158.42         | $340317.97         | Agency Mortgage-Backed Securities  |
| GNII SF MA6995 M                 | 2050-11-20      | 2.5000%  | 0.0000% | $1047077.57        | $907600.44         | Agency Mortgage-Backed Securities  |
| GNII SF MA7026 M                 | 2035-12-20      | 3.5000%  | 0.0000% | $126365.58         | $122726.18         | Agency Mortgage-Backed Securities  |
| GNII SF MA7051 M                 | 2050-12-20      | 2.0000%  | 0.0000% | $1521812.87        | $1263882.49        | Agency Mortgage-Backed Securities  |
| GNII SF MA7989 M                 | 2052-04-20      | 3.5000%  | 0.0000% | $179622.52         | $165656.77         | Agency Mortgage-Backed Securities  |
| GNII SF MA7990 M                 | 2052-04-20      | 4.0000%  | 0.0000% | $27020.11          | $25753.74          | Agency Mortgage-Backed Securities  |
| GNII SF MA8098 M                 | 2052-06-20      | 3.0000%  | 0.0000% | $761476.89         | $683407.74         | Agency Mortgage-Backed Securities  |
| GNII SF MA8099 M                 | 2052-06-20      | 3.5000%  | 0.0000% | $23076.19          | $21253.55          | Agency Mortgage-Backed Securities  |
| GNII SF MA7229 M                 | 2036-03-20      | 3.5000%  | 0.0000% | $53429.71          | $51612.48          | Agency Mortgage-Backed Securities  |
| GNII SF MA7218 M                 | 2036-01-20      | 1.5000%  | 0.0000% | $47460.21          | $42842.25          | Agency Mortgage-Backed Securities  |
| GNII JM MA7247 M                 | 2051-03-20      | 2.5000%  | 0.0000% | $304306.49         | $257942.01         | Agency Mortgage-Backed Securities  |
| GNII SF MA7342 M                 | 2036-05-20      | 3.5000%  | 0.0000% | $128235.19         | $126587.04         | Agency Mortgage-Backed Securities  |
| GNII SF MA7366 M                 | 2051-05-20      | 2.0000%  | 0.0000% | $1078626.83        | $895800.78         | Agency Mortgage-Backed Securities  |
| GNII SF MA7368 M                 | 2051-05-20      | 3.0000%  | 0.0000% | $1394837.35        | $1252552.32        | Agency Mortgage-Backed Securities  |
| GNII SF MA7374 M                 | 2038-06-20      | 6.0000%  | 0.0000% | $5543.51           | $5756.12           | Agency Mortgage-Backed Securities  |
| GNII SF MA7470 M                 | 2051-07-20      | 1.5000%  | 0.0000% | $33206.85          | $26430.21          | Agency Mortgage-Backed Securities  |
| GNII SF MA7472 M                 | 2051-07-20      | 2.5000%  | 0.0000% | $125199.53         | $108290.32         | Agency Mortgage-Backed Securities  |
| GNII SF 003545 M                 | 2034-04-20      | 6.0000%  | 0.0000% | $1132.24           | $1183.28           | Agency Mortgage-Backed Securities  |
| 3.73 FCOR 26-27 OE               | 2027-09-30      | 3.7300%  | 0.0000% | $75000000.00       | $74952150.00       | Agency Mortgage-Backed Securities  |
| 3.90 FCOR 26-29 JQ               | 2029-09-24      | 3.9000%  | 0.0000% | $4495000.00        | $4485839.19        | Agency Mortgage-Backed Securities  |
| 3.88 FCOR 26-28 LQ               | 2028-03-23      | 3.8800%  | 0.0000% | $24000000.00       | $23970250.67       | Agency Mortgage-Backed Securities  |
| 5.44 FCOR 26-39 BD               | 2039-09-26      | 5.4400%  | 0.0000% | $37000000.00       | $36902077.44       | Agency Mortgage-Backed Securities  |
| 5.35 FCOR 26-38 BJ               | 2038-09-30      | 5.3500%  | 0.0000% | $35000000.00       | $34902175.00       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4438             | 2051-10-01      | 2.5000%  | 0.0000% | $49085319.50       | $41738419.77       | Agency Mortgage-Backed Securities  |
| GNII SF MA7534 M                 | 2051-08-20      | 2.5000%  | 0.0000% | $1775402.59        | $1535616.52        | Agency Mortgage-Backed Securities  |
| GNII SF MA7535 M                 | 2051-08-20      | 3.0000%  | 0.0000% | $4909188.12        | $4408385.48        | Agency Mortgage-Backed Securities  |
| GNII SF MA7589 M                 | 2051-09-20      | 2.5000%  | 0.0000% | $788058.69         | $682595.86         | Agency Mortgage-Backed Securities  |
| GNII SF MA7649 M                 | 2051-10-20      | 2.5000%  | 0.0000% | $495804.23         | $428837.88         | Agency Mortgage-Backed Securities  |
| GNII SF MA7767 M                 | 2051-12-20      | 2.5000%  | 0.0000% | $1286854.95        | $1113043.17        | Agency Mortgage-Backed Securities  |
| GNII SF MA7826 M                 | 2052-01-20      | 2.0000%  | 0.0000% | $1684260.94        | $1400695.58        | Agency Mortgage-Backed Securities  |
| GNII SF MA7827 M                 | 2052-01-20      | 2.5000%  | 0.0000% | $219633.69         | $189968.62         | Agency Mortgage-Backed Securities  |
| GNII SF MA7828 M                 | 2052-01-20      | 3.0000%  | 0.0000% | $8562160.05        | $7688277.46        | Agency Mortgage-Backed Securities  |
| GNII SF MA7884 M                 | 2052-02-20      | 4.0000%  | 0.0000% | $54555.20          | $52021.12          | Agency Mortgage-Backed Securities  |
| GNII SF MA7937 M                 | 2052-03-20      | 3.0000%  | 0.0000% | $366311.30         | $328755.85         | Agency Mortgage-Backed Securities  |
| GNII SF MA8874 M                 | 2051-05-20      | 3.0000%  | 0.0000% | $2308.81           | $2098.33           | Agency Mortgage-Backed Securities  |
| GNII SF MA8878 M                 | 2053-05-20      | 5.0000%  | 0.0000% | $8315024.60        | $8337040.94        | Agency Mortgage-Backed Securities  |
| GNII SF MA8879 M                 | 2053-05-20      | 5.5000%  | 0.0000% | $11579956.20       | $11783306.67       | Agency Mortgage-Backed Securities  |
| GNII SF MA8151 M                 | 2052-07-20      | 4.5000%  | 0.0000% | $573744.94         | $563454.83         | Agency Mortgage-Backed Securities  |
| GNII SF MA8268 M                 | 2052-09-20      | 4.5000%  | 0.0000% | $214622.51         | $210706.72         | Agency Mortgage-Backed Securities  |
| GNII SF MA8269 M                 | 2052-09-20      | 5.0000%  | 0.0000% | $15124.72          | $15202.98          | Agency Mortgage-Backed Securities  |
| GNII SF MA8322 M                 | 2036-12-20      | 6.0000%  | 0.0000% | $32941.21          | $33713.43          | Agency Mortgage-Backed Securities  |
| GNII SF MA8347 M                 | 2052-10-20      | 4.5000%  | 0.0000% | $39384958.89       | $38660472.57       | Agency Mortgage-Backed Securities  |
| GNII SF MA8427 M                 | 2052-11-20      | 4.5000%  | 0.0000% | $521292.80         | $511703.62         | Agency Mortgage-Backed Securities  |
| GNII SF MA8429 M                 | 2052-10-20      | 5.5000%  | 0.0000% | $14321113.60       | $14528491.29       | Agency Mortgage-Backed Securities  |
| GNII SF MA8462 M                 | 2037-12-20      | 6.0000%  | 0.0000% | $219039.97         | $224196.90         | Agency Mortgage-Backed Securities  |
| GNII SF MA8487 M                 | 2052-11-20      | 3.5000%  | 0.0000% | $163967.25         | $150647.77         | Agency Mortgage-Backed Securities  |
| GNII SF 003149 M                 | 2031-10-20      | 6.0000%  | 0.0000% | $328.34            | $343.44            | Agency Mortgage-Backed Securities  |
| GNII SF 003160 M                 | 2031-11-20      | 6.0000%  | 0.0000% | $315.20            | $330.48            | Agency Mortgage-Backed Securities  |
| GNII SF 003172 M                 | 2031-12-20      | 6.0000%  | 0.0000% | $104.47            | $109.40            | Agency Mortgage-Backed Securities  |
| GNII SF 003187 M                 | 2032-01-20      | 6.0000%  | 0.0000% | $216.58            | $226.50            | Agency Mortgage-Backed Securities  |
| GNII SF 003200 M                 | 2032-02-20      | 6.0000%  | 0.0000% | $570.02            | $597.15            | Agency Mortgage-Backed Securities  |
| GNII SF 003214 M                 | 2032-03-20      | 6.0000%  | 0.0000% | $196.29            | $206.05            | Agency Mortgage-Backed Securities  |
| GNII SF 003249 M                 | 2032-06-20      | 6.0000%  | 0.0000% | $168.89            | $176.61            | Agency Mortgage-Backed Securities  |
| GNII SF 003285 M                 | 2032-09-20      | 6.0000%  | 0.0000% | $599.57            | $622.82            | Agency Mortgage-Backed Securities  |
| GNII SF 003460 M                 | 2033-10-20      | 6.0000%  | 0.0000% | $711.24            | $741.61            | Agency Mortgage-Backed Securities  |
| GNII SF 003831 M                 | 2036-03-20      | 6.0000%  | 0.0000% | $537.24            | $565.40            | Agency Mortgage-Backed Securities  |
| GNII SF 003865 M                 | 2036-06-20      | 6.0000%  | 0.0000% | $425.57            | $447.88            | Agency Mortgage-Backed Securities  |
| GNII SF 003879 M                 | 2036-07-20      | 6.0000%  | 0.0000% | $20852.68          | $22209.41          | Agency Mortgage-Backed Securities  |
| GNII SF 003899 M                 | 2036-09-20      | 6.0000%  | 0.0000% | $2645.32           | $2784.72           | Agency Mortgage-Backed Securities  |
| GNII SF 003910 M                 | 2036-10-20      | 6.0000%  | 0.0000% | $2616.43           | $2755.66           | Agency Mortgage-Backed Securities  |
| GNII SF 003986 M                 | 2037-05-20      | 6.0000%  | 0.0000% | $5807.82           | $6188.30           | Agency Mortgage-Backed Securities  |
| GNII SF 004017 M                 | 2037-08-20      | 6.0000%  | 0.0000% | $4620.23           | $4876.88           | Agency Mortgage-Backed Securities  |
| GNII SF 004049 M                 | 2037-11-20      | 6.0000%  | 0.0000% | $102.54            | $108.24            | Agency Mortgage-Backed Securities  |
| GNII JM 004239 M                 | 2038-09-20      | 6.0000%  | 0.0000% | $511.36            | $523.27            | Agency Mortgage-Backed Securities  |
| GNII JM 004240 M                 | 2038-09-20      | 6.5000%  | 0.0000% | $688.44            | $711.22            | Agency Mortgage-Backed Securities  |
| GNII FS 004211 M                 | 2038-08-20      | 6.5000%  | 0.0000% | $3062.95           | $3120.22           | Agency Mortgage-Backed Securities  |
| GNII JM 004260 M                 | 2038-10-20      | 6.0000%  | 0.0000% | $712.77            | $735.74            | Agency Mortgage-Backed Securities  |
| GNII JM 004286 M                 | 2038-11-20      | 6.5000%  | 0.0000% | $198.20            | $205.93            | Agency Mortgage-Backed Securities  |
| GNII SF 004291 M                 | 2038-11-20      | 6.0000%  | 0.0000% | $406.18            | $428.75            | Agency Mortgage-Backed Securities  |
| GNII JM 004310 M                 | 2038-12-20      | 6.0000%  | 0.0000% | $63.35             | $64.23             | Agency Mortgage-Backed Securities  |
| GNII JM 004311 M                 | 2038-12-20      | 6.5000%  | 0.0000% | $50.38             | $50.53             | Agency Mortgage-Backed Securities  |
| GNII JM 004364 M                 | 2039-02-20      | 6.0000%  | 0.0000% | $51.18             | $51.87             | Agency Mortgage-Backed Securities  |
| GNII JM 004337 M                 | 2039-01-20      | 6.0000%  | 0.0000% | $368.34            | $377.10            | Agency Mortgage-Backed Securities  |
| GNII SF MA9780 M                 | 2054-07-20      | 6.0000%  | 0.0000% | $78895.61          | $80813.82          | Agency Mortgage-Backed Securities  |
| GNII SF MA9102 M                 | 2053-04-20      | 3.5000%  | 0.0000% | $82587.54          | $76083.65          | Agency Mortgage-Backed Securities  |
| GNII SF MA9169 M                 | 2053-06-20      | 4.5000%  | 0.0000% | $421789.57         | $412072.38         | Agency Mortgage-Backed Securities  |
| GNII SF MA9302 M                 | 2053-11-20      | 4.0000%  | 0.0000% | $87694.36          | $83569.41          | Agency Mortgage-Backed Securities  |
| GNII SF MA9359 M                 | 2053-02-20      | 4.0000%  | 0.0000% | $227937.67         | $217192.96         | Agency Mortgage-Backed Securities  |
| GNII SF MA9365 M                 | 2053-12-20      | 7.0000%  | 0.0000% | $48877.81          | $50819.62          | Agency Mortgage-Backed Securities  |
| GNII SF MA9490 M                 | 2054-02-20      | 6.5000%  | 0.0000% | $15456345.00       | $15997720.66       | Agency Mortgage-Backed Securities  |
| GNII SF 004749 M                 | 2040-07-20      | 6.0000%  | 0.0000% | $16014.95          | $16879.61          | Agency Mortgage-Backed Securities  |
| GNII SP 781301 M                 | 2031-06-20      | 6.0000%  | 0.0000% | $66.65             | $69.19             | Agency Mortgage-Backed Securities  |
| GNII JP 784405 M                 | 2032-11-20      | 4.0000%  | 0.0000% | $107764.00         | $107485.67         | Agency Mortgage-Backed Securities  |
| GNMI SP 784713 X                 | 2047-02-15      | 3.0000%  | 0.0000% | $389291.45         | $353140.16         | Agency Mortgage-Backed Securities  |
| 6 5/8 BOND 27                    | 2027-02-15      | 6.6250%  | 0.0000% | $100.00            | $105.03            | U.S. Treasuries (including strips) |
| 5 1/2 BOND 28                    | 2028-08-15      | 5.5000%  | 0.0000% | $100.00            | $105.80            | U.S. Treasuries (including strips) |
| 4 1/2 BOND 36                    | 2036-02-15      | 4.5000%  | 0.0000% | $1200.00           | $1246.07           | U.S. Treasuries (including strips) |
| 3 1/2 BOND 39                    | 2039-02-15      | 3.5000%  | 0.0000% | $1000.00           | $920.00            | U.S. Treasuries (including strips) |
| 3 3/4 BOND 41                    | 2041-08-15      | 3.7500%  | 0.0000% | $100.00            | $91.45             | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32                  | 2032-01-31      | 4.3750%  | 0.0000% | $100.00            | $103.51            | U.S. Treasuries (including strips) |
| 4 NOTE W 30                      | 2030-03-31      | 4.0000%  | 0.0000% | $100.00            | $101.12            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27                 | 2027-03-31      | 3.8750%  | 0.0000% | $120300.00         | $120628.42         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30                  | 2030-04-30      | 3.8750%  | 0.0000% | $200.00            | $204.45            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30                 | 2030-06-30      | 3.8750%  | 0.0000% | $3646100.00        | $3703079.43        | U.S. Treasuries (including strips) |
| T 3 3/4 06/30/27                 | 2027-06-30      | 3.7500%  | 0.0000% | $4600.00           | $4649.80           | U.S. Treasuries (including strips) |
| 4 NOTE N 32                      | 2032-07-31      | 4.0000%  | 0.0000% | $3955200.00        | $4001200.70        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE E 35                  | 2035-08-15      | 4.2500%  | 0.0000% | $4279000.00        | $4337988.15        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE P 32                  | 2032-08-31      | 3.8750%  | 0.0000% | $1700.00           | $1700.94           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32                  | 2032-09-30      | 3.8750%  | 0.0000% | $16000.00          | $15952.48          | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44                    | 2044-02-15      | 4.5000%  | 0.0000% | $100.00            | $98.56             | U.S. Treasuries (including strips) |
| 4 7/8 BOND 45                    | 2045-08-15      | 4.8750%  | 0.0000% | $100.00            | $103.05            | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27                  | 2027-11-15      | 2.2500%  | 0.0000% | $769900.00         | $754623.26         | U.S. Treasuries (including strips) |
| T 2 7/8 05/15/28                 | 2028-05-15      | 2.8750%  | 0.0000% | $100.00            | $99.16             | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41                    | 2041-08-15      | 1.7500%  | 0.0000% | $300.00            | $204.50            | U.S. Treasuries (including strips) |
| 2 BOND 41                        | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $71.08             | U.S. Treasuries (including strips) |
| 4 5/8 NOTE BD 26                 | 2026-06-30      | 4.6250%  | 0.0000% | $127600.00         | $129843.53         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29                 | 2029-09-30      | 3.5000%  | 0.0000% | $200.00            | $198.52            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26                 | 2026-10-31      | 4.1250%  | 0.0000% | $500.00            | $510.57            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34                  | 2034-11-15      | 4.2500%  | 0.0000% | $3340200.00        | $3433216.22        | U.S. Treasuries (including strips) |
| 4 NOTE AV 27                     | 2027-12-15      | 4.0000%  | 0.0000% | $2000.00           | $2038.93           | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29                 | 2029-12-31      | 4.3750%  | 0.0000% | $100.00            | $103.66            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26                 | 2026-12-31      | 4.2500%  | 0.0000% | $3440900.00        | $3499240.46        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28                 | 2028-01-15      | 4.2500%  | 0.0000% | $100.00            | $102.21            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26                 | 2026-11-15      | 4.6250%  | 0.0000% | $100.00            | $102.71            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AW 26                 | 2026-01-31      | 4.2500%  | 0.0000% | $161000.00         | $162254.97         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AL 27                 | 2027-03-15      | 4.2500%  | 0.0000% | $4811600.00        | $4858229.46        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 31                  | 2031-03-31      | 4.1250%  | 0.0000% | $690300.00         | $701462.15         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29                  | 2029-04-30      | 4.6250%  | 0.0000% | $900.00            | $945.71            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AT 25                 | 2025-10-15      | 4.2500%  | 0.0000% | $500.00            | $509.75            | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-01-15      | 3.8750%  | 0.0000% | $850500.00         | $857107.55         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 26                 | 2026-04-15      | 3.7500%  | 0.0000% | $1033300.00        | $1050522.13        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33                  | 2033-05-15      | 3.3750%  | 0.0000% | $621000.00         | $604553.59         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28                  | 2028-05-31      | 3.6250%  | 0.0000% | $100.00            | $101.18            | U.S. Treasuries (including strips) |
| 0 1/2 NOTE V 26                  | 2026-02-28      | 0.5000%  | 0.0000% | $695900.00         | $686376.17         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31                  | 2031-08-15      | 1.2500%  | 0.0000% | $200.00            | $173.30            | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28                  | 2028-09-30      | 1.2500%  | 0.0000% | $700.00            | $652.55            | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28                  | 2028-10-31      | 1.3750%  | 0.0000% | $200.00            | $187.95            | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32                  | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $88.97             | U.S. Treasuries (including strips) |
| T 2 3/8 03/31/29                 | 2029-03-31      | 2.3750%  | 0.0000% | $3600.00           | $3447.83           | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27                  | 2027-04-30      | 2.7500%  | 0.0000% | $809900.00         | $807643.15         | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29                  | 2029-05-31      | 2.7500%  | 0.0000% | $100.00            | $97.74             | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28                  | 2028-11-15      | 3.1250%  | 0.0000% | $700.00            | $697.23            | U.S. Treasuries (including strips) |
| 2 7/8 NOTE S 25                  | 2025-11-30      | 2.8750%  | 0.0000% | $6800.00           | $6850.75           | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29                  | 2029-05-15      | 2.3750%  | 0.0000% | $98100.00          | $94673.98          | U.S. Treasuries (including strips) |
| 2 1/8 NOTE L 26                  | 2026-05-31      | 2.1250%  | 0.0000% | $477000.00         | $474976.25         | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27                  | 2027-05-15      | 2.3750%  | 0.0000% | $900.00            | $889.66            | U.S. Treasuries (including strips) |
| 1 3/8 NOTE P 26                  | 2026-08-31      | 1.3750%  | 0.0000% | $2800.00           | $2743.24           | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27                  | 2027-01-31      | 1.5000%  | 0.0000% | $762200.00         | $742360.25         | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 30                  | 2030-07-15      | 0.1250%  | 0.0000% | $13228.42          | $12575.78          | U.S. Treasuries (including strips) |
| T 0 5/8 08/15/30                 | 2030-08-15      | 0.6250%  | 0.0000% | $1400.00           | $1207.68           | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27                  | 2027-08-31      | 0.5000%  | 0.0000% | $1253700.00        | $1181652.83        | U.S. Treasuries (including strips) |

### Security 200: 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):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 201: Natixis

- **C.1 - Title:** Natixis 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 63899Y008, C.3 - LEI: N/A, C.5 - Other ID: 63899Y008_4.20_1001
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/4 BOND 39               | 2039-05-15      | 4.2500%  | 0.0000% | $13400000.00       | $13416877.30       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47               | 2047-08-15      | 2.7500%  | 0.0000% | $185000000.00      | $134939832.50      | U.S. Treasuries (including strips) |
| 2 1/8 TRIN A 35             | 2035-01-15      | 2.1250%  | 0.0000% | $157546756.84      | $162997611.70      | U.S. Treasuries (including strips) |
| 4 NOTE W 30                 | 2030-03-31      | 4.0000%  | 0.0000% | $129505900.00      | $131063985.50      | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43               | 2043-02-15      | 3.8750%  | 0.0000% | $150000000.00      | $137058412.50      | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43               | 2043-05-15      | 3.8750%  | 0.0000% | $4849800.00        | $4470309.21        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49               | 2049-05-15      | 2.8750%  | 0.0000% | $9839200.00        | $7298593.11        | U.S. Treasuries (including strips) |
| 0 1/4 TRIB 50               | 2050-02-15      | 0.2500%  | 0.0000% | $35950161.89       | $21285030.33       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51               | 2051-05-15      | 2.3750%  | 0.0000% | $801732300.00      | $524515919.60      | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51               | 2051-11-15      | 1.8750%  | 0.0000% | $50000000.00       | $28712412.50       | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 52               | 2052-02-15      | 0.1250%  | 0.0000% | $75423400.00       | $40963900.46       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42               | 2042-02-15      | 2.3750%  | 0.0000% | $100000000.00      | $74485075.00       | U.S. Treasuries (including strips) |
| 4 BOND 52                   | 2052-11-15      | 4.0000%  | 0.0000% | $5648500.00        | $5093224.21        | U.S. Treasuries (including strips) |
| TINT 11/15/28               | 2028-11-15      | 0.0000%  | 0.0000% | $51915474.99       | $46266188.75       | U.S. Treasuries (including strips) |
| TINT 05/15/48               | 2048-05-15      | 0.0000%  | 0.0000% | $93000000.00       | $30478239.00       | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46               | 2046-02-15      | 2.5000%  | 0.0000% | $75000000.00       | $53202975.00       | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-01-15      | 0.0000%  | 0.0000% | $142362000.00      | $140775517.90      | U.S. Treasuries (including strips) |
| 1 7/8 TRIN D 34             | 2034-07-15      | 1.8750%  | 0.0000% | $115295040.00      | $117525218.90      | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 29            | 2029-10-15      | 1.6250%  | 0.0000% | $30292130.22       | $31130374.53       | U.S. Treasuries (including strips) |
| 2 3/8 TRIN AE 28            | 2028-10-15      | 2.3750%  | 0.0000% | $186483677.00      | $196238757.40      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28            | 2028-11-30      | 4.3750%  | 0.0000% | $2969400.00        | $3077665.31        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28            | 2028-12-31      | 3.7500%  | 0.0000% | $1729000.00        | $1751202.09        | U.S. Treasuries (including strips) |
| 1 3/4 TRIN A 34             | 2034-01-15      | 1.7500%  | 0.0000% | $1593163.36        | $1607377.06        | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BA 26            | 2026-04-30      | 4.8750%  | 0.0000% | $16256200.00       | $16681272.68       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE AB 26            | 2026-07-31      | 0.6250%  | 0.0000% | $1298600.00        | $1266745.35        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29             | 2029-02-28      | 1.8750%  | 0.0000% | $20000000.00       | $18902957.34       | U.S. Treasuries (including strips) |
| 0 1/4 NOTE AF 25            | 2025-10-31      | 0.2500%  | 0.0000% | $95000000.00       | $94794363.19       | U.S. Treasuries (including strips) |

### Security 202: Our Family IV LLC

- **C.1 - Title:** Our Family IV LLC 4.200000%
- **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:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 203: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903532J5, C.4 - ISIN: US6903532J52, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $6915600.00
- **C.18.a - Value (excl. sponsor support):** $6915600.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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. 4.400000%
- **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:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 205: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903532T3, C.4 - ISIN: US6903532T35, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $3899000.00
- **C.18.a - Value (excl. sponsor support):** $3899000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 206: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903532U0, C.4 - ISIN: US6903532U08, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $7607160.00
- **C.18.a - Value (excl. sponsor support):** $7607160.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 207: 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):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 208: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533J4, C.4 - ISIN: US6903533J44, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $3899000.00
- **C.18.a - Value (excl. sponsor support):** $3899000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 209: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533K1, C.4 - ISIN: US6903533K17, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $3073600.00
- **C.18.a - Value (excl. sponsor support):** $3073600.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 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: 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:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 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: 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):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 212: 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):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 213: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534D6, C.4 - ISIN: US6903534D64, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $2228360.00
- **C.18.a - Value (excl. sponsor support):** $2228360.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 214: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534E4, C.4 - ISIN: US6903534E48, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $6940220.00
- **C.18.a - Value (excl. sponsor support):** $6940220.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 215: 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):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 216: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903535F0, C.4 - ISIN: US6903535F04, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $16999999.03
- **C.18.a - Value (excl. sponsor support):** $16999999.03
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 217: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.400000%
- **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:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 218: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353A31, C.4 - ISIN: US690353A310, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $4366400.01
- **C.18.a - Value (excl. sponsor support):** $4366400.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353A49, C.4 - ISIN: US690353A492, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $8187000.02
- **C.18.a - Value (excl. sponsor support):** $8187000.02
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 220: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353C39, C.4 - ISIN: US690353C399, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $2565260.01
- **C.18.a - Value (excl. sponsor support):** $2565260.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 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):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 222: 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):** $6792452.60
- **C.18.a - Value (excl. sponsor support):** $6792452.60
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 223: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.400000%
- **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:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 224: 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:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 225: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353T56, C.4 - ISIN: US690353T567, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $9220800.00
- **C.18.a - Value (excl. sponsor support):** $9220800.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 226: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.400000%
- **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:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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: 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):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353V87, C.4 - ISIN: US690353V878, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $13646500.00
- **C.18.a - Value (excl. sponsor support):** $13646500.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 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: 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:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 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: 690353VV6, C.4 - ISIN: US690353VV66, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $9393500.00
- **C.18.a - Value (excl. sponsor support):** $9393500.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 231: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.400000%
- **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:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 232: 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: 690353WB9, C.4 - ISIN: US690353WB93, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $11696582.25
- **C.18.a - Value (excl. sponsor support):** $11696582.25
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 233: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353XK8, C.4 - ISIN: US690353XK83, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $6931660.02
- **C.18.a - Value (excl. sponsor support):** $6931660.02
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 234: 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: 690353YG6, C.4 - ISIN: US690353YG62, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $13401710.89
- **C.18.a - Value (excl. sponsor support):** $13401710.89
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 235: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353YY7, C.4 - ISIN: US690353YY78, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $2729000.01
- **C.18.a - Value (excl. sponsor support):** $2729000.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 236: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.400000%
- **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:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 237: 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):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 238: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353ZD2, C.4 - ISIN: US690353ZD23, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $6385860.02
- **C.18.a - Value (excl. sponsor support):** $6385860.02
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 239: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353ZF7, C.4 - ISIN: US690353ZF70, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $3711440.01
- **C.18.a - Value (excl. sponsor support):** $3711440.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 240: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353ZP5, C.4 - ISIN: US690353ZP52, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $3820600.01
- **C.18.a - Value (excl. sponsor support):** $3820600.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 241: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353ZT7, C.4 - ISIN: US690353ZT74, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $11079740.03
- **C.18.a - Value (excl. sponsor support):** $11079740.03
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 242: 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: 690353ZU4, C.4 - ISIN: US690353ZU48, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $10455210.93
- **C.18.a - Value (excl. sponsor support):** $10455210.93
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 243: 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):** $17325000.00
- **C.18.a - Value (excl. sponsor support):** $17325000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 244: 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):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 245: 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):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 246: 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:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 247: 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):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 248: 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):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 249: 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):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 250: Fixed Income Clearing Corp. - State Street Bank & Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank & Trust Co. 4.210000%
- **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_4.21_1001
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 04.000 3PZA3181 | 2044-10-01      | 4.0000%  | 0.0000% | $616342.83         | $582461.37         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS3983 | 2041-06-01      | 5.5000%  | 0.0000% | $353662.63         | $366953.47         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL6047 | 2044-11-01      | 3.5000%  | 0.0000% | $11364354.22       | $10760980.24       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL6715 | 2045-02-01      | 4.0000%  | 0.0000% | $75.33             | $72.95             | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CLAL7426 | 2038-03-01      | 8.0000%  | 0.0000% | $261049.83         | $277628.17         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL7525 | 2045-03-01      | 4.0000%  | 0.0000% | $893463.79         | $875654.58         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAQ0535 | 2042-11-01      | 3.0000%  | 0.0000% | $4304249.61        | $3978317.48        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR8584 | 2043-06-01      | 3.5000%  | 0.0000% | $10564567.52       | $10058550.56       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR9279 | 2043-04-01      | 3.5000%  | 0.0000% | $120.10            | $114.05            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4403 | 2045-02-01      | 3.5000%  | 0.0000% | $188.56            | $178.35            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4770 | 2045-04-01      | 3.5000%  | 0.0000% | $1906065.02        | $1802882.94        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5462 | 2045-07-01      | 3.5000%  | 0.0000% | $11922683.47       | $11302089.24       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5713 | 2045-09-01      | 3.5000%  | 0.0000% | $10727883.79       | $10147070.20       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5811 | 2045-09-01      | 3.5000%  | 0.0000% | $3485937.02        | $3297223.88        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS9588 | 2047-05-01      | 4.0000%  | 0.0000% | $182.46            | $176.00            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4911 | 2052-10-01      | 5.5000%  | 0.0000% | $11183784.67       | $11476302.78       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4889 | 2052-10-01      | 4.5000%  | 0.0000% | $1964369.45        | $1930356.40        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5160 | 2052-11-01      | 6.5000%  | 0.0000% | $8097007.30        | $8501583.27        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5231 | 2052-12-01      | 5.5000%  | 0.0000% | $10295969.46       | $10583047.41       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5460 | 2053-01-01      | 5.5000%  | 0.0000% | $3587299.84        | $3655607.61        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5468 | 2053-01-01      | 5.5000%  | 0.0000% | $10556602.31       | $10884432.90       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5479 | 2053-01-01      | 6.0000%  | 0.0000% | $9041232.44        | $9397948.23        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5487 | 2053-01-01      | 6.0000%  | 0.0000% | $269637.49         | $282360.70         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5711 | 2053-02-01      | 6.5000%  | 0.0000% | $6991239.85        | $7404080.33        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5856 | 2053-03-01      | 6.0000%  | 0.0000% | $1786674.71        | $1859151.77        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5988 | 2053-04-01      | 5.5000%  | 0.0000% | $900.87            | $920.76            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6075 | 2053-04-01      | 5.5000%  | 0.0000% | $8160730.37        | $8383318.82        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7119 | 2053-09-01      | 6.0000%  | 0.0000% | $2469725.46        | $2546213.68        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6466 | 2053-06-01      | 6.0000%  | 0.0000% | $8958614.07        | $9268692.61        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6509 | 2053-06-01      | 4.5000%  | 0.0000% | $662506.91         | $652497.76         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6616 | 2053-06-01      | 6.0000%  | 0.0000% | $26026419.07       | $26890765.12       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6691 | 2053-07-01      | 5.0000%  | 0.0000% | $4597597.46        | $4671015.47        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6745 | 2053-07-01      | 5.5000%  | 0.0000% | $11091343.01       | $11334482.51       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB6778 | 2053-07-01      | 7.0000%  | 0.0000% | $2144401.12        | $2272979.18        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  | 0.0000% | $6980972.81        | $7102445.62        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6873 | 2053-08-01      | 6.0000%  | 0.0000% | $79179807.27       | $81688487.47       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6849 | 2053-08-01      | 5.5000%  | 0.0000% | $1588147.41        | $1617724.36        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7434 | 2053-11-01      | 5.5000%  | 0.0000% | $7260046.22        | $7452615.72        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  | 0.0000% | $1759461.64        | $1825822.08        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7617 | 2053-12-01      | 6.0000%  | 0.0000% | $14782626.07       | $15227987.17       | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLCB7876 | 2054-01-01      | 7.5000%  | 0.0000% | $223596.77         | $239787.11         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB8896 | 2054-07-01      | 7.0000%  | 0.0000% | $15653235.99       | $16768355.13       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8137 | 2054-03-01      | 5.5000%  | 0.0000% | $197731.06         | $203513.42         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY7353 | 2055-07-01      | 7.0000%  | 0.0000% | $2226204.33        | $2361572.89        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY8780 | 2055-07-01      | 6.0000%  | 0.0000% | $14018457.44       | $14426132.87       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9722 | 2055-08-01      | 6.0000%  | 0.0000% | $5963555.17        | $6178292.85        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0041 | 2054-03-01      | 6.0000%  | 0.0000% | $6391582.30        | $6648174.50        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0200 | 2055-01-01      | 5.5000%  | 0.0000% | $4386169.64        | $4456258.68        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0243 | 2054-12-01      | 5.5000%  | 0.0000% | $6531014.08        | $6641914.33        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0375 | 2054-12-01      | 6.0000%  | 0.0000% | $9877021.33        | $10197119.13       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7557 | 2052-06-01      | 4.5000%  | 0.0000% | $863.74            | $845.99            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7672 | 2052-07-01      | 4.5000%  | 0.0000% | $14706.99          | $14404.69          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9265 | 2053-06-01      | 5.5000%  | 0.0000% | $25306742.02       | $25946991.35       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9384 | 2053-07-01      | 6.0000%  | 0.0000% | $1166979.52        | $1212792.03        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9454 | 2053-07-01      | 6.0000%  | 0.0000% | $859917.11         | $886778.63         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9671 | 2053-08-01      | 6.0000%  | 0.0000% | $900.94            | $929.51            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CNRD5241 | 2035-04-01      | 5.5000%  | 0.0000% | $904.28            | $933.65            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI9263 | 2054-07-01      | 5.5000%  | 0.0000% | $7326991.74        | $7431786.45        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1505 | 2052-07-01      | 4.5000%  | 0.0000% | $433044.58         | $424061.07         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6197 | 2052-08-01      | 5.0000%  | 0.0000% | $2089929.41        | $2126201.76        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX6119 | 2053-01-01      | 6.0000%  | 0.0000% | $12857795.27       | $13262691.53       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX9419 | 2053-03-01      | 5.0000%  | 0.0000% | $706.32            | $710.28            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4063 | 2053-06-01      | 5.0000%  | 0.0000% | $6154050.47        | $6157113.82        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY7242 | 2053-07-01      | 6.0000%  | 0.0000% | $2536239.52        | $2605910.87        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA1692 | 2048-05-01      | 4.0000%  | 0.0000% | $187.38            | $180.95            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA1558 | 2048-04-01      | 4.5000%  | 0.0000% | $6930344.14        | $6924682.05        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2002 | 2048-07-01      | 4.0000%  | 0.0000% | $10592042.40       | $10225591.86       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5297 | 2054-03-01      | 6.5000%  | 0.0000% | $627.84            | $652.21            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4562 | 2052-03-01      | 2.0000%  | 0.0000% | $46867.73          | $38140.07          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4733 | 2052-09-01      | 4.5000%  | 0.0000% | $2309014.54        | $2261344.93        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4784 | 2052-10-01      | 4.5000%  | 0.0000% | $30897.76          | $30279.03          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4807 | 2052-11-01      | 5.5000%  | 0.0000% | $11462565.80       | $11694689.13       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4869 | 2053-01-01      | 5.5000%  | 0.0000% | $12745205.68       | $12970802.91       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  | 0.0000% | $1644.31           | $1645.92           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5011 | 2053-05-01      | 6.0000%  | 0.0000% | $7505370.09        | $7742940.07        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  | 0.0000% | $111159213.12      | $112771861.60      | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CKMA5082 | 2053-06-01      | 6.5000%  | 0.0000% | $653065.49         | $671953.52         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5089 | 2053-07-01      | 4.0000%  | 0.0000% | $23545.90          | $22326.86          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIMA5202 | 2038-11-01      | 6.0000%  | 0.0000% | $1995735.37        | $2072092.87        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTMA5429 | 2044-07-01      | 5.5000%  | 0.0000% | $1876246.80        | $1935837.44        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  | 0.0000% | $44178974.28       | $44039182.19       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5672 | 2055-04-01      | 5.0000%  | 0.0000% | $7712725.04        | $7688320.27        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5735 | 2055-06-01      | 5.5000%  | 0.0000% | $16215620.63       | $16430810.93       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICA4267 | 2034-09-01      | 3.0000%  | 0.0000% | $117.02            | $113.45            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA5682 | 2050-05-01      | 2.5000%  | 0.0000% | $7359675.60        | $6329320.20        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA5684 | 2050-05-01      | 2.5000%  | 0.0000% | $19901778.12       | $17019301.88       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6402 | 2045-07-01      | 2.5000%  | 0.0000% | $9471842.36        | $8253421.40        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6580 | 2050-08-01      | 2.0000%  | 0.0000% | $6885304.22        | $5640944.60        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7033 | 2050-09-01      | 2.5000%  | 0.0000% | $55278087.82       | $47403331.12       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7986 | 2050-12-01      | 2.0000%  | 0.0000% | $18252051.19       | $14961336.15       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8019 | 2050-12-01      | 2.0000%  | 0.0000% | $13750920.41       | $11143939.94       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7289 | 2050-10-01      | 2.0000%  | 0.0000% | $17599711.15       | $14458569.46       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7290 | 2050-10-01      | 2.0000%  | 0.0000% | $10043364.63       | $8250886.29        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7333 | 2050-10-01      | 2.0000%  | 0.0000% | $29430724.92       | $24129666.01       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7334 | 2050-10-01      | 2.0000%  | 0.0000% | $24396746.63       | $20007286.68       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7340 | 2050-10-01      | 2.0000%  | 0.0000% | $12996387.53       | $10611603.85       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7351 | 2050-10-01      | 2.0000%  | 0.0000% | $61651726.34       | $50423042.61       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7452 | 2050-10-01      | 2.0000%  | 0.0000% | $79654112.15       | $65071444.41       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7526 | 2050-11-01      | 2.5000%  | 0.0000% | $3171049.09        | $2709768.91        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7570 | 2050-11-01      | 2.0000%  | 0.0000% | $28915385.72       | $23774464.67       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7710 | 2045-11-01      | 2.0000%  | 0.0000% | $9321.63           | $7812.00           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7798 | 2050-11-01      | 2.0000%  | 0.0000% | $1168238.76        | $954115.91         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8955 | 2051-02-01      | 2.5000%  | 0.0000% | $1147.50           | $980.31            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8579 | 2051-01-01      | 2.0000%  | 0.0000% | $24540258.03       | $20115799.47       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTCB0100 | 2041-04-01      | 2.5000%  | 0.0000% | $65839.25          | $59519.53          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3586 | 2052-05-01      | 3.0000%  | 0.0000% | $562033.03         | $497133.21         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3597 | 2052-05-01      | 3.5000%  | 0.0000% | $1867005.81        | $1715198.53        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3426 | 2052-04-01      | 3.5000%  | 0.0000% | $3139437.22        | $2887932.02        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4386 | 2052-08-01      | 4.5000%  | 0.0000% | $789388.31         | $773175.85         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3911 | 2052-06-01      | 4.0000%  | 0.0000% | $6334096.29        | $6013389.73        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4088 | 2052-07-01      | 4.0000%  | 0.0000% | $393013.12         | $376067.27         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5293 | 2052-12-01      | 5.5000%  | 0.0000% | $5815202.04        | $6033856.87        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5330 | 2052-12-01      | 6.5000%  | 0.0000% | $12530933.46       | $13264207.48       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  | 0.0000% | $1679.64           | $1723.82           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX5524 | 2055-02-01      | 6.0000%  | 0.0000% | $1080624.25        | $1122267.55        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY3465 | 2055-05-01      | 5.5000%  | 0.0000% | $305316.85         | $312220.84         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4580 | 2055-06-01      | 5.5000%  | 0.0000% | $9247453.29        | $9400059.90        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4877 | 2055-06-01      | 5.5000%  | 0.0000% | $3087416.90        | $3143303.95        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY6187 | 2055-06-01      | 5.5000%  | 0.0000% | $6055222.76        | $6169651.67        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6307 | 2055-06-01      | 6.0000%  | 0.0000% | $3182615.37        | $3289014.45        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3524 | 2047-06-01      | 4.5000%  | 0.0000% | $2884614.80        | $2889198.45        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL190445 | 2055-03-01      | 6.5000%  | 0.0000% | $17153633.69       | $17818081.60       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CKAJ9329 | 2042-01-01      | 4.0000%  | 0.0000% | $85837.27          | $82395.39          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK9435 | 2042-03-01      | 3.5000%  | 0.0000% | $10677847.28       | $10192874.88       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAL0913 | 2041-07-01      | 6.0000%  | 0.0000% | $674159.86         | $713362.48         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CZAL3585 | 2053-04-01      | 3.5000%  | 0.0000% | $4927888.17        | $4538902.58        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA0438 | 2052-09-01      | 3.5000%  | 0.0000% | $949.11            | $871.99            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0737 | 2054-05-01      | 6.0000%  | 0.0000% | $4075965.88        | $4202293.65        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1717 | 2055-01-01      | 5.5000%  | 0.0000% | $813143.58         | $828020.49         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA1009 | 2052-05-01      | 2.5000%  | 0.0000% | $25999692.28       | $22302845.15       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1150 | 2055-01-01      | 6.0000%  | 0.0000% | $4839673.87        | $5068490.43        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1187 | 2049-11-01      | 5.0000%  | 0.0000% | $900680.51         | $908522.53         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA1358 | 2050-05-01      | 4.5000%  | 0.0000% | $2101842.09        | $2058478.99        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1482 | 2055-05-01      | 5.5000%  | 0.0000% | $9714718.46        | $9855674.71        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2589 | 2055-05-01      | 6.5000%  | 0.0000% | $3583397.65        | $3783924.98        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2979 | 2055-07-01      | 6.5000%  | 0.0000% | $18987177.00       | $19860057.61       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2998 | 2055-10-01      | 5.5000%  | 0.0000% | $3036832.00        | $3082890.28        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM3340 | 2035-05-01      | 3.5000%  | 0.0000% | $122.71            | $120.91            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM3462 | 2033-12-01      | 3.5000%  | 0.0000% | $1227171.15        | $1214551.47        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM3873 | 2035-08-01      | 2.5000%  | 0.0000% | $339.21            | $321.20            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM4035 | 2035-08-01      | 2.5000%  | 0.0000% | $3510629.44        | $3332850.78        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL0454 | 2054-11-01      | 4.5000%  | 0.0000% | $1974.30           | $1924.97           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0542 | 2055-03-01      | 5.5000%  | 0.0000% | $12456416.17       | $12686991.36       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1389 | 2055-04-01      | 6.0000%  | 0.0000% | $4087992.04        | $4231743.56        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1512 | 2055-06-01      | 6.0000%  | 0.0000% | $13489814.03       | $13860963.78       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSL2363 | 2048-09-01      | 3.0000%  | 0.0000% | $1508292.79        | $1369328.75        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0202 | 2053-11-01      | 6.5000%  | 0.0000% | $1017003.86        | $1058142.80        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1718 | 2054-06-01      | 6.0000%  | 0.0000% | $1256245.03        | $1294283.29        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1767 | 2054-06-01      | 5.5000%  | 0.0000% | $916.89            | $938.57            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1783 | 2054-06-01      | 6.0000%  | 0.0000% | $4973569.26        | $5124170.60        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1064 | 2054-03-01      | 5.5000%  | 0.0000% | $2878234.40        | $2936111.53        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1068 | 2054-03-01      | 5.5000%  | 0.0000% | $4649491.91        | $4715991.53        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1100 | 2054-03-01      | 5.5000%  | 0.0000% | $7640587.44        | $7757928.19        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1262 | 2054-04-01      | 5.5000%  | 0.0000% | $9641123.81        | $9852481.88        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1269 | 2054-04-01      | 6.0000%  | 0.0000% | $853.24            | $882.53            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1335 | 2054-04-01      | 5.5000%  | 0.0000% | $902.13            | $927.06            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1856 | 2054-06-01      | 5.5000%  | 0.0000% | $935.93            | $951.63            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1985 | 2054-07-01      | 6.5000%  | 0.0000% | $7573938.73        | $7915062.20        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1987 | 2054-07-01      | 6.5000%  | 0.0000% | $924.87            | $962.71            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3060 | 2054-12-01      | 5.0000%  | 0.0000% | $9950643.18        | $9946392.05        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3239 | 2055-01-01      | 5.5000%  | 0.0000% | $91789648.59       | $93490102.86       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3250 | 2055-01-01      | 5.0000%  | 0.0000% | $12295820.81       | $12285981.42       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3266 | 2055-02-01      | 5.5000%  | 0.0000% | $87787456.73       | $89413768.18       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3292 | 2055-01-01      | 5.5000%  | 0.0000% | $231282.46         | $235284.24         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4387 | 2055-06-01      | 6.0000%  | 0.0000% | $7860299.88        | $8088880.02        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4300 | 2055-06-01      | 5.5000%  | 0.0000% | $60987.36          | $62178.48          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4554 | 2055-07-01      | 5.5000%  | 0.0000% | $6053770.28        | $6186496.51        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1779 | 2052-10-01      | 5.5000%  | 0.0000% | $797765.47         | $818705.66         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3168 | 2053-06-01      | 5.0000%  | 0.0000% | $2854906.16        | $2875006.92        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 RIAX9709 | 2030-08-01      | 2.0000%  | 0.0000% | $331970.20         | $318869.36         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAY5616 | 2045-06-01      | 3.5000%  | 0.0000% | $32339458.40       | $30588905.53       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ2939 | 2045-09-01      | 3.5000%  | 0.0000% | $3977150.19        | $3761856.88        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL796097 | 2034-10-01      | 6.0000%  | 0.0000% | $481815.50         | $506806.46         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5881 | 2054-07-01      | 6.0000%  | 0.0000% | $797860.62         | $837058.18         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6861 | 2054-10-01      | 6.0000%  | 0.0000% | $28521569.82       | $29532412.27       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD6901 | 2054-12-01      | 4.5000%  | 0.0000% | $958.62            | $938.83            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8089 | 2050-07-01      | 2.5000%  | 0.0000% | $420.06            | $359.13            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7466 | 2055-01-01      | 5.5000%  | 0.0000% | $3281173.84        | $3347025.54        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7513 | 2050-04-01      | 3.5000%  | 0.0000% | $384.56            | $360.68            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7558 | 2053-02-01      | 5.0000%  | 0.0000% | $6123746.57        | $6205129.80        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  | 0.0000% | $11950537.44       | $11510748.37       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7562 | 2053-04-01      | 5.5000%  | 0.0000% | $5775578.58        | $5951788.92        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD7572 | 2054-05-01      | 6.5000%  | 0.0000% | $807.22            | $847.73            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8188 | 2052-01-01      | 2.0000%  | 0.0000% | $801.49            | $652.12            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  | 0.0000% | $4196.44           | $3711.05           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8323 | 2053-05-01      | 5.0000%  | 0.0000% | $2280299.47        | $2276180.74        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA5014 | 2053-11-01      | 6.5000%  | 0.0000% | $13217.16          | $13928.33          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB6333 | 2054-06-01      | 6.5000%  | 0.0000% | $361509.38         | $379787.70         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB9816 | 2054-09-01      | 6.5000%  | 0.0000% | $2533570.90        | $2651453.16        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC1867 | 2054-09-01      | 5.5000%  | 0.0000% | $9589036.49        | $9821259.52        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC2953 | 2054-09-01      | 5.5000%  | 0.0000% | $3469302.86        | $3523928.96        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC9574 | 2055-01-01      | 6.0000%  | 0.0000% | $1968211.50        | $2039408.26        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM4226 | 2050-09-01      | 2.5000%  | 0.0000% | $2878.18           | $2468.16           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM4616 | 2049-05-01      | 3.5000%  | 0.0000% | $7238761.41        | $6775259.49        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIFM6242 | 2034-06-01      | 4.5000%  | 0.0000% | $334.10            | $339.61            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM6293 | 2051-01-01      | 3.0000%  | 0.0000% | $93605.25          | $82965.39          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM5798 | 2036-01-01      | 2.0000%  | 0.0000% | $65270.34          | $60386.89          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM6764 | 2051-03-01      | 2.5000%  | 0.0000% | $463782.90         | $392481.79         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM6965 | 2051-04-01      | 2.5000%  | 0.0000% | $188126.41         | $159260.46         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8029 | 2051-07-01      | 2.5000%  | 0.0000% | $284354.05         | $243920.01         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM7751 | 2051-05-01      | 2.0000%  | 0.0000% | $5068779.21        | $4104596.59        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM7795 | 2049-10-01      | 4.0000%  | 0.0000% | $213312.35         | $205806.36         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8422 | 2051-08-01      | 2.5000%  | 0.0000% | $94164.88          | $79790.03          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIFM8547 | 2034-07-01      | 4.5000%  | 0.0000% | $312426.84         | $317587.20         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS0854 | 2036-10-01      | 2.0000%  | 0.0000% | $391486.25         | $360978.16         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0219 | 2052-01-01      | 3.0000%  | 0.0000% | $4952036.19        | $4374508.27        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0194 | 2052-01-01      | 2.5000%  | 0.0000% | $1610997.93        | $1379358.80        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0366 | 2052-01-01      | 2.5000%  | 0.0000% | $42626.30          | $37117.44          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0551 | 2052-02-01      | 2.5000%  | 0.0000% | $74730.54          | $64438.86          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS0612 | 2052-02-01      | 2.0000%  | 0.0000% | $74094.08          | $61111.92          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS1014 | 2052-02-01      | 2.0000%  | 0.0000% | $38391.16          | $31596.31          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1373 | 2051-11-01      | 3.0000%  | 0.0000% | $7072747.34        | $6242383.23        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1949 | 2052-06-01      | 4.0000%  | 0.0000% | $39383.11          | $37403.29          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS2040 | 2052-02-01      | 2.0000%  | 0.0000% | $1642576.02        | $1335186.17        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2295 | 2052-03-01      | 3.5000%  | 0.0000% | $1782888.16        | $1654160.86        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2496 | 2052-08-01      | 4.5000%  | 0.0000% | $15814.47          | $15513.74          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3045 | 2052-10-01      | 5.0000%  | 0.0000% | $4403426.77        | $4418608.81        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIFS3265 | 2036-04-01      | 1.5000%  | 0.0000% | $4485876.87        | $4026381.03        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFS3464 | 2035-06-01      | 3.0000%  | 0.0000% | $910658.86         | $895048.96         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8367 | 2053-10-01      | 5.5000%  | 0.0000% | $1574786.93        | $1597633.24        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  | 0.0000% | $158606.90         | $160891.72         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8506 | 2055-02-01      | 5.5000%  | 0.0000% | $1015908.38        | $1029390.05        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8533 | 2055-05-01      | 5.5000%  | 0.0000% | $6097150.84        | $6178063.43        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q36002 G | 2045-09-01      | 3.5000%  | 0.0000% | $2739150.26        | $2583789.62        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  | 0.0000% | $1949713.20        | $1827952.53        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD3220 | 2055-02-01      | 5.0000%  | 0.0000% | $1985.44           | $2000.90           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD4440 | 2055-03-01      | 6.5000%  | 0.0000% | $3820385.81        | $4020933.57        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4301 | 2055-02-01      | 5.5000%  | 0.0000% | $1985.42           | $2014.68           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD4957 | 2055-04-01      | 6.5000%  | 0.0000% | $2186921.62        | $2317822.25        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4003 | 2055-08-01      | 5.5000%  | 0.0000% | $1880935.08        | $1929142.61        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS3884 | 2052-02-01      | 3.0000%  | 0.0000% | $1246988.57        | $1104823.98        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS4018 | 2052-07-01      | 3.0000%  | 0.0000% | $742208.28         | $657823.41         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS4269 | 2051-10-01      | 2.0000%  | 0.0000% | $140623.20         | $115725.60         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4832 | 2053-05-01      | 5.0000%  | 0.0000% | $4115086.14        | $4132882.98        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4872 | 2053-06-01      | 5.5000%  | 0.0000% | $3317212.68        | $3393842.14        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4928 | 2050-06-01      | 3.5000%  | 0.0000% | $49945574.08       | $45943407.46       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5050 | 2052-06-01      | 3.0000%  | 0.0000% | $1470044.07        | $1297908.77        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5133 | 2051-09-01      | 3.0000%  | 0.0000% | $15612.90          | $13779.98          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5127 | 2052-01-01      | 3.0000%  | 0.0000% | $210967.93         | $186308.88         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5231 | 2053-07-01      | 6.0000%  | 0.0000% | $2934693.28        | $3056302.08        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6298 | 2053-11-01      | 5.5000%  | 0.0000% | $6058912.77        | $6180500.34        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5410 | 2053-07-01      | 5.5000%  | 0.0000% | $31268914.93       | $32133048.78       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS5745 | 2053-08-01      | 6.5000%  | 0.0000% | $3761949.29        | $3929856.79        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6838 | 2053-11-01      | 5.5000%  | 0.0000% | $864.72            | $879.07            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS7514 | 2037-06-01      | 2.0000%  | 0.0000% | $5346025.62        | $4929442.51        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS7733 | 2051-10-01      | 4.0000%  | 0.0000% | $12595.05          | $12228.97          | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CNFS7761 | 2031-09-01      | 1.5000%  | 0.0000% | $2499764.12        | $2349334.15        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS8356 | 2052-08-01      | 3.5000%  | 0.0000% | $80288527.22       | $73752675.31       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8511 | 2054-04-01      | 6.0000%  | 0.0000% | $3471.04           | $3568.83           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS8761 | 2054-07-01      | 6.5000%  | 0.0000% | $783.97            | $818.74            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS9174 | 2052-08-01      | 3.0000%  | 0.0000% | $1258946.01        | $1123214.84        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9454 | 2054-09-01      | 6.0000%  | 0.0000% | $1977052.63        | $2057406.64        | Agency Mortgage-Backed Securities  |
| 06.500 FGPC G60503 G | 2039-09-01      | 6.5000%  | 0.0000% | $673547.82         | $707812.62         | Agency Mortgage-Backed Securities  |
| 05.875 FRPC G80376 G | 2038-12-20      | 5.8750%  | 0.0000% | $98.56             | $102.50            | Agency Mortgage-Backed Securities  |
| 05.000 FRPC G80393 G | 2036-08-20      | 5.0000%  | 0.0000% | $155.83            | $157.08            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9091 | 2052-08-01      | 5.0000%  | 0.0000% | $10287188.00       | $10300445.90       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE9208 | 2052-09-01      | 4.5000%  | 0.0000% | $849.81            | $832.73            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9306 | 2052-09-01      | 5.0000%  | 0.0000% | $667.74            | $671.39            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF0486 | 2052-09-01      | 5.5000%  | 0.0000% | $7798831.57        | $7969801.89        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0497 | 2052-09-01      | 5.0000%  | 0.0000% | $1975644.43        | $1991830.45        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF1787 | 2052-10-01      | 5.5000%  | 0.0000% | $854954.10         | $879812.36         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF1972 | 2052-10-01      | 5.5000%  | 0.0000% | $5202.74           | $5305.41           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  | 0.0000% | $380685.99         | $380919.65         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF4933 | 2052-12-01      | 6.0000%  | 0.0000% | $863426.78         | $890644.87         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF5828 | 2053-01-01      | 6.0000%  | 0.0000% | $15595566.97       | $16034540.58       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6522 | 2053-01-01      | 5.5000%  | 0.0000% | $1369244.86        | $1397463.02        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF9575 | 2053-03-01      | 6.0000%  | 0.0000% | $920.57            | $947.05            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG2180 | 2053-05-01      | 5.5000%  | 0.0000% | $746.68            | $766.07            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 R3BF0138 | 2041-07-01      | 6.0000%  | 0.0000% | $189268.36         | $197329.93         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9715 | 2054-11-01      | 5.5000%  | 0.0000% | $14977729.22       | $15267346.92       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0871 | 2055-08-01      | 6.0000%  | 0.0000% | $3970241.69        | $4120000.52        | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLCC0315 | 2055-03-01      | 7.5000%  | 0.0000% | $5743458.76        | $6164509.81        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0409 | 2055-05-01      | 6.0000%  | 0.0000% | $7857488.08        | $8250836.55        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC1002 | 2055-09-01      | 5.0000%  | 0.0000% | $5672844.04        | $5700480.88        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAB7335 | 2042-12-01      | 3.5000%  | 0.0000% | $1559365.25        | $1478879.30        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAB8287 | 2042-04-01      | 4.0000%  | 0.0000% | $108.42            | $106.22            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAB9703 | 2043-06-01      | 3.5000%  | 0.0000% | $4149133.65        | $3934953.06        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTMA0200 | 2029-10-01      | 4.5000%  | 0.0000% | $29135.64          | $29294.19          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG4359 | 2053-06-01      | 6.0000%  | 0.0000% | $431835.54         | $447189.17         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG8586 | 2053-08-01      | 6.0000%  | 0.0000% | $750.55            | $772.90            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH5298 | 2053-12-01      | 6.0000%  | 0.0000% | $972.27            | $1015.84           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH6183 | 2053-12-01      | 6.0000%  | 0.0000% | $908.41            | $949.12            | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQH5830 | 2053-12-01      | 7.5000%  | 0.0000% | $3252450.83        | $3524419.69        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ0167 | 2054-07-01      | 5.5000%  | 0.0000% | $881.03            | $893.68            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN1946 | 2048-10-01      | 4.5000%  | 0.0000% | $1841686.63        | $1846832.30        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN9555 | 2049-07-01      | 3.5000%  | 0.0000% | $2286759.06        | $2134539.67        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP8095 | 2050-08-01      | 2.0000%  | 0.0000% | $16737372.84       | $13688829.61       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT6823 | 2051-10-01      | 2.5000%  | 0.0000% | $19816.67          | $16875.95          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRMA1253 | 2042-11-01      | 4.0000%  | 0.0000% | $193184.36         | $189015.68         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIMA3372 | 2033-05-01      | 4.0000%  | 0.0000% | $85.83             | $85.98             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTMA3389 | 2038-06-01      | 4.0000%  | 0.0000% | $46328.82          | $45702.79          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4465 | 2051-11-01      | 2.0000%  | 0.0000% | $791.37            | $644.28            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4468 | 2051-11-01      | 3.5000%  | 0.0000% | $20045.66          | $18542.23          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4255 | 2051-02-01      | 2.0000%  | 0.0000% | $424286.48         | $346740.11         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4258 | 2050-01-01      | 3.5000%  | 0.0000% | $336416.63         | $312126.15         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4326 | 2051-05-01      | 2.5000%  | 0.0000% | $114274.04         | $97211.08          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7491 | 2046-07-01      | 3.5000%  | 0.0000% | $10383797.56       | $9761656.94        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7928 | 2046-09-01      | 3.0000%  | 0.0000% | $11623401.04       | $10548360.43       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS8955 | 2047-03-01      | 4.0000%  | 0.0000% | $4271415.10        | $4152465.68        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8109 | 2046-10-01      | 3.0000%  | 0.0000% | $17519266.48       | $15898851.13       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8348 | 2054-04-01      | 6.0000%  | 0.0000% | $1340599.54        | $1406456.94        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9339 | 2054-10-01      | 6.0000%  | 0.0000% | $5964037.18        | $6198217.08        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9739 | 2055-01-01      | 5.5000%  | 0.0000% | $36267579.83       | $36877838.30       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0198 | 2054-10-01      | 5.5000%  | 0.0000% | $14602840.32       | $14955492.42       | Agency Mortgage-Backed Securities  |
| 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  | 0.0000% | $300.00            | $245.20            | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  | 0.0000% | $20392900.00       | $13341611.28       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31      | 2031-05-31      | 4.6250%  | 0.0000% | $100.00            | $105.70            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 29      | 2029-09-30      | 3.8750%  | 0.0000% | $491600.00         | $495133.13         | U.S. Treasuries (including strips) |

### Security 251: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 86562A007, C.3 - LEI: 35380028MYWPB6AUO129, C.5 - Other ID: 86562A007_4.40_1007
- **C.18 - Value (incl. sponsor support):** $467225000.00
- **C.18.a - Value (excl. sponsor support):** $467225000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA9904 M | 2053-05-20      | 4.5000%  | 0.0000% | $171507073.04      | $167249410.00      | Agency Mortgage-Backed Securities |
| GNII SF MA3735 M | 2046-06-20      | 3.0000%  | 0.0000% | $92121112.80       | $83987432.71       | Agency Mortgage-Backed Securities |
| GNII SF MA4962 M | 2048-01-20      | 3.5000%  | 0.0000% | $68741902.80       | $64164822.47       | Agency Mortgage-Backed Securities |
| GNII SF MA5263 M | 2048-03-20      | 3.5000%  | 0.0000% | $23217706.80       | $21671766.10       | Agency Mortgage-Backed Securities |
| GNII SF MA5466 M | 2048-09-20      | 4.0000%  | 0.0000% | $83908795.50       | $80678493.32       | Agency Mortgage-Backed Securities |
| GNII SF MA5876 M | 2049-04-20      | 4.0000%  | 0.0000% | $65891768.00       | $63619966.25       | Agency Mortgage-Backed Securities |

### Security 252: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.200000%
- **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_4.20_1007
- **C.18 - Value (incl. sponsor support):** $113660000.00
- **C.18.a - Value (excl. sponsor support):** $113660000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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       | $22234931.25       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49   | 2049-08-15      | 2.2500%  | 0.0000% | $40000000.00       | $25672945.64       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49   | 2049-11-15      | 2.3750%  | 0.0000% | $48200000.00       | $32002572.58       | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40   | 2040-08-15      | 1.1250%  | 0.0000% | $10000000.00       | $6329878.21        | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40   | 2040-11-15      | 1.3750%  | 0.0000% | $10000000.00       | $6582786.14        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41   | 2041-02-15      | 1.8750%  | 0.0000% | $10000000.00       | $7061237.01        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41   | 2041-05-15      | 2.2500%  | 0.0000% | $8000000.00        | $6000549.13        | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41   | 2041-08-15      | 1.7500%  | 0.0000% | $8000000.00        | $5453848.43        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29 | 2029-05-31      | 4.5000%  | 0.0000% | $4500000.00        | $4701289.28        | U.S. Treasuries (including strips) |

### Security 253: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.300000%
- **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_4.30_1001
- **C.18 - Value (incl. sponsor support):** $115375625.00
- **C.18.a - Value (excl. sponsor support):** $115375625.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  | 0.0000% | $8000000.00        | $5448764.00        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  | 0.0000% | $8000000.00        | $6005052.00        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49    | 2049-05-15      | 2.8750%  | 0.0000% | $30000000.00       | $22253617.50       | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41    | 2041-02-15      | 1.8750%  | 0.0000% | $10000000.00       | $7058457.50        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  | 0.0000% | $4500000.00        | $4695471.00        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  | 0.0000% | $40000000.00       | $25696580.00       | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  | 0.0000% | $10000000.00       | $6582572.50        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  | 0.0000% | $1100000.00        | $1126555.86        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  | 0.0000% | $49000000.00       | $32568940.25       | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  | 0.0000% | $10000000.00       | $6326332.50        | U.S. Treasuries (including strips) |

### Security 254: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC 4.210000%
- **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_4.21_1001
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 04.500 CLZA7161 | 2049-06-01      | 4.5000%  | 0.0000% | $5220657.33        | $5163668.64        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT0262 | 2048-01-01      | 4.0000%  | 0.0000% | $8728284.24        | $8393024.06        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0543 | 2048-08-01      | 4.5000%  | 0.0000% | $9264142.16        | $9253720.00        | Agency Mortgage-Backed Securities |
| FEPC 03.500 3PZT2463 | 2048-02-15      | 3.5000%  | 0.0000% | $12548468.18       | $11588490.84       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS3864 | 2044-11-01      | 4.0000%  | 0.0000% | $11398416.34       | $11114484.32       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTRB5368 | 2045-09-01      | 5.0000%  | 0.0000% | $11173164.00       | $11287664.10       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX7762 | 2053-03-01      | 5.0000%  | 0.0000% | $12346421.96       | $12348061.29       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1703 | 2048-05-01      | 4.5000%  | 0.0000% | $11987931.00       | $11985305.64       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  | 0.0000% | $10890734.73       | $10903648.72       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  | 0.0000% | $10994205.46       | $11201287.43       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  | 0.0000% | $12469771.44       | $12668858.28       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5393 | 2053-01-01      | 5.0000%  | 0.0000% | $12157909.89       | $12192374.86       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5859 | 2040-09-01      | 4.5000%  | 0.0000% | $9334035.00        | $9351433.64        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX6084 | 2055-02-01      | 6.5000%  | 0.0000% | $9549535.94        | $10175222.59       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA0923 | 2047-09-01      | 3.0000%  | 0.0000% | $10783103.27       | $9788530.93        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFA2093 | 2037-03-01      | 2.0000%  | 0.0000% | $9656914.11        | $8934326.92        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA2756 | 2040-10-01      | 2.5000%  | 0.0000% | $11269361.00       | $10649973.13       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM2986 | 2045-04-01      | 4.0000%  | 0.0000% | $10519060.89       | $10230283.45       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ1081 | 2054-03-01      | 6.5000%  | 0.0000% | $12571123.00       | $13290393.76       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ1960 | 2054-07-01      | 5.5000%  | 0.0000% | $12824217.40       | $13088531.65       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSD4982 | 2054-01-01      | 7.0000%  | 0.0000% | $8613923.52        | $9145212.14        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  | 0.0000% | $9916035.29        | $10102809.33       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7808 | 2054-12-01      | 5.5000%  | 0.0000% | $10282285.57       | $10559100.70       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS3180 | 2052-02-01      | 2.0000%  | 0.0000% | $10822188.80       | $8827346.76        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  | 0.0000% | $11548746.17       | $11554102.23       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8470 | 2054-10-01      | 6.0000%  | 0.0000% | $9942189.14        | $10210015.14       | Agency Mortgage-Backed Securities |
| 04.500 FGPC V85488 G | 2049-04-01      | 4.5000%  | 0.0000% | $11611374.81       | $11512875.52       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD4168 | 2055-04-01      | 6.5000%  | 0.0000% | $7961451.39        | $8325226.91        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD8797 | 2055-07-01      | 7.0000%  | 0.0000% | $7777078.74        | $8442539.17        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE3425 | 2055-07-01      | 7.0000%  | 0.0000% | $9121690.29        | $9620262.62        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS4893 | 2052-04-01      | 2.5000%  | 0.0000% | $11926160.94       | $10355925.49       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5716 | 2049-04-01      | 3.5000%  | 0.0000% | $12325266.90       | $11568205.18       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS7296 | 2052-03-01      | 3.0000%  | 0.0000% | $13309936.58       | $11767842.90       | Agency Mortgage-Backed Securities |
| 03.500 FGPC G61595 G | 2048-07-01      | 3.5000%  | 0.0000% | $14394372.48       | $13495435.92       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA8491 | 2050-04-01      | 3.5000%  | 0.0000% | $13848075.74       | $12925232.28       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE7264 | 2052-08-01      | 5.0000%  | 0.0000% | $3649694.54        | $3654398.18        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  | 0.0000% | $9519511.04        | $9525353.91        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF8342 | 2053-03-01      | 5.0000%  | 0.0000% | $10209430.27       | $10265212.33       | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0400 | 2059-08-01      | 4.0000%  | 0.0000% | $10555593.72       | $9974595.07        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM1755 | 2047-09-01      | 4.5000%  | 0.0000% | $12697581.21       | $12633585.41       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM1326 | 2047-05-01      | 4.0000%  | 0.0000% | $10621156.96       | $10288409.09       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM1513 | 2047-07-01      | 4.5000%  | 0.0000% | $11143962.23       | $11087796.66       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB5172 | 2042-05-01      | 3.5000%  | 0.0000% | $12837207.12       | $12250154.50       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ8595 | 2054-11-01      | 6.5000%  | 0.0000% | $8959984.27        | $9363318.96        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKBM6911 | 2052-03-01      | 2.5000%  | 0.0000% | $11670982.82       | $9644770.53        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU4889 | 2054-09-01      | 5.5000%  | 0.0000% | $12505379.36       | $12879584.78       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4387 | 2041-07-01      | 2.0000%  | 0.0000% | $13332371.18       | $11635135.14       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8550 | 2054-05-01      | 6.5000%  | 0.0000% | $9375888.63        | $9953556.92        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA0052 | 2052-03-01      | 2.0000%  | 0.0000% | $11936076.77       | $9822712.15        | Agency Mortgage-Backed Securities |

### Security 255: Thomas Bently Durant Irrevocable Life Insurance Trust

- **C.1 - Title:** Thomas Bently Durant Irrevocable Life Insurance Trust 4.200000%
- **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:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 256: Nomura Securities International

- **C.1 - Title:** Nomura Securities International 4.210000%
- **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_4.21_1001
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 1.8200%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 02.500 CTZA2294                    | 2033-03-01      | 2.5000%  | 0.0000% | $195813.32         | $186898.90         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZS3826                    | 2039-09-01      | 6.5000%  | 0.0000% | $18647.86          | $19973.74          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3SZT2112                    | 2048-11-01      | 4.0000%  | 0.0000% | $421672.43         | $404747.44         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5087                    | 2052-11-01      | 5.5000%  | 0.0000% | $203837.25         | $209489.77         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5635                    | 2053-02-01      | 5.0000%  | 0.0000% | $191245.27         | $191048.24         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB6502                    | 2053-06-01      | 4.0000%  | 0.0000% | $7164286.16        | $6823167.43        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY9051                    | 2055-06-01      | 5.5000%  | 0.0000% | $1064765.07        | $1091900.14        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ0404                    | 2055-08-01      | 5.5000%  | 0.0000% | $5156206.70        | $5237394.05        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ1923                    | 2055-08-01      | 5.0000%  | 0.0000% | $2560225.43        | $2552124.31        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ2385                    | 2055-09-01      | 5.5000%  | 0.0000% | $999.60            | $1018.56           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ4612                    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.58           | Agency Mortgage-Backed Securities  |
| GNII ET CR2448 C                        | 2062-08-20      | 2.5000%  | 0.0000% | $457135.51         | $373272.58         | Agency Mortgage-Backed Securities  |
| GNII ET CV4687 C                        | 2063-07-20      | 2.0000%  | 0.0000% | $966.68            | $759.50            | Agency Mortgage-Backed Securities  |
| GNII SF CZ1292 C                        | 2054-04-20      | 8.0000%  | 0.0000% | $1727819.51        | $1869916.15        | Agency Mortgage-Backed Securities  |
| GNII SF CZ1295 C                        | 2054-04-20      | 7.5000%  | 0.0000% | $953562.17         | $1003952.84        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7484                    | 2052-06-01      | 4.0000%  | 0.0000% | $7484680.23        | $7110732.29        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7660                    | 2052-07-01      | 4.0000%  | 0.0000% | $444400.37         | $424665.54         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA7748                    | 2052-08-01      | 3.0000%  | 0.0000% | $129973.62         | $115136.69         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9283                    | 2053-06-01      | 6.0000%  | 0.0000% | $3031630.23        | $3119008.89        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9270                    | 2053-06-01      | 5.5000%  | 0.0000% | $20231.91          | $20648.86          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3PRE6131                    | 2052-04-01      | 3.0000%  | 0.0000% | $14362938.42       | $12462759.98       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 ZLSI2056                    | 2050-12-01      | 3.5000%  | 0.0000% | $73051.96          | $68242.91          | Agency Mortgage-Backed Securities  |
| 6.75 FMPR GB 31 A                       | 2031-03-15      | 0.0000%  | 0.0000% | $177212000.00      | $142615432.90      | Agency Mortgage-Backed Securities  |
| FMIN 03/15/2031 E                       | 2031-03-15      | 0.0000%  | 0.0000% | $402000.00         | $323518.75         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV5622                    | 2052-06-01      | 3.0000%  | 0.0000% | $502896.38         | $444453.11         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV8464                    | 2052-04-01      | 3.0000%  | 0.0000% | $183887.85         | $162550.73         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY8268                    | 2053-09-01      | 6.0000%  | 0.0000% | $2233829.60        | $2315769.45        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4624                    | 2052-06-01      | 3.0000%  | 0.0000% | $475901.92         | $420314.99         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4732                    | 2052-09-01      | 4.0000%  | 0.0000% | $933860.11         | $887626.77         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4782                    | 2052-10-01      | 3.5000%  | 0.0000% | $21018.72          | $19330.42          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4918                    | 2053-02-01      | 5.0000%  | 0.0000% | $953066.36         | $954098.32         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA5062                    | 2053-06-01      | 3.0000%  | 0.0000% | $41152.45          | $36322.25          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5165                    | 2053-10-01      | 5.5000%  | 0.0000% | $3409209.37        | $3463639.29        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5177                    | 2053-10-01      | 4.0000%  | 0.0000% | $2579136.08        | $2444794.61        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CKMA5629                    | 2054-12-01      | 6.5000%  | 0.0000% | $2518509.43        | $2582097.04        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3484                    | 2052-05-01      | 3.5000%  | 0.0000% | $188431.59         | $174483.41         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3914                    | 2052-06-01      | 4.0000%  | 0.0000% | $84319.21          | $80093.32          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5824                    | 2055-09-01      | 6.5000%  | 0.0000% | $14693756.65       | $15275572.27       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX0243                    | 2054-12-01      | 5.5000%  | 0.0000% | $990.60            | $1013.39           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX6314                    | 2055-02-01      | 5.5000%  | 0.0000% | $1063983.58        | $1079092.73        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX6589                    | 2055-02-01      | 5.5000%  | 0.0000% | $1078.46           | $1096.88           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX6591                    | 2055-02-01      | 6.0000%  | 0.0000% | $989.02            | $1030.41           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX7911                    | 2055-03-01      | 5.5000%  | 0.0000% | $1127523.55        | $1160029.55        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX7952                    | 2055-03-01      | 6.5000%  | 0.0000% | $1040154.80        | $1102414.42        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX8660                    | 2055-03-01      | 6.5000%  | 0.0000% | $52751.26          | $55047.16          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY1145                    | 2055-04-01      | 6.5000%  | 0.0000% | $1343235.06        | $1396603.28        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY2983                    | 2055-05-01      | 5.5000%  | 0.0000% | $3876154.60        | $3929919.02        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4840                    | 2055-06-01      | 6.0000%  | 0.0000% | $7057631.23        | $7275290.93        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY5763                    | 2055-05-01      | 5.5000%  | 0.0000% | $997.11            | $1011.57           | Agency Mortgage-Backed Securities  |
| GNMI SF CO6237 X                        | 2052-06-15      | 4.5000%  | 0.0000% | $72793.32          | $71611.74          | Agency Mortgage-Backed Securities  |
| GNII ET CO9974 C                        | 2062-03-20      | 2.5000%  | 0.0000% | $282427.11         | $232369.98         | Agency Mortgage-Backed Securities  |
| GNII ET CP0073 C                        | 2062-02-20      | 2.5000%  | 0.0000% | $129882.62         | $106859.35         | Agency Mortgage-Backed Securities  |
| GNII ET CP1532 C                        | 2062-01-20      | 2.5000%  | 0.0000% | $186427.36         | $153382.90         | Agency Mortgage-Backed Securities  |
| GNII ET CP3590 C                        | 2062-08-20      | 2.5000%  | 0.0000% | $261991.31         | $215551.75         | Agency Mortgage-Backed Securities  |
| GNII ET CP5514 C                        | 2062-08-20      | 2.5000%  | 0.0000% | $262809.33         | $216226.61         | Agency Mortgage-Backed Securities  |
| GNMI SF BG0080 X                        | 2048-06-15      | 5.0000%  | 0.0000% | $421639.56         | $423151.46         | Agency Mortgage-Backed Securities  |
| GNMI SF BP1027 X                        | 2049-09-15      | 4.0000%  | 0.0000% | $83963.37          | $80072.10          | Agency Mortgage-Backed Securities  |
| GNII SF BT1888 C                        | 2050-12-20      | 2.5000%  | 0.0000% | $65892.50          | $56462.88          | Agency Mortgage-Backed Securities  |
| GNII SF BX4938 C                        | 2050-08-20      | 3.5000%  | 0.0000% | $29398.17          | $27223.22          | Agency Mortgage-Backed Securities  |
| GNII SF CF4387 C                        | 2051-07-20      | 3.0000%  | 0.0000% | $1660665.73        | $1524361.06        | Agency Mortgage-Backed Securities  |
| GNII SF CF4389 C                        | 2051-07-20      | 3.0000%  | 0.0000% | $3143060.34        | $2900613.05        | Agency Mortgage-Backed Securities  |
| GNII SF CJ9675 C                        | 2052-01-20      | 3.0000%  | 0.0000% | $1466089.60        | $1347514.72        | Agency Mortgage-Backed Securities  |
| GNII SF CK4937 C                        | 2052-03-20      | 3.0000%  | 0.0000% | $62049.78          | $55228.38          | Agency Mortgage-Backed Securities  |
| GNII ET CL6531 C                        | 2062-08-20      | 2.0000%  | 0.0000% | $28255.86          | $22199.93          | Agency Mortgage-Backed Securities  |
| GNII SF CM8405 C                        | 2052-05-20      | 5.0000%  | 0.0000% | $862750.60         | $873817.77         | Agency Mortgage-Backed Securities  |
| GNII SP 787228 C                        | 2054-01-20      | 6.0000%  | 0.0000% | $156280.22         | $162102.18         | Agency Mortgage-Backed Securities  |
| GNII SP 787236 C                        | 2054-01-20      | 6.5000%  | 0.0000% | $1604825.33        | $1676450.46        | Agency Mortgage-Backed Securities  |
| GNII SP 786709 C                        | 2053-05-20      | 5.0000%  | 0.0000% | $230643.61         | $232252.99         | Agency Mortgage-Backed Securities  |
| GNII SP 787058 C                        | 2053-08-20      | 5.0000%  | 0.0000% | $398737.18         | $400780.62         | Agency Mortgage-Backed Securities  |
| GNII SP 787544 M                        | 2053-09-20      | 3.5000%  | 0.0000% | $522632.59         | $483664.81         | Agency Mortgage-Backed Securities  |
| FMZC 11/15/38 U4                        | 2038-11-15      | 0.0000%  | 0.0000% | $2368000.00        | $1286648.06        | Agency Mortgage-Backed Securities  |
| 3.25 FHLB 28 G4973                      | 2028-11-16      | 3.2500%  | 0.0000% | $615000.00         | $615176.64         | Agency Mortgage-Backed Securities  |
| FHOR 22-31 KD                           | 2031-02-25      | 1.2500%  | 0.0000% | $200000.00         | $178083.06         | Agency Mortgage-Backed Securities  |
| 0.80 FHOR 21-25 C2                      | 2025-12-24      | 0.8000%  | 0.0000% | $250000.00         | $248164.08         | Agency Mortgage-Backed Securities  |
| 4.25 FHLB 32 HG                         | 2032-09-10      | 4.2500%  | 0.0000% | $85000.00          | $86167.31          | Agency Mortgage-Backed Securities  |
| 4.25 FHLB 27 KN                         | 2027-12-10      | 4.2500%  | 0.0000% | $3200000.00        | $3274003.56        | Agency Mortgage-Backed Securities  |
| FHOR 03SO 25-26 7551                    | 2026-12-16      | 4.3350%  | 0.0000% | $117000000.00      | $117213603.00      | Agency Mortgage-Backed Securities  |
| 3.875 FHLB 27 G8130                     | 2027-06-04      | 3.8750%  | 0.0000% | $285000.00         | $289150.84         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZI8752                    | 2039-05-01      | 5.0000%  | 0.0000% | $34.07             | $34.86             | Agency Mortgage-Backed Securities  |
| 03.500 FGPC T69915 G                    | 2048-05-15      | 3.5000%  | 0.0000% | $5265051.37        | $4907540.92        | Agency Mortgage-Backed Securities  |
| 0.65 FMNT GB21-25R3                     | 2025-10-27      | 0.6500%  | 0.0000% | $955000.00         | $955097.89         | Agency Mortgage-Backed Securities  |
| 4.45 FMNT GB25-2851                     | 2028-08-21      | 4.4500%  | 0.0000% | $1000000.00        | $1004680.83        | Agency Mortgage-Backed Securities  |
| 4.50 FMNT GB25-27Z7                     | 2027-05-19      | 4.5000%  | 0.0000% | $134322000.00      | $136582907.90      | Agency Mortgage-Backed Securities  |
| 4.30 FMNT 25-30 60                      | 2030-09-19      | 4.3000%  | 0.0000% | $153710000.00      | $153388985.20      | Agency Mortgage-Backed Securities  |
| 4.65 FMNT GB25-28N6                     | 2028-06-30      | 4.6500%  | 0.0000% | $100077000.00      | $101112963.80      | Agency Mortgage-Backed Securities  |
| 7.25 FNPR BB 05/30                      | 2030-05-15      | 0.0000%  | 0.0000% | $453494000.00      | $379470174.40      | Agency Mortgage-Backed Securities  |
| 6.625 FNSM BB 11/30                     | 2030-11-15      | 6.6250%  | 0.0000% | $22217000.00       | $25655630.62       | Agency Mortgage-Backed Securities  |
| 0.875 FNSM A 08/30                      | 2030-08-05      | 0.8750%  | 0.0000% | $12388000.00       | $10829921.67       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA0579                    | 2053-07-01      | 2.5000%  | 0.0000% | $53648008.99       | $45804073.99       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1596                    | 2055-05-01      | 5.5000%  | 0.0000% | $243254.60         | $248097.93         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1448                    | 2054-10-01      | 5.0000%  | 0.0000% | $8237813.98        | $8263720.07        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2071                    | 2055-03-01      | 6.0000%  | 0.0000% | $1016.72           | $1045.68           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0051                    | 2053-10-01      | 6.0000%  | 0.0000% | $10830286.25       | $11145353.71       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1065                    | 2054-03-01      | 5.5000%  | 0.0000% | $36565822.71       | $37120180.91       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4129                    | 2055-05-01      | 5.5000%  | 0.0000% | $1009.48           | $1029.43           | Agency Mortgage-Backed Securities  |
| GNII SF DE9655 C                        | 2054-10-20      | 6.5000%  | 0.0000% | $1630859.64        | $1683463.20        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1798                    | 2052-11-01      | 5.5000%  | 0.0000% | $3049402.41        | $3126127.07        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1115                    | 2052-07-01      | 4.0000%  | 0.0000% | $504728.05         | $480441.66         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2670                    | 2052-06-01      | 3.5000%  | 0.0000% | $39802.33          | $37158.08          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1855                    | 2052-09-01      | 5.0000%  | 0.0000% | $562530.97         | $565555.01         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2361                    | 2053-02-01      | 6.0000%  | 0.0000% | $9726227.25        | $10194947.11       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2395                    | 2053-01-01      | 5.0000%  | 0.0000% | $79966.34          | $80415.17          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD2715                    | 2050-09-01      | 4.5000%  | 0.0000% | $74554.08          | $73585.02          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD5347                    | 2045-05-01      | 4.0000%  | 0.0000% | $903606.52         | $876265.39         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4782                    | 2053-11-01      | 5.5000%  | 0.0000% | $476240.28         | $484934.78         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD4956                    | 2048-12-01      | 3.5000%  | 0.0000% | $10602249.01       | $9920306.46        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5143                    | 2054-04-01      | 6.0000%  | 0.0000% | $994748.89         | $1029483.87        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6261                    | 2054-08-01      | 6.0000%  | 0.0000% | $32131459.67       | $33318824.20       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD6026                    | 2050-03-01      | 3.5000%  | 0.0000% | $55438611.29       | $52186440.65       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8213                    | 2052-05-01      | 3.0000%  | 0.0000% | $117245987.88      | $103663235.60      | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8242                    | 2052-09-01      | 3.0000%  | 0.0000% | $1155341.53        | $1020382.23        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8265                    | 2052-11-01      | 4.0000%  | 0.0000% | $47394.29          | $44989.61          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA1515                    | 2053-10-01      | 6.0000%  | 0.0000% | $3351547.74        | $3446106.07        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA3526                    | 2053-10-01      | 6.0000%  | 0.0000% | $102192.99         | $105076.20         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA6979                    | 2054-02-01      | 6.5000%  | 0.0000% | $1243364.65        | $1307680.31        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB2001                    | 2054-04-01      | 6.5000%  | 0.0000% | $711998.53         | $747792.91         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB2086                    | 2054-05-01      | 5.5000%  | 0.0000% | $709809.14         | $730609.78         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB4146                    | 2054-08-01      | 6.0000%  | 0.0000% | $1561943.94        | $1603265.69        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB9049                    | 2054-09-01      | 6.5000%  | 0.0000% | $2404499.55        | $2506032.22        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTDC1809                    | 2044-11-01      | 5.0000%  | 0.0000% | $910398.94         | $925352.95         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM9958                    | 2051-11-01      | 3.5000%  | 0.0000% | $1156012.40        | $1063993.17        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS2824                    | 2051-12-01      | 2.5000%  | 0.0000% | $21053.21          | $17816.15          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS2887                    | 2052-09-01      | 4.0000%  | 0.0000% | $25468826.79       | $24531503.21       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0041                    | 2055-08-01      | 6.0000%  | 0.0000% | $7876171.30        | $8083340.85        | Agency Mortgage-Backed Securities  |
| GNII SF MB0020 M                        | 2051-11-20      | 2.5000%  | 0.0000% | $1049630.66        | $909328.51         | Agency Mortgage-Backed Securities  |
| GNII SF MB0086 M                        | 2051-12-20      | 2.5000%  | 0.0000% | $13860.79          | $12016.11          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8331                    | 2053-06-01      | 5.5000%  | 0.0000% | $27171026.87       | $27612978.73       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8332                    | 2053-06-01      | 6.0000%  | 0.0000% | $1153022.05        | $1187498.95        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8341                    | 2053-07-01      | 5.0000%  | 0.0000% | $4797216.08        | $4799440.92        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8421                    | 2054-04-01      | 6.0000%  | 0.0000% | $867644.36         | $891728.72         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC U69914 G                    | 2043-08-15      | 3.5000%  | 0.0000% | $9553792.84        | $9047417.40        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U64824 G                    | 2046-02-01      | 4.0000%  | 0.0000% | $40065.37          | $38801.08          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD6067                    | 2055-05-01      | 6.0000%  | 0.0000% | $3132945.40        | $3240005.45        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9492                    | 2055-07-01      | 6.0000%  | 0.0000% | $1997590.81        | $2051370.62        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE2719                    | 2055-07-01      | 5.0000%  | 0.0000% | $1854254.89        | $1861578.78        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE6688                    | 2055-08-01      | 6.0000%  | 0.0000% | $4744663.93        | $4913722.63        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8572                    | 2055-09-01      | 6.0000%  | 0.0000% | $4158530.00        | $4270487.33        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4635                    | 2053-05-01      | 5.5000%  | 0.0000% | $32773411.47       | $33939933.73       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS5150                    | 2053-06-01      | 5.0000%  | 0.0000% | $292987.21         | $294058.01         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5490                    | 2050-12-01      | 3.0000%  | 0.0000% | $46758664.12       | $41935819.65       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS5493                    | 2052-07-01      | 2.5000%  | 0.0000% | $210073.21         | $178246.89         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5665                    | 2053-07-01      | 5.5000%  | 0.0000% | $112670.62         | $116502.94         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS6036                    | 2052-04-01      | 2.5000%  | 0.0000% | $170123.31         | $144107.87         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS6058                    | 2052-04-01      | 2.5000%  | 0.0000% | $266327.93         | $228185.48         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7026                    | 2052-09-01      | 3.0000%  | 0.0000% | $12701245.18       | $11344074.80       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS7624                    | 2054-03-01      | 6.5000%  | 0.0000% | $143236.03         | $149443.18         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS8786                    | 2054-07-01      | 6.5000%  | 0.0000% | $28701.86          | $29977.18          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA5519                    | 2049-12-01      | 3.0000%  | 0.0000% | $630646.90         | $567214.33         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE0536                    | 2052-04-01      | 3.0000%  | 0.0000% | $11382386.85       | $10195848.90       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE9063                    | 2052-08-01      | 4.5000%  | 0.0000% | $6140215.83        | $6046731.04        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQF2029                    | 2052-10-01      | 3.0000%  | 0.0000% | $18379.21          | $16244.35          | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQF4524                    | 2052-12-01      | 7.0000%  | 0.0000% | $960001.41         | $1013629.86        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQG0986                    | 2053-03-01      | 4.5000%  | 0.0000% | $495.34            | $486.73            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBA4315                    | 2045-11-01      | 3.5000%  | 0.0000% | $2713302.09        | $2566418.68        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0219                    | 2057-09-01      | 3.5000%  | 0.0000% | $351728.14         | $320462.48         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 I4BF0607                    | 2062-03-01      | 5.0000%  | 0.0000% | $22067843.42       | $22212338.76       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I6BF0660                    | 2062-02-01      | 3.5000%  | 0.0000% | $9635223.21        | $8730075.35        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL8573                    | 2030-10-01      | 1.5700%  | 0.0000% | $8030212.83        | $7085994.08        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0271                    | 2055-04-01      | 6.0000%  | 0.0000% | $41809968.32       | $43708991.00       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA8981                    | 2054-03-01      | 5.5000%  | 0.0000% | $808137.65         | $834401.77         | Agency Mortgage-Backed Securities  |
| GNII SF MA6475 M                        | 2050-02-20      | 3.5000%  | 0.0000% | $7454129.00        | $6899217.13        | Agency Mortgage-Backed Securities  |
| GNII SF MA8045 M                        | 2052-05-20      | 4.0000%  | 0.0000% | $188648.22         | $179884.04         | Agency Mortgage-Backed Securities  |
| GNII SF MA8100 M                        | 2052-06-20      | 4.0000%  | 0.0000% | $47160960.56       | $45038161.87       | Agency Mortgage-Backed Securities  |
| GNII SF MA7313 M                        | 2051-04-20      | 3.0000%  | 0.0000% | $48605.54          | $43685.53          | Agency Mortgage-Backed Securities  |
| GNII SF MA7313 M                        | 2051-04-20      | 3.0000%  | 0.0000% | $4973460.93        | $4470030.64        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG4684                    | 2053-06-01      | 5.0000%  | 0.0000% | $611669.85         | $618017.63         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH7529                    | 2053-12-01      | 6.0000%  | 0.0000% | $6578493.00        | $6764094.22        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ0220                    | 2054-07-01      | 6.0000%  | 0.0000% | $41517.36          | $43462.18          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1488                    | 2054-08-01      | 6.0000%  | 0.0000% | $1057779.75        | $1103515.32        | Agency Mortgage-Backed Securities  |
| 2.68 FCSB 26 AE                         | 2026-03-02      | 2.6800%  | 0.0000% | $55000.00          | $54818.30          | Agency Mortgage-Backed Securities  |
| 3.22 FCSB 25 CQ                         | 2025-12-10      | 3.2200%  | 0.0000% | $700000.00         | $705725.22         | Agency Mortgage-Backed Securities  |
| 3.30 FCSB 28 BV                         | 2028-05-17      | 3.3000%  | 0.0000% | $19000.00          | $19034.23          | Agency Mortgage-Backed Securities  |
| 3.40 FCSB 27 CB                         | 2027-11-23      | 3.4000%  | 0.0000% | $25000.00          | $25136.11          | Agency Mortgage-Backed Securities  |
| 2.15 FCOR 22-36 BB                      | 2036-09-15      | 2.1500%  | 0.0000% | $621000.00         | $486621.09         | Agency Mortgage-Backed Securities  |
| 4.75 FCSB 26 EO                         | 2026-03-09      | 4.7500%  | 0.0000% | $7951000.00        | $8002767.64        | Agency Mortgage-Backed Securities  |
| 4.50 FCDB 26 B                          | 2026-08-14      | 4.5000%  | 0.0000% | $3850000.00        | $3893582.00        | Agency Mortgage-Backed Securities  |
| 5 1/8 FCDB 25 C                         | 2025-10-10      | 5.1250%  | 0.0000% | $5963000.00        | $6108565.11        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks Funding Corp. | 2026-02-03      | 4.1250%  | 0.0000% | $12303000.00       | $12390711.16       | Agency Mortgage-Backed Securities  |
| 5.40 FCOR 26-34 DC                      | 2034-02-24      | 5.4000%  | 0.0000% | $26476000.00       | $26618970.40       | Agency Mortgage-Backed Securities  |
| 4 7/8 FCSB 26 GK                        | 2026-08-28      | 4.8750%  | 0.0000% | $868000.00         | $880295.51         | Agency Mortgage-Backed Securities  |
| 4.25 FCSB 27 GT                         | 2027-01-13      | 4.2500%  | 0.0000% | $19000.00          | $19289.00          | Agency Mortgage-Backed Securities  |
| 4.82 FCOR 26-34 DR                      | 2034-09-18      | 4.8200%  | 0.0000% | $1000000.00        | $994201.67         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CKBM7485                    | 2050-09-01      | 3.0000%  | 0.0000% | $328686.77         | $288478.74         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU6173                    | 2051-12-01      | 2.5000%  | 0.0000% | $617163.93         | $534145.44         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA1141                    | 2032-08-01      | 3.0000%  | 0.0000% | $334435.05         | $323999.56         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLMA4181                    | 2050-11-01      | 1.5000%  | 0.0000% | $56809605.79       | $43775683.24       | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLMA4354                    | 2051-06-01      | 1.5000%  | 0.0000% | $4737384.83        | $3649294.38        | Agency Mortgage-Backed Securities  |
| GNII SF MA8151 M                        | 2052-07-20      | 4.5000%  | 0.0000% | $322771.96         | $316983.05         | Agency Mortgage-Backed Securities  |
| GNII SF MA8152 M                        | 2052-07-20      | 5.0000%  | 0.0000% | $11487.41          | $11540.09          | Agency Mortgage-Backed Securities  |
| GNII SF MA8268 M                        | 2052-09-20      | 4.5000%  | 0.0000% | $23528792.29       | $23099509.47       | Agency Mortgage-Backed Securities  |
| GNII SF MA8269 M                        | 2052-09-20      | 5.0000%  | 0.0000% | $102999.32         | $103532.32         | Agency Mortgage-Backed Securities  |
| GNII SF MA8348 M                        | 2052-10-20      | 5.0000%  | 0.0000% | $38099093.00       | $38294266.20       | Agency Mortgage-Backed Securities  |
| GNII SF MA8427 M                        | 2052-11-20      | 4.5000%  | 0.0000% | $40069.29          | $39332.22          | Agency Mortgage-Backed Securities  |
| GNII JM MA8553 M                        | 2052-10-20      | 2.0000%  | 0.0000% | $874262.34         | $704381.02         | Agency Mortgage-Backed Securities  |
| GNII SF MA8569 M                        | 2053-01-20      | 5.0000%  | 0.0000% | $96401164.85       | $96815475.66       | Agency Mortgage-Backed Securities  |
| GNII SF MA8647 M                        | 2053-02-20      | 5.0000%  | 0.0000% | $10199010.43       | $10242843.51       | Agency Mortgage-Backed Securities  |
| GNII SF MA8724 M                        | 2053-03-20      | 4.5000%  | 0.0000% | $63847.04          | $62613.13          | Agency Mortgage-Backed Securities  |
| GNII SF MA8801 M                        | 2053-04-20      | 5.5000%  | 0.0000% | $11994529.57       | $12209922.00       | Agency Mortgage-Backed Securities  |
| GNII JM MA8866 M                        | 2053-05-20      | 5.0000%  | 0.0000% | $85787.71          | $85272.80          | Agency Mortgage-Backed Securities  |
| GNII SF MA9852 M                        | 2054-08-20      | 6.0000%  | 0.0000% | $23999671.78       | $24576847.88       | Agency Mortgage-Backed Securities  |
| GNII SF MA9900 M                        | 2054-09-20      | 2.5000%  | 0.0000% | $1306079.37        | $1132202.19        | Agency Mortgage-Backed Securities  |
| GNII JM MA9087 M                        | 2053-07-20      | 2.0000%  | 0.0000% | $807946.06         | $646937.85         | Agency Mortgage-Backed Securities  |
| GNII SF MA9418 M                        | 2047-04-20      | 3.0000%  | 0.0000% | $425728.49         | $383935.43         | Agency Mortgage-Backed Securities  |
| GNII SF MA9483 M                        | 2051-09-20      | 3.0000%  | 0.0000% | $1610248.23        | $1455320.88        | Agency Mortgage-Backed Securities  |
| GNII SF MA9720 M                        | 2051-08-20      | 3.0000%  | 0.0000% | $326790.15         | $293766.59         | Agency Mortgage-Backed Securities  |
| GNMI SF BE5042 X                        | 2048-04-15      | 4.0000%  | 0.0000% | $173620.07         | $166374.60         | Agency Mortgage-Backed Securities  |
| GNMI SP 784154 X                        | 2044-03-15      | 5.0000%  | 0.0000% | $272963.28         | $281028.74         | Agency Mortgage-Backed Securities  |
| GNII SP 786351 C                        | 2052-08-20      | 4.0000%  | 0.0000% | $89282.25          | $84478.62          | Agency Mortgage-Backed Securities  |
| GNII SP 785558 C                        | 2051-07-20      | 2.5000%  | 0.0000% | $63254.81          | $54697.31          | Agency Mortgage-Backed Securities  |
| 5.375 TVBD 56 A                         | 2056-04-01      | 5.3750%  | 0.0000% | $787000.00         | $822608.36         | Agency Mortgage-Backed Securities  |
| 4.875 TVBD 48 A                         | 2048-01-15      | 4.8750%  | 0.0000% | $1988000.00        | $1943958.34        | Agency Mortgage-Backed Securities  |
| 4.250 TVBD 65 A                         | 2065-09-15      | 4.2500%  | 0.0000% | $804000.00         | $661952.36         | Agency Mortgage-Backed Securities  |
| 5.250 TVBD 55 A                         | 2055-02-01      | 5.2500%  | 0.0000% | $76000.00          | $76833.50          | Agency Mortgage-Backed Securities  |
| TVIN 09/15/26                           | 2026-09-15      | 0.0000%  | 0.0000% | $15000.00          | $14459.40          | Agency Mortgage-Backed Securities  |
| 6.15 TVPR 38 B                          | 2038-01-15      | 0.0000%  | 0.0000% | $12975000.00       | $7172580.00        | Agency Mortgage-Backed Securities  |
| 5.50 TVPR 38 C                          | 2038-06-15      | 0.0000%  | 0.0000% | $9913000.00        | $5398996.49        | Agency Mortgage-Backed Securities  |
| 5.25 TVPR 39 C                          | 2039-09-15      | 0.0000%  | 0.0000% | $5000000.00        | $2513310.00        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8361                    | 2054-04-01      | 6.5000%  | 0.0000% | $8142384.69        | $8470287.57        | Agency Mortgage-Backed Securities  |
| 8.625 RFPR 30 A                         | 2030-01-15      | 0.0000%  | 0.0000% | $407000.00         | $344155.13         | Corporate Debt Securities          |
| 8.875 RFPR 30 B                         | 2030-04-15      | 0.0000%  | 0.0000% | $235155000.00      | $196281997.30      | Corporate Debt Securities          |
| 4 1/2 TPRN F 33                         | 2033-11-15      | 0.0000%  | 0.0000% | $738600.00         | $533990.81         | U.S. Treasuries (including strips) |
| TINT 02/15/32                           | 2032-02-15      | 0.0000%  | 0.0000% | $338248.00         | $262341.09         | U.S. Treasuries (including strips) |
| TINT 08/15/33                           | 2033-08-15      | 0.0000%  | 0.0000% | $40715350.00       | $29442653.91       | U.S. Treasuries (including strips) |
| TINT 02/15/34                           | 2034-02-15      | 0.0000%  | 0.0000% | $108922600.00      | $76823327.63       | U.S. Treasuries (including strips) |
| TINT 11/15/30                           | 2030-11-15      | 0.0000%  | 0.0000% | $168087.24         | $137875.41         | U.S. Treasuries (including strips) |
| TINT 05/15/31                           | 2031-05-15      | 0.0000%  | 0.0000% | $304430.40         | $244330.97         | U.S. Treasuries (including strips) |
| TINT 11/15/31                           | 2031-11-15      | 0.0000%  | 0.0000% | $33139366.80       | $26001776.84       | U.S. Treasuries (including strips) |
| TINT 11/15/34                           | 2034-11-15      | 0.0000%  | 0.0000% | $50816.48          | $34497.94          | U.S. Treasuries (including strips) |
| TINT 02/15/31                           | 2031-02-15      | 0.0000%  | 0.0000% | $23790557.35       | $19301207.81       | U.S. Treasuries (including strips) |

### Security 257: 2020 Sheu Family Exempt Trust

- **C.1 - Title:** 2020 Sheu Family Exempt Trust 4.200000%
- **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:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 258: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.400000%
- **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:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 259: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.400000%
- **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:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 260: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.400000%
- **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:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 261: Fixed Income Clearing Corp. - Credit Agricole

- **C.1 - Title:** Fixed Income Clearing Corp. - Credit Agricole 4.210000%
- **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_4.21_1001
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| T 3.875 05/31/2027 | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50814302.64       | U.S. Treasuries (including strips) |
| T 3.875 05/31/2027 | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50814302.64       | U.S. Treasuries (including strips) |
| T 3.875 05/31/2027 | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $50814302.64       | U.S. Treasuries (including strips) |
| T 3.875 05/31/2027 | 2027-05-31      | 3.8750%  | 0.0000% | $44577000.00       | $45302983.37       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31    | 2031-09-30      | 3.6250%  | 0.0000% | $50000000.00       | $49431640.62       | U.S. Treasuries (including strips) |
| T 3.625 09/30/2031 | 2031-09-30      | 3.6250%  | 0.0000% | $50000000.00       | $49431640.62       | U.S. Treasuries (including strips) |
| T 3.625 09/30/2031 | 2031-09-30      | 3.6250%  | 0.0000% | $50000000.00       | $49431640.62       | U.S. Treasuries (including strips) |
| T 3.625 09/30/2031 | 2031-09-30      | 3.6250%  | 0.0000% | $50000000.00       | $49431640.62       | U.S. Treasuries (including strips) |
| T 3.625 09/30/2031 | 2031-09-30      | 3.6250%  | 0.0000% | $50000000.00       | $49431640.62       | U.S. Treasuries (including strips) |
| T 3.625 09/30/2031 | 2031-09-30      | 3.6250%  | 0.0000% | $50000000.00       | $49431640.62       | U.S. Treasuries (including strips) |
| T 3.625 09/30/2031 | 2031-09-30      | 3.6250%  | 0.0000% | $25000000.00       | $24715820.31       | U.S. Treasuries (including strips) |
| T 4.375 12/15/2026 | 2026-12-15      | 4.3750%  | 0.0000% | $50000000.00       | $51037952.53       | U.S. Treasuries (including strips) |
| T 4.375 12/15/2026 | 2026-12-15      | 4.3750%  | 0.0000% | $50000000.00       | $51037952.53       | U.S. Treasuries (including strips) |
| T 4.375 12/15/2026 | 2026-12-15      | 4.3750%  | 0.0000% | $50000000.00       | $51037952.53       | U.S. Treasuries (including strips) |
| T 4.375 12/15/2026 | 2026-12-15      | 4.3750%  | 0.0000% | $50000000.00       | $51037952.53       | U.S. Treasuries (including strips) |
| T 4.375 12/15/2026 | 2026-12-15      | 4.3750%  | 0.0000% | $50000000.00       | $51037952.53       | U.S. Treasuries (including strips) |
| T 4.375 12/15/2026 | 2026-12-15      | 4.3750%  | 0.0000% | $50000000.00       | $51037952.53       | U.S. Treasuries (including strips) |
| T 4.375 12/15/2026 | 2026-12-15      | 4.3750%  | 0.0000% | $16220000.00       | $16556711.80       | U.S. Treasuries (including strips) |
| T 3.750 12/31/2028 | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50632812.50       | U.S. Treasuries (including strips) |
| T 3.750 12/31/2028 | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50632812.50       | U.S. Treasuries (including strips) |
| T 3.750 12/31/2028 | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50632812.50       | U.S. Treasuries (including strips) |
| T 3.750 12/31/2028 | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50632812.50       | U.S. Treasuries (including strips) |
| T 3.750 12/31/2028 | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50632812.50       | U.S. Treasuries (including strips) |
| T 3.750 12/31/2028 | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50632812.50       | U.S. Treasuries (including strips) |
| T 4.250 03/15/2027 | 2027-03-15      | 4.2500%  | 0.0000% | $50000000.00       | $50497232.18       | U.S. Treasuries (including strips) |
| T 4.250 03/15/2027 | 2027-03-15      | 4.2500%  | 0.0000% | $50000000.00       | $50497232.18       | U.S. Treasuries (including strips) |
| T 4.250 03/15/2027 | 2027-03-15      | 4.2500%  | 0.0000% | $50000000.00       | $50497232.18       | U.S. Treasuries (including strips) |
| T 4.250 03/15/2027 | 2027-03-15      | 4.2500%  | 0.0000% | $50000000.00       | $50497232.18       | U.S. Treasuries (including strips) |
| T 4.250 03/15/2027 | 2027-03-15      | 4.2500%  | 0.0000% | $50000000.00       | $50497232.18       | U.S. Treasuries (including strips) |
| T 4.250 03/15/2027 | 2027-03-15      | 4.2500%  | 0.0000% | $50000000.00       | $50497232.18       | U.S. Treasuries (including strips) |
| T 4.250 03/15/2027 | 2027-03-15      | 4.2500%  | 0.0000% | $6000000.00        | $6059667.86        | U.S. Treasuries (including strips) |
| T 4.125 03/31/2031 | 2031-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $50824218.75       | U.S. Treasuries (including strips) |
| T 4.125 03/31/2031 | 2031-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $50824218.75       | U.S. Treasuries (including strips) |
| T 4.125 03/31/2031 | 2031-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $50824218.75       | U.S. Treasuries (including strips) |
| T 4.125 03/31/2031 | 2031-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $50824218.75       | U.S. Treasuries (including strips) |
| T 4.125 03/31/2031 | 2031-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $50824218.75       | U.S. Treasuries (including strips) |
| T 4.125 03/31/2031 | 2031-03-31      | 4.1250%  | 0.0000% | $43914000.00       | $44637894.84       | U.S. Treasuries (including strips) |
| T 3.625 03/31/2030 | 2030-03-31      | 3.6250%  | 0.0000% | $50000000.00       | $49802734.38       | U.S. Treasuries (including strips) |
| T 3.625 03/31/2030 | 2030-03-31      | 3.6250%  | 0.0000% | $50000000.00       | $49802734.38       | U.S. Treasuries (including strips) |
| T 3.625 03/31/2030 | 2030-03-31      | 3.6250%  | 0.0000% | $50000000.00       | $49802734.38       | U.S. Treasuries (including strips) |
| T 3.625 03/31/2030 | 2030-03-31      | 3.6250%  | 0.0000% | $50000000.00       | $49802734.38       | U.S. Treasuries (including strips) |
| T 3.625 03/31/2030 | 2030-03-31      | 3.6250%  | 0.0000% | $50000000.00       | $49802734.38       | U.S. Treasuries (including strips) |
| T 3.625 03/31/2030 | 2030-03-31      | 3.6250%  | 0.0000% | $37707000.00       | $37558234.10       | U.S. Treasuries (including strips) |

### Security 262: 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:** 0.7300%
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FHFR 03SO 10/25 6730                    | 2025-10-03      | 4.2900%  | 0.0000% | $605000.00         | $611675.35         | Agency Mortgage-Backed Securities  |
| FHDN 10/01/25                           | 2025-10-01      | 0.0000%  | 0.0000% | $1150000.00        | $1150000.00        | Agency Mortgage-Backed Securities  |
| FHDN 12/02/25                           | 2025-12-02      | 0.0000%  | 0.0000% | $550000.00         | $546329.30         | Agency Mortgage-Backed Securities  |
| FHDN 01/15/26                           | 2026-01-15      | 0.0000%  | 0.0000% | $1500000.00        | $1483176.00        | Agency Mortgage-Backed Securities  |
| FHDN 02/25/26                           | 2026-02-25      | 0.0000%  | 0.0000% | $150000.00         | $147683.40         | Agency Mortgage-Backed Securities  |
| FHDN 02/27/26                           | 2026-02-27      | 0.0000%  | 0.0000% | $468000.00         | $460673.93         | Agency Mortgage-Backed Securities  |
| FHDN 03/11/26                           | 2026-03-11      | 0.0000%  | 0.0000% | $31960000.00       | $31422368.88       | Agency Mortgage-Backed Securities  |
| FHDN 05/29/26                           | 2026-05-29      | 0.0000%  | 0.0000% | $23576000.00       | $23003527.57       | Agency Mortgage-Backed Securities  |
| FCFR 03SF AS 26/05                      | 2026-05-14      | 4.2500%  | 0.0000% | $10000.00          | $10060.42          | Agency Mortgage-Backed Securities  |
| FCFR 03TB DH 26/10                      | 2026-10-16      | 4.1635%  | 0.0000% | $825000.00         | $826262.25         | Agency Mortgage-Backed Securities  |
| FCFR 03PR EL 27/06                      | 2027-06-25      | 4.2300%  | 0.0000% | $44669000.00       | $44695243.04       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks Funding Corp. | 2027-05-14      | 4.2650%  | 0.0000% | $122026000.00      | $122709532.00      | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks Funding Corp. | 2027-06-17      | 4.2550%  | 0.0000% | $73652000.00       | $73734971.02       | Agency Mortgage-Backed Securities  |
| 2 3/4 TPRN 47                           | 2047-08-15      | 0.0000%  | 0.0000% | $24000.00          | $8319.55           | U.S. Treasuries (including strips) |
| 3 TPRN 48                               | 2048-08-15      | 0.0000%  | 0.0000% | $32000.00          | $10551.49          | U.S. Treasuries (including strips) |
| 2 7/8 TPRN 49                           | 2049-05-15      | 0.0000%  | 0.0000% | $10000.00          | $3183.94           | U.S. Treasuries (including strips) |
| 1 1/4 TPRN 50                           | 2050-05-15      | 0.0000%  | 0.0000% | $72000.00          | $22207.90          | U.S. Treasuries (including strips) |
| 4 5/8 TPRN 55                           | 2055-02-15      | 0.0000%  | 0.0000% | $100800000.00      | $25123694.40       | U.S. Treasuries (including strips) |
| 3 5/8 TRIB 28                           | 2028-04-15      | 3.6250%  | 0.0000% | $285589.59         | $308445.71         | U.S. Treasuries (including strips) |
| 3 7/8 TRIB 29                           | 2029-04-15      | 3.8750%  | 0.0000% | $1631644.66        | $1812512.28        | U.S. Treasuries (including strips) |
| 2 TRIB 26                               | 2026-01-15      | 2.0000%  | 0.0000% | $8137.35           | $8181.00           | U.S. Treasuries (including strips) |
| 2 1/2 TRIB 29                           | 2029-01-15      | 2.5000%  | 0.0000% | $2608351.65        | $2739316.93        | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 40                           | 2040-02-15      | 2.1250%  | 0.0000% | $1166292.19        | $1178928.09        | U.S. Treasuries (including strips) |
| 0 7/8 TRIB 47                           | 2047-02-15      | 0.8750%  | 0.0000% | $171968305.01      | $127268712.40      | U.S. Treasuries (including strips) |
| TINT 02/15/32                           | 2032-02-15      | 0.0000%  | 0.0000% | $2331000.00        | $1809511.01        | U.S. Treasuries (including strips) |
| TINT 08/15/32                           | 2032-08-15      | 0.0000%  | 0.0000% | $2331000.00        | $1769261.63        | U.S. Treasuries (including strips) |
| TINT 08/15/33                           | 2033-08-15      | 0.0000%  | 0.0000% | $2331000.00        | $1686972.67        | U.S. Treasuries (including strips) |
| TINT 02/15/34                           | 2034-02-15      | 0.0000%  | 0.0000% | $2331000.00        | $1645644.04        | U.S. Treasuries (including strips) |
| TINT 08/15/34                           | 2034-08-15      | 0.0000%  | 0.0000% | $2331000.01        | $1604250.15        | U.S. Treasuries (including strips) |
| TINT 02/15/37                           | 2037-02-15      | 0.0000%  | 0.0000% | $2331000.00        | $1408054.54        | U.S. Treasuries (including strips) |
| TINT 05/15/32                           | 2032-05-15      | 0.0000%  | 0.0000% | $4200.00           | $3225.06           | U.S. Treasuries (including strips) |
| TINT 02/15/27                           | 2027-02-15      | 0.0000%  | 0.0000% | $2331000.00        | $2218328.78        | U.S. Treasuries (including strips) |
| TINT 05/15/27                           | 2027-05-15      | 0.0000%  | 0.0000% | $200000000.00      | $188468000.00      | U.S. Treasuries (including strips) |
| TINT 05/15/35                           | 2035-05-15      | 0.0000%  | 0.0000% | $32000.00          | $21181.34          | U.S. Treasuries (including strips) |
| TINT 02/15/29                           | 2029-02-15      | 0.0000%  | 0.0000% | $102136000.00      | $90144620.78       | U.S. Treasuries (including strips) |
| TINT 11/15/29                           | 2029-11-15      | 0.0000%  | 0.0000% | $50000000.00       | $42818300.00       | U.S. Treasuries (including strips) |
| TINT 05/15/30                           | 2030-05-15      | 0.0000%  | 0.0000% | $250000000.00      | $209602000.00      | U.S. Treasuries (including strips) |
| TINT 02/15/30                           | 2030-02-15      | 0.0000%  | 0.0000% | $2331000.00        | $1974998.03        | U.S. Treasuries (including strips) |
| TINT 08/15/30                           | 2030-08-15      | 0.0000%  | 0.0000% | $2331000.00        | $1933963.10        | U.S. Treasuries (including strips) |
| TINT 08/15/37                           | 2037-08-15      | 0.0000%  | 0.0000% | $2331000.00        | $1370972.99        | U.S. Treasuries (including strips) |
| TINT 02/15/38                           | 2038-02-15      | 0.0000%  | 0.0000% | $2331000.00        | $1331919.41        | U.S. Treasuries (including strips) |
| TINT 02/15/39                           | 2039-02-15      | 0.0000%  | 0.0000% | $2331000.00        | $1261036.03        | U.S. Treasuries (including strips) |
| TINT 08/15/52                           | 2052-08-15      | 0.0000%  | 0.0000% | $2330980.00        | $628341.30         | U.S. Treasuries (including strips) |
| TINT 08/15/53                           | 2053-08-15      | 0.0000%  | 0.0000% | $1374776.21        | $357767.64         | U.S. Treasuries (including strips) |
| TINT 08/15/40                           | 2040-08-15      | 0.0000%  | 0.0000% | $3123000.00        | $1546497.11        | U.S. Treasuries (including strips) |
| TINT 02/15/41                           | 2041-02-15      | 0.0000%  | 0.0000% | $331000.00         | $159622.43         | U.S. Treasuries (including strips) |
| TINT 05/15/45                           | 2045-05-15      | 0.0000%  | 0.0000% | $5000.00           | $1900.19           | U.S. Treasuries (including strips) |
| TINT 08/15/42                           | 2042-08-15      | 0.0000%  | 0.0000% | $331000.00         | $146033.89         | U.S. Treasuries (including strips) |
| TINT 08/15/43                           | 2043-08-15      | 0.0000%  | 0.0000% | $2331000.00        | $971754.27         | U.S. Treasuries (including strips) |
| TINT 11/15/43                           | 2043-11-15      | 0.0000%  | 0.0000% | $660000.00         | $270847.50         | U.S. Treasuries (including strips) |
| TINT 08/15/44                           | 2044-08-15      | 0.0000%  | 0.0000% | $331000.00         | $130448.09         | U.S. Treasuries (including strips) |
| TINT 02/15/45                           | 2045-02-15      | 0.0000%  | 0.0000% | $2331000.00        | $896493.28         | U.S. Treasuries (including strips) |
| TINT 08/15/45                           | 2045-08-15      | 0.0000%  | 0.0000% | $2331000.00        | $872572.55         | U.S. Treasuries (including strips) |
| TINT 08/15/46                           | 2046-08-15      | 0.0000%  | 0.0000% | $2331000.00        | $833393.11         | U.S. Treasuries (including strips) |
| TINT 02/15/47                           | 2047-02-15      | 0.0000%  | 0.0000% | $2331000.00        | $812607.58         | U.S. Treasuries (including strips) |
| TINT 02/15/48                           | 2048-02-15      | 0.0000%  | 0.0000% | $2331000.00        | $773458.43         | U.S. Treasuries (including strips) |
| TINT 08/15/51                           | 2051-08-15      | 0.0000%  | 0.0000% | $2331000.00        | $654684.66         | U.S. Treasuries (including strips) |
| TINT 08/15/54                           | 2054-08-15      | 0.0000%  | 0.0000% | $2331000.00        | $585808.27         | U.S. Treasuries (including strips) |

### Security 263: 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:** 0.3600%
- **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? 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 CLMA5760 | 2055-07-01      | 5.5000%  | 0.0000% | $506337262.19      | $513056639.20      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD8557 | 2040-05-01      | 5.0000%  | 0.0000% | $1695882.70        | $1723211.48        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0098 | 2055-03-01      | 5.5000%  | 0.0000% | $214478.85         | $220149.79         | Agency Mortgage-Backed Securities |

### Security 264: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 4.210000%
- **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_4.21_1001
- **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:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 03.000 CTZA2377 | 2035-05-01      | 3.0000%  | 0.0000% | $121742.99         | $115914.38         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS0839 | 2032-12-01      | 6.5000%  | 0.0000% | $27.34             | $28.73             | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2222 | 2038-07-01      | 5.5000%  | 0.0000% | $99.27             | $103.27            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS2782 | 2039-10-01      | 4.5000%  | 0.0000% | $293.12            | $296.04            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS2895 | 2040-05-01      | 4.5000%  | 0.0000% | $224.37            | $226.20            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4435 | 2041-02-01      | 4.5000%  | 0.0000% | $106.61            | $107.17            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS3826 | 2039-09-01      | 6.5000%  | 0.0000% | $2052.18           | $2198.10           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS3941 | 2041-12-01      | 5.0000%  | 0.0000% | $915.47            | $941.77            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS4343 | 2038-06-01      | 6.0000%  | 0.0000% | $183.57            | $194.25            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4622 | 2045-07-01      | 3.5000%  | 0.0000% | $105.47            | $99.76             | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4668 | 2046-06-01      | 3.5000%  | 0.0000% | $767.84            | $722.47            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4693 | 2046-12-01      | 3.0000%  | 0.0000% | $196.84            | $178.63            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8693 | 2033-04-01      | 3.0000%  | 0.0000% | $1106.02           | $1079.18           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTZS9207 | 2036-06-01      | 2.5000%  | 0.0000% | $42380.87          | $39550.97          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTZS9233 | 2030-04-01      | 5.5000%  | 0.0000% | $108.91            | $110.34            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS9905 | 2045-02-01      | 4.5000%  | 0.0000% | $25.61             | $25.77             | Agency Mortgage-Backed Securities |
| FEPC 05.500 4LZT0558 | 2037-05-01      | 5.5000%  | 0.0000% | $114.29            | $116.53            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB0360 | 2035-04-01      | 3.5000%  | 0.0000% | $125.34            | $123.52            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8094 | 2036-03-01      | 2.5000%  | 0.0000% | $69316.08          | $65505.35          | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB8131 | 2036-12-01      | 1.5000%  | 0.0000% | $839.70            | $752.07            | Agency Mortgage-Backed Securities |
| FEPC 01.000 CISB8121 | 2036-10-01      | 1.0000%  | 0.0000% | $3335.64           | $2925.88           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY7547 | 2055-07-01      | 6.5000%  | 0.0000% | $284368.00         | $298340.45         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY8913 | 2055-07-01      | 6.0000%  | 0.0000% | $43205.48          | $44715.61          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY8863 | 2055-07-01      | 5.0000%  | 0.0000% | $155738.71         | $157240.47         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY9899 | 2055-08-01      | 7.0000%  | 0.0000% | $271275.59         | $285231.07         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ0718 | 2055-08-01      | 6.5000%  | 0.0000% | $51993.01          | $54688.75          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ0928 | 2055-08-01      | 6.0000%  | 0.0000% | $2750188.68        | $2824227.43        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ1438 | 2055-08-01      | 6.0000%  | 0.0000% | $348964.96         | $358316.98         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ2665 | 2055-08-01      | 5.5000%  | 0.0000% | $35815.20          | $36312.73          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ2202 | 2055-09-01      | 5.5000%  | 0.0000% | $337703.73         | $342630.00         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ2344 | 2055-09-01      | 6.5000%  | 0.0000% | $203933.04         | $212473.57         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ2472 | 2055-09-01      | 5.5000%  | 0.0000% | $894333.33         | $906201.63         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ2830 | 2055-09-01      | 6.0000%  | 0.0000% | $71369.27          | $74168.11          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ2874 | 2055-09-01      | 6.0000%  | 0.0000% | $56393.40          | $58719.82          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3080 | 2055-09-01      | 6.0000%  | 0.0000% | $79485.50          | $82716.69          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ3058 | 2055-09-01      | 6.5000%  | 0.0000% | $38798.03          | $40856.54          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ3061 | 2055-09-01      | 6.5000%  | 0.0000% | $16666.67          | $17332.19          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4383 | 2055-09-01      | 6.0000%  | 0.0000% | $54485.87          | $56860.54          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4444 | 2055-09-01      | 6.0000%  | 0.0000% | $62223.03          | $64363.59          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3812 | 2055-09-01      | 6.0000%  | 0.0000% | $38264.00          | $39306.67          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ3861 | 2055-09-01      | 5.5000%  | 0.0000% | $222122.13         | $225877.01         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3905 | 2055-09-01      | 6.0000%  | 0.0000% | $34526.23          | $35670.93          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ3947 | 2055-09-01      | 5.5000%  | 0.0000% | $60804.13          | $62553.44          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3969 | 2055-09-01      | 6.0000%  | 0.0000% | $334938.10         | $347832.99         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ3992 | 2055-10-01      | 5.5000%  | 0.0000% | $393588.70         | $398898.43         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ4118 | 2055-09-01      | 5.0000%  | 0.0000% | $64387.33          | $64325.83          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4175 | 2055-09-01      | 6.0000%  | 0.0000% | $143487.07         | $149492.77         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ4188 | 2055-09-01      | 5.0000%  | 0.0000% | $34403.83          | $34344.38          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4332 | 2055-09-01      | 6.0000%  | 0.0000% | $42143.27          | $43563.93          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4316 | 2055-09-01      | 6.0000%  | 0.0000% | $61530.20          | $63780.93          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4348 | 2055-09-01      | 6.0000%  | 0.0000% | $119755.17         | $123753.35         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4509 | 2055-10-01      | 6.0000%  | 0.0000% | $281222.70         | $290980.38         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4571 | 2055-10-01      | 6.0000%  | 0.0000% | $62881.10          | $65617.77          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4603 | 2055-09-01      | 6.0000%  | 0.0000% | $39718.67          | $41226.68          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4830 | 2055-09-01      | 6.0000%  | 0.0000% | $58738.63          | $61423.65          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4878 | 2055-10-01      | 6.0000%  | 0.0000% | $93562.50          | $96808.96          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ5151 | 2055-10-01      | 6.0000%  | 0.0000% | $33346.53          | $34908.93          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL0804 | 2045-12-01      | 4.5000%  | 0.0000% | $48165.15          | $48115.58          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0301 | 2055-01-01      | 5.0000%  | 0.0000% | $207869.66         | $209166.30         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA2730 | 2050-06-01      | 2.5000%  | 0.0000% | $21695.15          | $18657.70          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA2970 | 2050-07-01      | 2.5000%  | 0.0000% | $19414.71          | $16592.67          | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLRA4491 | 2051-02-01      | 1.5000%  | 0.0000% | $11931.73          | $9221.06           | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLRA4731 | 2051-03-01      | 1.5000%  | 0.0000% | $17244.12          | $13339.83          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA5052 | 2051-04-01      | 2.0000%  | 0.0000% | $29278.94          | $23884.91          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA5559 | 2051-07-01      | 2.5000%  | 0.0000% | $21057.91          | $17820.34          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA7177 | 2052-04-01      | 2.5000%  | 0.0000% | $962987.01         | $815567.08         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7183 | 2052-04-01      | 4.0000%  | 0.0000% | $12089.91          | $11478.55          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA6416 | 2052-05-01      | 3.5000%  | 0.0000% | $85849.07          | $79090.99          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA6567 | 2051-12-01      | 3.0000%  | 0.0000% | $923.18            | $830.18            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA7000 | 2052-03-01      | 2.5000%  | 0.0000% | $286521.01         | $244707.25         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7912 | 2052-10-01      | 4.5000%  | 0.0000% | $243670.52         | $238825.62         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA7937 | 2052-09-01      | 5.0000%  | 0.0000% | $4563.46           | $4582.27           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA9475 | 2053-07-01      | 5.0000%  | 0.0000% | $2131.22           | $2130.01           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CTRB5222 | 2043-01-01      | 6.5000%  | 0.0000% | $2088.07           | $2173.04           | Agency Mortgage-Backed Securities |
| FEPC 02.500 ZLSI2106 | 2051-05-25      | 2.5000%  | 0.0000% | $22577.46          | $19255.28          | Agency Mortgage-Backed Securities |
| FEPC 02.500 3RRF5001 | 2034-11-01      | 2.5000%  | 0.0000% | $11695.58          | $11614.10          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQI5633 | 2054-05-01      | 4.5000%  | 0.0000% | $56332.25          | $55064.49          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQI6933 | 2054-05-01      | 5.0000%  | 0.0000% | $239608.16         | $240361.67         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO0803 | 2037-09-01      | 4.0000%  | 0.0000% | $1977.23           | $1952.18           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO0845 | 2037-09-01      | 4.5000%  | 0.0000% | $6828.61           | $6872.62           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO1780 | 2038-12-01      | 6.0000%  | 0.0000% | $39653.18          | $41159.58          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO2619 | 2039-10-01      | 4.0000%  | 0.0000% | $3191.12           | $3147.60           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO1874 | 2039-02-01      | 6.0000%  | 0.0000% | $27640.63          | $28753.26          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO1951 | 2039-03-01      | 6.0000%  | 0.0000% | $25344.88          | $26312.89          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO2378 | 2039-08-01      | 6.0000%  | 0.0000% | $26405.50          | $27405.82          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO2390 | 2039-08-01      | 5.5000%  | 0.0000% | $154046.99         | $158267.66         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3494 | 2040-05-01      | 5.0000%  | 0.0000% | $48221.46          | $49045.94          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3509 | 2040-04-01      | 5.0000%  | 0.0000% | $58690.68          | $59622.14          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3582 | 2040-05-01      | 5.5000%  | 0.0000% | $75789.07          | $77873.39          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO2715 | 2039-11-01      | 5.0000%  | 0.0000% | $29376.87          | $29909.61          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO2828 | 2039-12-01      | 4.5000%  | 0.0000% | $25766.24          | $25828.96          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO2924 | 2040-01-01      | 5.0000%  | 0.0000% | $66602.63          | $67659.94          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3621 | 2040-05-01      | 5.5000%  | 0.0000% | $65059.41          | $66852.28          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3734 | 2040-06-01      | 6.0000%  | 0.0000% | $34727.86          | $36077.77          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3749 | 2040-07-01      | 5.0000%  | 0.0000% | $67194.76          | $68277.79          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3791 | 2040-06-01      | 6.0000%  | 0.0000% | $56627.19          | $59180.25          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3874 | 2040-07-01      | 5.0000%  | 0.0000% | $91499.24          | $93344.94          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3923 | 2040-08-01      | 6.0000%  | 0.0000% | $35033.84          | $36347.41          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4119 | 2040-09-01      | 5.5000%  | 0.0000% | $39407.37          | $40744.10          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4195 | 2040-10-01      | 5.0000%  | 0.0000% | $34246.17          | $34873.82          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX0652 | 2054-12-01      | 5.0000%  | 0.0000% | $134117.97         | $133801.29         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX0739 | 2054-12-01      | 5.0000%  | 0.0000% | $86438.46          | $86803.90          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX1300 | 2054-12-01      | 5.0000%  | 0.0000% | $10753.15          | $10734.38          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX1464 | 2054-12-01      | 6.0000%  | 0.0000% | $9017.21           | $9346.59           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX2097 | 2054-12-01      | 4.5000%  | 0.0000% | $41833.68          | $41064.03          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX2839 | 2055-01-01      | 5.0000%  | 0.0000% | $63.24             | $63.05             | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX3186 | 2054-12-01      | 5.0000%  | 0.0000% | $12998.72          | $12957.59          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX7180 | 2055-02-01      | 5.0000%  | 0.0000% | $40925.87          | $40929.50          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX6500 | 2055-02-01      | 6.5000%  | 0.0000% | $30183.92          | $32101.33          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX6670 | 2055-02-01      | 4.5000%  | 0.0000% | $118613.29         | $115826.24         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX7611 | 2055-03-01      | 6.5000%  | 0.0000% | $59774.74          | $62742.08          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX8788 | 2055-03-01      | 6.0000%  | 0.0000% | $476223.64         | $490019.52         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX9133 | 2055-03-01      | 6.5000%  | 0.0000% | $772308.21         | $804716.66         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX9562 | 2055-04-01      | 6.5000%  | 0.0000% | $38760.93          | $40766.62          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY0773 | 2055-04-01      | 6.5000%  | 0.0000% | $48817.94          | $51238.68          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY1216 | 2055-04-01      | 6.5000%  | 0.0000% | $55528.81          | $58282.44          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY2400 | 2055-05-01      | 5.0000%  | 0.0000% | $40584.69          | $40581.63          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4087 | 2055-05-01      | 5.5000%  | 0.0000% | $65387.89          | $66320.88          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5023 | 2055-06-01      | 6.0000%  | 0.0000% | $453273.10         | $465668.91         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY6366 | 2055-06-01      | 6.5000%  | 0.0000% | $111998.36         | $117733.37         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY6523 | 2055-06-01      | 6.5000%  | 0.0000% | $105692.82         | $110933.93         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI1001 | 2033-11-01      | 5.5000%  | 0.0000% | $40.07             | $40.85             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZI3624 | 2035-10-01      | 4.5000%  | 0.0000% | $2328.87           | $2357.56           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZI4712 | 2035-11-01      | 4.5000%  | 0.0000% | $3386.63           | $3427.62           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZI9358 | 2039-10-01      | 4.5000%  | 0.0000% | $3167.52           | $3201.08           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZI9755 | 2040-02-01      | 4.5000%  | 0.0000% | $6748.18           | $6817.58           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZJ0618 | 2040-10-01      | 4.5000%  | 0.0000% | $597.43            | $600.82            | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZJ6192 | 2032-06-01      | 7.0000%  | 0.0000% | $46.86             | $49.16             | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZK7974 | 2031-03-01      | 3.5000%  | 0.0000% | $3352.44           | $3325.33           | Agency Mortgage-Backed Securities |
| FEPC 05.000 3AZK9888 | 2047-05-01      | 5.0000%  | 0.0000% | $1687.28           | $1687.90           | Agency Mortgage-Backed Securities |
| FEPC 05.000 3LZL0795 | 2037-08-01      | 5.0000%  | 0.0000% | $6478.70           | $6672.63           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZL2832 | 2042-03-01      | 4.5000%  | 0.0000% | $23007.97          | $22965.43          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL7316 | 2043-11-01      | 4.0000%  | 0.0000% | $117393.83         | $114569.36         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL9012 | 2045-02-01      | 4.0000%  | 0.0000% | $1054.12           | $1028.00           | Agency Mortgage-Backed Securities |
| FEPC 03.500 3SZN0128 | 2043-04-01      | 3.5000%  | 0.0000% | $469.13            | $443.76            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL1980 | 2052-01-01      | 3.0000%  | 0.0000% | $734646.12         | $656910.03         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2446 | 2055-08-01      | 6.0000%  | 0.0000% | $2092625.33        | $2187698.18        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL2847 | 2046-08-01      | 3.5000%  | 0.0000% | $371992.80         | $352884.81         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ1755 | 2054-06-01      | 4.5000%  | 0.0000% | $360405.08         | $351554.97         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ1788 | 2054-06-01      | 6.5000%  | 0.0000% | $28494.70          | $29923.31          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ2624 | 2054-10-01      | 6.0000%  | 0.0000% | $41302.19          | $42630.52          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ2242 | 2054-08-01      | 5.5000%  | 0.0000% | $29619.72          | $30175.64          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ3084 | 2054-12-01      | 5.5000%  | 0.0000% | $27673.00          | $28236.97          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ4593 | 2055-08-01      | 6.5000%  | 0.0000% | $2283848.02        | $2410716.03        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ4789 | 2055-09-01      | 6.5000%  | 0.0000% | $1077087.53        | $1135593.97        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4833 | 2055-09-01      | 5.5000%  | 0.0000% | $604525.27         | $623546.39         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0009 | 2055-04-01      | 6.0000%  | 0.0000% | $1278264.55        | $1312216.96        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8217 | 2038-03-01      | 5.0000%  | 0.0000% | $527.99            | $536.36            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8278 | 2039-01-01      | 5.5000%  | 0.0000% | $50541.62          | $51934.87          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB8320 | 2039-08-01      | 6.0000%  | 0.0000% | $2206.97           | $2291.48           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8304 | 2039-05-01      | 5.5000%  | 0.0000% | $4558.58           | $4684.27           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8352 | 2039-12-01      | 5.5000%  | 0.0000% | $16016.76          | $16445.22          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB8336 | 2039-10-01      | 6.0000%  | 0.0000% | $101247.72         | $105040.80         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8359 | 2040-01-01      | 3.5000%  | 0.0000% | $607742.98         | $589734.61         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CISB8365 | 2040-01-01      | 6.5000%  | 0.0000% | $6406.91           | $6704.80           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8374 | 2040-03-01      | 3.5000%  | 0.0000% | $127612.37         | $123831.14         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTSC0634 | 2042-08-01      | 2.0000%  | 0.0000% | $196593.58         | $171322.48         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0176 | 2049-12-01      | 3.5000%  | 0.0000% | $12064.09          | $11169.29          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD0296 | 2050-03-01      | 4.0000%  | 0.0000% | $15152.10          | $14613.93          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD0504 | 2047-07-01      | 4.0000%  | 0.0000% | $7949.91           | $7685.75           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0902 | 2052-02-01      | 2.5000%  | 0.0000% | $86522.97          | $73218.24          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1069 | 2049-06-01      | 3.5000%  | 0.0000% | $2186114.85        | $2058619.42        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1454 | 2052-08-01      | 4.5000%  | 0.0000% | $37357.30          | $36748.16          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD1634 | 2052-09-01      | 5.5000%  | 0.0000% | $25567.23          | $26338.86          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2000 | 2052-11-01      | 4.5000%  | 0.0000% | $58281.84          | $57256.66          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3482 | 2053-07-01      | 5.5000%  | 0.0000% | $54090.43          | $55368.99          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD2873 | 2052-01-01      | 3.0000%  | 0.0000% | $3539.29           | $3166.77           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2928 | 2053-05-01      | 4.5000%  | 0.0000% | $958.28            | $941.69            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5299 | 2054-04-01      | 6.0000%  | 0.0000% | $2873.58           | $2967.41           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD4594 | 2041-06-01      | 5.5000%  | 0.0000% | $77.71             | $81.22             | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5094 | 2053-08-01      | 5.5000%  | 0.0000% | $63423.01          | $64743.89          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5111 | 2054-03-01      | 6.0000%  | 0.0000% | $63074.88          | $64880.30          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5143 | 2054-04-01      | 6.0000%  | 0.0000% | $22105.53          | $22877.42          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD5696 | 2054-06-01      | 6.5000%  | 0.0000% | $42885.69          | $45462.40          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6720 | 2053-02-01      | 5.5000%  | 0.0000% | $997831.53         | $1033137.36        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8008 | 2049-07-01      | 5.0000%  | 0.0000% | $4492.59           | $4576.22           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8063 | 2050-05-01      | 3.5000%  | 0.0000% | $97.11             | $89.97             | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD7506 | 2049-09-01      | 4.0000%  | 0.0000% | $26425.15          | $25523.53          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  | 0.0000% | $12249.25          | $10583.77          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8155 | 2051-07-01      | 2.0000%  | 0.0000% | $5140.80           | $4192.11           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8190 | 2052-01-01      | 3.0000%  | 0.0000% | $5748.46           | $5087.64           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8204 | 2052-04-01      | 2.0000%  | 0.0000% | $170045.79         | $137958.00         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8236 | 2052-08-01      | 3.5000%  | 0.0000% | $2026.65           | $1863.37           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8322 | 2053-05-01      | 4.5000%  | 0.0000% | $1061708.73        | $1038384.05        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRQ0015 | 2055-06-01      | 6.5000%  | 0.0000% | $3094.22           | $3214.60           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0057 | 2055-09-01      | 6.0000%  | 0.0000% | $2655522.57        | $2725371.66        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0041 | 2055-08-01      | 6.0000%  | 0.0000% | $816.97            | $838.46            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRQ0054 | 2055-09-01      | 4.5000%  | 0.0000% | $42866.80          | $41795.77          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIRR0026 | 2040-09-01      | 5.5000%  | 0.0000% | $1342767.93        | $1378580.29        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIRR0023 | 2040-09-01      | 4.0000%  | 0.0000% | $2677.31           | $2640.65           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8418 | 2054-04-01      | 4.5000%  | 0.0000% | $97041.27          | $94616.69          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8393 | 2054-01-01      | 4.5000%  | 0.0000% | $6548.48           | $6390.96           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8463 | 2054-09-01      | 6.0000%  | 0.0000% | $133256.60         | $136765.69         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8476 | 2054-11-01      | 6.0000%  | 0.0000% | $438842.04         | $450367.49         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8489 | 2054-12-01      | 4.5000%  | 0.0000% | $7220.32           | $7039.92           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8508 | 2055-02-01      | 6.5000%  | 0.0000% | $14085902.33       | $14632774.97       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD4176 | 2052-09-01      | 3.0000%  | 0.0000% | $28869.56          | $25525.04          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD4365 | 2053-09-01      | 5.5000%  | 0.0000% | $11559.53          | $11794.29          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA0127 | 2049-06-01      | 3.5000%  | 0.0000% | $636.94            | $591.75            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQA1839 | 2049-08-01      | 4.0000%  | 0.0000% | $114.46            | $110.37            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQA3894 | 2049-10-01      | 5.0000%  | 0.0000% | $15289.48          | $15341.86          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQA8958 | 2050-04-01      | 2.5000%  | 0.0000% | $19593.63          | $16761.84          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQB1827 | 2050-07-01      | 2.5000%  | 0.0000% | $3163.01           | $2705.71           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQB9896 | 2051-03-01      | 2.0000%  | 0.0000% | $67401.13          | $54984.30          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQB9901 | 2051-03-01      | 2.5000%  | 0.0000% | $9454.10           | $8000.74           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQC0288 | 2051-04-01      | 2.0000%  | 0.0000% | $124413.72         | $101021.59         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC1084 | 2051-04-01      | 2.5000%  | 0.0000% | $52769.92          | $45016.11          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC2044 | 2051-05-01      | 2.5000%  | 0.0000% | $2230.78           | $1942.46           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC8488 | 2051-10-01      | 2.5000%  | 0.0000% | $124576.29         | $107241.98         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQC9480 | 2051-10-01      | 4.0000%  | 0.0000% | $24.04             | $22.84             | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD5321 | 2052-01-01      | 2.0000%  | 0.0000% | $64102.48          | $52389.11          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD7594 | 2052-02-01      | 2.5000%  | 0.0000% | $37272.36          | $31949.64          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQD8689 | 2052-03-01      | 3.5000%  | 0.0000% | $33363.57          | $30644.42          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE0397 | 2052-04-01      | 3.0000%  | 0.0000% | $1123793.05        | $1000464.26        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE4038 | 2052-06-01      | 3.0000%  | 0.0000% | $13797.59          | $12189.92          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE6057 | 2052-07-01      | 4.5000%  | 0.0000% | $35980.74          | $35223.16          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE6074 | 2052-07-01      | 4.0000%  | 0.0000% | $26733.55          | $25361.65          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQE8532 | 2052-08-01      | 5.5000%  | 0.0000% | $2229.00           | $2280.42           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF0234 | 2052-09-01      | 4.5000%  | 0.0000% | $49341.30          | $48991.22          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF1929 | 2052-10-01      | 4.5000%  | 0.0000% | $73533.73          | $72000.62          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF5721 | 2052-11-01      | 4.5000%  | 0.0000% | $26575.63          | $25992.96          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF6376 | 2053-01-01      | 6.0000%  | 0.0000% | $314484.36         | $324646.40         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF7275 | 2053-02-01      | 5.5000%  | 0.0000% | $133715.33         | $138292.22         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF8222 | 2053-02-01      | 6.5000%  | 0.0000% | $3734.00           | $3912.60           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG6275 | 2053-07-01      | 6.0000%  | 0.0000% | $13102.28          | $13531.75          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG5960 | 2053-07-01      | 5.5000%  | 0.0000% | $26114.24          | $26547.49          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQG6305 | 2053-07-01      | 4.5000%  | 0.0000% | $3645.63           | $3564.55           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG8299 | 2053-08-01      | 6.0000%  | 0.0000% | $6833.63           | $7035.90           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG9525 | 2053-08-01      | 5.5000%  | 0.0000% | $628.44            | $638.29            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH0798 | 2053-08-01      | 5.5000%  | 0.0000% | $49.99             | $50.75             | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH1518 | 2053-09-01      | 6.5000%  | 0.0000% | $78714.41          | $83222.31          | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQH8698 | 2054-01-01      | 7.5000%  | 0.0000% | $4421.70           | $4755.71           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ4621 | 2054-09-01      | 6.5000%  | 0.0000% | $2948.72           | $3081.78           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ6114 | 2054-10-01      | 5.5000%  | 0.0000% | $18122.60          | $18417.27          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ7029 | 2054-10-01      | 6.5000%  | 0.0000% | $1975.36           | $2058.63           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ7691 | 2054-11-01      | 4.5000%  | 0.0000% | $15989.21          | $15631.29          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ8375 | 2054-11-01      | 6.5000%  | 0.0000% | $3172.46           | $3365.78           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQJ8517 | 2054-11-01      | 4.0000%  | 0.0000% | $12999.99          | $12316.09          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIQN9774 | 2037-03-01      | 2.5000%  | 0.0000% | $6079.66           | $5728.46           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA1411 | 2049-09-01      | 3.0000%  | 0.0000% | $59661.81          | $54038.49          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA2622 | 2050-05-01      | 3.0000%  | 0.0000% | $31372.62          | $27742.26          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0686 | 2037-03-01      | 2.5000%  | 0.0000% | $36489.02          | $34404.18          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0735 | 2037-06-01      | 2.5000%  | 0.0000% | $32908.50          | $31022.80          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CISB0750 | 2037-10-01      | 4.0000%  | 0.0000% | $8236.95           | $8129.11           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8085 | 2035-12-01      | 2.5000%  | 0.0000% | $19088.64          | $17998.18          | Agency Mortgage-Backed Securities |

### Security 265: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 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:** 0.3600%
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 3/8 TRIB 32 | 2032-04-15      | 3.3750%  | 0.0000% | $72792.40          | $82616.52          | U.S. Treasuries (including strips) |
| 1 3/4 TRIB 28 | 2028-01-15      | 1.7500%  | 0.0000% | $27753.66          | $28304.87          | U.S. Treasuries (including strips) |
| 2 1/2 TRIB 29 | 2029-01-15      | 2.5000%  | 0.0000% | $6106464.60        | $6413070.05        | U.S. Treasuries (including strips) |
| 0 5/8 TRIB 43 | 2043-02-15      | 0.6250%  | 0.0000% | $163516269.60      | $124379181.90      | U.S. Treasuries (including strips) |
| 1 TRIB 48     | 2048-02-15      | 1.0000%  | 0.0000% | $4465711.08        | $3354351.89        | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53 | 2053-02-15      | 1.5000%  | 0.0000% | $5487683.50        | $4409178.09        | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 54 | 2054-02-15      | 2.1250%  | 0.0000% | $199696403.25      | $185277773.80      | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 55 | 2055-02-15      | 2.3750%  | 0.0000% | $1304859.40        | $1281141.95        | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 51 | 2051-02-15      | 0.1250%  | 0.0000% | $946274.26         | $525521.22         | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 52 | 2052-02-15      | 0.1250%  | 0.0000% | $66663494.25       | $36206227.02       | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 45 | 2045-02-15      | 0.7500%  | 0.0000% | $198256063.32      | $148042659.70      | U.S. Treasuries (including strips) |

### Security 266: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 4.310000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 910QDQ001, C.3 - LEI: N/A, C.5 - Other ID: 910QDQ001_4.31_1030
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 04.000 CTAL7079 | 2035-07-01      | 4.0000%  | 0.0000% | $516887.06         | $510176.94         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS3976 | 2044-12-01      | 4.0000%  | 0.0000% | $41490.72          | $40154.40          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4891 | 2052-10-01      | 4.5000%  | 0.0000% | $93732.27          | $91758.73          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6094 | 2053-04-01      | 6.0000%  | 0.0000% | $2891721.76        | $2994410.65        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV0922 | 2052-06-01      | 3.0000%  | 0.0000% | $751.36            | $663.60            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV1464 | 2055-04-01      | 6.0000%  | 0.0000% | $2319596.63        | $2413889.00        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX0424 | 2052-11-01      | 5.5000%  | 0.0000% | $119987.74         | $123024.57         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBX4573 | 2053-08-01      | 3.0000%  | 0.0000% | $296844.94         | $262029.98         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX6441 | 2053-02-01      | 6.5000%  | 0.0000% | $50922.54          | $53347.27          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4803 | 2052-11-01      | 3.5000%  | 0.0000% | $938535.03         | $863005.90         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA4899 | 2038-01-01      | 5.0000%  | 0.0000% | $33561.06          | $34093.56          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5127 | 2053-08-01      | 4.0000%  | 0.0000% | $884.71            | $840.08            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5722 | 2040-04-01      | 3.5000%  | 0.0000% | $2167175.38        | $2103628.26        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2055 | 2048-07-01      | 4.5000%  | 0.0000% | $2036.10           | $2020.13           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA5220 | 2050-02-01      | 3.0000%  | 0.0000% | $275980.26         | $244042.91         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICA7475 | 2035-10-01      | 3.5000%  | 0.0000% | $783477.82         | $766627.13         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA8284 | 2050-12-01      | 3.0000%  | 0.0000% | $992348.30         | $899984.16         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0200 | 2051-04-01      | 3.0000%  | 0.0000% | $2287133.89        | $2023648.44        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB1233 | 2036-07-01      | 3.5000%  | 0.0000% | $223746.95         | $220170.23         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3234 | 2052-04-01      | 3.0000%  | 0.0000% | $76286.97          | $68061.83          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4036 | 2052-07-01      | 5.0000%  | 0.0000% | $2252.67           | $2267.84           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CICB5375 | 2037-12-01      | 5.5000%  | 0.0000% | $1141009.94        | $1179646.31        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5854 | 2055-09-01      | 6.0000%  | 0.0000% | $26487988.00       | $27201106.43       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5860 | 2040-09-01      | 5.0000%  | 0.0000% | $2990367.00        | $3034157.27        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTAE0205 | 2030-03-01      | 5.0000%  | 0.0000% | $3356.66           | $3404.31           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAE0678 | 2034-10-01      | 5.0000%  | 0.0000% | $4137.93           | $4200.81           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL254904 | 2033-10-01      | 5.5000%  | 0.0000% | $3419.50           | $3516.00           | Agency Mortgage-Backed Securities |
| FNMS 05.500 NP256576 | 2037-01-01      | 5.5000%  | 0.0000% | $915.36            | $940.32            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CT256396 | 2026-08-01      | 6.5000%  | 0.0000% | $1127.16           | $1168.99           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT256820 | 2027-07-01      | 5.0000%  | 0.0000% | $8165.00           | $8205.40           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL535300 | 2030-05-01      | 6.5000%  | 0.0000% | $11970.38          | $12472.49          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAH9374 | 2041-04-01      | 4.5000%  | 0.0000% | $5595.16           | $5619.36           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2435 | 2055-08-01      | 5.5000%  | 0.0000% | $91471086.79       | $93465939.11       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFA2744 | 2038-11-01      | 5.5000%  | 0.0000% | $30361542.02       | $31291198.96       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CNFA3059 | 2035-10-01      | 6.5000%  | 0.0000% | $5081028.00        | $5307124.15        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM1719 | 2046-11-04      | 4.5000%  | 0.0000% | $527.84            | $531.15            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM1737 | 2049-10-01      | 3.0000%  | 0.0000% | $216337.70         | $193154.23         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM1153 | 2034-06-01      | 3.0000%  | 0.0000% | $1418240.12        | $1375659.82        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM1322 | 2049-05-01      | 4.5000%  | 0.0000% | $345767.95         | $342777.40         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM2694 | 2035-03-01      | 3.0000%  | 0.0000% | $30813.26          | $29903.70          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFM1824 | 2026-08-01      | 5.0000%  | 0.0000% | $7023.41           | $7125.08           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM3494 | 2048-04-01      | 2.5000%  | 0.0000% | $27727.93          | $24160.79          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM3511 | 2050-06-01      | 2.5000%  | 0.0000% | $1275404.92        | $1085843.90        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3034 | 2033-10-01      | 3.0000%  | 0.0000% | $1670.41           | $1640.01           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM3619 | 2050-01-01      | 4.5000%  | 0.0000% | $2309.26           | $2288.30           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAY3880 | 2045-11-01      | 4.0000%  | 0.0000% | $35968.12          | $34779.60          | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL649331 | 2032-03-01      | 8.0000%  | 0.0000% | $5609.63           | $5657.57           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL735676 | 2035-07-01      | 5.0000%  | 0.0000% | $19632.60          | $20170.29          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA3417 | 2053-11-01      | 5.5000%  | 0.0000% | $62119.78          | $63245.86          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA7881 | 2054-03-01      | 5.5000%  | 0.0000% | $852002.96         | $864276.54         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB1390 | 2054-04-01      | 6.0000%  | 0.0000% | $3703359.93        | $3809721.66        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDB6557 | 2054-08-01      | 4.5000%  | 0.0000% | $910364.27         | $891681.78         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB6736 | 2054-06-01      | 5.0000%  | 0.0000% | $1568642.10        | $1567054.28        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIDB8312 | 2039-12-01      | 3.5000%  | 0.0000% | $2441476.86        | $2369815.71        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC6088 | 2055-04-01      | 6.0000%  | 0.0000% | $4641176.93        | $4850602.30        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC6394 | 2054-11-01      | 5.0000%  | 0.0000% | $1833357.12        | $1838198.61        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC7717 | 2054-12-01      | 6.5000%  | 0.0000% | $92555.14          | $97269.54          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8459 | 2054-12-01      | 5.5000%  | 0.0000% | $1204364.10        | $1226342.01        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC9080 | 2055-06-01      | 6.0000%  | 0.0000% | $4238917.77        | $4430191.87        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDC9255 | 2039-12-01      | 5.0000%  | 0.0000% | $1477132.38        | $1501924.24        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM5309 | 2050-11-01      | 2.5000%  | 0.0000% | $38708.56          | $32784.95          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFM5905 | 2049-07-01      | 5.5000%  | 0.0000% | $738798.81         | $765757.25         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7171 | 2036-05-01      | 2.0000%  | 0.0000% | $61599.95          | $57217.19          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM6946 | 2034-07-01      | 3.0000%  | 0.0000% | $200725.69         | $196608.14         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM9993 | 2051-07-01      | 3.5000%  | 0.0000% | $22615.48          | $21003.66          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS0067 | 2051-09-01      | 4.5000%  | 0.0000% | $116221.01         | $114542.20         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDD1808 | 2055-02-01      | 4.5000%  | 0.0000% | $696508.00         | $680264.04         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD1949 | 2055-02-01      | 6.0000%  | 0.0000% | $1360313.04        | $1424626.37        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2873 | 2055-03-01      | 6.0000%  | 0.0000% | $1235582.25        | $1288309.90        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD4363 | 2055-04-01      | 5.5000%  | 0.0000% | $74599.57          | $75699.21          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD7414 | 2040-04-01      | 5.0000%  | 0.0000% | $1757324.86        | $1789532.72        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8104 | 2055-04-01      | 6.0000%  | 0.0000% | $1478023.97        | $1543328.00        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD8256 | 2055-04-01      | 5.5000%  | 0.0000% | $6492706.64        | $6629044.10        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD8291 | 2055-04-01      | 6.5000%  | 0.0000% | $1957455.07        | $2055333.91        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDD8705 | 2040-09-01      | 4.5000%  | 0.0000% | $7116153.00        | $7132498.80        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8840 | 2055-07-01      | 6.0000%  | 0.0000% | $1261912.07        | $1304042.69        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD9337 | 2055-06-01      | 6.5000%  | 0.0000% | $4407615.64        | $4637993.38        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1626 | 2055-06-01      | 6.0000%  | 0.0000% | $9974503.99        | $10278420.47       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE3996 | 2040-09-01      | 5.5000%  | 0.0000% | $1012909.13        | $1046533.21        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE6088 | 2055-07-01      | 7.0000%  | 0.0000% | $1293777.77        | $1363121.53        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6345 | 2055-08-01      | 6.0000%  | 0.0000% | $2066657.15        | $2168198.90        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE7432 | 2055-08-01      | 5.5000%  | 0.0000% | $2380348.04        | $2413417.15        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE8933 | 2055-09-01      | 5.5000%  | 0.0000% | $3436595.00        | $3497610.22        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8856 | 2055-09-01      | 6.0000%  | 0.0000% | $1297250.00        | $1353787.18        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFS3777 | 2038-01-01      | 5.0000%  | 0.0000% | $999900.55         | $1018196.51        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS4959 | 2053-05-01      | 6.5000%  | 0.0000% | $16862435.44       | $17666202.16       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS6203 | 2046-03-01      | 4.0000%  | 0.0000% | $2326757.46        | $2282279.68        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS5450 | 2051-11-01      | 3.0000%  | 0.0000% | $80613.87          | $72400.50          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS7610 | 2054-04-01      | 4.5000%  | 0.0000% | $32624.27          | $32017.59          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9489 | 2055-09-01      | 5.5000%  | 0.0000% | $5210084.00        | $5323713.62        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0127 | 2055-09-01      | 5.5000%  | 0.0000% | $28014305.00       | $28404363.74       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF0329 | 2040-09-01      | 5.0000%  | 0.0000% | $1002709.00        | $1018086.32        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0605 | 2055-09-01      | 6.0000%  | 0.0000% | $3515847.00        | $3641525.64        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1001 | 2055-10-01      | 6.0000%  | 0.0000% | $1046062.00        | $1076160.69        | Agency Mortgage-Backed Securities |
| FNMS 02.500 I4BF0175 | 2057-01-01      | 2.5000%  | 0.0000% | $63375.35          | $53963.09          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBK4769 | 2048-08-01      | 5.0000%  | 0.0000% | $64776.40          | $65938.27          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0136 | 2055-03-01      | 6.5000%  | 0.0000% | $378159.85         | $399989.55         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1009 | 2055-09-01      | 5.5000%  | 0.0000% | $158365004.55      | $162038844.00      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDA9465 | 2054-02-01      | 5.0000%  | 0.0000% | $7409887.88        | $7405684.83        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995051 | 2037-03-01      | 6.0000%  | 0.0000% | $17383.42          | $18392.92          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB4937 | 2042-04-01      | 3.5000%  | 0.0000% | $113853.51         | $108788.10         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CZAB9638 | 2053-06-01      | 3.5000%  | 0.0000% | $117495.44         | $107962.97         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CKAC8163 | 2036-01-01      | 6.0000%  | 0.0000% | $336060.09         | $344824.98         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0538 | 2030-10-01      | 4.5000%  | 0.0000% | $4760.48           | $4800.54           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4774 | 2048-07-01      | 4.0000%  | 0.0000% | $12120424.92       | $11764838.58       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5137 | 2044-06-01      | 4.5000%  | 0.0000% | $6792035.78        | $6804635.01        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM5603 | 2048-11-01      | 4.0000%  | 0.0000% | $4951.03           | $4778.29           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5629 | 2049-02-01      | 4.5000%  | 0.0000% | $934.19            | $925.53            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CJBM6059 | 2029-09-01      | 3.0000%  | 0.0000% | $104841.42         | $103952.01         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ3217 | 2050-10-01      | 2.0000%  | 0.0000% | $573981.65         | $470527.84         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBQ4966 | 2035-10-01      | 2.0000%  | 0.0000% | $247520.25         | $229001.06         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR1035 | 2051-05-01      | 2.0000%  | 0.0000% | $497494.17         | $404607.59         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR3286 | 2051-03-01      | 2.0000%  | 0.0000% | $131671.27         | $108326.10         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT6781 | 2051-10-01      | 2.5000%  | 0.0000% | $364093.25         | $308111.69         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBU5643 | 2040-02-01      | 5.5000%  | 0.0000% | $1220471.52        | $1261862.04        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3057 | 2047-07-01      | 3.5000%  | 0.0000% | $602870.50         | $565997.40         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4494 | 2051-12-01      | 3.0000%  | 0.0000% | $1902681.17        | $1691646.55        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3657 | 2034-05-01      | 3.0000%  | 0.0000% | $497593.95         | $484032.86         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4042 | 2035-06-01      | 2.0000%  | 0.0000% | $663657.33         | $614016.50         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4228 | 2036-01-01      | 1.5000%  | 0.0000% | $5531170.05        | $4978309.32        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9472 | 2054-11-01      | 5.0000%  | 0.0000% | $380415.48         | $380058.94         | Agency Mortgage-Backed Securities |

### 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: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1199865960.00
- **C.18.a - Value (excl. sponsor support):** $1199865960.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 268: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $907028058.30
- **C.18.a - Value (excl. sponsor support):** $907028058.30
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 269: 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):** $680586106.60
- **C.18.a - Value (excl. sponsor support):** $680586106.60
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 270: 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):** $18721853.68
- **C.18.a - Value (excl. sponsor support):** $18721853.68
- **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 271: 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):** $275094492.40
- **C.18.a - Value (excl. sponsor support):** $275094492.40
- **C.19 - Percentage of Net Assets:** 0.2000%
- **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 272: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149864616.00
- **C.18.a - Value (excl. sponsor support):** $149864616.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 273: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $598986498.00
- **C.18.a - Value (excl. sponsor support):** $598986498.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 274: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QG5, C.4 - ISIN: US912797QG56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $349138562.50
- **C.18.a - Value (excl. sponsor support):** $349138562.50
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 275: 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):** $342058279.50
- **C.18.a - Value (excl. sponsor support):** $342058279.50
- **C.19 - Percentage of Net Assets:** 0.2500%
- **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 276: 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):** $1094721584.00
- **C.18.a - Value (excl. sponsor support):** $1094721584.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-13
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 277: 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):** $745864582.50
- **C.18.a - Value (excl. sponsor support):** $745864582.50
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 278: 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):** $595842264.00
- **C.18.a - Value (excl. sponsor support):** $595842264.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **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 279: 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):** $1633573392.00
- **C.18.a - Value (excl. sponsor support):** $1633573392.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **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 280: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RB5, C.4 - ISIN: US912797RB50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $899389908.00
- **C.18.a - Value (excl. sponsor support):** $899389908.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 281: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RC3, C.4 - ISIN: US912797RC34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1198249548.00
- **C.18.a - Value (excl. sponsor support):** $1198249548.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 282: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RD1, C.4 - ISIN: US912797RD17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $648539664.50
- **C.18.a - Value (excl. sponsor support):** $648539664.50
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 283: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RE9, C.4 - ISIN: US912797RE99, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1730733930.80
- **C.18.a - Value (excl. sponsor support):** $1730733930.80
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 284: 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):** $194429956.00
- **C.18.a - Value (excl. sponsor support):** $194429956.00
- **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 285: 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):** $628380836.20
- **C.18.a - Value (excl. sponsor support):** $628380836.20
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 286: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RM1, C.4 - ISIN: US912797RM16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $921493047.50
- **C.18.a - Value (excl. sponsor support):** $921493047.50
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 287: 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):** $1000308479.10
- **C.18.a - Value (excl. sponsor support):** $1000308479.10
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **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 288: 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):** $1939626000.00
- **C.18.a - Value (excl. sponsor support):** $1939626000.00
- **C.19 - Percentage of Net Assets:** 1.4100%
- **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 289: 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):** $1073408252.40
- **C.18.a - Value (excl. sponsor support):** $1073408252.40
- **C.19 - Percentage of Net Assets:** 0.7800%
- **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 290: 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):** $495967780.00
- **C.18.a - Value (excl. sponsor support):** $495967780.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 291: 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):** $495193685.00
- **C.18.a - Value (excl. sponsor support):** $495193685.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **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 292: 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):** $641850625.00
- **C.18.a - Value (excl. sponsor support):** $641850625.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **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 293: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 3.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128285J5, C.4 - ISIN: US9128285J52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $204802216.00
- **C.18.a - Value (excl. sponsor support):** $204802216.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 294: 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):** $159456249.60
- **C.18.a - Value (excl. sponsor support):** $159456249.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 295: 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):** $197199218.00
- **C.18.a - Value (excl. sponsor support):** $197199218.00
- **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 296: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 0.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAT8, C.4 - ISIN: US91282CAT80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $558230148.00
- **C.18.a - Value (excl. sponsor support):** $558230148.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 297: 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):** $738286268.60
- **C.18.a - Value (excl. sponsor support):** $738286268.60
- **C.19 - Percentage of Net Assets:** 0.5400%
- **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 298: 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):** $925731091.40
- **C.18.a - Value (excl. sponsor support):** $925731091.40
- **C.19 - Percentage of Net Assets:** 0.6700%
- **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 299: 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):** $903885620.40
- **C.18.a - Value (excl. sponsor support):** $903885620.40
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 300: 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):** $1526770783.20
- **C.18.a - Value (excl. sponsor support):** $1526770783.20
- **C.19 - Percentage of Net Assets:** 1.1100%
- **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 301: 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):** $540786794.10
- **C.18.a - Value (excl. sponsor support):** $540786794.10
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 302: 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):** $145983984.00
- **C.18.a - Value (excl. sponsor support):** $145983984.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **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 303: 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):** $140993242.55
- **C.18.a - Value (excl. sponsor support):** $140993242.55
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 304: 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):** $300008790.00
- **C.18.a - Value (excl. sponsor support):** $300008790.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **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 305: 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):** $139957617.80
- **C.18.a - Value (excl. sponsor support):** $139957617.80
- **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 306: 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):** $339847265.20
- **C.18.a - Value (excl. sponsor support):** $339847265.20
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 307: 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):** $409437853.10
- **C.18.a - Value (excl. sponsor support):** $409437853.10
- **C.19 - Percentage of Net Assets:** 0.3000%
- **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 308: 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):** $741717029.40
- **C.18.a - Value (excl. sponsor support):** $741717029.40
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 309: 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):** $894957575.90
- **C.18.a - Value (excl. sponsor support):** $894957575.90
- **C.19 - Percentage of Net Assets:** 0.6500%
- **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 310: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 4.068500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $949835308.00
- **C.18.a - Value (excl. sponsor support):** $949835308.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 311: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 5.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJE2, C.4 - ISIN: US91282CJE21, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $765483510.60
- **C.18.a - Value (excl. sponsor support):** $765483510.60
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 312: 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):** $100117188.00
- **C.18.a - Value (excl. sponsor support):** $100117188.00
- **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 313: 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):** $870604919.70
- **C.18.a - Value (excl. sponsor support):** $870604919.70
- **C.19 - Percentage of Net Assets:** 0.6300%
- **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 314: United States Treasury Floating Rate Note - When Issued

- **C.1 - Title:** United States Treasury Floating Rate Note - When Issued 4.143500%
- **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):** $730000481.80
- **C.18.a - Value (excl. sponsor support):** $730000481.80
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 315: 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):** $401281248.00
- **C.18.a - Value (excl. sponsor support):** $401281248.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $402343752.00
- **C.18.a - Value (excl. sponsor support):** $402343752.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 317: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 4.048500%
- **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):** $299941368.00
- **C.18.a - Value (excl. sponsor support):** $299941368.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 318: 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):** $689099293.45
- **C.18.a - Value (excl. sponsor support):** $689099293.45
- **C.19 - Percentage of Net Assets:** 0.5000%
- **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 319: 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):** $582782184.60
- **C.18.a - Value (excl. sponsor support):** $582782184.60
- **C.19 - Percentage of Net Assets:** 0.4200%
- **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 320: 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):** $332010375.00
- **C.18.a - Value (excl. sponsor support):** $332010375.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **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 321: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.996500%
- **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):** $519368101.20
- **C.18.a - Value (excl. sponsor support):** $519368101.20
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 322: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 4.058500%
- **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):** $99944683.00
- **C.18.a - Value (excl. sponsor support):** $99944683.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 323: VSL Property Holdings AB LLC

- **C.1 - Title:** VSL Property Holdings AB LLC 4.200000%
- **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:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 324: 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):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 325: Vickie Bice Life Insurance Trust

- **C.1 - Title:** Vickie Bice Life Insurance Trust 4.200000%
- **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:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 326: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. 4.210000%
- **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_4.21_1001
- **C.18 - Value (incl. sponsor support):** $1980000000.11
- **C.18.a - Value (excl. sponsor support):** $1980000000.11
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| T 4 1/2 11/15/33 | 2033-11-15      | 4.5000%  | 0.0000% | $6079000.00        | $6388411.60        | U.S. Treasuries (including strips) |
| T 4 1/2 11/15/33 | 2033-11-15      | 4.5000%  | 0.0000% | $50000000.00       | $52544921.88       | U.S. Treasuries (including strips) |
| T 4 1/2 11/15/33 | 2033-11-15      | 4.5000%  | 0.0000% | $50000000.00       | $52544921.88       | U.S. Treasuries (including strips) |
| T 4 1/2 11/15/33 | 2033-11-15      | 4.5000%  | 0.0000% | $50000000.00       | $52544921.88       | U.S. Treasuries (including strips) |
| T 3 3/8 05/15/44 | 2044-05-15      | 3.3750%  | 0.0000% | $50000000.00       | $42364257.81       | U.S. Treasuries (including strips) |
| T 3 3/8 05/15/44 | 2044-05-15      | 3.3750%  | 0.0000% | $50000000.00       | $42364257.81       | U.S. Treasuries (including strips) |
| T 3 1/8 05/15/48 | 2048-05-15      | 3.1250%  | 0.0000% | $35860000.00       | $28074457.81       | U.S. Treasuries (including strips) |
| T 4 1/8 08/15/44 | 2044-08-15      | 4.1250%  | 0.0000% | $50000000.00       | $46673827.88       | U.S. Treasuries (including strips) |
| T 4 1/8 08/15/44 | 2044-08-15      | 4.1250%  | 0.0000% | $20000000.00       | $18669531.15       | U.S. Treasuries (including strips) |
| T 2 3/4 08/15/47 | 2047-08-15      | 2.7500%  | 0.0000% | $30000000.00       | $21853125.15       | U.S. Treasuries (including strips) |
| T 1 5/8 05/15/31 | 2031-05-15      | 1.6250%  | 0.0000% | $20000000.00       | $17931250.05       | U.S. Treasuries (including strips) |
| T 3 3/8 05/15/44 | 2044-05-15      | 3.3750%  | 0.0000% | $40000000.00       | $33891406.25       | U.S. Treasuries (including strips) |
| T 1 5/8 02/15/26 | 2026-02-15      | 1.6250%  | 0.0000% | $20000000.00       | $19870312.45       | U.S. Treasuries (including strips) |
| T 4 3/8 11/30/30 | 2030-11-30      | 4.3750%  | 0.0000% | $6000000.00        | $6257695.33        | U.S. Treasuries (including strips) |
| T 4 1/2 11/15/33 | 2033-11-15      | 4.5000%  | 0.0000% | $50000000.00       | $52544921.88       | U.S. Treasuries (including strips) |
| T 4 1/8 11/30/31 | 2031-11-30      | 4.1250%  | 0.0000% | $21500000.00       | $22103847.66       | U.S. Treasuries (including strips) |
| T 1 1/8 08/31/28 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $46608398.56       | U.S. Treasuries (including strips) |
| T 1 1/8 08/31/28 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $46608398.56       | U.S. Treasuries (including strips) |
| T 1 1/8 08/31/28 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $46608398.56       | U.S. Treasuries (including strips) |
| T 3 08/15/52     | 2052-08-15      | 3.0000%  | 0.0000% | $36500000.00       | $26836054.69       | U.S. Treasuries (including strips) |
| T 0 1/2 06/30/27 | 2027-06-30      | 0.5000%  | 0.0000% | $37675000.00       | $35737533.79       | U.S. Treasuries (including strips) |
| T 3 08/15/48     | 2048-08-15      | 3.0000%  | 0.0000% | $26000000.00       | $19648281.25       | U.S. Treasuries (including strips) |
| T 1 5/8 08/15/29 | 2029-08-15      | 1.6250%  | 0.0000% | $21930000.00       | $20391473.49       | U.S. Treasuries (including strips) |
| T 6 02/15/26     | 2026-02-15      | 6.0000%  | 0.0000% | $5653000.00        | $5734593.08        | U.S. Treasuries (including strips) |
| T 4 1/8 10/31/27 | 2027-10-31      | 4.1250%  | 0.0000% | $30000000.00       | $30822656.25       | U.S. Treasuries (including strips) |
| T 1 5/8 10/31/26 | 2026-10-31      | 1.6250%  | 0.0000% | $25000000.00       | $24623046.88       | U.S. Treasuries (including strips) |
| T 4 1/8 07/31/31 | 2031-07-31      | 4.1250%  | 0.0000% | $50000000.00       | $51107421.75       | U.S. Treasuries (including strips) |
| T 4 1/8 07/31/31 | 2031-07-31      | 4.1250%  | 0.0000% | $50000000.00       | $51107421.75       | U.S. Treasuries (including strips) |
| T 2 3/8 05/15/51 | 2051-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $32616211.19       | U.S. Treasuries (including strips) |
| T 2 3/8 05/15/51 | 2051-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $32616211.19       | U.S. Treasuries (including strips) |
| T 2 3/8 05/15/51 | 2051-05-15      | 2.3750%  | 0.0000% | $6448000.00        | $4206186.59        | U.S. Treasuries (including strips) |
| T 4 5/8 02/15/40 | 2040-02-15      | 4.6250%  | 0.0000% | $34000000.00       | $34804843.84       | U.S. Treasuries (including strips) |
| T 4 5/8 02/15/55 | 2055-02-15      | 4.6250%  | 0.0000% | $45000000.00       | $44499023.44       | U.S. Treasuries (including strips) |
| T 4 5/8 02/15/55 | 2055-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $49443359.38       | U.S. Treasuries (including strips) |
| T 4 06/30/28     | 2028-06-30      | 4.0000%  | 0.0000% | $7670000.00        | $7822800.80        | U.S. Treasuries (including strips) |
| T 4 02/28/30     | 2030-02-28      | 4.0000%  | 0.0000% | $30000000.00       | $30450585.86       | U.S. Treasuries (including strips) |
| T 5 05/15/45     | 2045-05-15      | 5.0000%  | 0.0000% | $8000000.00        | $8458593.75        | U.S. Treasuries (including strips) |
| T 3 3/4 12/31/28 | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50631835.81       | U.S. Treasuries (including strips) |
| T 3 3/4 12/31/28 | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50631835.81       | U.S. Treasuries (including strips) |
| T 3 3/4 12/31/28 | 2028-12-31      | 3.7500%  | 0.0000% | $26900000.00       | $27239927.67       | U.S. Treasuries (including strips) |
| T 3 3/4 12/31/28 | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50631835.81       | U.S. Treasuries (including strips) |
| T 3 02/15/49     | 2049-02-15      | 3.0000%  | 0.0000% | $9578000.00        | $7208193.28        | U.S. Treasuries (including strips) |
| T 2 7/8 05/15/43 | 2043-05-15      | 2.8750%  | 0.0000% | $4200000.00        | $3336046.88        | U.S. Treasuries (including strips) |
| T 3 5/8 08/15/43 | 2043-08-15      | 3.6250%  | 0.0000% | $30000000.00       | $26313867.19       | U.S. Treasuries (including strips) |
| T 3 7/8 07/15/28 | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50735351.81       | U.S. Treasuries (including strips) |
| T 3 7/8 07/15/28 | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50735351.81       | U.S. Treasuries (including strips) |
| T 1 1/8 08/31/28 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $46608398.56       | U.S. Treasuries (including strips) |
| T 1 1/8 05/15/40 | 2040-05-15      | 1.1250%  | 0.0000% | $20000000.00       | $12821875.05       | U.S. Treasuries (including strips) |
| T 4 1/4 08/15/54 | 2054-08-15      | 4.2500%  | 0.0000% | $50000000.00       | $46427734.38       | U.S. Treasuries (including strips) |
| T 4 1/4 08/15/54 | 2054-08-15      | 4.2500%  | 0.0000% | $50000000.00       | $46427734.38       | U.S. Treasuries (including strips) |
| T 4 1/4 08/15/54 | 2054-08-15      | 4.2500%  | 0.0000% | $50000000.00       | $46427734.38       | U.S. Treasuries (including strips) |
| T 4 1/4 08/15/54 | 2054-08-15      | 4.2500%  | 0.0000% | $50000000.00       | $46427734.38       | U.S. Treasuries (including strips) |
| T 2 7/8 11/30/25 | 2025-11-30      | 2.8750%  | 0.0000% | $6988000.00        | $7041456.37        | U.S. Treasuries (including strips) |
| T 2 3/8 11/15/49 | 2049-11-15      | 2.3750%  | 0.0000% | $13500000.00       | $8954033.27        | U.S. Treasuries (including strips) |
| T 3 3/8 08/15/42 | 2042-08-15      | 3.3750%  | 0.0000% | $37000000.00       | $31684863.28       | U.S. Treasuries (including strips) |
| T 3 5/8 05/31/28 | 2028-05-31      | 3.6250%  | 0.0000% | $15000000.00       | $15185156.25       | U.S. Treasuries (including strips) |
| T 4 04/30/32     | 2032-04-30      | 4.0000%  | 0.0000% | $17900000.00       | $18303798.78       | U.S. Treasuries (including strips) |
| T 3 3/4 05/15/28 | 2028-05-15      | 3.7500%  | 0.0000% | $21000000.00       | $21364628.80       | U.S. Treasuries (including strips) |
| T 3 3/4 11/15/43 | 2043-11-15      | 3.7500%  | 0.0000% | $37000000.00       | $33284824.31       | U.S. Treasuries (including strips) |
| T 3 3/4 12/31/28 | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50631835.81       | U.S. Treasuries (including strips) |
| T 3 3/4 12/31/28 | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50631835.81       | U.S. Treasuries (including strips) |
| T 3 3/4 12/31/28 | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50631835.81       | U.S. Treasuries (including strips) |

### Security 327: MUFG Securities CA

- **C.1 - Title:** MUFG Securities CA 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: 933USN006, C.3 - LEI: N/A, C.5 - Other ID: 933USN006_4.15_1030
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 03.000 CLZS4522 | 2043-07-01      | 3.0000%  | 0.0000% | $476797.96         | $439997.11         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL8000 | 2045-12-01      | 4.0000%  | 0.0000% | $1163.38           | $1135.74           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN7661 | 2027-12-01      | 3.0300%  | 0.0000% | $172064.39         | $169006.95         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO3000 | 2042-05-01      | 4.0000%  | 0.0000% | $97.17             | $95.34             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS2283 | 2044-04-01      | 4.5000%  | 0.0000% | $2609382.01        | $2615297.48        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS3641 | 2044-10-01      | 4.0000%  | 0.0000% | $475.68            | $464.48            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6353 | 2045-12-01      | 4.0000%  | 0.0000% | $261.02            | $254.55            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAS9193 | 2044-10-01      | 4.0000%  | 0.0000% | $130.18            | $127.36            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5105 | 2052-11-01      | 5.0000%  | 0.0000% | $40986366.91       | $41102554.16       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6254 | 2053-05-01      | 5.5000%  | 0.0000% | $801.38            | $826.41            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6270 | 2053-05-01      | 6.5000%  | 0.0000% | $5941054.27        | $6309483.47        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5901 | 2053-03-01      | 5.0000%  | 0.0000% | $36790794.39       | $36942290.71       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6085 | 2053-04-01      | 6.0000%  | 0.0000% | $7998082.37        | $8378305.87        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6512 | 2053-06-01      | 5.0000%  | 0.0000% | $4358525.78        | $4426888.29        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6560 | 2053-06-01      | 5.5000%  | 0.0000% | $866.57            | $883.96            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6633 | 2053-06-01      | 5.0000%  | 0.0000% | $900.58            | $904.75            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6690 | 2053-07-01      | 4.5000%  | 0.0000% | $1536924.00        | $1536845.62        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7979 | 2054-02-01      | 5.5000%  | 0.0000% | $19251185.91       | $19711126.70       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7992 | 2054-02-01      | 6.0000%  | 0.0000% | $886.97            | $928.90            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8011 | 2054-02-01      | 6.5000%  | 0.0000% | $1996.17           | $2117.83           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7602 | 2053-12-01      | 6.0000%  | 0.0000% | $4383670.50        | $4522625.54        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8987 | 2054-08-01      | 5.5000%  | 0.0000% | $1402042.73        | $1439022.38        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8220 | 2054-03-01      | 5.0000%  | 0.0000% | $959.58            | $958.96            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ2100 | 2055-09-01      | 5.5000%  | 0.0000% | $15686700.18       | $15911891.49       | Agency Mortgage-Backed Securities  |
| GNII SF CS4481 C     | 2053-08-20      | 6.0000%  | 0.0000% | $2813.68           | $2945.76           | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H03116 G | 2037-07-01      | 5.5000%  | 0.0000% | $110.10            | $112.47            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4921 | 2051-03-01      | 2.5000%  | 0.0000% | $3856771.99        | $3288453.06        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV4583 | 2052-04-01      | 3.5000%  | 0.0000% | $822.54            | $756.51            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV7861 | 2052-07-01      | 5.0000%  | 0.0000% | $811.73            | $824.19            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW3665 | 2052-07-01      | 4.0000%  | 0.0000% | $810.71            | $769.95            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3835 | 2052-10-01      | 5.0000%  | 0.0000% | $5470792.48        | $5532654.99        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW4886 | 2053-04-01      | 5.5000%  | 0.0000% | $686.62            | $712.62            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6373 | 2052-08-01      | 5.0000%  | 0.0000% | $1104.04           | $1104.43           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX2816 | 2052-11-01      | 5.0000%  | 0.0000% | $96030.82          | $97329.81          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY3024 | 2053-06-01      | 5.0000%  | 0.0000% | $23200404.63       | $23154184.27       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9764 | 2053-09-01      | 6.5000%  | 0.0000% | $904.89            | $961.47            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2051 | 2048-07-01      | 4.5000%  | 0.0000% | $651.90            | $653.72            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  | 0.0000% | $33545597.34       | $29653491.78       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4632 | 2042-06-01      | 3.0000%  | 0.0000% | $18459810.91       | $17042220.51       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  | 0.0000% | $1662.27           | $1686.39           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  | 0.0000% | $815.83            | $827.66            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  | 0.0000% | $2189703.12        | $2224662.94        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5191 | 2053-11-01      | 6.0000%  | 0.0000% | $1565.21           | $1609.29           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2183 | 2048-08-01      | 4.0000%  | 0.0000% | $273.46            | $265.84            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2465 | 2048-10-01      | 4.0000%  | 0.0000% | $710.35            | $691.49            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2486 | 2048-10-01      | 4.5000%  | 0.0000% | $8098294.37        | $8120921.00        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2787 | 2048-12-01      | 4.0000%  | 0.0000% | $10293245.45       | $9965788.72        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6316 | 2050-07-01      | 3.0000%  | 0.0000% | $1222.21           | $1080.75           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8958 | 2051-02-01      | 2.5000%  | 0.0000% | $1031.90           | $880.05            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0573 | 2046-05-01      | 2.5000%  | 0.0000% | $754.95            | $650.22            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CICB2580 | 2037-01-01      | 1.5000%  | 0.0000% | $1948.95           | $1751.88           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB2586 | 2037-01-01      | 2.0000%  | 0.0000% | $13783461.95       | $12814375.84       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2347 | 2051-12-01      | 2.0000%  | 0.0000% | $1772388.46        | $1458706.03        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB3641 | 2052-05-01      | 4.5000%  | 0.0000% | $14883812.09       | $14632885.91       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4687 | 2052-09-01      | 5.0000%  | 0.0000% | $2504.33           | $2520.84           | Agency Mortgage-Backed Securities  |
| GNII SF CI5859 C     | 2051-12-20      | 3.0000%  | 0.0000% | $834.46            | $753.58            | Agency Mortgage-Backed Securities  |
| GNII SF CK1560 C     | 2051-12-20      | 3.5000%  | 0.0000% | $2009376.60        | $1843220.13        | Agency Mortgage-Backed Securities  |
| GNII SF CK1632 C     | 2052-01-20      | 4.0000%  | 0.0000% | $888.81            | $834.79            | Agency Mortgage-Backed Securities  |
| GNII SF CL5007 C     | 2052-01-20      | 4.0000%  | 0.0000% | $2421.63           | $2274.45           | Agency Mortgage-Backed Securities  |
| GNII SF MA9963 M     | 2054-10-20      | 4.5000%  | 0.0000% | $1941.57           | $1893.22           | Agency Mortgage-Backed Securities  |
| GNII SF MA9964 M     | 2054-10-20      | 5.0000%  | 0.0000% | $1923.60           | $1923.89           | Agency Mortgage-Backed Securities  |
| GNII SP 787339 C     | 2054-04-20      | 6.0000%  | 0.0000% | $2496940.75        | $2578411.76        | Agency Mortgage-Backed Securities  |
| FMAR 1B8894 G        | 2041-10-01      | 7.0570%  | 0.0000% | $532.97            | $556.39            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZJ1073 | 2041-01-01      | 4.0000%  | 0.0000% | $2252896.28        | $2200972.03        | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 23-27 21   | 2027-06-01      | 4.0000%  | 0.0000% | $24999000.00       | $25469036.75       | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 23-26 J4   | 2026-04-27      | 4.0000%  | 0.0000% | $14119000.00       | $14366167.21       | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 25-29 F7   | 2029-08-06      | 4.0000%  | 0.0000% | $1511000.00        | $1511903.58        | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 25-26 F3   | 2026-08-26      | 4.0000%  | 0.0000% | $77000.00          | $77243.07          | Agency Mortgage-Backed Securities  |
| FNFR SOFR A 11/05/27 | 2027-11-05      | 4.4200%  | 0.0000% | $3072000.00        | $3101292.37        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL5161 | 2044-03-01      | 4.0000%  | 0.0000% | $695.90            | $678.51            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA0723 | 2052-03-01      | 2.0000%  | 0.0000% | $12090704.10       | $10004635.81       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0909 | 2054-09-01      | 6.0000%  | 0.0000% | $963.10            | $990.65            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2005 | 2055-06-01      | 5.0000%  | 0.0000% | $2039.06           | $2038.93           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM2398 | 2033-06-01      | 3.0000%  | 0.0000% | $7441601.40        | $7300595.46        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM2715 | 2050-03-01      | 3.0000%  | 0.0000% | $20862325.21       | $18653248.37       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM3209 | 2050-05-01      | 2.5000%  | 0.0000% | $3623082.78        | $3121662.21        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL2097 | 2053-10-01      | 5.0000%  | 0.0000% | $38833324.31       | $39045539.81       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ0273 | 2053-11-01      | 5.5000%  | 0.0000% | $688039.95         | $703630.63         | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLRJ1243 | 2054-03-01      | 7.5000%  | 0.0000% | $1665104.75        | $1785035.03        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4185 | 2055-05-01      | 6.5000%  | 0.0000% | $13092810.89       | $13705843.93       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1684 | 2052-09-01      | 4.5000%  | 0.0000% | $3817604.63        | $3745009.06        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD2364 | 2053-02-01      | 6.5000%  | 0.0000% | $5322688.56        | $5576613.33        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735475 | 2038-03-01      | 4.4870%  | 0.0000% | $33.81             | $33.57             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5877 | 2054-07-01      | 5.5000%  | 0.0000% | $1698895.90        | $1755504.05        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7317 | 2054-02-01      | 5.5000%  | 0.0000% | $540334.09         | $550535.90         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM4517 | 2035-10-01      | 2.0000%  | 0.0000% | $408.95            | $378.36            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9443 | 2051-10-01      | 2.5000%  | 0.0000% | $18517291.14       | $15761768.03       | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CTFS0316 | 2041-11-01      | 1.5000%  | 0.0000% | $752.91            | $635.72            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS0713 | 2050-03-01      | 4.5000%  | 0.0000% | $22141605.54       | $21968059.64       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1384 | 2052-04-01      | 4.0000%  | 0.0000% | $25680444.58       | $24389545.70       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1428 | 2052-04-01      | 4.0000%  | 0.0000% | $33660405.90       | $31952753.66       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2656 | 2052-08-01      | 4.5000%  | 0.0000% | $25312676.56       | $24878842.60       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3425 | 2052-09-01      | 4.5000%  | 0.0000% | $28372482.64       | $27769595.75       | Agency Mortgage-Backed Securities  |
| GNII SF MB0146 M     | 2055-01-20      | 5.0000%  | 0.0000% | $262062.86         | $262083.24         | Agency Mortgage-Backed Securities  |
| GNII SF MB0366 M     | 2055-05-20      | 5.5000%  | 0.0000% | $3349048.27        | $3391174.46        | Agency Mortgage-Backed Securities  |
| GNAR AF MB0494 M     | 2055-07-20      | 4.5000%  | 0.0000% | $44721195.30       | $44703530.43       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8532 | 2055-05-01      | 5.0000%  | 0.0000% | $146708338.50      | $146244120.80      | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD4386 | 2052-08-01      | 3.0000%  | 0.0000% | $12566973.47       | $11187945.02       | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V81286 G | 2044-07-01      | 4.0000%  | 0.0000% | $4988232.81        | $4836501.85        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q28392 G | 2044-09-01      | 4.0000%  | 0.0000% | $4415246.19        | $4279562.24        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q63763 G | 2049-05-01      | 4.5000%  | 0.0000% | $2180473.16        | $2166023.16        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q44275 G | 2046-11-01      | 3.5000%  | 0.0000% | $3565327.40        | $3348489.33        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q46684 G | 2047-03-01      | 4.0000%  | 0.0000% | $3033279.96        | $2952361.82        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE8009 | 2055-09-01      | 5.0000%  | 0.0000% | $522358.75         | $520890.28         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3709 | 2052-11-01      | 5.0000%  | 0.0000% | $1434.20           | $1437.37           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS4936 | 2052-01-01      | 2.5000%  | 0.0000% | $2822480.66        | $2455422.38        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6361 | 2049-06-01      | 3.5000%  | 0.0000% | $850.24            | $798.02            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  | 0.0000% | $37862549.13       | $33463854.88       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7307 | 2052-03-01      | 3.0000%  | 0.0000% | $27825890.54       | $25025539.31       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7395 | 2054-03-01      | 5.5000%  | 0.0000% | $859.32            | $872.15            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7595 | 2051-11-01      | 3.0000%  | 0.0000% | $42237948.53       | $38272847.05       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS7798 | 2054-06-01      | 6.0000%  | 0.0000% | $768831.08         | $795104.61         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7956 | 2054-05-01      | 5.5000%  | 0.0000% | $869.34            | $891.16            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS8895 | 2052-04-01      | 3.0000%  | 0.0000% | $9426175.92        | $8327127.80        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS9773 | 2051-12-01      | 4.0000%  | 0.0000% | $25541568.92       | $24479275.20       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9558 | 2054-08-01      | 6.0000%  | 0.0000% | $15624121.80       | $16109209.11       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9690 | 2054-11-01      | 5.0000%  | 0.0000% | $978.74            | $981.82            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD7878 | 2052-03-01      | 3.0000%  | 0.0000% | $3384199.06        | $3037970.68        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBC0332 | 2045-12-01      | 4.0000%  | 0.0000% | $2093.19           | $2038.92           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE5042 | 2046-08-01      | 4.0000%  | 0.0000% | $1787.95           | $1729.46           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0103 | 2056-06-01      | 3.5000%  | 0.0000% | $372.80            | $344.63            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0226 | 2058-01-01      | 3.5000%  | 0.0000% | $454.21            | $414.59            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 R3BF0508 | 2050-06-01      | 2.5000%  | 0.0000% | $547.59            | $465.30            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ9246 | 2048-06-01      | 4.0000%  | 0.0000% | $948.91            | $922.48            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBK8166 | 2035-10-01      | 2.0000%  | 0.0000% | $443.75            | $410.54            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBK8508 | 2050-12-01      | 2.5000%  | 0.0000% | $896759.13         | $765844.75         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL8042 | 2035-09-01      | 1.4600%  | 0.0000% | $32383900.00       | $24323421.35       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM1193 | 2047-05-01      | 4.0000%  | 0.0000% | $489.87            | $476.10            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM1579 | 2047-07-01      | 4.0000%  | 0.0000% | $1263.37           | $1230.10           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM3307 | 2048-01-01      | 4.0000%  | 0.0000% | $278.08            | $270.53            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3289 | 2048-01-01      | 3.5000%  | 0.0000% | $15939544.97       | $15010579.43       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3668 | 2048-03-01      | 3.5000%  | 0.0000% | $10474195.50       | $9800698.91        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5359 | 2048-07-01      | 4.0000%  | 0.0000% | $3458925.99        | $3347241.50        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4560 | 2048-10-01      | 4.5000%  | 0.0000% | $294.09            | $294.56            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0585 | 2055-06-01      | 6.0000%  | 0.0000% | $466612.89         | $480182.14         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5366 | 2042-06-01      | 3.5000%  | 0.0000% | $10304053.90       | $9832843.79        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2101 | 2054-08-01      | 5.5000%  | 0.0000% | $6720630.54        | $6858669.31        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5746 | 2049-03-01      | 4.0000%  | 0.0000% | $870.64            | $842.96            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO5991 | 2050-01-01      | 4.0000%  | 0.0000% | $3025235.02        | $2912176.61        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO8988 | 2050-02-01      | 3.0000%  | 0.0000% | $216.25            | $194.72            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP7667 | 2050-12-01      | 2.5000%  | 0.0000% | $1931.88           | $1664.21           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR0994 | 2051-05-01      | 2.5000%  | 0.0000% | $39170291.81       | $33705209.18       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR2807 | 2050-12-01      | 2.5000%  | 0.0000% | $13148980.74       | $11210872.11       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR7215 | 2051-04-01      | 2.5000%  | 0.0000% | $25272073.95       | $21553512.91       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR7223 | 2051-04-01      | 2.5000%  | 0.0000% | $697.60            | $595.10            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR8795 | 2051-05-01      | 2.5000%  | 0.0000% | $1390.39           | $1191.90           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9345 | 2051-05-01      | 2.5000%  | 0.0000% | $12233639.31       | $10550937.56       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9357 | 2051-05-01      | 2.5000%  | 0.0000% | $13449863.00       | $11561756.29       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9718 | 2051-04-01      | 2.5000%  | 0.0000% | $9104773.17        | $7833327.00        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT1339 | 2051-07-01      | 2.5000%  | 0.0000% | $2244.96           | $1906.51           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT3222 | 2051-07-01      | 2.5000%  | 0.0000% | $1531.01           | $1305.39           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 REBT7247 | 2051-09-01      | 2.0000%  | 0.0000% | $1321.62           | $1077.59           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT7954 | 2052-10-01      | 4.5000%  | 0.0000% | $2080.23           | $2037.51           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT8301 | 2052-08-01      | 4.5000%  | 0.0000% | $764.16            | $747.99            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBT9375 | 2051-11-01      | 2.0000%  | 0.0000% | $30595750.32       | $25162590.97       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1450 | 2052-01-01      | 2.0000%  | 0.0000% | $842.11            | $683.50            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU2794 | 2051-11-01      | 2.5000%  | 0.0000% | $3395.79           | $2910.43           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU8766 | 2052-04-01      | 3.0000%  | 0.0000% | $3820102.70        | $3427486.55        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA2996 | 2037-05-01      | 3.5000%  | 0.0000% | $745.12            | $721.16            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4387 | 2041-07-01      | 2.0000%  | 0.0000% | $680.40            | $593.78            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4398 | 2051-08-01      | 2.0000%  | 0.0000% | $17481871.26       | $14252080.00       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4334 | 2041-05-01      | 2.5000%  | 0.0000% | $815328.85         | $727561.05         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4366 | 2041-06-01      | 2.5000%  | 0.0000% | $1196068.46        | $1078399.11        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  | 0.0000% | $2064.03           | $1759.89           | Agency Mortgage-Backed Securities  |
| GNII SF MA7827 M     | 2052-01-20      | 2.5000%  | 0.0000% | $3702.35           | $3202.29           | Agency Mortgage-Backed Securities  |
| GNII SF MA7828 M     | 2052-01-20      | 3.0000%  | 0.0000% | $348334.32         | $312782.16         | Agency Mortgage-Backed Securities  |
| GNII SF MA7882 M     | 2052-02-20      | 3.0000%  | 0.0000% | $1938248.55        | $1738941.68        | Agency Mortgage-Backed Securities  |
| GNII SF MA7938 M     | 2052-03-20      | 3.5000%  | 0.0000% | $1003720.84        | $929202.04         | Agency Mortgage-Backed Securities  |
| GNII SF MA8948 M     | 2053-06-20      | 5.5000%  | 0.0000% | $4023769.78        | $4092445.70        | Agency Mortgage-Backed Securities  |
| GNII SF MA8269 M     | 2052-09-20      | 5.0000%  | 0.0000% | $756.24            | $760.15            | Agency Mortgage-Backed Securities  |
| GNII SF MA8571 M     | 2053-01-20      | 6.0000%  | 0.0000% | $2844.62           | $2911.24           | Agency Mortgage-Backed Securities  |
| GNII SF MA8801 M     | 2053-04-20      | 5.5000%  | 0.0000% | $741.52            | $754.83            | Agency Mortgage-Backed Securities  |
| GNII SF MA9779 M     | 2054-07-20      | 5.5000%  | 0.0000% | $18127425.48       | $18370524.33       | Agency Mortgage-Backed Securities  |
| GNII SF MA9105 M     | 2053-07-20      | 5.0000%  | 0.0000% | $31554262.67       | $31598936.50       | Agency Mortgage-Backed Securities  |
| GNII SF MA9423 M     | 2054-01-20      | 5.5000%  | 0.0000% | $1640.31           | $1664.73           | Agency Mortgage-Backed Securities  |
| GNII SF MA9486 M     | 2054-01-20      | 4.5000%  | 0.0000% | $1207162.10        | $1177942.74        | Agency Mortgage-Backed Securities  |
| GNII SF MA9605 M     | 2054-04-20      | 5.5000%  | 0.0000% | $9911825.23        | $10053569.85       | Agency Mortgage-Backed Securities  |
| GNII SF MA9607 M     | 2054-04-20      | 6.5000%  | 0.0000% | $552.50            | $571.32            | Agency Mortgage-Backed Securities  |
| GNII SP 785550 C     | 2051-07-20      | 4.0000%  | 0.0000% | $6794291.56        | $6398878.89        | Agency Mortgage-Backed Securities  |
| GNII SP 785676 C     | 2051-10-20      | 3.5000%  | 0.0000% | $5128336.29        | $4742708.19        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7864 | 2046-09-01      | 3.5000%  | 0.0000% | $12981695.48       | $12228347.49       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS8373 | 2046-11-01      | 4.0000%  | 0.0000% | $2457.85           | $2389.89           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8296 | 2054-04-01      | 6.0000%  | 0.0000% | $1684.22           | $1763.85           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9025 | 2054-08-01      | 6.5000%  | 0.0000% | $17626422.04       | $18554560.87       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9007 | 2054-08-01      | 6.0000%  | 0.0000% | $22689376.41       | $23643109.22       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9435 | 2054-11-01      | 5.0000%  | 0.0000% | $988.83            | $991.79            | Agency Mortgage-Backed Securities  |
| 1 1/2 TRIB 53        | 2053-02-15      | 1.5000%  | 0.0000% | $326.00            | $261.93            | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 55        | 2055-02-15      | 2.3750%  | 0.0000% | $46985.99          | $46131.96          | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  | 0.0000% | $1665000.00        | $1628532.34        | U.S. Treasuries (including strips) |
| 1 TRIB 46            | 2046-02-15      | 1.0000%  | 0.0000% | $1567737.50        | $1211290.43        | U.S. Treasuries (including strips) |
| BILL 12/26/25        | 2025-12-26      | 0.0000%  | 0.0000% | $67618200.00       | $66995504.00       | U.S. Treasuries (including strips) |
| T 3 1/8 08/31/29     | 2029-08-31      | 3.1250%  | 0.0000% | $9499800.00        | $9333171.41        | U.S. Treasuries (including strips) |
| 4  NOTE R 29         | 2029-10-31      | 4.0000%  | 0.0000% | $10000.00          | $10281.90          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27     | 2027-11-30      | 3.8750%  | 0.0000% | $100.00            | $101.82            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29      | 2029-12-31      | 3.8750%  | 0.0000% | $93018400.00       | $94553529.16       | U.S. Treasuries (including strips) |
| 1 1/4 TRIN X 28      | 2028-04-15      | 1.2500%  | 0.0000% | $323.07            | $326.06            | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AG 26     | 2026-11-30      | 1.2500%  | 0.0000% | $100.00            | $97.63             | U.S. Treasuries (including strips) |
| 1 3/8 NOTE T 28      | 2028-12-31      | 1.3750%  | 0.0000% | $100.00            | $93.47             | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29      | 2029-01-31      | 1.7500%  | 0.0000% | $100.00            | $94.38             | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  | 0.0000% | $100.00            | $95.16             | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29      | 2029-02-15      | 2.6250%  | 0.0000% | $100.00            | $97.13             | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 26      | 2026-05-15      | 1.6250%  | 0.0000% | $5201400.00        | $5163501.30        | U.S. Treasuries (including strips) |
| 0 3/8 TRIN A 27      | 2027-01-15      | 0.3750%  | 0.0000% | $61174816.80       | $60739046.95       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27      | 2027-05-15      | 2.3750%  | 0.0000% | $999900.00         | $988819.36         | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29      | 2029-11-15      | 1.7500%  | 0.0000% | $100.00            | $93.45             | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30      | 2030-05-15      | 0.6250%  | 0.0000% | $2315400.00        | $2019405.63        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27      | 2027-12-31      | 0.6250%  | 0.0000% | $400.00            | $375.02            | U.S. Treasuries (including strips) |

### Security 328: MUFG Securities CA

- **C.1 - Title:** MUFG Securities CA 4.210000%
- **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_4.21_1001
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 04.000 CLZA5570 | 2048-07-01      | 4.0000%  | 0.0000% | $3071791.60        | $2971919.12        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4522 | 2043-07-01      | 3.0000%  | 0.0000% | $51856.78          | $47854.30          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4606 | 2045-03-01      | 3.0000%  | 0.0000% | $1151864.07        | $1054838.72        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0361 | 2035-07-01      | 3.0000%  | 0.0000% | $909461.15         | $877008.55         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8141 | 2037-02-01      | 2.0000%  | 0.0000% | $253.51            | $233.12            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQAL7710 | 2045-10-01      | 4.0000%  | 0.0000% | $826587.17         | $803626.41         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL9337 | 2044-10-01      | 6.4610%  | 0.0000% | $5.26              | $5.46              | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN7661 | 2027-12-01      | 3.0300%  | 0.0000% | $306.33            | $300.89            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP4406 | 2042-09-01      | 3.5000%  | 0.0000% | $80471.79          | $76667.04          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4625 | 2045-03-01      | 3.0000%  | 0.0000% | $790605.14         | $722871.36         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4645 | 2045-03-01      | 3.0000%  | 0.0000% | $1138548.20        | $1041824.74        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4779 | 2052-10-01      | 5.0000%  | 0.0000% | $3363942.35        | $3408648.40        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5105 | 2052-11-01      | 5.0000%  | 0.0000% | $207399.07         | $207987.00         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6250 | 2053-05-01      | 5.0000%  | 0.0000% | $4873502.59        | $4896056.08        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6095 | 2053-04-01      | 6.0000%  | 0.0000% | $68246.03          | $70364.27          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6129 | 2053-04-01      | 5.0000%  | 0.0000% | $378183.17         | $379933.32         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6512 | 2053-06-01      | 5.0000%  | 0.0000% | $1030436.16        | $1046598.32        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6560 | 2053-06-01      | 5.5000%  | 0.0000% | $110.29            | $112.50            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6633 | 2053-06-01      | 5.0000%  | 0.0000% | $68621.31          | $68938.87          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6914 | 2053-08-01      | 5.5000%  | 0.0000% | $3536839.16        | $3621336.21        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7992 | 2054-02-01      | 6.0000%  | 0.0000% | $112.89            | $118.22            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7504 | 2053-11-01      | 6.0000%  | 0.0000% | $10669.70          | $11008.28          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8987 | 2054-08-01      | 5.5000%  | 0.0000% | $3721854.36        | $3820020.34        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8220 | 2054-03-01      | 5.0000%  | 0.0000% | $3925192.36        | $3922663.67        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0214 | 2055-02-01      | 5.5000%  | 0.0000% | $4198247.39        | $4290275.30        | Agency Mortgage-Backed Securities  |
| GNII SF CS4481 C     | 2053-08-20      | 6.0000%  | 0.0000% | $3354576.00        | $3512044.27        | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H03116 G | 2037-07-01      | 5.5000%  | 0.0000% | $25.29             | $25.84             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4664 | 2051-02-01      | 2.5000%  | 0.0000% | $2802807.45        | $2391534.39        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4921 | 2051-03-01      | 2.5000%  | 0.0000% | $885274.35         | $754823.77         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8673 | 2053-05-01      | 5.5000%  | 0.0000% | $899958.20         | $915446.98         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9257 | 2053-06-01      | 5.0000%  | 0.0000% | $268.94            | $270.18            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTRB5158 | 2042-04-01      | 3.0000%  | 0.0000% | $3600.31           | $3347.00           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI4391 | 2054-04-01      | 6.0000%  | 0.0000% | $2785172.18        | $2878679.69        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3835 | 2052-10-01      | 5.0000%  | 0.0000% | $109.93            | $111.18            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW5453 | 2052-07-01      | 5.0000%  | 0.0000% | $1398563.90        | $1406155.00        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW9647 | 2053-07-01      | 4.5000%  | 0.0000% | $403568.54         | $394738.06         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY7178 | 2053-09-01      | 6.0000%  | 0.0000% | $1817211.26        | $1878457.34        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA0558 | 2047-10-01      | 4.5000%  | 0.0000% | $134286.77         | $134661.97         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4606 | 2042-05-01      | 2.0000%  | 0.0000% | $704645.98         | $608800.11         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4607 | 2042-05-01      | 2.5000%  | 0.0000% | $1147646.01        | $1033293.28        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4632 | 2042-06-01      | 3.0000%  | 0.0000% | $631506.12         | $583010.66         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4701 | 2052-08-01      | 4.5000%  | 0.0000% | $542150.74         | $530958.04         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  | 0.0000% | $977.81            | $992.00            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5191 | 2053-11-01      | 6.0000%  | 0.0000% | $3086188.41        | $3173090.33        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2051 | 2048-07-01      | 4.5000%  | 0.0000% | $40.19             | $40.30             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2183 | 2048-08-01      | 4.0000%  | 0.0000% | $34.84             | $33.87             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2787 | 2048-12-01      | 4.0000%  | 0.0000% | $14926.13          | $14451.29          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6316 | 2050-07-01      | 3.0000%  | 0.0000% | $467142.61         | $413077.24         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CICB2580 | 2037-01-01      | 1.5000%  | 0.0000% | $767346.08         | $689755.37         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB2586 | 2037-01-01      | 2.0000%  | 0.0000% | $1078325.35        | $1002510.58        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2347 | 2051-12-01      | 2.0000%  | 0.0000% | $325135.38         | $267591.98         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4687 | 2052-09-01      | 5.0000%  | 0.0000% | $1203257.99        | $1211192.00        | Agency Mortgage-Backed Securities  |
| GNII SF CF8197 C     | 2051-08-20      | 3.0000%  | 0.0000% | $2395720.95        | $2150223.44        | Agency Mortgage-Backed Securities  |
| GNII SF CH7005 C     | 2051-10-20      | 2.0000%  | 0.0000% | $1960477.40        | $1589302.39        | Agency Mortgage-Backed Securities  |
| GNII SF CI2248 C     | 2051-10-20      | 3.5000%  | 0.0000% | $2458762.76        | $2225446.94        | Agency Mortgage-Backed Securities  |
| GNII SF CI2310 C     | 2051-11-20      | 3.5000%  | 0.0000% | $2543744.35        | $2302356.86        | Agency Mortgage-Backed Securities  |
| GNII SF CI5879 C     | 2051-12-20      | 3.5000%  | 0.0000% | $2300227.88        | $2087478.52        | Agency Mortgage-Backed Securities  |
| GNII SF CI5859 C     | 2051-12-20      | 3.0000%  | 0.0000% | $1837419.36        | $1659330.55        | Agency Mortgage-Backed Securities  |
| GNII SF CK1560 C     | 2051-12-20      | 3.5000%  | 0.0000% | $234442.09         | $215055.94         | Agency Mortgage-Backed Securities  |
| GNII SF CK1632 C     | 2052-01-20      | 4.0000%  | 0.0000% | $3810300.72        | $3578719.11        | Agency Mortgage-Backed Securities  |
| GNII SF CL5007 C     | 2052-01-20      | 4.0000%  | 0.0000% | $2429283.49        | $2281637.04        | Agency Mortgage-Backed Securities  |
| GNII SF MA9905 M     | 2054-09-20      | 5.0000%  | 0.0000% | $3883536.73        | $3884227.13        | Agency Mortgage-Backed Securities  |
| GNII SF MA9963 M     | 2054-10-20      | 4.5000%  | 0.0000% | $3809950.03        | $3715082.28        | Agency Mortgage-Backed Securities  |
| GNII SF MA9964 M     | 2054-10-20      | 5.0000%  | 0.0000% | $6286023.96        | $6286984.33        | Agency Mortgage-Backed Securities  |
| GNII SF MA9966 M     | 2054-10-20      | 6.0000%  | 0.0000% | $1083323.81        | $1108222.21        | Agency Mortgage-Backed Securities  |
| GNII SP 787339 C     | 2054-04-20      | 6.0000%  | 0.0000% | $2230823.11        | $2303611.15        | Agency Mortgage-Backed Securities  |
| FMAR 1B8894 G        | 2041-10-01      | 7.0570%  | 0.0000% | $128.00            | $133.62            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H09119 G | 2037-12-01      | 5.5000%  | 0.0000% | $12.38             | $12.46             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX2816 | 2052-11-01      | 5.0000%  | 0.0000% | $58551.65          | $59343.66          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV4583 | 2052-04-01      | 3.5000%  | 0.0000% | $211.89            | $194.88            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8011 | 2054-02-01      | 6.5000%  | 0.0000% | $1584266.13        | $1680816.24        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZJ1073 | 2041-01-01      | 4.0000%  | 0.0000% | $7.28              | $7.11              | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 23-27 21   | 2027-06-01      | 4.0000%  | 0.0000% | $127.27            | $129.67            | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 23-26 J4   | 2026-04-27      | 4.0000%  | 0.0000% | $112000.00         | $113960.67         | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 25-29 F7   | 2029-08-06      | 4.0000%  | 0.0000% | $1936072.73        | $1937230.50        | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 25-26 F3   | 2026-08-26      | 4.0000%  | 0.0000% | $755618.18         | $758003.50         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAL2232 | 2042-07-01      | 4.0000%  | 0.0000% | $853316.31         | $834900.22         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAL3166 | 2043-03-01      | 3.0000%  | 0.0000% | $869374.39         | $801921.95         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL4699 | 2043-10-01      | 3.5000%  | 0.0000% | $1389442.04        | $1314257.17        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0909 | 2054-09-01      | 6.0000%  | 0.0000% | $122.58            | $126.08            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA1109 | 2055-02-01      | 4.5000%  | 0.0000% | $1295536.34        | $1266859.64        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2005 | 2055-06-01      | 5.0000%  | 0.0000% | $129.57            | $129.56            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM2984 | 2045-08-01      | 4.0000%  | 0.0000% | $1189943.21        | $1155657.64        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1060 | 2055-04-01      | 5.5000%  | 0.0000% | $5120881.70        | $5198542.72        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ0879 | 2054-02-01      | 5.5000%  | 0.0000% | $395157.41         | $401094.08         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0663 | 2054-01-01      | 6.5000%  | 0.0000% | $41444.27          | $43199.98          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1715 | 2054-06-01      | 6.0000%  | 0.0000% | $4424953.29        | $4547052.50        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2281 | 2054-09-01      | 6.0000%  | 0.0000% | $183284.15         | $188663.41         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3578 | 2055-03-01      | 6.0000%  | 0.0000% | $250368.77         | $258408.95         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3251 | 2055-01-01      | 5.5000%  | 0.0000% | $2680936.77        | $2744849.11        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3719 | 2055-03-01      | 5.5000%  | 0.0000% | $2485330.53        | $2537685.40        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4185 | 2055-05-01      | 6.5000%  | 0.0000% | $54679.86          | $57240.09          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4643 | 2055-08-01      | 6.0000%  | 0.0000% | $4802342.19        | $4995340.31        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0028 | 2055-07-01      | 6.0000%  | 0.0000% | $5976906.40        | $6134118.95        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CTSC0114 | 2041-01-01      | 2.5000%  | 0.0000% | $1826664.54        | $1634077.27        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0780 | 2051-12-01      | 2.5000%  | 0.0000% | $43980.39          | $37708.07          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0007 | 2049-03-01      | 3.0000%  | 0.0000% | $2610524.77        | $2354554.12        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1684 | 2052-09-01      | 4.5000%  | 0.0000% | $268237.78         | $263136.97         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD1696 | 2047-04-01      | 2.0000%  | 0.0000% | $219.22            | $181.55            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1790 | 2052-09-01      | 5.0000%  | 0.0000% | $732022.74         | $732965.42         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1489 | 2052-08-01      | 4.5000%  | 0.0000% | $667659.31         | $667625.26         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1846 | 2052-10-01      | 4.5000%  | 0.0000% | $2305946.62        | $2259770.04        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2181 | 2053-01-01      | 5.5000%  | 0.0000% | $194.18            | $198.37            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2184 | 2053-01-01      | 6.0000%  | 0.0000% | $1619523.87        | $1672843.99        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD2364 | 2053-02-01      | 6.5000%  | 0.0000% | $527585.40         | $552754.44         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735475 | 2038-03-01      | 4.4870%  | 0.0000% | $65042.49          | $64589.70          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD6202 | 2052-05-01      | 3.0000%  | 0.0000% | $6541376.79        | $5779350.01        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6299 | 2054-09-01      | 5.5000%  | 0.0000% | $2091987.20        | $2122008.38        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5453 | 2054-05-01      | 5.5000%  | 0.0000% | $115.41            | $118.40            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD5753 | 2052-07-01      | 3.5000%  | 0.0000% | $1253294.14        | $1151826.75        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5877 | 2054-07-01      | 5.5000%  | 0.0000% | $209077.29         | $216043.86         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5956 | 2054-07-01      | 5.5000%  | 0.0000% | $120428.54         | $123622.97         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6125 | 2053-01-01      | 5.5000%  | 0.0000% | $251.19            | $258.49            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6154 | 2054-01-01      | 5.5000%  | 0.0000% | $6594199.84        | $6718787.73        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7317 | 2054-02-01      | 5.5000%  | 0.0000% | $763290.50         | $777701.85         | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8104 | 2050-11-01      | 1.5000%  | 0.0000% | $1812822.66        | $1396885.61        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5277 | 2054-06-01      | 5.5000%  | 0.0000% | $1086165.56        | $1108769.27        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM4517 | 2035-10-01      | 2.0000%  | 0.0000% | $1255550.30        | $1161636.54        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFM5430 | 2048-06-01      | 4.5000%  | 0.0000% | $831317.15         | $825144.62         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7636 | 2051-06-01      | 3.0000%  | 0.0000% | $2309139.31        | $2048027.99        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7685 | 2051-06-01      | 3.0000%  | 0.0000% | $774400.47         | $685450.25         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9227 | 2051-10-01      | 2.5000%  | 0.0000% | $2682486.01        | $2299678.86        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM9704 | 2051-12-01      | 2.0000%  | 0.0000% | $697988.86         | $573389.55         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0634 | 2052-03-01      | 3.0000%  | 0.0000% | $682852.28         | $603993.54         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS0713 | 2050-03-01      | 4.5000%  | 0.0000% | $6448.81           | $6398.27           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1390 | 2051-12-01      | 2.5000%  | 0.0000% | $526537.90         | $448623.92         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2592 | 2052-08-01      | 5.0000%  | 0.0000% | $4866053.05        | $4872572.48        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2656 | 2052-08-01      | 4.5000%  | 0.0000% | $2126148.83        | $2089708.76        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS2448 | 2052-05-01      | 2.0000%  | 0.0000% | $438229.56         | $356915.68         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3425 | 2052-09-01      | 4.5000%  | 0.0000% | $1726722.18        | $1690031.06        | Agency Mortgage-Backed Securities  |
| GNII SF MB0026 M     | 2054-11-20      | 5.5000%  | 0.0000% | $3625487.38        | $3678414.26        | Agency Mortgage-Backed Securities  |
| GNII SF MB0146 M     | 2055-01-20      | 5.0000%  | 0.0000% | $5261.84           | $5262.25           | Agency Mortgage-Backed Securities  |
| GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $123.43            | $124.99            | Agency Mortgage-Backed Securities  |
| GNII SF MB0205 M     | 2055-02-20      | 5.5000%  | 0.0000% | $621313.61         | $629030.67         | Agency Mortgage-Backed Securities  |
| GNII SF MB0366 M     | 2055-05-20      | 5.5000%  | 0.0000% | $82159.73          | $83193.18          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8383 | 2053-12-01      | 5.5000%  | 0.0000% | $109.26            | $110.94            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8453 | 2054-08-01      | 5.5000%  | 0.0000% | $1976466.23        | $2004017.29        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8525 | 2055-04-01      | 6.0000%  | 0.0000% | $2436714.63        | $2501344.43        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3605 | 2053-08-01      | 5.5000%  | 0.0000% | $1702106.34        | $1743088.90        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD3887 | 2053-04-01      | 4.5000%  | 0.0000% | $3169546.09        | $3104110.81        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4222 | 2053-10-01      | 6.0000%  | 0.0000% | $1930175.07        | $1996618.13        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U99082 G | 2043-11-01      | 4.0000%  | 0.0000% | $715594.60         | $700099.99         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V83917 G | 2048-02-01      | 4.0000%  | 0.0000% | $1438588.84        | $1390874.04        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD8595 | 2055-05-01      | 5.5000%  | 0.0000% | $393234.73         | $401431.14         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE8009 | 2055-09-01      | 5.0000%  | 0.0000% | $128.18            | $127.82            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3709 | 2052-11-01      | 5.0000%  | 0.0000% | $729346.80         | $730962.87         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4695 | 2053-05-01      | 5.0000%  | 0.0000% | $2227887.62        | $2251008.15        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6361 | 2049-06-01      | 3.5000%  | 0.0000% | $108.21            | $101.57            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS6672 | 2053-12-01      | 6.0000%  | 0.0000% | $79219.38          | $81925.07          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6786 | 2054-02-01      | 5.5000%  | 0.0000% | $1253142.20        | $1273354.83        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  | 0.0000% | $4175796.47        | $3690671.92        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7307 | 2052-03-01      | 3.0000%  | 0.0000% | $107.77            | $96.92             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7595 | 2051-11-01      | 3.0000%  | 0.0000% | $3619473.30        | $3279694.04        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS7798 | 2054-06-01      | 6.0000%  | 0.0000% | $491610.46         | $508410.43         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7956 | 2054-05-01      | 5.5000%  | 0.0000% | $245128.24         | $251280.11         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS8895 | 2052-04-01      | 3.0000%  | 0.0000% | $7419.54           | $6554.46           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8598 | 2054-06-01      | 6.0000%  | 0.0000% | $4250674.03        | $4364096.18        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9690 | 2054-11-01      | 5.0000%  | 0.0000% | $249.13            | $249.92            | Agency Mortgage-Backed Securities  |
| GNII SF MA5018 M     | 2048-02-20      | 3.0000%  | 0.0000% | $19.73             | $17.91             | Agency Mortgage-Backed Securities  |
| GNII SF MA5263 M     | 2048-03-20      | 3.5000%  | 0.0000% | $32.83             | $30.65             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA2244 | 2046-07-01      | 3.0000%  | 0.0000% | $1155739.45        | $1052603.19        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB4023 | 2050-09-01      | 2.5000%  | 0.0000% | $24330.82          | $20791.51          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB6553 | 2050-08-01      | 2.5000%  | 0.0000% | $457249.09         | $390830.87         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC0344 | 2051-04-01      | 2.5000%  | 0.0000% | $1205326.87        | $1028722.24        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE1076 | 2047-04-01      | 3.0000%  | 0.0000% | $761194.09         | $687899.98         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE3361 | 2052-06-01      | 4.0000%  | 0.0000% | $103.81            | $98.56             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2717 | 2052-11-01      | 5.5000%  | 0.0000% | $102.49            | $104.55            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF4910 | 2052-12-01      | 5.0000%  | 0.0000% | $328611.18         | $330796.37         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8750 | 2053-03-01      | 6.0000%  | 0.0000% | $558.15            | $576.96            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0226 | 2058-01-01      | 3.5000%  | 0.0000% | $57.81             | $52.77             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBK8166 | 2035-10-01      | 2.0000%  | 0.0000% | $56.53             | $52.30             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0585 | 2055-06-01      | 6.0000%  | 0.0000% | $3781312.38        | $3891274.21        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1021 | 2055-09-01      | 5.5000%  | 0.0000% | $2836461.31        | $2883315.55        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NQ889810 | 2037-11-01      | 6.0000%  | 0.0000% | $45497.49          | $46799.78          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WZ889916 | 2038-09-01      | 4.4280%  | 0.0000% | $3.89              | $3.86              | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CL890479 | 2040-12-01      | 4.5000%  | 0.0000% | $920041.63         | $926668.69         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS973150 | 2038-02-01      | 6.4050%  | 0.0000% | $4.43              | $4.56              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5366 | 2042-06-01      | 3.5000%  | 0.0000% | $659665.30         | $629498.44         | Agency Mortgage-Backed Securities  |
| GNII SF MA6338 M     | 2049-12-20      | 3.0000%  | 0.0000% | $736440.07         | $664175.91         | Agency Mortgage-Backed Securities  |
| GNII SF MA6473 M     | 2050-02-20      | 2.5000%  | 0.0000% | $519984.48         | $451467.11         | Agency Mortgage-Backed Securities  |
| GNII SF MA6656 M     | 2050-05-20      | 3.0000%  | 0.0000% | $5723813.67        | $5150382.94        | Agency Mortgage-Backed Securities  |
| GNII SF MA6710 M     | 2050-06-20      | 3.0000%  | 0.0000% | $3056912.31        | $2750186.82        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG9227 | 2053-08-01      | 6.0000%  | 0.0000% | $375200.36         | $391423.77         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1894 | 2054-08-01      | 6.0000%  | 0.0000% | $2651501.24        | $2745770.95        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2101 | 2054-08-01      | 5.5000%  | 0.0000% | $914525.71         | $933309.67         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ5180 | 2054-09-01      | 6.0000%  | 0.0000% | $3554977.47        | $3651474.96        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ8023 | 2054-11-01      | 5.5000%  | 0.0000% | $239362.09         | $245977.47         | Agency Mortgage-Backed Securities  |
| FCFR 03SF J 25/10    | 2025-10-20      | 4.4600%  | 0.0000% | $6109.09           | $6166.61           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA1942 | 2049-12-01      | 3.0000%  | 0.0000% | $39.13             | $34.96             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA2461 | 2050-04-01      | 4.0000%  | 0.0000% | $25.50             | $24.42             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN0856 | 2048-10-01      | 4.5000%  | 0.0000% | $351472.56         | $349205.91         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO8988 | 2050-02-01      | 3.0000%  | 0.0000% | $36057.32          | $32468.16          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP1334 | 2050-03-01      | 3.0000%  | 0.0000% | $1107898.46        | $995314.56         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKBP3378 | 2051-05-01      | 2.5000%  | 0.0000% | $2313993.51        | $1912339.51        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP7667 | 2050-12-01      | 2.5000%  | 0.0000% | $8880.18           | $7649.77           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR0994 | 2051-05-01      | 2.5000%  | 0.0000% | $2049822.22        | $1763828.75        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR8795 | 2051-05-01      | 2.5000%  | 0.0000% | $88.13             | $75.55             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9814 | 2051-05-01      | 2.5000%  | 0.0000% | $742734.76         | $637131.91         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9341 | 2051-05-01      | 2.5000%  | 0.0000% | $73593.78          | $63587.30          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT1339 | 2051-07-01      | 2.5000%  | 0.0000% | $1401809.37        | $1190472.44        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT3222 | 2051-07-01      | 2.5000%  | 0.0000% | $97.43             | $83.07             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 REBT7247 | 2051-09-01      | 2.0000%  | 0.0000% | $1348845.01        | $1099782.28        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBT8281 | 2052-08-01      | 5.0000%  | 0.0000% | $778161.54         | $788872.76         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1450 | 2052-01-01      | 2.0000%  | 0.0000% | $5230397.68        | $4245237.17        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU2794 | 2051-11-01      | 2.5000%  | 0.0000% | $1255431.58        | $1075992.61        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4788 | 2054-06-01      | 6.0000%  | 0.0000% | $80877.63          | $83120.24          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU8766 | 2052-04-01      | 3.0000%  | 0.0000% | $997846.46         | $895291.46         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA2996 | 2037-05-01      | 3.5000%  | 0.0000% | $894512.45         | $865742.64         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3211 | 2047-12-01      | 4.0000%  | 0.0000% | $768054.72         | $743540.12         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA3283 | 2033-02-01      | 3.0000%  | 0.0000% | $574681.80         | $560853.04         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4387 | 2041-07-01      | 2.0000%  | 0.0000% | $173.19            | $151.14            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4046 | 2040-06-01      | 3.0000%  | 0.0000% | $868323.86         | $812140.41         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4361 | 2036-06-01      | 2.5000%  | 0.0000% | $2508.47           | $2367.43           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4366 | 2041-06-01      | 2.5000%  | 0.0000% | $218840.46         | $197310.91         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  | 0.0000% | $87.57             | $74.66             | Agency Mortgage-Backed Securities  |
| GNII SF MA7827 M     | 2052-01-20      | 2.5000%  | 0.0000% | $94.24             | $81.51             | Agency Mortgage-Backed Securities  |
| GNII SF MA7828 M     | 2052-01-20      | 3.0000%  | 0.0000% | $1923741.38        | $1727397.93        | Agency Mortgage-Backed Securities  |
| GNII SF MA7882 M     | 2052-02-20      | 3.0000%  | 0.0000% | $1605023.01        | $1439981.17        | Agency Mortgage-Backed Securities  |
| GNII SF MA7938 M     | 2052-03-20      | 3.5000%  | 0.0000% | $2728551.48        | $2525976.84        | Agency Mortgage-Backed Securities  |
| GNII SF MA8879 M     | 2053-05-20      | 5.5000%  | 0.0000% | $915787.85         | $931869.60         | Agency Mortgage-Backed Securities  |
| GNII SF MA8948 M     | 2053-06-20      | 5.5000%  | 0.0000% | $4632068.02        | $4711126.10        | Agency Mortgage-Backed Securities  |
| GNII SF MA8150 M     | 2052-07-20      | 4.0000%  | 0.0000% | $5882907.35        | $5610224.14        | Agency Mortgage-Backed Securities  |
| GNII SF MA8200 M     | 2052-08-20      | 4.0000%  | 0.0000% | $5025034.89        | $4796457.22        | Agency Mortgage-Backed Securities  |
| GNII SF MA8201 M     | 2052-08-20      | 4.5000%  | 0.0000% | $1228714.52        | $1206491.99        | Agency Mortgage-Backed Securities  |
| GNII SF MA8267 M     | 2052-09-20      | 4.0000%  | 0.0000% | $2036721.07        | $1942730.92        | Agency Mortgage-Backed Securities  |
| GNII SF MA8269 M     | 2052-09-20      | 5.0000%  | 0.0000% | $1633179.50        | $1641630.84        | Agency Mortgage-Backed Securities  |
| GNII SF MA8571 M     | 2053-01-20      | 6.0000%  | 0.0000% | $2816641.45        | $2882610.95        | Agency Mortgage-Backed Securities  |
| GNII SF MA8801 M     | 2053-04-20      | 5.5000%  | 0.0000% | $1579375.59        | $1607737.32        | Agency Mortgage-Backed Securities  |
| GNII SF MA9779 M     | 2054-07-20      | 5.5000%  | 0.0000% | $3548431.14        | $3596017.58        | Agency Mortgage-Backed Securities  |
| GNII SF MA9017 M     | 2053-07-20      | 5.5000%  | 0.0000% | $1862263.36        | $1895705.06        | Agency Mortgage-Backed Securities  |
| GNII SF MA9105 M     | 2053-07-20      | 5.0000%  | 0.0000% | $16215347.67       | $16238305.01       | Agency Mortgage-Backed Securities  |
| GNII SF MA9243 M     | 2053-10-20      | 6.5000%  | 0.0000% | $2813512.38        | $2913775.02        | Agency Mortgage-Backed Securities  |
| GNII SF MA9423 M     | 2054-01-20      | 5.5000%  | 0.0000% | $11463.14          | $11633.83          | Agency Mortgage-Backed Securities  |
| GNII SF MA9486 M     | 2054-01-20      | 4.5000%  | 0.0000% | $273608.08         | $266985.40         | Agency Mortgage-Backed Securities  |
| GNII SF MA9488 M     | 2054-01-20      | 5.5000%  | 0.0000% | $3739290.55        | $3798672.57        | Agency Mortgage-Backed Securities  |
| GNII SF MA9605 M     | 2054-04-20      | 5.5000%  | 0.0000% | $13227.61          | $13416.77          | Agency Mortgage-Backed Securities  |
| GNII SF MA9607 M     | 2054-04-20      | 6.5000%  | 0.0000% | $4883089.00        | $5049436.86        | Agency Mortgage-Backed Securities  |
| GNII SP 785676 C     | 2051-10-20      | 3.5000%  | 0.0000% | $53792.61          | $49747.65          | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB8083 | 2036-01-01      | 1.5000%  | 0.0000% | $623.84            | $560.75            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6353 | 2045-12-01      | 4.0000%  | 0.0000% | $33.22             | $32.40             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7864 | 2046-09-01      | 3.5000%  | 0.0000% | $372843.45         | $351206.76         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8635 | 2054-06-01      | 5.5000%  | 0.0000% | $145841.21         | $148295.07         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9819 | 2055-01-01      | 6.0000%  | 0.0000% | $3560120.91        | $3730804.97        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9025 | 2054-08-01      | 6.5000%  | 0.0000% | $220488.69         | $232098.76         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9007 | 2054-08-01      | 6.0000%  | 0.0000% | $1932940.31        | $2014190.17        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9435 | 2054-11-01      | 5.0000%  | 0.0000% | $125.85            | $126.23            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0868 | 2055-03-01      | 6.0000%  | 0.0000% | $3475367.12        | $3591400.36        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0307 | 2055-01-01      | 5.0000%  | 0.0000% | $15890.76          | $15899.43          | Agency Mortgage-Backed Securities  |
| 4 3/4 BOND 41        | 2041-02-15      | 4.7500%  | 0.0000% | $458258.18         | $473436.38         | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  | 0.0000% | $25.45             | $21.51             | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42        | 2042-08-15      | 2.7500%  | 0.0000% | $152.73            | $119.50            | U.S. Treasuries (including strips) |
| 0 5/8 TRIB 43        | 2043-02-15      | 0.6250%  | 0.0000% | $2481156.81        | $1887299.99        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43        | 2043-05-15      | 2.8750%  | 0.0000% | $49636.36          | $39444.79          | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43        | 2043-08-15      | 3.6250%  | 0.0000% | $12.73             | $11.17             | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  | 0.0000% | $76.36             | $68.78             | U.S. Treasuries (including strips) |
| 3 BOND 47            | 2047-05-15      | 3.0000%  | 0.0000% | $12.73             | $9.84              | U.S. Treasuries (including strips) |
| 3 BOND 48            | 2048-02-15      | 3.0000%  | 0.0000% | $152.73            | $116.09            | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48        | 2048-05-15      | 3.1250%  | 0.0000% | $254545.45         | $199573.25         | U.S. Treasuries (including strips) |
| 3 BOND 48            | 2048-08-15      | 3.0000%  | 0.0000% | $112878.18         | $85414.02          | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  | 0.0000% | $127272.73         | $131828.71         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28     | 2028-04-15      | 3.7500%  | 0.0000% | $374309.09         | $382001.56         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  | 0.0000% | $50590.91          | $51758.33          | U.S. Treasuries (including strips) |
| 4 NOTE Z 30          | 2030-05-31      | 4.0000%  | 0.0000% | $734643.64         | $753505.86         | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  | 0.0000% | $142278.18         | $138277.71         | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  | 0.0000% | $485545.45         | $478334.62         | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 55        | 2055-02-15      | 2.3750%  | 0.0000% | $39.09             | $38.38             | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26      | 2026-08-15      | 1.5000%  | 0.0000% | $260336.36         | $255790.89         | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  | 0.0000% | $195236.36         | $190960.20         | U.S. Treasuries (including strips) |
| T 2 3/4 02/15/28     | 2028-02-15      | 2.7500%  | 0.0000% | $102810.91         | $101129.18         | U.S. Treasuries (including strips) |
| 3 BOND 49            | 2049-02-15      | 3.0000%  | 0.0000% | $7649.09           | $5765.98           | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  | 0.0000% | $12.73             | $9.44              | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  | 0.0000% | $11950.91          | $7943.44           | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  | 0.0000% | $127.27            | $63.16             | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  | 0.0000% | $12.73             | $6.44              | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  | 0.0000% | $517312.73         | $281421.10         | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 51        | 2051-02-15      | 0.1250%  | 0.0000% | $15.79             | $8.77              | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  | 0.0000% | $660418.18         | $466153.37         | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  | 0.0000% | $25.45             | $19.11             | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  | 0.0000% | $21623.64          | $14727.76          | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  | 0.0000% | $1422310.91        | $1213413.97        | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  | 0.0000% | $932603.64         | $799678.47         | U.S. Treasuries (including strips) |
| 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  | 0.0000% | $121061.82         | $102664.45         | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  | 0.0000% | $1182350.91        | $851212.26         | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46        | 2046-02-15      | 2.5000%  | 0.0000% | $427636.36         | $303353.69         | U.S. Treasuries (including strips) |
| 1 TRIB 46            | 2046-02-15      | 1.0000%  | 0.0000% | $593385.55         | $458471.03         | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  | 0.0000% | $1429310.91        | $1019274.48        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  | 0.0000% | $39696.36          | $26617.31          | U.S. Treasuries (including strips) |
| 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  | 0.0000% | $25.45             | $19.35             | U.S. Treasuries (including strips) |
| 3 BOND 47            | 2047-02-15      | 3.0000%  | 0.0000% | $178181.82         | $136846.31         | U.S. Treasuries (including strips) |
| BILL 12/26/25        | 2025-12-26      | 0.0000%  | 0.0000% | $643732.73         | $637804.59         | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  | 0.0000% | $114.55            | $117.98            | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BC 26     | 2026-05-31      | 4.8750%  | 0.0000% | $38.18             | $39.05             | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31      | 2031-05-31      | 4.6250%  | 0.0000% | $25365.45          | $26810.80          | U.S. Treasuries (including strips) |
| TRFR BK 10/31/26     | 2026-10-31      | 4.1035%  | 0.0000% | $12.73             | $12.82             | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  | 0.0000% | $175890.91         | $180876.62         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27     | 2027-11-15      | 4.1250%  | 0.0000% | $636363.64         | $652872.66         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  | 0.0000% | $144467.27         | $148610.31         | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  | 0.0000% | $25.45             | $26.41             | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  | 0.0000% | $127310.91         | $129506.89         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  | 0.0000% | $24436.36          | $25139.76          | U.S. Treasuries (including strips) |
| T 4 1/2 11/15/33     | 2033-11-15      | 4.5000%  | 0.0000% | $216.36            | $227.57            | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BA 26     | 2026-04-30      | 4.8750%  | 0.0000% | $518318.18         | $531871.34         | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  | 0.0000% | $1126452.73        | $1172254.58        | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29      | 2029-08-31      | 3.1250%  | 0.0000% | $151238.18         | $148585.43         | U.S. Treasuries (including strips) |
| 4  NOTE R 29         | 2029-10-31      | 4.0000%  | 0.0000% | $878143.64         | $902898.89         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  | 0.0000% | $78094.55          | $80277.35          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29      | 2029-11-30      | 3.8750%  | 0.0000% | $299103.64         | $304994.38         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  | 0.0000% | $127272.73         | $127682.63         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  | 0.0000% | $1065069.09        | $1039698.08        | U.S. Treasuries (including strips) |
| 1 1/4 TRIN X 28      | 2028-04-15      | 1.2500%  | 0.0000% | $41.12             | $41.50             | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28      | 2028-04-30      | 3.5000%  | 0.0000% | $101258.18         | $102453.29         | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  | 0.0000% | $38181.82          | $37199.07          | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  | 0.0000% | $140.00            | $141.74            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30      | 2030-06-30      | 3.7500%  | 0.0000% | $12727.27          | $12857.97          | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AQ 26     | 2026-07-15      | 4.5000%  | 0.0000% | $265745.45         | $269703.94         | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26      | 2026-05-31      | 0.7500%  | 0.0000% | $44660.00          | $43870.63          | U.S. Treasuries (including strips) |
| 0 5/8 NOTE AB 26     | 2026-07-31      | 0.6250%  | 0.0000% | $12.73             | $12.42             | U.S. Treasuries (including strips) |
| 1 NOTE N 28          | 2028-07-31      | 1.0000%  | 0.0000% | $129627.27         | $120758.51         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28      | 2028-09-30      | 1.2500%  | 0.0000% | $25.45             | $23.75             | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26     | 2026-10-31      | 1.1250%  | 0.0000% | $203623.64         | $198995.74         | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31      | 2031-11-15      | 1.3750%  | 0.0000% | $1272778.18        | $1109067.41        | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29      | 2029-01-31      | 1.7500%  | 0.0000% | $19090.91          | $18018.36          | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  | 0.0000% | $101092.73         | $90000.00          | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27      | 2027-02-28      | 1.8750%  | 0.0000% | $303774.55         | $296764.30         | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29      | 2029-03-31      | 2.3750%  | 0.0000% | $282023.64         | $270281.30         | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  | 0.0000% | $25.45             | $24.22             | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  | 0.0000% | $12.73             | $11.89             | U.S. Treasuries (including strips) |
| 3 1/8 NOTE AC 27     | 2027-08-31      | 3.1250%  | 0.0000% | $442756.36         | $439854.00         | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29      | 2029-02-15      | 2.6250%  | 0.0000% | $127.27            | $123.62            | U.S. Treasuries (including strips) |
| 2 1/2 NOTE H 26      | 2026-02-28      | 2.5000%  | 0.0000% | $763496.36         | $760643.81         | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29      | 2029-05-15      | 2.3750%  | 0.0000% | $127336.36         | $122963.92         | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 26      | 2026-05-15      | 1.6250%  | 0.0000% | $50.91             | $50.54             | U.S. Treasuries (including strips) |
| TII 0 3/8 01/15/27   | 2027-01-15      | 0.3750%  | 0.0000% | $566495.64         | $562460.30         | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27      | 2027-05-15      | 2.3750%  | 0.0000% | $12.73             | $12.59             | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29      | 2029-11-15      | 1.7500%  | 0.0000% | $101.82            | $95.15             | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27      | 2027-01-31      | 1.5000%  | 0.0000% | $636300.00         | $619945.44         | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27      | 2027-04-30      | 0.5000%  | 0.0000% | $890947.27         | $850174.68         | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30      | 2030-05-15      | 0.6250%  | 0.0000% | $1375920.00        | $1200026.17        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27      | 2027-08-31      | 0.5000%  | 0.0000% | $1272689.09        | $1200243.00        | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  | 0.0000% | $1425149.09        | $1241052.96        | U.S. Treasuries (including strips) |

### Security 329: Fixed Income Clearing Corp. - Standard Chartered Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - Standard Chartered Bank 4.210000%
- **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_4.21_1001
- **C.18 - Value (incl. sponsor support):** $3500000000.00
- **C.18.a - Value (excl. sponsor support):** $3500000000.00
- **C.19 - Percentage of Net Assets:** 2.5400%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 1/8 BOND 41    | 2041-11-15      | 3.1250%  | 0.0000% | $4050000.00        | $3423111.64        | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-08-15      | 2.7500%  | 0.0000% | $84036600.00       | $65753051.07       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  | 0.0000% | $4348600.00        | $3416488.46        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  | 0.0000% | $14970100.00       | $11896367.96       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43    | 2043-08-15      | 3.6250%  | 0.0000% | $8720000.00        | $7656476.10        | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  | 0.0000% | $25640600.00       | $23092757.68       | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  | 0.0000% | $100.00            | $90.06             | U.S. Treasuries (including strips) |
| 3 BOND 47        | 2047-05-15      | 3.0000%  | 0.0000% | $15659300.00       | $12111669.93       | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-02-15      | 3.0000%  | 0.0000% | $27960000.00       | $21252172.32       | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-08-15      | 3.0000%  | 0.0000% | $2919000.00        | $2208783.95        | U.S. Treasuries (including strips) |
| TRFR AX 01/31/27 | 2027-01-31      | 3.9965%  | 0.0000% | $49581500.00       | $49866488.41       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32  | 2032-01-31      | 4.3750%  | 0.0000% | $7038300.00        | $7290250.29        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  | 0.0000% | $74950000.00       | $78414957.24       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27 | 2027-02-28      | 4.1250%  | 0.0000% | $14438900.00       | $14577896.19       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32  | 2032-02-29      | 4.1250%  | 0.0000% | $52160500.00       | $53086166.73       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  | 0.0000% | $19999500.00       | $20159809.25       | U.S. Treasuries (including strips) |
| T 4 04/30/32     | 2032-04-30      | 4.0000%  | 0.0000% | $100000000.00      | $102332443.50      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  | 0.0000% | $84167400.00       | $86368924.60       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  | 0.0000% | $45744800.00       | $46545173.89       | U.S. Treasuries (including strips) |
| 4 NOTE Z 30      | 2030-05-31      | 4.0000%  | 0.0000% | $23550300.00       | $24154961.79       | U.S. Treasuries (including strips) |
| 4 NOTE N 32      | 2032-07-31      | 4.0000%  | 0.0000% | $7122500.00        | $7210644.04        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE E 35  | 2035-08-15      | 4.2500%  | 0.0000% | $9800.00           | $9942.38           | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27 | 2027-08-31      | 3.6250%  | 0.0000% | $34895200.00       | $35004078.05       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30 | 2030-08-31      | 3.6250%  | 0.0000% | $21137000.00       | $21107432.38       | U.S. Treasuries (including strips) |
| 4 BOND 52        | 2052-11-15      | 4.0000%  | 0.0000% | $16698700.00       | $15057134.30       | U.S. Treasuries (including strips) |
| 4 BOND 42        | 2042-11-15      | 4.0000%  | 0.0000% | $5764200.00        | $5421846.87        | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53    | 2053-05-15      | 3.6250%  | 0.0000% | $4403800.00        | $3705431.08        | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-05-15      | 3.8750%  | 0.0000% | $13090400.00       | $12066092.56       | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  | 0.0000% | $24483800.00       | $22314149.70       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  | 0.0000% | $124460800.00      | $115826518.70      | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  | 0.0000% | $18397000.00       | $18123786.15       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  | 0.0000% | $12306300.00       | $11456076.19       | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  | 0.0000% | $71771800.00       | $67085334.72       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  | 0.0000% | $7174900.00        | $7046440.59        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  | 0.0000% | $86517000.00       | $87315357.25       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  | 0.0000% | $100.00            | $99.11             | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  | 0.0000% | $219700.00         | $222713.08         | U.S. Treasuries (including strips) |
| 5 BOND 45        | 2045-05-15      | 5.0000%  | 0.0000% | $69753500.00       | $73850960.10       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  | 0.0000% | $15265500.00       | $14931147.39       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27  | 2027-11-15      | 2.2500%  | 0.0000% | $19894000.00       | $19508484.12       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  | 0.0000% | $15667000.00       | $15410727.05       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  | 0.0000% | $412400.00         | $409174.72         | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  | 0.0000% | $10646200.00       | $10466297.85       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49    | 2049-05-15      | 2.8750%  | 0.0000% | $17317900.00       | $12846197.42       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49    | 2049-05-15      | 2.8750%  | 0.0000% | $22160700.00       | $16438524.71       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  | 0.0000% | $28589200.00       | $18366116.62       | U.S. Treasuries (including strips) |
| 2 BOND 50        | 2050-02-15      | 2.0000%  | 0.0000% | $32238700.00       | $19393512.37       | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50    | 2050-05-15      | 1.2500%  | 0.0000% | $35317000.00       | $17525584.47       | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50    | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $49.62             | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  | 0.0000% | $24364000.00       | $12322038.18       | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  | 0.0000% | $13486900.00       | $6820969.33        | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40    | 2040-05-15      | 1.1250%  | 0.0000% | $5066700.00        | $3251887.86        | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  | 0.0000% | $25746600.00       | $14006298.44       | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  | 0.0000% | $3493300.00        | $1900375.29        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51    | 2051-05-15      | 2.3750%  | 0.0000% | $391446100.00      | $256095097.00      | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  | 0.0000% | $31436900.00       | $23597527.40       | U.S. Treasuries (including strips) |
| 2 BOND 51        | 2051-08-15      | 2.0000%  | 0.0000% | $14249200.00       | $8407384.23        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  | 0.0000% | $8336300.00        | $4787105.69        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  | 0.0000% | $102241000.00      | $58711715.33       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  | 0.0000% | $22909400.00       | $14307848.13       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  | 0.0000% | $29637900.00       | $22075812.04       | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  | 0.0000% | $4999800.00        | $4265471.87        | U.S. Treasuries (including strips) |
| 3 BOND 52        | 2052-08-15      | 3.0000%  | 0.0000% | $23889000.00       | $17603827.99       | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  | 0.0000% | $28897600.00       | $24778788.95       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44    | 2044-02-15      | 3.6250%  | 0.0000% | $12869900.00       | $11240535.27       | U.S. Treasuries (including strips) |
| 3 3/8 BOND 44    | 2044-05-15      | 3.3750%  | 0.0000% | $10766500.00       | $9130349.99        | U.S. Treasuries (including strips) |
| 3 BOND 44        | 2044-11-15      | 3.0000%  | 0.0000% | $7148100.00        | $5680759.48        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  | 0.0000% | $6289900.00        | $4528300.29        | U.S. Treasuries (including strips) |
| 3 BOND 45        | 2045-05-15      | 3.0000%  | 0.0000% | $4580000.00        | $3618603.04        | U.S. Treasuries (including strips) |
| 3 BOND 45        | 2045-11-15      | 3.0000%  | 0.0000% | $19962800.00       | $15689842.51       | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  | 0.0000% | $45988100.00       | $32622716.46       | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-05-15      | 2.5000%  | 0.0000% | $5760200.00        | $4107731.10        | U.S. Treasuries (including strips) |
| BILL 11/28/25    | 2025-11-28      | 0.0000%  | 0.0000% | $100.00            | $99.36             | U.S. Treasuries (including strips) |
| BILL 01/22/26    | 2026-01-22      | 0.0000%  | 0.0000% | $25063600.00       | $24765443.41       | U.S. Treasuries (including strips) |
| BILL 12/18/25    | 2025-12-18      | 0.0000%  | 0.0000% | $16088600.00       | $15953954.51       | U.S. Treasuries (including strips) |
| BILL 10/07/25    | 2025-10-07      | 0.0000%  | 0.0000% | $6802600.00        | $6798028.65        | U.S. Treasuries (including strips) |
| BILL 11/25/25    | 2025-11-25      | 0.0000%  | 0.0000% | $500000000.00      | $496950500.00      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  | 0.0000% | $15107400.00       | $15560742.86       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  | 0.0000% | $541700.00         | $559649.77         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  | 0.0000% | $10901100.00       | $10799608.03       | U.S. Treasuries (including strips) |
| T 3 3/4 08/15/27 | 2027-08-15      | 3.7500%  | 0.0000% | $23296600.00       | $23457661.04       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31  | 2031-09-30      | 3.6250%  | 0.0000% | $61991200.00       | $61303965.56       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  | 0.0000% | $49998500.00       | $51432356.98       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE R 30  | 2030-10-31      | 4.8750%  | 0.0000% | $11364400.00       | $12183458.92       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30  | 2030-12-31      | 3.7500%  | 0.0000% | $9816700.00        | $9904186.43        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AW 26 | 2026-01-31      | 4.2500%  | 0.0000% | $50000000.00       | $50392891.85       | U.S. Treasuries (including strips) |
| 4 NOTE U 29      | 2029-01-31      | 4.0000%  | 0.0000% | $43400.00          | $44172.58          | U.S. Treasuries (including strips) |
| 4 NOTE B 34      | 2034-02-15      | 4.0000%  | 0.0000% | $32399500.00       | $32513416.64       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AK 27 | 2027-02-15      | 4.1250%  | 0.0000% | $23840000.00       | $24102102.92       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  | 0.0000% | $87300.00          | $89291.76          | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BA 26 | 2026-04-30      | 4.8750%  | 0.0000% | $9657800.00        | $9910335.46        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31  | 2031-04-30      | 4.6250%  | 0.0000% | $3999200.00        | $4242327.12        | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  | 0.0000% | $9550000.00        | $9382490.89        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27 | 2027-10-31      | 4.1250%  | 0.0000% | $4712800.00        | $4841643.88        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28  | 2028-01-31      | 3.5000%  | 0.0000% | $18379800.00       | $18438994.54       | U.S. Treasuries (including strips) |
| 4 NOTE V 28      | 2028-02-29      | 4.0000%  | 0.0000% | $25000000.00       | $25305122.93       | U.S. Treasuries (including strips) |
| 4 NOTE H 30      | 2030-02-28      | 4.0000%  | 0.0000% | $73710300.00       | $74852434.98       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28  | 2028-03-31      | 3.6250%  | 0.0000% | $59599700.00       | $59619606.30       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28  | 2028-05-31      | 3.6250%  | 0.0000% | $42800000.00       | $43331633.05       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  | 0.0000% | $9685500.00        | $9818549.71        | U.S. Treasuries (including strips) |
| 4  NOTE AA 28    | 2028-06-30      | 4.0000%  | 0.0000% | $56606000.00       | $57736308.61       | U.S. Treasuries (including strips) |
| 0 3/8 NOTE U 26  | 2026-01-31      | 0.3750%  | 0.0000% | $30772900.00       | $30425861.79       | U.S. Treasuries (including strips) |
| T 0 3/4 01/31/28 | 2028-01-31      | 0.7500%  | 0.0000% | $5342900.00        | $5009894.18        | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  | 0.0000% | $38930800.00       | $34097005.88       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28  | 2028-04-30      | 1.2500%  | 0.0000% | $31400.00          | $29744.62          | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  | 0.0000% | $50439200.00       | $45243546.28       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  | 0.0000% | $2807400.00        | $2651035.31        | U.S. Treasuries (including strips) |
| 1 NOTE N 28      | 2028-07-31      | 1.0000%  | 0.0000% | $33641300.00       | $31339650.02       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  | 0.0000% | $18360000.00       | $15920515.98       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  | 0.0000% | $21529000.00       | $20069986.56       | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AD 26 | 2026-09-30      | 0.8750%  | 0.0000% | $14999700.00       | $14583863.32       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28  | 2028-10-31      | 1.3750%  | 0.0000% | $17859800.00       | $16795011.44       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26 | 2026-10-31      | 1.1250%  | 0.0000% | $4989000.00        | $4875611.55        | U.S. Treasuries (including strips) |
| 1 1/2 NOTE S 28  | 2028-11-30      | 1.5000%  | 0.0000% | $17524200.00       | $16500699.10       | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  | 0.0000% | $13715000.00       | $12944475.05       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  | 0.0000% | $25177300.00       | $22414638.93       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  | 0.0000% | $20896900.00       | $18603919.73       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  | 0.0000% | $19957200.00       | $19496645.04       | U.S. Treasuries (including strips) |
| 2 1/2 NOTE W 27  | 2027-03-31      | 2.5000%  | 0.0000% | $65474500.00       | $64374593.87       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27  | 2027-04-30      | 2.7500%  | 0.0000% | $16655700.00       | $16616632.79       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27 | 2027-07-31      | 2.7500%  | 0.0000% | $8371300.00        | $8278993.22        | U.S. Treasuries (including strips) |
| 3 1/8 NOTE AC 27 | 2027-08-31      | 3.1250%  | 0.0000% | $37442700.00       | $37197254.83       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  | 0.0000% | $42000.00          | $40795.53          | U.S. Treasuries (including strips) |
| 2 3/8 NOTE K 26  | 2026-04-30      | 2.3750%  | 0.0000% | $8034300.00        | $8046707.54        | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  | 0.0000% | $5000000.00        | $4828311.25        | U.S. Treasuries (including strips) |
| 2 NOTE F 26      | 2026-11-15      | 2.0000%  | 0.0000% | $19647600.00       | $19425582.12       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27  | 2027-05-15      | 2.3750%  | 0.0000% | $78600.00          | $77728.97          | U.S. Treasuries (including strips) |
| 1 7/8 NOTE N 26  | 2026-07-31      | 1.8750%  | 0.0000% | $17998000.00       | $17777128.83       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29  | 2029-08-15      | 1.6250%  | 0.0000% | $17199600.00       | $15997128.67       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE R 26  | 2026-10-31      | 1.6250%  | 0.0000% | $14998700.00       | $14769461.58       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  | 0.0000% | $65200.00          | $59602.38          | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 27  | 2027-02-28      | 1.1250%  | 0.0000% | $4962900.00        | $4794158.03        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  | 0.0000% | $100.00            | $87.22             | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27  | 2027-06-30      | 0.5000%  | 0.0000% | $18495800.00       | $17544893.93       | U.S. Treasuries (including strips) |
| 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  | 0.0000% | $12031800.00       | $11351144.27       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE R 27  | 2027-10-31      | 0.5000%  | 0.0000% | $9138800.00        | $8592553.86        | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  | 0.0000% | $15373400.00       | $13387514.15       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  | 0.0000% | $285600.00         | $267762.99         | U.S. Treasuries (including strips) |

### Security 330: Fixed Income Clearing Corp. - Wells Fargo Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank 4.210000%
- **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_4.21_1001
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 NOTE W 30      | 2030-03-31      | 4.0000%  | 0.0000% | $809389000.00      | $819126759.10      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  | 0.0000% | $370176600.00      | $374363297.40      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  | 0.0000% | $247130000.00      | $255438050.00      | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  | 0.0000% | $100000000.00      | $99222300.00       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE AC 27 | 2027-08-31      | 3.1250%  | 0.0000% | $250000000.00      | $248361194.80      | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27  | 2027-05-15      | 2.3750%  | 0.0000% | $20443900.00       | $20217345.81       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26  | 2026-11-30      | 1.6250%  | 0.0000% | $10230000.00       | $10045222.33       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 27  | 2027-02-28      | 1.1250%  | 0.0000% | $150000000.00      | $144899898.00      | U.S. Treasuries (including strips) |
| 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  | 0.0000% | $27950000.00       | $26588071.04       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27  | 2027-06-30      | 0.5000%  | 0.0000% | $44000000.00       | $41737872.00       | U.S. Treasuries (including strips) |

### Security 331: Fixed Income Clearing Corp. - BNP Paribas

- **C.1 - Title:** Fixed Income Clearing Corp. - BNP Paribas 4.210000%
- **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_4.21_1001
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 3/4 BOND 41    | 2041-08-15      | 3.7500%  | 0.0000% | $4994400.00        | $4566312.50        | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47    | 2047-08-15      | 2.7500%  | 0.0000% | $24103500.00       | $17581201.37       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48    | 2048-05-15      | 3.1250%  | 0.0000% | $12886000.00       | $10103110.45       | U.S. Treasuries (including strips) |
| T 4 1/8 02/28/27 | 2027-02-28      | 4.1250%  | 0.0000% | $4000.00           | $4038.51           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27 | 2027-03-31      | 3.8750%  | 0.0000% | $199000.00         | $199624.46         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  | 0.0000% | $2300.00           | $2347.27           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  | 0.0000% | $5400000.00        | $5524608.96        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  | 0.0000% | $5342900.00        | $5439470.52        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE E 35  | 2035-08-15      | 4.2500%  | 0.0000% | $21500.00          | $21812.36          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE P 32  | 2032-08-31      | 3.8750%  | 0.0000% | $800.00            | $801.03            | U.S. Treasuries (including strips) |
| 4 BOND 42        | 2042-11-15      | 4.0000%  | 0.0000% | $14042300.00       | $13208285.68       | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-02-15      | 3.8750%  | 0.0000% | $30693000.00       | $28044892.37       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  | 0.0000% | $684300.00         | $704513.88         | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  | 0.0000% | $99999800.00       | $66467092.07       | U.S. Treasuries (including strips) |
| 3 BOND 52        | 2052-08-15      | 3.0000%  | 0.0000% | $347669500.00      | $256198002.20      | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44    | 2044-02-15      | 3.6250%  | 0.0000% | $39748400.00       | $34716143.25       | U.S. Treasuries (including strips) |
| 3 BOND 45        | 2045-05-15      | 3.0000%  | 0.0000% | $100.00            | $79.01             | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-05-15      | 2.5000%  | 0.0000% | $5599000.00        | $3992775.68        | U.S. Treasuries (including strips) |
| BILL 11/12/25    | 2025-11-12      | 0.0000%  | 0.0000% | $23323000.00       | $23214501.40       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  | 0.0000% | $2871900.00        | $2937378.27        | U.S. Treasuries (including strips) |
| TRFR BK 10/31/26 | 2026-10-31      | 4.1035%  | 0.0000% | $1000.00           | $1007.34           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27 | 2027-11-15      | 4.1250%  | 0.0000% | $9964000.00        | $10222493.56       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28 | 2028-09-30      | 4.6250%  | 0.0000% | $110770100.00      | $113902456.90      | U.S. Treasuries (including strips) |
| 4 NOTE U 29      | 2029-01-31      | 4.0000%  | 0.0000% | $1303500.00        | $1326704.17        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  | 0.0000% | $4000000.00        | $4072782.67        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  | 0.0000% | $204000000.00      | $203552960.50      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  | 0.0000% | $100000000.00      | $101180263.00      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28  | 2028-05-31      | 3.6250%  | 0.0000% | $1000.00           | $1012.42           | U.S. Treasuries (including strips) |
| 1 NOTE N 28      | 2028-07-31      | 1.0000%  | 0.0000% | $53610000.00       | $49942143.67       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  | 0.0000% | $49168100.00       | $42635159.14       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27  | 2027-05-15      | 2.3750%  | 0.0000% | $77000.00          | $76146.71          | U.S. Treasuries (including strips) |
| T 0 5/8 08/15/30 | 2030-08-15      | 0.6250%  | 0.0000% | $23346100.00       | $20159783.42       | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  | 0.0000% | $100.00            | $87.08             | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $93.75             | U.S. Treasuries (including strips) |

### Security 332: Fixed Income Clearing Corp. - Mizuho Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - Mizuho Bank 4.210000%
- **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_4.21_1001
- **C.18 - Value (incl. sponsor support):** $2950000000.00
- **C.18.a - Value (excl. sponsor support):** $2950000000.00
- **C.19 - Percentage of Net Assets:** 2.1400%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 03.500 CLZA1334 | 2042-07-01      | 3.5000%  | 0.0000% | $472831.82         | $450622.64         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA1383 | 2045-02-01      | 4.0000%  | 0.0000% | $138.37            | $133.86            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZA3208 | 2046-04-01      | 3.5000%  | 0.0000% | $269658.25         | $250075.24         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZA3211 | 2046-05-01      | 3.5000%  | 0.0000% | $103601.27         | $96455.62          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZA3213 | 2046-07-01      | 3.5000%  | 0.0000% | $367231.33         | $340564.99         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3PZA3222 | 2046-12-01      | 3.0000%  | 0.0000% | $239273.23         | $212107.26         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA5433 | 2048-06-01      | 3.5000%  | 0.0000% | $134655.40         | $125995.64         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZA5441 | 2048-05-01      | 5.0000%  | 0.0000% | $305916.45         | $310938.61         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA5498 | 2048-06-01      | 4.0000%  | 0.0000% | $7979310.45        | $7720295.83        | Agency Mortgage-Backed Securities  |
| FEPC 08.000 CLZS0712 | 2032-04-01      | 8.0000%  | 0.0000% | $6830.97           | $7231.33           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZS2140 | 2038-05-01      | 6.5000%  | 0.0000% | $193763.44         | $204487.11         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2254 | 2038-08-01      | 5.5000%  | 0.0000% | $22449.40          | $23362.93          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2516 | 2039-01-01      | 5.5000%  | 0.0000% | $38955.45          | $40572.44          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZS3549 | 2041-07-01      | 4.5000%  | 0.0000% | $4181316.41        | $4185184.13        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2876 | 2038-11-01      | 5.5000%  | 0.0000% | $33058.20          | $34470.86          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4079 | 2045-02-01      | 4.0000%  | 0.0000% | $12752.46          | $12453.70          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4599 | 2045-01-01      | 3.5000%  | 0.0000% | $91.67             | $86.71             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4634 | 2045-10-01      | 4.0000%  | 0.0000% | $45698.86          | $44179.89          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0429 | 2047-11-01      | 4.0000%  | 0.0000% | $5194071.70        | $4997279.86        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0843 | 2037-04-01      | 2.5000%  | 0.0000% | $2702551.12        | $2550610.70        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0861 | 2037-02-01      | 2.5000%  | 0.0000% | $1205051.13        | $1137295.79        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0646 | 2037-03-01      | 2.5000%  | 0.0000% | $13869.73          | $13063.35          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0651 | 2037-04-01      | 3.0000%  | 0.0000% | $501205.54         | $482062.83         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8132 | 2036-12-01      | 2.0000%  | 0.0000% | $629.63            | $579.36            | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB8122 | 2036-10-01      | 1.5000%  | 0.0000% | $622724.00         | $557847.57         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAQ4078 | 2043-06-01      | 4.0000%  | 0.0000% | $16036.59          | $15730.17          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS4347 | 2045-01-01      | 4.0000%  | 0.0000% | $44157.16          | $42833.64          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT8394 | 2043-06-01      | 4.0000%  | 0.0000% | $37074.01          | $36227.95          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT9653 | 2043-07-01      | 4.0000%  | 0.0000% | $37214.62          | $36395.98          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAU7523 | 2043-09-01      | 4.0000%  | 0.0000% | $881585.51         | $864739.49         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB4928 | 2052-10-01      | 6.0000%  | 0.0000% | $31759693.39       | $32754195.25       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5131 | 2052-11-01      | 5.0000%  | 0.0000% | $847.21            | $849.66            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7240 | 2053-10-01      | 6.0000%  | 0.0000% | $4402593.66        | $4542302.63        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7491 | 2053-10-01      | 7.0000%  | 0.0000% | $1717742.35        | $1866934.95        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7009 | 2055-06-01      | 6.5000%  | 0.0000% | $1579.29           | $1658.11           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY7044 | 2055-06-01      | 6.0000%  | 0.0000% | $2899901.58        | $2977614.11        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7720 | 2055-07-01      | 6.5000%  | 0.0000% | $6365142.19        | $6671987.31        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY7746 | 2055-07-01      | 5.5000%  | 0.0000% | $997.11            | $1018.86           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY7872 | 2055-07-01      | 5.0000%  | 0.0000% | $1995.73           | $2000.05           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY9258 | 2055-08-01      | 5.5000%  | 0.0000% | $1003.60           | $1025.16           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9918 | 2055-08-01      | 6.0000%  | 0.0000% | $28814665.46       | $29710436.56       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0888 | 2055-08-01      | 6.0000%  | 0.0000% | $2165568.33        | $2223604.12        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0007 | 2055-08-01      | 6.0000%  | 0.0000% | $3715946.32        | $3840004.43        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0143 | 2055-08-01      | 6.0000%  | 0.0000% | $8288902.79        | $8528429.97        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ0403 | 2055-08-01      | 5.5000%  | 0.0000% | $5163949.09        | $5270535.87        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0433 | 2055-08-01      | 6.0000%  | 0.0000% | $5284350.75        | $5426284.88        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ1178 | 2055-08-01      | 6.0000%  | 0.0000% | $23057271.32       | $23810698.40       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ1360 | 2055-08-01      | 6.5000%  | 0.0000% | $5993261.25        | $6255095.51        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ2195 | 2055-08-01      | 6.5000%  | 0.0000% | $24335327.38       | $25446189.11       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ3532 | 2055-09-01      | 6.5000%  | 0.0000% | $13930624.00       | $14567575.47       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ4720 | 2055-10-01      | 6.5000%  | 0.0000% | $1008.00           | $1062.32           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ4721 | 2055-10-01      | 5.5000%  | 0.0000% | $176540.00         | $180506.25         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA4703 | 2051-02-01      | 2.0000%  | 0.0000% | $67879.83          | $55693.44          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7310 | 2052-05-01      | 3.5000%  | 0.0000% | $18482130.32       | $17068754.57       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7559 | 2052-06-01      | 4.0000%  | 0.0000% | $5240.21           | $5000.31           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA7615 | 2052-10-01      | 5.5000%  | 0.0000% | $6337.65           | $6461.58           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8767 | 2053-03-01      | 5.0000%  | 0.0000% | $423174.99         | $425550.18         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 3PRE6158 | 2055-02-01      | 6.5000%  | 0.0000% | $2354213.11        | $2407880.01        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI5952 | 2054-05-01      | 6.0000%  | 0.0000% | $2728246.78        | $2830535.12        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI7436 | 2054-06-01      | 6.5000%  | 0.0000% | $3456260.38        | $3619292.57        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI8330 | 2054-05-01      | 5.5000%  | 0.0000% | $4197189.83        | $4263595.91        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIQO1276 | 2038-04-01      | 3.0000%  | 0.0000% | $296766.55         | $284767.29         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO4226 | 2040-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.18           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBV5828 | 2055-07-01      | 6.5000%  | 0.0000% | $5072724.77        | $5323566.50        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV8459 | 2052-04-01      | 3.0000%  | 0.0000% | $1197931.48        | $1059368.74        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX9742 | 2053-04-01      | 4.5000%  | 0.0000% | $656723.11         | $642224.63         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0517 | 2053-04-01      | 5.0000%  | 0.0000% | $2230452.99        | $2242726.68        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY3521 | 2053-06-01      | 5.5000%  | 0.0000% | $3013266.38        | $3062082.97        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0866 | 2047-12-01      | 4.0000%  | 0.0000% | $254441.88         | $245758.34         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0868 | 2047-12-01      | 4.0000%  | 0.0000% | $3463872.20        | $3371900.24        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA1184 | 2048-02-01      | 3.5000%  | 0.0000% | $222.77            | $208.01            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA4604 | 2037-05-01      | 3.0000%  | 0.0000% | $296245.50         | $284193.24         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4737 | 2052-08-01      | 5.0000%  | 0.0000% | $92201.93          | $92320.66          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5106 | 2053-08-01      | 5.0000%  | 0.0000% | $29992.40          | $29998.57          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  | 0.0000% | $2756519.84        | $2797361.97        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5583 | 2055-01-01      | 4.0000%  | 0.0000% | $1094123.65        | $1036564.23        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5736 | 2055-06-01      | 6.0000%  | 0.0000% | $963.24            | $988.57            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA8386 | 2035-12-01      | 2.5000%  | 0.0000% | $6971253.32        | $6605150.21        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB3035 | 2052-03-01      | 2.0000%  | 0.0000% | $1864582.74        | $1532140.90        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX1134 | 2054-12-01      | 5.0000%  | 0.0000% | $4193002.50        | $4226939.73        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX2632 | 2054-12-01      | 6.5000%  | 0.0000% | $2968704.29        | $3091727.72        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX7225 | 2055-02-01      | 6.5000%  | 0.0000% | $3655596.43        | $3827698.66        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX7351 | 2055-03-01      | 5.5000%  | 0.0000% | $3444212.25        | $3511741.39        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY0257 | 2055-04-01      | 6.5000%  | 0.0000% | $3130906.02        | $3284308.24        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY0482 | 2055-04-01      | 6.5000%  | 0.0000% | $3010006.20        | $3151792.87        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY0595 | 2055-04-01      | 6.5000%  | 0.0000% | $3743476.29        | $3927202.78        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY0599 | 2055-04-01      | 5.5000%  | 0.0000% | $3699559.72        | $3765240.06        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY2771 | 2055-05-01      | 5.5000%  | 0.0000% | $1899389.05        | $1945199.57        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4013 | 2055-05-01      | 5.5000%  | 0.0000% | $2149389.60        | $2209130.93        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5294 | 2055-06-01      | 6.5000%  | 0.0000% | $52101.54          | $54870.07          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY6194 | 2055-06-01      | 5.0000%  | 0.0000% | $1539706.12        | $1537473.20        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY5467 | 2055-05-01      | 5.0000%  | 0.0000% | $1020728.73        | $1025024.75        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5999 | 2055-06-01      | 6.5000%  | 0.0000% | $1575519.95        | $1672258.62        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6010 | 2055-06-01      | 6.5000%  | 0.0000% | $1181.98           | $1243.26           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7151 | 2055-06-01      | 6.5000%  | 0.0000% | $3621.07           | $3804.14           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6516 | 2055-06-01      | 6.0000%  | 0.0000% | $409263.64         | $422860.33         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6522 | 2055-06-01      | 6.0000%  | 0.0000% | $915987.00         | $942512.46         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6843 | 2055-06-01      | 6.5000%  | 0.0000% | $1475.45           | $1550.99           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM7684 | 2048-08-01      | 4.0000%  | 0.0000% | $6201989.97        | $5951927.11        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZM8127 | 2048-08-01      | 5.0000%  | 0.0000% | $279212.47         | $283796.79         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZM9304 | 2042-07-01      | 3.5000%  | 0.0000% | $6150.18           | $5741.55           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0638 | 2043-02-01      | 3.5000%  | 0.0000% | $18744.05          | $17776.84          | Agency Mortgage-Backed Securities  |
| 03.000 FGPC T65095 G | 2042-09-01      | 3.0000%  | 0.0000% | $124347.31         | $112837.31         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL555424 | 2033-05-01      | 5.5000%  | 0.0000% | $59.59             | $61.30             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI7780 | 2041-07-01      | 4.5000%  | 0.0000% | $4536820.53        | $4561573.42        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0384 | 2055-01-01      | 5.0000%  | 0.0000% | $3415238.24        | $3444840.76        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA0752 | 2053-11-01      | 4.0000%  | 0.0000% | $30710306.79       | $29522316.10       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA1770 | 2050-07-01      | 3.0000%  | 0.0000% | $53269504.14       | $48339447.06       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1775 | 2055-05-01      | 5.0000%  | 0.0000% | $32586704.10       | $32851072.79       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1781 | 2055-05-01      | 5.5000%  | 0.0000% | $12041125.63       | $12415334.39       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1795 | 2055-04-01      | 5.5000%  | 0.0000% | $3417589.14        | $3502036.25        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA1620 | 2051-05-01      | 2.5000%  | 0.0000% | $58793571.72       | $50162668.86       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2593 | 2054-08-01      | 5.0000%  | 0.0000% | $1222.24           | $1225.70           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2594 | 2049-08-01      | 5.0000%  | 0.0000% | $986.00            | $1003.28           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2642 | 2055-07-01      | 6.5000%  | 0.0000% | $23300639.09       | $24483708.32       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2647 | 2055-08-01      | 5.5000%  | 0.0000% | $38678881.23       | $39565732.13       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2649 | 2055-08-01      | 5.5000%  | 0.0000% | $37940584.02       | $38684506.15       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2653 | 2055-09-01      | 6.0000%  | 0.0000% | $29843743.37       | $31254825.18       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2654 | 2055-09-01      | 6.0000%  | 0.0000% | $37638417.00       | $39336863.10       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2658 | 2055-08-01      | 6.0000%  | 0.0000% | $70946040.82       | $73731618.85       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2673 | 2055-08-01      | 5.5000%  | 0.0000% | $23429504.80       | $24095173.49       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2678 | 2055-08-01      | 6.0000%  | 0.0000% | $4259792.48        | $4416528.70        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2684 | 2055-09-01      | 6.5000%  | 0.0000% | $25880101.61       | $27094502.37       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA2693 | 2052-02-01      | 2.5000%  | 0.0000% | $15259426.85       | $13032708.55       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2051 | 2055-07-01      | 6.0000%  | 0.0000% | $67087823.03       | $69721780.39       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2060 | 2055-06-01      | 6.5000%  | 0.0000% | $7933888.53        | $8327330.94        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2070 | 2055-06-01      | 6.5000%  | 0.0000% | $26619263.81       | $28754850.44       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA2336 | 2055-02-01      | 4.5000%  | 0.0000% | $983.42            | $969.95            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA2339 | 2055-07-01      | 4.5000%  | 0.0000% | $1005.31           | $980.81            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2340 | 2055-07-01      | 5.0000%  | 0.0000% | $992.48            | $998.67            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2341 | 2055-07-01      | 5.0000%  | 0.0000% | $1015.67           | $1021.50           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2343 | 2055-07-01      | 5.0000%  | 0.0000% | $1011.83           | $1015.01           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA2330 | 2052-03-01      | 2.0000%  | 0.0000% | $1010.45           | $834.04            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA2331 | 2053-12-01      | 2.0000%  | 0.0000% | $407140.79         | $330696.08         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2344 | 2055-07-01      | 5.5000%  | 0.0000% | $997.79            | $1029.22           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2346 | 2055-07-01      | 5.5000%  | 0.0000% | $1016.05           | $1040.52           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSL0488 | 2052-07-01      | 3.0000%  | 0.0000% | $33971295.38       | $30310095.65       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSL1323 | 2052-08-01      | 2.0000%  | 0.0000% | $29124674.53       | $23765329.91       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL1325 | 2052-07-01      | 3.5000%  | 0.0000% | $35440280.47       | $33114031.63       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1329 | 2055-05-01      | 5.0000%  | 0.0000% | $36759129.94       | $37177220.12       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1333 | 2055-01-01      | 5.0000%  | 0.0000% | $19373166.53       | $19479055.95       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSL1640 | 2052-09-01      | 4.0000%  | 0.0000% | $18264019.39       | $17476551.98       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL1926 | 2049-01-01      | 3.5000%  | 0.0000% | $20916999.45       | $19595472.71       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL1927 | 2048-11-01      | 3.5000%  | 0.0000% | $35895250.85       | $34073726.39       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1931 | 2055-08-01      | 5.5000%  | 0.0000% | $980.92            | $1011.50           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1932 | 2055-06-01      | 5.5000%  | 0.0000% | $34238413.67       | $35211180.28       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1935 | 2055-07-01      | 5.5000%  | 0.0000% | $24979588.34       | $25423064.86       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1942 | 2055-07-01      | 6.0000%  | 0.0000% | $28946487.17       | $29841869.55       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1943 | 2055-07-01      | 6.0000%  | 0.0000% | $43291465.26       | $44743042.51       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1945 | 2055-04-01      | 6.0000%  | 0.0000% | $14511445.33       | $14946053.44       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1988 | 2055-08-01      | 6.0000%  | 0.0000% | $1860223.94        | $1923792.14        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2259 | 2055-08-01      | 6.0000%  | 0.0000% | $69000839.46       | $70980220.52       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSL2311 | 2052-05-01      | 2.5000%  | 0.0000% | $13936789.51       | $11902950.46       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2281 | 2055-08-01      | 6.0000%  | 0.0000% | $76938427.97       | $80172714.29       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2283 | 2055-08-01      | 6.0000%  | 0.0000% | $22716236.15       | $23608151.29       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2284 | 2055-08-01      | 6.0000%  | 0.0000% | $33083279.25       | $34331191.56       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2285 | 2055-08-01      | 6.0000%  | 0.0000% | $11602221.49       | $11914580.36       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2286 | 2055-08-01      | 6.0000%  | 0.0000% | $12657963.35       | $13110894.81       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2289 | 2055-08-01      | 6.0000%  | 0.0000% | $3883018.18        | $4005520.93        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL2296 | 2055-08-01      | 6.5000%  | 0.0000% | $78562917.81       | $82242185.09       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2824 | 2055-10-01      | 6.0000%  | 0.0000% | $14976903.00       | $15507195.20       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2680 | 2054-10-01      | 5.5000%  | 0.0000% | $71588024.80       | $72740989.75       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ3737 | 2055-03-01      | 6.5000%  | 0.0000% | $49897891.56       | $52592682.63       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4048 | 2055-04-01      | 6.5000%  | 0.0000% | $35631715.25       | $37300530.59       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CISB8222 | 2038-04-01      | 4.5000%  | 0.0000% | $3791.01           | $3798.08           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB8386 | 2040-05-01      | 6.0000%  | 0.0000% | $553910.36         | $574621.25         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD0615 | 2051-01-01      | 4.5000%  | 0.0000% | $707597.43         | $696873.79         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD1098 | 2052-01-01      | 2.5000%  | 0.0000% | $883146.61         | $757610.76         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1357 | 2052-08-01      | 5.0000%  | 0.0000% | $862737.62         | $875068.54         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1632 | 2052-09-01      | 5.5000%  | 0.0000% | $15127994.51       | $15543841.24       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1640 | 2052-09-01      | 4.0000%  | 0.0000% | $48870.22          | $46635.35          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1896 | 2052-11-01      | 4.0000%  | 0.0000% | $25939074.42       | $24980683.26       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2254 | 2052-07-01      | 3.5000%  | 0.0000% | $10595.20          | $9792.08           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3251 | 2053-07-01      | 6.0000%  | 0.0000% | $4397848.18        | $4558186.39        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD4522 | 2052-06-01      | 3.5000%  | 0.0000% | $2230173.33        | $2051035.65        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD4936 | 2052-11-01      | 4.5000%  | 0.0000% | $2403789.46        | $2399948.20        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD5007 | 2053-09-01      | 5.0000%  | 0.0000% | $80087247.85       | $80202795.97       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAY3370 | 2045-04-01      | 2.5000%  | 0.0000% | $154033.00         | $135243.12         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAY9643 | 2045-04-01      | 2.5000%  | 0.0000% | $81864.96          | $72758.38          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD6772 | 2052-05-01      | 4.0000%  | 0.0000% | $24102259.00       | $23283076.77       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7462 | 2055-01-01      | 5.0000%  | 0.0000% | $7229810.53        | $7256067.60        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  | 0.0000% | $97329274.99       | $97429307.88       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB4293 | 2054-05-01      | 6.5000%  | 0.0000% | $453690.06         | $477156.32         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB4986 | 2054-06-01      | 6.5000%  | 0.0000% | $2556200.81        | $2673870.69        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB5595 | 2054-06-01      | 6.5000%  | 0.0000% | $4120720.62        | $4326410.97        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB8250 | 2054-11-01      | 6.5000%  | 0.0000% | $2410246.10        | $2541925.34        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB8562 | 2054-07-01      | 6.5000%  | 0.0000% | $2288783.65        | $2402298.42        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5086 | 2054-10-01      | 5.0000%  | 0.0000% | $8181610.98        | $8194225.21        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC6086 | 2055-04-01      | 6.0000%  | 0.0000% | $2307457.00        | $2379535.80        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC9885 | 2055-01-01      | 6.0000%  | 0.0000% | $1055815.90        | $1107687.43        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM6126 | 2051-02-01      | 2.0000%  | 0.0000% | $743.10            | $602.21            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0037 | 2051-08-01      | 3.0000%  | 0.0000% | $117447.90         | $105747.94         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0630 | 2052-02-01      | 3.0000%  | 0.0000% | $462196.77         | $412437.43         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1860 | 2052-05-01      | 4.0000%  | 0.0000% | $1203995.12        | $1146061.55        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0014 | 2055-06-01      | 6.0000%  | 0.0000% | $13297495.08       | $13650188.97       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0039 | 2055-08-01      | 5.0000%  | 0.0000% | $22729922.04       | $22657999.52       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0049 | 2055-09-01      | 5.5000%  | 0.0000% | $101373196.32      | $102718475.00      | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIRR0025 | 2040-09-01      | 5.0000%  | 0.0000% | $1584891.32        | $1608098.53        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CIRR0031 | 2040-09-01      | 4.5000%  | 0.0000% | $43854160.00       | $43935904.15       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIRR0032 | 2040-09-01      | 5.0000%  | 0.0000% | $101834093.00      | $103325328.90      | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIRR0033 | 2040-09-01      | 5.5000%  | 0.0000% | $93754005.00       | $96254476.44       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8328 | 2053-06-01      | 4.5000%  | 0.0000% | $6034.95           | $5904.75           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8384 | 2053-12-01      | 6.0000%  | 0.0000% | $2387085.16        | $2454480.53        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8448 | 2054-07-01      | 6.5000%  | 0.0000% | $1564762.53        | $1624999.80        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8463 | 2054-09-01      | 6.0000%  | 0.0000% | $185649.07         | $190537.82         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8490 | 2055-01-01      | 4.5000%  | 0.0000% | $5959189.64        | $5810299.29        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD8501 | 2055-01-01      | 7.0000%  | 0.0000% | $39717425.75       | $41791822.77       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4087 | 2053-11-01      | 6.0000%  | 0.0000% | $27187825.89       | $28129376.54       | Agency Mortgage-Backed Securities  |
| 03.500 FGPC U91503 G | 2043-06-01      | 3.5000%  | 0.0000% | $244330.45         | $229582.29         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC K92899 G | 2035-03-01      | 4.0000%  | 0.0000% | $1142876.98        | $1131935.33        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC K92906 G | 2032-03-01      | 4.0000%  | 0.0000% | $138911.09         | $138647.05         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC K93084 G | 2032-03-01      | 3.5000%  | 0.0000% | $1305073.86        | $1291891.89        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD1359 | 2054-12-01      | 5.5000%  | 0.0000% | $991.87            | $1006.56           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD1381 | 2055-01-01      | 6.5000%  | 0.0000% | $1079217.32        | $1125999.35        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD3083 | 2055-02-01      | 6.0000%  | 0.0000% | $3641830.82        | $3746614.79        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD4025 | 2055-01-01      | 5.0000%  | 0.0000% | $1108243.24        | $1107099.28        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD7521 | 2055-04-01      | 5.0000%  | 0.0000% | $1009.87           | $1010.48           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9802 | 2055-09-01      | 6.0000%  | 0.0000% | $22764.00          | $23372.15          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD9578 | 2055-05-01      | 6.5000%  | 0.0000% | $996.81            | $1036.61           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE0431 | 2055-05-01      | 5.0000%  | 0.0000% | $2464441.98        | $2463500.01        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1319 | 2055-06-01      | 6.0000%  | 0.0000% | $19585707.60       | $20231885.79       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE1436 | 2055-06-01      | 5.5000%  | 0.0000% | $335374.80         | $340642.72         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2698 | 2055-07-01      | 6.5000%  | 0.0000% | $32013195.45       | $33476906.32       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE2463 | 2055-07-01      | 5.0000%  | 0.0000% | $1448270.97        | $1453296.15        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2477 | 2055-07-01      | 6.5000%  | 0.0000% | $5609089.82        | $5878685.73        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2547 | 2055-07-01      | 6.5000%  | 0.0000% | $1725590.11        | $1794405.11        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4743 | 2055-08-01      | 5.5000%  | 0.0000% | $50694964.87       | $51367918.02       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE5790 | 2055-07-01      | 5.0000%  | 0.0000% | $5942445.45        | $5963064.42        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE6678 | 2055-08-01      | 6.0000%  | 0.0000% | $3203.84           | $3320.88           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE7709 | 2055-08-01      | 6.5000%  | 0.0000% | $6176827.16        | $6447644.66        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE7702 | 2055-08-01      | 6.5000%  | 0.0000% | $5631150.18        | $5907533.29        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8402 | 2055-08-01      | 6.5000%  | 0.0000% | $24893.89          | $26111.10          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS4477 | 2037-05-01      | 2.5000%  | 0.0000% | $2896367.50        | $2733544.99        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS4270 | 2052-03-01      | 2.0000%  | 0.0000% | $335521.47         | $275215.21         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5284 | 2050-09-01      | 3.5000%  | 0.0000% | $791.51            | $734.78            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5048 | 2052-01-01      | 3.5000%  | 0.0000% | $49519133.82       | $46331163.49       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6432 | 2050-10-01      | 3.5000%  | 0.0000% | $12073506.35       | $11253237.69       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIFS8493 | 2038-07-01      | 6.0000%  | 0.0000% | $236563.92         | $245615.65         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS9564 | 2054-09-01      | 6.5000%  | 0.0000% | $8601811.57        | $9026483.96        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC9160 | 2051-10-01      | 3.0000%  | 0.0000% | $14543.13          | $12952.77          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD7951 | 2052-03-01      | 3.0000%  | 0.0000% | $4343426.41        | $3877145.11        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE2847 | 2052-05-01      | 4.5000%  | 0.0000% | $9621394.20        | $9485376.55        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE3890 | 2052-06-01      | 4.5000%  | 0.0000% | $1934848.57        | $1921120.82        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE4231 | 2052-06-01      | 5.0000%  | 0.0000% | $2427131.61        | $2428898.02        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0152 | 2055-09-01      | 6.0000%  | 0.0000% | $576106.00         | $599419.47         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1212 | 2055-10-01      | 5.5000%  | 0.0000% | $1004.00           | $1021.38           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF1442 | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.75           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF1443 | 2055-10-01      | 6.0000%  | 0.0000% | $353084.00         | $364871.83         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I6BF0745 | 2063-06-01      | 4.0000%  | 0.0000% | $33954162.28       | $31562031.17       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4182 | 2048-07-01      | 4.0000%  | 0.0000% | $314516.33         | $303650.49         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5172 | 2042-05-01      | 3.5000%  | 0.0000% | $20597961.46       | $19656005.23       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQH3122 | 2053-10-01      | 4.5000%  | 0.0000% | $2725615.23        | $2659219.24        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ0016 | 2054-07-01      | 6.5000%  | 0.0000% | $3414817.62        | $3593727.12        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ1643 | 2054-08-01      | 6.5000%  | 0.0000% | $3850434.57        | $4042633.29        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQJ8019 | 2054-11-01      | 5.0000%  | 0.0000% | $2369781.60        | $2364159.95        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQJ8802 | 2054-11-01      | 5.0000%  | 0.0000% | $9607027.62        | $9628497.19        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4600 | 2042-08-01      | 4.5000%  | 0.0000% | $259.94            | $261.57            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ6929 | 2051-12-01      | 2.5000%  | 0.0000% | $791.20            | $677.44            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIBU5641 | 2040-02-01      | 5.5000%  | 0.0000% | $1143566.45        | $1180132.62        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3836 | 2049-11-01      | 4.0000%  | 0.0000% | $418750.80         | $402453.53         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4278 | 2036-03-01      | 1.5000%  | 0.0000% | $3890909.66        | $3482707.84        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0711 | 2037-07-01      | 3.0000%  | 0.0000% | $1579821.75        | $1519506.78        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0762 | 2037-04-01      | 2.5000%  | 0.0000% | $18225.97          | $17155.95          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB0979 | 2038-01-01      | 3.5000%  | 0.0000% | $739.95            | $718.28            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB1180 | 2039-05-01      | 6.0000%  | 0.0000% | $1450.27           | $1506.31           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8523 | 2054-05-01      | 5.0000%  | 0.0000% | $8362007.88        | $8430198.20        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA0228 | 2054-12-01      | 4.0000%  | 0.0000% | $48776453.48       | $46421195.69       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA0290 | 2054-10-01      | 6.5000%  | 0.0000% | $934.14            | $977.95            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA0291 | 2054-07-01      | 6.5000%  | 0.0000% | $22337186.57       | $23405867.07       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6971 | 2055-06-01      | 6.0000%  | 0.0000% | $605360.76         | $622891.00         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY6997 | 2055-06-01      | 5.0000%  | 0.0000% | $1172629.60        | $1174177.21        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY6998 | 2055-06-01      | 5.0000%  | 0.0000% | $1041377.03        | $1053868.11        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY6999 | 2055-06-01      | 5.0000%  | 0.0000% | $1072397.56        | $1070461.64        | Agency Mortgage-Backed Securities  |
| 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  | 0.0000% | $1200.00           | $942.78            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  | 0.0000% | $200.00            | $202.26            | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  | 0.0000% | $100.00            | $83.33             | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27      | 2027-11-15      | 2.2500%  | 0.0000% | $50000000.00       | $49031075.00       | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  | 0.0000% | $14070700.00       | $12004115.18       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28      | 2028-04-30      | 1.2500%  | 0.0000% | $44409900.00       | $42068654.97       | U.S. Treasuries (including strips) |

### Security 333: Fixed Income Clearing Corp. - Natixis

- **C.1 - Title:** Fixed Income Clearing Corp. - Natixis 4.210000%
- **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_4.21_1001
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45086040.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45086040.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45086040.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45086040.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45086040.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45086040.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45086040.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45086040.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45086040.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45086040.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45086040.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45086040.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45086040.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45086040.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $12341000.00       | $11128136.39       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45086040.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45086040.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45086040.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45086040.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45086040.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45086040.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45086040.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45086040.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45086040.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45086040.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45086040.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45086040.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45086040.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45086040.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45086040.00       | U.S. Treasuries (including strips) |
| 4 BOND 52     | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45086040.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45086040.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45086040.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45086040.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45086040.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45086040.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45086040.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45086040.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45086040.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45086040.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45086040.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45086040.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45086040.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45086040.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45086040.00       | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45086040.00       | U.S. Treasuries (including strips) |

### Security 334: Citigroup Global Markets Holdings, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 959JDB002, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395, C.5 - Other ID: 959JDB002_4.40_1029
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-10-29
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 5/8 NOTE W 28 | 2028-03-31      | 3.6250%  | 0.0000% | $255029400.00      | $255000071.60      | U.S. Treasuries (including strips) |

### Security 335: 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:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF CR9746 C | 2054-08-20      | 7.5000%  | 0.0000% | $1007872.31        | $1087272.16        | Agency Mortgage-Backed Securities |
| GNII SF CZ1469 C | 2054-08-20      | 7.0000%  | 0.0000% | $1368508.73        | $1451916.45        | Agency Mortgage-Backed Securities |
| GNII SF DA1135 C | 2054-08-20      | 5.5000%  | 0.0000% | $1200093.99        | $1230203.81        | Agency Mortgage-Backed Securities |
| GNII SF DC3305 C | 2054-08-20      | 6.5000%  | 0.0000% | $1197043.39        | $1266703.07        | Agency Mortgage-Backed Securities |
| GNII SF DC5379 C | 2054-08-20      | 7.0000%  | 0.0000% | $2331352.12        | $2452370.01        | Agency Mortgage-Backed Securities |
| GNII SF DD0093 C | 2054-08-20      | 6.5000%  | 0.0000% | $189879.00         | $200400.40         | Agency Mortgage-Backed Securities |
| GNII SF DD0095 C | 2054-08-20      | 7.0000%  | 0.0000% | $1344690.23        | $1426838.55        | Agency Mortgage-Backed Securities |
| GNII SF DD0524 C | 2054-08-20      | 6.0000%  | 0.0000% | $1498563.39        | $1547240.23        | Agency Mortgage-Backed Securities |
| GNII SF DD1313 C | 2054-07-20      | 6.5000%  | 0.0000% | $845.12            | $882.63            | Agency Mortgage-Backed Securities |
| GNII SF DD2620 C | 2054-08-20      | 7.0000%  | 0.0000% | $1215461.64        | $1274752.94        | Agency Mortgage-Backed Securities |
| GNII SF DD2621 C | 2054-08-20      | 7.0000%  | 0.0000% | $930113.33         | $970843.82         | Agency Mortgage-Backed Securities |
| GNII SF DD2635 C | 2054-08-20      | 7.0000%  | 0.0000% | $2643382.05        | $2772262.49        | Agency Mortgage-Backed Securities |
| GNII SF DD2636 C | 2054-08-20      | 7.0000%  | 0.0000% | $3159281.60        | $3328609.26        | Agency Mortgage-Backed Securities |
| GNII SF DD2486 C | 2054-08-20      | 6.0000%  | 0.0000% | $3364433.44        | $3473782.01        | Agency Mortgage-Backed Securities |
| GNII SF DD4765 C | 2054-08-20      | 6.5000%  | 0.0000% | $2123133.83        | $2212912.91        | Agency Mortgage-Backed Securities |
| GNII SF DD5617 C | 2054-08-20      | 8.0000%  | 0.0000% | $739870.40         | $800808.67         | Agency Mortgage-Backed Securities |
| GNII SF DD6896 C | 2054-08-20      | 6.5000%  | 0.0000% | $8682160.24        | $9067562.30        | Agency Mortgage-Backed Securities |
| GNII SF DD7707 C | 2054-08-20      | 7.0000%  | 0.0000% | $4569547.13        | $4859260.48        | Agency Mortgage-Backed Securities |
| GNII SF DD7693 C | 2054-08-20      | 6.5000%  | 0.0000% | $3244558.20        | $3388646.15        | Agency Mortgage-Backed Securities |
| GNII SF DD8169 C | 2054-08-20      | 6.0000%  | 0.0000% | $1478021.86        | $1547362.27        | Agency Mortgage-Backed Securities |
| GNII SF DD9943 C | 2054-08-20      | 7.0000%  | 0.0000% | $519782.07         | $545654.17         | Agency Mortgage-Backed Securities |
| GNII SF DE0340 C | 2054-07-20      | 7.5000%  | 0.0000% | $1015.32           | $1114.00           | Agency Mortgage-Backed Securities |
| GNII SF DE0400 C | 2054-08-20      | 6.5000%  | 0.0000% | $4469736.70        | $4718397.59        | Agency Mortgage-Backed Securities |
| GNII SF MA9907 M | 2054-09-20      | 6.0000%  | 0.0000% | $19310278.33       | $19765292.85       | Agency Mortgage-Backed Securities |
| GNII SP 787485 C | 2054-07-20      | 5.5000%  | 0.0000% | $37360.05          | $38239.75          | Agency Mortgage-Backed Securities |
| GNII SP 787523 C | 2054-08-20      | 6.5000%  | 0.0000% | $10046443.95       | $10507215.17       | Agency Mortgage-Backed Securities |
| GNII SP 787515 C | 2054-08-20      | 6.0000%  | 0.0000% | $88448919.75       | $91334860.55       | Agency Mortgage-Backed Securities |
| GNII SP 787600 C | 2054-08-20      | 7.0000%  | 0.0000% | $24025140.28       | $25169118.69       | Agency Mortgage-Backed Securities |
| GNII SF DE1533 C | 2054-08-20      | 7.5000%  | 0.0000% | $2823697.23        | $3031924.19        | Agency Mortgage-Backed Securities |
| GNII SF DE1534 C | 2054-08-20      | 8.0000%  | 0.0000% | $1431912.34        | $1594445.05        | Agency Mortgage-Backed Securities |
| GNII SF DE1535 C | 2054-08-20      | 8.0000%  | 0.0000% | $1717623.25        | $1871421.71        | Agency Mortgage-Backed Securities |
| GNII SF DE1536 C | 2054-08-20      | 8.0000%  | 0.0000% | $1181982.53        | $1287885.14        | Agency Mortgage-Backed Securities |
| GNII SF DE1878 C | 2054-08-20      | 8.0000%  | 0.0000% | $358483.99         | $387994.91         | Agency Mortgage-Backed Securities |
| GNII SF DE2466 C | 2054-08-20      | 6.5000%  | 0.0000% | $1867151.20        | $1950975.29        | Agency Mortgage-Backed Securities |
| GNII SF DE6159 C | 2054-08-20      | 6.0000%  | 0.0000% | $1724729.82        | $1786670.61        | Agency Mortgage-Backed Securities |
| GNII SF DE8932 C | 2054-08-20      | 8.0000%  | 0.0000% | $2102426.36        | $2275168.95        | Agency Mortgage-Backed Securities |
| GNII SF DF0777 C | 2054-08-20      | 7.5000%  | 0.0000% | $1356889.74        | $1463597.82        | Agency Mortgage-Backed Securities |
| GNII SF MB0095 M | 2054-07-20      | 7.0000%  | 0.0000% | $1269595.03        | $1312899.50        | Agency Mortgage-Backed Securities |
| GNII SF MA9779 M | 2054-07-20      | 5.5000%  | 0.0000% | $44479734.01       | $45076231.97       | Agency Mortgage-Backed Securities |
| GNII SF MA9847 M | 2054-08-20      | 3.5000%  | 0.0000% | $7042650.01        | $6469303.96        | Agency Mortgage-Backed Securities |
| GNII SF MA9849 M | 2054-08-20      | 4.5000%  | 0.0000% | $3855909.66        | $3760495.17        | Agency Mortgage-Backed Securities |
| GNII SF MA9851 M | 2054-08-20      | 5.5000%  | 0.0000% | $37833821.09       | $38352468.14       | Agency Mortgage-Backed Securities |
| GNII SF MA9852 M | 2054-08-20      | 6.0000%  | 0.0000% | $434750.70         | $445206.16         | Agency Mortgage-Backed Securities |
| GNII SF MA9853 M | 2054-08-20      | 6.5000%  | 0.0000% | $199069.34         | $205874.75         | Agency Mortgage-Backed Securities |
| GNII SF MA9854 M | 2054-08-20      | 7.0000%  | 0.0000% | $255448.12         | $265264.71         | Agency Mortgage-Backed Securities |
| GNII JM MA9895 M | 2054-08-20      | 6.5000%  | 0.0000% | $999566.10         | $1022497.26        | Agency Mortgage-Backed Securities |

### Security 336: 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:** 0.3600%
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF CR9746 C | 2054-08-20      | 7.5000%  | 0.0000% | $13770.05          | $14854.85          | Agency Mortgage-Backed Securities |
| GNII SF MA9906 M | 2054-09-20      | 5.5000%  | 0.0000% | $3131618.65        | $3172071.51        | Agency Mortgage-Backed Securities |
| GNII SF MA9907 M | 2054-09-20      | 6.0000%  | 0.0000% | $17107290.25       | $17510395.02       | Agency Mortgage-Backed Securities |
| GNII SF MA9908 M | 2054-09-20      | 6.5000%  | 0.0000% | $477469399.31      | $493792221.20      | Agency Mortgage-Backed Securities |
| GNII SF DF0777 C | 2054-08-20      | 7.5000%  | 0.0000% | $991.34            | $1069.30           | Agency Mortgage-Backed Securities |
| GNII SF MA9851 M | 2054-08-20      | 5.5000%  | 0.0000% | $503114.64         | $510011.61         | Agency Mortgage-Backed Securities |

### Security 337: Deutsche Bank Securities, Inc.

- **C.1 - Title:** Deutsche Bank Securities, Inc. 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 959JFR005, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 959JFR005_4.20_1001
- **C.18 - Value (incl. sponsor support):** $986725000.00
- **C.18.a - Value (excl. sponsor support):** $986725000.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 5 1/2 TPRN 28                                           | 2028-08-15      | 0.0000%  | 0.0000% | $3396359.81        | $3064637.35        | U.S. Treasuries (including strips) |
| 5 1/4 TPRN 28                                           | 2028-11-15      | 0.0000%  | 0.0000% | $2129998.60        | $1900944.94        | U.S. Treasuries (including strips) |
| 5 1/4 TPRN 29                                           | 2029-02-15      | 0.0000%  | 0.0000% | $22447.09          | $19905.90          | U.S. Treasuries (including strips) |
| 6 1/8 TPRN 29                                           | 2029-08-15      | 0.0000%  | 0.0000% | $2175641.02        | $1887312.01        | U.S. Treasuries (including strips) |
| 6 1/4 TPRN 30                                           | 2030-05-15      | 0.0000%  | 0.0000% | $744552.70         | $626859.77         | U.S. Treasuries (including strips) |
| 5 3/8 TPRN 31                                           | 2031-02-15      | 0.0000%  | 0.0000% | $2018396.27        | $1647671.37        | U.S. Treasuries (including strips) |
| 6 3/4 BOND 26                                           | 2026-08-15      | 6.7500%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 6 3/8 BOND 27                                           | 2027-08-15      | 6.3750%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 3 5/8 TRIB 28                                           | 2028-04-15      | 3.6250%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 5 1/2 BOND 28                                           | 2028-08-15      | 5.5000%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 5 1/4 BOND 29                                           | 2029-02-15      | 5.2500%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 5 3/8 BOND 31                                           | 2031-02-15      | 5.3750%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 3 3/8 TRIB 32                                           | 2032-04-15      | 3.3750%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 5 BOND 37                                               | 2037-05-15      | 5.0000%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39                                           | 2039-05-15      | 4.2500%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 4 1/2 BOND 39                                           | 2039-08-15      | 4.5000%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 4 3/4 BOND 41                                           | 2041-02-15      | 4.7500%  | 0.0000% | $6190792.27        | $6398744.07        | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43                                           | 2043-08-15      | 3.6250%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43                                           | 2043-11-15      | 3.7500%  | 0.0000% | $1702295.20        | $1533903.31        | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44                                           | 2044-02-15      | 3.6250%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47                                           | 2047-08-15      | 2.7500%  | 0.0000% | $624834.89         | $456079.79         | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47                                           | 2047-11-15      | 2.7500%  | 0.0000% | $2040670.69        | $1499781.74        | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47                                           | 2047-11-15      | 2.7500%  | 0.0000% | $156604600.00      | $115095846.10      | U.S. Treasuries (including strips) |
| 3 BOND 48                                               | 2048-02-15      | 3.0000%  | 0.0000% | $172.67            | $131.40            | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48                                           | 2048-05-15      | 3.1250%  | 0.0000% | $346490.98         | $271939.55         | U.S. Treasuries (including strips) |
| 3 BOND 48                                               | 2048-08-15      | 3.0000%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35                                         | 2035-02-15      | 4.6250%  | 0.0000% | $3438261.04        | $3595668.93        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27                                        | 2027-03-31      | 3.8750%  | 0.0000% | $1282131.73        | $1285631.95        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27                                        | 2027-04-30      | 3.7500%  | 0.0000% | $203174.94         | $206580.36         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30                                         | 2030-04-30      | 3.8750%  | 0.0000% | $5180.10           | $5295.31           | U.S. Treasuries (including strips) |
| T 4 04/30/32                                            | 2032-04-30      | 4.0000%  | 0.0000% | $326346.15         | $333737.06         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27                                        | 2027-05-31      | 3.8750%  | 0.0000% | $459301.99         | $466672.26         | U.S. Treasuries (including strips) |
| 4 NOTE Z 30                                             | 2030-05-31      | 4.0000%  | 0.0000% | $340389.97         | $348863.42         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27                                        | 2027-07-31      | 3.8750%  | 0.0000% | $180152.29         | $181970.60         | U.S. Treasuries (including strips) |
| 1 7/8 TRIN D 35                                         | 2035-07-15      | 1.8750%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30                                        | 2030-08-31      | 3.6250%  | 0.0000% | $1571296.29        | $1567792.52        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32                                         | 2032-09-30      | 3.8750%  | 0.0000% | $57.56             | $57.38             | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                                           | 2043-02-15      | 3.8750%  | 0.0000% | $63772.76          | $58297.28          | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                                           | 2043-05-15      | 3.8750%  | 0.0000% | $10007027.77       | $9226392.04        | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53                                           | 2053-08-15      | 4.1250%  | 0.0000% | $5655860.85        | $5160465.41        | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53                                           | 2053-08-15      | 4.1250%  | 0.0000% | $256990.40         | $234480.68         | U.S. Treasuries (including strips) |
| T 4.75 11/15/53                                         | 2053-11-15      | 4.7500%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| T 4.75 11/15/53                                         | 2053-11-15      | 4.7500%  | 0.0000% | $5555942.52        | $5686171.03        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43                                           | 2043-11-15      | 4.7500%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54                                           | 2054-02-15      | 4.2500%  | 0.0000% | $1140772.62        | $1063419.68        | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44                                           | 2044-08-15      | 4.1250%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54                                           | 2054-11-15      | 4.5000%  | 0.0000% | $142249200.00      | $139904221.90      | U.S. Treasuries (including strips) |
| T 4.625 11/15/44                                        | 2044-11-15      | 4.6250%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44                                           | 2044-11-15      | 4.6250%  | 0.0000% | $16115.86          | $16276.75          | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43                                           | 2043-05-15      | 2.8750%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55                                           | 2055-02-15      | 4.6250%  | 0.0000% | $500742.77         | $496987.83         | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45                                           | 2045-02-15      | 4.7500%  | 0.0000% | $25324.92          | $25681.00          | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55                                           | 2055-05-15      | 4.7500%  | 0.0000% | $8633.50           | $8843.91           | U.S. Treasuries (including strips) |
| 5 BOND 45                                               | 2045-05-15      | 5.0000%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 4 7/8 BOND 45                                           | 2045-08-15      | 4.8750%  | 0.0000% | $140438.20         | $144717.88         | U.S. Treasuries (including strips) |
| 1 5/8 TPRN B 26                                         | 2026-02-15      | 0.0000%  | 0.0000% | $1491292.56        | $1469896.98        | U.S. Treasuries (including strips) |
| 1 5/8 TPRN C 26                                         | 2026-05-15      | 0.0000%  | 0.0000% | $9957.30           | $9723.80           | U.S. Treasuries (including strips) |
| 2 1/4 TPRN F 27                                         | 2027-11-15      | 0.0000%  | 0.0000% | $572688.57         | $530154.42         | U.S. Treasuries (including strips) |
| 2 3/4 TPRN B 28                                         | 2028-02-15      | 0.0000%  | 0.0000% | $446466.86         | $409517.71         | U.S. Treasuries (including strips) |
| 2 7/8 TPRN C 28                                         | 2028-05-15      | 0.0000%  | 0.0000% | $46620.88          | $42377.87          | U.S. Treasuries (including strips) |
| 1 1/2 TPRN E 26                                         | 2026-08-15      | 0.0000%  | 0.0000% | $336706.35         | $325783.26         | U.S. Treasuries (including strips) |
| 2 TPRN F 26                                             | 2026-11-15      | 0.0000%  | 0.0000% | $86334.96          | $82809.39          | U.S. Treasuries (including strips) |
| 2 1/4 TPRN B 27                                         | 2027-02-15      | 0.0000%  | 0.0000% | $67341.27          | $64011.65          | U.S. Treasuries (including strips) |
| 2 3/8 TPRN C 27                                         | 2027-05-15      | 0.0000%  | 0.0000% | $40289.65          | $37959.25          | U.S. Treasuries (including strips) |
| 2 1/4 TPRN F 25                                         | 2025-11-15      | 0.0000%  | 0.0000% | $4569421.70        | $4546268.44        | U.S. Treasuries (including strips) |
| 2 7/8 TPRN E 28                                         | 2028-08-15      | 0.0000%  | 0.0000% | $345339.84         | $311042.42         | U.S. Treasuries (including strips) |
| 3 1/8 TPRN F 28                                         | 2028-11-15      | 0.0000%  | 0.0000% | $27627.19          | $24654.72          | U.S. Treasuries (including strips) |
| 2 3/8 TPRN C 29                                         | 2029-05-15      | 0.0000%  | 0.0000% | $1646119.92        | $1441143.42        | U.S. Treasuries (including strips) |
| 1 5/8 TPRN E 29                                         | 2029-08-15      | 0.0000%  | 0.0000% | $2877.83           | $2499.56           | U.S. Treasuries (including strips) |
| 1 3/4 TPRN F 29                                         | 2029-11-15      | 0.0000%  | 0.0000% | $473691.15         | $407404.71         | U.S. Treasuries (including strips) |
| 1 1/2 TPRN B 30                                         | 2030-02-15      | 0.0000%  | 0.0000% | $1105087.50        | $939965.33         | U.S. Treasuries (including strips) |
| 0 5/8 TPRN C 30                                         | 2030-05-15      | 0.0000%  | 0.0000% | $541032.42         | $455573.10         | U.S. Treasuries (including strips) |
| 0 5/8 TPRN E 30                                         | 2030-08-15      | 0.0000%  | 0.0000% | $39714.08          | $33100.18          | U.S. Treasuries (including strips) |
| 0 7/8 TPRN F 30                                         | 2030-11-15      | 0.0000%  | 0.0000% | $46045.31          | $38015.06          | U.S. Treasuries (including strips) |
| 1 7/8 TPRN B 32                                         | 2032-02-15      | 0.0000%  | 0.0000% | $28778.32          | $22476.67          | U.S. Treasuries (including strips) |
| 4 1/8 TPRN F 32                                         | 2032-11-15      | 0.0000%  | 0.0000% | $43167.48          | $32634.96          | U.S. Treasuries (including strips) |
| 3 1/2 TPRN B 33                                         | 2033-02-15      | 0.0000%  | 0.0000% | $42879.70          | $32047.51          | U.S. Treasuries (including strips) |
| 1 5/8 TPRN C 31                                         | 2031-05-15      | 0.0000%  | 0.0000% | $178425.59         | $144141.82         | U.S. Treasuries (including strips) |
| 1 1/4 TPRN E 31                                         | 2031-08-15      | 0.0000%  | 0.0000% | $17266.99          | $13792.84          | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26                                         | 2026-08-15      | 1.5000%  | 0.0000% | $1077920.77        | $1058856.66        | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26                                         | 2026-08-15      | 1.5000%  | 0.0000% | $57.56             | $56.54             | U.S. Treasuries (including strips) |
| T 2 7/8 05/15/28                                        | 2028-05-15      | 2.8750%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 3 BOND 49                                               | 2049-02-15      | 3.0000%  | 0.0000% | $757502.95         | $571637.48         | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49                                           | 2049-05-15      | 2.8750%  | 0.0000% | $1191422.46        | $884804.23         | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49                                           | 2049-08-15      | 2.2500%  | 0.0000% | $57.56             | $37.01             | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49                                           | 2049-11-15      | 2.3750%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 2 BOND 50                                               | 2050-02-15      | 2.0000%  | 0.0000% | $9784.63           | $5894.53           | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50                                           | 2050-05-15      | 1.2500%  | 0.0000% | $57.56             | $28.62             | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50                                           | 2050-05-15      | 1.2500%  | 0.0000% | $919755.12         | $457293.51         | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50                                           | 2050-08-15      | 1.3750%  | 0.0000% | $116091.74         | $58807.29          | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40                                           | 2040-08-15      | 1.1250%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40                                           | 2040-05-15      | 1.1250%  | 0.0000% | $1467694.34        | $942222.70         | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50                                           | 2050-11-15      | 1.6250%  | 0.0000% | $2248047.27        | $1224818.77        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51                                           | 2051-02-15      | 1.8750%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51                                           | 2051-02-15      | 1.8750%  | 0.0000% | $46620.88          | $26843.69          | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51                                           | 2051-05-15      | 2.3750%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41                                           | 2041-05-15      | 2.2500%  | 0.0000% | $310805.86         | $233300.98         | U.S. Treasuries (including strips) |
| 2 BOND 51                                               | 2051-08-15      | 2.0000%  | 0.0000% | $286632.07         | $169358.85         | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41                                           | 2041-08-15      | 1.7500%  | 0.0000% | $1391144.00        | $948279.57         | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51                                           | 2051-11-15      | 1.8750%  | 0.0000% | $57.56             | $33.11             | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51                                           | 2051-11-15      | 1.8750%  | 0.0000% | $57.56             | $33.11             | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51                                           | 2051-11-15      | 1.8750%  | 0.0000% | $6771135.87        | $3895361.68        | U.S. Treasuries (including strips) |
| 2 BOND 41                                               | 2041-11-15      | 2.0000%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52                                           | 2052-02-15      | 2.2500%  | 0.0000% | $57.56             | $36.01             | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52                                           | 2052-02-15      | 2.2500%  | 0.0000% | $8335180.03        | $5214676.17        | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 52                                           | 2052-02-15      | 0.1250%  | 0.0000% | $3629040.68        | $1973861.54        | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42                                           | 2042-05-15      | 3.2500%  | 0.0000% | $243464.59         | $207852.66         | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42                                           | 2042-08-15      | 3.3750%  | 0.0000% | $57.56             | $49.38             | U.S. Treasuries (including strips) |
| 4 BOND 52                                               | 2052-11-15      | 4.0000%  | 0.0000% | $27627.19          | $24952.90          | U.S. Treasuries (including strips) |
| TINT 08/15/31                                           | 2031-08-15      | 0.0000%  | 0.0000% | $25197345.79       | $20001098.74       | U.S. Treasuries (including strips) |
| TINT 02/15/32                                           | 2032-02-15      | 0.0000%  | 0.0000% | $39481421.90       | $30621317.05       | U.S. Treasuries (including strips) |
| TINT 08/15/32                                           | 2032-08-15      | 0.0000%  | 0.0000% | $28831639.95       | $21863782.20       | U.S. Treasuries (including strips) |
| TINT 02/15/33                                           | 2033-02-15      | 0.0000%  | 0.0000% | $8543026.90        | $6327922.54        | U.S. Treasuries (including strips) |
| TINT 08/15/33                                           | 2033-08-15      | 0.0000%  | 0.0000% | $44408141.00       | $32113036.63       | U.S. Treasuries (including strips) |
| TINT 02/15/34                                           | 2034-02-15      | 0.0000%  | 0.0000% | $24683297.64       | $17409179.19       | U.S. Treasuries (including strips) |
| TINT 08/15/34                                           | 2034-08-15      | 0.0000%  | 0.0000% | $34239159.05       | $23549830.55       | U.S. Treasuries (including strips) |
| TINT 02/15/35                                           | 2035-02-15      | 0.0000%  | 0.0000% | $1011888.22        | $678198.85         | U.S. Treasuries (including strips) |
| TINT 08/15/35                                           | 2035-08-15      | 0.0000%  | 0.0000% | $8001392.88        | $5224565.49        | U.S. Treasuries (including strips) |
| TINT 11/15/30                                           | 2030-11-15      | 0.0000%  | 0.0000% | $14674899.03       | $12037247.35       | U.S. Treasuries (including strips) |
| TINT 05/15/31                                           | 2031-05-15      | 0.0000%  | 0.0000% | $3950830.63        | $3170873.45        | U.S. Treasuries (including strips) |
| TINT 11/15/31                                           | 2031-11-15      | 0.0000%  | 0.0000% | $4849440.88        | $3804963.45        | U.S. Treasuries (including strips) |
| TINT 05/15/32                                           | 2032-05-15      | 0.0000%  | 0.0000% | $30646960.33       | $23512654.44       | U.S. Treasuries (including strips) |
| TINT 11/15/32                                           | 2032-11-15      | 0.0000%  | 0.0000% | $6892.20           | $5164.50           | U.S. Treasuries (including strips) |
| TINT 05/15/33                                           | 2033-05-15      | 0.0000%  | 0.0000% | $7011289.89        | $5133357.96        | U.S. Treasuries (including strips) |
| TINT 11/15/33                                           | 2033-11-15      | 0.0000%  | 0.0000% | $18676.06          | $13344.35          | U.S. Treasuries (including strips) |
| TINT 05/15/34                                           | 2034-05-15      | 0.0000%  | 0.0000% | $2051442.50        | $1430070.83        | U.S. Treasuries (including strips) |
| TINT 11/15/34                                           | 2034-11-15      | 0.0000%  | 0.0000% | $49699.09          | $33739.37          | U.S. Treasuries (including strips) |
| TINT 11/15/25                                           | 2025-11-15      | 0.0000%  | 0.0000% | $989642.20         | $984783.05         | U.S. Treasuries (including strips) |
| TINT 02/15/26                                           | 2026-02-15      | 0.0000%  | 0.0000% | $13715772.47       | $13525027.22       | U.S. Treasuries (including strips) |
| TINT 05/15/26                                           | 2026-05-15      | 0.0000%  | 0.0000% | $11431208.21       | $11168290.42       | U.S. Treasuries (including strips) |
| TINT 08/15/26                                           | 2026-08-15      | 0.0000%  | 0.0000% | $31451351.55       | $30449594.55       | U.S. Treasuries (including strips) |
| TINT 11/15/26                                           | 2026-11-15      | 0.0000%  | 0.0000% | $3411337.85        | $3272987.64        | U.S. Treasuries (including strips) |
| TINT 02/15/27                                           | 2027-02-15      | 0.0000%  | 0.0000% | $722422.49         | $687186.33         | U.S. Treasuries (including strips) |
| TINT 05/15/27                                           | 2027-05-15      | 0.0000%  | 0.0000% | $29161689.64       | $27467366.30       | U.S. Treasuries (including strips) |
| TINT 08/15/27                                           | 2027-08-15      | 0.0000%  | 0.0000% | $21762786.36       | $20307704.70       | U.S. Treasuries (including strips) |
| TINT 11/15/27                                           | 2027-11-15      | 0.0000%  | 0.0000% | $143566.77         | $132661.44         | U.S. Treasuries (including strips) |
| TINT 02/15/28                                           | 2028-02-15      | 0.0000%  | 0.0000% | $13867367.84       | $12706974.24       | U.S. Treasuries (including strips) |
| TINT 08/15/28                                           | 2028-08-15      | 0.0000%  | 0.0000% | $6930331.24        | $6230963.79        | U.S. Treasuries (including strips) |
| TINT 05/15/28                                           | 2028-05-15      | 0.0000%  | 0.0000% | $668980.91         | $607294.86         | U.S. Treasuries (including strips) |
| TINT 11/15/28                                           | 2028-11-15      | 0.0000%  | 0.0000% | $11107783.06       | $9890792.13        | U.S. Treasuries (including strips) |
| TINT 05/15/35                                           | 2035-05-15      | 0.0000%  | 0.0000% | $3522206.33        | $2329368.89        | U.S. Treasuries (including strips) |
| TINT 02/15/29                                           | 2029-02-15      | 0.0000%  | 0.0000% | $35381450.15       | $31201910.21       | U.S. Treasuries (including strips) |
| TINT 08/15/29                                           | 2029-08-15      | 0.0000%  | 0.0000% | $24008047.88       | $20755029.42       | U.S. Treasuries (including strips) |
| TINT 05/15/29                                           | 2029-05-15      | 0.0000%  | 0.0000% | $914620.57         | $798621.07         | U.S. Treasuries (including strips) |
| TINT 11/15/29                                           | 2029-11-15      | 0.0000%  | 0.0000% | $6398944.79        | $5474662.00        | U.S. Treasuries (including strips) |
| TINT 05/15/30                                           | 2030-05-15      | 0.0000%  | 0.0000% | $22439304.24       | $18796126.12       | U.S. Treasuries (including strips) |
| TINT 02/15/30                                           | 2030-02-15      | 0.0000%  | 0.0000% | $22031849.26       | $18649960.40       | U.S. Treasuries (including strips) |
| TINT 08/15/30                                           | 2030-08-15      | 0.0000%  | 0.0000% | $23343392.43       | $19349594.76       | U.S. Treasuries (including strips) |
| TINT 02/15/31                                           | 2031-02-15      | 0.0000%  | 0.0000% | $19255534.34       | $15621957.24       | U.S. Treasuries (including strips) |
| 1 3/8 TRIB 44                                           | 2044-02-15      | 1.3750%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 3 1/8 BOND 44                                           | 2044-08-15      | 3.1250%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 3 BOND 44                                               | 2044-11-15      | 3.0000%  | 0.0000% | $57.56             | $45.76             | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46                                           | 2046-05-15      | 2.5000%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46                                           | 2046-05-15      | 2.5000%  | 0.0000% | $57.56             | $41.08             | U.S. Treasuries (including strips) |
| BILL 10/30/25                                           | 2025-10-30      | 0.0000%  | 0.0000% | $25324.92          | $25239.50          | U.S. Treasuries (including strips) |
| BILL 11/28/25                                           | 2025-11-28      | 0.0000%  | 0.0000% | $6906.80           | $6861.76           | U.S. Treasuries (including strips) |
| BILL 12/26/25                                           | 2025-12-26      | 0.0000%  | 0.0000% | $257796.19         | $255385.80         | U.S. Treasuries (including strips) |
| BILL 01/22/26                                           | 2026-01-22      | 0.0000%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-10-09      | 0.0000%  | 0.0000% | $8057.93           | $8049.79           | U.S. Treasuries (including strips) |
| BILL 10/16/25                                           | 2025-10-16      | 0.0000%  | 0.0000% | $56981.07          | $56878.45          | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-11-06      | 0.0000%  | 0.0000% | $16115.86          | $16049.14          | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-12-04      | 0.0000%  | 0.0000% | $2454215.16        | $2437011.11        | U.S. Treasuries (including strips) |
| BILL 06/11/26                                           | 2026-06-11      | 0.0000%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| BILL 12/11/25                                           | 2025-12-11      | 0.0000%  | 0.0000% | $135833.67         | $134779.60         | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-12-18      | 0.0000%  | 0.0000% | $534586.08         | $530052.79         | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-10-07      | 0.0000%  | 0.0000% | $38990825.29       | $38960334.46       | U.S. Treasuries (including strips) |
| BILL 10/21/25                                           | 2025-10-21      | 0.0000%  | 0.0000% | $107746.03         | $107490.68         | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-10-28      | 0.0000%  | 0.0000% | $4761200.43        | $4746155.03        | U.S. Treasuries (including strips) |
| BILL 10/28/25                                           | 2025-10-28      | 0.0000%  | 0.0000% | $3943781.02        | $3931318.67        | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2026-02-05      | 0.0000%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| BILL 02/05/26                                           | 2026-02-05      | 0.0000%  | 0.0000% | $132380.27         | $130616.97         | U.S. Treasuries (including strips) |
| BILL 11/12/25                                           | 2025-11-12      | 0.0000%  | 0.0000% | $3280.73           | $3265.04           | U.S. Treasuries (including strips) |
| BILL 11/18/25                                           | 2025-11-18      | 0.0000%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| BILL 11/18/25                                           | 2025-11-18      | 0.0000%  | 0.0000% | $538154.59         | $535227.03         | U.S. Treasuries (including strips) |
| BILL 11/25/25                                           | 2025-11-25      | 0.0000%  | 0.0000% | $248184.23         | $246640.53         | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-12-16      | 0.0000%  | 0.0000% | $1323.80           | $1312.96           | U.S. Treasuries (including strips) |
| BILL 03/12/26                                           | 2026-03-12      | 0.0000%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2026-01-20      | 0.0000%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 6 TPRN 26                                               | 2026-02-15      | 0.0000%  | 0.0000% | $6625920.47        | $6526399.14        | U.S. Treasuries (including strips) |
| 6 3/4 TPRN 26                                           | 2026-08-15      | 0.0000%  | 0.0000% | $3449945.04        | $3340236.79        | U.S. Treasuries (including strips) |
| 6 1/2 TPRN 26                                           | 2026-11-15      | 0.0000%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 6 3/8 TPRN 27                                           | 2027-08-15      | 0.0000%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 6 1/8 TPRN 27                                           | 2027-11-15      | 0.0000%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BC 26                                        | 2026-05-31      | 4.8750%  | 0.0000% | $174972.19         | $178970.47         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29                                        | 2029-06-30      | 4.2500%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| TRFR BF 07/31/26                                        | 2026-07-31      | 4.0805%  | 0.0000% | $2159525.16        | $2174849.60        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31                                         | 2031-07-31      | 4.1250%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34                                         | 2034-08-15      | 3.8750%  | 0.0000% | $132034.93         | $130720.63         | U.S. Treasuries (including strips) |
| T 3 3/4 08/15/27                                        | 2027-08-15      | 3.7500%  | 0.0000% | $230.23            | $231.70            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BG 26                                        | 2026-08-31      | 3.7500%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BG 26                                        | 2026-08-31      | 3.7500%  | 0.0000% | $402.90            | $404.13            | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2026-09-30      | 3.5000%  | 0.0000% | $365484.67         | $364651.36         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27                                        | 2027-10-15      | 3.8750%  | 0.0000% | $38562.95          | $39420.47          | U.S. Treasuries (including strips) |
| TRFR BK 10/31/26                                        | 2026-10-31      | 4.1035%  | 0.0000% | $1312866.97        | $1322396.00        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34                                         | 2034-11-15      | 4.2500%  | 0.0000% | $5525.44           | $5679.31           | U.S. Treasuries (including strips) |
| T 4 1/4 11/30/26                                        | 2026-11-30      | 4.2500%  | 0.0000% | $829736.53         | $846320.20         | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29                                        | 2029-12-31      | 4.3750%  | 0.0000% | $77701.46          | $80542.81          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27                                        | 2027-01-31      | 4.1250%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27                                        | 2027-01-31      | 4.1250%  | 0.0000% | $496713.81         | $502747.71         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30                                         | 2030-08-31      | 4.1250%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AS 26                                        | 2026-09-15      | 4.6250%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note               | 2025-10-31      | 4.0685%  | 0.0000% | $57.56             | $57.96             | U.S. Treasuries (including strips) |
| 5 NOTE BJ 25                                            | 2025-10-31      | 5.0000%  | 0.0000% | $168640.96         | $172254.60         | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28                                        | 2028-10-31      | 4.8750%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28                                        | 2028-10-31      | 4.8750%  | 0.0000% | $857593.95         | $905223.29         | U.S. Treasuries (including strips) |
| T 4 1/2 11/15/33                                        | 2033-11-15      | 4.5000%  | 0.0000% | $848384.88         | $891868.85         | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BL 25                                        | 2025-11-30      | 4.8750%  | 0.0000% | $122595.64         | $124727.58         | U.S. Treasuries (including strips) |
| 4 3/8 NOTE S 30                                         | 2030-11-30      | 4.3750%  | 0.0000% | $169792.09         | $177044.47         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 25                                        | 2025-12-31      | 4.2500%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27                                            | 2027-01-15      | 4.0000%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note - When Issued | 2026-01-31      | 4.1435%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AW 26                                        | 2026-01-31      | 4.2500%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 4 NOTE U 29                                             | 2029-01-31      | 4.0000%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| T 4 01/31/31                                            | 2031-01-31      | 4.0000%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AY 26                                        | 2026-02-28      | 4.6250%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29                                         | 2029-03-31      | 4.1250%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AM 27                                        | 2027-04-15      | 4.5000%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29                                         | 2029-04-30      | 4.6250%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34                                         | 2034-05-15      | 4.3750%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34                                         | 2034-05-15      | 4.3750%  | 0.0000% | $6887285.17        | $7162750.76        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 29                                         | 2029-09-30      | 3.8750%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27                                        | 2027-09-30      | 4.1250%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AT 25                                        | 2025-10-15      | 4.2500%  | 0.0000% | $29641.67          | $30219.92          | U.S. Treasuries (including strips) |
| 4  NOTE R 29                                            | 2029-10-31      | 4.0000%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| T 4 1/8 11/15/32                                        | 2032-11-15      | 4.1250%  | 0.0000% | $28202.75          | $28974.91          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27                                        | 2027-11-30      | 3.8750%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27                                        | 2027-11-30      | 3.8750%  | 0.0000% | $185102.16         | $188382.66         | U.S. Treasuries (including strips) |
| 4  NOTE AV 25                                           | 2025-12-15      | 4.0000%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 4  NOTE AV 25                                           | 2025-12-15      | 4.0000%  | 0.0000% | $109357.62         | $110644.10         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29                                         | 2029-12-31      | 3.8750%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AJ 26                                        | 2026-01-15      | 3.8750%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AJ 26                                        | 2026-01-15      | 3.8750%  | 0.0000% | $460.45            | $464.03            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28                                         | 2028-01-31      | 3.5000%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30                                         | 2030-01-31      | 3.5000%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 4 NOTE H 30                                             | 2030-02-28      | 4.0000%  | 0.0000% | $2515455.42        | $2552495.30        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 26                                        | 2026-04-15      | 3.7500%  | 0.0000% | $39886.75          | $40551.55          | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28                                         | 2028-04-30      | 3.5000%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AQ 26                                        | 2026-07-15      | 4.5000%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28                                         | 2028-01-31      | 0.7500%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 0 1/2 NOTE V 26                                         | 2026-02-28      | 0.5000%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28                                         | 2028-04-30      | 1.2500%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2026-06-30      | 0.8750%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28                                         | 2028-08-31      | 1.1250%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28                                         | 2028-08-31      | 1.1250%  | 0.0000% | $48923.14          | $45581.03          | U.S. Treasuries (including strips) |
| 0 3/4 NOTE AC 26                                        | 2026-08-31      | 0.7500%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2026-09-30      | 0.8750%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 0 1/8 TRIN AE 26                                        | 2026-10-15      | 0.1250%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32                                         | 2032-02-15      | 1.8750%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32                                         | 2032-02-15      | 1.8750%  | 0.0000% | $1186242.36        | $1055344.97        | U.S. Treasuries (including strips) |
| T 2 3/8 03/31/29                                        | 2029-03-31      | 2.3750%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| T 2 7/8 05/15/32                                        | 2032-05-15      | 2.8750%  | 0.0000% | $230629.46         | $219341.13         | U.S. Treasuries (including strips) |
| T 2 5/8 05/31/27                                        | 2027-05-31      | 2.6250%  | 0.0000% | $1857640.58        | $1842469.23        | U.S. Treasuries (including strips) |
| 3 1/4 NOTE M 29                                         | 2029-06-30      | 3.2500%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27                                        | 2027-07-31      | 2.7500%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 2 5/8 NOTE N 29                                         | 2029-07-31      | 2.6250%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32                                         | 2032-08-15      | 2.7500%  | 0.0000% | $1049257.56        | $979184.47         | U.S. Treasuries (including strips) |
| T 3 1/8 08/31/29                                        | 2029-08-31      | 3.1250%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28                                         | 2028-11-15      | 3.1250%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2025-12-31      | 2.6250%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29                                         | 2029-05-15      | 2.3750%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 2 1/8 NOTE L 26                                         | 2026-05-31      | 2.1250%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 25                                         | 2025-11-15      | 2.2500%  | 0.0000% | $14523842.70       | $14611530.39       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE B 26                                         | 2026-02-15      | 1.6250%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 1 5/8 NOTE B 26                                         | 2026-02-15      | 1.6250%  | 0.0000% | $1263080.48        | $1254783.62        | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27                                         | 2027-02-15      | 2.2500%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27                                         | 2027-02-15      | 2.2500%  | 0.0000% | $145042.73         | $142651.34         | U.S. Treasuries (including strips) |
| 1 7/8 NOTE N 26                                         | 2026-07-31      | 1.8750%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26                                         | 2026-11-30      | 1.6250%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 30                                         | 2030-01-15      | 0.1250%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30                                         | 2030-02-15      | 1.5000%  | 0.0000% | $356275.61         | $325462.40         | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27                                         | 2027-04-30      | 0.5000%  | 0.0000% | $12202.01          | $11637.88          | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27                                         | 2027-06-30      | 0.5000%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 0 3/8 NOTE Q 27                                         | 2027-09-30      | 0.3750%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| T 0 1/2 10/31/27                                        | 2027-10-31      | 0.5000%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30                                         | 2030-11-15      | 0.8750%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27                                         | 2027-11-30      | 0.6250%  | 0.0000% | $460.45            | $432.77            | U.S. Treasuries (including strips) |
| 0 3/8 NOTE AG 25                                        | 2025-11-30      | 0.3750%  | 0.0000% | $17439.66          | $17353.16          | U.S. Treasuries (including strips) |
| Cash Collateral                                         |  | 0.0000%  | 0.0000% | $92984834.18       | $92984834.18       | Cash                               |

### Security 338: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 959JFZ007, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 959JFZ007_4.21_1001
- **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:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.000 CLZS1750 | 2037-11-01      | 6.0000%  | 0.0000% | $6602.48           | $6986.41           | Agency Mortgage-Backed Securities |
| GNPL PN DB4201       | 2060-03-15      | 6.3500%  | 0.0000% | $10530753.91       | $11591456.49       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIRC3469 | 2040-02-01      | 5.0000%  | 0.0000% | $320416.34         | $325796.70         | Agency Mortgage-Backed Securities |
| GNII SF AL6980 C     | 2045-03-20      | 4.0000%  | 0.0000% | $138819.02         | $133566.55         | Agency Mortgage-Backed Securities |
| GNII SP 786682 C     | 2053-05-20      | 6.0000%  | 0.0000% | $5054163.03        | $5219046.67        | Agency Mortgage-Backed Securities |
| GNII SP 786934 C     | 2053-09-20      | 6.0000%  | 0.0000% | $5869607.15        | $6106389.06        | Agency Mortgage-Backed Securities |
| GNMI SP 783095 X     | 2040-09-15      | 4.0000%  | 0.0000% | $23002.44          | $22349.38          | Agency Mortgage-Backed Securities |
| GNMI SF 672767 X     | 2038-06-15      | 6.5000%  | 0.0000% | $5250.29           | $5417.64           | Agency Mortgage-Backed Securities |
| FHOR 21-28 TE        | 2028-01-27      | 1.0000%  | 0.0000% | $1905000.00        | $1794519.52        | Agency Mortgage-Backed Securities |
| FHOR 22-26 4U        | 2026-02-18      | 1.5000%  | 0.0000% | $100000.00         | $99257.00          | Agency Mortgage-Backed Securities |
| 2.42 FHOR 22-36 EG   | 2036-04-01      | 2.4200%  | 0.0000% | $2440000.00        | $2026207.18        | Agency Mortgage-Backed Securities |
| 1.10 FHOR 21-26 5521 | 2026-08-20      | 1.1000%  | 0.0000% | $1000000.00        | $978232.22         | Agency Mortgage-Backed Securities |
| 4.75 FHLB 26 CE      | 2026-06-12      | 4.7500%  | 0.0000% | $200000.00         | $204090.00         | Agency Mortgage-Backed Securities |
| 5.10 FHOR 27-32 IA   | 2032-04-12      | 5.1000%  | 0.0000% | $25000.00          | $25918.92          | Agency Mortgage-Backed Securities |
| 5.75 FHOR 25-44 EI   | 2044-11-07      | 5.7500%  | 0.0000% | $2500000.00        | $2550573.19        | Agency Mortgage-Backed Securities |
| 5.75 FHOR 26-37 DG   | 2037-05-29      | 5.7500%  | 0.0000% | $13280000.00       | $13550465.64       | Agency Mortgage-Backed Securities |
| 7.125 FNSM BB 01/30  | 2030-01-15      | 7.1250%  | 0.0000% | $7628000.00        | $8756209.80        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA2085 | 2052-11-01      | 4.5000%  | 0.0000% | $28452093.02       | $27858952.24       | Agency Mortgage-Backed Securities |
| GNII SF DK6548 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1039403.27        | $1085780.52        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAY2853 | 2045-03-01      | 3.0000%  | 0.0000% | $198230.33         | $182991.31         | Agency Mortgage-Backed Securities |
| GNMI SF 772046 X     | 2041-08-15      | 4.0000%  | 0.0000% | $86811.60          | $84229.15          | Agency Mortgage-Backed Securities |
| GNII SF DL6816 C     | 2055-08-20      | 6.0000%  | 0.0000% | $5486220.83        | $5704404.17        | Agency Mortgage-Backed Securities |
| GNII SF DM3074 C     | 2055-09-20      | 5.5000%  | 0.0000% | $3763180.00        | $3833786.88        | Agency Mortgage-Backed Securities |
| GNII SF DN0684 C     | 2055-09-20      | 5.5000%  | 0.0000% | $1491254.00        | $1524119.08        | Agency Mortgage-Backed Securities |
| GNII SF DI5085 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1263236.44        | $1286931.67        | Agency Mortgage-Backed Securities |
| GNII SF DI5087 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1282369.59        | $1306423.70        | Agency Mortgage-Backed Securities |
| 03.000 FGPC U51270 G | 2038-03-01      | 3.0000%  | 0.0000% | $166200.07         | $155782.27         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD6429 | 2055-04-01      | 7.0000%  | 0.0000% | $10884.58          | $11488.03          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS4919 | 2053-05-01      | 2.5000%  | 0.0000% | $157336.98         | $133541.95         | Agency Mortgage-Backed Securities |
| GNII SF MA5596 M     | 2048-11-20      | 4.5000%  | 0.0000% | $119736.52         | $118793.36         | Agency Mortgage-Backed Securities |
| GNII SF MA5597 M     | 2048-11-20      | 5.0000%  | 0.0000% | $7391548.27        | $7520573.49        | Agency Mortgage-Backed Securities |
| GNPL PN AT8555       | 2057-10-15      | 4.0700%  | 0.0000% | $20501764.44       | $19822245.98       | Agency Mortgage-Backed Securities |
| 5.80 FCSB 26 J       | 2026-12-30      | 5.8000%  | 0.0000% | $100000.00         | $103924.00         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQD8689 | 2052-03-01      | 3.5000%  | 0.0000% | $14455659.59       | $13277515.29       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC9480 | 2046-07-01      | 3.0000%  | 0.0000% | $17616.24          | $16106.91          | Agency Mortgage-Backed Securities |
| GNII SF MA6310 M     | 2034-12-20      | 3.0000%  | 0.0000% | $29440.49          | $28302.67          | Agency Mortgage-Backed Securities |
| 1.68 FCOR 21-35 AY   | 2035-09-17      | 1.6800%  | 0.0000% | $8790000.00        | $6767831.20        | Agency Mortgage-Backed Securities |
| 2.10 FCOR 21-40 W    | 2040-11-19      | 2.1000%  | 0.0000% | $999000.00         | $701269.70         | Agency Mortgage-Backed Securities |
| 2.60 FCOR 22-39 W    | 2039-06-28      | 2.6000%  | 0.0000% | $455000.00         | $353109.32         | Agency Mortgage-Backed Securities |
| 1.67 FCOR 22-31 CA   | 2031-03-03      | 1.6700%  | 0.0000% | $600000.00         | $533575.50         | Agency Mortgage-Backed Securities |
| 2.57 FCOR 24-41 H    | 2041-04-22      | 2.5700%  | 0.0000% | $4986000.00        | $3732068.09        | Agency Mortgage-Backed Securities |
| 2.69 FCOR 22-41 U    | 2041-11-29      | 2.6900%  | 0.0000% | $6197000.00        | $4651476.81        | Agency Mortgage-Backed Securities |
| 2.77 FCSB 37 AB      | 2037-03-16      | 2.7700%  | 0.0000% | $95000.00          | $80010.64          | Agency Mortgage-Backed Securities |
| 5.31 FCOR 25-35 BS   | 2035-09-25      | 5.3100%  | 0.0000% | $10243000.00       | $10247716.90       | Agency Mortgage-Backed Securities |
| 5.13 FCOR 26-33 EP   | 2033-05-19      | 5.1300%  | 0.0000% | $92000.00          | $93755.50          | Agency Mortgage-Backed Securities |
| 4.73 FCOR 27-35 CI   | 2035-09-10      | 4.7300%  | 0.0000% | $1020000.00        | $1018039.33        | Agency Mortgage-Backed Securities |
| 4.80 FCOR 25-32 EZ   | 2032-09-15      | 4.8000%  | 0.0000% | $59360000.00       | $59235344.00       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA2508 | 2036-01-01      | 4.0000%  | 0.0000% | $21020.94          | $20889.61          | Agency Mortgage-Backed Securities |
| GNII SF MA7535 M     | 2051-08-20      | 3.0000%  | 0.0000% | $5368075.92        | $4820460.60        | Agency Mortgage-Backed Securities |
| GNII SF MA8271 M     | 2052-09-20      | 6.0000%  | 0.0000% | $25662864.80       | $26450748.96       | Agency Mortgage-Backed Securities |
| GNII SF 004344 M     | 2039-01-20      | 6.0000%  | 0.0000% | $27480.31          | $29008.04          | Agency Mortgage-Backed Securities |
| GNII SF MA9107 M     | 2053-08-20      | 6.0000%  | 0.0000% | $98734.75          | $101478.92         | Agency Mortgage-Backed Securities |
| GNMI SF 367098 X     | 2041-07-15      | 4.0000%  | 0.0000% | $23577.23          | $22885.72          | Agency Mortgage-Backed Securities |
| GNII SF 736314 C     | 2035-11-20      | 3.7500%  | 0.0000% | $38441.77          | $35961.15          | Agency Mortgage-Backed Securities |

### Security 339: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.210000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 959JHK008, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 959JHK008_4.21_1001
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name       | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNPL PN CU4661    | 2059-04-15      | 5.5500%  | 0.0000% | $15708.64          | $16497.48          | Agency Mortgage-Backed Securities |
| GNII SF CV0444 C  | 2053-08-20      | 7.0000%  | 0.0000% | $170768.51         | $178246.27         | Agency Mortgage-Backed Securities |
| GNII SF CV0637 C  | 2053-09-20      | 7.0000%  | 0.0000% | $317009.43         | $332469.00         | Agency Mortgage-Backed Securities |
| GNII SF CX0794 C  | 2053-09-20      | 7.5000%  | 0.0000% | $374222.39         | $393104.41         | Agency Mortgage-Backed Securities |
| GNII SF CY8311 C  | 2054-01-20      | 7.0000%  | 0.0000% | $41106.13          | $42347.81          | Agency Mortgage-Backed Securities |
| GNPL PN CZ2392    | 2059-03-15      | 5.7300%  | 0.0000% | $12698.27          | $13499.25          | Agency Mortgage-Backed Securities |
| GNPL PN DB4200    | 2059-12-15      | 5.5900%  | 0.0000% | $168552.76         | $177504.27         | Agency Mortgage-Backed Securities |
| GNPL PN DC2109    | 2050-08-15      | 5.6400%  | 0.0000% | $1830642.72        | $1965255.98        | Agency Mortgage-Backed Securities |
| GNII SF DD0077 C  | 2054-09-20      | 7.0000%  | 0.0000% | $348545.42         | $369788.88         | Agency Mortgage-Backed Securities |
| GNII ET DD7296 C  | 2063-11-20      | 7.5000%  | 0.0000% | $36660.70          | $37884.05          | Agency Mortgage-Backed Securities |
| GNII RG CP0111 C  | 2042-07-20      | 3.5000%  | 0.0000% | $24420.35          | $22470.10          | Agency Mortgage-Backed Securities |
| GNII SF CB4530 C  | 2046-03-20      | 2.5000%  | 0.0000% | $12770.55          | $11012.09          | Agency Mortgage-Backed Securities |
| GNII SF CB6524 C  | 2051-05-20      | 3.0000%  | 0.0000% | $833739.97         | $749334.36         | Agency Mortgage-Backed Securities |
| GNII RG CH2012 C  | 2039-12-20      | 5.0000%  | 0.0000% | $128376.02         | $129030.19         | Agency Mortgage-Backed Securities |
| GNII RG CK9490 C  | 2050-01-20      | 4.0000%  | 0.0000% | $194129.05         | $184516.79         | Agency Mortgage-Backed Securities |
| GNMI SF CL6189 X  | 2052-03-15      | 4.0000%  | 0.0000% | $76407.03          | $72758.99          | Agency Mortgage-Backed Securities |
| GNII SF CM1520 C  | 2033-09-20      | 6.5000%  | 0.0000% | $180231.51         | $187915.16         | Agency Mortgage-Backed Securities |
| GNII SF MA9960 M  | 2049-11-20      | 3.0000%  | 0.0000% | $1022126.87        | $921135.28         | Agency Mortgage-Backed Securities |
| GNII SF MA9965 M  | 2054-10-20      | 5.5000%  | 0.0000% | $25261987.90       | $25583334.42       | Agency Mortgage-Backed Securities |
| GNII SF AJ9334 C  | 2044-10-20      | 3.5000%  | 0.0000% | $13411.68          | $12361.68          | Agency Mortgage-Backed Securities |
| GNII SP 786726 C  | 2051-03-20      | 2.0000%  | 0.0000% | $90936.76          | $74340.90          | Agency Mortgage-Backed Securities |
| GNII AP 786793 M  | 2052-12-20      | 2.0000%  | 0.0000% | $27985600.86       | $22547861.78       | Agency Mortgage-Backed Securities |
| GNII SP 787044 C  | 2048-06-20      | 3.5000%  | 0.0000% | $838595.16         | $770324.66         | Agency Mortgage-Backed Securities |
| GNII SP 787112 C  | 2051-12-20      | 2.5000%  | 0.0000% | $8879919.50        | $7610027.86        | Agency Mortgage-Backed Securities |
| GNII EP 787494 C  | 2063-08-20      | 2.0000%  | 0.0000% | $1236936.69        | $971842.74         | Agency Mortgage-Backed Securities |
| GNMI SF 757400 X  | 2046-11-15      | 2.5000%  | 0.0000% | $11227.43          | $9774.31           | Agency Mortgage-Backed Securities |
| GNMI SF 635067 X  | 2046-04-15      | 2.5000%  | 0.0000% | $60958.21          | $53069.90          | Agency Mortgage-Backed Securities |
| FMZC 12/17/2029 A | 2029-12-17      | 0.0000%  | 0.0000% | $27871983.33       | $23748825.10       | Agency Mortgage-Backed Securities |
| GNII SF DE2031 C  | 2054-10-20      | 5.0000%  | 0.0000% | $182625.03         | $185205.48         | Agency Mortgage-Backed Securities |
| GNII SF DF0702 C  | 2054-09-20      | 5.5000%  | 0.0000% | $244653.17         | $249204.34         | Agency Mortgage-Backed Securities |
| GNII SF DF4748 C  | 2054-10-20      | 5.0000%  | 0.0000% | $190934.27         | $193484.34         | Agency Mortgage-Backed Securities |
| GNII BD DF7001 C  | 2055-02-20      | 4.5000%  | 0.0000% | $2672607.41        | $2504636.70        | Agency Mortgage-Backed Securities |
| GNPL PN DF8940    | 2060-01-15      | 5.0600%  | 0.0000% | $82654.61          | $83825.50          | Agency Mortgage-Backed Securities |
| GNII SF DG1170 C  | 2054-12-20      | 7.0000%  | 0.0000% | $313446.62         | $327173.98         | Agency Mortgage-Backed Securities |
| GNII SF DG1207 C  | 2055-01-20      | 5.5000%  | 0.0000% | $364554.29         | $367788.09         | Agency Mortgage-Backed Securities |
| GNII SF DG4536 C  | 2054-12-20      | 7.0000%  | 0.0000% | $253112.49         | $265438.79         | Agency Mortgage-Backed Securities |
| GNII ET DG6442 C  | 2065-08-20      | 6.5000%  | 0.0000% | $98015.87          | $101061.72         | Agency Mortgage-Backed Securities |
| GNII ET DG7055 C  | 2064-10-20      | 2.0000%  | 0.0000% | $10867.22          | $8538.18           | Agency Mortgage-Backed Securities |
| GNPL PN DG8448    | 2060-01-15      | 5.3600%  | 0.0000% | $128230.57         | $132914.42         | Agency Mortgage-Backed Securities |
| GNPL PN DG8450    | 2060-01-15      | 5.3600%  | 0.0000% | $303420.02         | $314502.98         | Agency Mortgage-Backed Securities |
| GNII SF DG9315 C  | 2055-01-20      | 7.0000%  | 0.0000% | $253447.98         | $264548.46         | Agency Mortgage-Backed Securities |
| GNII SF DG9947 C  | 2054-12-20      | 7.0000%  | 0.0000% | $189477.79         | $198392.70         | Agency Mortgage-Backed Securities |
| GNII SF DH4975 C  | 2055-07-20      | 6.5000%  | 0.0000% | $207351.54         | $216602.96         | Agency Mortgage-Backed Securities |
| GNII SF DH4976 C  | 2055-06-20      | 6.5000%  | 0.0000% | $239985.58         | $250693.28         | Agency Mortgage-Backed Securities |
| GNII SF DH8968 C  | 2055-03-20      | 5.5000%  | 0.0000% | $295030.37         | $299106.67         | Agency Mortgage-Backed Securities |
| GNII SF DJ5205 C  | 2055-05-20      | 6.5000%  | 0.0000% | $653772.06         | $684954.44         | Agency Mortgage-Backed Securities |
| GNII SF DJ5890 C  | 2055-04-20      | 5.0000%  | 0.0000% | $483241.76         | $485823.13         | Agency Mortgage-Backed Securities |
| GNII SF DJ9241 C  | 2055-05-20      | 6.5000%  | 0.0000% | $1037327.48        | $1083608.99        | Agency Mortgage-Backed Securities |
| GNII SF DJ9731 C  | 2055-06-20      | 6.5000%  | 0.0000% | $443573.17         | $463329.53         | Agency Mortgage-Backed Securities |
| GNII SF DK1490 C  | 2055-06-20      | 6.5000%  | 0.0000% | $466855.29         | $486535.16         | Agency Mortgage-Backed Securities |
| GNII SF DK1605 C  | 2055-05-20      | 6.5000%  | 0.0000% | $852231.91         | $887290.27         | Agency Mortgage-Backed Securities |
| GNII SF DK6182 C  | 2055-07-20      | 6.5000%  | 0.0000% | $213846.94         | $224045.96         | Agency Mortgage-Backed Securities |
| GNII SF DK5707 C  | 2055-07-20      | 6.5000%  | 0.0000% | $296355.52         | $309578.05         | Agency Mortgage-Backed Securities |
| GNII SF DK5756 C  | 2055-07-20      | 6.5000%  | 0.0000% | $575848.99         | $601541.13         | Agency Mortgage-Backed Securities |
| GNII SF DK5764 C  | 2055-07-20      | 6.5000%  | 0.0000% | $1061859.84        | $1109235.90        | Agency Mortgage-Backed Securities |
| GNII SF DK6362 C  | 2055-06-20      | 5.0000%  | 0.0000% | $260621.36         | $262279.64         | Agency Mortgage-Backed Securities |
| GNII SF DK6449 C  | 2055-07-20      | 6.5000%  | 0.0000% | $398334.96         | $416107.12         | Agency Mortgage-Backed Securities |
| GNII SF DK6713 C  | 2055-06-20      | 6.5000%  | 0.0000% | $302493.18         | $316920.32         | Agency Mortgage-Backed Securities |
| GNII SF DK7051 C  | 2055-06-20      | 6.5000%  | 0.0000% | $255775.08         | $267187.28         | Agency Mortgage-Backed Securities |
| GNII SF DK7510 C  | 2055-08-20      | 6.5000%  | 0.0000% | $201564.85         | $213042.18         | Agency Mortgage-Backed Securities |
| GNII SF DK8316 C  | 2055-06-20      | 6.5000%  | 0.0000% | $219656.03         | $231892.66         | Agency Mortgage-Backed Securities |
| GNII SF DK9302 C  | 2055-07-20      | 6.5000%  | 0.0000% | $429279.40         | $448433.04         | Agency Mortgage-Backed Securities |
| GNII SF DK9377 C  | 2055-07-20      | 6.5000%  | 0.0000% | $581955.02         | $607920.76         | Agency Mortgage-Backed Securities |
| GNII SF DL0489 C  | 2055-08-20      | 7.0000%  | 0.0000% | $296724.33         | $309759.69         | Agency Mortgage-Backed Securities |
| GNII SF DL2614 C  | 2055-09-20      | 5.5000%  | 0.0000% | $260738.50         | $265630.62         | Agency Mortgage-Backed Securities |
| GNII SF DL2623 C  | 2055-09-20      | 6.5000%  | 0.0000% | $166531.93         | $175398.28         | Agency Mortgage-Backed Securities |
| GNII SF DL2625 C  | 2052-09-20      | 6.5000%  | 0.0000% | $209812.53         | $219687.59         | Agency Mortgage-Backed Securities |
| GNII SF DL2100 C  | 2055-07-20      | 6.5000%  | 0.0000% | $295381.98         | $309470.26         | Agency Mortgage-Backed Securities |
| GNII SF DL3697 C  | 2055-07-20      | 6.5000%  | 0.0000% | $331370.53         | $346154.33         | Agency Mortgage-Backed Securities |
| GNII SF DL4796 C  | 2055-07-20      | 7.0000%  | 0.0000% | $279793.13         | $293460.99         | Agency Mortgage-Backed Securities |
| GNII SF DL4847 C  | 2055-08-20      | 7.0000%  | 0.0000% | $209669.37         | $219396.75         | Agency Mortgage-Backed Securities |
| GNMI SF 766428 X  | 2046-11-15      | 2.5000%  | 0.0000% | $116523.18         | $101443.55         | Agency Mortgage-Backed Securities |
| GNII SF 796468 C  | 2042-09-20      | 4.0000%  | 0.0000% | $3258.13           | $3150.97           | Agency Mortgage-Backed Securities |
| GNMI SF AA5391 X  | 2042-06-15      | 3.5000%  | 0.0000% | $236933.58         | $225271.34         | Agency Mortgage-Backed Securities |
| GNII SF MA0934 M  | 2043-04-20      | 3.5000%  | 0.0000% | $154273.50         | $146773.72         | Agency Mortgage-Backed Securities |
| GNAR AF MA1851 M  | 2044-04-20      | 5.5000%  | 0.0000% | $197826.49         | $202313.10         | Agency Mortgage-Backed Securities |
| GNII SF DL8103 C  | 2055-08-20      | 6.5000%  | 0.0000% | $379213.15         | $396132.93         | Agency Mortgage-Backed Securities |
| GNII ET DL8803 C  | 2065-07-20      | 3.5000%  | 0.0000% | $42288.90          | $38106.51          | Agency Mortgage-Backed Securities |
| GNII BD DM2481 C  | 2055-08-20      | 6.0000%  | 0.0000% | $239309.28         | $250691.62         | Agency Mortgage-Backed Securities |
| GNII ET DM2755 C  | 2065-07-20      | 4.0000%  | 0.0000% | $66304.88          | $62488.46          | Agency Mortgage-Backed Securities |
| GNII ET DM3951 C  | 2065-08-20      | 3.5000%  | 0.0000% | $164141.45         | $147907.93         | Agency Mortgage-Backed Securities |
| GNII SF DM6997 C  | 2055-09-20      | 5.5000%  | 0.0000% | $806685.00         | $814241.67         | Agency Mortgage-Backed Securities |
| GNII ET DM7296 C  | 2065-08-20      | 7.0000%  | 0.0000% | $605000.00         | $624146.97         | Agency Mortgage-Backed Securities |
| GNII SF MB0092 M  | 2054-12-20      | 5.5000%  | 0.0000% | $67974470.70       | $68869732.27       | Agency Mortgage-Backed Securities |
| GNII JM MB0076 M  | 2054-10-20      | 4.0000%  | 0.0000% | $207414.34         | $193004.90         | Agency Mortgage-Backed Securities |
| GNII SF MB0146 M  | 2055-01-20      | 5.0000%  | 0.0000% | $14475119.60       | $14476245.45       | Agency Mortgage-Backed Securities |
| GNII SF MB0203 M  | 2055-02-20      | 4.5000%  | 0.0000% | $54312153.69       | $52959509.50       | Agency Mortgage-Backed Securities |
| GNII SF MB0254 M  | 2045-12-20      | 3.0000%  | 0.0000% | $508106.93         | $456644.17         | Agency Mortgage-Backed Securities |
| GNII SF MB0484 M  | 2055-07-20      | 5.0000%  | 0.0000% | $20304743.44       | $20306322.70       | Agency Mortgage-Backed Securities |
| GNAR AF MB0496 M  | 2055-07-20      | 5.5000%  | 0.0000% | $122960.35         | $124886.47         | Agency Mortgage-Backed Securities |
| GNII SF DI1682 C  | 2055-03-20      | 7.0000%  | 0.0000% | $193054.39         | $202484.69         | Agency Mortgage-Backed Securities |
| GNII SF DI1998 C  | 2055-06-20      | 5.5000%  | 0.0000% | $695658.83         | $708707.00         | Agency Mortgage-Backed Securities |
| GNII SF DI7137 C  | 2055-04-20      | 6.5000%  | 0.0000% | $247962.21         | $259025.32         | Agency Mortgage-Backed Securities |
| GNII ET DI6473 C  | 2065-05-20      | 6.0000%  | 0.0000% | $20281177.17       | $20686624.93       | Agency Mortgage-Backed Securities |
| GNII ET DI6726 C  | 2055-06-20      | 5.5000%  | 0.0000% | $75674.20          | $75866.31          | Agency Mortgage-Backed Securities |
| GNII SF MA4900 M  | 2047-12-20      | 3.5000%  | 0.0000% | $2462649.50        | $2308313.89        | Agency Mortgage-Backed Securities |
| GNII SF MA5506 M  | 2030-10-20      | 8.5000%  | 0.0000% | $6808.61           | $6934.41           | Agency Mortgage-Backed Securities |
| GNII SF DI8359 C  | 2055-05-20      | 5.5000%  | 0.0000% | $190059.09         | $194827.40         | Agency Mortgage-Backed Securities |
| GNMI SF AS4907 X  | 2046-04-15      | 4.0000%  | 0.0000% | $16585.40          | $15885.38          | Agency Mortgage-Backed Securities |
| GNMI SF 589193 X  | 2032-06-15      | 6.5000%  | 0.0000% | $1316.40           | $1366.39           | Agency Mortgage-Backed Securities |
| GNII SF MA6541 M  | 2050-02-20      | 3.0000%  | 0.0000% | $30782352.17       | $27674771.12       | Agency Mortgage-Backed Securities |
| GNII SF MA8022 M  | 2037-04-20      | 5.0000%  | 0.0000% | $41316.74          | $42419.97          | Agency Mortgage-Backed Securities |
| GNII SF MA8041 M  | 2052-05-20      | 2.0000%  | 0.0000% | $53987360.94       | $44834727.67       | Agency Mortgage-Backed Securities |
| GNII SF MA7472 M  | 2051-07-20      | 2.5000%  | 0.0000% | $7122560.38        | $6160600.83        | Agency Mortgage-Backed Securities |
| GNII SF MA7766 M  | 2051-12-20      | 2.0000%  | 0.0000% | $233237304.19      | $193698942.25      | Agency Mortgage-Backed Securities |
| GNAR AT MA7901 M  | 2051-11-20      | 3.0000%  | 0.0000% | $38910.07          | $39969.69          | Agency Mortgage-Backed Securities |
| GNII JM MA8931 M  | 2052-03-20      | 3.0000%  | 0.0000% | $147708.46         | $128910.74         | Agency Mortgage-Backed Securities |
| GNII SF MA8128 M  | 2037-07-20      | 5.0000%  | 0.0000% | $44320.74          | $44536.22          | Agency Mortgage-Backed Securities |
| GNII SF MA8147 M  | 2052-02-20      | 2.5000%  | 0.0000% | $622259.39         | $538822.42         | Agency Mortgage-Backed Securities |
| GNII SF MA8196 M  | 2052-07-20      | 2.0000%  | 0.0000% | $171909.25         | $142964.91         | Agency Mortgage-Backed Securities |
| GNII SF MA8265 M  | 2052-08-20      | 3.0000%  | 0.0000% | $452206.53         | $406450.76         | Agency Mortgage-Backed Securities |
| GNII SF MA8430 M  | 2052-11-20      | 6.0000%  | 0.0000% | $4378.19           | $4509.73           | Agency Mortgage-Backed Securities |
| GNII SF 003998 M  | 2037-06-20      | 6.0000%  | 0.0000% | $1188.37           | $1254.37           | Agency Mortgage-Backed Securities |
| GNII JM MA8867 M  | 2053-05-20      | 5.5000%  | 0.0000% | $76467.50          | $76897.75          | Agency Mortgage-Backed Securities |
| GNII SF MA9844 M  | 2052-06-20      | 2.0000%  | 0.0000% | $44006.61          | $36591.90          | Agency Mortgage-Backed Securities |
| GNII SF MA9853 M  | 2054-08-20      | 6.5000%  | 0.0000% | $645972.98         | $668056.29         | Agency Mortgage-Backed Securities |
| GNII SF MA9492 M  | 2054-01-20      | 7.5000%  | 0.0000% | $10233.70          | $10661.66          | Agency Mortgage-Backed Securities |
| GNMI SF BE2167 X  | 2048-02-15      | 5.0000%  | 0.0000% | $8418.56           | $8422.74           | Agency Mortgage-Backed Securities |
| GNII RG CN9953 C  | 2045-10-20      | 3.5000%  | 0.0000% | $29789.78          | $27408.22          | Agency Mortgage-Backed Securities |
| GNAR AR 080012 M  | 2026-11-20      | 4.7500%  | 0.0000% | $1571.18           | $1578.43           | Agency Mortgage-Backed Securities |
| GNAR AT 081843 M  | 2037-02-20      | 5.6250%  | 0.0000% | $2234.98           | $2229.33           | Agency Mortgage-Backed Securities |
| GNAR AT 082431 M  | 2039-12-20      | 4.7500%  | 0.0000% | $23943.26          | $24588.69          | Agency Mortgage-Backed Securities |
| GNII SP 784421 C  | 2047-12-20      | 3.5000%  | 0.0000% | $83266.87          | $78059.15          | Agency Mortgage-Backed Securities |
| GNMI SP 784093 X  | 2040-06-15      | 5.0000%  | 0.0000% | $98779.46          | $101650.56         | Agency Mortgage-Backed Securities |
| GNMI SP 786285 X  | 2041-03-15      | 5.0000%  | 0.0000% | $364420.19         | $375103.45         | Agency Mortgage-Backed Securities |
| GNII JP 786298 M  | 2037-12-20      | 2.5000%  | 0.0000% | $5803.00           | $5407.53           | Agency Mortgage-Backed Securities |
| GNMI SP 786309 X  | 2047-11-15      | 3.0000%  | 0.0000% | $123780.70         | $113861.62         | Agency Mortgage-Backed Securities |
| GNII SP 785565 C  | 2051-06-20      | 2.5000%  | 0.0000% | $220556.21         | $189542.45         | Agency Mortgage-Backed Securities |
| GNII SP 785575 C  | 2051-08-20      | 2.5000%  | 0.0000% | $41357.09          | $35375.16          | Agency Mortgage-Backed Securities |
| GNII SP 785821 C  | 2051-12-20      | 2.5000%  | 0.0000% | $565266.27         | $486648.41         | Agency Mortgage-Backed Securities |
| GNII SP 786107 C  | 2052-03-20      | 3.0000%  | 0.0000% | $26312.64          | $23379.69          | Agency Mortgage-Backed Securities |
| GNII SP 786202 C  | 2052-03-20      | 3.5000%  | 0.0000% | $135653.43         | $123890.84         | Agency Mortgage-Backed Securities |
| 8.625 RFPR 30 A   | 2030-01-15      | 0.0000%  | 0.0000% | $81950.00          | $69466.39          | Corporate Debt Securities         |
| 8.875 RFPR 30 B   | 2030-04-15      | 0.0000%  | 0.0000% | $998250.00         | $833231.29         | Corporate Debt Securities         |

### Security 340: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 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: 959JJF007, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 959JJF007_4.15_1007
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 2.1800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2050-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 NOTE Z 30   | 2030-05-31      | 4.0000%  | 0.0000% | $1767278400.00     | $1812653861.00     | U.S. Treasuries (including strips) |
| 4 NOTE H 30   | 2030-02-28      | 4.0000%  | 0.0000% | $1228313600.00     | $1247346217.00     | U.S. Treasuries (including strips) |

### Security 341: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.210000%
- **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: 959NLD000, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 959NLD000_4.21_1001
- **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:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNAR XX.XXX HYAN0698 | 2026-01-01      | 3.1000%  | 0.0000% | $94156.63          | $93872.21          | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08635 G | 2045-04-01      | 3.0000%  | 0.0000% | $5829389.39        | $5336378.50        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7988 | 2050-12-01      | 2.0000%  | 0.0000% | $11233963.12       | $9174936.21        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7628 | 2050-11-01      | 2.0000%  | 0.0000% | $11169862.74       | $9186666.02        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7635 | 2050-11-01      | 2.0000%  | 0.0000% | $11282140.59       | $9287955.80        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA8509 | 2051-01-01      | 1.5000%  | 0.0000% | $12198820.34       | $9415456.16        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8730 | 2051-01-01      | 2.0000%  | 0.0000% | $11013523.47       | $9004735.10        | Agency Mortgage-Backed Securities |

### Security 342: RBC Dominion

- **C.1 - Title:** RBC Dominion 4.210000%
- **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_4.21_1001
- **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:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 04.500 CLZT0543        | 2048-08-01      | 4.5000%  | 0.0000% | $7.88              | $7.87              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6185        | 2045-11-01      | 3.5000%  | 0.0000% | $36.14             | $34.20             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT8406        | 2043-06-01      | 3.5000%  | 0.0000% | $37.82             | $35.86             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5861        | 2053-03-01      | 6.5000%  | 0.0000% | $22751.89          | $24201.40          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7474        | 2053-11-01      | 5.5000%  | 0.0000% | $32.22             | $32.74             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB7955        | 2054-02-01      | 4.5000%  | 0.0000% | $64780.17          | $63350.02          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY7572        | 2055-07-01      | 5.5000%  | 0.0000% | $95.83             | $97.22             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY7856        | 2055-07-01      | 5.5000%  | 0.0000% | $33.96             | $34.45             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ1353        | 2055-08-01      | 6.0000%  | 0.0000% | $1159583.68        | $1198296.76        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ1844        | 2055-08-01      | 6.0000%  | 0.0000% | $296.17            | $307.01            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ2361        | 2055-09-01      | 5.0000%  | 0.0000% | $33.32             | $33.38             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0775        | 2054-05-01      | 6.0000%  | 0.0000% | $8072.67           | $8335.20           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0004        | 2055-01-01      | 6.0000%  | 0.0000% | $106626.83         | $109623.19         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0267        | 2055-01-01      | 5.5000%  | 0.0000% | $1053706.37        | $1075556.61        | Agency Mortgage-Backed Securities  |
| 05.000 FGPC N70075 G        | 2035-01-01      | 5.0000%  | 0.0000% | $7.23              | $7.27              | Agency Mortgage-Backed Securities  |
| 07.500 FGPC G20028 G        | 2036-12-01      | 7.5000%  | 0.0000% | $1.02              | $1.05              | Agency Mortgage-Backed Securities  |
| 05.000 FGPC L00016 G        | 2035-11-01      | 5.0000%  | 0.0000% | $3.51              | $3.62              | Agency Mortgage-Backed Securities  |
| 05.500 FGPC L10214 G        | 2033-03-01      | 5.5000%  | 0.0000% | $2.72              | $2.76              | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08788 G        | 2047-11-01      | 3.5000%  | 0.0000% | $36.24             | $33.98             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA3592        | 2050-09-01      | 3.5000%  | 0.0000% | $297837.27         | $276920.88         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA5350        | 2051-06-01      | 2.5000%  | 0.0000% | $22.07             | $18.82             | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA4728        | 2051-02-01      | 2.0000%  | 0.0000% | $395.50            | $323.36            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA5247        | 2051-05-01      | 2.0000%  | 0.0000% | $23.03             | $18.83             | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRA9174        | 2053-06-01      | 6.5000%  | 0.0000% | $618780.45         | $645911.57         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI8055        | 2054-06-01      | 5.5000%  | 0.0000% | $215.32            | $218.50            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6306        | 2052-08-01      | 5.0000%  | 0.0000% | $111.59            | $112.62            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5327        | 2054-04-01      | 5.0000%  | 0.0000% | $30.20             | $30.13             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4516        | 2037-01-01      | 2.0000%  | 0.0000% | $235.53            | $216.58            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4618        | 2052-04-01      | 4.0000%  | 0.0000% | $1927.74           | $1827.56           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTMA4800        | 2042-11-01      | 4.0000%  | 0.0000% | $25.18             | $24.73             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4919        | 2053-02-01      | 5.5000%  | 0.0000% | $50.40             | $51.29             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4978        | 2053-04-01      | 5.0000%  | 0.0000% | $27.41             | $27.43             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5040        | 2053-06-01      | 6.0000%  | 0.0000% | $5114.52           | $5268.54           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5027        | 2053-05-01      | 4.0000%  | 0.0000% | $29.20             | $27.70             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5071        | 2053-07-01      | 5.0000%  | 0.0000% | $28.46             | $28.44             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5107        | 2053-08-01      | 5.5000%  | 0.0000% | $190.39            | $193.15            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5139        | 2053-09-01      | 6.0000%  | 0.0000% | $24.80             | $25.52             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5215        | 2053-12-01      | 5.5000%  | 0.0000% | $28.43             | $28.88             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5217        | 2053-12-01      | 6.5000%  | 0.0000% | $20.59             | $21.39             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5247        | 2054-01-01      | 6.0000%  | 0.0000% | $119643.98         | $122941.77         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5422        | 2054-07-01      | 6.5000%  | 0.0000% | $16139.40          | $16766.02          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5444        | 2054-08-01      | 5.5000%  | 0.0000% | $30.23             | $30.65             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5530        | 2054-11-01      | 5.0000%  | 0.0000% | $294750.46         | $293817.80         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5823        | 2055-09-01      | 6.0000%  | 0.0000% | $232743.12         | $238865.04         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA3955        | 2049-08-01      | 3.5000%  | 0.0000% | $22.38             | $20.79             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICA4267        | 2034-09-01      | 3.0000%  | 0.0000% | $18.63             | $18.06             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA4938        | 2050-01-01      | 3.0000%  | 0.0000% | $1714871.54        | $1538194.62        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7294        | 2050-10-01      | 2.5000%  | 0.0000% | $21.93             | $18.81             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7682        | 2050-11-01      | 2.0000%  | 0.0000% | $28.44             | $23.24             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0496        | 2051-05-01      | 2.0000%  | 0.0000% | $6780.76           | $5524.62           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAD0927        | 2040-03-01      | 5.5000%  | 0.0000% | $103553.90         | $107728.22         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NPAE0287        | 2038-02-01      | 5.5000%  | 0.0000% | $1840.65           | $1867.55           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAE0616        | 2040-03-01      | 6.0000%  | 0.0000% | $1347.77           | $1425.63           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX3424        | 2055-01-01      | 6.0000%  | 0.0000% | $1644977.58        | $1698194.79        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX6685        | 2055-02-01      | 5.5000%  | 0.0000% | $34017.52          | $34759.36          | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX8007        | 2055-03-01      | 7.0000%  | 0.0000% | $38634.26          | $41027.38          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY3652        | 2055-05-01      | 5.5000%  | 0.0000% | $3393.57           | $3442.29           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQY4500        | 2055-06-01      | 4.5000%  | 0.0000% | $33.19             | $32.48             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4516        | 2055-06-01      | 6.0000%  | 0.0000% | $399173.33         | $410658.87         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4776        | 2055-05-01      | 6.0000%  | 0.0000% | $684979.53         | $704878.41         | Agency Mortgage-Backed Securities  |
| GNPL PN CP0912              | 2063-04-15      | 4.9000%  | 0.0000% | $74578.61          | $75565.60          | Agency Mortgage-Backed Securities  |
| GNII SF MA9964 M            | 2054-10-20      | 5.0000%  | 0.0000% | $1829.14           | $1829.42           | Agency Mortgage-Backed Securities  |
| GNII MH AD0022 C            | 2038-03-20      | 3.5000%  | 0.0000% | $1760.88           | $1644.77           | Agency Mortgage-Backed Securities  |
| GNMI SF AD3148 X            | 2043-05-15      | 3.0000%  | 0.0000% | $50333.78          | $46268.60          | Agency Mortgage-Backed Securities  |
| GNII SP 786518 M            | 2050-12-20      | 4.5000%  | 0.0000% | $901708.74         | $915176.66         | Agency Mortgage-Backed Securities  |
| GNMI SP 782350 X            | 2038-06-15      | 5.5000%  | 0.0000% | $1275.53           | $1338.53           | Agency Mortgage-Backed Securities  |
| GNMI SF 675381 X            | 2038-05-15      | 5.5000%  | 0.0000% | $12593.97          | $13236.64          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 K2255538        | 2034-11-01      | 5.5000%  | 0.0000% | $1074.51           | $1080.90           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NQ256109        | 2036-01-01      | 6.5000%  | 0.0000% | $2121.00           | $2201.94           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAJ9198        | 2042-01-01      | 3.5000%  | 0.0000% | $1170.87           | $1118.05           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK6731        | 2042-03-01      | 3.5000%  | 0.0000% | $1971000.60        | $1882700.65        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0447        | 2055-01-01      | 6.0000%  | 0.0000% | $953.79            | $1000.90           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1421        | 2050-05-01      | 5.0000%  | 0.0000% | $30.44             | $30.82             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1454        | 2054-11-01      | 5.5000%  | 0.0000% | $157727.22         | $160853.93         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1596        | 2055-05-01      | 5.5000%  | 0.0000% | $51692.74          | $52721.98          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA2123        | 2055-04-01      | 4.5000%  | 0.0000% | $32.76             | $31.98             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM3505        | 2050-06-01      | 2.5000%  | 0.0000% | $17.54             | $15.00             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM2725        | 2050-02-01      | 3.0000%  | 0.0000% | $1037.55           | $917.48            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM3127        | 2047-10-01      | 3.0000%  | 0.0000% | $723792.93         | $655688.12         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM3381        | 2048-11-01      | 3.5000%  | 0.0000% | $1116.66           | $1049.31           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIFM3388        | 2034-03-01      | 4.0000%  | 0.0000% | $2059.57           | $2061.11           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM3778        | 2050-08-01      | 2.5000%  | 0.0000% | $17.64             | $15.14             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM3889        | 2050-07-01      | 3.0000%  | 0.0000% | $13.30             | $11.87             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0565        | 2055-01-01      | 6.0000%  | 0.0000% | $32.30             | $33.75             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0736        | 2055-02-01      | 5.5000%  | 0.0000% | $676239.33         | $695124.37         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSL1724        | 2051-12-01      | 2.0000%  | 0.0000% | $114446.50         | $93314.54          | Agency Mortgage-Backed Securities  |
| GNII SF DJ4901 C            | 2055-06-20      | 7.0000%  | 0.0000% | $83450.95          | $88758.75          | Agency Mortgage-Backed Securities  |
| GNII SF DJ4907 C            | 2055-05-20      | 7.5000%  | 0.0000% | $43343.39          | $46385.08          | Agency Mortgage-Backed Securities  |
| GNII SF DJ6246 C            | 2055-04-20      | 5.0000%  | 0.0000% | $198.84            | $197.27            | Agency Mortgage-Backed Securities  |
| GNII SF DK7670 C            | 2055-06-20      | 5.5000%  | 0.0000% | $64.13             | $65.18             | Agency Mortgage-Backed Securities  |
| GNII SF DL1692 C            | 2055-09-20      | 6.5000%  | 0.0000% | $46104.60          | $48286.74          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8512        | 2036-05-01      | 2.0000%  | 0.0000% | $334.97            | $309.90            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0592        | 2050-09-01      | 3.0000%  | 0.0000% | $95059.64          | $86374.67          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0958        | 2052-04-01      | 3.5000%  | 0.0000% | $20936.07          | $19429.71          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1218        | 2049-07-01      | 4.0000%  | 0.0000% | $4219.80           | $4075.70           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1400        | 2052-08-01      | 4.0000%  | 0.0000% | $26.07             | $24.94             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1549        | 2052-04-01      | 3.5000%  | 0.0000% | $2993.10           | $2771.40           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1586        | 2052-08-01      | 3.5000%  | 0.0000% | $9873.69           | $9195.52           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD1605        | 2051-12-01      | 2.5000%  | 0.0000% | $178178.42         | $150783.29         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2317        | 2053-01-01      | 6.0000%  | 0.0000% | $32.61             | $33.67             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2361        | 2053-02-01      | 6.0000%  | 0.0000% | $25.42             | $26.64             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2917        | 2053-05-01      | 5.5000%  | 0.0000% | $23.69             | $24.17             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD2991        | 2051-09-01      | 2.5000%  | 0.0000% | $671.56            | $578.40            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4507        | 2053-12-01      | 5.5000%  | 0.0000% | $4342.56           | $4489.23           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAY9257        | 2045-05-01      | 3.0000%  | 0.0000% | $19.12             | $17.39             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5661        | 2054-05-01      | 6.0000%  | 0.0000% | $49004.23          | $51124.22          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6586        | 2054-11-01      | 5.5000%  | 0.0000% | $1449833.80        | $1470197.52        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD6755        | 2052-11-01      | 3.5000%  | 0.0000% | $32.01             | $29.81             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8016        | 2049-10-01      | 3.0000%  | 0.0000% | $2920.71           | $2608.18           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7509        | 2049-11-01      | 3.0000%  | 0.0000% | $39070.54          | $35194.61          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7544        | 2051-07-01      | 3.0000%  | 0.0000% | $105513.02         | $95121.53          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7555        | 2052-08-01      | 3.0000%  | 0.0000% | $2972.74           | $2668.63           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7564        | 2053-06-01      | 5.0000%  | 0.0000% | $1005.39           | $1016.47           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8121        | 2050-12-01      | 2.0000%  | 0.0000% | $4819.61           | $3938.77           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA0560        | 2054-04-01      | 5.5000%  | 0.0000% | $135.28            | $137.20            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIDB7478        | 2040-03-01      | 4.5000%  | 0.0000% | $162.64            | $163.02            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC1526        | 2054-09-01      | 6.5000%  | 0.0000% | $32668.68          | $34476.27          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5985        | 2054-11-01      | 5.0000%  | 0.0000% | $164.79            | $164.97            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM4257        | 2050-09-01      | 2.5000%  | 0.0000% | $56.88             | $48.78             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM4899        | 2050-11-01      | 2.5000%  | 0.0000% | $1488.55           | $1275.29           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFM5010        | 2050-09-01      | 4.5000%  | 0.0000% | $992.33            | $983.33            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM5265        | 2051-01-01      | 2.0000%  | 0.0000% | $22.54             | $18.51             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM5750        | 2050-08-01      | 4.0000%  | 0.0000% | $8.53              | $8.17              | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM6063        | 2051-02-01      | 3.0000%  | 0.0000% | $100.54            | $89.45             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM6739        | 2049-06-01      | 3.5000%  | 0.0000% | $12.72             | $11.90             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM7498        | 2051-03-01      | 3.5000%  | 0.0000% | $13.68             | $12.69             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM7599        | 2051-01-01      | 3.5000%  | 0.0000% | $12.18             | $11.30             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM7869        | 2051-01-01      | 2.5000%  | 0.0000% | $21.72             | $18.70             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM8423        | 2036-08-01      | 3.0000%  | 0.0000% | $325.63            | $315.04            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM9668        | 2051-11-01      | 2.0000%  | 0.0000% | $131.43            | $107.42            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9733        | 2051-10-01      | 2.5000%  | 0.0000% | $23.87             | $20.49             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM9902        | 2051-12-01      | 3.0000%  | 0.0000% | $23.75             | $21.03             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS0352        | 2052-01-01      | 2.0000%  | 0.0000% | $25.73             | $21.13             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS0705        | 2050-05-01      | 3.5000%  | 0.0000% | $22.66             | $21.28             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1790        | 2052-05-01      | 4.0000%  | 0.0000% | $20470.38          | $19406.49          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS0908        | 2052-03-01      | 3.5000%  | 0.0000% | $21.90             | $20.45             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1097        | 2052-04-01      | 3.0000%  | 0.0000% | $27.20             | $24.26             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1374        | 2052-03-01      | 3.0000%  | 0.0000% | $1892.33           | $1672.09           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS1598        | 2052-04-01      | 2.0000%  | 0.0000% | $27.44             | $22.30             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1891        | 2050-01-01      | 4.0000%  | 0.0000% | $2539.09           | $2445.32           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1932        | 2051-07-01      | 2.5000%  | 0.0000% | $55402.43          | $47330.46          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2295        | 2052-03-01      | 3.5000%  | 0.0000% | $557688.99         | $517422.98         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3213        | 2052-07-01      | 3.5000%  | 0.0000% | $187.31            | $172.06            | Agency Mortgage-Backed Securities  |
| GNII BD 769101 C            | 2041-07-20      | 4.0000%  | 0.0000% | $1.76              | $1.67              | Agency Mortgage-Backed Securities  |
| GNII SF MA3377 M            | 2046-01-20      | 4.0000%  | 0.0000% | $876.91            | $845.62            | Agency Mortgage-Backed Securities  |
| GNII SF MB0025 M            | 2054-11-20      | 5.0000%  | 0.0000% | $32.86             | $32.87             | Agency Mortgage-Backed Securities  |
| GNII SF MB0027 M            | 2054-09-20      | 6.0000%  | 0.0000% | $372262.99         | $380599.20         | Agency Mortgage-Backed Securities  |
| GNII SF MB0366 M            | 2055-05-20      | 5.5000%  | 0.0000% | $32.97             | $33.38             | Agency Mortgage-Backed Securities  |
| GNII SF MB0423 M            | 2055-06-20      | 5.0000%  | 0.0000% | $233803.03         | $233821.22         | Agency Mortgage-Backed Securities  |
| GNII SF MB0557 M            | 2053-01-20      | 6.0000%  | 0.0000% | $33.24             | $34.00             | Agency Mortgage-Backed Securities  |
| GNII SF MB0558 M            | 2055-07-20      | 6.5000%  | 0.0000% | $34.02             | $35.29             | Agency Mortgage-Backed Securities  |
| GNII SF MB0622 M            | 2055-09-20      | 5.0000%  | 0.0000% | $123602.13         | $123714.95         | Agency Mortgage-Backed Securities  |
| GNII SF DI0425 C            | 2055-03-20      | 5.5000%  | 0.0000% | $31.64             | $32.24             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8372        | 2053-11-01      | 5.5000%  | 0.0000% | $5261.89           | $5346.76           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS4377        | 2052-04-01      | 3.0000%  | 0.0000% | $2457.32           | $2168.79           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS4480        | 2050-03-01      | 4.5000%  | 0.0000% | $123.98            | $123.95            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4012        | 2053-03-01      | 5.5000%  | 0.0000% | $131.68            | $134.74            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4521        | 2053-04-01      | 5.0000%  | 0.0000% | $25.23             | $25.44             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4928        | 2050-06-01      | 3.5000%  | 0.0000% | $128212.83         | $117939.07         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS5869        | 2053-04-01      | 4.5000%  | 0.0000% | $4598.72           | $4533.70           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS5912        | 2052-05-01      | 4.0000%  | 0.0000% | $27.32             | $25.96             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS7148        | 2052-04-01      | 2.5000%  | 0.0000% | $13978.62          | $12048.51          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS6333        | 2052-10-01      | 4.0000%  | 0.0000% | $233808.19         | $225040.90         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS6700        | 2052-01-01      | 2.5000%  | 0.0000% | $28.64             | $24.60             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS6832        | 2053-11-01      | 5.0000%  | 0.0000% | $27704.02          | $27665.45          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6942        | 2053-12-01      | 6.5000%  | 0.0000% | $956812.36         | $998707.46         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7013        | 2053-09-01      | 5.5000%  | 0.0000% | $28.77             | $29.44             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7061        | 2052-04-01      | 3.0000%  | 0.0000% | $29.92             | $26.40             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS8075        | 2050-02-01      | 3.0000%  | 0.0000% | $2896.28           | $2633.05           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS7278        | 2053-11-01      | 5.0000%  | 0.0000% | $1526.83           | $1527.13           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7684        | 2054-04-01      | 5.5000%  | 0.0000% | $3285726.32        | $3335681.04        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS7879        | 2052-07-01      | 2.5000%  | 0.0000% | $398.36            | $337.11            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS8863        | 2050-02-25      | 3.0000%  | 0.0000% | $362801.70         | $323903.79         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFS9778        | 2054-10-01      | 7.0000%  | 0.0000% | $52.36             | $55.03             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9454        | 2054-09-01      | 6.0000%  | 0.0000% | $3440161.28        | $3579980.90        | Agency Mortgage-Backed Securities  |
| GNII SF MA4587 M            | 2047-07-20      | 4.0000%  | 0.0000% | $45139.10          | $43402.25          | Agency Mortgage-Backed Securities  |
| GNII SF MA5529 M            | 2048-10-20      | 4.5000%  | 0.0000% | $526.07            | $522.25            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61748 G        | 2048-11-01      | 3.5000%  | 0.0000% | $35.05             | $32.96             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE2559        | 2047-05-01      | 3.0000%  | 0.0000% | $136234.37         | $122226.29         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE7123        | 2052-08-01      | 4.0000%  | 0.0000% | $387841.24         | $368764.19         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE6784        | 2052-07-01      | 5.0000%  | 0.0000% | $33.05             | $33.12             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE7444        | 2052-08-01      | 4.5000%  | 0.0000% | $3754.09           | $3676.21           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG2351        | 2053-05-01      | 5.0000%  | 0.0000% | $114316.79         | $114413.71         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE9111        | 2055-10-01      | 5.5000%  | 0.0000% | $33.33             | $34.11             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBM3663        | 2047-04-01      | 3.0000%  | 0.0000% | $22.33             | $20.25             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0218        | 2055-04-01      | 6.0000%  | 0.0000% | $69.13             | $71.21             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0563        | 2055-06-01      | 5.5000%  | 0.0000% | $33.35             | $34.34             | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCC0615        | 2055-06-01      | 7.0000%  | 0.0000% | $32.75             | $34.50             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA9724        | 2054-03-01      | 5.5000%  | 0.0000% | $47426.05          | $48238.48          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL888009        | 2034-12-01      | 6.5000%  | 0.0000% | $2718.59           | $2850.58           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL888099        | 2035-08-01      | 5.5000%  | 0.0000% | $1.97              | $2.03              | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CI890882        | 2034-02-01      | 4.5000%  | 0.0000% | $23.23             | $23.61             | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL995156        | 2035-03-01      | 7.5000%  | 0.0000% | $787.28            | $820.05            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB4223        | 2042-01-01      | 3.5000%  | 0.0000% | $99216.45          | $94771.50          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAB4525        | 2042-02-01      | 4.0000%  | 0.0000% | $491.83            | $482.43            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB8900        | 2043-04-01      | 3.5000%  | 0.0000% | $1147.35           | $1089.90           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAB9594        | 2043-06-01      | 4.0000%  | 0.0000% | $861.96            | $845.86            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTMA0792        | 2031-07-01      | 4.5000%  | 0.0000% | $1.27              | $1.28              | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTMA0734        | 2031-05-01      | 4.5000%  | 0.0000% | $940.28            | $948.03            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CRMA1711        | 2043-11-01      | 4.5000%  | 0.0000% | $5.30              | $5.30              | Agency Mortgage-Backed Securities  |
| GNII JM MA6703 M            | 2050-06-20      | 4.5000%  | 0.0000% | $186.10            | $179.81            | Agency Mortgage-Backed Securities  |
| GNII SF MA6932 M            | 2050-08-20      | 3.0000%  | 0.0000% | $100.89            | $90.64             | Agency Mortgage-Backed Securities  |
| GNII SF MA7990 M            | 2052-04-20      | 4.0000%  | 0.0000% | $126.09            | $120.18            | Agency Mortgage-Backed Securities  |
| GNII SF MA8100 M            | 2052-06-20      | 4.0000%  | 0.0000% | $1456405.38        | $1390849.98        | Agency Mortgage-Backed Securities  |
| GNII SF MA7254 M            | 2051-03-20      | 2.0000%  | 0.0000% | $1772.12           | $1473.96           | Agency Mortgage-Backed Securities  |
| GNII SF MA7313 M            | 2051-04-20      | 3.0000%  | 0.0000% | $272381.95         | $244810.54         | Agency Mortgage-Backed Securities  |
| GNII SF MA7368 M            | 2051-05-20      | 3.0000%  | 0.0000% | $255.26            | $229.23            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH2611        | 2053-10-01      | 6.0000%  | 0.0000% | $30251.42          | $31282.34          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH5503        | 2053-11-01      | 6.5000%  | 0.0000% | $95747.10          | $102161.21         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH9923        | 2054-01-01      | 6.5000%  | 0.0000% | $33964.57          | $35432.90          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTQK0071        | 2039-10-01      | 3.0000%  | 0.0000% | $16.38             | $15.28             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CWBM6665        | 2032-12-01      | 2.5000%  | 0.0000% | $43.76             | $42.18             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4916        | 2054-08-01      | 6.0000%  | 0.0000% | $141.28            | $145.29            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CKMA0917        | 2041-11-01      | 3.5000%  | 0.0000% | $622.02            | $589.16            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA1213        | 2042-10-01      | 3.5000%  | 0.0000% | $4.44              | $4.21              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA1440        | 2043-04-01      | 3.5000%  | 0.0000% | $1475.26           | $1400.02           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3521        | 2048-11-01      | 4.0000%  | 0.0000% | $1777.53           | $1714.93           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3521        | 2048-11-01      | 4.0000%  | 0.0000% | $11.74             | $11.33             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA3029        | 2032-06-01      | 3.0000%  | 0.0000% | $1134.03           | $1107.74           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3057        | 2047-07-01      | 3.5000%  | 0.0000% | $844099.04         | $792471.79         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3058        | 2047-07-01      | 4.0000%  | 0.0000% | $317.63            | $304.09            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3209        | 2047-12-01      | 3.0000%  | 0.0000% | $798.06            | $718.95            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3182        | 2047-11-01      | 3.5000%  | 0.0000% | $4.67              | $4.38              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3238        | 2048-01-01      | 3.5000%  | 0.0000% | $563997.60         | $527870.42         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3466        | 2048-09-01      | 3.5000%  | 0.0000% | $3.43              | $3.19              | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4465        | 2051-11-01      | 2.0000%  | 0.0000% | $131.89            | $107.38            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4481        | 2051-10-01      | 4.0000%  | 0.0000% | $1352.17           | $1287.02           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CKMA3846        | 2049-11-01      | 3.0000%  | 0.0000% | $6457.58           | $5616.46           | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLMA4157        | 2050-10-01      | 1.5000%  | 0.0000% | $30890.89          | $23792.11          | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4178        | 2035-11-01      | 1.5000%  | 0.0000% | $16.75             | $15.07             | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CKMA4217        | 2050-12-01      | 1.5000%  | 0.0000% | $221.43            | $164.63            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLMA4254        | 2051-02-01      | 1.5000%  | 0.0000% | $219347.05         | $168880.41         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4258        | 2050-01-01      | 3.5000%  | 0.0000% | $87723.89          | $81389.92          | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLMA4280        | 2051-03-01      | 1.5000%  | 0.0000% | $32301.73          | $24877.45          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4357        | 2051-06-01      | 3.0000%  | 0.0000% | $19.01             | $16.87             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4358        | 2051-06-01      | 3.5000%  | 0.0000% | $14.39             | $13.30             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5271        | 2054-02-01      | 5.5000%  | 0.0000% | $28.51             | $28.94             | Agency Mortgage-Backed Securities  |
| GNII SF MA7939 M            | 2052-02-20      | 4.0000%  | 0.0000% | $186570.24         | $177855.59         | Agency Mortgage-Backed Securities  |
| GNII SF MA8101 M            | 2052-06-20      | 4.5000%  | 0.0000% | $33673.21          | $33074.63          | Agency Mortgage-Backed Securities  |
| GNII SF MA8268 M            | 2052-09-20      | 4.5000%  | 0.0000% | $1054679.45        | $1035436.83        | Agency Mortgage-Backed Securities  |
| GNII SF MA8571 M            | 2053-01-20      | 6.0000%  | 0.0000% | $208.07            | $212.94            | Agency Mortgage-Backed Securities  |
| GNII SF MA9015 M            | 2053-04-20      | 4.5000%  | 0.0000% | $29.35             | $28.73             | Agency Mortgage-Backed Securities  |
| GNII SF MA9422 M            | 2054-01-20      | 5.0000%  | 0.0000% | $30.22             | $30.29             | Agency Mortgage-Backed Securities  |
| GNII SF MA9722 M            | 2054-06-20      | 4.0000%  | 0.0000% | $377.59            | $357.53            | Agency Mortgage-Backed Securities  |
| GNII SF 004833 M            | 2040-10-20      | 4.0000%  | 0.0000% | $3994.63           | $3885.51           | Agency Mortgage-Backed Securities  |
| GNII SP 785220 C            | 2050-12-20      | 2.0000%  | 0.0000% | $1548.66           | $1284.24           | Agency Mortgage-Backed Securities  |
| GNII SP 785225 C            | 2050-12-20      | 3.0000%  | 0.0000% | $17.76             | $16.04             | Agency Mortgage-Backed Securities  |
| GNII SP 785263 C            | 2051-01-20      | 3.5000%  | 0.0000% | $793000.12         | $731102.85         | Agency Mortgage-Backed Securities  |
| GNII SP 785281 C            | 2050-06-20      | 4.5000%  | 0.0000% | $2126023.62        | $2100060.62        | Agency Mortgage-Backed Securities  |
| GNII SP 786287 C            | 2052-08-20      | 4.5000%  | 0.0000% | $4885.73           | $4769.43           | Agency Mortgage-Backed Securities  |
| GNII SP 785613 C            | 2051-08-20      | 3.5000%  | 0.0000% | $275746.10         | $250457.27         | Agency Mortgage-Backed Securities  |
| GNII SP 785738 C            | 2051-11-20      | 3.5000%  | 0.0000% | $46905.06          | $43247.65          | Agency Mortgage-Backed Securities  |
| GNII SP 787214 C            | 2054-01-20      | 6.5000%  | 0.0000% | $4586.31           | $4803.71           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB9175        | 2054-09-01      | 7.0000%  | 0.0000% | $202751.84         | $216105.25         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9208        | 2054-09-01      | 5.5000%  | 0.0000% | $31.64             | $32.30             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9374        | 2054-10-01      | 5.5000%  | 0.0000% | $532844.55         | $541618.13         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9428        | 2054-11-01      | 5.0000%  | 0.0000% | $162208.05         | $162069.98         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0296        | 2055-01-01      | 6.0000%  | 0.0000% | $32890.08          | $34059.60          | Agency Mortgage-Backed Securities  |
| 2 1/2 TPRN 46               | 2046-02-15      | 0.0000%  | 0.0000% | $6.67              | $2.50              | U.S. Treasuries (including strips) |
| 2 1/4 TPRN 46               | 2046-08-15      | 0.0000%  | 0.0000% | $5413.33           | $1982.55           | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 27               | 2027-01-15      | 2.3750%  | 0.0000% | $3272.91           | $3346.71           | U.S. Treasuries (including strips) |
| 2 1/2 TRIB 29               | 2029-01-15      | 2.5000%  | 0.0000% | $5.02              | $5.26              | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 42               | 2042-02-15      | 0.7500%  | 0.0000% | $23934.93          | $19027.99          | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43               | 2043-08-15      | 3.6250%  | 0.0000% | $46.67             | $40.98             | U.S. Treasuries (including strips) |
| T 4 1/8 02/28/27            | 2027-02-28      | 4.1250%  | 0.0000% | $999996.67         | $1009275.14        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27            | 2027-05-31      | 3.8750%  | 0.0000% | $33.33             | $33.87             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28            | 2028-06-15      | 3.8750%  | 0.0000% | $13.33             | $13.57             | U.S. Treasuries (including strips) |
| 4 1/4 NOTE E 35             | 2035-08-15      | 4.2500%  | 0.0000% | $1593746.67        | $1615717.26        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30            | 2030-08-31      | 3.6250%  | 0.0000% | $280.00            | $279.38            | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28            | 2028-09-15      | 3.3750%  | 0.0000% | $1130833.33        | $1124263.74        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32             | 2032-09-30      | 3.8750%  | 0.0000% | $986583.33         | $983653.18         | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53               | 2053-02-15      | 3.6250%  | 0.0000% | $32980.00          | $27516.97          | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43               | 2043-02-15      | 3.8750%  | 0.0000% | $5136100.00        | $4695118.31        | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54               | 2054-08-15      | 4.2500%  | 0.0000% | $3.33              | $3.11              | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54               | 2054-11-15      | 4.5000%  | 0.0000% | $1936143.33        | $1904226.01        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55               | 2055-02-15      | 4.6250%  | 0.0000% | $3.33              | $3.31              | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55               | 2055-02-15      | 4.6250%  | 0.0000% | $36.67             | $36.39             | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55               | 2055-08-15      | 4.7500%  | 0.0000% | $180606.67         | $182990.58         | U.S. Treasuries (including strips) |
| 4 7/8 BOND 45               | 2045-08-15      | 4.8750%  | 0.0000% | $499963.33         | $515199.09         | U.S. Treasuries (including strips) |
| 0 1/2 TRIN A 28             | 2028-01-15      | 0.5000%  | 0.0000% | $8.73              | $8.64              | U.S. Treasuries (including strips) |
| 3 BOND 49                   | 2049-02-15      | 3.0000%  | 0.0000% | $833150.00         | $628723.32         | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50               | 2050-05-15      | 1.2500%  | 0.0000% | $3.33              | $1.66              | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40               | 2040-05-15      | 1.1250%  | 0.0000% | $5296.67           | $3400.33           | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42               | 2042-02-15      | 2.3750%  | 0.0000% | $1161220.00        | $865477.88         | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42               | 2042-05-15      | 3.2500%  | 0.0000% | $1873.33           | $1599.32           | U.S. Treasuries (including strips) |
| 3 BOND 52                   | 2052-08-15      | 3.0000%  | 0.0000% | $3.33              | $2.46              | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42               | 2042-08-15      | 3.3750%  | 0.0000% | $326.67            | $280.28            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 27            | 2027-09-30      | 3.5000%  | 0.0000% | $192880.00         | $192388.35         | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45               | 2045-08-15      | 2.8750%  | 0.0000% | $6.67              | $5.10              | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46               | 2046-02-15      | 2.5000%  | 0.0000% | $696306.67         | $494432.05         | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46               | 2046-02-15      | 2.5000%  | 0.0000% | $3.33              | $2.37              | U.S. Treasuries (including strips) |
| BILL 10/30/25               | 2025-10-30      | 0.0000%  | 0.0000% | $81436.67          | $81161.98          | U.S. Treasuries (including strips) |
| BILL 01/22/26               | 2026-01-22      | 0.0000%  | 0.0000% | $6073.33           | $6000.21           | U.S. Treasuries (including strips) |
| BILL 10/09/25               | 2025-10-09      | 0.0000%  | 0.0000% | $833.33            | $832.49            | U.S. Treasuries (including strips) |
| BILL 10/16/25               | 2025-10-16      | 0.0000%  | 0.0000% | $2500.00           | $2495.50           | U.S. Treasuries (including strips) |
| BILL 10/23/25               | 2025-10-23      | 0.0000%  | 0.0000% | $666.67            | $664.94            | U.S. Treasuries (including strips) |
| BILL 11/06/25               | 2025-11-06      | 0.0000%  | 0.0000% | $30236.67          | $30111.49          | U.S. Treasuries (including strips) |
| BILL 12/04/25               | 2025-12-04      | 0.0000%  | 0.0000% | $34650.00          | $34407.10          | U.S. Treasuries (including strips) |
| BILL 12/11/25               | 2025-12-11      | 0.0000%  | 0.0000% | $13.33             | $13.23             | U.S. Treasuries (including strips) |
| BILL 12/18/25               | 2025-12-18      | 0.0000%  | 0.0000% | $60853.33          | $60337.30          | U.S. Treasuries (including strips) |
| BILL 10/07/25               | 2025-10-07      | 0.0000%  | 0.0000% | $1800.00           | $1798.59           | U.S. Treasuries (including strips) |
| BILL 10/28/25               | 2025-10-28      | 0.0000%  | 0.0000% | $155336.67         | $154845.80         | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-01-08      | 0.0000%  | 0.0000% | $310.00            | $306.73            | U.S. Treasuries (including strips) |
| BILL 11/12/25               | 2025-11-12      | 0.0000%  | 0.0000% | $54966.67          | $54703.93          | U.S. Treasuries (including strips) |
| BILL 11/18/25               | 2025-11-18      | 0.0000%  | 0.0000% | $350233.33         | $348328.06         | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-12-02      | 0.0000%  | 0.0000% | $244793.33         | $243131.19         | U.S. Treasuries (including strips) |
| BILL 02/26/26               | 2026-02-26      | 0.0000%  | 0.0000% | $37586.67          | $37006.33          | U.S. Treasuries (including strips) |
| BILL 12/16/25               | 2025-12-16      | 0.0000%  | 0.0000% | $13596.67          | $13485.31          | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29             | 2029-05-31      | 4.5000%  | 0.0000% | $490.00            | $510.94            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31             | 2031-05-31      | 4.6250%  | 0.0000% | $77750.00          | $82131.58          | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29            | 2029-06-30      | 4.2500%  | 0.0000% | $840.00            | $865.30            | U.S. Treasuries (including strips) |
| 1 7/8 TRIN D 34             | 2034-07-15      | 1.8750%  | 0.0000% | $3.43              | $3.50              | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27            | 2027-09-15      | 3.3750%  | 0.0000% | $26.67             | $26.57             | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27            | 2027-11-15      | 4.1250%  | 0.0000% | $3.33              | $3.42              | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30             | 2030-08-31      | 4.1250%  | 0.0000% | $323.33            | $329.79            | U.S. Treasuries (including strips) |
| 5 NOTE BJ 25                | 2025-10-31      | 5.0000%  | 0.0000% | $246.67            | $251.95            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31             | 2031-02-28      | 4.2500%  | 0.0000% | $3.33              | $3.42              | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29             | 2029-03-31      | 4.1250%  | 0.0000% | $8656.67           | $8785.17           | U.S. Treasuries (including strips) |
| 2 1/8 TRIN X 29             | 2029-04-15      | 2.1250%  | 0.0000% | $543.05            | $565.57            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29             | 2029-11-30      | 3.8750%  | 0.0000% | $75716.67          | $77164.87          | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28             | 2028-01-31      | 3.5000%  | 0.0000% | $61896.67          | $62066.86          | U.S. Treasuries (including strips) |
| 4 NOTE H 30                 | 2030-02-28      | 4.0000%  | 0.0000% | $6.67              | $6.76              | U.S. Treasuries (including strips) |
| 4  NOTE N 30                | 2030-07-31      | 4.0000%  | 0.0000% | $3.33              | $3.39              | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33             | 2033-08-15      | 3.8750%  | 0.0000% | $232660.00         | $231969.87         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28             | 2028-03-31      | 1.2500%  | 0.0000% | $593.33            | $559.73            | U.S. Treasuries (including strips) |
| 0 5/8 NOTE AB 26            | 2026-07-31      | 0.6250%  | 0.0000% | $603.33            | $588.43            | U.S. Treasuries (including strips) |
| 1 NOTE N 28                 | 2028-07-31      | 1.0000%  | 0.0000% | $3.33              | $3.10              | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AD 26            | 2026-09-30      | 0.8750%  | 0.0000% | $11350.00          | $11033.44          | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31             | 2031-11-15      | 1.3750%  | 0.0000% | $356.67            | $310.54            | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29             | 2029-01-31      | 1.7500%  | 0.0000% | $1826.67           | $1722.93           | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32             | 2032-02-15      | 1.8750%  | 0.0000% | $489630.00         | $435601.17         | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27             | 2027-02-15      | 2.2500%  | 0.0000% | $49086.67          | $48277.35          | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30             | 2030-05-15      | 0.6250%  | 0.0000% | $3846.67           | $3352.09           | U.S. Treasuries (including strips) |
| 0 1/4 NOTE AF 25            | 2025-10-31      | 0.2500%  | 0.0000% | $84613.33          | $84423.75          | U.S. Treasuries (including strips) |
| T 0 1/2 10/31/27            | 2027-10-31      | 0.5000%  | 0.0000% | $583.33            | $548.04            | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 31             | 2031-01-15      | 0.1250%  | 0.0000% | $2746.44           | $2578.34           | U.S. Treasuries (including strips) |

### Security 343: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.210000%
- **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: 981ZCL007, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395, C.5 - Other ID: 981ZCL007_4.21_1001
- **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:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAR 2B7592 G        | 2049-08-01      | 3.3620%  | 0.0000% | $719395.78         | $696709.12         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CTZA2505 | 2038-05-01      | 3.5000%  | 0.0000% | $3359.74           | $3242.35           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA6946 | 2049-05-01      | 4.0000%  | 0.0000% | $2453.32           | $2365.82           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA7009 | 2049-05-01      | 4.5000%  | 0.0000% | $1537.37           | $1517.08           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4771 | 2048-06-01      | 3.5000%  | 0.0000% | $2960.24           | $2760.07           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZS8670 | 2032-09-01      | 3.5000%  | 0.0000% | $1410.14           | $1395.60           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZS8705 | 2033-07-01      | 3.5000%  | 0.0000% | $174.00            | $171.99            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZS8691 | 2033-03-01      | 3.5000%  | 0.0000% | $208.38            | $206.02            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZS8716 | 2033-09-01      | 3.5000%  | 0.0000% | $168.93            | $166.94            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT1818 | 2048-11-01      | 4.5000%  | 0.0000% | $400.76            | $397.54            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT1952 | 2049-05-01      | 4.0000%  | 0.0000% | $349.66            | $337.02            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT2087 | 2049-06-01      | 4.0000%  | 0.0000% | $1822.16           | $1755.76           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0813 | 2037-06-01      | 2.5000%  | 0.0000% | $733.16            | $690.67            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB0096 | 2034-05-01      | 3.5000%  | 0.0000% | $812.11            | $803.80            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0097 | 2034-10-01      | 2.5000%  | 0.0000% | $1673.15           | $1594.50           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0100 | 2034-10-01      | 2.5000%  | 0.0000% | $1780.38           | $1696.70           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB0355 | 2035-06-01      | 3.5000%  | 0.0000% | $437.74            | $426.98            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB0360 | 2035-04-01      | 3.5000%  | 0.0000% | $313.36            | $308.79            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0646 | 2037-03-01      | 2.5000%  | 0.0000% | $4623.24           | $4354.45           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8137 | 2037-01-01      | 2.0000%  | 0.0000% | $641.45            | $590.04            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB8196 | 2037-12-01      | 3.5000%  | 0.0000% | $654.66            | $635.50            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB8166 | 2037-06-01      | 3.5000%  | 0.0000% | $610.30            | $592.44            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8167 | 2037-08-01      | 2.0000%  | 0.0000% | $701.61            | $645.14            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL6206 | 2028-06-01      | 3.5000%  | 0.0000% | $11.66             | $11.61             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL7160 | 2045-07-01      | 6.3460%  | 0.0000% | $47215.40          | $48992.26          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL6745 | 2044-08-01      | 4.0000%  | 0.0000% | $1135.45           | $1105.33           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAL7969 | 2031-02-01      | 3.0000%  | 0.0000% | $105056.03         | $103151.12         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL7206 | 2045-08-01      | 4.0000%  | 0.0000% | $5038.48           | $4874.13           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL7309 | 2045-09-01      | 6.3820%  | 0.0000% | $45969.18          | $47666.99          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL7335 | 2045-04-01      | 6.2370%  | 0.0000% | $9930.42           | $10219.12          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL7730 | 2044-04-01      | 6.5290%  | 0.0000% | $1013.65           | $1057.37           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL9645 | 2044-07-01      | 6.4150%  | 0.0000% | $2832.51           | $2940.05           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL9684 | 2043-08-01      | 6.4060%  | 0.0000% | $6298.23           | $6457.99           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL8332 | 2043-12-01      | 6.5210%  | 0.0000% | $3711.64           | $3866.58           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL8786 | 2044-05-01      | 6.7050%  | 0.0000% | $1114.48           | $1150.09           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL8787 | 2046-07-01      | 2.6830%  | 0.0000% | $1393743.39        | $1409265.94        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN6754 | 2037-09-01      | 3.1700%  | 0.0000% | $419918.00         | $369533.14         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN9573 | 2048-07-01      | 4.0400%  | 0.0000% | $7029.28           | $6262.49           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO2881 | 2042-05-01      | 3.5000%  | 0.0000% | $4893.29           | $4671.03           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO3048 | 2042-06-01      | 3.5000%  | 0.0000% | $937.73            | $893.97            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAP1961 | 2042-08-01      | 6.3200%  | 0.0000% | $19369.64          | $20177.53          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAS0012 | 2028-07-01      | 3.5000%  | 0.0000% | $35.51             | $35.25             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAS1758 | 2029-02-01      | 3.5000%  | 0.0000% | $39.90             | $39.50             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  | 0.0000% | $689.19            | $685.74            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS1626 | 2044-02-01      | 4.5000%  | 0.0000% | $195.45            | $195.41            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAS4488 | 2030-02-01      | 2.5000%  | 0.0000% | $229.85            | $223.73            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS3955 | 2044-12-01      | 4.0000%  | 0.0000% | $687.51            | $665.44            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS4168 | 2044-12-01      | 4.0000%  | 0.0000% | $6122.98           | $5925.77           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS4271 | 2045-01-01      | 4.5000%  | 0.0000% | $23907.93          | $23957.71          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4783 | 2045-04-01      | 3.5000%  | 0.0000% | $413.50            | $391.12            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5629 | 2045-08-01      | 3.5000%  | 0.0000% | $7684.82           | $7268.76           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5696 | 2045-08-01      | 3.5000%  | 0.0000% | $190.37            | $180.06            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS5942 | 2045-10-01      | 4.0000%  | 0.0000% | $97.65             | $94.40             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS8700 | 2047-01-01      | 4.5000%  | 0.0000% | $211.66            | $210.66            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS9459 | 2047-04-01      | 4.5000%  | 0.0000% | $110.99            | $110.32            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAS9701 | 2032-05-01      | 3.5000%  | 0.0000% | $258.25            | $255.47            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAT2075 | 2043-06-01      | 6.2430%  | 0.0000% | $8179.86           | $8485.69           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAT7897 | 2043-08-01      | 6.2180%  | 0.0000% | $2131.92           | $2209.87           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAV6368 | 2029-01-01      | 3.5000%  | 0.0000% | $156.00            | $155.06            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAV9481 | 2043-07-01      | 6.1760%  | 0.0000% | $29372.65          | $30171.59          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAW0744 | 2044-03-01      | 4.5000%  | 0.0000% | $35.30             | $34.89             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4820 | 2052-10-01      | 4.5000%  | 0.0000% | $3334.46           | $3264.89           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB5118 | 2052-11-01      | 4.0000%  | 0.0000% | $811.18            | $769.77            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB6455 | 2053-06-01      | 4.0000%  | 0.0000% | $4912.61           | $4665.62           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX SOCB8059 | 2054-02-01      | 5.8160%  | 0.0000% | $963.60            | $986.46            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX SOCB7766 | 2054-01-01      | 6.0040%  | 0.0000% | $8697.19           | $8929.37           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ3331 | 2055-09-01      | 5.5000%  | 0.0000% | $1108973.00        | $1128961.75        | Agency Mortgage-Backed Securities  |
| GNII SF AL9364 C     | 2045-03-20      | 3.5000%  | 0.0000% | $769.13            | $708.92            | Agency Mortgage-Backed Securities  |
| GNII SF AM5217 C     | 2045-05-20      | 3.0000%  | 0.0000% | $236.71            | $212.47            | Agency Mortgage-Backed Securities  |
| GNII SF AQ2288 C     | 2045-09-20      | 4.0000%  | 0.0000% | $26281.30          | $25264.54          | Agency Mortgage-Backed Securities  |
| GNII SF CR3025 C     | 2052-12-20      | 5.5000%  | 0.0000% | $1892.12           | $1922.79           | Agency Mortgage-Backed Securities  |
| GNII SF CT2648 C     | 2053-06-20      | 6.5000%  | 0.0000% | $208210.59         | $219038.18         | Agency Mortgage-Backed Securities  |
| GNII SF CU1579 C     | 2053-09-20      | 6.0000%  | 0.0000% | $3253.15           | $3403.46           | Agency Mortgage-Backed Securities  |
| GNII SF CV1406 C     | 2053-09-20      | 6.0000%  | 0.0000% | $1804.57           | $1863.18           | Agency Mortgage-Backed Securities  |
| GNII SF CV4138 C     | 2053-07-20      | 5.0000%  | 0.0000% | $883.93            | $889.26            | Agency Mortgage-Backed Securities  |
| GNII SF CY9482 C     | 2054-01-20      | 6.0000%  | 0.0000% | $2661.03           | $2753.99           | Agency Mortgage-Backed Securities  |
| GNII SF CZ0884 C     | 2054-03-20      | 6.0000%  | 0.0000% | $1523.32           | $1572.80           | Agency Mortgage-Backed Securities  |
| GNII SF CZ0289 C     | 2054-01-20      | 6.0000%  | 0.0000% | $16303.57          | $16978.25          | Agency Mortgage-Backed Securities  |
| GNCL CL CZ2393       | 2055-05-15      | 7.7500%  | 0.0000% | $3376.00           | $3625.14           | Agency Mortgage-Backed Securities  |
| GNII SF CZ6387 C     | 2054-03-20      | 6.0000%  | 0.0000% | $1164.65           | $1202.76           | Agency Mortgage-Backed Securities  |
| GNII SF DA0499 C     | 2054-03-20      | 6.0000%  | 0.0000% | $955.47            | $986.50            | Agency Mortgage-Backed Securities  |
| GNII SF DA5506 C     | 2054-06-20      | 6.0000%  | 0.0000% | $1227.00           | $1269.50           | Agency Mortgage-Backed Securities  |
| GNII SF DA5507 C     | 2054-06-20      | 6.0000%  | 0.0000% | $1721.79           | $1775.07           | Agency Mortgage-Backed Securities  |
| GNII SF DA6077 C     | 2054-03-20      | 6.0000%  | 0.0000% | $552.67            | $570.62            | Agency Mortgage-Backed Securities  |
| GNII SF DA6119 C     | 2054-04-20      | 6.0000%  | 0.0000% | $1093.51           | $1129.03           | Agency Mortgage-Backed Securities  |
| GNII SF DA8063 C     | 2054-03-20      | 6.0000%  | 0.0000% | $3375.38           | $3497.97           | Agency Mortgage-Backed Securities  |
| GNII SF DA8064 C     | 2054-03-20      | 6.0000%  | 0.0000% | $2191.23           | $2270.58           | Agency Mortgage-Backed Securities  |
| GNII SF DA7868 C     | 2054-04-20      | 6.0000%  | 0.0000% | $4078.30           | $4221.78           | Agency Mortgage-Backed Securities  |
| GNII SF DA9639 C     | 2054-04-20      | 6.0000%  | 0.0000% | $765.75            | $791.08            | Agency Mortgage-Backed Securities  |
| GNII SF DB0304 C     | 2054-03-20      | 6.0000%  | 0.0000% | $1273.78           | $1317.19           | Agency Mortgage-Backed Securities  |
| GNII SF DB0305 C     | 2054-03-20      | 6.0000%  | 0.0000% | $1066.33           | $1102.31           | Agency Mortgage-Backed Securities  |
| GNII SF DB0674 C     | 2054-04-20      | 6.0000%  | 0.0000% | $3492.41           | $3601.13           | Agency Mortgage-Backed Securities  |
| GNII SF DB0675 C     | 2054-04-20      | 6.0000%  | 0.0000% | $2420.22           | $2494.11           | Agency Mortgage-Backed Securities  |
| GNII SF DC0195 C     | 2054-06-20      | 6.0000%  | 0.0000% | $888.92            | $917.87            | Agency Mortgage-Backed Securities  |
| GNII SF DC1840 C     | 2054-09-20      | 7.0000%  | 0.0000% | $986.33            | $1030.91           | Agency Mortgage-Backed Securities  |
| GNII SF DC4725 C     | 2054-05-20      | 7.5000%  | 0.0000% | $2019.01           | $2160.48           | Agency Mortgage-Backed Securities  |
| GNII SF DC4728 C     | 2054-05-20      | 7.5000%  | 0.0000% | $1760.65           | $1884.01           | Agency Mortgage-Backed Securities  |
| GNII SF DD0117 C     | 2054-06-20      | 7.0000%  | 0.0000% | $1506.08           | $1597.88           | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G01183 G | 2031-02-01      | 7.0000%  | 0.0000% | $16.90             | $17.75             | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G01233 G | 2031-04-01      | 7.0000%  | 0.0000% | $25.73             | $27.02             | Agency Mortgage-Backed Securities  |
| FMAR 841019 G        | 2046-11-01      | 6.5190%  | 0.0000% | $539978.45         | $562882.95         | Agency Mortgage-Backed Securities  |
| FMAR 841073 G        | 2045-09-01      | 6.4620%  | 0.0000% | $91066.88          | $94483.85          | Agency Mortgage-Backed Securities  |
| FMAR 841076 G        | 2048-11-01      | 3.0050%  | 0.0000% | $173712.56         | $170142.89         | Agency Mortgage-Backed Securities  |
| FMAR 841077 G        | 2047-11-01      | 4.3690%  | 0.0000% | $36863.42          | $37822.03          | Agency Mortgage-Backed Securities  |
| FMAR 841081 G        | 2050-02-01      | 3.1040%  | 0.0000% | $1366405.76        | $1380466.68        | Agency Mortgage-Backed Securities  |
| FMAR 841084 G        | 2047-08-01      | 6.4990%  | 0.0000% | $29593.29          | $30634.84          | Agency Mortgage-Backed Securities  |
| FMAR 841249 G        | 2049-03-01      | 6.5410%  | 0.0000% | $175685.48         | $181639.31         | Agency Mortgage-Backed Securities  |
| FMAR 841383 G        | 2048-04-01      | 6.4810%  | 0.0000% | $380423.63         | $394472.98         | Agency Mortgage-Backed Securities  |
| FMAR 841384 G        | 2047-09-01      | 6.6390%  | 0.0000% | $68949.37          | $71352.81          | Agency Mortgage-Backed Securities  |
| FMAR 1B1225 G        | 2033-09-01      | 7.2500%  | 0.0000% | $275.24            | $281.12            | Agency Mortgage-Backed Securities  |
| FMAR 1B2566 G        | 2034-11-01      | 7.4000%  | 0.0000% | $219.83            | $225.94            | Agency Mortgage-Backed Securities  |
| FMAR 1B2632 G        | 2034-11-01      | 6.5250%  | 0.0000% | $195.21            | $199.44            | Agency Mortgage-Backed Securities  |
| FMAR 1B2642 G        | 2034-11-01      | 6.9530%  | 0.0000% | $652.65            | $672.81            | Agency Mortgage-Backed Securities  |
| FMAR 1B2810 G        | 2035-02-01      | 6.8540%  | 0.0000% | $727.67            | $755.66            | Agency Mortgage-Backed Securities  |
| FMAR 1B4060 G        | 2038-05-01      | 6.7670%  | 0.0000% | $101750.69         | $105121.81         | Agency Mortgage-Backed Securities  |
| FMAR 1B4843 G        | 2040-07-01      | 6.6300%  | 0.0000% | $26433.96          | $27382.85          | Agency Mortgage-Backed Securities  |
| FMAR 848005 G        | 2038-07-01      | 6.3960%  | 0.0000% | $200276.50         | $204948.42         | Agency Mortgage-Backed Securities  |
| FMAR 847340 G        | 2034-11-01      | 6.6470%  | 0.0000% | $293.01            | $300.68            | Agency Mortgage-Backed Securities  |
| FMAR 847415 G        | 2035-06-01      | 6.5080%  | 0.0000% | $1339.07           | $1388.72           | Agency Mortgage-Backed Securities  |
| FMAR 847581 G        | 2036-07-01      | 6.5650%  | 0.0000% | $1083.31           | $1114.16           | Agency Mortgage-Backed Securities  |
| FMAR 847640 G        | 2036-05-01      | 6.6920%  | 0.0000% | $7338.97           | $7536.92           | Agency Mortgage-Backed Securities  |
| FMAR 847797 G        | 2037-07-01      | 6.3840%  | 0.0000% | $135939.11         | $137273.31         | Agency Mortgage-Backed Securities  |
| FMAR 847864 G        | 2038-01-01      | 6.0800%  | 0.0000% | $116272.97         | $118193.31         | Agency Mortgage-Backed Securities  |
| FMAR 2B0811 G        | 2042-09-01      | 6.9460%  | 0.0000% | $7758.81           | $8044.30           | Agency Mortgage-Backed Securities  |
| FMAR 1J0780 G        | 2037-12-01      | 6.8020%  | 0.0000% | $1744.90           | $1815.60           | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G07794 G | 2041-06-01      | 5.5000%  | 0.0000% | $75.89             | $79.38             | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G07961 G | 2045-03-01      | 3.5000%  | 0.0000% | $515.35            | $488.15            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G08837 G | 2048-09-01      | 4.5000%  | 0.0000% | $85.99             | $85.40             | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08847 G | 2048-11-01      | 4.0000%  | 0.0000% | $75.15             | $72.60             | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08851 G | 2048-12-01      | 3.5000%  | 0.0000% | $401.43            | $374.64            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G08853 G | 2048-12-01      | 4.5000%  | 0.0000% | $576.43            | $572.13            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G08858 G | 2049-01-01      | 4.5000%  | 0.0000% | $62.03             | $61.48             | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08872 G | 2049-04-01      | 4.0000%  | 0.0000% | $310.08            | $299.38            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08615 G | 2044-11-01      | 3.5000%  | 0.0000% | $80.60             | $76.33             | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08620 G | 2044-12-01      | 3.5000%  | 0.0000% | $88.04             | $83.38             | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08623 G | 2045-01-01      | 3.5000%  | 0.0000% | $2200.17           | $2083.58           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08624 G | 2045-01-01      | 4.0000%  | 0.0000% | $401.98            | $389.59            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08654 G | 2045-07-01      | 3.5000%  | 0.0000% | $109.11            | $103.32            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08659 G | 2045-08-01      | 3.5000%  | 0.0000% | $731.62            | $692.54            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08699 G | 2046-03-01      | 4.0000%  | 0.0000% | $110.83            | $107.22            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G08700 G | 2046-03-01      | 4.5000%  | 0.0000% | $267.38            | $266.99            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G08674 G | 2045-10-01      | 4.5000%  | 0.0000% | $275.71            | $275.30            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08706 G | 2046-05-01      | 3.5000%  | 0.0000% | $112.03            | $105.63            | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08747 G | 2047-02-01      | 3.0000%  | 0.0000% | $230.65            | $209.57            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G18730 G | 2034-04-01      | 3.5000%  | 0.0000% | $84.05             | $83.06             | Agency Mortgage-Backed Securities  |
| FMAR 1G0218 G        | 2035-04-01      | 6.7610%  | 0.0000% | $118127.88         | $122006.77         | Agency Mortgage-Backed Securities  |
| FMAR 1G0438 G        | 2035-11-01      | 6.4380%  | 0.0000% | $241731.64         | $249506.25         | Agency Mortgage-Backed Securities  |
| FMAR 1A0051 G        | 2035-12-01      | 6.2050%  | 0.0000% | $29459.01          | $29758.06          | Agency Mortgage-Backed Securities  |
| FMAR 1A1085 G        | 2036-08-01      | 6.5040%  | 0.0000% | $1938.28           | $1992.35           | Agency Mortgage-Backed Securities  |
| FMAR 1A1077 G        | 2036-03-01      | 6.1350%  | 0.0000% | $50965.15          | $51495.45          | Agency Mortgage-Backed Securities  |
| FMAR 1J1680 G        | 2037-06-01      | 6.8910%  | 0.0000% | $868.72            | $900.66            | Agency Mortgage-Backed Securities  |
| FMAR 1J1378 G        | 2036-11-01      | 6.2650%  | 0.0000% | $1930.47           | $1987.21           | Agency Mortgage-Backed Securities  |
| FMAR 1J1418 G        | 2036-12-01      | 6.3150%  | 0.0000% | $927.27            | $948.71            | Agency Mortgage-Backed Securities  |
| FMAR 1J1516 G        | 2037-02-01      | 6.6270%  | 0.0000% | $637.96            | $658.54            | Agency Mortgage-Backed Securities  |
| FMAR 1J1621 G        | 2037-05-01      | 7.1800%  | 0.0000% | $4201.05           | $4386.44           | Agency Mortgage-Backed Securities  |
| FMAR 1L0183 G        | 2035-08-01      | 6.4300%  | 0.0000% | $658.34            | $679.27            | Agency Mortgage-Backed Securities  |
| FMAR 1M1044 G        | 2036-09-01      | 6.4650%  | 0.0000% | $509224.04         | $525250.81         | Agency Mortgage-Backed Securities  |
| FMAR 1M1049 G        | 2036-10-01      | 6.3450%  | 0.0000% | $189680.43         | $192783.27         | Agency Mortgage-Backed Securities  |
| FMAR 1M1083 G        | 2037-10-01      | 6.6780%  | 0.0000% | $75720.88          | $76996.74          | Agency Mortgage-Backed Securities  |
| FMAR 1M1099 G        | 2035-09-01      | 6.1860%  | 0.0000% | $225256.89         | $229653.04         | Agency Mortgage-Backed Securities  |
| FMAR 1N0002 G        | 2035-04-01      | 6.2910%  | 0.0000% | $209892.74         | $216236.27         | Agency Mortgage-Backed Securities  |
| FMAR 1N0057 G        | 2035-11-01      | 6.5600%  | 0.0000% | $187475.00         | $190377.01         | Agency Mortgage-Backed Securities  |
| FMAR 1N0064 G        | 2035-10-01      | 6.1450%  | 0.0000% | $27571.21          | $27986.58          | Agency Mortgage-Backed Securities  |
| FMAR 1N0117 G        | 2035-12-01      | 6.2910%  | 0.0000% | $336749.75         | $342032.59         | Agency Mortgage-Backed Securities  |
| FMAR 1N0172 G        | 2036-07-01      | 6.2340%  | 0.0000% | $119780.91         | $122706.89         | Agency Mortgage-Backed Securities  |
| FMAR 1N0333 G        | 2036-12-01      | 6.3650%  | 0.0000% | $53321.75          | $55381.43          | Agency Mortgage-Backed Securities  |
| FMAR 1N1726 G        | 2037-08-01      | 6.3950%  | 0.0000% | $58579.18          | $59119.01          | Agency Mortgage-Backed Securities  |
| FMAR 1N1790 G        | 2037-08-01      | 5.8450%  | 0.0000% | $81993.67          | $82406.79          | Agency Mortgage-Backed Securities  |
| FMAR 1N1458 G        | 2037-03-01      | 6.1950%  | 0.0000% | $143592.25         | $147834.02         | Agency Mortgage-Backed Securities  |
| FMAR 1N1481 G        | 2037-06-01      | 6.5020%  | 0.0000% | $179698.43         | $184782.95         | Agency Mortgage-Backed Securities  |
| FMAR 1N1568 G        | 2037-03-01      | 6.2180%  | 0.0000% | $349625.61         | $356428.96         | Agency Mortgage-Backed Securities  |
| FMAR 1G1744 G        | 2035-08-01      | 6.5000%  | 0.0000% | $8776.44           | $8984.65           | Agency Mortgage-Backed Securities  |
| FMAR 1G1555 G        | 2037-02-01      | 7.2270%  | 0.0000% | $2459.38           | $2554.09           | Agency Mortgage-Backed Securities  |
| FMAR 1G1642 G        | 2037-04-01      | 6.3200%  | 0.0000% | $2258.16           | $2298.49           | Agency Mortgage-Backed Securities  |
| FMAR 1G5120 G        | 2037-09-01      | 6.6050%  | 0.0000% | $2271.96           | $2339.04           | Agency Mortgage-Backed Securities  |
| FMAR 1G5114 G        | 2036-10-01      | 6.3550%  | 0.0000% | $79688.53          | $81451.18          | Agency Mortgage-Backed Securities  |
| FMAR 1G5143 G        | 2036-06-01      | 6.2170%  | 0.0000% | $140737.79         | $143371.72         | Agency Mortgage-Backed Securities  |
| FMAR 1H2520 G        | 2035-06-01      | 6.5650%  | 0.0000% | $20560.50          | $21348.31          | Agency Mortgage-Backed Securities  |
| FMAR 1H2623 G        | 2036-07-01      | 6.2500%  | 0.0000% | $341621.00         | $355668.70         | Agency Mortgage-Backed Securities  |
| FMAR 1B7215 G        | 2036-12-01      | 6.5050%  | 0.0000% | $1567.49           | $1615.56           | Agency Mortgage-Backed Securities  |
| FMAR 1B7341 G        | 2037-05-01      | 7.1800%  | 0.0000% | $14231.56          | $14792.27          | Agency Mortgage-Backed Securities  |
| FMAR 1B7536 G        | 2037-11-01      | 6.7500%  | 0.0000% | $187538.96         | $193209.67         | Agency Mortgage-Backed Securities  |
| FMAR 1G2602 G        | 2036-10-01      | 6.5000%  | 0.0000% | $2381.16           | $2443.31           | Agency Mortgage-Backed Securities  |
| FMAR 1G2975 G        | 2038-11-01      | 6.3700%  | 0.0000% | $178235.52         | $183124.59         | Agency Mortgage-Backed Securities  |
| FMAR 1Q0895 G        | 2039-09-01      | 6.6040%  | 0.0000% | $128423.20         | $132834.52         | Agency Mortgage-Backed Securities  |
| FMAR 1Q0074 G        | 2036-05-01      | 6.4390%  | 0.0000% | $93320.14          | $95034.43          | Agency Mortgage-Backed Securities  |
| FMAR 1Q0105 G        | 2036-09-01      | 6.4160%  | 0.0000% | $2438.05           | $2513.90           | Agency Mortgage-Backed Securities  |
| FMAR 1Q0219 G        | 2037-02-01      | 6.6340%  | 0.0000% | $37977.26          | $39444.71          | Agency Mortgage-Backed Securities  |
| FMAR 1Q0223 G        | 2036-11-01      | 7.0350%  | 0.0000% | $11550.73          | $11870.08          | Agency Mortgage-Backed Securities  |
| FMAR 1Q0287 G        | 2037-07-01      | 6.3250%  | 0.0000% | $3768.64           | $3830.88           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA5152 | 2051-05-01      | 3.0000%  | 0.0000% | $699.16            | $617.99            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7189 | 2052-04-01      | 3.5000%  | 0.0000% | $3188.59           | $2932.64           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA6665 | 2052-02-01      | 3.0000%  | 0.0000% | $2411.21           | $2131.24           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA6945 | 2052-03-01      | 3.5000%  | 0.0000% | $6221.77           | $5715.00           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7672 | 2052-07-01      | 4.5000%  | 0.0000% | $817.51            | $800.71            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7772 | 2052-08-01      | 4.0000%  | 0.0000% | $6513.39           | $6177.84           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7922 | 2052-09-01      | 4.0000%  | 0.0000% | $4226.35           | $4012.55           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 ZLSI2106 | 2051-05-25      | 2.5000%  | 0.0000% | $1813.45           | $1546.61           | Agency Mortgage-Backed Securities  |
| FMAR 780870 G        | 2033-09-01      | 6.9110%  | 0.0000% | $796.92            | $819.56            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA5381 | 2049-12-01      | 3.0000%  | 0.0000% | $437.79            | $390.37            | Agency Mortgage-Backed Securities  |
| FMAR 840207 G        | 2045-09-01      | 6.3400%  | 0.0000% | $221909.97         | $228735.30         | Agency Mortgage-Backed Securities  |
| FMAR 840214 G        | 2043-09-01      | 6.7390%  | 0.0000% | $18827.78          | $19644.39          | Agency Mortgage-Backed Securities  |
| FMAR 840321 G        | 2045-11-01      | 6.5220%  | 0.0000% | $61492.68          | $63523.52          | Agency Mortgage-Backed Securities  |
| FMAR 840324 G        | 2037-06-01      | 6.3380%  | 0.0000% | $1125951.79        | $1162777.86        | Agency Mortgage-Backed Securities  |
| FMAR 840623 G        | 2047-05-01      | 6.5590%  | 0.0000% | $23975.41          | $24862.83          | Agency Mortgage-Backed Securities  |
| FMAR 840698 G        | 2047-03-01      | 3.1130%  | 0.0000% | $230472.38         | $228116.42         | Agency Mortgage-Backed Securities  |
| FMAR 786223 G        | 2028-01-01      | 6.4240%  | 0.0000% | $165.66            | $166.73            | Agency Mortgage-Backed Securities  |
| FMAR 782630 G        | 2036-01-01      | 6.5810%  | 0.0000% | $274477.59         | $283843.69         | Agency Mortgage-Backed Securities  |
| FMAR 782785 G        | 2034-10-01      | 6.7140%  | 0.0000% | $671.06            | $689.52            | Agency Mortgage-Backed Securities  |
| FMAR 782837 G        | 2034-11-01      | 6.4020%  | 0.0000% | $918.02            | $952.82            | Agency Mortgage-Backed Securities  |
| FMAR 782967 G        | 2035-01-01      | 6.5000%  | 0.0000% | $25010.43          | $25994.92          | Agency Mortgage-Backed Securities  |
| FMAR 783022 G        | 2035-02-01      | 6.5000%  | 0.0000% | $714.11            | $742.71            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV2946 | 2052-03-01      | 3.0000%  | 0.0000% | $3958.05           | $3502.39           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW6230 | 2052-09-01      | 4.0000%  | 0.0000% | $2451.85           | $2324.41           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX SOBW9708 | 2052-11-01      | 5.1060%  | 0.0000% | $1896.80           | $1930.38           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ0972 | 2034-05-01      | 5.3300%  | 0.0000% | $2000.00           | $2120.51           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ1461 | 2034-07-01      | 4.4900%  | 0.0000% | $17187000.00       | $17239178.77       | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ2073 | 2034-10-01      | 4.4200%  | 0.0000% | $1065.00           | $1065.27           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ2734 | 2035-01-01      | 4.7550%  | 0.0000% | $120241.00         | $122550.04         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ2737 | 2035-01-01      | 4.6200%  | 0.0000% | $1355000.00        | $1365129.53        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ2740 | 2035-01-01      | 4.8850%  | 0.0000% | $679420.00         | $698123.85         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ2923 | 2032-02-01      | 4.4300%  | 0.0000% | $1801.00           | $1820.66           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ3088 | 2035-02-01      | 5.1700%  | 0.0000% | $900170.97         | $941859.44         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ4479 | 2032-08-01      | 4.6300%  | 0.0000% | $283850.00         | $289464.76         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ4485 | 2032-09-01      | 4.5200%  | 0.0000% | $882757.00         | $891897.16         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ3705 | 2032-05-01      | 4.7900%  | 0.0000% | $333834.00         | $342859.07         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ3861 | 2032-05-01      | 4.9450%  | 0.0000% | $1000.00           | $1033.24           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ3952 | 2032-06-01      | 4.5100%  | 0.0000% | $890728.00         | $900079.80         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ4081 | 2032-06-01      | 4.7400%  | 0.0000% | $139280.00         | $142635.44         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ4173 | 2032-06-01      | 4.8100%  | 0.0000% | $3210.00           | $3300.24           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ4580 | 2035-08-01      | 5.0900%  | 0.0000% | $114680.57         | $119393.63         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ4642 | 2032-08-01      | 4.5900%  | 0.0000% | $1584500.00        | $1608887.83        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ4845 | 2032-09-01      | 4.7350%  | 0.0000% | $2337130.00        | $2392985.79        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ4958 | 2030-09-01      | 4.1800%  | 0.0000% | $998383.00         | $1002530.50        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ4983 | 2032-09-01      | 4.4850%  | 0.0000% | $6926000.00        | $6988063.31        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CICA0251 | 2032-08-01      | 3.5000%  | 0.0000% | $225.02            | $222.77            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA1439 | 2048-03-01      | 3.5000%  | 0.0000% | $3523.43           | $3282.83           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5341 | 2054-04-01      | 4.0000%  | 0.0000% | $12992.78          | $12309.32          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4528 | 2051-12-01      | 4.0000%  | 0.0000% | $5986.31           | $5690.47           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4625 | 2052-06-01      | 3.5000%  | 0.0000% | $1615.13           | $1485.56           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4598 | 2052-05-01      | 2.5000%  | 0.0000% | $4953.30           | $4210.00           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  | 0.0000% | $814.70            | $720.32            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4654 | 2052-07-01      | 3.5000%  | 0.0000% | $1642.56           | $1510.79           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4655 | 2052-07-01      | 4.0000%  | 0.0000% | $806.34            | $765.81            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA4640 | 2037-06-01      | 3.5000%  | 0.0000% | $604.63            | $586.76            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4698 | 2052-08-01      | 3.0000%  | 0.0000% | $3362.52           | $2971.78           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4699 | 2052-08-01      | 3.5000%  | 0.0000% | $1670.54           | $1536.45           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4730 | 2052-09-01      | 3.0000%  | 0.0000% | $3387.25           | $2993.63           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  | 0.0000% | $2524.41           | $2321.50           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  | 0.0000% | $1613.96           | $1615.71           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4979 | 2053-04-01      | 5.5000%  | 0.0000% | $3101.93           | $3155.56           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA5262 | 2053-12-01      | 3.5000%  | 0.0000% | $3655.71           | $3358.53           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5245 | 2054-01-01      | 5.0000%  | 0.0000% | $12079.62          | $12063.41          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5419 | 2054-07-01      | 5.0000%  | 0.0000% | $2821.79           | $2815.38           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA5572 | 2054-11-01      | 3.5000%  | 0.0000% | $5781.93           | $5310.51           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA5731 | 2055-06-01      | 3.5000%  | 0.0000% | $4930.22           | $4528.21           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2055 | 2048-07-01      | 4.5000%  | 0.0000% | $254.51            | $252.52            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBCA2903 | 2048-12-01      | 6.4890%  | 0.0000% | $24929.54          | $25874.89          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA3225 | 2049-03-01      | 4.5000%  | 0.0000% | $685.78            | $678.43            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA3870 | 2049-07-01      | 4.0000%  | 0.0000% | $1065.99           | $1026.48           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA3872 | 2049-07-01      | 3.5000%  | 0.0000% | $1976.94           | $1836.06           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6423 | 2050-07-01      | 3.0000%  | 0.0000% | $910.21            | $811.06            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7021 | 2050-09-01      | 2.0000%  | 0.0000% | $2079.00           | $1690.37           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA9443 | 2036-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1890.08           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0414 | 2051-05-01      | 2.5000%  | 0.0000% | $39548.67          | $33786.19          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2640 | 2052-01-01      | 2.5000%  | 0.0000% | $131338.85         | $111641.16         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2548 | 2052-01-01      | 2.5000%  | 0.0000% | $3090.17           | $2639.20           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3582 | 2052-05-01      | 3.0000%  | 0.0000% | $1885.69           | $1678.30           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3586 | 2052-05-01      | 3.0000%  | 0.0000% | $1666.02           | $1473.64           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB3000 | 2051-12-01      | 2.0000%  | 0.0000% | $1881.49           | $1528.79           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3353 | 2052-04-01      | 2.5000%  | 0.0000% | $4229.20           | $3581.43           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3897 | 2052-06-01      | 3.5000%  | 0.0000% | $9832.75           | $9031.77           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB4109 | 2052-07-01      | 3.0000%  | 0.0000% | $5005.45           | $4422.90           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4129 | 2052-07-01      | 4.5000%  | 0.0000% | $36592.64          | $35882.56          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  | 0.0000% | $6633.34           | $6497.00           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CICB4243 | 2037-07-01      | 3.5000%  | 0.0000% | $663.52            | $646.56            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  | 0.0000% | $828.51            | $812.00            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAD0898 | 2040-03-01      | 6.9010%  | 0.0000% | $50.75             | $53.22             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAD3532 | 2040-04-01      | 6.7050%  | 0.0000% | $19942.08          | $20576.38          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAE0881 | 2041-02-01      | 6.7760%  | 0.0000% | $25867.26          | $26911.22          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAE0054 | 2040-06-01      | 6.7500%  | 0.0000% | $4519.11           | $4719.06           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAE0277 | 2039-09-01      | 6.6890%  | 0.0000% | $14217.52          | $14736.08          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAE0279 | 2038-11-01      | 6.5790%  | 0.0000% | $18094.31          | $18572.00          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQX0813 | 2054-12-01      | 4.0000%  | 0.0000% | $1966.42           | $1863.40           | Agency Mortgage-Backed Securities  |
| GNII SF BI6900 C     | 2049-03-20      | 6.0000%  | 0.0000% | $525.57            | $546.69            | Agency Mortgage-Backed Securities  |
| GNII SF BO3369 C     | 2049-06-20      | 5.0000%  | 0.0000% | $4597.12           | $4681.31           | Agency Mortgage-Backed Securities  |
| GNII SF BP2045 C     | 2049-07-20      | 5.0000%  | 0.0000% | $2213.13           | $2283.22           | Agency Mortgage-Backed Securities  |
| GNII SF BQ6394 C     | 2049-11-20      | 3.0000%  | 0.0000% | $3002.06           | $2612.73           | Agency Mortgage-Backed Securities  |
| GNII SF BR2330 C     | 2049-11-20      | 2.5000%  | 0.0000% | $1028.15           | $875.95            | Agency Mortgage-Backed Securities  |
| GNII SF BR2384 C     | 2049-12-20      | 2.5000%  | 0.0000% | $1749.38           | $1490.41           | Agency Mortgage-Backed Securities  |
| GNII SF BS7617 C     | 2050-06-20      | 2.5000%  | 0.0000% | $5600.31           | $4824.91           | Agency Mortgage-Backed Securities  |
| GNII SF BS7621 C     | 2050-06-20      | 3.0000%  | 0.0000% | $2061.25           | $1828.40           | Agency Mortgage-Backed Securities  |
| GNII SF BS8546 C     | 2050-12-20      | 2.5000%  | 0.0000% | $614.96            | $526.78            | Agency Mortgage-Backed Securities  |
| GNII SF BT0303 C     | 2050-02-20      | 4.5000%  | 0.0000% | $3237.78           | $3156.33           | Agency Mortgage-Backed Securities  |
| GNII SF BT1888 C     | 2050-12-20      | 2.5000%  | 0.0000% | $682.82            | $585.11            | Agency Mortgage-Backed Securities  |
| GNII SF BU3182 C     | 2050-06-20      | 5.5000%  | 0.0000% | $2163.08           | $2217.99           | Agency Mortgage-Backed Securities  |
| GNII SF BV8399 C     | 2050-07-20      | 4.0000%  | 0.0000% | $641630.97         | $611002.22         | Agency Mortgage-Backed Securities  |
| GNII SF BV8693 C     | 2050-06-20      | 3.5000%  | 0.0000% | $596.23            | $550.64            | Agency Mortgage-Backed Securities  |
| GNII SF BV9153 C     | 2035-07-20      | 2.0000%  | 0.0000% | $1169362.57        | $1075428.97        | Agency Mortgage-Backed Securities  |
| GNII SF BX2423 C     | 2050-10-20      | 3.0000%  | 0.0000% | $99365.53          | $88009.51          | Agency Mortgage-Backed Securities  |
| GNII SF BX4947 C     | 2050-09-20      | 3.5000%  | 0.0000% | $432.79            | $400.77            | Agency Mortgage-Backed Securities  |
| GNII SF BX4932 C     | 2050-08-20      | 2.5000%  | 0.0000% | $2664.79           | $2295.86           | Agency Mortgage-Backed Securities  |
| GNII SF BX4967 C     | 2050-09-20      | 3.5000%  | 0.0000% | $402441.98         | $372415.56         | Agency Mortgage-Backed Securities  |
| GNII SF BY4967 C     | 2050-08-20      | 4.5000%  | 0.0000% | $148182.45         | $151055.85         | Agency Mortgage-Backed Securities  |
| GNII SF BZ6343 C     | 2050-11-20      | 2.0000%  | 0.0000% | $3944.67           | $3227.16           | Agency Mortgage-Backed Securities  |
| GNII SF BZ7205 C     | 2050-11-20      | 4.5000%  | 0.0000% | $413348.71         | $404400.54         | Agency Mortgage-Backed Securities  |
| GNII SF CD8312 C     | 2051-05-20      | 2.5000%  | 0.0000% | $4337.42           | $3724.82           | Agency Mortgage-Backed Securities  |
| GNII SF CE3710 C     | 2051-08-20      | 3.5000%  | 0.0000% | $1749.94           | $1613.49           | Agency Mortgage-Backed Securities  |
| GNII SF CE9917 C     | 2051-07-20      | 3.5000%  | 0.0000% | $822.34            | $758.85            | Agency Mortgage-Backed Securities  |
| GNII SF CE9952 C     | 2051-09-20      | 3.5000%  | 0.0000% | $822.40            | $746.10            | Agency Mortgage-Backed Securities  |
| GNII SF CJ2896 C     | 2051-11-20      | 2.5000%  | 0.0000% | $1825.74           | $1550.91           | Agency Mortgage-Backed Securities  |
| GNII SF CJ5947 C     | 2051-12-20      | 2.0000%  | 0.0000% | $901.93            | $740.11            | Agency Mortgage-Backed Securities  |
| GNII SF CL1819 C     | 2052-02-20      | 3.5000%  | 0.0000% | $298741.62         | $275539.68         | Agency Mortgage-Backed Securities  |
| GNII SF CL3693 C     | 2052-03-20      | 4.0000%  | 0.0000% | $1789.69           | $1696.96           | Agency Mortgage-Backed Securities  |
| GNII SF CL5523 C     | 2052-04-20      | 3.0000%  | 0.0000% | $204087.67         | $180518.94         | Agency Mortgage-Backed Securities  |
| GNII SF CM0457 C     | 2052-06-20      | 4.5000%  | 0.0000% | $1150.62           | $1122.62           | Agency Mortgage-Backed Securities  |
| GNII SF MA9904 M     | 2053-05-20      | 4.5000%  | 0.0000% | $964.61            | $940.66            | Agency Mortgage-Backed Securities  |
| GNII SF MA9907 M     | 2054-09-20      | 6.0000%  | 0.0000% | $1288077.16        | $1318428.55        | Agency Mortgage-Backed Securities  |
| GNII SF MA9966 M     | 2054-10-20      | 6.0000%  | 0.0000% | $1583.56           | $1619.96           | Agency Mortgage-Backed Securities  |
| GNII SF AD1755 C     | 2043-02-20      | 3.5000%  | 0.0000% | $247.43            | $228.07            | Agency Mortgage-Backed Securities  |
| GNII SF AE8491 C     | 2044-07-20      | 4.0000%  | 0.0000% | $125.42            | $120.57            | Agency Mortgage-Backed Securities  |
| GNII SF AF5104 C     | 2043-08-20      | 4.5000%  | 0.0000% | $217777.22         | $214087.42         | Agency Mortgage-Backed Securities  |
| GNHF RF AG8139 H     | 2064-06-20      | 5.2000%  | 0.0000% | $21.07             | $21.12             | Agency Mortgage-Backed Securities  |
| GNHF RF AG8142 H     | 2064-06-20      | 4.8160%  | 0.0000% | $52.85             | $53.14             | Agency Mortgage-Backed Securities  |
| GNII SF AJ2723 C     | 2044-08-20      | 4.0000%  | 0.0000% | $3008.88           | $2892.50           | Agency Mortgage-Backed Securities  |
| GNII SF AJ4118 C     | 2044-08-20      | 3.5000%  | 0.0000% | $1936.80           | $1785.13           | Agency Mortgage-Backed Securities  |
| GNII SP 787239 C     | 2052-05-20      | 2.5000%  | 0.0000% | $15853808.45       | $13723118.25       | Agency Mortgage-Backed Securities  |
| GNII SP 787913 C     | 2055-04-20      | 5.5000%  | 0.0000% | $4932498.95        | $5024828.21        | Agency Mortgage-Backed Securities  |
| FMAR 1Q0550 G        | 2035-12-01      | 6.4350%  | 0.0000% | $279724.58         | $290331.95         | Agency Mortgage-Backed Securities  |
| FMAR 1Q0611 G        | 2037-08-01      | 6.0750%  | 0.0000% | $176657.96         | $179030.43         | Agency Mortgage-Backed Securities  |
| FMAR 1Q1673 G        | 2037-09-01      | 6.1370%  | 0.0000% | $246059.26         | $248941.28         | Agency Mortgage-Backed Securities  |
| FMAR 1Q1674 G        | 2036-07-01      | 6.2800%  | 0.0000% | $95746.41          | $97291.74          | Agency Mortgage-Backed Securities  |
| FMAR 1Q1676 G        | 2038-02-01      | 6.2180%  | 0.0000% | $667620.48         | $688302.65         | Agency Mortgage-Backed Securities  |
| FMAR 1Q1208 G        | 2038-04-01      | 5.2570%  | 0.0000% | $59481.32          | $59066.90          | Agency Mortgage-Backed Securities  |
| FMAR 1Q1399 G        | 2038-06-01      | 6.8590%  | 0.0000% | $138761.93         | $143419.65         | Agency Mortgage-Backed Securities  |
| FMAR 1Q1453 G        | 2038-02-01      | 6.6920%  | 0.0000% | $450188.60         | $465757.37         | Agency Mortgage-Backed Securities  |
| FMAR 1Q1829 G        | 2038-10-01      | 6.6330%  | 0.0000% | $94030.62          | $96301.57          | Agency Mortgage-Backed Securities  |
| FMAR 1Q1830 G        | 2037-05-01      | 6.3160%  | 0.0000% | $38347.29          | $38669.90          | Agency Mortgage-Backed Securities  |
| FMAR 1Q1902 G        | 2037-01-01      | 6.3280%  | 0.0000% | $749694.67         | $768590.39         | Agency Mortgage-Backed Securities  |
| FMAR 1Q1903 G        | 2038-04-01      | 7.0140%  | 0.0000% | $1472457.83        | $1528676.51        | Agency Mortgage-Backed Securities  |
| FMAR 1Q1904 G        | 2040-09-01      | 6.6860%  | 0.0000% | $1135119.58        | $1178536.71        | Agency Mortgage-Backed Securities  |
| FMAR 1B8197 G        | 2041-05-01      | 6.8800%  | 0.0000% | $327854.60         | $342600.91         | Agency Mortgage-Backed Securities  |
| FMAR 1B8855 G        | 2041-10-01      | 6.8800%  | 0.0000% | $259510.42         | $268807.70         | Agency Mortgage-Backed Securities  |
| FMAR 1A1841 G        | 2037-06-01      | 6.2300%  | 0.0000% | $22153.65          | $22530.52          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC C09071 G | 2045-02-01      | 4.0000%  | 0.0000% | $1429.86           | $1384.89           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC A94713 G | 2040-11-01      | 4.0000%  | 0.0000% | $58.83             | $57.84             | Agency Mortgage-Backed Securities  |
| FMAR 788825 G        | 2031-11-01      | 6.9840%  | 0.0000% | $190.60            | $195.59            | Agency Mortgage-Backed Securities  |
| FMAR 848954 G        | 2043-02-01      | 6.7220%  | 0.0000% | $20547.52          | $21371.06          | Agency Mortgage-Backed Securities  |
| FMAR 848445 G        | 2035-08-01      | 6.5110%  | 0.0000% | $334969.07         | $346016.34         | Agency Mortgage-Backed Securities  |
| FMAR 848520 G        | 2040-05-01      | 6.7640%  | 0.0000% | $35872.83          | $36744.32          | Agency Mortgage-Backed Securities  |
| FMAR 848528 G        | 2038-06-01      | 6.7280%  | 0.0000% | $89612.44          | $92355.72          | Agency Mortgage-Backed Securities  |
| FMAR 848558 G        | 2041-08-01      | 6.4760%  | 0.0000% | $15237.73          | $15843.38          | Agency Mortgage-Backed Securities  |
| FMAR 848644 G        | 2040-09-01      | 6.9410%  | 0.0000% | $115925.60         | $119615.09         | Agency Mortgage-Backed Securities  |
| FMAR 849128 G        | 2043-09-01      | 6.3500%  | 0.0000% | $4152.88           | $4281.14           | Agency Mortgage-Backed Securities  |
| FMAR 849154 G        | 2043-10-01      | 6.4660%  | 0.0000% | $15599.40          | $16190.91          | Agency Mortgage-Backed Securities  |
| FMAR 849135 G        | 2043-08-01      | 6.4070%  | 0.0000% | $104589.07         | $107821.84         | Agency Mortgage-Backed Securities  |
| FMAR 849147 G        | 2043-10-01      | 6.8190%  | 0.0000% | $10455.72          | $10814.58          | Agency Mortgage-Backed Securities  |
| FMAR 849218 G        | 2044-01-01      | 6.5110%  | 0.0000% | $27433.98          | $28606.92          | Agency Mortgage-Backed Securities  |
| FMAR 849198 G        | 2043-11-01      | 6.3860%  | 0.0000% | $10046.43          | $10409.74          | Agency Mortgage-Backed Securities  |
| FMAR 849266 G        | 2043-08-01      | 6.3660%  | 0.0000% | $14571.30          | $15122.58          | Agency Mortgage-Backed Securities  |
| FMAR 849336 G        | 2034-12-01      | 6.3730%  | 0.0000% | $5212.77           | $5293.48           | Agency Mortgage-Backed Securities  |
| FMAR 849479 G        | 2037-10-01      | 6.4660%  | 0.0000% | $327691.56         | $335905.72         | Agency Mortgage-Backed Securities  |
| FMAR 849504 G        | 2044-10-01      | 6.4820%  | 0.0000% | $322672.44         | $335170.06         | Agency Mortgage-Backed Securities  |
| FMAR 849565 G        | 2038-08-01      | 6.5060%  | 0.0000% | $58478.26          | $60456.75          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZJ6315 | 2032-08-01      | 6.5000%  | 0.0000% | $332.19            | $344.52            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZJ6519 | 2032-10-01      | 6.0000%  | 0.0000% | $252.61            | $259.06            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM3709 | 2047-07-01      | 3.5000%  | 0.0000% | $3663.13           | $3438.32           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZN1241 | 2048-11-01      | 4.0000%  | 0.0000% | $3239.37           | $3126.79           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN1256 | 2048-11-01      | 4.5000%  | 0.0000% | $35.71             | $35.29             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZN3121 | 2034-02-01      | 3.5000%  | 0.0000% | $526.92            | $519.29            | Agency Mortgage-Backed Securities  |
| FMAR 2B1277 G        | 2043-03-01      | 6.6130%  | 0.0000% | $12450.91          | $12937.32          | Agency Mortgage-Backed Securities  |
| FMAR 2B1341 G        | 2043-05-01      | 6.5050%  | 0.0000% | $53376.87          | $54914.72          | Agency Mortgage-Backed Securities  |
| FMAR 2B1384 G        | 2043-05-01      | 6.4000%  | 0.0000% | $5285.65           | $5487.96           | Agency Mortgage-Backed Securities  |
| FMAR 2B1454 G        | 2043-06-01      | 6.3920%  | 0.0000% | $156231.83         | $161250.64         | Agency Mortgage-Backed Securities  |
| FMAR 2B1538 G        | 2043-07-01      | 6.3850%  | 0.0000% | $7441.91           | $7727.16           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX AS037029 | 2026-11-01      | 5.0000%  | 0.0000% | $57.84             | $57.85             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX AS072163 | 2028-02-01      | 5.2500%  | 0.0000% | $371.50            | $372.16            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WE238575 | 2033-03-01      | 4.2070%  | 0.0000% | $13065.33          | $12966.63          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LA255720 | 2035-03-01      | 6.6250%  | 0.0000% | $128.59            | $131.50            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LA255883 | 2035-08-01      | 6.4770%  | 0.0000% | $9709.49           | $10048.13          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX AS303469 | 2028-11-01      | 4.4480%  | 0.0000% | $5901.71           | $5853.70           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 ZL310151 | 2044-09-01      | 5.5000%  | 0.0000% | $478.28            | $492.65            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX W2313449 | 2027-04-01      | 6.4790%  | 0.0000% | $5279.25           | $5318.83           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS313783 | 2036-05-01      | 4.3900%  | 0.0000% | $14590.69          | $14471.92          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS323919 | 2029-08-01      | 6.1250%  | 0.0000% | $3503.49           | $3541.91           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WN347547 | 2026-08-01      | 6.1250%  | 0.0000% | $16.47             | $16.52             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD399907 | 2027-08-01      | 6.4610%  | 0.0000% | $646.80            | $650.51            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS434001 | 2027-12-01      | 7.4250%  | 0.0000% | $9079.20           | $9169.73           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX GA520790 | 2028-04-01      | 6.1820%  | 0.0000% | $575.05            | $580.58            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD533019 | 2030-03-01      | 6.4020%  | 0.0000% | $3107.96           | $3141.04           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS534988 | 2028-10-01      | 6.1950%  | 0.0000% | $4540.34           | $4570.62           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS544860 | 2034-09-01      | 5.6130%  | 0.0000% | $4660.24           | $4639.37           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS544861 | 2036-12-01      | 4.8910%  | 0.0000% | $3393.21           | $3377.70           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS545176 | 2031-08-01      | 6.1840%  | 0.0000% | $966.20            | $988.52            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS545255 | 2040-12-01      | 6.3190%  | 0.0000% | $139.07            | $140.55            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL545759 | 2032-07-01      | 6.5000%  | 0.0000% | $84.66             | $89.30             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS555378 | 2033-04-01      | 6.3450%  | 0.0000% | $12372.92          | $12675.33          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS555258 | 2033-01-01      | 5.9020%  | 0.0000% | $3794.40           | $3812.84           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS555566 | 2033-04-01      | 6.4800%  | 0.0000% | $834.14            | $852.66            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD555610 | 2032-11-01      | 6.2380%  | 0.0000% | $514.24            | $528.53            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS555715 | 2033-07-01      | 6.2120%  | 0.0000% | $156.76            | $160.43            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS555847 | 2033-09-01      | 5.6890%  | 0.0000% | $88.11             | $89.32             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS555958 | 2036-10-01      | 4.6330%  | 0.0000% | $2787.38           | $2761.93           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD556438 | 2028-03-01      | 6.4750%  | 0.0000% | $2697.00           | $2717.70           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS559813 | 2040-09-01      | 5.6210%  | 0.0000% | $6581.60           | $6624.92           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX W2573657 | 2030-08-01      | 6.6500%  | 0.0000% | $2583.35           | $2602.95           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB597590 | 2031-09-01      | 6.9950%  | 0.0000% | $3409.82           | $3477.67           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL607695 | 2031-11-01      | 6.5000%  | 0.0000% | $46.31             | $48.38             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD629133 | 2032-05-01      | 6.3750%  | 0.0000% | $556.47            | $570.76            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB629640 | 2026-12-01      | 5.2300%  | 0.0000% | $11666.23          | $11697.84          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAH3401 | 2041-01-01      | 4.5000%  | 0.0000% | $390.34            | $392.51            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAH6231 | 2041-03-01      | 4.5000%  | 0.0000% | $135.63            | $135.57            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAH8844 | 2041-05-01      | 6.7290%  | 0.0000% | $18475.52          | $19181.37          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI1886 | 2041-05-01      | 4.5000%  | 0.0000% | $343.00            | $344.73            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAI4027 | 2041-08-01      | 6.4640%  | 0.0000% | $8922.59           | $9283.76           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI4291 | 2041-06-01      | 4.5000%  | 0.0000% | $126.47            | $127.16            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI4815 | 2041-06-01      | 4.5000%  | 0.0000% | $864.40            | $869.02            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI7784 | 2041-07-01      | 4.5000%  | 0.0000% | $93.03             | $93.50             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAJ1415 | 2041-09-01      | 4.5000%  | 0.0000% | $39.21             | $39.41             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAJ1463 | 2041-11-01      | 6.8670%  | 0.0000% | $9192.80           | $9514.55           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAJ2126 | 2043-07-01      | 6.1620%  | 0.0000% | $22714.74          | $23452.90          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAJ3210 | 2041-07-01      | 6.5000%  | 0.0000% | $36007.77          | $37285.48          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAK0714 | 2042-02-01      | 6.7070%  | 0.0000% | $10665.21          | $11076.28          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAK8184 | 2042-04-01      | 6.6250%  | 0.0000% | $2972.37           | $3060.51           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL0065 | 2041-04-01      | 4.5000%  | 0.0000% | $582.94            | $586.17            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL1280 | 2042-01-01      | 6.6600%  | 0.0000% | $20345.24          | $21079.33          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL1437 | 2042-01-01      | 6.7120%  | 0.0000% | $5474.81           | $5680.49           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL1497 | 2036-10-01      | 6.3600%  | 0.0000% | $6312.96           | $6524.21           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL1666 | 2035-07-01      | 6.8110%  | 0.0000% | $13279.29          | $13668.62          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL2478 | 2040-01-01      | 6.6320%  | 0.0000% | $26347.03          | $27075.09          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL3544 | 2043-05-01      | 6.2450%  | 0.0000% | $862.40            | $884.41            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAL2908 | 2027-08-01      | 3.0000%  | 0.0000% | $698.44            | $693.86            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL2983 | 2043-01-01      | 6.4300%  | 0.0000% | $4384.52           | $4528.59           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAL3803 | 2028-06-01      | 3.0000%  | 0.0000% | $162.62            | $161.47            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL4089 | 2042-10-01      | 6.5400%  | 0.0000% | $6882.81           | $7174.40           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL5369 | 2044-05-01      | 4.5000%  | 0.0000% | $80.59             | $80.54             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL4611 | 2043-11-01      | 6.4680%  | 0.0000% | $20020.79          | $20688.17          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL4664 | 2043-10-01      | 6.4180%  | 0.0000% | $29218.61          | $30334.34          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL5213 | 2044-04-01      | 4.5000%  | 0.0000% | $1206.25           | $1203.02           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFA1430 | 2037-06-01      | 2.5000%  | 0.0000% | $921.23            | $869.45            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM1598 | 2049-02-01      | 4.0000%  | 0.0000% | $3526.84           | $3402.69           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM1635 | 2049-09-01      | 3.5000%  | 0.0000% | $2541.10           | $2335.15           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM2870 | 2050-03-01      | 3.0000%  | 0.0000% | $1040.82           | $938.63            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFM2908 | 2049-10-01      | 5.0000%  | 0.0000% | $919.02            | $932.23            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM3278 | 2048-11-01      | 3.5000%  | 0.0000% | $806.27            | $754.48            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  | 0.0000% | $9619.64           | $9254.48           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL0677 | 2054-09-01      | 6.5000%  | 0.0000% | $956.39            | $1008.00           | Agency Mortgage-Backed Securities  |
| FKAR 03.000 WAWA4840 | 2042-03-01      | 3.0000%  | 0.0000% | $56593.62          | $45130.17          | Agency Mortgage-Backed Securities  |
| FKAR 03.900 WAWA4841 | 2039-01-01      | 3.9000%  | 0.0000% | $51317.20          | $47401.93          | Agency Mortgage-Backed Securities  |
| FMAR 8D0268 G        | 2052-08-01      | 3.9510%  | 0.0000% | $146826.73         | $143887.66         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRQ0010 | 2055-06-01      | 4.0000%  | 0.0000% | $981.28            | $929.65            | Agency Mortgage-Backed Securities  |
| GNII SF DE1128 C     | 2054-09-20      | 6.5000%  | 0.0000% | $6596.48           | $6950.12           | Agency Mortgage-Backed Securities  |
| GNII SF DF5139 C     | 2054-10-20      | 6.5000%  | 0.0000% | $1026073.50        | $1083004.27        | Agency Mortgage-Backed Securities  |
| GNII SF DF8362 C     | 2055-01-20      | 7.0000%  | 0.0000% | $995.04            | $1038.75           | Agency Mortgage-Backed Securities  |
| GNII SF DG1748 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2991.70           | $3123.12           | Agency Mortgage-Backed Securities  |
| GNII SF DH6513 C     | 2055-03-20      | 6.5000%  | 0.0000% | $429159.77         | $454913.69         | Agency Mortgage-Backed Securities  |
| GNII SF DJ0884 C     | 2055-05-20      | 7.0000%  | 0.0000% | $997.60            | $1053.69           | Agency Mortgage-Backed Securities  |
| GNII SF DJ2705 C     | 2055-05-20      | 7.0000%  | 0.0000% | $2989.39           | $3129.91           | Agency Mortgage-Backed Securities  |
| GNII ET DJ2992 C     | 2065-07-20      | 6.0000%  | 0.0000% | $1016.62           | $1036.94           | Agency Mortgage-Backed Securities  |
| GNII SF DJ4256 C     | 2055-04-20      | 6.5000%  | 0.0000% | $234598.14         | $245065.00         | Agency Mortgage-Backed Securities  |
| GNII SF DJ6110 C     | 2055-04-20      | 7.0000%  | 0.0000% | $996.27            | $1057.19           | Agency Mortgage-Backed Securities  |
| GNII SF DJ6741 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1972.03           | $2126.56           | Agency Mortgage-Backed Securities  |
| GNII SF DK0104 C     | 2055-06-20      | 6.5000%  | 0.0000% | $997.53            | $1042.04           | Agency Mortgage-Backed Securities  |
| GNII SF DK0369 C     | 2055-05-20      | 7.0000%  | 0.0000% | $995.93            | $1047.03           | Agency Mortgage-Backed Securities  |
| GNII SF DK0449 C     | 2055-05-20      | 7.0000%  | 0.0000% | $998.14            | $1042.00           | Agency Mortgage-Backed Securities  |
| GNII SF DK1717 C     | 2055-07-20      | 6.0000%  | 0.0000% | $998.12            | $1030.70           | Agency Mortgage-Backed Securities  |
| GNII SF DK2867 C     | 2055-06-20      | 6.5000%  | 0.0000% | $997.54            | $1081.14           | Agency Mortgage-Backed Securities  |
| GNII SF DK4132 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1656474.74        | $1687546.16        | Agency Mortgage-Backed Securities  |
| GNII SF DK4280 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3001.42           | $3135.34           | Agency Mortgage-Backed Securities  |
| GNII SF DK6014 C     | 2055-07-20      | 6.5000%  | 0.0000% | $998.35            | $1045.97           | Agency Mortgage-Backed Securities  |
| GNII SF DK6018 C     | 2055-07-20      | 6.5000%  | 0.0000% | $998.24            | $1043.39           | Agency Mortgage-Backed Securities  |
| GNII SF DK6613 C     | 2055-06-20      | 5.0000%  | 0.0000% | $90798.29          | $91095.27          | Agency Mortgage-Backed Securities  |
| GNII SF DK9204 C     | 2055-07-20      | 5.5000%  | 0.0000% | $112307.16         | $115142.98         | Agency Mortgage-Backed Securities  |
| GNII SF DK9460 C     | 2055-07-20      | 5.5000%  | 0.0000% | $5773.19           | $5901.49           | Agency Mortgage-Backed Securities  |
| GNII SF DK9973 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1256.96           | $1313.04           | Agency Mortgage-Backed Securities  |
| GNII SF DL2018 C     | 2055-06-20      | 7.5000%  | 0.0000% | $998.48            | $1052.62           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CISB8229 | 2038-05-01      | 4.5000%  | 0.0000% | $3036.34           | $3045.64           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB8283 | 2039-02-01      | 6.0000%  | 0.0000% | $551.30            | $572.35            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CISB8377 | 2040-04-01      | 4.5000%  | 0.0000% | $3746.08           | $3753.47           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0962 | 2052-04-01      | 3.5000%  | 0.0000% | $782.85            | $720.14            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  | 0.0000% | $15896.59          | $14719.09          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1641 | 2052-09-01      | 4.5000%  | 0.0000% | $3126.93           | $3082.72           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1882 | 2052-11-01      | 5.0000%  | 0.0000% | $4647.60           | $4673.69           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2206 | 2053-02-01      | 5.5000%  | 0.0000% | $2419.24           | $2469.40           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2253 | 2052-12-01      | 3.5000%  | 0.0000% | $1686.48           | $1550.26           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2254 | 2052-07-01      | 3.5000%  | 0.0000% | $1677.25           | $1550.12           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2390 | 2053-03-01      | 5.0000%  | 0.0000% | $1614.24           | $1620.45           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD3478 | 2052-04-01      | 2.5000%  | 0.0000% | $878.84            | $743.72            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2987 | 2053-03-01      | 3.5000%  | 0.0000% | $5163.27           | $4742.66           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD4553 | 2053-09-01      | 3.0000%  | 0.0000% | $884.81            | $781.83            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD4583 | 2053-12-01      | 3.5000%  | 0.0000% | $926.02            | $850.65            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAW3616 | 2044-06-01      | 4.0000%  | 0.0000% | $401.14            | $390.49            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAW8992 | 2044-07-01      | 4.5000%  | 0.0000% | $484.42            | $482.80            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAX2187 | 2029-11-01      | 3.5000%  | 0.0000% | $88.07             | $87.12             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAX3195 | 2044-09-01      | 4.0000%  | 0.0000% | $571.27            | $552.99            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAX4887 | 2044-12-01      | 4.0000%  | 0.0000% | $127.71            | $123.63            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAX7732 | 2045-03-01      | 3.5000%  | 0.0000% | $1313.88           | $1242.75           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAZ2881 | 2030-08-01      | 3.5000%  | 0.0000% | $111.23            | $109.59            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB665387 | 2032-08-01      | 5.7880%  | 0.0000% | $3279.99           | $3283.05           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD669201 | 2032-11-01      | 6.4150%  | 0.0000% | $148.12            | $152.82            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX GA670672 | 2033-08-01      | 5.4000%  | 0.0000% | $1254.28           | $1282.18           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD671155 | 2033-02-01      | 6.5230%  | 0.0000% | $880.62            | $906.82            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS674190 | 2042-11-01      | 5.4210%  | 0.0000% | $6238.32           | $6263.14           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB675490 | 2033-03-01      | 6.8330%  | 0.0000% | $1085.73           | $1126.84           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD681767 | 2033-01-01      | 6.2500%  | 0.0000% | $42.43             | $43.51             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD681874 | 2033-03-01      | 6.3740%  | 0.0000% | $578.34            | $593.87            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD685511 | 2033-07-01      | 6.2800%  | 0.0000% | $4603.82           | $4750.50           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD687125 | 2033-04-01      | 6.5400%  | 0.0000% | $172.77            | $178.29            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD690595 | 2033-10-01      | 6.7730%  | 0.0000% | $25442.05          | $26216.43          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB695016 | 2033-02-01      | 6.1330%  | 0.0000% | $10662.91          | $10838.64          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS696488 | 2033-05-01      | 6.4650%  | 0.0000% | $13281.96          | $13673.64          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD705324 | 2033-06-01      | 6.2730%  | 0.0000% | $7090.10           | $7306.50           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD705715 | 2033-06-01      | 6.2900%  | 0.0000% | $1155.89           | $1193.56           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX W2709092 | 2033-06-01      | 5.7600%  | 0.0000% | $760.94            | $771.55            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB722439 | 2033-07-01      | 6.1630%  | 0.0000% | $2522.60           | $2536.12           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD723639 | 2033-06-01      | 6.2780%  | 0.0000% | $6538.98           | $6738.45           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LA723653 | 2033-07-01      | 6.5000%  | 0.0000% | $2571.41           | $2633.04           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS725008 | 2033-12-01      | 7.0040%  | 0.0000% | $11282.68          | $11631.14          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB725216 | 2034-01-01      | 7.0000%  | 0.0000% | $1739.20           | $1812.09           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS725286 | 2032-06-01      | 6.6750%  | 0.0000% | $9.07              | $9.13              | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS725557 | 2034-06-01      | 6.4380%  | 0.0000% | $2428.03           | $2514.31           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS725639 | 2033-09-01      | 6.3710%  | 0.0000% | $383.38            | $393.58            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS725896 | 2034-10-01      | 6.3880%  | 0.0000% | $2081.08           | $2153.33           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD728646 | 2033-07-01      | 6.1750%  | 0.0000% | $426.43            | $438.68            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS732218 | 2043-06-01      | 5.4200%  | 0.0000% | $41377.44          | $41918.30          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735322 | 2034-07-01      | 6.3440%  | 0.0000% | $808.00            | $827.60            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735332 | 2034-08-01      | 6.3370%  | 0.0000% | $2744.08           | $2820.24           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB735362 | 2035-03-01      | 6.0470%  | 0.0000% | $5591.44           | $5662.45           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735086 | 2034-06-01      | 6.6070%  | 0.0000% | $7548.28           | $7783.12           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735259 | 2038-05-01      | 6.3530%  | 0.0000% | $149.70            | $153.45            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735442 | 2034-04-01      | 6.5100%  | 0.0000% | $549.67            | $567.18            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735539 | 2035-04-01      | 6.4220%  | 0.0000% | $2938.41           | $3045.14           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WZ735654 | 2044-10-01      | 5.4210%  | 0.0000% | $5203.15           | $5262.11           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735691 | 2032-04-01      | 6.4520%  | 0.0000% | $975.56            | $998.94            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB735805 | 2035-07-01      | 5.9420%  | 0.0000% | $13203.67          | $13380.14          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735858 | 2035-08-01      | 6.8320%  | 0.0000% | $3005.56           | $3090.95           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB735961 | 2035-09-01      | 6.0960%  | 0.0000% | $1365.07           | $1378.80           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB737652 | 2033-09-01      | 6.8750%  | 0.0000% | $4.42              | $4.51              | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD739403 | 2033-09-01      | 7.1310%  | 0.0000% | $6492.88           | $6669.74           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS742955 | 2033-10-01      | 6.5150%  | 0.0000% | $3667.65           | $3754.05           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX GA743602 | 2033-09-01      | 5.4920%  | 0.0000% | $3428.56           | $3510.11           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS745054 | 2035-09-01      | 6.4360%  | 0.0000% | $235.90            | $243.55            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB745059 | 2035-09-01      | 6.2910%  | 0.0000% | $6824.80           | $7022.29           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS745362 | 2033-05-01      | 6.4580%  | 0.0000% | $11228.47          | $11548.80          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS745445 | 2036-01-01      | 6.5230%  | 0.0000% | $346.34            | $358.34            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS745446 | 2033-04-01      | 6.5130%  | 0.0000% | $14284.92          | $14731.20          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1745466 | 2036-04-01      | 6.6570%  | 0.0000% | $2577.10           | $2662.76           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS745539 | 2034-08-01      | 6.3600%  | 0.0000% | $406.70            | $419.34            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD745688 | 2034-07-01      | 6.3330%  | 0.0000% | $10360.17          | $10706.85          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB745702 | 2034-11-01      | 6.5800%  | 0.0000% | $304.11            | $312.60            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS745705 | 2032-11-01      | 6.3720%  | 0.0000% | $172.80            | $175.66            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB745777 | 2036-07-01      | 6.3850%  | 0.0000% | $9069.29           | $9380.85           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB745768 | 2036-07-01      | 6.5580%  | 0.0000% | $551.90            | $570.50            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL745820 | 2036-08-01      | 6.5000%  | 0.0000% | $48.37             | $51.35             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS745862 | 2035-04-01      | 6.3940%  | 0.0000% | $2209.18           | $2278.15           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1745895 | 2036-10-01      | 6.5120%  | 0.0000% | $3890.99           | $4000.42           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB745982 | 2035-12-01      | 6.6270%  | 0.0000% | $1236.99           | $1267.16           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD747302 | 2034-07-01      | 6.1550%  | 0.0000% | $17377.65          | $17891.48          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB749306 | 2033-10-01      | 6.9250%  | 0.0000% | $2636.58           | $2723.05           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS751531 | 2034-05-01      | 6.2100%  | 0.0000% | $3050.72           | $3154.58           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS754031 | 2033-12-01      | 6.4350%  | 0.0000% | $966.56            | $992.74            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB758614 | 2033-11-01      | 6.1750%  | 0.0000% | $3862.66           | $3935.52           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB758900 | 2033-12-01      | 6.6040%  | 0.0000% | $264.92            | $271.61            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD767672 | 2034-03-01      | 6.3850%  | 0.0000% | $352.86            | $361.82            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS768435 | 2034-01-01      | 6.2720%  | 0.0000% | $927.15            | $957.62            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS770140 | 2034-03-01      | 6.3180%  | 0.0000% | $609.74            | $626.24            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS773341 | 2035-06-01      | 6.1820%  | 0.0000% | $17532.56          | $18063.10          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB773856 | 2034-04-01      | 7.2080%  | 0.0000% | $12563.17          | $13021.05          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS775852 | 2044-03-01      | 5.4210%  | 0.0000% | $8091.30           | $8208.46           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB776488 | 2034-03-01      | 6.2030%  | 0.0000% | $8153.91           | $8410.76           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB777058 | 2034-05-01      | 6.7770%  | 0.0000% | $4578.57           | $4683.85           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD780365 | 2034-06-01      | 6.2730%  | 0.0000% | $1485.77           | $1534.19           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS781309 | 2034-07-01      | 6.3100%  | 0.0000% | $3573.60           | $3698.27           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD781563 | 2034-11-01      | 6.4990%  | 0.0000% | $1931.52           | $1978.75           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WN784124 | 2034-12-01      | 6.4550%  | 0.0000% | $2486.58           | $2564.32           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB786142 | 2034-07-01      | 6.0850%  | 0.0000% | $9912.30           | $10146.74          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB788987 | 2034-10-01      | 6.5000%  | 0.0000% | $18137.18          | $18526.77          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB790762 | 2034-09-01      | 6.1650%  | 0.0000% | $1052.26           | $1071.98           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB790764 | 2034-09-01      | 6.2340%  | 0.0000% | $17248.34          | $17768.86          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB790964 | 2034-09-01      | 6.3960%  | 0.0000% | $12086.27          | $12389.24          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD791972 | 2034-09-01      | 6.3930%  | 0.0000% | $608.98            | $630.00            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB791961 | 2034-09-01      | 5.9380%  | 0.0000% | $2966.08           | $3005.39           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB793025 | 2034-07-01      | 6.2580%  | 0.0000% | $17180.92          | $17470.52          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB793065 | 2034-08-01      | 6.6520%  | 0.0000% | $744.60            | $765.98            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB794792 | 2034-10-01      | 6.5510%  | 0.0000% | $2017.20           | $2070.17           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS795297 | 2044-07-01      | 5.4210%  | 0.0000% | $20234.28          | $20456.47          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WN795718 | 2034-09-01      | 6.3000%  | 0.0000% | $2595.71           | $2676.28           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB800165 | 2034-12-01      | 6.0200%  | 0.0000% | $918.11            | $933.09            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB800171 | 2034-12-01      | 6.0070%  | 0.0000% | $2810.71           | $2854.06           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS801344 | 2034-10-01      | 6.3150%  | 0.0000% | $1200.14           | $1241.92           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB803594 | 2034-10-01      | 6.5850%  | 0.0000% | $2266.86           | $2317.05           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS806506 | 2044-10-01      | 5.4210%  | 0.0000% | $1025.14           | $1040.08           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS806513 | 2034-12-01      | 6.4260%  | 0.0000% | $32431.40          | $33460.98          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB806721 | 2034-11-01      | 6.8480%  | 0.0000% | $821.55            | $852.05            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB806776 | 2034-11-01      | 6.2100%  | 0.0000% | $3696.75           | $3743.71           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB809181 | 2035-01-01      | 6.5980%  | 0.0000% | $22179.34          | $22683.76          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB809319 | 2035-01-01      | 6.6700%  | 0.0000% | $914.98            | $941.36            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB809347 | 2035-01-01      | 6.7350%  | 0.0000% | $1806.88           | $1846.92           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB810896 | 2035-01-01      | 6.1150%  | 0.0000% | $13176.61          | $13567.44          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD813570 | 2034-10-01      | 6.2500%  | 0.0000% | $23718.32          | $24422.14          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WN813586 | 2035-03-01      | 6.4250%  | 0.0000% | $54.69             | $56.44             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS813714 | 2035-01-01      | 6.1940%  | 0.0000% | $1227.12           | $1260.46           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD5185 | 2052-09-01      | 4.0000%  | 0.0000% | $1750.28           | $1660.74           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6429 | 2054-05-01      | 5.5000%  | 0.0000% | $930.49            | $945.81            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD6654 | 2052-06-01      | 3.5000%  | 0.0000% | $11284.96          | $10379.11          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD6706 | 2054-01-01      | 4.5000%  | 0.0000% | $3763.05           | $3678.36           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  | 0.0000% | $649.76            | $603.66            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8002 | 2049-07-01      | 4.5000%  | 0.0000% | $111.62            | $110.45            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8003 | 2049-07-01      | 4.0000%  | 0.0000% | $642.62            | $618.81            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8004 | 2049-08-01      | 3.0000%  | 0.0000% | $4622.58           | $4125.95           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8010 | 2049-09-01      | 3.0000%  | 0.0000% | $605.01            | $540.34            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8019 | 2049-10-01      | 4.5000%  | 0.0000% | $398.03            | $392.32            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8024 | 2049-11-01      | 3.0000%  | 0.0000% | $362.41            | $323.61            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8030 | 2049-12-01      | 3.0000%  | 0.0000% | $590.13            | $526.96            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8032 | 2049-12-01      | 4.0000%  | 0.0000% | $1084.52           | $1042.65           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8043 | 2050-02-01      | 2.5000%  | 0.0000% | $3956.18           | $3390.96           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8057 | 2050-04-01      | 3.5000%  | 0.0000% | $5041.76           | $4669.77           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8058 | 2050-04-01      | 4.0000%  | 0.0000% | $184.01            | $175.91            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8062 | 2050-05-01      | 3.0000%  | 0.0000% | $1128.22           | $1003.76           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8063 | 2050-05-01      | 3.5000%  | 0.0000% | $242.76            | $224.92            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8086 | 2050-08-01      | 4.0000%  | 0.0000% | $7123.12           | $6823.83           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7502 | 2049-07-01      | 3.5000%  | 0.0000% | $60727.64          | $56586.28          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8155 | 2051-07-01      | 2.0000%  | 0.0000% | $4534.49           | $3697.69           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8190 | 2052-01-01      | 3.0000%  | 0.0000% | $7155.76           | $6333.16           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8191 | 2052-01-01      | 3.5000%  | 0.0000% | $1298.38           | $1196.57           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8195 | 2052-02-01      | 3.0000%  | 0.0000% | $60383.06          | $53409.82          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8196 | 2052-02-01      | 3.5000%  | 0.0000% | $1340.77           | $1236.89           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8185 | 2051-12-01      | 3.5000%  | 0.0000% | $6661.21           | $6161.61           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8188 | 2052-01-01      | 2.0000%  | 0.0000% | $5610.44           | $4564.82           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8221 | 2052-06-01      | 3.5000%  | 0.0000% | $2425.61           | $2231.02           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8224 | 2052-07-01      | 2.5000%  | 0.0000% | $3368.65           | $2857.10           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8200 | 2052-03-01      | 2.5000%  | 0.0000% | $1575.40           | $1337.46           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8202 | 2052-03-01      | 3.5000%  | 0.0000% | $2943.78           | $2720.33           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8204 | 2052-04-01      | 2.0000%  | 0.0000% | $1656.96           | $1344.29           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8205 | 2052-04-01      | 2.5000%  | 0.0000% | $804.79            | $684.02            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  | 0.0000% | $4129.37           | $3498.17           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8214 | 2052-05-01      | 3.5000%  | 0.0000% | $11093.58          | $10203.65          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8220 | 2052-06-01      | 3.0000%  | 0.0000% | $823.22            | $727.06            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8254 | 2052-10-01      | 3.0000%  | 0.0000% | $847.54            | $749.05            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  | 0.0000% | $13294.44          | $12619.91          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  | 0.0000% | $4043.00           | $3959.13           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8259 | 2052-10-01      | 5.5000%  | 0.0000% | $1516.05           | $1541.75           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8235 | 2052-08-01      | 3.0000%  | 0.0000% | $836.05            | $738.03            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8236 | 2052-08-01      | 3.5000%  | 0.0000% | $7495.85           | $6891.90           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8242 | 2052-09-01      | 3.0000%  | 0.0000% | $8360.29           | $7383.69           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8251 | 2052-08-01      | 5.5000%  | 0.0000% | $724.54            | $737.40            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8264 | 2052-11-01      | 3.5000%  | 0.0000% | $1673.55           | $1539.02           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  | 0.0000% | $6439.62           | $6453.83           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8273 | 2052-11-01      | 3.5000%  | 0.0000% | $4306.04           | $3959.48           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8276 | 2052-12-01      | 5.0000%  | 0.0000% | $2445.49           | $2448.26           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  | 0.0000% | $1556.19           | $1585.50           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8284 | 2053-01-01      | 3.0000%  | 0.0000% | $8610.37           | $7600.78           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8304 | 2053-03-01      | 3.5000%  | 0.0000% | $5248.72           | $4820.84           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB813842 | 2035-01-01      | 6.0940%  | 0.0000% | $1028.12           | $1059.13           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB815195 | 2035-05-01      | 6.3150%  | 0.0000% | $2120.54           | $2154.63           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB815261 | 2035-05-01      | 6.1400%  | 0.0000% | $6486.81           | $6579.43           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS815587 | 2035-04-01      | 6.4580%  | 0.0000% | $898.67            | $928.86            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB816597 | 2035-02-01      | 6.4200%  | 0.0000% | $1721.14           | $1760.24           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB819423 | 2035-04-01      | 6.8100%  | 0.0000% | $1204.12           | $1250.66           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB821378 | 2035-05-01      | 6.0390%  | 0.0000% | $1771.76           | $1787.76           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB821365 | 2035-05-01      | 6.4600%  | 0.0000% | $3907.01           | $3991.85           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB823660 | 2035-05-01      | 6.5850%  | 0.0000% | $3655.35           | $3747.43           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS825395 | 2035-07-01      | 6.2230%  | 0.0000% | $7434.24           | $7692.23           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB826046 | 2035-07-01      | 6.3630%  | 0.0000% | $336.71            | $343.38            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB826082 | 2035-07-01      | 6.3050%  | 0.0000% | $277.21            | $281.99            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB826128 | 2035-07-01      | 6.5290%  | 0.0000% | $7809.13           | $8014.64           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB826362 | 2035-07-01      | 6.3170%  | 0.0000% | $3316.76           | $3367.23           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB826364 | 2035-07-01      | 5.9380%  | 0.0000% | $1716.74           | $1739.91           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB828056 | 2035-06-01      | 6.3830%  | 0.0000% | $16238.50          | $16618.63          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS829596 | 2035-07-01      | 6.3130%  | 0.0000% | $1678.07           | $1738.59           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB829708 | 2035-06-01      | 6.4060%  | 0.0000% | $652.97            | $673.53            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB832801 | 2035-09-01      | 7.2050%  | 0.0000% | $3059.05           | $3134.07           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB835058 | 2035-06-01      | 6.8100%  | 0.0000% | $727.94            | $745.57            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS836852 | 2035-10-01      | 6.1140%  | 0.0000% | $4672.37           | $4794.57           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS837329 | 2035-09-01      | 6.1680%  | 0.0000% | $5413.08           | $5549.48           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB839175 | 2035-11-01      | 6.5370%  | 0.0000% | $11041.17          | $11276.34          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD841068 | 2034-11-01      | 6.5260%  | 0.0000% | $13432.28          | $14038.42          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB841775 | 2035-09-01      | 6.5310%  | 0.0000% | $13906.99          | $14380.28          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS841978 | 2035-03-01      | 4.5990%  | 0.0000% | $17812.60          | $17626.61          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB843026 | 2035-09-01      | 6.1600%  | 0.0000% | $10175.64          | $10331.92          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS844237 | 2035-11-01      | 5.8810%  | 0.0000% | $3953.94           | $4047.46           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS843823 | 2035-11-01      | 6.1180%  | 0.0000% | $3140.82           | $3212.18           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS843997 | 2035-11-01      | 6.0340%  | 0.0000% | $6191.88           | $6349.95           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB844000 | 2035-11-01      | 6.5830%  | 0.0000% | $10205.61          | $10351.88          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS844532 | 2035-11-01      | 5.9500%  | 0.0000% | $25353.57          | $25924.56          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS846171 | 2035-10-01      | 6.6080%  | 0.0000% | $15303.77          | $15731.96          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1849025 | 2036-01-01      | 6.0910%  | 0.0000% | $430.74            | $441.95            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB849264 | 2036-01-01      | 6.6280%  | 0.0000% | $33390.24          | $34305.21          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS849930 | 2034-08-01      | 6.4040%  | 0.0000% | $20565.30          | $20915.59          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS863729 | 2036-01-01      | 6.5180%  | 0.0000% | $13365.00          | $13808.45          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1865915 | 2036-03-01      | 6.2470%  | 0.0000% | $907.11            | $932.32            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS866920 | 2036-02-01      | 6.5630%  | 0.0000% | $1213.28           | $1255.28           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1868877 | 2036-04-01      | 6.1280%  | 0.0000% | $810.36            | $837.96            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1868952 | 2036-05-01      | 6.8050%  | 0.0000% | $4986.44           | $5129.25           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS877000 | 2035-06-01      | 6.2600%  | 0.0000% | $2070.16           | $2143.56           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB881670 | 2036-03-01      | 6.1750%  | 0.0000% | $24752.35          | $25575.94          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB881857 | 2036-04-01      | 6.9440%  | 0.0000% | $3159.15           | $3283.59           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA0017 | 2053-09-01      | 6.0000%  | 0.0000% | $14744.60          | $15290.70          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB2667 | 2054-03-01      | 6.0000%  | 0.0000% | $3281.78           | $3393.57           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM4251 | 2049-12-01      | 3.5000%  | 0.0000% | $2460.72           | $2285.34           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM5197 | 2050-03-01      | 3.5000%  | 0.0000% | $305.39            | $283.37            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM6201 | 2049-09-01      | 4.0000%  | 0.0000% | $2667.52           | $2562.21           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM5530 | 2050-11-01      | 4.0000%  | 0.0000% | $6545.45           | $6258.45           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM5750 | 2050-08-01      | 4.0000%  | 0.0000% | $3837.72           | $3677.05           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM6039 | 2050-06-01      | 3.5000%  | 0.0000% | $5286.43           | $4909.17           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM7556 | 2051-05-01      | 3.5000%  | 0.0000% | $6019.78           | $5585.14           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM8911 | 2051-02-01      | 3.5000%  | 0.0000% | $5690.09           | $5282.22           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9499 | 2051-11-01      | 2.5000%  | 0.0000% | $99724.36          | $85632.50          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM9993 | 2051-07-01      | 3.5000%  | 0.0000% | $1611.42           | $1496.58           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0630 | 2052-02-01      | 3.0000%  | 0.0000% | $757.70            | $676.13            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0701 | 2051-12-01      | 3.0000%  | 0.0000% | $41075.32          | $36598.38          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1372 | 2052-03-01      | 3.0000%  | 0.0000% | $31399.13          | $27741.66          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1386 | 2051-10-01      | 3.0000%  | 0.0000% | $42791.26          | $38262.90          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1630 | 2051-09-01      | 2.5000%  | 0.0000% | $833.09            | $705.00            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1911 | 2051-08-01      | 3.0000%  | 0.0000% | $707.57            | $634.58            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS2321 | 2052-02-01      | 2.5000%  | 0.0000% | $3202.96           | $2726.55           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS2736 | 2052-06-01      | 4.0000%  | 0.0000% | $10270.45          | $9776.25           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3116 | 2052-11-01      | 5.0000%  | 0.0000% | $9380.21           | $9463.39           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3159 | 2052-10-01      | 4.5000%  | 0.0000% | $48946.08          | $48094.90          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0039 | 2055-08-01      | 5.0000%  | 0.0000% | $1985.76           | $1979.48           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIRR0026 | 2040-09-01      | 5.5000%  | 0.0000% | $979.81            | $1005.94           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIRR0029 | 2040-09-01      | 3.5000%  | 0.0000% | $2705.00           | $2625.65           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIRR0010 | 2040-07-01      | 5.5000%  | 0.0000% | $1844.42           | $1893.61           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIRR0011 | 2040-07-01      | 6.0000%  | 0.0000% | $917.02            | $951.31            | Agency Mortgage-Backed Securities  |
| GNII SF MA0851 M     | 2043-03-20      | 3.0000%  | 0.0000% | $3006.58           | $2779.24           | Agency Mortgage-Backed Securities  |
| GNII SF MA0072 M     | 2027-05-20      | 2.5000%  | 0.0000% | $1084.52           | $1073.74           | Agency Mortgage-Backed Securities  |
| GNII SF MA0158 M     | 2042-06-20      | 5.5000%  | 0.0000% | $496.01            | $514.93            | Agency Mortgage-Backed Securities  |
| GNII SF MA0463 M     | 2042-10-20      | 4.0000%  | 0.0000% | $183.83            | $178.80            | Agency Mortgage-Backed Securities  |
| GNII SF MA0466 M     | 2042-10-20      | 5.5000%  | 0.0000% | $4645.31           | $4822.30           | Agency Mortgage-Backed Securities  |
| GNII SF MA0624 M     | 2042-12-20      | 3.0000%  | 0.0000% | $122208.30         | $113068.54         | Agency Mortgage-Backed Securities  |
| GNII SF MA0626 M     | 2042-12-20      | 4.0000%  | 0.0000% | $49226.82          | $47881.07          | Agency Mortgage-Backed Securities  |
| GNII SF MA1063 M     | 2028-05-20      | 2.0000%  | 0.0000% | $3953.96           | $3869.43           | Agency Mortgage-Backed Securities  |
| GNII SF MA1291 M     | 2038-11-20      | 6.5000%  | 0.0000% | $2006.99           | $2111.98           | Agency Mortgage-Backed Securities  |
| GNII SF MA1374 M     | 2043-10-20      | 3.0000%  | 0.0000% | $5227.39           | $4817.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA1380 M     | 2035-06-20      | 6.0000%  | 0.0000% | $128.71            | $135.86            | Agency Mortgage-Backed Securities  |
| GNII SF MA1452 M     | 2043-11-20      | 5.5000%  | 0.0000% | $2112.19           | $2201.36           | Agency Mortgage-Backed Securities  |
| GNII SF MA2600 M     | 2045-02-20      | 3.0000%  | 0.0000% | $3821.39           | $3479.75           | Agency Mortgage-Backed Securities  |
| GNII SF MA2678 M     | 2045-03-20      | 3.5000%  | 0.0000% | $161.76            | $151.84            | Agency Mortgage-Backed Securities  |
| GNII SF MA2076 M     | 2044-07-20      | 5.0000%  | 0.0000% | $1649.63           | $1694.11           | Agency Mortgage-Backed Securities  |
| GNII SF MA2147 M     | 2044-08-20      | 3.0000%  | 0.0000% | $134.34            | $123.62            | Agency Mortgage-Backed Securities  |
| GNII SF MA2149 M     | 2044-08-20      | 4.0000%  | 0.0000% | $4424.16           | $4279.48           | Agency Mortgage-Backed Securities  |
| GNII SF MA2224 M     | 2044-09-20      | 4.0000%  | 0.0000% | $138.10            | $133.52            | Agency Mortgage-Backed Securities  |
| GNII SF MA2310 M     | 2032-06-20      | 7.0000%  | 0.0000% | $4492.70           | $4665.22           | Agency Mortgage-Backed Securities  |
| GNII SF MA2303 M     | 2044-10-20      | 3.5000%  | 0.0000% | $78.90             | $74.21             | Agency Mortgage-Backed Securities  |
| GNII SF MA2499 M     | 2030-01-20      | 8.0000%  | 0.0000% | $2703.93           | $2735.89           | Agency Mortgage-Backed Securities  |
| GNII SF MA2521 M     | 2045-01-20      | 3.5000%  | 0.0000% | $1870.61           | $1757.67           | Agency Mortgage-Backed Securities  |
| GNII SF MA3504 M     | 2027-03-20      | 7.0000%  | 0.0000% | $3830.66           | $3950.81           | Agency Mortgage-Backed Securities  |
| GNII SF MA3520 M     | 2046-03-20      | 3.0000%  | 0.0000% | $236.68            | $215.86            | Agency Mortgage-Backed Securities  |
| GNII SF MA3582 M     | 2031-07-20      | 8.0000%  | 0.0000% | $910.60            | $919.62            | Agency Mortgage-Backed Securities  |
| GNII SF MA3597 M     | 2046-04-20      | 3.5000%  | 0.0000% | $226.93            | $212.46            | Agency Mortgage-Backed Securities  |
| GNII SF MA2895 M     | 2045-06-20      | 5.0000%  | 0.0000% | $1000.36           | $1027.03           | Agency Mortgage-Backed Securities  |
| GNII SF MA2896 M     | 2045-06-20      | 5.5000%  | 0.0000% | $175004.45         | $180821.70         | Agency Mortgage-Backed Securities  |
| GNII SF MA2937 M     | 2030-06-20      | 4.0000%  | 0.0000% | $1696.60           | $1690.65           | Agency Mortgage-Backed Securities  |
| GNII SF MA2965 M     | 2045-07-20      | 5.5000%  | 0.0000% | $2399.20           | $2490.78           | Agency Mortgage-Backed Securities  |
| GNII SF MA3087 M     | 2027-03-20      | 7.5000%  | 0.0000% | $906.39            | $911.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA3108 M     | 2045-09-20      | 5.0000%  | 0.0000% | $80.96             | $83.12             | Agency Mortgage-Backed Securities  |
| GNII SF MA3173 M     | 2045-10-20      | 3.5000%  | 0.0000% | $199.59            | $186.96            | Agency Mortgage-Backed Securities  |
| GNII SF MA3180 M     | 2038-08-20      | 7.0000%  | 0.0000% | $28281.85          | $29654.25          | Agency Mortgage-Backed Securities  |
| GNII SF MA3293 M     | 2029-12-20      | 8.0000%  | 0.0000% | $954.78            | $964.52            | Agency Mortgage-Backed Securities  |
| GNII SF MA3311 M     | 2045-12-20      | 4.0000%  | 0.0000% | $553.10            | $533.38            | Agency Mortgage-Backed Securities  |
| GNII SF MA3314 M     | 2045-12-20      | 5.5000%  | 0.0000% | $579.57            | $601.67            | Agency Mortgage-Backed Securities  |
| GNII SF MA3351 M     | 2031-01-20      | 4.0000%  | 0.0000% | $2646.31           | $2625.78           | Agency Mortgage-Backed Securities  |
| GNII SF MA3375 M     | 2046-01-20      | 3.0000%  | 0.0000% | $125.62            | $114.57            | Agency Mortgage-Backed Securities  |
| GNII SF MA3378 M     | 2045-12-20      | 4.5000%  | 0.0000% | $55047.85          | $54818.57          | Agency Mortgage-Backed Securities  |
| GNII SF MA3455 M     | 2046-02-20      | 4.0000%  | 0.0000% | $88.82             | $85.71             | Agency Mortgage-Backed Securities  |
| GNII SF MA3458 M     | 2046-02-20      | 5.5000%  | 0.0000% | $177.53            | $184.30            | Agency Mortgage-Backed Securities  |
| GNII SF MA4494 M     | 2029-11-20      | 8.0000%  | 0.0000% | $1702.85           | $1733.09           | Agency Mortgage-Backed Securities  |
| GNII SF MA3664 M     | 2046-05-20      | 4.0000%  | 0.0000% | $99.86             | $96.27             | Agency Mortgage-Backed Securities  |
| GNII SF MA3665 M     | 2046-04-20      | 4.5000%  | 0.0000% | $43341.77          | $43196.79          | Agency Mortgage-Backed Securities  |
| GNII SF DL8645 C     | 2055-09-20      | 7.0000%  | 0.0000% | $2405.00           | $2563.32           | Agency Mortgage-Backed Securities  |
| GNII SF DM1031 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2105.13           | $2203.92           | Agency Mortgage-Backed Securities  |
| GNII SF DM1097 C     | 2055-07-20      | 5.5000%  | 0.0000% | $3130.74           | $3189.47           | Agency Mortgage-Backed Securities  |
| GNII SF DM8235 C     | 2055-09-20      | 5.5000%  | 0.0000% | $1008.00           | $1029.16           | Agency Mortgage-Backed Securities  |
| GNII SF DM8549 C     | 2055-09-20      | 7.0000%  | 0.0000% | $2002.00           | $2089.95           | Agency Mortgage-Backed Securities  |
| GNII SF MB0027 M     | 2054-09-20      | 6.0000%  | 0.0000% | $1732.65           | $1771.45           | Agency Mortgage-Backed Securities  |
| GNII SF MB0029 M     | 2054-08-20      | 7.0000%  | 0.0000% | $546439.09         | $565437.07         | Agency Mortgage-Backed Securities  |
| GNII SF MB0020 M     | 2051-11-20      | 2.5000%  | 0.0000% | $874.07            | $757.23            | Agency Mortgage-Backed Securities  |
| GNII SF MB0090 M     | 2054-11-20      | 4.5000%  | 0.0000% | $1948.41           | $1899.88           | Agency Mortgage-Backed Securities  |
| GNII SF MB0091 M     | 2054-12-20      | 5.0000%  | 0.0000% | $7399642.68        | $7401698.13        | Agency Mortgage-Backed Securities  |
| GNII SF MB0092 M     | 2054-12-20      | 5.5000%  | 0.0000% | $3818.45           | $3868.74           | Agency Mortgage-Backed Securities  |
| GNII SF MB0145 M     | 2055-01-20      | 4.5000%  | 0.0000% | $980.00            | $955.60            | Agency Mortgage-Backed Securities  |
| GNII SF MB0201 M     | 2055-01-20      | 3.5000%  | 0.0000% | $501701.76         | $460365.27         | Agency Mortgage-Backed Securities  |
| GNII SF MB0206 M     | 2055-02-20      | 6.0000%  | 0.0000% | $542564.10         | $554768.17         | Agency Mortgage-Backed Securities  |
| GNII SF MB0208 M     | 2055-02-20      | 7.0000%  | 0.0000% | $1900.59           | $1965.32           | Agency Mortgage-Backed Securities  |
| GNII SF MB0260 M     | 2055-02-20      | 6.0000%  | 0.0000% | $980.98            | $1003.24           | Agency Mortgage-Backed Securities  |
| GNII SF MB0311 M     | 2055-03-20      | 7.0000%  | 0.0000% | $1197.15           | $1239.09           | Agency Mortgage-Backed Securities  |
| GNII SF MB0360 M     | 2053-02-20      | 2.5000%  | 0.0000% | $991.69            | $858.04            | Agency Mortgage-Backed Securities  |
| GNII SF MB0367 M     | 2055-05-20      | 6.0000%  | 0.0000% | $3954.14           | $4043.95           | Agency Mortgage-Backed Securities  |
| GNII SF MB0368 M     | 2055-05-20      | 6.5000%  | 0.0000% | $2275217.00        | $2351286.86        | Agency Mortgage-Backed Securities  |
| GNII SF MB0369 M     | 2053-12-20      | 7.0000%  | 0.0000% | $2685.76           | $2781.95           | Agency Mortgage-Backed Securities  |
| GNII SF MB0422 M     | 2055-05-20      | 4.5000%  | 0.0000% | $994.56            | $969.79            | Agency Mortgage-Backed Securities  |
| GNII SF MB0425 M     | 2055-06-20      | 6.0000%  | 0.0000% | $2029.90           | $2077.89           | Agency Mortgage-Backed Securities  |
| GNII JM MB0471 M     | 2055-07-20      | 5.0000%  | 0.0000% | $997.70            | $998.80            | Agency Mortgage-Backed Securities  |
| GNII SF MB0484 M     | 2055-07-20      | 5.0000%  | 0.0000% | $995.89            | $995.97            | Agency Mortgage-Backed Securities  |
| GNII SF MB0488 M     | 2055-07-20      | 7.0000%  | 0.0000% | $2030.62           | $2105.77           | Agency Mortgage-Backed Securities  |
| GNII SF MB0625 M     | 2055-08-20      | 6.5000%  | 0.0000% | $389494.00         | $403512.32         | Agency Mortgage-Backed Securities  |
| GNII SF DI1430 C     | 2055-04-20      | 5.0000%  | 0.0000% | $4972.97           | $4997.69           | Agency Mortgage-Backed Securities  |
| GNII SF DI1447 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1991.57           | $2101.09           | Agency Mortgage-Backed Securities  |
| GNII SF DI1450 C     | 2055-04-20      | 7.0000%  | 0.0000% | $4981.47           | $5249.31           | Agency Mortgage-Backed Securities  |
| GNII SF DI2047 C     | 2055-05-20      | 7.0000%  | 0.0000% | $996.96            | $1040.63           | Agency Mortgage-Backed Securities  |
| GNII SF DI2082 C     | 2055-04-20      | 6.5000%  | 0.0000% | $4979.79           | $5201.42           | Agency Mortgage-Backed Securities  |
| GNII SF DI4012 C     | 2055-05-20      | 6.0000%  | 0.0000% | $3982.09           | $4127.55           | Agency Mortgage-Backed Securities  |
| GNII SF DI8084 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2992.01           | $3125.50           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8314 | 2053-04-01      | 4.5000%  | 0.0000% | $1727.74           | $1690.47           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8327 | 2053-04-01      | 3.5000%  | 0.0000% | $1710.02           | $1571.11           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8329 | 2053-06-01      | 5.0000%  | 0.0000% | $7643.89           | $7649.38           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  | 0.0000% | $1262.31           | $1282.84           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8336 | 2053-04-01      | 3.5000%  | 0.0000% | $6151.02           | $5652.89           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  | 0.0000% | $7703.55           | $7707.12           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8347 | 2053-08-01      | 4.5000%  | 0.0000% | $4188.08           | $4093.82           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8360 | 2053-09-01      | 4.5000%  | 0.0000% | $894.93            | $873.95            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  | 0.0000% | $2124.67           | $2156.15           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8379 | 2053-10-01      | 4.0000%  | 0.0000% | $6195.70           | $5872.36           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8413 | 2054-02-01      | 4.0000%  | 0.0000% | $4698.10           | $4450.94           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8390 | 2053-11-01      | 4.0000%  | 0.0000% | $908.17            | $860.78            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8424 | 2054-03-01      | 4.0000%  | 0.0000% | $1891.62           | $1792.12           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8484 | 2054-11-01      | 4.0000%  | 0.0000% | $6738.29           | $6383.80           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8464 | 2054-09-01      | 6.5000%  | 0.0000% | $106287.52         | $110404.58         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8469 | 2054-10-01      | 5.5000%  | 0.0000% | $2721.52           | $2758.53           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8470 | 2054-10-01      | 6.0000%  | 0.0000% | $861.54            | $884.75            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8529 | 2055-03-01      | 3.5000%  | 0.0000% | $968.77            | $889.78            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8537 | 2055-05-01      | 3.5000%  | 0.0000% | $4907.10           | $4506.98           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD3944 | 2053-05-01      | 4.5000%  | 0.0000% | $2513.70           | $2478.16           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q03168 G | 2041-09-01      | 4.5000%  | 0.0000% | $339.44            | $341.56            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC V83156 G | 2047-04-01      | 4.5000%  | 0.0000% | $218.20            | $216.80            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q31605 G | 2045-02-01      | 4.0000%  | 0.0000% | $552.32            | $535.00            | Agency Mortgage-Backed Securities  |
| FKAR 04.250 WAWA3329 | 2034-03-01      | 4.2500%  | 0.0000% | $998.64            | $984.89            | Agency Mortgage-Backed Securities  |
| FKAR 04.750 WAWA3430 | 2043-02-01      | 4.7500%  | 0.0000% | $1054778.76        | $1028185.04        | Agency Mortgage-Backed Securities  |
| FKAR 04.070 WNWN1258 | 2035-06-01      | 4.0700%  | 0.0000% | $1739945.00        | $1682101.59        | Agency Mortgage-Backed Securities  |
| FKAR 04.000 WNWN1590 | 2030-06-01      | 4.0000%  | 0.0000% | $1000.00           | $994.50            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX SODE3695 | 2055-07-01      | 5.8310%  | 0.0000% | $4775.21           | $4890.06           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4371 | 2052-02-01      | 3.5000%  | 0.0000% | $2941.90           | $2710.46           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS3826 | 2052-01-01      | 3.0000%  | 0.0000% | $793.80            | $701.33            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS4849 | 2042-01-01      | 6.0000%  | 0.0000% | $6992.55           | $7398.84           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS5125 | 2051-10-01      | 2.5000%  | 0.0000% | $861.03            | $728.65            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5452 | 2052-06-01      | 3.5000%  | 0.0000% | $2499.65           | $2312.17           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6599 | 2052-09-01      | 3.5000%  | 0.0000% | $1777.41           | $1632.63           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6601 | 2053-12-01      | 3.5000%  | 0.0000% | $2755.64           | $2531.42           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7063 | 2053-10-01      | 3.0000%  | 0.0000% | $2733.08           | $2412.75           | Agency Mortgage-Backed Securities  |
| GNII SF MA3736 M     | 2046-06-20      | 3.5000%  | 0.0000% | $119.75            | $112.05            | Agency Mortgage-Backed Securities  |
| GNII SF MA3737 M     | 2046-06-20      | 4.0000%  | 0.0000% | $201.51            | $194.59            | Agency Mortgage-Backed Securities  |
| GNII SF MA3780 M     | 2031-07-20      | 4.0000%  | 0.0000% | $2327.00           | $2320.69           | Agency Mortgage-Backed Securities  |
| GNII SF MA4005 M     | 2046-10-20      | 4.0000%  | 0.0000% | $102.23            | $98.46             | Agency Mortgage-Backed Securities  |
| GNII SF MA4071 M     | 2046-10-20      | 4.5000%  | 0.0000% | $191.76            | $191.24            | Agency Mortgage-Backed Securities  |
| GNII SF MA4194 M     | 2047-01-20      | 2.5000%  | 0.0000% | $375.35            | $332.58            | Agency Mortgage-Backed Securities  |
| GNII SF MA4237 M     | 2032-02-20      | 4.0000%  | 0.0000% | $819.96            | $812.72            | Agency Mortgage-Backed Securities  |
| GNII SF MA4362 M     | 2026-04-20      | 6.0000%  | 0.0000% | $220.21            | $224.91            | Agency Mortgage-Backed Securities  |
| GNII SF MA5375 M     | 2028-02-20      | 7.5000%  | 0.0000% | $1172.62           | $1183.89           | Agency Mortgage-Backed Securities  |
| GNII SF MA4566 M     | 2031-04-20      | 6.5000%  | 0.0000% | $3874.63           | $4000.06           | Agency Mortgage-Backed Securities  |
| GNII SF MA4586 M     | 2047-07-20      | 3.5000%  | 0.0000% | $395.54            | $369.21            | Agency Mortgage-Backed Securities  |
| GNII SF MA4631 M     | 2031-04-20      | 6.5000%  | 0.0000% | $1510.47           | $1559.37           | Agency Mortgage-Backed Securities  |
| GNII SF MA4632 M     | 2031-09-20      | 7.0000%  | 0.0000% | $2935.08           | $3027.14           | Agency Mortgage-Backed Securities  |
| GNII SF MA4719 M     | 2047-09-20      | 3.5000%  | 0.0000% | $1598.08           | $1486.41           | Agency Mortgage-Backed Securities  |
| GNII SF MA4775 M     | 2041-12-20      | 2.0000%  | 0.0000% | $22307.14          | $18768.80          | Agency Mortgage-Backed Securities  |
| GNII SF MA4777 M     | 2047-10-20      | 3.0000%  | 0.0000% | $298.59            | $271.81            | Agency Mortgage-Backed Securities  |
| GNII SF MA4778 M     | 2047-10-20      | 3.5000%  | 0.0000% | $133.26            | $124.39            | Agency Mortgage-Backed Securities  |
| GNII SF MA5140 M     | 2048-04-20      | 5.5000%  | 0.0000% | $319.68            | $331.12            | Agency Mortgage-Backed Securities  |
| GNII SF MA5120 M     | 2027-08-20      | 8.0000%  | 0.0000% | $3602.49           | $3646.64           | Agency Mortgage-Backed Securities  |
| GNII SF MA5196 M     | 2048-05-20      | 6.0000%  | 0.0000% | $3418.70           | $3608.69           | Agency Mortgage-Backed Securities  |
| GNII SF MA6217 M     | 2049-10-20      | 2.5000%  | 0.0000% | $414.90            | $360.66            | Agency Mortgage-Backed Securities  |
| GNII SF MA6291 M     | 2037-10-20      | 7.0000%  | 0.0000% | $795.14            | $820.08            | Agency Mortgage-Backed Securities  |
| GNII SF MA5439 M     | 2026-03-20      | 5.5000%  | 0.0000% | $282.21            | $285.66            | Agency Mortgage-Backed Securities  |
| GNII SF MA5469 M     | 2048-09-20      | 5.5000%  | 0.0000% | $3939.82           | $4065.97           | Agency Mortgage-Backed Securities  |
| GNII SF MA5650 M     | 2048-12-20      | 3.5000%  | 0.0000% | $6641.87           | $6199.62           | Agency Mortgage-Backed Securities  |
| GNII SF MA5653 M     | 2048-12-20      | 5.0000%  | 0.0000% | $123.75            | $126.05            | Agency Mortgage-Backed Securities  |
| GNII SF MA5654 M     | 2048-12-20      | 5.5000%  | 0.0000% | $663.86            | $684.87            | Agency Mortgage-Backed Securities  |
| GNII SF MA5712 M     | 2049-01-20      | 5.0000%  | 0.0000% | $299.45            | $305.32            | Agency Mortgage-Backed Securities  |
| GNII SF MA5988 M     | 2049-06-20      | 5.0000%  | 0.0000% | $2747.05           | $2794.43           | Agency Mortgage-Backed Securities  |
| GNII SF MA6152 M     | 2049-09-20      | 2.5000%  | 0.0000% | $4852.09           | $4227.86           | Agency Mortgage-Backed Securities  |
| GNII SF MA6154 M     | 2049-09-20      | 3.5000%  | 0.0000% | $252.65            | $233.85            | Agency Mortgage-Backed Securities  |
| GNII SF MA7135 M     | 2051-01-20      | 2.0000%  | 0.0000% | $5475.15           | $4553.95           | Agency Mortgage-Backed Securities  |
| GNII SF MA7136 M     | 2051-01-20      | 2.5000%  | 0.0000% | $4090373.30        | $3539252.31        | Agency Mortgage-Backed Securities  |
| GNII SF MA7137 M     | 2051-01-20      | 3.0000%  | 0.0000% | $1731.87           | $1558.71           | Agency Mortgage-Backed Securities  |
| GNII SF MA7192 M     | 2051-02-20      | 2.0000%  | 0.0000% | $1880.93           | $1564.46           | Agency Mortgage-Backed Securities  |
| GNII SF DI7920 C     | 2055-04-20      | 7.0000%  | 0.0000% | $14801.41          | $15469.84          | Agency Mortgage-Backed Securities  |
| GNII SF DI8243 C     | 2055-03-20      | 7.0000%  | 0.0000% | $3482.70           | $3635.23           | Agency Mortgage-Backed Securities  |
| GNII SF DI9791 C     | 2055-05-20      | 5.0000%  | 0.0000% | $2947.23           | $2950.49           | Agency Mortgage-Backed Securities  |
| GNII SF AI4167 C     | 2044-08-20      | 4.0000%  | 0.0000% | $5247.75           | $5049.06           | Agency Mortgage-Backed Securities  |
| GNII SF 002577 M     | 2028-04-20      | 6.5000%  | 0.0000% | $3010.30           | $3107.75           | Agency Mortgage-Backed Securities  |
| GNII SF 002578 M     | 2028-04-20      | 7.0000%  | 0.0000% | $276.78            | $285.46            | Agency Mortgage-Backed Securities  |
| GNII SF 002580 M     | 2028-04-20      | 7.5000%  | 0.0000% | $173.79            | $177.79            | Agency Mortgage-Backed Securities  |
| GNII SF 002590 M     | 2028-05-20      | 6.5000%  | 0.0000% | $127.54            | $131.67            | Agency Mortgage-Backed Securities  |
| GNII SF 002591 M     | 2028-05-20      | 7.0000%  | 0.0000% | $927.78            | $956.88            | Agency Mortgage-Backed Securities  |
| GNII SF 002592 M     | 2028-05-20      | 7.5000%  | 0.0000% | $1060.87           | $1090.61           | Agency Mortgage-Backed Securities  |
| GNII SF 002602 M     | 2028-06-20      | 6.0000%  | 0.0000% | $28.05             | $28.91             | Agency Mortgage-Backed Securities  |
| GNII SF 002603 M     | 2028-06-20      | 6.5000%  | 0.0000% | $182.55            | $188.46            | Agency Mortgage-Backed Securities  |
| GNII SF 002604 M     | 2028-06-20      | 7.0000%  | 0.0000% | $92.93             | $95.84             | Agency Mortgage-Backed Securities  |
| GNII SF 002605 M     | 2028-06-20      | 7.5000%  | 0.0000% | $755.74            | $770.01            | Agency Mortgage-Backed Securities  |
| GNII SF 002615 M     | 2028-07-20      | 6.5000%  | 0.0000% | $36.68             | $37.86             | Agency Mortgage-Backed Securities  |
| GNII SF 002616 M     | 2028-07-20      | 7.0000%  | 0.0000% | $923.35            | $952.31            | Agency Mortgage-Backed Securities  |
| GNII SF 002617 M     | 2028-07-20      | 7.5000%  | 0.0000% | $7811.76           | $7970.04           | Agency Mortgage-Backed Securities  |
| GNII SF 002631 M     | 2028-08-20      | 7.0000%  | 0.0000% | $1448.07           | $1493.49           | Agency Mortgage-Backed Securities  |
| GNII SF 002632 M     | 2028-08-20      | 7.5000%  | 0.0000% | $125.83            | $129.11            | Agency Mortgage-Backed Securities  |
| GNII SF 002634 M     | 2028-08-20      | 8.5000%  | 0.0000% | $1741.91           | $1763.17           | Agency Mortgage-Backed Securities  |
| GNII SF 002644 M     | 2028-09-20      | 6.5000%  | 0.0000% | $58.27             | $60.16             | Agency Mortgage-Backed Securities  |
| GNII SF 002645 M     | 2028-09-20      | 7.0000%  | 0.0000% | $798.13            | $823.17            | Agency Mortgage-Backed Securities  |
| GNII SF 002646 M     | 2028-09-20      | 7.5000%  | 0.0000% | $196.58            | $202.16            | Agency Mortgage-Backed Securities  |
| GNII SF 002657 M     | 2028-10-20      | 6.0000%  | 0.0000% | $146.48            | $151.33            | Agency Mortgage-Backed Securities  |
| GNII SF 002660 M     | 2028-10-20      | 7.5000%  | 0.0000% | $224.10            | $225.95            | Agency Mortgage-Backed Securities  |
| GNII SF 002671 M     | 2028-11-20      | 6.0000%  | 0.0000% | $60.12             | $62.14             | Agency Mortgage-Backed Securities  |
| GNII SF 002673 M     | 2028-11-20      | 6.5000%  | 0.0000% | $2639.72           | $2725.18           | Agency Mortgage-Backed Securities  |
| GNII SF 002675 M     | 2028-11-20      | 7.0000%  | 0.0000% | $463.38            | $477.91            | Agency Mortgage-Backed Securities  |
| GNII SF 002689 M     | 2028-12-20      | 6.5000%  | 0.0000% | $582.25            | $601.10            | Agency Mortgage-Backed Securities  |
| GNII SF 002690 M     | 2028-12-20      | 7.0000%  | 0.0000% | $625.90            | $645.53            | Agency Mortgage-Backed Securities  |
| GNII SF 002691 M     | 2028-12-20      | 7.5000%  | 0.0000% | $245.26            | $248.44            | Agency Mortgage-Backed Securities  |
| GNII SF 002118 M     | 2025-11-20      | 7.5000%  | 0.0000% | $0.86              | $0.86              | Agency Mortgage-Backed Securities  |
| GNII SF 002097 M     | 2025-10-20      | 7.0000%  | 0.0000% | $0.10              | $0.11              | Agency Mortgage-Backed Securities  |
| GNII SF 002122 M     | 2025-11-20      | 8.0000%  | 0.0000% | $0.30              | $0.30              | Agency Mortgage-Backed Securities  |
| GNII SF 002135 M     | 2025-12-20      | 6.5000%  | 0.0000% | $3.68              | $3.69              | Agency Mortgage-Backed Securities  |
| GNII SF 002136 M     | 2025-12-20      | 7.0000%  | 0.0000% | $30.93             | $31.90             | Agency Mortgage-Backed Securities  |
| GNII SF 002139 M     | 2025-12-20      | 7.5000%  | 0.0000% | $0.39              | $0.39              | Agency Mortgage-Backed Securities  |
| GNII SF 002183 M     | 2026-03-20      | 6.5000%  | 0.0000% | $9.69              | $10.00             | Agency Mortgage-Backed Securities  |
| GNII SF 002184 M     | 2026-03-20      | 7.0000%  | 0.0000% | $49.20             | $50.74             | Agency Mortgage-Backed Securities  |
| GNII SF 002153 M     | 2026-01-20      | 7.0000%  | 0.0000% | $2.01              | $2.08              | Agency Mortgage-Backed Securities  |
| GNII SF 002154 M     | 2026-01-20      | 7.5000%  | 0.0000% | $2.09              | $2.10              | Agency Mortgage-Backed Securities  |
| GNII SF 002156 M     | 2026-01-20      | 8.0000%  | 0.0000% | $11.00             | $11.07             | Agency Mortgage-Backed Securities  |
| GNII SF 002167 M     | 2026-02-20      | 6.5000%  | 0.0000% | $18.13             | $18.71             | Agency Mortgage-Backed Securities  |
| GNII SF 002168 M     | 2026-02-20      | 7.0000%  | 0.0000% | $7.94              | $8.19              | Agency Mortgage-Backed Securities  |
| GNII SF 002171 M     | 2026-02-20      | 8.0000%  | 0.0000% | $2.43              | $2.43              | Agency Mortgage-Backed Securities  |
| GNII SF 002172 M     | 2026-02-20      | 8.5000%  | 0.0000% | $0.92              | $0.93              | Agency Mortgage-Backed Securities  |
| GNII SF 002185 M     | 2026-03-20      | 7.5000%  | 0.0000% | $22.53             | $22.65             | Agency Mortgage-Backed Securities  |
| GNII SF 002200 M     | 2026-04-20      | 6.5000%  | 0.0000% | $38.10             | $39.34             | Agency Mortgage-Backed Securities  |
| GNII SF 002202 M     | 2026-04-20      | 7.0000%  | 0.0000% | $174.06            | $179.52            | Agency Mortgage-Backed Securities  |
| GNII SF 002204 M     | 2026-04-20      | 7.5000%  | 0.0000% | $63.27             | $63.62             | Agency Mortgage-Backed Securities  |
| GNII SF 002247 M     | 2026-07-20      | 7.0000%  | 0.0000% | $8.96              | $9.24              | Agency Mortgage-Backed Securities  |
| GNII SF 002248 M     | 2026-07-20      | 7.5000%  | 0.0000% | $197.51            | $198.87            | Agency Mortgage-Backed Securities  |
| GNII SF 002217 M     | 2026-05-20      | 7.0000%  | 0.0000% | $78.11             | $80.56             | Agency Mortgage-Backed Securities  |
| GNII SF 002218 M     | 2026-05-20      | 7.5000%  | 0.0000% | $21.11             | $21.23             | Agency Mortgage-Backed Securities  |
| GNII SF 002219 M     | 2026-05-20      | 8.0000%  | 0.0000% | $19.25             | $19.40             | Agency Mortgage-Backed Securities  |
| GNII SF 002231 M     | 2026-06-20      | 7.0000%  | 0.0000% | $14.76             | $15.22             | Agency Mortgage-Backed Securities  |
| GNII SF 002233 M     | 2026-06-20      | 7.5000%  | 0.0000% | $364.25            | $367.08            | Agency Mortgage-Backed Securities  |
| GNII SF 002234 M     | 2026-06-20      | 8.0000%  | 0.0000% | $87.46             | $88.15             | Agency Mortgage-Backed Securities  |
| GNII SF 002250 M     | 2026-07-20      | 8.5000%  | 0.0000% | $13.29             | $13.43             | Agency Mortgage-Backed Securities  |
| GNII SF 002266 M     | 2026-08-20      | 7.0000%  | 0.0000% | $128.22            | $132.25            | Agency Mortgage-Backed Securities  |
| GNII SF 002268 M     | 2026-08-20      | 7.5000%  | 0.0000% | $19.68             | $19.81             | Agency Mortgage-Backed Securities  |
| GNII SF 002270 M     | 2026-08-20      | 8.0000%  | 0.0000% | $70.68             | $71.31             | Agency Mortgage-Backed Securities  |
| GNII SF 002305 M     | 2026-10-20      | 8.0000%  | 0.0000% | $32.66             | $33.14             | Agency Mortgage-Backed Securities  |
| GNII SF 002306 M     | 2026-10-20      | 8.5000%  | 0.0000% | $7.33              | $7.41              | Agency Mortgage-Backed Securities  |
| GNII SF 002283 M     | 2026-09-20      | 7.0000%  | 0.0000% | $54.54             | $56.25             | Agency Mortgage-Backed Securities  |
| GNII SF 002284 M     | 2026-09-20      | 7.5000%  | 0.0000% | $33.57             | $33.80             | Agency Mortgage-Backed Securities  |
| GNII SF 002285 M     | 2026-09-20      | 8.0000%  | 0.0000% | $32.78             | $33.19             | Agency Mortgage-Backed Securities  |
| GNII SF 002301 M     | 2026-10-20      | 7.0000%  | 0.0000% | $130.64            | $134.74            | Agency Mortgage-Backed Securities  |
| GNII SF 002303 M     | 2026-10-20      | 7.5000%  | 0.0000% | $41.53             | $41.83             | Agency Mortgage-Backed Securities  |
| GNII SF 002340 M     | 2026-12-20      | 7.0000%  | 0.0000% | $30.86             | $31.83             | Agency Mortgage-Backed Securities  |
| GNII SF 002344 M     | 2026-12-20      | 8.0000%  | 0.0000% | $1.71              | $1.73              | Agency Mortgage-Backed Securities  |
| GNII SF 002322 M     | 2026-11-20      | 7.5000%  | 0.0000% | $45.74             | $46.31             | Agency Mortgage-Backed Securities  |
| GNII SF 002324 M     | 2026-11-20      | 8.0000%  | 0.0000% | $52.38             | $52.84             | Agency Mortgage-Backed Securities  |
| GNII SF 002376 M     | 2027-02-20      | 7.0000%  | 0.0000% | $73.75             | $76.07             | Agency Mortgage-Backed Securities  |
| GNII SF 002356 M     | 2027-01-20      | 6.5000%  | 0.0000% | $137.47            | $141.92            | Agency Mortgage-Backed Securities  |
| GNII SF 002359 M     | 2027-01-20      | 7.0000%  | 0.0000% | $213.96            | $220.67            | Agency Mortgage-Backed Securities  |
| GNII SF 002378 M     | 2027-02-20      | 7.5000%  | 0.0000% | $122.88            | $124.43            | Agency Mortgage-Backed Securities  |
| GNII SF 002379 M     | 2027-02-20      | 8.0000%  | 0.0000% | $981.43            | $992.82            | Agency Mortgage-Backed Securities  |
| GNII SF 002394 M     | 2027-03-20      | 7.0000%  | 0.0000% | $129.66            | $133.73            | Agency Mortgage-Backed Securities  |
| GNII SF 002396 M     | 2027-03-20      | 7.5000%  | 0.0000% | $129.55            | $131.43            | Agency Mortgage-Backed Securities  |
| GNII SF 002397 M     | 2027-03-20      | 8.0000%  | 0.0000% | $837.01            | $845.48            | Agency Mortgage-Backed Securities  |
| GNII SF 002433 M     | 2027-05-20      | 8.0000%  | 0.0000% | $384.65            | $390.42            | Agency Mortgage-Backed Securities  |
| GNII SF 002412 M     | 2027-04-20      | 7.0000%  | 0.0000% | $13.64             | $14.06             | Agency Mortgage-Backed Securities  |
| GNII SF 002413 M     | 2027-04-20      | 7.5000%  | 0.0000% | $32.91             | $33.40             | Agency Mortgage-Backed Securities  |
| GNII SF 002414 M     | 2027-04-20      | 8.0000%  | 0.0000% | $539.04            | $544.85            | Agency Mortgage-Backed Securities  |
| GNII SF 002430 M     | 2027-05-20      | 7.0000%  | 0.0000% | $231.06            | $238.31            | Agency Mortgage-Backed Securities  |
| GNII SF 002432 M     | 2027-05-20      | 7.5000%  | 0.0000% | $157.60            | $160.06            | Agency Mortgage-Backed Securities  |
| GNII SF 002471 M     | 2027-08-20      | 7.0000%  | 0.0000% | $2353.71           | $2427.53           | Agency Mortgage-Backed Securities  |
| GNII SF 002443 M     | 2027-06-20      | 7.0000%  | 0.0000% | $311.43            | $321.20            | Agency Mortgage-Backed Securities  |
| GNII SF 002444 M     | 2027-06-20      | 7.5000%  | 0.0000% | $413.61            | $419.02            | Agency Mortgage-Backed Securities  |
| GNII SF 002445 M     | 2027-06-20      | 8.0000%  | 0.0000% | $347.99            | $355.57            | Agency Mortgage-Backed Securities  |
| GNII SF 002446 M     | 2027-06-20      | 8.5000%  | 0.0000% | $29.89             | $30.24             | Agency Mortgage-Backed Securities  |
| GNII SF 002457 M     | 2027-07-20      | 7.5000%  | 0.0000% | $179.17            | $182.41            | Agency Mortgage-Backed Securities  |
| GNII SF 002459 M     | 2027-07-20      | 8.0000%  | 0.0000% | $2311.21           | $2361.54           | Agency Mortgage-Backed Securities  |
| GNII SF 002460 M     | 2027-07-20      | 8.5000%  | 0.0000% | $71.50             | $72.39             | Agency Mortgage-Backed Securities  |
| GNII SF 002499 M     | 2027-10-20      | 8.0000%  | 0.0000% | $274.74            | $280.96            | Agency Mortgage-Backed Securities  |
| GNII SF 002473 M     | 2027-08-20      | 7.5000%  | 0.0000% | $9.21              | $9.36              | Agency Mortgage-Backed Securities  |
| GNII SF 002474 M     | 2027-08-20      | 8.0000%  | 0.0000% | $403.18            | $413.35            | Agency Mortgage-Backed Securities  |
| GNII SF 002482 M     | 2027-09-20      | 6.5000%  | 0.0000% | $486.20            | $501.94            | Agency Mortgage-Backed Securities  |
| GNII SF 002486 M     | 2027-09-20      | 8.0000%  | 0.0000% | $125.61            | $127.06            | Agency Mortgage-Backed Securities  |
| GNII SF 002534 M     | 2028-01-20      | 6.5000%  | 0.0000% | $124.31            | $128.34            | Agency Mortgage-Backed Securities  |
| GNII SF 002535 M     | 2028-01-20      | 7.0000%  | 0.0000% | $2484.97           | $2562.91           | Agency Mortgage-Backed Securities  |
| GNII SF 002536 M     | 2028-01-20      | 7.5000%  | 0.0000% | $968.06            | $988.26            | Agency Mortgage-Backed Securities  |
| GNII SF 002508 M     | 2027-11-20      | 6.5000%  | 0.0000% | $100.03            | $103.27            | Agency Mortgage-Backed Securities  |
| GNII SF 002510 M     | 2027-11-20      | 7.0000%  | 0.0000% | $502.72            | $518.48            | Agency Mortgage-Backed Securities  |
| GNII SF 002511 M     | 2027-11-20      | 7.5000%  | 0.0000% | $466.45            | $476.24            | Agency Mortgage-Backed Securities  |
| GNII SF 002512 M     | 2027-11-20      | 8.0000%  | 0.0000% | $281.14            | $287.36            | Agency Mortgage-Backed Securities  |
| GNII SF 002521 M     | 2027-12-20      | 6.5000%  | 0.0000% | $9.75              | $10.06             | Agency Mortgage-Backed Securities  |
| GNII SF 002522 M     | 2027-12-20      | 7.0000%  | 0.0000% | $47.41             | $48.90             | Agency Mortgage-Backed Securities  |
| GNII SF 002524 M     | 2027-12-20      | 7.5000%  | 0.0000% | $925.58            | $944.57            | Agency Mortgage-Backed Securities  |
| GNII SF 002525 M     | 2027-12-20      | 8.0000%  | 0.0000% | $2830.05           | $2893.77           | Agency Mortgage-Backed Securities  |
| GNII SF 002564 M     | 2028-03-20      | 7.0000%  | 0.0000% | $231.40            | $238.65            | Agency Mortgage-Backed Securities  |
| GNII SF 002565 M     | 2028-03-20      | 7.5000%  | 0.0000% | $22.87             | $23.40             | Agency Mortgage-Backed Securities  |
| GNII SF 002566 M     | 2028-03-20      | 8.0000%  | 0.0000% | $32.22             | $32.51             | Agency Mortgage-Backed Securities  |
| GNII SF 002538 M     | 2028-01-20      | 8.0000%  | 0.0000% | $173.47            | $175.50            | Agency Mortgage-Backed Securities  |
| GNII SF 002547 M     | 2028-02-20      | 6.5000%  | 0.0000% | $816.80            | $843.25            | Agency Mortgage-Backed Securities  |
| GNII SF 002548 M     | 2028-02-20      | 7.0000%  | 0.0000% | $234.87            | $242.24            | Agency Mortgage-Backed Securities  |
| GNII SF 002549 M     | 2028-02-20      | 7.5000%  | 0.0000% | $232.52            | $235.79            | Agency Mortgage-Backed Securities  |
| GNII SF 002550 M     | 2028-02-20      | 8.0000%  | 0.0000% | $3.17              | $3.20              | Agency Mortgage-Backed Securities  |
| GNII SF 003470 M     | 2033-11-20      | 4.5000%  | 0.0000% | $1748.05           | $1747.38           | Agency Mortgage-Backed Securities  |
| GNII SF 003471 M     | 2033-09-20      | 4.7500%  | 0.0000% | $920.72            | $911.99            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q55519 G | 2048-04-01      | 4.0000%  | 0.0000% | $516.31            | $498.72            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q57426 G | 2048-07-01      | 4.5000%  | 0.0000% | $82.38             | $81.11             | Agency Mortgage-Backed Securities  |
| 08.500 FRPC G80204 G | 2027-10-20      | 8.5000%  | 0.0000% | $1481.03           | $1501.84           | Agency Mortgage-Backed Securities  |
| 06.875 FRPC G80338 G | 2039-05-01      | 6.8750%  | 0.0000% | $2606.83           | $2681.14           | Agency Mortgage-Backed Securities  |
| 09.000 FRPC G80360 G | 2040-09-01      | 9.0000%  | 0.0000% | $177.12            | $177.89            | Agency Mortgage-Backed Securities  |
| FMAR 972136 G        | 2034-01-01      | 6.4300%  | 0.0000% | $1120.14           | $1153.28           | Agency Mortgage-Backed Securities  |
| FMAR 1B0097 G        | 2031-08-01      | 6.6580%  | 0.0000% | $2390.81           | $2444.11           | Agency Mortgage-Backed Securities  |
| FMAR 1B0118 G        | 2031-08-01      | 6.6580%  | 0.0000% | $429.66            | $439.37            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA3399 | 2049-10-01      | 4.0000%  | 0.0000% | $459.73            | $441.69            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQB1486 | 2050-07-01      | 3.0000%  | 0.0000% | $66146.19          | $60140.49          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC0717 | 2051-04-01      | 3.0000%  | 0.0000% | $8210.33           | $7270.38           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQC9480 | 2051-10-01      | 4.0000%  | 0.0000% | $2940.91           | $2793.81           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE1600 | 2052-05-01      | 4.0000%  | 0.0000% | $6837.48           | $6495.89           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE2363 | 2052-05-01      | 3.5000%  | 0.0000% | $810.26            | $745.06            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE6074 | 2052-07-01      | 4.0000%  | 0.0000% | $5781.72           | $5485.01           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX SODF0188 | 2055-09-01      | 4.9870%  | 0.0000% | $353133.00         | $357904.64         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAZ7916 | 2026-04-01      | 3.5000%  | 0.0000% | $7.14              | $7.12              | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBA1645 | 2045-12-01      | 7.0900%  | 0.0000% | $130.32            | $133.56            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBA2889 | 2045-11-01      | 4.0000%  | 0.0000% | $613.71            | $587.39            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBC1196 | 2046-06-01      | 6.2890%  | 0.0000% | $42251.42          | $43869.49          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBC2849 | 2046-09-01      | 3.0000%  | 0.0000% | $1385.55           | $1250.98           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBD8032 | 2046-09-01      | 6.5560%  | 0.0000% | $14999.25          | $15519.43          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE3631 | 2047-05-01      | 4.5000%  | 0.0000% | $285.39            | $283.21            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH1172 | 2047-05-01      | 4.5000%  | 0.0000% | $1111.45           | $1102.00           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBH5134 | 2047-09-01      | 6.3700%  | 0.0000% | $3361.40           | $3485.33           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBH5135 | 2047-09-01      | 6.3700%  | 0.0000% | $1464.80           | $1509.78           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBH5928 | 2047-07-01      | 6.3090%  | 0.0000% | $23649.93          | $24593.26          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBH9206 | 2047-09-01      | 6.3500%  | 0.0000% | $20124.21          | $20930.90          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBJ0705 | 2047-10-01      | 7.1000%  | 0.0000% | $2780.48           | $2890.04           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBJ5955 | 2048-04-01      | 3.5000%  | 0.0000% | $199234.28         | $186164.01         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK4284 | 2048-09-01      | 4.5000%  | 0.0000% | $3953.00           | $3909.18           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6578 | 2048-08-01      | 4.5000%  | 0.0000% | $55.11             | $54.27             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBK7907 | 2048-11-01      | 3.6440%  | 0.0000% | $13846.90          | $14260.42          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBK8810 | 2048-08-01      | 4.0000%  | 0.0000% | $137.31            | $132.51            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBL5531 | 2027-01-01      | 2.3300%  | 0.0000% | $188582.36         | $185300.07         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM1066 | 2047-02-01      | 4.0000%  | 0.0000% | $1891.13           | $1827.88           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM1332 | 2047-05-01      | 6.4510%  | 0.0000% | $17033.81          | $17691.58          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM1806 | 2047-09-01      | 3.1130%  | 0.0000% | $2274.67           | $2247.88           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX JUBM1876 | 2044-09-01      | 5.1940%  | 0.0000% | $5617.50           | $5767.34           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM3344 | 2047-12-01      | 6.4260%  | 0.0000% | $6486.96           | $6728.55           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM4372 | 2048-03-01      | 3.8840%  | 0.0000% | $20445.67          | $20569.15          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM4564 | 2046-08-01      | 5.9650%  | 0.0000% | $8875.74           | $9199.53           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM4576 | 2047-11-01      | 6.5030%  | 0.0000% | $15205.09          | $15787.09          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX SOCC1076 | 2055-09-01      | 3.3830%  | 0.0000% | $16049280.00       | $15460579.47       | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX SODA9619 | 2055-07-01      | 5.3270%  | 0.0000% | $400126.76         | $407019.83         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB886970 | 2036-06-01      | 6.2500%  | 0.0000% | $5237.92           | $5349.77           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1888307 | 2037-04-01      | 6.6230%  | 0.0000% | $1087.88           | $1118.25           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS888321 | 2034-08-01      | 6.4560%  | 0.0000% | $3176.00           | $3270.50           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS888370 | 2035-07-01      | 6.3970%  | 0.0000% | $6149.76           | $6348.59           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS888386 | 2038-03-01      | 6.4860%  | 0.0000% | $3416.64           | $3526.01           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1888148 | 2037-02-01      | 6.4790%  | 0.0000% | $12915.08          | $13407.78          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB888241 | 2034-05-01      | 6.7150%  | 0.0000% | $1824.62           | $1875.27           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB888490 | 2035-05-01      | 6.3980%  | 0.0000% | $9245.93           | $9470.53           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD888527 | 2034-04-01      | 6.5080%  | 0.0000% | $88.45             | $91.83             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB888498 | 2034-09-01      | 5.9880%  | 0.0000% | $14190.93          | $14413.54          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS888501 | 2035-06-01      | 6.0600%  | 0.0000% | $3874.09           | $3908.33           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB888502 | 2033-06-01      | 6.0560%  | 0.0000% | $401.59            | $407.98            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS888507 | 2035-02-01      | 6.4280%  | 0.0000% | $1111.97           | $1155.71           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB888515 | 2033-02-01      | 6.4250%  | 0.0000% | $3719.67           | $3789.95           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB888518 | 2035-04-01      | 6.6240%  | 0.0000% | $1846.59           | $1896.04           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB888520 | 2033-07-01      | 6.3610%  | 0.0000% | $25766.57          | $26217.32          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB888553 | 2037-04-01      | 6.4690%  | 0.0000% | $658.11            | $673.51            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB888715 | 2035-10-01      | 7.0850%  | 0.0000% | $3260.25           | $3354.49           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB888757 | 2037-09-01      | 6.5940%  | 0.0000% | $2901.92           | $3003.84           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1888760 | 2037-09-01      | 6.3150%  | 0.0000% | $347.73            | $354.39            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS889017 | 2040-12-01      | 6.4500%  | 0.0000% | $1894.55           | $1951.79           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS889611 | 2035-07-01      | 5.9930%  | 0.0000% | $43178.72          | $43915.22          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CI890430 | 2027-07-01      | 3.5000%  | 0.0000% | $19.13             | $19.03             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1893424 | 2036-09-01      | 6.5180%  | 0.0000% | $14239.24          | $14604.54          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1893580 | 2036-09-01      | 7.0650%  | 0.0000% | $11053.28          | $11368.54          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB894571 | 2036-03-01      | 7.2000%  | 0.0000% | $2191.10           | $2307.20           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1893933 | 2036-10-01      | 6.1320%  | 0.0000% | $27343.62          | $28186.37          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB894452 | 2036-09-01      | 7.4450%  | 0.0000% | $5087.12           | $5267.27           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS896463 | 2034-10-01      | 6.6060%  | 0.0000% | $11956.21          | $12434.32          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB896286 | 2036-06-01      | 5.9860%  | 0.0000% | $8198.08           | $8448.38           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB897494 | 2036-12-01      | 6.6550%  | 0.0000% | $5654.67           | $5801.33           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB898756 | 2034-06-01      | 6.1970%  | 0.0000% | $11112.64          | $11290.91          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1902818 | 2036-11-01      | 6.5710%  | 0.0000% | $362.08            | $373.13            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1902955 | 2036-12-01      | 6.2600%  | 0.0000% | $2990.78           | $3060.05           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB904688 | 2036-12-01      | 6.4670%  | 0.0000% | $2501.47           | $2595.56           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1905857 | 2036-12-01      | 6.5000%  | 0.0000% | $3978.54           | $4083.02           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1905946 | 2037-01-01      | 6.7500%  | 0.0000% | $364.70            | $374.94            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS907897 | 2036-12-01      | 6.2800%  | 0.0000% | $567.98            | $585.97            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB912244 | 2037-02-01      | 6.7350%  | 0.0000% | $4086.60           | $4253.52           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1918782 | 2037-06-01      | 6.2350%  | 0.0000% | $449.74            | $457.18            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB920961 | 2037-01-01      | 5.8930%  | 0.0000% | $1355.71           | $1377.97           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB922881 | 2037-02-01      | 6.0850%  | 0.0000% | $3017.74           | $3085.18           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1938298 | 2037-06-01      | 6.5860%  | 0.0000% | $4912.78           | $5088.09           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1938346 | 2037-07-01      | 6.5610%  | 0.0000% | $5846.21           | $6026.47           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1946362 | 2037-09-01      | 7.2620%  | 0.0000% | $2079.84           | $2138.73           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1946664 | 2037-09-01      | 6.5650%  | 0.0000% | $569.41            | $585.44            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB948208 | 2037-07-01      | 5.9320%  | 0.0000% | $12029.60          | $12211.59          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB949782 | 2037-08-01      | 6.2800%  | 0.0000% | $1696.06           | $1741.90           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB952182 | 2037-11-01      | 6.7000%  | 0.0000% | $3142.30           | $3243.46           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD995552 | 2035-05-01      | 6.3430%  | 0.0000% | $8675.02           | $8943.59           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CL995094 | 2035-11-01      | 4.5000%  | 0.0000% | $27.03             | $27.36             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS995108 | 2037-11-01      | 6.4210%  | 0.0000% | $2322.77           | $2397.05           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB995604 | 2035-11-01      | 6.7050%  | 0.0000% | $13717.91          | $14262.82          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB995641 | 2038-07-01      | 6.7050%  | 0.0000% | $4605.08           | $4737.26           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1995919 | 2037-07-01      | 6.8780%  | 0.0000% | $3678.17           | $3784.47           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAA7730 | 2039-08-01      | 6.4400%  | 0.0000% | $10037.12          | $10327.15          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAB3314 | 2041-07-01      | 4.5000%  | 0.0000% | $1261.23           | $1267.72           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAC0391 | 2039-07-01      | 4.5000%  | 0.0000% | $69.11             | $69.80             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAC7995 | 2040-01-01      | 6.7090%  | 0.0000% | $2602.37           | $2710.39           | Agency Mortgage-Backed Securities  |
| GNII SF MA6412 M     | 2050-01-20      | 4.5000%  | 0.0000% | $131.64            | $130.24            | Agency Mortgage-Backed Securities  |
| GNII SF MA6413 M     | 2050-01-20      | 5.0000%  | 0.0000% | $571.69            | $582.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA6541 M     | 2050-02-20      | 3.0000%  | 0.0000% | $1604.22           | $1442.26           | Agency Mortgage-Backed Securities  |
| GNII SF MA6543 M     | 2050-03-20      | 4.0000%  | 0.0000% | $3861.73           | $3696.58           | Agency Mortgage-Backed Securities  |
| GNII SF MA6604 M     | 2039-08-20      | 5.5000%  | 0.0000% | $3877.67           | $4025.34           | Agency Mortgage-Backed Securities  |
| GNII SF MA6710 M     | 2050-06-20      | 3.0000%  | 0.0000% | $4531.45           | $4076.77           | Agency Mortgage-Backed Securities  |
| GNII SF MA6746 M     | 2034-07-20      | 5.5000%  | 0.0000% | $502.72            | $512.98            | Agency Mortgage-Backed Securities  |
| GNII SF MA6766 M     | 2050-07-20      | 3.0000%  | 0.0000% | $1206.52           | $1085.46           | Agency Mortgage-Backed Securities  |
| GNII SF MA6818 M     | 2050-08-20      | 2.0000%  | 0.0000% | $3174.65           | $2640.53           | Agency Mortgage-Backed Securities  |
| GNII SF MA6864 M     | 2050-09-20      | 2.0000%  | 0.0000% | $1697.26           | $1411.71           | Agency Mortgage-Backed Securities  |
| GNII SF MA6865 M     | 2050-09-20      | 2.5000%  | 0.0000% | $2664.27           | $2305.27           | Agency Mortgage-Backed Securities  |
| GNII SF MA6866 M     | 2050-07-20      | 3.0000%  | 0.0000% | $358.10            | $322.80            | Agency Mortgage-Backed Securities  |
| GNII SF MA6867 M     | 2050-09-20      | 3.5000%  | 0.0000% | $999.70            | $924.81            | Agency Mortgage-Backed Securities  |
| GNII SF MA6868 M     | 2050-09-20      | 4.0000%  | 0.0000% | $216018.03         | $206641.17         | Agency Mortgage-Backed Securities  |
| GNII SF MA6994 M     | 2050-11-20      | 2.0000%  | 0.0000% | $2901.83           | $2413.60           | Agency Mortgage-Backed Securities  |
| GNII SF MA6996 M     | 2050-11-20      | 3.0000%  | 0.0000% | $748.43            | $672.87            | Agency Mortgage-Backed Securities  |
| GNII SF MA7051 M     | 2050-12-20      | 2.0000%  | 0.0000% | $20740.36          | $17225.10          | Agency Mortgage-Backed Securities  |
| GNII SF MA7056 M     | 2050-11-20      | 4.5000%  | 0.0000% | $2831.25           | $2801.68           | Agency Mortgage-Backed Securities  |
| GNII SF MA7988 M     | 2052-04-20      | 3.0000%  | 0.0000% | $771.15            | $692.09            | Agency Mortgage-Backed Securities  |
| GNII SF MA8041 M     | 2052-05-20      | 2.0000%  | 0.0000% | $798.55            | $663.17            | Agency Mortgage-Backed Securities  |
| GNII SF MA8045 M     | 2052-05-20      | 4.0000%  | 0.0000% | $2306.21           | $2199.07           | Agency Mortgage-Backed Securities  |
| GNII SF MA8046 M     | 2052-05-20      | 4.5000%  | 0.0000% | $2277.55           | $2237.07           | Agency Mortgage-Backed Securities  |
| GNII SF MA8047 M     | 2052-05-20      | 5.0000%  | 0.0000% | $1346.96           | $1354.28           | Agency Mortgage-Backed Securities  |
| GNII SF MA8048 M     | 2052-05-20      | 5.5000%  | 0.0000% | $1163.92           | $1186.33           | Agency Mortgage-Backed Securities  |
| GNII SF MA8097 M     | 2052-05-20      | 2.5000%  | 0.0000% | $3904.73           | $3380.65           | Agency Mortgage-Backed Securities  |
| GNII SF MA8098 M     | 2052-06-20      | 3.0000%  | 0.0000% | $31339.34          | $28126.33          | Agency Mortgage-Backed Securities  |
| GNII SF MA7254 M     | 2051-03-20      | 2.0000%  | 0.0000% | $4359.18           | $3625.74           | Agency Mortgage-Backed Securities  |
| GNII SF MA7255 M     | 2051-03-20      | 2.5000%  | 0.0000% | $1130.58           | $978.25            | Agency Mortgage-Backed Securities  |
| GNII SF MA7312 M     | 2051-04-20      | 2.5000%  | 0.0000% | $2970.32           | $2570.09           | Agency Mortgage-Backed Securities  |
| GNII SF MA7313 M     | 2051-04-20      | 3.0000%  | 0.0000% | $1012.62           | $910.12            | Agency Mortgage-Backed Securities  |
| GNII SF MA7314 M     | 2051-03-20      | 3.5000%  | 0.0000% | $921.40            | $852.13            | Agency Mortgage-Backed Securities  |
| GNII SF MA7367 M     | 2051-05-20      | 2.5000%  | 0.0000% | $48487.75          | $41924.50          | Agency Mortgage-Backed Securities  |
| GNII SF MA7368 M     | 2051-05-20      | 3.0000%  | 0.0000% | $1093.99           | $982.39            | Agency Mortgage-Backed Securities  |
| GNII SF MA7418 M     | 2051-06-20      | 2.5000%  | 0.0000% | $15873598.16       | $13729771.73       | Agency Mortgage-Backed Securities  |
| GNII SF MA7419 M     | 2051-06-20      | 3.0000%  | 0.0000% | $1701.64           | $1528.05           | Agency Mortgage-Backed Securities  |
| GNII SF MA7420 M     | 2051-06-20      | 3.5000%  | 0.0000% | $532.90            | $492.18            | Agency Mortgage-Backed Securities  |
| GNII SF MA7472 M     | 2051-07-20      | 2.5000%  | 0.0000% | $4652.26           | $4023.93           | Agency Mortgage-Backed Securities  |
| GNII SF MA7477 M     | 2051-07-20      | 5.0000%  | 0.0000% | $80966.01          | $82430.50          | Agency Mortgage-Backed Securities  |
| GNII SF 003474 M     | 2033-11-20      | 6.0000%  | 0.0000% | $216.86            | $226.19            | Agency Mortgage-Backed Securities  |
| GNII SF 003476 M     | 2033-11-20      | 7.0000%  | 0.0000% | $221.85            | $229.69            | Agency Mortgage-Backed Securities  |
| GNII SF 003501 M     | 2034-01-20      | 6.0000%  | 0.0000% | $814.34            | $853.77            | Agency Mortgage-Backed Securities  |
| GNII SF 003512 M     | 2034-02-20      | 4.5000%  | 0.0000% | $3883.98           | $3926.25           | Agency Mortgage-Backed Securities  |
| GNII SF 003514 M     | 2034-02-20      | 5.2500%  | 0.0000% | $3718.35           | $3728.64           | Agency Mortgage-Backed Securities  |
| GNII SF 003520 M     | 2034-01-20      | 7.0000%  | 0.0000% | $443.51            | $457.42            | Agency Mortgage-Backed Securities  |
| GNII SF 003528 M     | 2034-03-20      | 4.5000%  | 0.0000% | $629.69            | $628.74            | Agency Mortgage-Backed Securities  |
| GNII SF 003544 M     | 2034-04-20      | 5.5000%  | 0.0000% | $2098.18           | $2172.34           | Agency Mortgage-Backed Securities  |
| GNII SF 003546 M     | 2034-04-20      | 6.5000%  | 0.0000% | $1989.87           | $2082.94           | Agency Mortgage-Backed Securities  |
| GNII SF 003567 M     | 2034-06-20      | 4.5000%  | 0.0000% | $1711.50           | $1708.15           | Agency Mortgage-Backed Securities  |
| GNII SF 003570 M     | 2034-06-20      | 6.0000%  | 0.0000% | $1548.96           | $1629.96           | Agency Mortgage-Backed Securities  |
| GNII SF 003572 M     | 2034-06-20      | 7.0000%  | 0.0000% | $819.14            | $845.04            | Agency Mortgage-Backed Securities  |
| GNII SF 003583 M     | 2034-07-20      | 5.5000%  | 0.0000% | $3622.76           | $3751.70           | Agency Mortgage-Backed Securities  |
| GNII SF 003586 M     | 2034-07-20      | 6.5000%  | 0.0000% | $495.38            | $526.46            | Agency Mortgage-Backed Securities  |
| GNII SF 003596 M     | 2034-08-20      | 5.5000%  | 0.0000% | $852.46            | $883.38            | Agency Mortgage-Backed Securities  |
| GNII SF 003599 M     | 2034-08-20      | 6.5000%  | 0.0000% | $3543.15           | $3821.73           | Agency Mortgage-Backed Securities  |
| GNII SF 002727 M     | 2029-03-20      | 5.5000%  | 0.0000% | $124.86            | $127.72            | Agency Mortgage-Backed Securities  |
| GNII SF 002728 M     | 2029-03-20      | 6.0000%  | 0.0000% | $1195.15           | $1236.18           | Agency Mortgage-Backed Securities  |
| GNII SF 002730 M     | 2029-03-20      | 7.0000%  | 0.0000% | $67.56             | $69.68             | Agency Mortgage-Backed Securities  |
| GNII SF 002702 M     | 2029-01-20      | 7.0000%  | 0.0000% | $226.46            | $233.56            | Agency Mortgage-Backed Securities  |
| GNII SF 002704 M     | 2029-01-20      | 7.5000%  | 0.0000% | $240.90            | $247.80            | Agency Mortgage-Backed Securities  |
| GNII SF 002713 M     | 2029-02-20      | 6.0000%  | 0.0000% | $64.62             | $66.62             | Agency Mortgage-Backed Securities  |
| GNII SF 002714 M     | 2029-02-20      | 6.5000%  | 0.0000% | $4021.19           | $4151.37           | Agency Mortgage-Backed Securities  |
| GNII SF 002716 M     | 2029-02-20      | 7.0000%  | 0.0000% | $198.33            | $204.55            | Agency Mortgage-Backed Securities  |
| GNII SF 002742 M     | 2029-04-20      | 7.0000%  | 0.0000% | $332.43            | $343.55            | Agency Mortgage-Backed Securities  |
| GNII SF 002743 M     | 2029-04-20      | 7.5000%  | 0.0000% | $31.27             | $31.76             | Agency Mortgage-Backed Securities  |
| GNII SF 002744 M     | 2029-04-20      | 8.0000%  | 0.0000% | $301.69            | $304.53            | Agency Mortgage-Backed Securities  |
| GNII SF 002754 M     | 2029-05-20      | 6.5000%  | 0.0000% | $66.14             | $68.28             | Agency Mortgage-Backed Securities  |
| GNII SF 002755 M     | 2029-05-20      | 7.0000%  | 0.0000% | $2260.64           | $2331.54           | Agency Mortgage-Backed Securities  |
| GNII SF 002796 M     | 2029-08-20      | 7.0000%  | 0.0000% | $4035.73           | $4171.69           | Agency Mortgage-Backed Securities  |
| GNII SF 002767 M     | 2029-06-20      | 6.5000%  | 0.0000% | $702.10            | $724.83            | Agency Mortgage-Backed Securities  |
| GNII SF 002769 M     | 2029-06-20      | 7.5000%  | 0.0000% | $30.77             | $31.75             | Agency Mortgage-Backed Securities  |
| GNII SF 002781 M     | 2029-07-20      | 6.5000%  | 0.0000% | $3317.68           | $3427.54           | Agency Mortgage-Backed Securities  |
| GNII SF 002783 M     | 2029-07-20      | 7.0000%  | 0.0000% | $1471.11           | $1518.95           | Agency Mortgage-Backed Securities  |
| GNII SF 002785 M     | 2029-07-20      | 8.0000%  | 0.0000% | $375.49            | $379.91            | Agency Mortgage-Backed Securities  |
| GNII SF 002824 M     | 2029-10-20      | 7.0000%  | 0.0000% | $1887.13           | $1951.00           | Agency Mortgage-Backed Securities  |
| GNII SF 002826 M     | 2029-10-20      | 8.0000%  | 0.0000% | $64.15             | $67.14             | Agency Mortgage-Backed Securities  |
| GNII SF 002798 M     | 2029-08-20      | 7.5000%  | 0.0000% | $610.98            | $632.73            | Agency Mortgage-Backed Securities  |
| GNII SF 002799 M     | 2029-08-20      | 8.0000%  | 0.0000% | $63.53             | $64.12             | Agency Mortgage-Backed Securities  |
| GNII SF 002808 M     | 2029-09-20      | 6.5000%  | 0.0000% | $187.98            | $194.07            | Agency Mortgage-Backed Securities  |
| GNII SF 002809 M     | 2029-09-20      | 7.0000%  | 0.0000% | $213.00            | $220.91            | Agency Mortgage-Backed Securities  |
| GNII SF 002810 M     | 2029-09-20      | 7.5000%  | 0.0000% | $608.74            | $626.44            | Agency Mortgage-Backed Securities  |
| GNII SF 002811 M     | 2029-09-20      | 8.0000%  | 0.0000% | $109.16            | $113.84            | Agency Mortgage-Backed Securities  |
| GNII SF 002853 M     | 2029-12-20      | 7.5000%  | 0.0000% | $1003.83           | $1036.61           | Agency Mortgage-Backed Securities  |
| GNII SF 002854 M     | 2029-12-20      | 8.0000%  | 0.0000% | $128.42            | $135.97            | Agency Mortgage-Backed Securities  |
| GNII SF 002855 M     | 2029-12-20      | 8.5000%  | 0.0000% | $12.71             | $12.85             | Agency Mortgage-Backed Securities  |
| GNII SF 002838 M     | 2029-11-20      | 7.0000%  | 0.0000% | $2262.46           | $2333.70           | Agency Mortgage-Backed Securities  |
| GNII SF 002839 M     | 2029-11-20      | 7.5000%  | 0.0000% | $82.36             | $87.10             | Agency Mortgage-Backed Securities  |
| GNII SF 002840 M     | 2029-11-20      | 8.0000%  | 0.0000% | $32.70             | $34.17             | Agency Mortgage-Backed Securities  |
| GNII SF 002852 M     | 2029-12-20      | 7.0000%  | 0.0000% | $54.94             | $57.16             | Agency Mortgage-Backed Securities  |
| GNII SF 002885 M     | 2030-02-20      | 8.5000%  | 0.0000% | $33.82             | $34.52             | Agency Mortgage-Backed Securities  |
| GNII SF 002864 M     | 2030-01-20      | 6.0000%  | 0.0000% | $36.41             | $37.18             | Agency Mortgage-Backed Securities  |
| GNII SF 002866 M     | 2030-01-20      | 7.0000%  | 0.0000% | $1468.94           | $1524.68           | Agency Mortgage-Backed Securities  |
| GNII SF 002867 M     | 2030-01-20      | 7.5000%  | 0.0000% | $178.82            | $186.34            | Agency Mortgage-Backed Securities  |
| GNII SF 002868 M     | 2030-01-20      | 8.0000%  | 0.0000% | $553.81            | $588.95            | Agency Mortgage-Backed Securities  |
| GNII SF 002882 M     | 2030-02-20      | 7.0000%  | 0.0000% | $724.83            | $752.80            | Agency Mortgage-Backed Securities  |
| GNII SF 002883 M     | 2030-02-20      | 7.5000%  | 0.0000% | $121.10            | $125.76            | Agency Mortgage-Backed Securities  |
| GNII SF 002884 M     | 2030-02-20      | 8.0000%  | 0.0000% | $36.43             | $38.74             | Agency Mortgage-Backed Securities  |
| GNII SF 002921 M     | 2030-05-20      | 7.5000%  | 0.0000% | $1160.66           | $1210.31           | Agency Mortgage-Backed Securities  |
| GNII SF 002922 M     | 2030-05-20      | 8.0000%  | 0.0000% | $297.55            | $315.55            | Agency Mortgage-Backed Securities  |
| GNII SF 002924 M     | 2030-05-20      | 8.5000%  | 0.0000% | $88.02             | $91.17             | Agency Mortgage-Backed Securities  |
| GNII SF 002895 M     | 2030-03-20      | 7.0000%  | 0.0000% | $77.39             | $80.03             | Agency Mortgage-Backed Securities  |
| GNII SF 002896 M     | 2030-03-20      | 7.5000%  | 0.0000% | $62.65             | $65.05             | Agency Mortgage-Backed Securities  |
| GNII SF 002897 M     | 2030-03-20      | 8.0000%  | 0.0000% | $585.83            | $618.81            | Agency Mortgage-Backed Securities  |
| GNII SF 002898 M     | 2030-03-20      | 8.5000%  | 0.0000% | $28.83             | $30.37             | Agency Mortgage-Backed Securities  |
| GNII SF 002908 M     | 2030-04-20      | 7.5000%  | 0.0000% | $601.25            | $619.90            | Agency Mortgage-Backed Securities  |
| GNII SF 002909 M     | 2030-04-20      | 8.0000%  | 0.0000% | $1371.16           | $1423.72           | Agency Mortgage-Backed Securities  |
| GNII SF 002910 M     | 2030-04-20      | 8.5000%  | 0.0000% | $288.05            | $297.74            | Agency Mortgage-Backed Securities  |
| GNII SF 002956 M     | 2030-08-20      | 7.0000%  | 0.0000% | $2266.53           | $2337.61           | Agency Mortgage-Backed Securities  |
| GNII SF 002935 M     | 2030-06-20      | 8.0000%  | 0.0000% | $983.96            | $1047.96           | Agency Mortgage-Backed Securities  |
| GNII SF 002936 M     | 2030-06-20      | 8.5000%  | 0.0000% | $534.88            | $559.70            | Agency Mortgage-Backed Securities  |
| GNII SF 002944 M     | 2030-07-20      | 7.0000%  | 0.0000% | $30.85             | $31.82             | Agency Mortgage-Backed Securities  |
| GNII SF 002945 M     | 2030-07-20      | 7.5000%  | 0.0000% | $196.94            | $203.16            | Agency Mortgage-Backed Securities  |
| GNII SF 002946 M     | 2030-07-20      | 8.0000%  | 0.0000% | $92.12             | $96.88             | Agency Mortgage-Backed Securities  |
| GNII SF 002947 M     | 2030-07-20      | 8.5000%  | 0.0000% | $446.38            | $469.80            | Agency Mortgage-Backed Securities  |
| GNII SF 002986 M     | 2030-10-20      | 7.0000%  | 0.0000% | $1833.99           | $1905.47           | Agency Mortgage-Backed Securities  |
| GNII SF 002987 M     | 2030-10-20      | 7.5000%  | 0.0000% | $215.99            | $228.11            | Agency Mortgage-Backed Securities  |
| GNII SF 002988 M     | 2030-10-20      | 8.0000%  | 0.0000% | $179.42            | $188.71            | Agency Mortgage-Backed Securities  |
| GNII SF 002959 M     | 2030-08-20      | 8.5000%  | 0.0000% | $1531.32           | $1620.59           | Agency Mortgage-Backed Securities  |
| GNII SF 002971 M     | 2030-09-20      | 7.0000%  | 0.0000% | $334.16            | $348.80            | Agency Mortgage-Backed Securities  |
| GNII SF 002972 M     | 2030-09-20      | 7.5000%  | 0.0000% | $540.23            | $565.25            | Agency Mortgage-Backed Securities  |
| GNII SF 002973 M     | 2030-09-20      | 8.0000%  | 0.0000% | $115.16            | $119.96            | Agency Mortgage-Backed Securities  |
| GNII SF 002974 M     | 2030-09-20      | 8.5000%  | 0.0000% | $8.06              | $8.52              | Agency Mortgage-Backed Securities  |
| GNII SF 002975 M     | 2030-09-20      | 9.0000%  | 0.0000% | $191.63            | $194.85            | Agency Mortgage-Backed Securities  |
| GNII SF 002989 M     | 2030-10-20      | 8.5000%  | 0.0000% | $24.20             | $25.53             | Agency Mortgage-Backed Securities  |
| GNII SF 002990 M     | 2030-10-20      | 9.0000%  | 0.0000% | $189.65            | $192.57            | Agency Mortgage-Backed Securities  |
| GNII SF 002998 M     | 2030-11-20      | 7.0000%  | 0.0000% | $46.65             | $48.11             | Agency Mortgage-Backed Securities  |
| GNII SF 002999 M     | 2030-11-20      | 7.5000%  | 0.0000% | $2977.32           | $3145.24           | Agency Mortgage-Backed Securities  |
| GNII SF 003000 M     | 2030-11-20      | 8.0000%  | 0.0000% | $22.50             | $23.58             | Agency Mortgage-Backed Securities  |
| GNII SF 003010 M     | 2030-12-20      | 7.0000%  | 0.0000% | $298.88            | $308.25            | Agency Mortgage-Backed Securities  |
| GNII SF 003011 M     | 2030-12-20      | 7.5000%  | 0.0000% | $245.90            | $257.26            | Agency Mortgage-Backed Securities  |
| GNII SF 003012 M     | 2030-12-20      | 8.0000%  | 0.0000% | $626.36            | $660.01            | Agency Mortgage-Backed Securities  |
| GNII SF 003024 M     | 2031-01-20      | 6.0000%  | 0.0000% | $101.16            | $104.08            | Agency Mortgage-Backed Securities  |
| GNII SF 003026 M     | 2031-01-20      | 7.0000%  | 0.0000% | $1780.91           | $1869.70           | Agency Mortgage-Backed Securities  |
| GNII SF 003027 M     | 2031-01-20      | 7.5000%  | 0.0000% | $85.99             | $91.53             | Agency Mortgage-Backed Securities  |
| GNII SF 003028 M     | 2031-01-20      | 8.0000%  | 0.0000% | $23.96             | $25.13             | Agency Mortgage-Backed Securities  |
| GNII SF 003029 M     | 2031-01-20      | 8.5000%  | 0.0000% | $4178.32           | $4413.87           | Agency Mortgage-Backed Securities  |
| GNII SF 003038 M     | 2031-02-20      | 6.0000%  | 0.0000% | $40.81             | $42.55             | Agency Mortgage-Backed Securities  |
| GNII SF 003040 M     | 2031-02-20      | 7.0000%  | 0.0000% | $716.95            | $750.49            | Agency Mortgage-Backed Securities  |
| GNII SF 003041 M     | 2031-02-20      | 7.5000%  | 0.0000% | $234.96            | $245.49            | Agency Mortgage-Backed Securities  |
| GNII SF 003042 M     | 2031-02-20      | 8.0000%  | 0.0000% | $575.09            | $606.13            | Agency Mortgage-Backed Securities  |
| GNII SF 003081 M     | 2031-05-20      | 7.0000%  | 0.0000% | $1399.36           | $1453.67           | Agency Mortgage-Backed Securities  |
| GNII SF 003082 M     | 2031-05-20      | 7.5000%  | 0.0000% | $728.73            | $750.44            | Agency Mortgage-Backed Securities  |
| GNII SF 003083 M     | 2031-05-20      | 8.0000%  | 0.0000% | $32.83             | $33.26             | Agency Mortgage-Backed Securities  |
| GNII SF 003053 M     | 2031-03-20      | 6.5000%  | 0.0000% | $937.16            | $981.80            | Agency Mortgage-Backed Securities  |
| GNII SF 003055 M     | 2031-03-20      | 7.5000%  | 0.0000% | $255.39            | $267.68            | Agency Mortgage-Backed Securities  |
| GNII SF 003056 M     | 2031-03-20      | 8.0000%  | 0.0000% | $52.94             | $55.52             | Agency Mortgage-Backed Securities  |
| GNII SF 003067 M     | 2031-04-20      | 6.0000%  | 0.0000% | $448.31            | $466.22            | Agency Mortgage-Backed Securities  |
| GNII SF 003068 M     | 2031-04-20      | 6.5000%  | 0.0000% | $76.33             | $79.96             | Agency Mortgage-Backed Securities  |
| GNII SF 003070 M     | 2031-04-20      | 7.5000%  | 0.0000% | $705.53            | $740.46            | Agency Mortgage-Backed Securities  |
| GNII SF 003072 M     | 2031-04-20      | 8.5000%  | 0.0000% | $433.43            | $437.74            | Agency Mortgage-Backed Securities  |
| GNII SF 003109 M     | 2031-07-20      | 7.5000%  | 0.0000% | $126.90            | $130.27            | Agency Mortgage-Backed Securities  |
| GNII SF 003110 M     | 2031-07-20      | 8.0000%  | 0.0000% | $44.48             | $46.18             | Agency Mortgage-Backed Securities  |
| GNII SF 003095 M     | 2031-06-20      | 6.5000%  | 0.0000% | $1192.54           | $1247.55           | Agency Mortgage-Backed Securities  |
| GNII SF 003096 M     | 2031-06-20      | 7.0000%  | 0.0000% | $1677.51           | $1741.89           | Agency Mortgage-Backed Securities  |
| GNII SF 003097 M     | 2031-06-20      | 7.5000%  | 0.0000% | $73.14             | $76.49             | Agency Mortgage-Backed Securities  |
| GNII SF 003098 M     | 2031-06-20      | 8.0000%  | 0.0000% | $34.09             | $34.49             | Agency Mortgage-Backed Securities  |
| GNII SF 003106 M     | 2031-07-20      | 6.0000%  | 0.0000% | $244.40            | $255.50            | Agency Mortgage-Backed Securities  |
| GNII SF 003108 M     | 2031-07-20      | 7.0000%  | 0.0000% | $2108.54           | $2241.08           | Agency Mortgage-Backed Securities  |
| GNII SF 003118 M     | 2031-08-20      | 5.5000%  | 0.0000% | $4271.17           | $4356.17           | Agency Mortgage-Backed Securities  |
| GNII SF 003121 M     | 2031-08-20      | 7.0000%  | 0.0000% | $1503.72           | $1598.27           | Agency Mortgage-Backed Securities  |
| GNII SF 003122 M     | 2031-08-20      | 7.5000%  | 0.0000% | $316.24            | $328.73            | Agency Mortgage-Backed Securities  |
| GNII SF 003123 M     | 2031-08-20      | 8.0000%  | 0.0000% | $108.09            | $109.10            | Agency Mortgage-Backed Securities  |
| GNII SF 003135 M     | 2031-09-20      | 7.5000%  | 0.0000% | $48.16             | $50.54             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQG5124 | 2053-06-01      | 3.0000%  | 0.0000% | $843.55            | $747.42            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQG6305 | 2053-07-01      | 4.5000%  | 0.0000% | $2523.90           | $2467.77           | Agency Mortgage-Backed Securities  |
| 5.44 FCOR 26-40 AS   | 2040-09-17      | 5.4400%  | 0.0000% | $906000.00         | $904192.03         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA1037 | 2049-07-01      | 4.0000%  | 0.0000% | $975.50            | $940.26            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA1859 | 2049-12-01      | 3.0000%  | 0.0000% | $819.72            | $730.97            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM6249 | 2044-04-01      | 6.6980%  | 0.0000% | $40610.43          | $42210.27          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM5485 | 2049-02-01      | 3.5000%  | 0.0000% | $2439.13           | $2259.20           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM6054 | 2045-06-01      | 6.5060%  | 0.0000% | $43003.03          | $44594.44          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM6056 | 2048-09-01      | 6.4210%  | 0.0000% | $37495.33          | $38870.41          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM6120 | 2049-09-01      | 3.0410%  | 0.0000% | $8750.57           | $8905.30           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM6557 | 2050-01-01      | 6.2590%  | 0.0000% | $9396.82           | $9741.16           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM6760 | 2046-08-01      | 6.5820%  | 0.0000% | $37440.72          | $38992.05          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN0340 | 2048-12-01      | 4.5000%  | 0.0000% | $163.70            | $162.17            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBN3064 | 2049-02-01      | 3.9680%  | 0.0000% | $3088.22           | $3193.30           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN6594 | 2049-05-01      | 4.0000%  | 0.0000% | $992.92            | $956.89            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBO1843 | 2049-08-01      | 3.0500%  | 0.0000% | $36592.77          | $37191.51          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBO4956 | 2049-11-01      | 2.8390%  | 0.0000% | $17604.20          | $17722.46          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBO5007 | 2049-12-01      | 2.8270%  | 0.0000% | $14050.45          | $14124.71          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBO6254 | 2049-12-01      | 2.7450%  | 0.0000% | $40644.09          | $40554.32          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO7222 | 2050-01-01      | 4.0000%  | 0.0000% | $3731.01           | $3583.48           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP9638 | 2050-06-01      | 3.0000%  | 0.0000% | $2703.39           | $2409.74           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV0922 | 2052-06-01      | 3.0000%  | 0.0000% | $4508.15           | $3981.58           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA2670 | 2046-06-01      | 3.0000%  | 0.0000% | $166.98            | $151.64            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA2671 | 2046-07-01      | 3.5000%  | 0.0000% | $261.11            | $245.68            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA2539 | 2046-02-01      | 4.0000%  | 0.0000% | $110.56            | $106.86            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA3468 | 2048-09-01      | 4.5000%  | 0.0000% | $155.65            | $154.27            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA3489 | 2033-10-01      | 3.5000%  | 0.0000% | $150.89            | $149.10            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3495 | 2048-10-01      | 4.0000%  | 0.0000% | $2807.06           | $2708.62           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  | 0.0000% | $1310.61           | $1264.45           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA3537 | 2048-12-01      | 4.5000%  | 0.0000% | $1048.37           | $1038.64           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA3559 | 2034-01-01      | 3.5000%  | 0.0000% | $78.19             | $77.24             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3592 | 2049-02-01      | 4.0000%  | 0.0000% | $1495.05           | $1441.72           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA2806 | 2046-11-01      | 3.0000%  | 0.0000% | $194.52            | $176.52            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKMA2828 | 2046-11-01      | 2.5000%  | 0.0000% | $1480.73           | $1276.93           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3026 | 2047-06-01      | 3.5000%  | 0.0000% | $5156.77           | $4842.42           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3058 | 2047-07-01      | 4.0000%  | 0.0000% | $624.38            | $597.77            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3147 | 2047-10-01      | 3.0000%  | 0.0000% | $527.78            | $478.46            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3120 | 2047-09-01      | 3.5000%  | 0.0000% | $1733.08           | $1623.66           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3148 | 2047-10-01      | 3.5000%  | 0.0000% | $128.90            | $120.79            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3149 | 2047-10-01      | 4.0000%  | 0.0000% | $874.12            | $844.19            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3210 | 2047-12-01      | 3.5000%  | 0.0000% | $139.20            | $130.26            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3211 | 2047-12-01      | 4.0000%  | 0.0000% | $1311.89           | $1270.02           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3183 | 2047-11-01      | 4.0000%  | 0.0000% | $122.76            | $118.56            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3239 | 2048-01-01      | 4.0000%  | 0.0000% | $402.08            | $388.27            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3305 | 2048-03-01      | 3.5000%  | 0.0000% | $1976.71           | $1845.71           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3306 | 2048-03-01      | 4.0000%  | 0.0000% | $490.21            | $474.23            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3276 | 2048-02-01      | 3.5000%  | 0.0000% | $138.83            | $129.72            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3331 | 2048-04-01      | 3.0000%  | 0.0000% | $989.47            | $891.56            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3466 | 2048-09-01      | 3.5000%  | 0.0000% | $2058.80           | $1915.22           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3443 | 2048-08-01      | 4.0000%  | 0.0000% | $702.11            | $677.20            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4438 | 2051-10-01      | 2.5000%  | 0.0000% | $2190.75           | $1862.85           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4439 | 2051-10-01      | 3.0000%  | 0.0000% | $5929.47           | $5253.43           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3663 | 2049-05-01      | 3.5000%  | 0.0000% | $403.19            | $374.67            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3637 | 2049-04-01      | 3.5000%  | 0.0000% | $329.62            | $306.34            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3692 | 2049-07-01      | 3.5000%  | 0.0000% | $1082.78           | $1005.96           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA3694 | 2049-07-01      | 4.5000%  | 0.0000% | $1727.08           | $1706.79           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3664 | 2049-05-01      | 4.0000%  | 0.0000% | $620.85            | $598.03            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3685 | 2049-06-01      | 3.0000%  | 0.0000% | $110.40            | $98.61             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3686 | 2049-06-01      | 3.5000%  | 0.0000% | $1873.81           | $1741.06           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3687 | 2049-06-01      | 4.0000%  | 0.0000% | $197.29            | $188.09            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3746 | 2049-08-01      | 4.0000%  | 0.0000% | $669.71            | $644.68            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA3747 | 2049-08-01      | 4.5000%  | 0.0000% | $195.82            | $193.44            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3775 | 2049-09-01      | 3.5000%  | 0.0000% | $620.48            | $576.20            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3803 | 2049-10-01      | 3.5000%  | 0.0000% | $4856.76           | $4509.67           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3834 | 2049-11-01      | 3.0000%  | 0.0000% | $871.91            | $778.57            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3871 | 2049-12-01      | 3.0000%  | 0.0000% | $3620.32           | $3232.57           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3905 | 2050-01-01      | 3.0000%  | 0.0000% | $792.19            | $707.30            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3906 | 2050-01-01      | 3.5000%  | 0.0000% | $1198.19           | $1112.06           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3937 | 2050-02-01      | 3.0000%  | 0.0000% | $196.51            | $175.44            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3960 | 2050-03-01      | 3.0000%  | 0.0000% | $823.55            | $733.37            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3991 | 2050-04-01      | 3.0000%  | 0.0000% | $660.32            | $586.76            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3992 | 2050-04-01      | 3.5000%  | 0.0000% | $351.79            | $326.42            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3993 | 2050-04-01      | 4.0000%  | 0.0000% | $172.82            | $165.42            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4020 | 2050-05-01      | 3.0000%  | 0.0000% | $1126.12           | $1005.20           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4084 | 2050-07-01      | 4.0000%  | 0.0000% | $2775.06           | $2655.88           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4097 | 2050-08-01      | 3.0000%  | 0.0000% | $332.60            | $296.57            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4123 | 2035-09-01      | 2.0000%  | 0.0000% | $23156.00          | $21423.63          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  | 0.0000% | $688.01            | $586.63            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5294 | 2054-03-01      | 5.0000%  | 0.0000% | $3629.64           | $3618.15           | Agency Mortgage-Backed Securities  |
| GNII SF MA7533 M     | 2051-08-20      | 2.0000%  | 0.0000% | $698.32            | $580.82            | Agency Mortgage-Backed Securities  |
| GNII SF MA7536 M     | 2051-08-20      | 3.5000%  | 0.0000% | $613.70            | $566.48            | Agency Mortgage-Backed Securities  |
| GNII SF MA7588 M     | 2051-09-20      | 2.0000%  | 0.0000% | $3572.10           | $2966.59           | Agency Mortgage-Backed Securities  |
| GNII SF MA7589 M     | 2051-09-20      | 2.5000%  | 0.0000% | $690.69            | $598.26            | Agency Mortgage-Backed Securities  |
| GNII SF MA7648 M     | 2051-10-20      | 2.0000%  | 0.0000% | $4410.27           | $3662.67           | Agency Mortgage-Backed Securities  |
| GNII SF MA7650 M     | 2051-10-20      | 3.0000%  | 0.0000% | $541135.52         | $485931.94         | Agency Mortgage-Backed Securities  |
| GNII SF MA7651 M     | 2051-10-20      | 3.5000%  | 0.0000% | $443754.02         | $409302.93         | Agency Mortgage-Backed Securities  |
| GNII SF MA7706 M     | 2051-11-20      | 3.0000%  | 0.0000% | $1375.28           | $1234.98           | Agency Mortgage-Backed Securities  |
| GNII SF MA7766 M     | 2051-12-20      | 2.0000%  | 0.0000% | $1517.21           | $1260.01           | Agency Mortgage-Backed Securities  |
| GNII SF MA7768 M     | 2051-12-20      | 3.0000%  | 0.0000% | $2240.71           | $2013.86           | Agency Mortgage-Backed Securities  |
| GNII SF MA7826 M     | 2052-01-20      | 2.0000%  | 0.0000% | $3019.65           | $2511.25           | Agency Mortgage-Backed Securities  |
| GNII SF MA7830 M     | 2052-01-20      | 4.0000%  | 0.0000% | $2028.77           | $1934.74           | Agency Mortgage-Backed Securities  |
| GNII SF MA7832 M     | 2052-01-20      | 5.0000%  | 0.0000% | $1022.74           | $1032.82           | Agency Mortgage-Backed Securities  |
| GNII SF MA7880 M     | 2052-02-20      | 2.0000%  | 0.0000% | $779.93            | $647.71            | Agency Mortgage-Backed Securities  |
| GNII SF MA7881 M     | 2052-02-20      | 2.5000%  | 0.0000% | $3723.92           | $3224.69           | Agency Mortgage-Backed Securities  |
| GNII SF MA7935 M     | 2052-02-20      | 2.0000%  | 0.0000% | $1582.77           | $1314.44           | Agency Mortgage-Backed Securities  |
| GNII SF MA7936 M     | 2052-03-20      | 2.5000%  | 0.0000% | $1538.68           | $1332.40           | Agency Mortgage-Backed Securities  |
| GNII SF MA7937 M     | 2052-03-20      | 3.0000%  | 0.0000% | $5148.14           | $4620.33           | Agency Mortgage-Backed Securities  |
| GNII SF MA8874 M     | 2051-05-20      | 3.0000%  | 0.0000% | $9685.47           | $8802.51           | Agency Mortgage-Backed Securities  |
| GNII SF MA8879 M     | 2053-05-20      | 5.5000%  | 0.0000% | $507933.93         | $516853.54         | Agency Mortgage-Backed Securities  |
| GNII SF MA8947 M     | 2053-06-20      | 5.0000%  | 0.0000% | $846.08            | $849.54            | Agency Mortgage-Backed Securities  |
| GNII SF MA8103 M     | 2052-06-20      | 5.5000%  | 0.0000% | $28056.84          | $28626.97          | Agency Mortgage-Backed Securities  |
| GNII SF MA8146 M     | 2052-07-20      | 2.0000%  | 0.0000% | $2051.17           | $1705.94           | Agency Mortgage-Backed Securities  |
| GNII SF MA8151 M     | 2052-07-20      | 4.5000%  | 0.0000% | $930313.95         | $913628.77         | Agency Mortgage-Backed Securities  |
| GNII SF MA8200 M     | 2052-08-20      | 4.0000%  | 0.0000% | $2368.95           | $2261.19           | Agency Mortgage-Backed Securities  |
| GNII SF MA8201 M     | 2052-08-20      | 4.5000%  | 0.0000% | $35986851.88       | $35335993.67       | Agency Mortgage-Backed Securities  |
| GNII SF MA8204 M     | 2052-08-20      | 6.0000%  | 0.0000% | $29326.37          | $30230.75          | Agency Mortgage-Backed Securities  |
| GNII SF MA8264 M     | 2052-09-20      | 2.5000%  | 0.0000% | $2199.35           | $1904.68           | Agency Mortgage-Backed Securities  |
| GNII SF MA8266 M     | 2052-09-20      | 3.5000%  | 0.0000% | $2382.97           | $2193.76           | Agency Mortgage-Backed Securities  |
| GNII SF MA8268 M     | 2052-09-20      | 4.5000%  | 0.0000% | $2911.06           | $2857.95           | Agency Mortgage-Backed Securities  |
| GNII SF MA8346 M     | 2052-10-20      | 4.0000%  | 0.0000% | $3298.60           | $3145.68           | Agency Mortgage-Backed Securities  |
| GNII SF MA8347 M     | 2052-10-20      | 4.5000%  | 0.0000% | $795.45            | $780.81            | Agency Mortgage-Backed Securities  |
| GNII SF MA8423 M     | 2052-06-20      | 2.5000%  | 0.0000% | $1456.37           | $1261.72           | Agency Mortgage-Backed Securities  |
| GNII SF MA8430 M     | 2052-11-20      | 6.0000%  | 0.0000% | $569.17            | $586.26            | Agency Mortgage-Backed Securities  |
| GNII SF MA8432 M     | 2052-11-20      | 7.0000%  | 0.0000% | $372.72            | $386.95            | Agency Mortgage-Backed Securities  |
| GNII SF MA8485 M     | 2052-03-20      | 2.5000%  | 0.0000% | $778.80            | $674.56            | Agency Mortgage-Backed Securities  |
| GNII SF MA8486 M     | 2052-11-20      | 3.0000%  | 0.0000% | $1475.80           | $1327.02           | Agency Mortgage-Backed Securities  |
| GNII SF MA8487 M     | 2052-11-20      | 3.5000%  | 0.0000% | $1639.67           | $1506.48           | Agency Mortgage-Backed Securities  |
| GNII SF MA8489 M     | 2052-12-20      | 4.5000%  | 0.0000% | $3245.13           | $3183.93           | Agency Mortgage-Backed Securities  |
| GNII SF MA8493 M     | 2052-12-20      | 6.5000%  | 0.0000% | $56222.08          | $58340.88          | Agency Mortgage-Backed Securities  |
| GNII SF MA8564 M     | 2052-03-20      | 2.5000%  | 0.0000% | $765.07            | $662.63            | Agency Mortgage-Backed Securities  |
| GNII SF MA8570 M     | 2053-01-20      | 5.5000%  | 0.0000% | $3669.47           | $3738.99           | Agency Mortgage-Backed Securities  |
| GNII SF MA8641 M     | 2052-04-20      | 2.0000%  | 0.0000% | $1772041.73        | $1474128.05        | Agency Mortgage-Backed Securities  |
| GNII SF MA8647 M     | 2053-02-20      | 5.0000%  | 0.0000% | $3914.24           | $3931.06           | Agency Mortgage-Backed Securities  |
| GNII SF 003174 M     | 2031-12-20      | 7.0000%  | 0.0000% | $1128.16           | $1163.89           | Agency Mortgage-Backed Securities  |
| GNII SF 003150 M     | 2031-10-20      | 6.5000%  | 0.0000% | $108198.25         | $114247.84         | Agency Mortgage-Backed Securities  |
| GNII SF 003152 M     | 2031-10-20      | 7.5000%  | 0.0000% | $1312.60           | $1370.96           | Agency Mortgage-Backed Securities  |
| GNII SF 003153 M     | 2031-10-20      | 8.0000%  | 0.0000% | $21.43             | $21.69             | Agency Mortgage-Backed Securities  |
| GNII SF 003161 M     | 2031-11-20      | 6.5000%  | 0.0000% | $907.51            | $954.03            | Agency Mortgage-Backed Securities  |
| GNII SF 003162 M     | 2031-11-20      | 7.0000%  | 0.0000% | $2197.99           | $2288.91           | Agency Mortgage-Backed Securities  |
| GNII SF 003187 M     | 2032-01-20      | 6.0000%  | 0.0000% | $121.82            | $127.40            | Agency Mortgage-Backed Securities  |
| GNII SF 003188 M     | 2032-01-20      | 6.5000%  | 0.0000% | $1075.47           | $1119.53           | Agency Mortgage-Backed Securities  |
| GNII SF 003202 M     | 2032-02-20      | 7.0000%  | 0.0000% | $766.27            | $796.22            | Agency Mortgage-Backed Securities  |
| GNII SF 003237 M     | 2032-05-20      | 5.5000%  | 0.0000% | $143.15            | $148.49            | Agency Mortgage-Backed Securities  |
| GNII SF 003238 M     | 2032-05-20      | 6.0000%  | 0.0000% | $151.40            | $158.19            | Agency Mortgage-Backed Securities  |
| GNII SF 003239 M     | 2032-05-20      | 6.5000%  | 0.0000% | $175.78            | $186.79            | Agency Mortgage-Backed Securities  |
| GNII SF 003240 M     | 2032-05-20      | 7.0000%  | 0.0000% | $2417.57           | $2574.69           | Agency Mortgage-Backed Securities  |
| GNII SF 003229 M     | 2032-04-20      | 7.0000%  | 0.0000% | $713.72            | $746.16            | Agency Mortgage-Backed Securities  |
| GNII SF 003274 M     | 2032-08-20      | 6.5000%  | 0.0000% | $301.84            | $317.86            | Agency Mortgage-Backed Securities  |
| GNII SF 003250 M     | 2032-06-20      | 6.5000%  | 0.0000% | $2891.31           | $3072.21           | Agency Mortgage-Backed Securities  |
| GNII SF 003251 M     | 2032-06-20      | 7.0000%  | 0.0000% | $496.73            | $518.73            | Agency Mortgage-Backed Securities  |
| GNII SF 003252 M     | 2032-06-20      | 7.5000%  | 0.0000% | $1063.49           | $1106.96           | Agency Mortgage-Backed Securities  |
| GNII SF 003261 M     | 2032-07-20      | 6.5000%  | 0.0000% | $262.38            | $275.07            | Agency Mortgage-Backed Securities  |
| GNII SF 003262 M     | 2032-07-20      | 7.0000%  | 0.0000% | $481.75            | $513.27            | Agency Mortgage-Backed Securities  |
| GNII SF 003263 M     | 2032-07-20      | 7.5000%  | 0.0000% | $77.77             | $81.48             | Agency Mortgage-Backed Securities  |
| GNII SF 003306 M     | 2032-11-20      | 5.5000%  | 0.0000% | $120.43            | $125.57            | Agency Mortgage-Backed Securities  |
| GNII SF 003284 M     | 2032-09-20      | 5.5000%  | 0.0000% | $88.57             | $91.36             | Agency Mortgage-Backed Securities  |
| GNII SF 003287 M     | 2032-09-20      | 7.0000%  | 0.0000% | $1758.82           | $1839.67           | Agency Mortgage-Backed Securities  |
| GNII SF 003293 M     | 2032-07-20      | 4.5000%  | 0.0000% | $396.32            | $394.33            | Agency Mortgage-Backed Securities  |
| GNII SF 003298 M     | 2032-10-20      | 7.0000%  | 0.0000% | $60.64             | $63.17             | Agency Mortgage-Backed Securities  |
| GNII SF 003333 M     | 2033-01-20      | 5.5000%  | 0.0000% | $326.12            | $341.38            | Agency Mortgage-Backed Securities  |
| GNII SF 003334 M     | 2033-01-20      | 6.0000%  | 0.0000% | $1561.30           | $1628.12           | Agency Mortgage-Backed Securities  |
| GNII SF 003309 M     | 2032-11-20      | 7.0000%  | 0.0000% | $658.56            | $679.22            | Agency Mortgage-Backed Securities  |
| GNII SF 003323 M     | 2032-12-20      | 7.0000%  | 0.0000% | $767.63            | $793.10            | Agency Mortgage-Backed Securities  |
| GNII SF 003346 M     | 2033-02-20      | 5.5000%  | 0.0000% | $296.06            | $306.16            | Agency Mortgage-Backed Securities  |
| GNII SF 003348 M     | 2033-02-20      | 6.5000%  | 0.0000% | $143.39            | $149.44            | Agency Mortgage-Backed Securities  |
| GNII SF 003358 M     | 2033-03-20      | 4.5000%  | 0.0000% | $2851.01           | $2839.84           | Agency Mortgage-Backed Securities  |
| GNII SF 003364 M     | 2033-03-20      | 7.0000%  | 0.0000% | $1048.54           | $1081.43           | Agency Mortgage-Backed Securities  |
| GNII SF 003401 M     | 2033-06-20      | 4.5000%  | 0.0000% | $509.98            | $515.56            | Agency Mortgage-Backed Securities  |
| GNII SF 003388 M     | 2033-05-20      | 4.5000%  | 0.0000% | $922.84            | $923.46            | Agency Mortgage-Backed Securities  |
| GNII SF 003432 M     | 2033-08-20      | 6.5000%  | 0.0000% | $386.00            | $398.49            | Agency Mortgage-Backed Securities  |
| GNII SF 003433 M     | 2033-08-20      | 7.0000%  | 0.0000% | $45.04             | $46.45             | Agency Mortgage-Backed Securities  |
| GNII SF 003413 M     | 2033-07-20      | 4.5000%  | 0.0000% | $1610.76           | $1609.33           | Agency Mortgage-Backed Securities  |
| GNII SF 003428 M     | 2033-08-20      | 5.0000%  | 0.0000% | $369.30            | $378.87            | Agency Mortgage-Backed Securities  |
| GNII SF 003447 M     | 2033-09-20      | 7.0000%  | 0.0000% | $111.16            | $114.65            | Agency Mortgage-Backed Securities  |
| GNII SF 003457 M     | 2033-10-20      | 4.5000%  | 0.0000% | $364.92            | $364.41            | Agency Mortgage-Backed Securities  |
| GNII FS 004412 M     | 2039-04-20      | 5.0000%  | 0.0000% | $438.83            | $440.23            | Agency Mortgage-Backed Securities  |
| GNII JM 004417 M     | 2039-04-20      | 5.0000%  | 0.0000% | $3815.81           | $3837.66           | Agency Mortgage-Backed Securities  |
| GNII JM 004440 M     | 2039-05-20      | 4.5000%  | 0.0000% | $693.79            | $684.92            | Agency Mortgage-Backed Securities  |
| GNII FS 004459 M     | 2039-06-20      | 5.0000%  | 0.0000% | $2614.80           | $2683.20           | Agency Mortgage-Backed Securities  |
| GNII JM 004461 M     | 2039-06-20      | 4.5000%  | 0.0000% | $2510.73           | $2497.61           | Agency Mortgage-Backed Securities  |
| GNII JM 004462 M     | 2039-06-20      | 5.0000%  | 0.0000% | $17.76             | $17.86             | Agency Mortgage-Backed Securities  |
| GNII JM 004463 M     | 2039-06-20      | 5.5000%  | 0.0000% | $569.58            | $568.94            | Agency Mortgage-Backed Securities  |
| GNII FS 004483 M     | 2039-07-20      | 4.0000%  | 0.0000% | $888.85            | $836.06            | Agency Mortgage-Backed Securities  |
| GNII FS 004485 M     | 2039-07-20      | 5.0000%  | 0.0000% | $582.29            | $590.36            | Agency Mortgage-Backed Securities  |
| GNII JM 004488 M     | 2039-07-20      | 4.5000%  | 0.0000% | $699.95            | $694.55            | Agency Mortgage-Backed Securities  |
| GNII SF 004497 M     | 2039-07-20      | 5.5000%  | 0.0000% | $14319.21          | $14865.49          | Agency Mortgage-Backed Securities  |
| GNII SF 003627 M     | 2034-10-20      | 7.0000%  | 0.0000% | $321.18            | $331.26            | Agency Mortgage-Backed Securities  |
| GNII SF 003624 M     | 2034-10-20      | 5.5000%  | 0.0000% | $323.72            | $336.04            | Agency Mortgage-Backed Securities  |
| GNII SF 003663 M     | 2035-01-20      | 4.5000%  | 0.0000% | $911.77            | $921.44            | Agency Mortgage-Backed Securities  |
| GNII SF 003640 M     | 2034-11-20      | 7.0000%  | 0.0000% | $710.07            | $732.34            | Agency Mortgage-Backed Securities  |
| GNII SF 003666 M     | 2035-01-20      | 6.0000%  | 0.0000% | $656.75            | $691.13            | Agency Mortgage-Backed Securities  |
| GNII SF 003667 M     | 2035-01-20      | 6.5000%  | 0.0000% | $751.40            | $800.93            | Agency Mortgage-Backed Securities  |
| GNII SF 003700 M     | 2035-04-20      | 4.5000%  | 0.0000% | $942.02            | $952.01            | Agency Mortgage-Backed Securities  |
| GNII SF 003702 M     | 2035-04-20      | 5.5000%  | 0.0000% | $875.55            | $908.88            | Agency Mortgage-Backed Securities  |
| GNII SF 003711 M     | 2035-05-20      | 5.5000%  | 0.0000% | $364.45            | $378.33            | Agency Mortgage-Backed Securities  |
| GNII SF 004170 M     | 2038-06-20      | 6.0000%  | 0.0000% | $5474.65           | $5778.84           | Agency Mortgage-Backed Securities  |
| GNII JM 004164 M     | 2038-06-20      | 6.0000%  | 0.0000% | $836.25            | $852.91            | Agency Mortgage-Backed Securities  |
| GNII FS 004182 M     | 2038-07-20      | 5.5000%  | 0.0000% | $4144.46           | $4154.98           | Agency Mortgage-Backed Securities  |
| GNII FS 004184 M     | 2038-07-20      | 6.5000%  | 0.0000% | $1318.02           | $1322.41           | Agency Mortgage-Backed Securities  |
| GNII JM 004238 M     | 2038-09-20      | 5.5000%  | 0.0000% | $4798.43           | $4816.50           | Agency Mortgage-Backed Securities  |
| GNII JM 004214 M     | 2038-08-20      | 5.0000%  | 0.0000% | $35.24             | $35.70             | Agency Mortgage-Backed Securities  |
| GNII SF 004223 M     | 2038-08-20      | 6.5000%  | 0.0000% | $22164.83          | $24169.91          | Agency Mortgage-Backed Securities  |
| GNII JM 004241 M     | 2038-09-20      | 7.0000%  | 0.0000% | $656.29            | $667.40            | Agency Mortgage-Backed Securities  |
| GNII JM 004258 M     | 2038-10-20      | 5.0000%  | 0.0000% | $16.34             | $16.44             | Agency Mortgage-Backed Securities  |
| GNII JM 004259 M     | 2038-10-20      | 5.5000%  | 0.0000% | $407.56            | $407.39            | Agency Mortgage-Backed Securities  |
| GNII JM 004260 M     | 2038-10-20      | 6.0000%  | 0.0000% | $0.89              | $0.92              | Agency Mortgage-Backed Securities  |
| GNII JM 004261 M     | 2038-10-20      | 6.5000%  | 0.0000% | $1494.08           | $1529.40           | Agency Mortgage-Backed Securities  |
| GNII JM 004262 M     | 2038-10-20      | 7.0000%  | 0.0000% | $4.11              | $4.21              | Agency Mortgage-Backed Securities  |
| GNII JM 004286 M     | 2038-11-20      | 6.5000%  | 0.0000% | $3319.82           | $3449.35           | Agency Mortgage-Backed Securities  |
| GNII JM 004335 M     | 2039-01-20      | 5.0000%  | 0.0000% | $2961.19           | $2999.43           | Agency Mortgage-Backed Securities  |
| GNII JM 004308 M     | 2038-12-20      | 5.0000%  | 0.0000% | $1953.05           | $1964.23           | 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% | $530.35            | $531.89            | Agency Mortgage-Backed Securities  |
| GNII JM 004363 M     | 2039-02-20      | 5.5000%  | 0.0000% | $636.93            | $639.33            | Agency Mortgage-Backed Securities  |
| GNII SF 005305 M     | 2042-02-20      | 4.0000%  | 0.0000% | $101.57            | $98.80             | Agency Mortgage-Backed Securities  |
| GNII JM 004515 M     | 2039-08-20      | 6.0000%  | 0.0000% | $942.45            | $970.41            | Agency Mortgage-Backed Securities  |
| GNII SF 004520 M     | 2039-08-20      | 5.0000%  | 0.0000% | $125173.62         | $128969.86         | Agency Mortgage-Backed Securities  |
| GNII SF 004560 M     | 2039-10-20      | 5.5000%  | 0.0000% | $6040.31           | $6270.99           | Agency Mortgage-Backed Securities  |
| GNII JM 004533 M     | 2039-09-20      | 5.0000%  | 0.0000% | $1261.76           | $1268.99           | Agency Mortgage-Backed Securities  |
| GNII JM 004534 M     | 2039-09-20      | 5.5000%  | 0.0000% | $408.27            | $410.43            | Agency Mortgage-Backed Securities  |
| GNII SF 004540 M     | 2039-09-20      | 4.5000%  | 0.0000% | $80.93             | $81.79             | Agency Mortgage-Backed Securities  |
| GNII JM 004553 M     | 2039-10-20      | 4.5000%  | 0.0000% | $634.07            | $625.96            | Agency Mortgage-Backed Securities  |
| GNII JM 004554 M     | 2039-10-20      | 5.0000%  | 0.0000% | $5.52              | $5.59              | Agency Mortgage-Backed Securities  |
| GNII JM 004612 M     | 2040-01-20      | 5.0000%  | 0.0000% | $891.27            | $896.38            | Agency Mortgage-Backed Securities  |
| GNII JM 004613 M     | 2040-01-20      | 5.5000%  | 0.0000% | $3245.31           | $3233.52           | Agency Mortgage-Backed Securities  |
| GNII SF 004617 M     | 2040-01-20      | 4.5000%  | 0.0000% | $215.48            | $217.78            | Agency Mortgage-Backed Securities  |
| GNII SF MA8726 M     | 2053-03-20      | 5.5000%  | 0.0000% | $2887.21           | $2937.34           | Agency Mortgage-Backed Securities  |
| GNII SF MA8799 M     | 2053-04-20      | 4.5000%  | 0.0000% | $1692.66           | $1657.59           | Agency Mortgage-Backed Securities  |
| GNII SF MA8800 M     | 2053-04-20      | 5.0000%  | 0.0000% | $1619.85           | $1625.73           | Agency Mortgage-Backed Securities  |
| GNII SF MA9772 M     | 2051-01-20      | 2.0000%  | 0.0000% | $1638.45           | $1362.52           | Agency Mortgage-Backed Securities  |
| GNII SF MA9779 M     | 2054-07-20      | 5.5000%  | 0.0000% | $1810.29           | $1834.57           | Agency Mortgage-Backed Securities  |
| GNII SF MA9849 M     | 2054-08-20      | 4.5000%  | 0.0000% | $4853.18           | $4733.08           | Agency Mortgage-Backed Securities  |
| GNII SF MA9010 M     | 2053-07-20      | 2.0000%  | 0.0000% | $706.56            | $587.77            | Agency Mortgage-Backed Securities  |
| GNII SF MA9012 M     | 2053-05-20      | 3.0000%  | 0.0000% | $1605.53           | $1446.52           | Agency Mortgage-Backed Securities  |
| GNII SF MA9013 M     | 2053-07-20      | 3.5000%  | 0.0000% | $2493.65           | $2306.70           | Agency Mortgage-Backed Securities  |
| GNII SF MA9015 M     | 2053-04-20      | 4.5000%  | 0.0000% | $2641.50           | $2585.53           | Agency Mortgage-Backed Securities  |
| GNII SF MA9099 M     | 2052-05-20      | 2.0000%  | 0.0000% | $781.16            | $649.61            | Agency Mortgage-Backed Securities  |
| GNII SF MA9100 M     | 2051-08-20      | 2.5000%  | 0.0000% | $1642.86           | $1424.89           | Agency Mortgage-Backed Securities  |
| GNII SF MA9101 M     | 2053-07-20      | 3.0000%  | 0.0000% | $2435.79           | $2199.80           | Agency Mortgage-Backed Securities  |
| GNII SF MA9104 M     | 2053-07-20      | 4.5000%  | 0.0000% | $4447.98           | $4347.56           | Agency Mortgage-Backed Securities  |
| GNII SF MA9106 M     | 2053-06-20      | 5.5000%  | 0.0000% | $789.38            | $802.74            | Agency Mortgage-Backed Securities  |
| GNII SF MA9109 M     | 2053-08-20      | 7.0000%  | 0.0000% | $356.58            | $370.32            | Agency Mortgage-Backed Securities  |
| GNII SF MA9110 M     | 2053-08-20      | 7.5000%  | 0.0000% | $256.47            | $267.73            | Agency Mortgage-Backed Securities  |
| GNII SF MA9171 M     | 2053-09-20      | 5.5000%  | 0.0000% | $2857199.27        | $2907659.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA9174 M     | 2053-08-20      | 7.0000%  | 0.0000% | $365.80            | $379.27            | Agency Mortgage-Backed Securities  |
| GNII SF MA9234 M     | 2052-02-20      | 2.0000%  | 0.0000% | $1607.32           | $1337.10           | Agency Mortgage-Backed Securities  |
| GNII SF MA9235 M     | 2052-01-20      | 2.5000%  | 0.0000% | $783.57            | $679.35            | Agency Mortgage-Backed Securities  |
| GNII SF MA9237 M     | 2053-10-20      | 3.5000%  | 0.0000% | $1646.40           | $1515.94           | Agency Mortgage-Backed Securities  |
| GNII SF MA9244 M     | 2053-09-20      | 7.0000%  | 0.0000% | $372.62            | $386.95            | Agency Mortgage-Backed Securities  |
| GNII SF MA9301 M     | 2053-11-20      | 3.5000%  | 0.0000% | $824.42            | $757.39            | Agency Mortgage-Backed Securities  |
| GNII SF MA9303 M     | 2053-11-20      | 4.5000%  | 0.0000% | $3918.52           | $3824.61           | Agency Mortgage-Backed Securities  |
| GNII SF MA9355 M     | 2051-11-20      | 2.0000%  | 0.0000% | $3144.27           | $2615.66           | Agency Mortgage-Backed Securities  |
| GNII SF MA9361 M     | 2053-11-20      | 5.0000%  | 0.0000% | $3669.12           | $3669.77           | Agency Mortgage-Backed Securities  |
| GNII SF MA9365 M     | 2053-12-20      | 7.0000%  | 0.0000% | $2565.08           | $2666.98           | Agency Mortgage-Backed Securities  |
| GNII SF MA9426 M     | 2053-12-20      | 7.0000%  | 0.0000% | $386.48            | $401.79            | Agency Mortgage-Backed Securities  |
| GNII SF MA9483 M     | 2051-09-20      | 3.0000%  | 0.0000% | $827.89            | $748.24            | Agency Mortgage-Backed Securities  |
| GNII SF MA9486 M     | 2054-01-20      | 4.5000%  | 0.0000% | $1873.82           | $1828.47           | Agency Mortgage-Backed Securities  |
| GNII SF MA9491 M     | 2053-12-20      | 7.0000%  | 0.0000% | $856.81            | $889.16            | Agency Mortgage-Backed Securities  |
| GNII SF MA9538 M     | 2054-02-20      | 4.0000%  | 0.0000% | $3797.45           | $3606.56           | Agency Mortgage-Backed Securities  |
| GNII SF MA9534 M     | 2051-08-20      | 2.0000%  | 0.0000% | $1541.09           | $1280.44           | Agency Mortgage-Backed Securities  |
| GNII SF MA9536 M     | 2046-12-20      | 3.0000%  | 0.0000% | $1685.80           | $1519.96           | Agency Mortgage-Backed Securities  |
| GNII SF MA9545 M     | 2054-01-20      | 7.5000%  | 0.0000% | $450.55            | $469.48            | Agency Mortgage-Backed Securities  |
| GNII SF MA9601 M     | 2054-04-20      | 3.5000%  | 0.0000% | $921.06            | $852.01            | Agency Mortgage-Backed Securities  |
| GNII SF MA9604 M     | 2054-04-20      | 5.0000%  | 0.0000% | $914.09            | $914.25            | Agency Mortgage-Backed Securities  |
| GNII SF MA9606 M     | 2054-02-20      | 6.0000%  | 0.0000% | $3668.52           | $3762.23           | Agency Mortgage-Backed Securities  |
| GNII SF MA9598 M     | 2053-10-20      | 2.0000%  | 0.0000% | $881.35            | $733.19            | Agency Mortgage-Backed Securities  |
| GNII SF MA9599 M     | 2054-02-20      | 2.5000%  | 0.0000% | $1795.54           | $1555.35           | Agency Mortgage-Backed Securities  |
| GNII SF MA9666 M     | 2054-05-20      | 4.5000%  | 0.0000% | $2877.35           | $2806.81           | Agency Mortgage-Backed Securities  |
| GNII SF MA9671 M     | 2054-05-20      | 7.0000%  | 0.0000% | $898.34            | $931.60            | Agency Mortgage-Backed Securities  |
| GNII SF MA9720 M     | 2051-08-20      | 3.0000%  | 0.0000% | $856.13            | $769.62            | Agency Mortgage-Backed Securities  |
| GNII SF AO1099 C     | 2045-09-20      | 3.5000%  | 0.0000% | $3365.13           | $3101.68           | Agency Mortgage-Backed Securities  |
| GNII SF AO1103 C     | 2045-09-20      | 3.5000%  | 0.0000% | $185.89            | $171.34            | Agency Mortgage-Backed Securities  |
| GNII SF BA0259 C     | 2047-06-20      | 4.0000%  | 0.0000% | $189.70            | $182.36            | Agency Mortgage-Backed Securities  |
| GNII SF BA6138 C     | 2047-06-20      | 3.5000%  | 0.0000% | $207.54            | $192.70            | Agency Mortgage-Backed Securities  |
| GNII SF BC1888 C     | 2047-08-20      | 3.5000%  | 0.0000% | $487.39            | $451.32            | Agency Mortgage-Backed Securities  |
| GNII SF BC4862 C     | 2047-10-20      | 3.5000%  | 0.0000% | $3419.79           | $3179.43           | Agency Mortgage-Backed Securities  |
| GNII JM 004631 M     | 2040-02-20      | 4.5000%  | 0.0000% | $2334.42           | $2304.54           | Agency Mortgage-Backed Securities  |
| GNII JM 004632 M     | 2040-02-20      | 5.0000%  | 0.0000% | $777.81            | $782.26            | Agency Mortgage-Backed Securities  |
| GNII JM 004633 M     | 2040-02-20      | 5.5000%  | 0.0000% | $505.90            | $505.32            | Agency Mortgage-Backed Securities  |
| GNII FS 004648 M     | 2040-03-20      | 4.0000%  | 0.0000% | $764.46            | $719.06            | Agency Mortgage-Backed Securities  |
| GNII FS 004649 M     | 2040-03-20      | 4.5000%  | 0.0000% | $3852.19           | $3778.05           | Agency Mortgage-Backed Securities  |
| GNII JM 004692 M     | 2040-05-20      | 5.0000%  | 0.0000% | $12.49             | $12.56             | Agency Mortgage-Backed Securities  |
| GNII SF 004696 M     | 2040-05-20      | 4.5000%  | 0.0000% | $63863.98          | $64543.18          | Agency Mortgage-Backed Securities  |
| GNII JM 004738 M     | 2040-07-20      | 5.0000%  | 0.0000% | $1039.29           | $1045.24           | Agency Mortgage-Backed Securities  |
| GNII SF 004815 M     | 2025-10-20      | 4.0000%  | 0.0000% | $42.38             | $42.41             | Agency Mortgage-Backed Securities  |
| GNII JM 004796 M     | 2040-09-20      | 4.5000%  | 0.0000% | $7.58              | $7.48              | Agency Mortgage-Backed Securities  |
| GNII SF 004841 M     | 2031-08-20      | 8.0000%  | 0.0000% | $251.37            | $260.22            | Agency Mortgage-Backed Securities  |
| GNII SF 004878 M     | 2025-12-20      | 4.0000%  | 0.0000% | $232.36            | $232.52            | Agency Mortgage-Backed Securities  |
| GNII JM 004879 M     | 2040-12-20      | 4.0000%  | 0.0000% | $754.39            | $717.03            | Agency Mortgage-Backed Securities  |
| GNII SF 004881 M     | 2040-12-20      | 3.5000%  | 0.0000% | $275.51            | $262.29            | Agency Mortgage-Backed Securities  |
| GNII SF 004945 M     | 2041-02-20      | 4.0000%  | 0.0000% | $77506.16          | $75388.71          | Agency Mortgage-Backed Securities  |
| GNII SF 004923 M     | 2041-01-20      | 4.5000%  | 0.0000% | $114931.82         | $116154.12         | Agency Mortgage-Backed Securities  |
| GNII JM 004983 M     | 2041-03-20      | 5.0000%  | 0.0000% | $1419.93           | $1438.59           | Agency Mortgage-Backed Securities  |
| GNII JM 005029 M     | 2041-04-20      | 4.0000%  | 0.0000% | $15.91             | $15.27             | Agency Mortgage-Backed Securities  |
| GNII SF 005050 M     | 2026-05-20      | 4.0000%  | 0.0000% | $2015.46           | $2016.51           | Agency Mortgage-Backed Securities  |
| GNII SF 005054 M     | 2041-05-20      | 4.0000%  | 0.0000% | $49.85             | $48.49             | Agency Mortgage-Backed Securities  |
| GNII SF 005063 M     | 2041-05-20      | 6.0000%  | 0.0000% | $1405.02           | $1479.42           | Agency Mortgage-Backed Securities  |
| GNII SF 005108 M     | 2026-07-20      | 4.5000%  | 0.0000% | $1565.60           | $1568.12           | Agency Mortgage-Backed Securities  |
| GNII SF 005080 M     | 2026-06-20      | 4.0000%  | 0.0000% | $119.64            | $119.70            | Agency Mortgage-Backed Securities  |
| GNII SF 005082 M     | 2041-06-20      | 4.5000%  | 0.0000% | $41.22             | $41.44             | Agency Mortgage-Backed Securities  |
| GNII SF 005088 M     | 2032-08-20      | 7.0000%  | 0.0000% | $85.53             | $88.64             | Agency Mortgage-Backed Securities  |
| GNII JM 005137 M     | 2041-08-20      | 4.0000%  | 0.0000% | $1137.74           | $1081.37           | Agency Mortgage-Backed Securities  |
| GNII SF 005114 M     | 2041-07-20      | 4.0000%  | 0.0000% | $127.68            | $124.19            | Agency Mortgage-Backed Securities  |
| GNII JM 005121 M     | 2041-07-20      | 4.0000%  | 0.0000% | $102.35            | $97.28             | Agency Mortgage-Backed Securities  |
| GNII FS 005158 M     | 2041-08-20      | 5.0000%  | 0.0000% | $88.11             | $89.33             | Agency Mortgage-Backed Securities  |
| GNII SF 005200 M     | 2026-10-20      | 4.0000%  | 0.0000% | $634.79            | $635.45            | Agency Mortgage-Backed Securities  |
| GNII SF 005203 M     | 2041-10-20      | 4.0000%  | 0.0000% | $114.31            | $111.19            | Agency Mortgage-Backed Securities  |
| GNII SF 411153 C     | 2026-07-20      | 7.0000%  | 0.0000% | $126.63            | $127.26            | Agency Mortgage-Backed Securities  |
| GNII SF 417330 C     | 2026-03-20      | 7.5000%  | 0.0000% | $27.25             | $27.38             | Agency Mortgage-Backed Securities  |
| GNII SF 441126 C     | 2027-02-20      | 7.2100%  | 0.0000% | $922.78            | $927.23            | Agency Mortgage-Backed Securities  |
| GNII SF 467023 C     | 2028-05-20      | 6.5000%  | 0.0000% | $141.46            | $142.67            | Agency Mortgage-Backed Securities  |
| GNII SF 474472 C     | 2028-04-20      | 6.7500%  | 0.0000% | $9.29              | $9.35              | Agency Mortgage-Backed Securities  |
| GNII SF 723593 C     | 2033-11-20      | 6.5000%  | 0.0000% | $508.58            | $522.69            | Agency Mortgage-Backed Securities  |
| GNII SF 723503 C     | 2032-10-20      | 6.5000%  | 0.0000% | $1195.10           | $1207.43           | Agency Mortgage-Backed Securities  |
| GNHF RF 725891 H     | 2064-02-20      | 5.2000%  | 0.0000% | $45.52             | $45.64             | Agency Mortgage-Backed Securities  |
| GNHF RF 725893 H     | 2064-09-20      | 5.2000%  | 0.0000% | $34.45             | $34.54             | Agency Mortgage-Backed Securities  |
| GNII SF 737769 C     | 2033-05-20      | 6.5000%  | 0.0000% | $1457.78           | $1492.24           | Agency Mortgage-Backed Securities  |
| GNII SF 536606 C     | 2030-02-20      | 6.5000%  | 0.0000% | $74.61             | $75.91             | Agency Mortgage-Backed Securities  |
| GNAR AR 080095 M     | 2027-07-20      | 4.6250%  | 0.0000% | $70.93             | $71.51             | Agency Mortgage-Backed Securities  |
| GNAR AT 082855 M     | 2041-06-20      | 5.6250%  | 0.0000% | $4477.81           | $4508.62           | Agency Mortgage-Backed Securities  |
| GNII AP 784449 M     | 2044-09-20      | 4.5000%  | 0.0000% | $184.40            | $182.20            | Agency Mortgage-Backed Securities  |
| GNII SP 784106 M     | 2046-01-20      | 3.5000%  | 0.0000% | $106.30            | $99.54             | Agency Mortgage-Backed Securities  |
| GNII SP 784825 C     | 2049-10-20      | 3.5000%  | 0.0000% | $42.86             | $39.31             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0762 | 2037-04-01      | 2.5000%  | 0.0000% | $4050.21           | $3812.43           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB0921 | 2038-07-01      | 3.5000%  | 0.0000% | $742.20            | $720.46            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB1180 | 2039-05-01      | 6.0000%  | 0.0000% | $725.14            | $753.15            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB8037 | 2035-03-01      | 3.5000%  | 0.0000% | $1522.31           | $1484.87           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6406 | 2045-12-01      | 4.0000%  | 0.0000% | $177.19            | $171.19            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6408 | 2046-01-01      | 3.5000%  | 0.0000% | $928.56            | $876.37            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6675 | 2046-02-01      | 4.0000%  | 0.0000% | $485.15            | $468.83            | Agency Mortgage-Backed Securities  |
| FMAR 2B1569 G        | 2043-08-01      | 6.3500%  | 0.0000% | $1163.68           | $1195.02           | Agency Mortgage-Backed Securities  |
| FMAR 2B3360 G        | 2044-11-01      | 6.7480%  | 0.0000% | $3126.34           | $3235.15           | Agency Mortgage-Backed Securities  |
| FMAR 2B3957 G        | 2042-07-01      | 6.5870%  | 0.0000% | $209370.85         | $218210.11         | Agency Mortgage-Backed Securities  |
| FMAR 2B4849 G        | 2045-10-01      | 3.1220%  | 0.0000% | $652235.80         | $670895.57         | Agency Mortgage-Backed Securities  |
| FMAR 2B5033 G        | 2046-01-01      | 2.7820%  | 0.0000% | $5790.92           | $5908.98           | Agency Mortgage-Backed Securities  |
| FMAR 2B5201 G        | 2046-03-01      | 6.5000%  | 0.0000% | $8085.66           | $8394.83           | Agency Mortgage-Backed Securities  |
| FMAR 2B5188 G        | 2046-03-01      | 2.8710%  | 0.0000% | $5015.51           | $5088.68           | Agency Mortgage-Backed Securities  |
| FMAR 2B6174 G        | 2047-06-01      | 3.0840%  | 0.0000% | $17272.22          | $17077.95          | Agency Mortgage-Backed Securities  |
| FMAR 2B6154 G        | 2047-06-01      | 6.3800%  | 0.0000% | $27371.32          | $28356.12          | Agency Mortgage-Backed Securities  |
| FMAR 2B6311 G        | 2047-07-01      | 6.2650%  | 0.0000% | $4315.05           | $4461.19           | Agency Mortgage-Backed Securities  |
| FMAR 2B6384 G        | 2047-08-01      | 6.3650%  | 0.0000% | $7248.78           | $7511.08           | Agency Mortgage-Backed Securities  |
| FMAR 2B6451 G        | 2047-08-01      | 6.3900%  | 0.0000% | $19206.40          | $19923.27          | Agency Mortgage-Backed Securities  |
| FMAR 2B6628 G        | 2047-11-01      | 6.5670%  | 0.0000% | $20164.97          | $20858.65          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9153 | 2054-09-01      | 6.0000%  | 0.0000% | $179235.69         | $186520.43         | Agency Mortgage-Backed Securities  |
| 5 1/4 BOND 29        | 2029-02-15      | 5.2500%  | 0.0000% | $1000.00           | $1058.81           | U.S. Treasuries (including strips) |
| 5 BOND 37            | 2037-05-15      | 5.0000%  | 0.0000% | $200.00            | $218.31            | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  | 0.0000% | $100.00            | $102.45            | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 42        | 2042-02-15      | 0.7500%  | 0.0000% | $142.95            | $113.65            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  | 0.0000% | $2000.00           | $2091.56           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  | 0.0000% | $100.00            | $102.66            | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  | 0.0000% | $200.00            | $202.43            | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  | 0.0000% | $2400.00           | $1695.05           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  | 0.0000% | $100.00            | $100.91            | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 26      | 2026-05-15      | 1.6250%  | 0.0000% | $73807800.00       | $73258651.52       | U.S. Treasuries (including strips) |

### Security 344: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.180000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 981ZCP008, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395, C.5 - Other ID: 981ZCP008_4.18_1002
- **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:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 03.000 CTZA2497 | 2038-02-01      | 3.0000%  | 0.0000% | $7456.48           | $7049.18           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZA5103 | 2047-12-01      | 3.5000%  | 0.0000% | $16112.61          | $15033.96          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL5548 | 2038-05-01      | 6.6180%  | 0.0000% | $13357.78          | $13909.18          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL7231 | 2045-08-01      | 3.5000%  | 0.0000% | $183.63            | $173.69            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL9012 | 2046-09-01      | 6.3410%  | 0.0000% | $114472.39         | $118803.89         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN6754 | 2037-09-01      | 3.1700%  | 0.0000% | $344766.00         | $303398.43         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN9573 | 2048-07-01      | 4.0400%  | 0.0000% | $20462.24          | $18230.11          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5897 | 2053-03-01      | 5.0000%  | 0.0000% | $38626.23          | $38720.20          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB6012 | 2053-04-01      | 4.0000%  | 0.0000% | $314324.29         | $297857.22         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6080 | 2053-04-01      | 5.5000%  | 0.0000% | $2060458.08        | $2107406.77        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY7446 | 2055-06-01      | 5.0000%  | 0.0000% | $99999.68          | $99738.46          | Agency Mortgage-Backed Securities |
| GNII SF AL9364 C     | 2045-03-20      | 3.5000%  | 0.0000% | $4307.13           | $3969.97           | Agency Mortgage-Backed Securities |
| GNII SF CR3025 C     | 2052-12-20      | 5.5000%  | 0.0000% | $2522.83           | $2563.73           | Agency Mortgage-Backed Securities |
| GNII SF CR9210 C     | 2053-01-20      | 5.5000%  | 0.0000% | $3350.39           | $3412.71           | Agency Mortgage-Backed Securities |
| GNII SF CT2648 C     | 2053-06-20      | 6.5000%  | 0.0000% | $775936.26         | $816287.36         | Agency Mortgage-Backed Securities |
| GNII SF CV1213 C     | 2053-08-20      | 7.0000%  | 0.0000% | $135.86            | $140.48            | Agency Mortgage-Backed Securities |
| GNII SF CV6207 C     | 2053-07-20      | 7.0000%  | 0.0000% | $1956.38           | $2080.41           | Agency Mortgage-Backed Securities |
| GNII SF CY3694 C     | 2053-11-20      | 7.0000%  | 0.0000% | $260.53            | $271.99            | Agency Mortgage-Backed Securities |
| GNII SF CZ1338 C     | 2054-04-20      | 6.5000%  | 0.0000% | $1157566.41        | $1247238.57        | Agency Mortgage-Backed Securities |
| GNII SF CZ1439 C     | 2054-05-20      | 7.0000%  | 0.0000% | $668.85            | $698.14            | Agency Mortgage-Backed Securities |
| GNII SF CZ1486 C     | 2054-05-20      | 7.0000%  | 0.0000% | $2177143.05        | $2309835.32        | Agency Mortgage-Backed Securities |
| GNII SF CZ4781 C     | 2054-01-20      | 7.5000%  | 0.0000% | $1057.46           | $1099.16           | Agency Mortgage-Backed Securities |
| GNII SF CZ8986 C     | 2054-03-20      | 6.0000%  | 0.0000% | $2947.77           | $3076.70           | Agency Mortgage-Backed Securities |
| GNII SF DA5250 C     | 2054-05-20      | 7.0000%  | 0.0000% | $737.71            | $770.02            | Agency Mortgage-Backed Securities |
| GNII SF DA9485 C     | 2054-05-20      | 7.0000%  | 0.0000% | $910312.07         | $953051.12         | Agency Mortgage-Backed Securities |
| GNII SF DA9714 C     | 2054-05-20      | 6.5000%  | 0.0000% | $1277465.01        | $1356335.84        | Agency Mortgage-Backed Securities |
| GNII SF DB0503 C     | 2054-05-20      | 6.5000%  | 0.0000% | $4893769.81        | $5112189.09        | Agency Mortgage-Backed Securities |
| GNII SF DB1839 C     | 2054-03-20      | 7.0000%  | 0.0000% | $1473.67           | $1543.00           | Agency Mortgage-Backed Securities |
| GNII SF DB3625 C     | 2054-04-20      | 7.0000%  | 0.0000% | $1733.22           | $1817.97           | Agency Mortgage-Backed Securities |
| GNII SF DB4732 C     | 2054-05-20      | 7.5000%  | 0.0000% | $670220.58         | $696648.49         | Agency Mortgage-Backed Securities |
| GNII SF DB6117 C     | 2054-05-20      | 7.0000%  | 0.0000% | $945157.59         | $982891.96         | Agency Mortgage-Backed Securities |
| GNII SF DB9877 C     | 2054-04-20      | 6.5000%  | 0.0000% | $2941.58           | $3072.13           | Agency Mortgage-Backed Securities |
| GNII SF DB9981 C     | 2054-05-20      | 8.0000%  | 0.0000% | $1125983.50        | $1253732.46        | Agency Mortgage-Backed Securities |
| GNII SF DB9982 C     | 2054-05-20      | 8.0000%  | 0.0000% | $1074335.27        | $1202110.74        | Agency Mortgage-Backed Securities |
| GNII SF DB9983 C     | 2054-05-20      | 8.0000%  | 0.0000% | $2123013.62        | $2366466.91        | Agency Mortgage-Backed Securities |
| GNII SF DB9984 C     | 2054-05-20      | 8.0000%  | 0.0000% | $1011636.48        | $1127684.79        | Agency Mortgage-Backed Securities |
| GNII SF DC0526 C     | 2054-09-20      | 7.0000%  | 0.0000% | $613.71            | $640.65            | Agency Mortgage-Backed Securities |
| GNII SF DC1676 C     | 2054-05-20      | 7.0000%  | 0.0000% | $1056687.79        | $1110785.86        | Agency Mortgage-Backed Securities |
| GNII SF DC1603 C     | 2054-05-20      | 7.0000%  | 0.0000% | $992414.62         | $1043314.46        | Agency Mortgage-Backed Securities |
| GNII SF DC1627 C     | 2054-05-20      | 7.0000%  | 0.0000% | $952229.95         | $995391.57         | Agency Mortgage-Backed Securities |
| GNII SF DC1840 C     | 2054-09-20      | 7.0000%  | 0.0000% | $999475.59         | $1044650.78        | Agency Mortgage-Backed Securities |
| GNII SF DC4641 C     | 2054-05-20      | 6.5000%  | 0.0000% | $1093749.45        | $1163050.63        | Agency Mortgage-Backed Securities |
| GNII SF DC4705 C     | 2054-05-20      | 7.0000%  | 0.0000% | $887238.07         | $938479.52         | Agency Mortgage-Backed Securities |
| GNII SF DC4725 C     | 2054-05-20      | 7.5000%  | 0.0000% | $2269379.02        | $2428384.57        | Agency Mortgage-Backed Securities |
| GNII SF DC4727 C     | 2054-05-20      | 7.5000%  | 0.0000% | $2404217.50        | $2572673.00        | Agency Mortgage-Backed Securities |
| GNII SF DC4728 C     | 2054-05-20      | 7.5000%  | 0.0000% | $3552505.01        | $3801417.20        | Agency Mortgage-Backed Securities |
| GNII SF DC7433 C     | 2054-08-20      | 6.5000%  | 0.0000% | $657291.88         | $695075.71         | Agency Mortgage-Backed Securities |
| GNII SF DD4298 C     | 2054-11-20      | 5.0000%  | 0.0000% | $1095821.07        | $1097711.12        | Agency Mortgage-Backed Securities |
| GNII SF DD6896 C     | 2054-08-20      | 6.5000%  | 0.0000% | $2019.38           | $2109.02           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA6665 | 2052-02-01      | 3.0000%  | 0.0000% | $7233.64           | $6393.72           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI9014 | 2054-07-01      | 6.5000%  | 0.0000% | $522760.64         | $543849.90         | Agency Mortgage-Backed Securities |
| FMIN 07/15/2028 F    | 2028-07-15      | 0.0000%  | 0.0000% | $8000.00           | $7195.46           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBW5074 | 2053-01-01      | 3.0000%  | 0.0000% | $106344.26         | $93883.55          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW8874 | 2052-09-01      | 4.0000%  | 0.0000% | $332198.99         | $315068.22         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBW9708 | 2052-11-01      | 5.1060%  | 0.0000% | $5307.69           | $5401.65           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ0972 | 2034-05-01      | 5.3300%  | 0.0000% | $1000.00           | $1060.25           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ2050 | 2034-10-01      | 4.1900%  | 0.0000% | $1100.00           | $1080.98           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ2074 | 2034-10-01      | 4.4200%  | 0.0000% | $1981.00           | $1981.50           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3525 | 2032-05-01      | 4.8300%  | 0.0000% | $34278.00          | $35288.13          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ2923 | 2032-02-01      | 4.4300%  | 0.0000% | $11300.00          | $11423.37          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4479 | 2032-08-01      | 4.6300%  | 0.0000% | $127810.00         | $130338.17         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4485 | 2032-09-01      | 4.5200%  | 0.0000% | $1221848.00        | $1234499.15        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3705 | 2032-05-01      | 4.7900%  | 0.0000% | $107902.00         | $110819.09         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3952 | 2032-06-01      | 4.5100%  | 0.0000% | $2193600.00        | $2216630.73        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3987 | 2032-06-01      | 4.9100%  | 0.0000% | $299506.00         | $308821.32         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4070 | 2032-06-01      | 4.8650%  | 0.0000% | $1000.00           | $1031.39           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4081 | 2032-06-01      | 4.7400%  | 0.0000% | $133690.00         | $136910.77         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4642 | 2032-08-01      | 4.5900%  | 0.0000% | $1460010.00        | $1482481.74        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4845 | 2032-09-01      | 4.7350%  | 0.0000% | $1556352.00        | $1593547.73        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4891 | 2032-09-01      | 4.8000%  | 0.0000% | $1000.00           | $1028.63           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4958 | 2030-09-01      | 4.1800%  | 0.0000% | $1000.00           | $1004.15           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0833 | 2047-12-01      | 3.5000%  | 0.0000% | $448.31            | $418.60            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5297 | 2054-03-01      | 6.5000%  | 0.0000% | $438305.80         | $455319.13         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4512 | 2052-01-01      | 2.5000%  | 0.0000% | $163523.90         | $138830.63         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4548 | 2052-02-01      | 2.5000%  | 0.0000% | $2347.31           | $1991.42           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4567 | 2037-03-01      | 2.0000%  | 0.0000% | $27942.62          | $25694.31          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  | 0.0000% | $12350.86          | $11731.00          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4768 | 2052-09-01      | 2.5000%  | 0.0000% | $145083.05         | $123222.21         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5026 | 2053-04-01      | 3.5000%  | 0.0000% | $2586.70           | $2375.85           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5106 | 2053-08-01      | 5.0000%  | 0.0000% | $3342.39           | $3343.08           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2166 | 2048-08-01      | 4.5000%  | 0.0000% | $11316.14          | $11229.85          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3866 | 2049-07-01      | 3.5000%  | 0.0000% | $4043.39           | $3754.43           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3872 | 2049-07-01      | 3.5000%  | 0.0000% | $9602.84           | $8918.53           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7257 | 2050-10-01      | 2.5000%  | 0.0000% | $41555.05          | $35848.46          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2870 | 2052-02-01      | 2.5000%  | 0.0000% | $797.45            | $678.28            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAE0826 | 2041-01-01      | 4.5000%  | 0.0000% | $34.72             | $34.92             | Agency Mortgage-Backed Securities |
| GNII SF BS7621 C     | 2050-06-20      | 3.0000%  | 0.0000% | $686.40            | $608.86            | Agency Mortgage-Backed Securities |
| GNII SF BT1888 C     | 2050-12-20      | 2.5000%  | 0.0000% | $66915.37          | $57339.37          | Agency Mortgage-Backed Securities |
| GNII SF BX2402 C     | 2050-10-20      | 2.5000%  | 0.0000% | $11000681.23       | $9514751.99        | Agency Mortgage-Backed Securities |
| GNII SF BX3552 C     | 2050-09-20      | 4.0000%  | 0.0000% | $69749.64          | $65894.52          | Agency Mortgage-Backed Securities |
| GNII SF BX4947 C     | 2050-09-20      | 3.5000%  | 0.0000% | $432.79            | $400.77            | Agency Mortgage-Backed Securities |
| GNII SF CB1024 C     | 2051-02-20      | 2.5000%  | 0.0000% | $708.17            | $601.58            | Agency Mortgage-Backed Securities |
| GNII SF CB4539 C     | 2051-03-20      | 3.5000%  | 0.0000% | $72677.01          | $66982.66          | Agency Mortgage-Backed Securities |
| GNII SF CD7215 C     | 2051-05-20      | 2.5000%  | 0.0000% | $2745224.98        | $2332024.40        | Agency Mortgage-Backed Securities |
| GNII SF CH7881 C     | 2051-10-20      | 3.0000%  | 0.0000% | $1319.04           | $1209.97           | Agency Mortgage-Backed Securities |
| GNII SF CJ2896 C     | 2051-11-20      | 2.5000%  | 0.0000% | $912.41            | $775.07            | Agency Mortgage-Backed Securities |
| GNII SF CL1818 C     | 2052-02-20      | 3.5000%  | 0.0000% | $972867.10         | $897683.39         | Agency Mortgage-Backed Securities |
| GNII SF CL1819 C     | 2052-02-20      | 3.5000%  | 0.0000% | $739.46            | $682.03            | Agency Mortgage-Backed Securities |
| GNII SF CL3693 C     | 2052-03-20      | 4.0000%  | 0.0000% | $11981.14          | $11360.39          | Agency Mortgage-Backed Securities |
| GNII SF CL4915 C     | 2052-03-20      | 3.5000%  | 0.0000% | $898773.75         | $815559.39         | Agency Mortgage-Backed Securities |
| GNII SF CL5523 C     | 2052-04-20      | 3.0000%  | 0.0000% | $703.75            | $622.48            | Agency Mortgage-Backed Securities |
| GNII SF CL7352 C     | 2052-03-20      | 3.7500%  | 0.0000% | $1064195.14        | $1004303.12        | Agency Mortgage-Backed Securities |
| GNII SF CM0457 C     | 2052-06-20      | 4.5000%  | 0.0000% | $574.73            | $560.75            | Agency Mortgage-Backed Securities |
| GNII SF AD1755 C     | 2043-02-20      | 3.5000%  | 0.0000% | $1193.86           | $1100.48           | Agency Mortgage-Backed Securities |
| GNII SF AE8491 C     | 2044-07-20      | 4.0000%  | 0.0000% | $125293.70         | $120446.37         | Agency Mortgage-Backed Securities |
| GNII SP 788186 C     | 2055-09-20      | 5.5000%  | 0.0000% | $30601414.00       | $30926234.41       | Agency Mortgage-Backed Securities |
| GNII SP 787913 C     | 2055-04-20      | 5.5000%  | 0.0000% | $80336253.79       | $81840032.46       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFA0469 | 2053-01-01      | 7.0000%  | 0.0000% | $70000.38          | $73797.13          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2246 | 2055-07-01      | 5.5000%  | 0.0000% | $90241.98          | $92586.61          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  | 0.0000% | $10792.44          | $10382.76          | Agency Mortgage-Backed Securities |
| FMAR 8B0379 G        | 2054-10-01      | 5.4780%  | 0.0000% | $21584.32          | $21984.95          | Agency Mortgage-Backed Securities |
| GNII SF DF2725 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1031564.46        | $1078148.77        | Agency Mortgage-Backed Securities |
| GNII SF DF5139 C     | 2054-10-20      | 6.5000%  | 0.0000% | $378979.25         | $400006.58         | Agency Mortgage-Backed Securities |
| GNII SF DF9469 C     | 2054-11-20      | 7.0000%  | 0.0000% | $765487.93         | $799013.92         | Agency Mortgage-Backed Securities |
| GNII SF DG1748 C     | 2055-03-20      | 7.0000%  | 0.0000% | $994.91            | $1038.62           | Agency Mortgage-Backed Securities |
| GNII SF DG2280 C     | 2054-12-20      | 7.0000%  | 0.0000% | $2004.26           | $2131.34           | Agency Mortgage-Backed Securities |
| GNII SF DG4485 C     | 2054-12-20      | 6.5000%  | 0.0000% | $992.83            | $1039.51           | Agency Mortgage-Backed Securities |
| GNII SF DG4180 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1004.17           | $1048.15           | Agency Mortgage-Backed Securities |
| GNII SF DG7403 C     | 2055-01-20      | 7.0000%  | 0.0000% | $2004.35           | $2141.45           | Agency Mortgage-Backed Securities |
| GNII SF DH0400 C     | 2055-02-20      | 7.0000%  | 0.0000% | $499678.63         | $522520.38         | Agency Mortgage-Backed Securities |
| GNII SF DH8018 C     | 2055-02-20      | 7.0000%  | 0.0000% | $3007.28           | $3168.46           | Agency Mortgage-Backed Securities |
| GNII SF DJ2705 C     | 2055-05-20      | 7.0000%  | 0.0000% | $996.46            | $1043.30           | Agency Mortgage-Backed Securities |
| GNII SF DJ6110 C     | 2055-04-20      | 7.0000%  | 0.0000% | $996.27            | $1057.19           | Agency Mortgage-Backed Securities |
| GNII SF DJ6662 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1315140.05        | $1426277.13        | Agency Mortgage-Backed Securities |
| GNII SF DJ6741 C     | 2055-04-20      | 7.0000%  | 0.0000% | $993.47            | $1071.31           | Agency Mortgage-Backed Securities |
| GNII SF DJ8575 C     | 2055-06-20      | 6.0000%  | 0.0000% | $999.20            | $1031.73           | Agency Mortgage-Backed Securities |
| GNII SF DK0088 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1012509.26        | $1038076.70        | Agency Mortgage-Backed Securities |
| GNII SF DK0104 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1996.06           | $2085.12           | Agency Mortgage-Backed Securities |
| GNII SF DK0449 C     | 2055-05-20      | 7.0000%  | 0.0000% | $997.15            | $1040.96           | Agency Mortgage-Backed Securities |
| GNII SF DK6022 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1996.85           | $2085.94           | Agency Mortgage-Backed Securities |
| GNII SF DK6613 C     | 2055-06-20      | 5.0000%  | 0.0000% | $228431.79         | $229178.94         | Agency Mortgage-Backed Securities |
| GNHA RM DK8565 H     | 2075-07-20      | 5.7470%  | 0.0000% | $2333.07           | $2502.54           | Agency Mortgage-Backed Securities |
| GNII SF DK9460 C     | 2055-07-20      | 5.5000%  | 0.0000% | $996.58            | $1018.73           | Agency Mortgage-Backed Securities |
| GNII SF DL4179 C     | 2055-07-20      | 5.5000%  | 0.0000% | $997.23            | $1019.95           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  | 0.0000% | $756.98            | $700.91            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8172 | 2051-10-01      | 2.0000%  | 0.0000% | $2341.44           | $1906.27           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8221 | 2052-06-01      | 3.5000%  | 0.0000% | $808.54            | $743.67            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8205 | 2052-04-01      | 2.5000%  | 0.0000% | $68712.85          | $58401.73          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  | 0.0000% | $94975.59          | $80457.99          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4579 | 2050-10-01      | 2.5000%  | 0.0000% | $105051.48         | $89814.17          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7136 | 2050-01-01      | 3.5000%  | 0.0000% | $438.82            | $410.57            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7460 | 2051-03-01      | 4.0000%  | 0.0000% | $12164.63          | $11699.54          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS3325 | 2037-04-01      | 2.0000%  | 0.0000% | $8176.17           | $7578.99           | Agency Mortgage-Backed Securities |
| GNII SF AC0071 C     | 2042-10-20      | 3.5000%  | 0.0000% | $231.18            | $216.66            | Agency Mortgage-Backed Securities |
| GNII SF MA0852 M     | 2043-03-20      | 3.5000%  | 0.0000% | $96.18             | $91.44             | Agency Mortgage-Backed Securities |
| GNII SF MA0859 M     | 2038-11-20      | 7.0000%  | 0.0000% | $1676.86           | $1755.96           | Agency Mortgage-Backed Securities |
| GNII SF MA0153 M     | 2042-06-20      | 3.0000%  | 0.0000% | $331.92            | $307.37            | Agency Mortgage-Backed Securities |
| GNII SF MA0158 M     | 2042-06-20      | 5.5000%  | 0.0000% | $1589.40           | $1650.03           | Agency Mortgage-Backed Securities |
| GNII SF MA1012 M     | 2043-05-20      | 3.5000%  | 0.0000% | $107.23            | $102.02            | Agency Mortgage-Backed Securities |
| GNII SF MA1523 M     | 2043-12-20      | 4.5000%  | 0.0000% | $189.28            | $188.96            | Agency Mortgage-Backed Securities |
| GNII SF MA2678 M     | 2045-03-20      | 3.5000%  | 0.0000% | $80.88             | $75.92             | Agency Mortgage-Backed Securities |
| GNII SF MA2223 M     | 2044-09-20      | 3.5000%  | 0.0000% | $114.28            | $107.87            | Agency Mortgage-Backed Securities |
| GNII SF MA2224 M     | 2044-09-20      | 4.0000%  | 0.0000% | $46105.26          | $44578.36          | Agency Mortgage-Backed Securities |
| GNII SF MA2303 M     | 2044-10-20      | 3.5000%  | 0.0000% | $78.90             | $74.21             | Agency Mortgage-Backed Securities |
| GNII SF MA2304 M     | 2044-10-20      | 4.0000%  | 0.0000% | $68.28             | $65.99             | Agency Mortgage-Backed Securities |
| GNII SF MA2450 M     | 2038-02-20      | 6.0000%  | 0.0000% | $4199.17           | $4428.07           | Agency Mortgage-Backed Securities |
| GNII SF MA3520 M     | 2046-03-20      | 3.0000%  | 0.0000% | $568623.79         | $518598.36         | Agency Mortgage-Backed Securities |
| GNII SF MA3597 M     | 2046-04-20      | 3.5000%  | 0.0000% | $113.18            | $105.97            | Agency Mortgage-Backed Securities |
| GNII SF MA3599 M     | 2046-04-20      | 4.5000%  | 0.0000% | $113084.92         | $112613.93         | Agency Mortgage-Backed Securities |
| GNII SF MA2757 M     | 2045-03-20      | 5.0000%  | 0.0000% | $197207.08         | $201977.08         | Agency Mortgage-Backed Securities |
| GNII SF MA2754 M     | 2045-04-20      | 3.5000%  | 0.0000% | $79.43             | $74.59             | Agency Mortgage-Backed Securities |
| GNII SF MA2892 M     | 2045-06-20      | 3.5000%  | 0.0000% | $98869.89          | $92655.86          | Agency Mortgage-Backed Securities |
| GNII SF MA2894 M     | 2045-06-20      | 4.5000%  | 0.0000% | $81078.03          | $80857.01          | Agency Mortgage-Backed Securities |
| GNII SF MA3108 M     | 2045-09-20      | 5.0000%  | 0.0000% | $161.21            | $165.51            | Agency Mortgage-Backed Securities |
| GNII SF MA3173 M     | 2045-10-20      | 3.5000%  | 0.0000% | $499.17            | $467.59            | Agency Mortgage-Backed Securities |
| GNII SF MA3377 M     | 2046-01-20      | 4.0000%  | 0.0000% | $1097634.94        | $1058472.67        | Agency Mortgage-Backed Securities |
| GNII SF MA3430 M     | 2031-02-20      | 4.0000%  | 0.0000% | $114545.85         | $113547.04         | Agency Mortgage-Backed Securities |
| GNII SF MA3455 M     | 2046-02-20      | 4.0000%  | 0.0000% | $454038.25         | $438119.31         | Agency Mortgage-Backed Securities |
| GNII SF MA3458 M     | 2046-02-20      | 5.5000%  | 0.0000% | $88.67             | $92.06             | Agency Mortgage-Backed Securities |
| GNII SF MA4382 M     | 2047-04-20      | 3.5000%  | 0.0000% | $126.05            | $116.71            | Agency Mortgage-Backed Securities |
| GNII SF MA3664 M     | 2046-05-20      | 4.0000%  | 0.0000% | $97.90             | $94.39             | Agency Mortgage-Backed Securities |
| GNII SF MA3665 M     | 2046-04-20      | 4.5000%  | 0.0000% | $76.50             | $76.24             | Agency Mortgage-Backed Securities |
| GNII SF MA3666 M     | 2046-05-20      | 5.0000%  | 0.0000% | $1320.11           | $1355.30           | Agency Mortgage-Backed Securities |
| GNII SF DM8551 C     | 2055-08-20      | 7.5000%  | 0.0000% | $385270.00         | $402435.58         | Agency Mortgage-Backed Securities |
| GNII SF MB0145 M     | 2055-01-20      | 4.5000%  | 0.0000% | $1960.00           | $1911.19           | Agency Mortgage-Backed Securities |
| GNII SF MB0308 M     | 2055-04-20      | 5.5000%  | 0.0000% | $525464.84         | $532022.41         | Agency Mortgage-Backed Securities |
| GNII SF MB0367 M     | 2055-05-20      | 6.0000%  | 0.0000% | $205594.54         | $210264.07         | Agency Mortgage-Backed Securities |
| GNII SF MB0484 M     | 2055-07-20      | 5.0000%  | 0.0000% | $1995.77           | $1995.93           | Agency Mortgage-Backed Securities |
| GNII SF MB0487 M     | 2055-07-20      | 6.5000%  | 0.0000% | $1990.45           | $2058.65           | Agency Mortgage-Backed Securities |
| GNII SF DI1447 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1989.58           | $2098.99           | Agency Mortgage-Backed Securities |
| GNII SF DI1450 C     | 2055-04-20      | 7.0000%  | 0.0000% | $996.09            | $1049.65           | Agency Mortgage-Backed Securities |
| GNII SF DI2082 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1991.52           | $2080.15           | Agency Mortgage-Backed Securities |
| GNII SF DI4012 C     | 2055-05-20      | 6.0000%  | 0.0000% | $44312.49          | $45931.06          | Agency Mortgage-Backed Securities |
| GNII SF DI5735 C     | 2055-03-20      | 7.0000%  | 0.0000% | $96285.38          | $102409.32         | Agency Mortgage-Backed Securities |
| GNII SF DI5736 C     | 2055-03-20      | 5.5000%  | 0.0000% | $1057373.42        | $1077206.10        | Agency Mortgage-Backed Securities |
| GNII SF DI6744 C     | 2055-04-20      | 6.0000%  | 0.0000% | $579399.10         | $600991.76         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8469 | 2054-10-01      | 5.5000%  | 0.0000% | $907.17            | $919.51            | Agency Mortgage-Backed Securities |
| FKAR 04.750 WAWA3430 | 2043-02-01      | 4.7500%  | 0.0000% | $20733.72          | $20210.97          | Agency Mortgage-Backed Securities |
| FKAR 04.070 WNWN1258 | 2035-06-01      | 4.0700%  | 0.0000% | $1318936.00        | $1275088.78        | Agency Mortgage-Backed Securities |
| GNII SF MA3736 M     | 2046-06-20      | 3.5000%  | 0.0000% | $353.87            | $331.12            | Agency Mortgage-Backed Securities |
| GNII SF MA3937 M     | 2046-09-20      | 3.5000%  | 0.0000% | $1236991.85        | $1156952.84        | Agency Mortgage-Backed Securities |
| GNII SF MA4069 M     | 2046-11-20      | 3.5000%  | 0.0000% | $988.74            | $924.36            | Agency Mortgage-Backed Securities |
| GNII SF MA4195 M     | 2047-01-20      | 3.0000%  | 0.0000% | $68826.40          | $62624.91          | Agency Mortgage-Backed Securities |
| GNII SF MA4264 M     | 2047-02-20      | 4.5000%  | 0.0000% | $194.71            | $194.08            | Agency Mortgage-Backed Securities |
| GNII SF MA5329 M     | 2048-07-20      | 3.5000%  | 0.0000% | $112657.84         | $104822.31         | Agency Mortgage-Backed Securities |
| GNII SF MA5330 M     | 2048-07-20      | 4.0000%  | 0.0000% | $380.32            | $365.36            | Agency Mortgage-Backed Securities |
| GNII SF MA5331 M     | 2048-06-20      | 4.5000%  | 0.0000% | $353.34            | $351.01            | Agency Mortgage-Backed Securities |
| GNII SF MA5397 M     | 2048-08-20      | 3.5000%  | 0.0000% | $1149499.91        | $1072954.07        | Agency Mortgage-Backed Securities |
| GNII SF MA5398 M     | 2048-08-20      | 4.0000%  | 0.0000% | $276884.17         | $265858.42         | Agency Mortgage-Backed Securities |
| GNII SF MA4511 M     | 2047-06-20      | 4.0000%  | 0.0000% | $205.02            | $197.13            | Agency Mortgage-Backed Securities |
| GNII SF MA4587 M     | 2047-07-20      | 4.0000%  | 0.0000% | $102.29            | $98.35             | Agency Mortgage-Backed Securities |
| GNII SF MA4654 M     | 2047-08-20      | 4.5000%  | 0.0000% | $183.86            | $182.87            | Agency Mortgage-Backed Securities |
| GNII SF MA4718 M     | 2047-09-20      | 3.0000%  | 0.0000% | $3241.22           | $2949.29           | Agency Mortgage-Backed Securities |
| GNII SF MA4720 M     | 2047-09-20      | 4.0000%  | 0.0000% | $112.88            | $108.53            | Agency Mortgage-Backed Securities |
| GNII SF MA4778 M     | 2047-10-20      | 3.5000%  | 0.0000% | $133.91            | $125.00            | Agency Mortgage-Backed Securities |
| GNII SF MA4900 M     | 2047-12-20      | 3.5000%  | 0.0000% | $2261.29           | $2119.57           | Agency Mortgage-Backed Securities |
| GNII SF MA5019 M     | 2048-02-20      | 3.5000%  | 0.0000% | $4427.96           | $4133.13           | Agency Mortgage-Backed Securities |
| GNII SF MA5078 M     | 2048-03-20      | 4.0000%  | 0.0000% | $190.65            | $183.31            | Agency Mortgage-Backed Securities |
| GNII SF MA5079 M     | 2048-03-20      | 4.5000%  | 0.0000% | $179.40            | $178.87            | Agency Mortgage-Backed Securities |
| GNII SF MA5136 M     | 2048-04-20      | 3.5000%  | 0.0000% | $2862.80           | $2668.79           | Agency Mortgage-Backed Securities |
| GNII SF MA5137 M     | 2048-04-20      | 4.0000%  | 0.0000% | $467.20            | $448.06            | Agency Mortgage-Backed Securities |
| GNII SF MA5191 M     | 2048-05-20      | 3.5000%  | 0.0000% | $4267.83           | $3983.66           | Agency Mortgage-Backed Securities |
| GNII SF MA5194 M     | 2048-04-20      | 5.0000%  | 0.0000% | $224.59            | $228.65            | Agency Mortgage-Backed Securities |
| GNII SF MA5265 M     | 2048-05-20      | 4.5000%  | 0.0000% | $85.12             | $84.61             | Agency Mortgage-Backed Securities |
| GNII SF MA6219 M     | 2049-10-20      | 3.5000%  | 0.0000% | $390.02            | $362.72            | Agency Mortgage-Backed Securities |
| GNII SF MA6287 M     | 2049-10-20      | 5.0000%  | 0.0000% | $151.90            | $154.64            | Agency Mortgage-Backed Securities |
| GNII SF MA5465 M     | 2048-09-20      | 3.5000%  | 0.0000% | $351.60            | $327.77            | Agency Mortgage-Backed Securities |
| GNII SF MA5466 M     | 2048-09-20      | 4.0000%  | 0.0000% | $300.29            | $288.73            | Agency Mortgage-Backed Securities |
| GNII SF MA5467 M     | 2048-09-20      | 4.5000%  | 0.0000% | $1332.24           | $1323.38           | Agency Mortgage-Backed Securities |
| GNII SF MA5530 M     | 2048-10-20      | 5.0000%  | 0.0000% | $103077.18         | $105072.52         | Agency Mortgage-Backed Securities |
| GNII SF MA5594 M     | 2048-11-20      | 3.5000%  | 0.0000% | $994.32            | $925.65            | Agency Mortgage-Backed Securities |
| GNII SF MA5596 M     | 2048-11-20      | 4.5000%  | 0.0000% | $151.97            | $150.77            | Agency Mortgage-Backed Securities |
| GNII SF MA5653 M     | 2048-12-20      | 5.0000%  | 0.0000% | $147.94            | $150.69            | Agency Mortgage-Backed Securities |
| GNII SF MA5711 M     | 2049-01-20      | 4.5000%  | 0.0000% | $133.03            | $131.98            | Agency Mortgage-Backed Securities |
| GNII SF MA5762 M     | 2049-02-20      | 3.5000%  | 0.0000% | $222.96            | $207.36            | Agency Mortgage-Backed Securities |
| GNII SF MA5763 M     | 2049-02-20      | 4.0000%  | 0.0000% | $107.35            | $103.02            | Agency Mortgage-Backed Securities |
| GNII SF MA5766 M     | 2049-02-20      | 5.5000%  | 0.0000% | $168.87            | $173.80            | Agency Mortgage-Backed Securities |
| GNII SF MA5818 M     | 2049-03-20      | 4.5000%  | 0.0000% | $76.48             | $76.11             | Agency Mortgage-Backed Securities |
| GNII SF MA5819 M     | 2049-03-20      | 5.0000%  | 0.0000% | $207.40            | $210.89            | Agency Mortgage-Backed Securities |
| GNII SF MA5876 M     | 2049-04-20      | 4.0000%  | 0.0000% | $253.11            | $244.38            | Agency Mortgage-Backed Securities |
| GNII SF MA5878 M     | 2049-03-20      | 5.0000%  | 0.0000% | $274.96            | $280.16            | Agency Mortgage-Backed Securities |
| GNII SF MA5985 M     | 2049-06-20      | 3.5000%  | 0.0000% | $453.06            | $419.48            | Agency Mortgage-Backed Securities |
| GNII SF MA6039 M     | 2049-07-20      | 3.5000%  | 0.0000% | $236.77            | $219.20            | Agency Mortgage-Backed Securities |
| GNII SF MA6090 M     | 2049-08-20      | 3.5000%  | 0.0000% | $130.48            | $120.53            | Agency Mortgage-Backed Securities |
| GNII SF MA6154 M     | 2049-09-20      | 3.5000%  | 0.0000% | $1014.03           | $938.56            | Agency Mortgage-Backed Securities |
| GNII SF MA6157 M     | 2049-09-20      | 5.0000%  | 0.0000% | $249.47            | $253.98            | Agency Mortgage-Backed Securities |
| GNII SF MA7135 M     | 2051-01-20      | 2.0000%  | 0.0000% | $300798.63         | $250189.30         | Agency Mortgage-Backed Securities |
| GNII SF MA7136 M     | 2051-01-20      | 2.5000%  | 0.0000% | $938316.59         | $811891.46         | Agency Mortgage-Backed Securities |
| GNII SF MA7192 M     | 2051-02-20      | 2.0000%  | 0.0000% | $2756495.63        | $2292707.28        | Agency Mortgage-Backed Securities |
| GNII SF DI8243 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2994.84           | $3126.01           | Agency Mortgage-Backed Securities |
| FKAR 04.000 WNWN1590 | 2030-06-01      | 4.0000%  | 0.0000% | $1000.00           | $994.50            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0768 | 2055-10-01      | 6.0000%  | 0.0000% | $49924.00          | $51271.76          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODF0189 | 2055-09-01      | 5.5990%  | 0.0000% | $267000.00         | $271721.44         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBL5531 | 2027-01-01      | 2.3300%  | 0.0000% | $987.34            | $970.16            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM3844 | 2044-12-01      | 6.4130%  | 0.0000% | $128046.70         | $132843.70         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOCC0637 | 2055-06-01      | 3.8600%  | 0.0000% | $1528417.47        | $1494604.67        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOCC1076 | 2055-09-01      | 3.3830%  | 0.0000% | $3209536.00        | $3091807.63        | Agency Mortgage-Backed Securities |
| GNII SF MA6338 M     | 2049-12-20      | 3.0000%  | 0.0000% | $439.39            | $396.28            | Agency Mortgage-Backed Securities |
| GNII SF MA6413 M     | 2050-01-20      | 5.0000%  | 0.0000% | $57644.88          | $58685.18          | Agency Mortgage-Backed Securities |
| GNII SF MA6476 M     | 2050-02-20      | 4.0000%  | 0.0000% | $767.96            | $736.20            | Agency Mortgage-Backed Securities |
| GNII SF MA6477 M     | 2050-01-20      | 4.5000%  | 0.0000% | $131.74            | $130.54            | Agency Mortgage-Backed Securities |
| GNII SF MA6544 M     | 2049-07-20      | 4.5000%  | 0.0000% | $140.09            | $138.60            | Agency Mortgage-Backed Securities |
| GNII SF MA6547 M     | 2050-02-20      | 6.0000%  | 0.0000% | $55065.73          | $58128.94          | Agency Mortgage-Backed Securities |
| GNII SF MA6656 M     | 2050-05-20      | 3.0000%  | 0.0000% | $273.19            | $245.82            | Agency Mortgage-Backed Securities |
| GNII SF MA6770 M     | 2050-07-20      | 5.0000%  | 0.0000% | $71224.54          | $72801.93          | Agency Mortgage-Backed Securities |
| GNII SF MA6818 M     | 2050-08-20      | 2.0000%  | 0.0000% | $62991.37          | $52393.46          | Agency Mortgage-Backed Securities |
| GNII SF MA6865 M     | 2050-09-20      | 2.5000%  | 0.0000% | $2220.67           | $1921.44           | Agency Mortgage-Backed Securities |
| GNII SF MA6930 M     | 2050-10-20      | 2.0000%  | 0.0000% | $1961.03           | $1631.10           | Agency Mortgage-Backed Securities |
| GNII SF MA6994 M     | 2050-11-20      | 2.0000%  | 0.0000% | $6964.98           | $5793.13           | Agency Mortgage-Backed Securities |
| GNII SF MA6996 M     | 2050-11-20      | 3.0000%  | 0.0000% | $748.43            | $672.87            | Agency Mortgage-Backed Securities |
| GNII SF MA7051 M     | 2050-12-20      | 2.0000%  | 0.0000% | $59226.62          | $49188.37          | Agency Mortgage-Backed Securities |
| GNII SF MA7056 M     | 2050-11-20      | 4.5000%  | 0.0000% | $522.70            | $517.24            | Agency Mortgage-Backed Securities |
| GNII SF MA8046 M     | 2052-05-20      | 4.5000%  | 0.0000% | $1806065.35        | $1773960.73        | Agency Mortgage-Backed Securities |
| GNII SF MA8047 M     | 2052-05-20      | 5.0000%  | 0.0000% | $34330.43          | $34516.77          | Agency Mortgage-Backed Securities |
| GNII SF MA8048 M     | 2052-05-20      | 5.5000%  | 0.0000% | $73234.85          | $74645.40          | Agency Mortgage-Backed Securities |
| GNII SF MA7367 M     | 2051-05-20      | 2.5000%  | 0.0000% | $3600765.58        | $3113369.15        | Agency Mortgage-Backed Securities |
| GNII SF MA7418 M     | 2051-06-20      | 2.5000%  | 0.0000% | $2716112.42        | $2349284.84        | Agency Mortgage-Backed Securities |
| GNII SF MA7419 M     | 2051-06-20      | 3.0000%  | 0.0000% | $1902293.55        | $1708243.75        | Agency Mortgage-Backed Securities |
| GNII SF MA7420 M     | 2051-06-20      | 3.5000%  | 0.0000% | $532.90            | $492.18            | Agency Mortgage-Backed Securities |
| GNII SF MA7471 M     | 2051-07-20      | 2.0000%  | 0.0000% | $2046.26           | $1699.40           | Agency Mortgage-Backed Securities |
| GNII SF MA7472 M     | 2051-07-20      | 2.5000%  | 0.0000% | $667.93            | $577.72            | Agency Mortgage-Backed Securities |
| GNII SF MA7475 M     | 2051-07-20      | 4.0000%  | 0.0000% | $314853.89         | $301586.33         | Agency Mortgage-Backed Securities |
| GNII SF 003542 M     | 2034-04-20      | 4.5000%  | 0.0000% | $203169.43         | $203021.53         | Agency Mortgage-Backed Securities |
| GNII SF 003013 M     | 2030-12-20      | 8.5000%  | 0.0000% | $28.64             | $30.35             | Agency Mortgage-Backed Securities |
| GNII SF 003000 M     | 2030-11-20      | 8.0000%  | 0.0000% | $50.27             | $52.68             | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ4432 | 2054-09-01      | 6.5000%  | 0.0000% | $79092.60          | $82352.41          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CKBM6359 | 2050-02-01      | 3.5000%  | 0.0000% | $323932.11         | $294161.92         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBT7848 | 2052-07-01      | 3.5000%  | 0.0000% | $4158.20           | $3819.50           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2920 | 2047-03-01      | 3.0000%  | 0.0000% | $1235.42           | $1121.14           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4355 | 2051-06-01      | 2.0000%  | 0.0000% | $5244.09           | $4262.82           | Agency Mortgage-Backed Securities |
| GNII SF MA7533 M     | 2051-08-20      | 2.0000%  | 0.0000% | $91861.77          | $76404.11          | Agency Mortgage-Backed Securities |
| GNII SF MA7648 M     | 2051-10-20      | 2.0000%  | 0.0000% | $722.17            | $599.75            | Agency Mortgage-Backed Securities |
| GNII SF MA7706 M     | 2051-11-20      | 3.0000%  | 0.0000% | $1375.28           | $1234.98           | Agency Mortgage-Backed Securities |
| GNII SF MA7707 M     | 2051-11-20      | 3.5000%  | 0.0000% | $497933.75         | $459468.09         | Agency Mortgage-Backed Securities |
| GNII SF MA7773 M     | 2039-09-20      | 5.5000%  | 0.0000% | $71113.39          | $73487.69          | Agency Mortgage-Backed Securities |
| GNII SF MA7832 M     | 2052-01-20      | 5.0000%  | 0.0000% | $1029.95           | $1040.11           | Agency Mortgage-Backed Securities |
| GNII SF MA7860 M     | 2035-10-20      | 6.0000%  | 0.0000% | $53097.39          | $55766.35          | Agency Mortgage-Backed Securities |
| GNII SF MA7881 M     | 2052-02-20      | 2.5000%  | 0.0000% | $1489.57           | $1289.88           | Agency Mortgage-Backed Securities |
| GNII SF MA7936 M     | 2052-03-20      | 2.5000%  | 0.0000% | $743.71            | $644.01            | Agency Mortgage-Backed Securities |
| GNII SF MA7937 M     | 2052-03-20      | 3.0000%  | 0.0000% | $2205.19           | $1979.11           | Agency Mortgage-Backed Securities |
| GNII SF MA8874 M     | 2051-05-20      | 3.0000%  | 0.0000% | $4026956.37        | $3659845.61        | Agency Mortgage-Backed Securities |
| GNII SF MA8877 M     | 2053-05-20      | 4.5000%  | 0.0000% | $1198.60           | $1174.50           | Agency Mortgage-Backed Securities |
| GNII SF MA8155 M     | 2052-06-20      | 6.5000%  | 0.0000% | $86170.10          | $89597.61          | Agency Mortgage-Backed Securities |
| GNII SF MA8202 M     | 2052-08-20      | 5.0000%  | 0.0000% | $753.28            | $757.21            | Agency Mortgage-Backed Securities |
| GNII SF MA8318 M     | 2037-09-20      | 4.0000%  | 0.0000% | $278796.37         | $274500.46         | Agency Mortgage-Backed Securities |
| GNII SF MA8427 M     | 2052-11-20      | 4.5000%  | 0.0000% | $389355.43         | $382193.23         | Agency Mortgage-Backed Securities |
| GNII SF MA8432 M     | 2052-11-20      | 7.0000%  | 0.0000% | $372.72            | $386.95            | Agency Mortgage-Backed Securities |
| GNII SF MA8570 M     | 2053-01-20      | 5.5000%  | 0.0000% | $4027306.61        | $4103606.17        | Agency Mortgage-Backed Securities |
| GNII SF 003250 M     | 2032-06-20      | 6.5000%  | 0.0000% | $67.45             | $71.67             | Agency Mortgage-Backed Securities |
| GNII SF 004497 M     | 2039-07-20      | 5.5000%  | 0.0000% | $30.37             | $31.53             | Agency Mortgage-Backed Securities |
| GNII SF 004223 M     | 2038-08-20      | 6.5000%  | 0.0000% | $12.32             | $13.44             | Agency Mortgage-Backed Securities |
| GNII SF 005305 M     | 2042-02-20      | 4.0000%  | 0.0000% | $59511.79          | $57885.35          | Agency Mortgage-Backed Securities |
| GNII SF 004560 M     | 2039-10-20      | 5.5000%  | 0.0000% | $30.98             | $32.16             | Agency Mortgage-Backed Securities |
| GNII SF 004540 M     | 2039-09-20      | 4.5000%  | 0.0000% | $35.26             | $35.64             | Agency Mortgage-Backed Securities |
| GNII SF MA8726 M     | 2053-03-20      | 5.5000%  | 0.0000% | $721.80            | $734.33            | Agency Mortgage-Backed Securities |
| GNII SF MA8729 M     | 2052-12-20      | 7.0000%  | 0.0000% | $385.25            | $400.31            | Agency Mortgage-Backed Securities |
| GNII SF MA8795 M     | 2053-02-20      | 2.5000%  | 0.0000% | $1971111.75        | $1709060.11        | Agency Mortgage-Backed Securities |
| GNII SF MA9782 M     | 2054-05-20      | 7.0000%  | 0.0000% | $9773876.93        | $10117173.50       | Agency Mortgage-Backed Securities |
| GNII SF MA9010 M     | 2053-07-20      | 2.0000%  | 0.0000% | $201954.20         | $168001.89         | Agency Mortgage-Backed Securities |
| GNII SF MA9169 M     | 2053-06-20      | 4.5000%  | 0.0000% | $2714.06           | $2651.53           | Agency Mortgage-Backed Securities |
| GNII SF MA9171 M     | 2053-09-20      | 5.5000%  | 0.0000% | $6367125.44        | $6479572.42        | Agency Mortgage-Backed Securities |
| GNII SF MA9241 M     | 2053-10-20      | 5.5000%  | 0.0000% | $2724869.70        | $2772174.96        | Agency Mortgage-Backed Securities |
| GNII SF MA9244 M     | 2053-09-20      | 7.0000%  | 0.0000% | $372.25            | $386.56            | Agency Mortgage-Backed Securities |
| GNII SF MA9299 M     | 2052-05-20      | 2.5000%  | 0.0000% | $803770.39         | $696719.34         | Agency Mortgage-Backed Securities |
| GNII SF MA9303 M     | 2053-11-20      | 4.5000%  | 0.0000% | $928.34            | $906.09            | Agency Mortgage-Backed Securities |
| GNII SF MA9305 M     | 2053-11-20      | 5.5000%  | 0.0000% | $811.29            | $826.98            | Agency Mortgage-Backed Securities |
| GNII SF MA9365 M     | 2053-12-20      | 7.0000%  | 0.0000% | $366.28            | $380.83            | Agency Mortgage-Backed Securities |
| GNII SF MA9534 M     | 2051-08-20      | 2.0000%  | 0.0000% | $770.16            | $639.90            | Agency Mortgage-Backed Securities |
| GNII SF MA9671 M     | 2054-05-20      | 7.0000%  | 0.0000% | $507228.36         | $526005.39         | Agency Mortgage-Backed Securities |
| GNII SF MA9664 M     | 2054-05-20      | 3.5000%  | 0.0000% | $15609244.16       | $14337550.36       | Agency Mortgage-Backed Securities |
| GNII SF MA9719 M     | 2051-04-20      | 2.5000%  | 0.0000% | $195452.79         | $169458.33         | Agency Mortgage-Backed Securities |
| GNII SF MA9720 M     | 2051-08-20      | 3.0000%  | 0.0000% | $856.13            | $769.62            | Agency Mortgage-Backed Securities |
| GNII SF MA9723 M     | 2054-05-20      | 4.5000%  | 0.0000% | $1930.36           | $1883.53           | Agency Mortgage-Backed Securities |
| GNII SF MA9727 M     | 2054-06-20      | 6.5000%  | 0.0000% | $176095.05         | $182146.40         | Agency Mortgage-Backed Securities |
| GNII SF BA0259 C     | 2047-06-20      | 4.0000%  | 0.0000% | $187.83            | $180.57            | Agency Mortgage-Backed Securities |
| GNII SF 004617 M     | 2040-01-20      | 4.5000%  | 0.0000% | $7981.61           | $8066.49           | Agency Mortgage-Backed Securities |
| GNII SF 004696 M     | 2040-05-20      | 4.5000%  | 0.0000% | $149562.10         | $151152.69         | Agency Mortgage-Backed Securities |
| GNII JM 004738 M     | 2040-07-20      | 5.0000%  | 0.0000% | $70.97             | $71.38             | Agency Mortgage-Backed Securities |
| GNII SF 004881 M     | 2040-12-20      | 3.5000%  | 0.0000% | $185243.51         | $176357.27         | Agency Mortgage-Backed Securities |
| GNII SF 004945 M     | 2041-02-20      | 4.0000%  | 0.0000% | $53.85             | $52.38             | Agency Mortgage-Backed Securities |
| GNII SF 005063 M     | 2041-05-20      | 6.0000%  | 0.0000% | $27.15             | $28.58             | Agency Mortgage-Backed Securities |
| GNAR AR 008874 M     | 2026-05-20      | 5.6250%  | 0.0000% | $91.78             | $92.09             | Agency Mortgage-Backed Securities |
| GNAR AR 008911 M     | 2026-07-20      | 4.6250%  | 0.0000% | $77.58             | $77.95             | Agency Mortgage-Backed Securities |
| GNAR AR 008913 M     | 2026-07-20      | 4.6250%  | 0.0000% | $507.08            | $510.04            | Agency Mortgage-Backed Securities |
| GNAR AR 008928 M     | 2026-07-20      | 5.0000%  | 0.0000% | $44.65             | $44.82             | Agency Mortgage-Backed Securities |
| GNAR AR 008959 M     | 2026-08-20      | 5.0000%  | 0.0000% | $238.15            | $239.11            | Agency Mortgage-Backed Securities |
| GNAR AR 008967 M     | 2026-09-20      | 4.6250%  | 0.0000% | $257.82            | $258.11            | Agency Mortgage-Backed Securities |
| GNAR AR 008968 M     | 2026-09-20      | 4.6250%  | 0.0000% | $91.24             | $91.83             | Agency Mortgage-Backed Securities |
| GNAR AR 008971 M     | 2026-09-20      | 4.6250%  | 0.0000% | $19.04             | $19.09             | Agency Mortgage-Backed Securities |
| GNAR AR 008770 M     | 2025-12-20      | 4.7500%  | 0.0000% | $2.07              | $2.07              | Agency Mortgage-Backed Securities |
| GNAR AR 008744 M     | 2025-11-20      | 4.7500%  | 0.0000% | $2.51              | $2.52              | Agency Mortgage-Backed Securities |
| GNAR AR 008746 M     | 2025-11-20      | 4.7500%  | 0.0000% | $20.26             | $20.31             | Agency Mortgage-Backed Securities |
| GNAR AR 008747 M     | 2025-11-20      | 4.7500%  | 0.0000% | $109.94            | $110.19            | Agency Mortgage-Backed Securities |
| GNAR AR 008816 M     | 2026-02-20      | 5.6250%  | 0.0000% | $304.70            | $305.53            | Agency Mortgage-Backed Securities |
| GNAR AR 008865 M     | 2026-05-20      | 5.6250%  | 0.0000% | $629.68            | $632.53            | Agency Mortgage-Backed Securities |
| GNAR AR 008844 M     | 2026-03-20      | 5.6250%  | 0.0000% | $141.55            | $142.01            | Agency Mortgage-Backed Securities |
| GNAR AR 080024 M     | 2026-12-20      | 5.0000%  | 0.0000% | $282.35            | $283.67            | Agency Mortgage-Backed Securities |
| GNAR AR 080010 M     | 2026-11-20      | 4.7500%  | 0.0000% | $42.86             | $42.98             | Agency Mortgage-Backed Securities |
| GNAR AR 080011 M     | 2026-11-20      | 4.7500%  | 0.0000% | $172.85            | $173.83            | Agency Mortgage-Backed Securities |
| GNAR AR 080012 M     | 2026-11-20      | 4.7500%  | 0.0000% | $528.54            | $530.98            | Agency Mortgage-Backed Securities |
| GNAR AR 080013 M     | 2026-11-20      | 5.0000%  | 0.0000% | $138.38            | $139.08            | Agency Mortgage-Backed Securities |
| GNAR AR 080022 M     | 2026-12-20      | 4.7500%  | 0.0000% | $1239.88           | $1249.74           | Agency Mortgage-Backed Securities |
| GNAR AR 080023 M     | 2026-12-20      | 4.7500%  | 0.0000% | $715.50            | $722.77            | Agency Mortgage-Backed Securities |
| GNAR AR 080061 M     | 2027-04-20      | 5.6250%  | 0.0000% | $153.14            | $154.10            | Agency Mortgage-Backed Securities |
| GNAR AR 080046 M     | 2027-02-20      | 5.6250%  | 0.0000% | $337.63            | $338.39            | Agency Mortgage-Backed Securities |
| GNAR AR 080047 M     | 2027-02-20      | 5.6250%  | 0.0000% | $1693.28           | $1702.78           | Agency Mortgage-Backed Securities |
| GNAR AR 080076 M     | 2027-05-20      | 5.6250%  | 0.0000% | $1624.46           | $1634.66           | Agency Mortgage-Backed Securities |
| GNAR AR 080086 M     | 2027-06-20      | 5.6250%  | 0.0000% | $489.95            | $494.92            | Agency Mortgage-Backed Securities |
| GNAR AR 080143 M     | 2027-12-20      | 4.7500%  | 0.0000% | $370.95            | $375.29            | Agency Mortgage-Backed Securities |
| GNAR AR 080180 M     | 2028-03-20      | 5.6250%  | 0.0000% | $611.93            | $616.12            | Agency Mortgage-Backed Securities |
| GNAR AR 080408 M     | 2030-05-20      | 5.6250%  | 0.0000% | $916.38            | $920.72            | Agency Mortgage-Backed Securities |
| GNAR AR 080393 M     | 2030-04-20      | 5.6250%  | 0.0000% | $3462.34           | $3471.82           | Agency Mortgage-Backed Securities |
| GNAR AR 080395 M     | 2030-04-20      | 5.6250%  | 0.0000% | $441.63            | $444.10            | Agency Mortgage-Backed Securities |
| GNAR AR 080397 M     | 2030-04-20      | 5.6250%  | 0.0000% | $3225.45           | $3243.42           | Agency Mortgage-Backed Securities |
| GNAR AR 080407 M     | 2030-05-20      | 5.6250%  | 0.0000% | $2741.30           | $2747.53           | Agency Mortgage-Backed Securities |
| GNAR AR 080418 M     | 2030-06-20      | 5.6250%  | 0.0000% | $3822.48           | $3845.37           | Agency Mortgage-Backed Securities |
| GNAR AR 080471 M     | 2030-11-20      | 4.7500%  | 0.0000% | $3161.53           | $3177.35           | Agency Mortgage-Backed Securities |
| GNAR AF 081882 M     | 2037-04-20      | 5.6250%  | 0.0000% | $4346.06           | $4389.33           | Agency Mortgage-Backed Securities |
| GNAR AF 082138 M     | 2038-08-20      | 4.6250%  | 0.0000% | $1332.20           | $1357.06           | Agency Mortgage-Backed Securities |
| TVIN 03/15/41        | 2041-03-15      | 0.0000%  | 0.0000% | $2000.00           | $893.30            | Agency Mortgage-Backed Securities |
| TVIN 09/15/41        | 2041-09-15      | 0.0000%  | 0.0000% | $2000.00           | $868.18            | Agency Mortgage-Backed Securities |
| TVIN 03/15/57        | 2057-03-15      | 0.0000%  | 0.0000% | $12000.00          | $2200.08           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7365 | 2046-06-01      | 3.0000%  | 0.0000% | $6354.09           | $5782.24           | Agency Mortgage-Backed Securities |
| RFIN 01/15/30        | 2030-01-15      | 0.0000%  | 0.0000% | $301000.00         | $254522.59         | Corporate Debt Securities         |

## N-MFP: Signatures

**Registrant:** Allspring Funds Trust

**Date:** 2025-10-07

**By:** David Berardi

**Name of Signing Officer:** David Berardi

**Title of Signing Officer:** Assistant Treasurer