# EDGAR Filing Document

**Accession Number:** 0001081400
**File Stem:** 0001145549-25-046019
**Filing Date:** 2025-7
**Character Count:** 1394389
**Document Hash:** 25d0a7604c259d99ec37bd4221add0bb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-046019.hdr.sgml**: 20250708

**ACCESSION NUMBER**: 0001145549-25-046019

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250708

**DATE AS OF CHANGE**: 20250708

**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:** 251110015

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-06-30

**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:** 40 days

- **WAL:** 105 days

- **Total Value of Portfolio Securities:** $122566724268.43

- **Amortized Cost of Portfolio Securities:** $122557463291.98

- **Cash:** $5190314998.97

- **Total Other Assets:** $556823040.71

- **Total Liabilities:** $2396602249.90

- **Net Assets of Series:** $125907999081.76

- **Number of Shares Outstanding (Series):** 125911375218.8470

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-06-02 | $80451362660.60           | $92065759299.51            | 67.0800%                  | 76.7600%                   |
| 2025-06-03 | $81222216492.86           | $91656679163.05            | 67.9100%                  | 76.6300%                   |
| 2025-06-04 | $80856414273.07           | $90791102934.73            | 67.5100%                  | 75.8100%                   |
| 2025-06-05 | $81780653829.76           | $91715561106.99            | 67.7300%                  | 75.9600%                   |
| 2025-06-06 | $80133030054.94           | $90156330652.66            | 66.9300%                  | 75.3100%                   |
| 2025-06-09 | $80410939472.98           | $90673619081.18            | 67.0200%                  | 75.5800%                   |
| 2025-06-10 | $80763125408.34           | $91363709954.75            | 67.0300%                  | 75.8300%                   |
| 2025-06-11 | $82021177349.41           | $91972079062.52            | 67.8000%                  | 76.0300%                   |
| 2025-06-12 | $86209136237.74           | $99193548712.32            | 68.4500%                  | 78.7600%                   |
| 2025-06-13 | $85334590513.23           | $98568582820.59            | 67.9400%                  | 78.4800%                   |
| 2025-06-16 | $84059614959.11           | $96794393515.94            | 68.0100%                  | 78.3100%                   |
| 2025-06-17 | $87587614032.45           | $100011550248.22           | 68.9400%                  | 78.7200%                   |
| 2025-06-18 | $85155462807.64           | $95892853273.86            | 69.2600%                  | 78.0000%                   |
| 2025-06-20 | $81738658652.12           | $92623111060.13            | 66.9100%                  | 75.8200%                   |
| 2025-06-23 | $82317490383.84           | $92651544570.96            | 67.3700%                  | 75.8300%                   |
| 2025-06-24 | $85052874336.86           | $94970124086.44            | 68.3700%                  | 76.3400%                   |
| 2025-06-25 | $88402744216.89           | $98070296556.48            | 69.3300%                  | 76.9100%                   |
| 2025-06-26 | $87831077134.08           | $98083477206.34            | 68.9400%                  | 76.9900%                   |
| 2025-06-27 | $89260949460.15           | $100713628562.52           | 69.2600%                  | 78.1500%                   |
| 2025-06-30 | $88746713768.21           | $100774796501.81           | 69.1600%                  | 78.5400%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-06-02 | 4.3800%             |
| 2025-06-03 | 4.3800%             |
| 2025-06-04 | 4.3800%             |
| 2025-06-05 | 4.3700%             |
| 2025-06-06 | 4.3500%             |
| 2025-06-09 | 4.3500%             |
| 2025-06-10 | 4.3500%             |
| 2025-06-11 | 4.3500%             |
| 2025-06-12 | 4.3500%             |
| 2025-06-13 | 4.3500%             |
| 2025-06-16 | 4.3500%             |
| 2025-06-17 | 4.3500%             |
| 2025-06-18 | 4.3500%             |
| 2025-06-20 | 4.3500%             |
| 2025-06-23 | 4.3500%             |
| 2025-06-24 | 4.3500%             |
| 2025-06-25 | 4.3500%             |
| 2025-06-26 | 4.3600%             |
| 2025-06-27 | 4.3900%             |
| 2025-06-30 | 4.4000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-06-02 | 1.0000                      |
|  |  |
| 2025-06-03 | 1.0000                      |
|  |  |
| 2025-06-04 | 1.0000                      |
|  |  |
| 2025-06-05 | 1.0000                      |
|  |  |
| 2025-06-06 | 0.9999                      |
|  |  |
| 2025-06-09 | 0.9999                      |
|  |  |
| 2025-06-10 | 0.9999                      |
|  |  |
| 2025-06-11 | 1.0000                      |
|  |  |
| 2025-06-12 | 1.0000                      |
|  |  |
| 2025-06-13 | 1.0000                      |
|  |  |
| 2025-06-16 | 1.0000                      |
|  |  |
| 2025-06-17 | 0.9999                      |
|  |  |
| 2025-06-18 | 1.0000                      |
|  |  |
| 2025-06-20 | 1.0000                      |
|  |  |
| 2025-06-23 | 1.0000                      |
|  |  |
| 2025-06-24 | 1.0000                      |
|  |  |
| 2025-06-25 | 1.0000                      |
|  |  |
| 2025-06-26 | 1.0000                      |
|  |  |
| 2025-06-27 | 1.0000                      |
|  |  |
| 2025-06-30 | 1.0000                      |
|  |  |

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

### Class: Class A

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $829275412.59

- **Number of Shares Outstanding:** 829297649.0490

- **Expense Reimbursement/Waiver:** 151.24

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 0.9999          |
|  |  |
| 2025-06-09 | 0.9999          |
|  |  |
| 2025-06-10 | 0.9999          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0000          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 0.9999          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 1.0000          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $2924550.94               | $1344156.21             |
| 2025-06-03 | $1157005.44               | $113647.39              |
| 2025-06-04 | $47037.21                 | $505158.91              |
| 2025-06-05 | $83356.87                 | $522043.65              |
| 2025-06-06 | $44905.83                 | $151385.23              |
| 2025-06-09 | $166597.26                | $254460.46              |
| 2025-06-10 | $3162781.55               | $400495.18              |
| 2025-06-11 | $58271.66                 | $328284.61              |
| 2025-06-12 | $51902.33                 | $863156.29              |
| 2025-06-13 | $17817.92                 | $157252.24              |
| 2025-06-16 | $136215.02                | $446478.93              |
| 2025-06-17 | $235616.84                | $2666174.59             |
| 2025-06-18 | $60556.19                 | $212476.75              |
| 2025-06-20 | $64044.23                 | $575991.71              |
| 2025-06-23 | $1375451.86               | $242395.96              |
| 2025-06-24 | $1239888.15               | $107672.36              |
| 2025-06-25 | $78507.25                 | $556114.85              |
| 2025-06-26 | $79461.60                 | $1241763.21             |
| 2025-06-27 | $200.00                   | $270119.49              |
| 2025-06-30 | $1901213.87               | $158087.27              |

**Total Gross Subscriptions (Month):** $12885382.02

**Total Gross Redemptions (Month):** $11117315.29

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.8300%           |
| 2025-06-03 | 3.8300%           |
| 2025-06-04 | 3.8200%           |
| 2025-06-05 | 3.8200%           |
| 2025-06-06 | 3.8000%           |
| 2025-06-09 | 3.8000%           |
| 2025-06-10 | 3.7900%           |
| 2025-06-11 | 3.7900%           |
| 2025-06-12 | 3.7900%           |
| 2025-06-13 | 3.7900%           |
| 2025-06-16 | 3.7900%           |
| 2025-06-17 | 3.8000%           |
| 2025-06-18 | 3.8000%           |
| 2025-06-20 | 3.8000%           |
| 2025-06-23 | 3.8000%           |
| 2025-06-24 | 3.7900%           |
| 2025-06-25 | 3.8000%           |
| 2025-06-26 | 3.8100%           |
| 2025-06-27 | 3.8400%           |
| 2025-06-30 | 3.8500%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 54.8200%         | 0.0000%              |

### Class: Administrator Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $3827600664.84

- **Number of Shares Outstanding:** 3827703299.3430

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9999          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 0.9999          |
|  |  |
| 2025-06-09 | 0.9999          |
|  |  |
| 2025-06-10 | 0.9999          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0000          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 0.9999          |
|  |  |
| 2025-06-18 | 0.9999          |
|  |  |
| 2025-06-20 | 1.0000          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $6179309.45               | $196772550.99           |
| 2025-06-03 | $42407459.09              | $48355765.37            |
| 2025-06-04 | $28231310.73              | $26218001.23            |
| 2025-06-05 | $34678788.62              | $2535598.91             |
| 2025-06-06 | $5133895.29               | $8889534.06             |
| 2025-06-09 | $194396070.80             | $217786.07              |
| 2025-06-10 | $53235325.75              | $150200245.87           |
| 2025-06-11 | $60990.64                 | $31419552.49            |
| 2025-06-12 | $41396151.95              | $28795828.14            |
| 2025-06-13 | $198663403.28             | $839797.74              |
| 2025-06-16 | $193288.92                | $292622629.42           |
| 2025-06-17 | $257835226.86             | $25377618.61            |
| 2025-06-18 | $37988035.85              | $239014534.63           |
| 2025-06-20 | $48564786.31              | $20819027.41            |
| 2025-06-23 | $40381110.30              | $21545158.61            |
| 2025-06-24 | $73523650.55              | $4310392.97             |
| 2025-06-25 | $70737073.94              | $19510075.64            |
| 2025-06-26 | $119702810.28             | $30449331.34            |
| 2025-06-27 | $30496104.73              | $41304722.65            |
| 2025-06-30 | $53429104.88              | $172320361.85           |

**Total Gross Subscriptions (Month):** $1337233898.22

**Total Gross Redemptions (Month):** $1361518514.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.0500%           |
| 2025-06-03 | 4.0500%           |
| 2025-06-04 | 4.0500%           |
| 2025-06-05 | 4.0400%           |
| 2025-06-06 | 4.0200%           |
| 2025-06-09 | 4.0200%           |
| 2025-06-10 | 4.0200%           |
| 2025-06-11 | 4.0200%           |
| 2025-06-12 | 4.0200%           |
| 2025-06-13 | 4.0200%           |
| 2025-06-16 | 4.0200%           |
| 2025-06-17 | 4.0200%           |
| 2025-06-18 | 4.0200%           |
| 2025-06-20 | 4.0200%           |
| 2025-06-23 | 4.0200%           |
| 2025-06-24 | 4.0200%           |
| 2025-06-25 | 4.0200%           |
| 2025-06-26 | 4.0300%           |
| 2025-06-27 | 4.0600%           |
| 2025-06-30 | 4.0700%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 88.9600%         | 0.0000%              |

### Class: Institutional Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $31681894515.75

- **Number of Shares Outstanding:** 31682744044.1360

- **Expense Reimbursement/Waiver:** 252802.16

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 0.9999          |
|  |  |
| 2025-06-09 | 0.9999          |
|  |  |
| 2025-06-10 | 0.9999          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0000          |
|  |  |
| 2025-06-16 | 0.9999          |
|  |  |
| 2025-06-17 | 0.9999          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 1.0000          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $217983382.37             | $1337052909.63          |
| 2025-06-03 | $337218749.44             | $224462496.57           |
| 2025-06-04 | $294174423.43             | $132347768.01           |
| 2025-06-05 | $90763351.43              | $403386869.46           |
| 2025-06-06 | $495093510.05             | $114231112.21           |
| 2025-06-09 | $151359557.55             | $624441941.87           |
| 2025-06-10 | $385369197.15             | $79947407.71            |
| 2025-06-11 | $395857918.01             | $201926102.66           |
| 2025-06-12 | $240011398.11             | $575089933.00           |
| 2025-06-13 | $702154883.30             | $496797973.97           |
| 2025-06-16 | $287591550.64             | $788326562.15           |
| 2025-06-17 | $355769860.46             | $95866783.09            |
| 2025-06-18 | $517497145.90             | $202364496.26           |
| 2025-06-20 | $77833002.28              | $457132489.28           |
| 2025-06-23 | $125910645.90             | $197644966.96           |
| 2025-06-24 | $780450827.31             | $139908287.65           |
| 2025-06-25 | $370937049.24             | $364767856.21           |
| 2025-06-26 | $396453193.77             | $181987350.58           |
| 2025-06-27 | $1090418586.17            | $459246044.32           |
| 2025-06-30 | $105823397.90             | $693556349.27           |

**Total Gross Subscriptions (Month):** $7418671630.41

**Total Gross Redemptions (Month):** $7770485700.86

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.1800%           |
| 2025-06-03 | 4.1800%           |
| 2025-06-04 | 4.1800%           |
| 2025-06-05 | 4.1700%           |
| 2025-06-06 | 4.1500%           |
| 2025-06-09 | 4.1500%           |
| 2025-06-10 | 4.1500%           |
| 2025-06-11 | 4.1500%           |
| 2025-06-12 | 4.1500%           |
| 2025-06-13 | 4.1500%           |
| 2025-06-16 | 4.1500%           |
| 2025-06-17 | 4.1500%           |
| 2025-06-18 | 4.1500%           |
| 2025-06-20 | 4.1500%           |
| 2025-06-23 | 4.1500%           |
| 2025-06-24 | 4.1500%           |
| 2025-06-25 | 4.1500%           |
| 2025-06-26 | 4.1600%           |
| 2025-06-27 | 4.1900%           |
| 2025-06-30 | 4.2000%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 66.9400%         | 0.0000%              |
| Non-financial corporation |  | 18.9600%         | 0.0000%              |

### Class: Service Class

- **Minimum Initial Investment:** $100000.00

- **Net Assets of Class:** $1528527567.43

- **Number of Shares Outstanding:** 1528568553.8560

- **Expense Reimbursement/Waiver:** 172.44

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9999          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 0.9999          |
|  |  |
| 2025-06-09 | 0.9999          |
|  |  |
| 2025-06-10 | 0.9999          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0000          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 0.9999          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 1.0000          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $399215.52                | $113530930.20           |
| 2025-06-03 | $32822799.43              | $63599.96               |
| 2025-06-04 | $29276137.86              | $1048793.99             |
| 2025-06-05 | $1195559.27               | $41419010.20            |
| 2025-06-06 | $1463024.28               | $994063.69              |
| 2025-06-09 | $17638299.38              | $404313.04              |
| 2025-06-10 | $3690856.38               | $5441977.33             |
| 2025-06-11 | $45682247.55              | $1062650.94             |
| 2025-06-12 | $15110509.15              | $35118.85               |
| 2025-06-13 | $10242019.93              | $712546.62              |
| 2025-06-16 | $10247445.73              | $24843213.23            |
| 2025-06-17 | $4470555.75               | $233539.96              |
| 2025-06-18 | $55193674.28              | $6513.21                |
| 2025-06-20 | $14267480.11              | $10609969.06            |
| 2025-06-23 | $14575953.89              | $8404769.67             |
| 2025-06-24 | $83255594.35              | $43809.57               |
| 2025-06-25 | $11799.73                 | $36574663.20            |
| 2025-06-26 | $210909834.48             | $1202813.60             |
| 2025-06-27 | $31878408.83              | $939967.64              |
| 2025-06-30 | $150139111.51             | $4477934.22             |

**Total Gross Subscriptions (Month):** $732470527.41

**Total Gross Redemptions (Month):** $252050198.18

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.8800%           |
| 2025-06-03 | 3.8800%           |
| 2025-06-04 | 3.8800%           |
| 2025-06-05 | 3.8700%           |
| 2025-06-06 | 3.8500%           |
| 2025-06-09 | 3.8500%           |
| 2025-06-10 | 3.8500%           |
| 2025-06-11 | 3.8500%           |
| 2025-06-12 | 3.8500%           |
| 2025-06-13 | 3.8500%           |
| 2025-06-16 | 3.8500%           |
| 2025-06-17 | 3.8500%           |
| 2025-06-18 | 3.8500%           |
| 2025-06-20 | 3.8500%           |
| 2025-06-23 | 3.8500%           |
| 2025-06-24 | 3.8500%           |
| 2025-06-25 | 3.8500%           |
| 2025-06-26 | 3.8600%           |
| 2025-06-27 | 3.8900%           |
| 2025-06-30 | 3.9000%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 92.1400%         | 0.0000%              |

### Class: Select Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $87023298409.23

- **Number of Shares Outstanding:** 87025631879.5930

- **Expense Reimbursement/Waiver:** 2020507.09

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 0.9999          |
|  |  |
| 2025-06-09 | 0.9999          |
|  |  |
| 2025-06-10 | 0.9999          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0000          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 0.9999          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 1.0000          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $3431418306.14            | $5220345425.12          |
| 2025-06-03 | $2915950578.88            | $3671981457.54          |
| 2025-06-04 | $2697739401.97            | $2021106629.67          |
| 2025-06-05 | $5471873785.94            | $3767211564.88          |
| 2025-06-06 | $2286373658.39            | $4187117712.20          |
| 2025-06-09 | $3453176730.79            | $3178998236.11          |
| 2025-06-10 | $3050284520.62            | $2506696703.01          |
| 2025-06-11 | $2827587820.97            | $2173929061.01          |
| 2025-06-12 | $9236250091.46            | $4034983334.83          |
| 2025-06-13 | $2423242673.60            | $4348885833.08          |
| 2025-06-16 | $5882350707.61            | $5865678969.11          |
| 2025-06-17 | $3819332226.94            | $2708009700.31          |
| 2025-06-18 | $2440024400.08            | $4725523227.77          |
| 2025-06-20 | $3786769320.18            | $4371686920.06          |
| 2025-06-23 | $2812078946.51            | $3258964875.18          |
| 2025-06-24 | $4196630968.25            | $2031770044.18          |
| 2025-06-25 | $3529488773.92            | $1565857205.84          |
| 2025-06-26 | $3518248270.85            | $5162831314.44          |
| 2025-06-27 | $5282166084.88            | $3651495885.40          |
| 2025-06-30 | $4959093941.35            | $5501315094.66          |

**Total Gross Subscriptions (Month):** $78020081209.33

**Total Gross Redemptions (Month):** $73954389194.40

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.2400%           |
| 2025-06-03 | 4.2400%           |
| 2025-06-04 | 4.2400%           |
| 2025-06-05 | 4.2300%           |
| 2025-06-06 | 4.2100%           |
| 2025-06-09 | 4.2100%           |
| 2025-06-10 | 4.2100%           |
| 2025-06-11 | 4.2100%           |
| 2025-06-12 | 4.2100%           |
| 2025-06-13 | 4.2100%           |
| 2025-06-16 | 4.2100%           |
| 2025-06-17 | 4.2100%           |
| 2025-06-18 | 4.2100%           |
| 2025-06-20 | 4.2100%           |
| 2025-06-23 | 4.2100%           |
| 2025-06-24 | 4.2100%           |
| 2025-06-25 | 4.2100%           |
| 2025-06-26 | 4.2200%           |
| 2025-06-27 | 4.2500%           |
| 2025-06-30 | 4.2600%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 55.4600%         | 0.0000%              |
| Non-financial corporation |  | 14.5800%         | 0.0000%              |

### Class: Sweep Class

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $876691445.33

- **Number of Shares Outstanding:** 876714953.2100

- **Expense Reimbursement/Waiver:** 6912.28

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 0.9999          |
|  |  |
| 2025-06-09 | 0.9999          |
|  |  |
| 2025-06-10 | 0.9999          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0000          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 0.9999          |
|  |  |
| 2025-06-18 | 0.9999          |
|  |  |
| 2025-06-20 | 1.0000          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $31014432.62              | $35860170.09            |
| 2025-06-03 | $48826853.94              | $26621397.28            |
| 2025-06-04 | $24884604.26              | $34235160.32            |
| 2025-06-05 | $24809141.42              | $25936435.12            |
| 2025-06-06 | $25099668.59              | $30368358.76            |
| 2025-06-09 | $33566381.12              | $39159817.33            |
| 2025-06-10 | $38508570.92              | $30673853.20            |
| 2025-06-11 | $33032050.60              | $34068968.28            |
| 2025-06-12 | $57004442.52              | $35181199.43            |
| 2025-06-13 | $22006389.51              | $43911325.15            |
| 2025-06-16 | $62824893.68              | $27110113.95            |
| 2025-06-17 | $62949890.54              | $28378351.70            |
| 2025-06-18 | $23873633.04              | $50354818.24            |
| 2025-06-20 | $23562939.50              | $36832536.81            |
| 2025-06-23 | $22312122.88              | $50975975.56            |
| 2025-06-24 | $33157211.05              | $40732032.11            |
| 2025-06-25 | $41213140.95              | $34428486.15            |
| 2025-06-26 | $32397761.50              | $37789212.68            |
| 2025-06-27 | $36081248.57              | $32534211.98            |
| 2025-06-30 | $78279705.81              | $42112799.97            |

**Total Gross Subscriptions (Month):** $755405083.02

**Total Gross Redemptions (Month):** $717265224.11

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.8800%           |
| 2025-06-03 | 3.8800%           |
| 2025-06-04 | 3.8800%           |
| 2025-06-05 | 3.8700%           |
| 2025-06-06 | 3.8500%           |
| 2025-06-09 | 3.8500%           |
| 2025-06-10 | 3.8500%           |
| 2025-06-11 | 3.8500%           |
| 2025-06-12 | 3.8500%           |
| 2025-06-13 | 3.8500%           |
| 2025-06-16 | 3.8500%           |
| 2025-06-17 | 3.8500%           |
| 2025-06-18 | 3.8500%           |
| 2025-06-20 | 3.8500%           |
| 2025-06-23 | 3.8500%           |
| 2025-06-24 | 3.8500%           |
| 2025-06-25 | 3.8500%           |
| 2025-06-26 | 3.8600%           |
| 2025-06-27 | 3.8900%           |
| 2025-06-30 | 3.9000%           |

**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:** $140603003.15

- **Number of Shares Outstanding:** 140606773.3200

- **Expense Reimbursement/Waiver:** 3375.28

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 0.9999          |
|  |  |
| 2025-06-09 | 0.9999          |
|  |  |
| 2025-06-10 | 0.9999          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0000          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 0.9999          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 1.0000          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $499044.34                | $0.00                   |
| 2025-06-03 | $0.00                     | $575000.00              |
| 2025-06-06 | $2500000.00               | $2926037.00             |
| 2025-06-10 | $0.00                     | $0.01                   |

**Total Gross Subscriptions (Month):** $2999044.34

**Total Gross Redemptions (Month):** $3501037.01

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.2200%           |
| 2025-06-03 | 4.2200%           |
| 2025-06-04 | 4.2200%           |
| 2025-06-05 | 4.2100%           |
| 2025-06-06 | 4.1900%           |
| 2025-06-09 | 4.1900%           |
| 2025-06-10 | 4.1900%           |
| 2025-06-11 | 4.1900%           |
| 2025-06-12 | 4.1900%           |
| 2025-06-13 | 4.1900%           |
| 2025-06-16 | 4.1900%           |
| 2025-06-17 | 4.1900%           |
| 2025-06-18 | 4.1900%           |
| 2025-06-20 | 4.1900%           |
| 2025-06-23 | 4.1900%           |
| 2025-06-24 | 4.1900%           |
| 2025-06-25 | 4.1900%           |
| 2025-06-26 | 4.2000%           |
| 2025-06-27 | 4.2300%           |
| 2025-06-30 | 4.2400%           |

**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:** $108063.44

- **Number of Shares Outstanding:** 108066.3400

- **Expense Reimbursement/Waiver:** 783.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 0.9999          |
|  |  |
| 2025-06-09 | 0.9999          |
|  |  |
| 2025-06-10 | 0.9999          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0000          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 0.9999          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 1.0000          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $381.31                   | $0.00                   |
| 2025-06-30 | $0.00                     | $100000000.00           |

**Total Gross Subscriptions (Month):** $381.31

**Total Gross Redemptions (Month):** $100000000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.1800%           |
| 2025-06-03 | 4.1800%           |
| 2025-06-04 | 4.1800%           |
| 2025-06-05 | 4.1700%           |
| 2025-06-06 | 4.1500%           |
| 2025-06-09 | 4.1500%           |
| 2025-06-10 | 4.1500%           |
| 2025-06-11 | 4.1500%           |
| 2025-06-12 | 4.1500%           |
| 2025-06-13 | 4.1500%           |
| 2025-06-16 | 4.1500%           |
| 2025-06-17 | 4.1500%           |
| 2025-06-18 | 4.1500%           |
| 2025-06-20 | 4.1500%           |
| 2025-06-23 | 4.1500%           |
| 2025-06-24 | 4.1500%           |
| 2025-06-25 | 4.1500%           |
| 2025-06-26 | 4.1600%           |
| 2025-06-27 | 4.1900%           |
| 2025-06-30 | 4.2000%           |

**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 4.420000%
- **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_4.42_0707
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF DK0310 C     | 2055-05-20      | 6.0000%  | 0.0000% | $8678488.97        | $8926774.75        | Agency Mortgage-Backed Securities |
| GNII SF DK0415 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1281852.00        | $1331821.01        | Agency Mortgage-Backed Securities |
| GNII SF DK0387 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1685318.00        | $1742327.81        | Agency Mortgage-Backed Securities |
| GNII SF DK0404 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1110178.00        | $1120852.98        | Agency Mortgage-Backed Securities |
| GNII SF DK0444 C     | 2055-06-20      | 6.0000%  | 0.0000% | $891015.00         | $917873.16         | Agency Mortgage-Backed Securities |
| GNII SF DK1426 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2117332.00        | $2213579.80        | Agency Mortgage-Backed Securities |
| GNII SF DK1491 C     | 2055-06-20      | 6.5000%  | 0.0000% | $4075336.00        | $4252972.20        | Agency Mortgage-Backed Securities |
| GNII SF DK1492 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3112496.00        | $3250071.78        | Agency Mortgage-Backed Securities |
| GNII SF DK1546 C     | 2055-06-20      | 6.0000%  | 0.0000% | $12210704.00       | $12568848.01       | Agency Mortgage-Backed Securities |
| GNII SF DK2608 C     | 2055-05-20      | 6.0000%  | 0.0000% | $47183910.66       | $48533810.87       | Agency Mortgage-Backed Securities |
| GNII SF DK2646 C     | 2055-06-20      | 6.0000%  | 0.0000% | $3967408.00        | $4080912.90        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB8370 | 2040-03-01      | 4.5000%  | 0.0000% | $11285007.06       | $11243421.81       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTSC0206 | 2041-11-01      | 2.0000%  | 0.0000% | $841288.57         | $728545.06         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTSC0469 | 2044-01-01      | 6.0000%  | 0.0000% | $260675.87         | $267406.87         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTSC0680 | 2043-08-01      | 4.5000%  | 0.0000% | $8053294.30        | $7926197.21        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD1100 | 2052-05-01      | 2.5000%  | 0.0000% | $647307.09         | $544355.42         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD2253 | 2052-12-01      | 3.5000%  | 0.0000% | $2208716.43        | $1991554.20        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD3489 | 2052-03-01      | 2.0000%  | 0.0000% | $8562702.32        | $6834321.81        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBO7222 | 2050-01-01      | 4.0000%  | 0.0000% | $8026.98           | $7560.07           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBP5181 | 2035-04-01      | 2.0000%  | 0.0000% | $883154.23         | $810983.85         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0627 | 2054-10-01      | 6.0000%  | 0.0000% | $114449732.84      | $116952557.70      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1701 | 2055-07-01      | 5.5000%  | 0.0000% | $105318784.00      | $105687458.30      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1114 | 2055-04-01      | 6.0000%  | 0.0000% | $32516731.57       | $33194000.88       | Agency Mortgage-Backed Securities |
| GNMI SF 766458 X     | 2047-04-15      | 3.0000%  | 0.0000% | $690940.20         | $614744.47         | Agency Mortgage-Backed Securities |
| GNMI SF AA0566 X     | 2042-05-15      | 3.0000%  | 0.0000% | $57173.46          | $51793.42          | Agency Mortgage-Backed Securities |
| GNMI SF AA5619 X     | 2027-09-15      | 3.0000%  | 0.0000% | $110115.00         | $108892.58         | Agency Mortgage-Backed Securities |
| GNII ET DH7903 C     | 2065-02-20      | 4.0000%  | 0.0000% | $259259.98         | $237843.35         | Agency Mortgage-Backed Securities |
| GNII ET DH7906 C     | 2065-02-20      | 6.0000%  | 0.0000% | $464518.73         | $471109.48         | Agency Mortgage-Backed Securities |
| GNII ET DH7908 C     | 2065-01-20      | 3.5000%  | 0.0000% | $61981.05          | $54854.25          | Agency Mortgage-Backed Securities |
| GNII SF DJ1444 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1253808.00        | $1300068.92        | Agency Mortgage-Backed Securities |
| GNII SF DJ2691 C     | 2055-05-20      | 6.0000%  | 0.0000% | $7319290.25        | $7566882.32        | Agency Mortgage-Backed Securities |
| GNII SF DJ1821 C     | 2055-05-20      | 6.5000%  | 0.0000% | $3464236.27        | $3619999.11        | Agency Mortgage-Backed Securities |
| GNII SF DJ2258 C     | 2055-06-20      | 5.5000%  | 0.0000% | $10112256.00       | $10209501.08       | Agency Mortgage-Backed Securities |
| GNII SF DJ4194 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1844565.44        | $1877595.26        | Agency Mortgage-Backed Securities |
| GNII SF DJ4815 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1139969.84        | $1210805.41        | Agency Mortgage-Backed Securities |
| GNII SF DJ5245 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1354924.00        | $1407408.79        | Agency Mortgage-Backed Securities |
| GNII ET DJ6221 C     | 2065-04-20      | 4.0000%  | 0.0000% | $265748.49         | $243795.33         | Agency Mortgage-Backed Securities |
| GNII ET DJ5614 C     | 2065-04-20      | 2.0000%  | 0.0000% | $608154.69         | $468586.30         | Agency Mortgage-Backed Securities |
| GNII ET DJ7156 C     | 2065-05-20      | 5.5000%  | 0.0000% | $1394917.30        | $1392693.18        | Agency Mortgage-Backed Securities |
| GNII ET DJ7179 C     | 2065-05-20      | 6.5000%  | 0.0000% | $14420944.88       | $14804255.20       | Agency Mortgage-Backed Securities |
| GNII ET DJ7381 C     | 2065-02-20      | 4.0000%  | 0.0000% | $300119.00         | $275327.14         | Agency Mortgage-Backed Securities |
| GNII ET DJ7382 C     | 2065-04-20      | 4.5000%  | 0.0000% | $772606.00         | $733230.91         | Agency Mortgage-Backed Securities |
| GNII ET DJ7383 C     | 2065-03-20      | 5.0000%  | 0.0000% | $325928.00         | $318297.30         | Agency Mortgage-Backed Securities |
| GNII ET DJ7463 C     | 2065-06-20      | 4.0000%  | 0.0000% | $69898.00          | $64465.75          | Agency Mortgage-Backed Securities |
| GNII ET DJ7902 C     | 2065-04-20      | 4.5000%  | 0.0000% | $535973.88         | $508657.44         | Agency Mortgage-Backed Securities |
| GNII ET DJ8942 C     | 2065-04-20      | 4.0000%  | 0.0000% | $453654.04         | $416177.33         | Agency Mortgage-Backed Securities |
| GNII ET DJ8944 C     | 2055-05-20      | 5.5000%  | 0.0000% | $333701.06         | $333169.66         | Agency Mortgage-Backed Securities |
| GNII ET DJ8789 C     | 2065-04-20      | 4.0000%  | 0.0000% | $323936.55         | $297175.90         | Agency Mortgage-Backed Securities |
| GNII SF DJ9113 C     | 2055-05-20      | 6.0000%  | 0.0000% | $4112604.79        | $4264332.49        | Agency Mortgage-Backed Securities |
| GNII SF DJ9729 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2689760.00        | $2810713.43        | Agency Mortgage-Backed Securities |
| GNII BD DJ9738 C     | 2055-05-20      | 4.5000%  | 0.0000% | $10900064.00       | $10127543.76       | Agency Mortgage-Backed Securities |
| GNII SF DK0017 C     | 2055-05-20      | 6.0000%  | 0.0000% | $2747160.73        | $2840089.85        | Agency Mortgage-Backed Securities |
| GNII SF DK0234 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1954704.00        | $2073769.15        | Agency Mortgage-Backed Securities |
| GNII SF DK0237 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1029410.00        | $1092113.54        | Agency Mortgage-Backed Securities |
| GNII SF DK4207 C     | 2055-06-20      | 6.0000%  | 0.0000% | $3049610.00        | $3137043.33        | Agency Mortgage-Backed Securities |
| GNII SF DK5085 C     | 2055-06-20      | 6.0000%  | 0.0000% | $4077928.00        | $4194594.80        | Agency Mortgage-Backed Securities |
| GNII SF DK5153 C     | 2055-06-20      | 6.0000%  | 0.0000% | $2648612.00        | $2724387.02        | Agency Mortgage-Backed Securities |
| GNII SF DK5154 C     | 2055-06-20      | 6.0000%  | 0.0000% | $5164984.00        | $5312750.75        | Agency Mortgage-Backed Securities |
| GNII SF DK5649 C     | 2055-06-20      | 5.0000%  | 0.0000% | $1424054.00        | $1392268.80        | Agency Mortgage-Backed Securities |
| GNII SF DK7135 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1112474.00        | $1174779.34        | Agency Mortgage-Backed Securities |
| GNII SF DK6702 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1543224.00        | $1545741.86        | Agency Mortgage-Backed Securities |
| GNII SF DK7589 C     | 2055-06-20      | 7.0000%  | 0.0000% | $17299392.00       | $17973720.38       | Agency Mortgage-Backed Securities |
| GNII SF DK7747 C     | 2055-06-20      | 6.0000%  | 0.0000% | $50026304.00       | $51457523.19       | Agency Mortgage-Backed Securities |
| GNII ET DL2451 C     | 2065-06-20      | 6.5000%  | 0.0000% | $2060292.00        | $2115056.85        | Agency Mortgage-Backed Securities |
| GNII SF MB0025 M     | 2054-11-20      | 5.0000%  | 0.0000% | $175152114.85      | $172538456.10      | Agency Mortgage-Backed Securities |
| GNII SF MB0173 M     | 2034-01-20      | 1.5000%  | 0.0000% | $45227.10          | $40812.77          | Agency Mortgage-Backed Securities |
| GNII SF MB0179 M     | 2040-12-20      | 5.0000%  | 0.0000% | $614603.84         | $620699.35         | Agency Mortgage-Backed Securities |
| GNII SF MB0197 M     | 2043-11-20      | 1.5000%  | 0.0000% | $100732.65         | $79359.63          | Agency Mortgage-Backed Securities |
| GNII SF MB0204 M     | 2055-02-20      | 5.0000%  | 0.0000% | $375698030.40      | $370090653.90      | Agency Mortgage-Backed Securities |
| GNII SF MB0228 M     | 2037-06-20      | 2.5000%  | 0.0000% | $326444.11         | $295803.38         | Agency Mortgage-Backed Securities |
| GNII SF MB0308 M     | 2055-04-20      | 5.5000%  | 0.0000% | $218781093.10      | $219910125.20      | Agency Mortgage-Backed Securities |
| GNII SF MB0343 M     | 2040-02-20      | 6.5000%  | 0.0000% | $184562.48         | $192242.14         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ7070 | 2054-10-01      | 4.5000%  | 0.0000% | $1841757.47        | $1775675.21        | Agency Mortgage-Backed Securities |
| 2.69 FCOR 22-36 BM   | 2036-01-11      | 2.6900%  | 0.0000% | $18037000.00       | $15117965.07       | Agency Mortgage-Backed Securities |
| 2.93 FCOR 23-42 F    | 2042-02-03      | 2.9300%  | 0.0000% | $5000000.00        | $3794480.83        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA3020 | 2050-07-01      | 2.5000%  | 0.0000% | $3655971.61        | $3073004.59        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA5998 | 2051-10-01      | 3.0000%  | 0.0000% | $6119919.42        | $5352761.00        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5507 | 2039-10-01      | 5.0000%  | 0.0000% | $275771.38         | $278612.59         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CNMA5816 | 2035-06-01      | 4.0000%  | 0.0000% | $538000.00         | $532631.96         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX1238 | 2054-12-01      | 6.0000%  | 0.0000% | $1569278.65        | $1603282.31        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX6531 | 2055-01-01      | 4.5000%  | 0.0000% | $1081042.43        | $1041184.40        | Agency Mortgage-Backed Securities |
| GNII SF BX2403 C     | 2050-10-20      | 3.0000%  | 0.0000% | $573992.78         | $506081.78         | Agency Mortgage-Backed Securities |
| GNII SF BY6424 C     | 2045-10-20      | 3.0000%  | 0.0000% | $134183.19         | $118656.41         | Agency Mortgage-Backed Securities |
| GNII SF BZ4615 C     | 2039-01-20      | 6.5000%  | 0.0000% | $791533.67         | $830046.62         | Agency Mortgage-Backed Securities |
| GNII SF BZ8527 C     | 2046-01-20      | 2.5000%  | 0.0000% | $59985.71          | $50739.56          | Agency Mortgage-Backed Securities |
| GNPL PN CB0950       | 2063-04-15      | 2.8000%  | 0.0000% | $76239.62          | $65820.68          | Agency Mortgage-Backed Securities |
| GNII SF CC9815 C     | 2051-05-20      | 3.0000%  | 0.0000% | $85889.63          | $75945.56          | Agency Mortgage-Backed Securities |
| GNPL PN CC9848       | 2063-10-15      | 2.9100%  | 0.0000% | $1012814.05        | $877616.71         | Agency Mortgage-Backed Securities |
| GNPL LM CE1223       | 2060-05-15      | 3.1000%  | 0.0000% | $67156.07          | $62019.12          | Agency Mortgage-Backed Securities |
| GNII SF CF4072 C     | 2052-10-20      | 2.5000%  | 0.0000% | $1080214.85        | $901507.22         | Agency Mortgage-Backed Securities |
| GNII RG CH7664 C     | 2050-10-20      | 3.0000%  | 0.0000% | $360242.73         | $316828.32         | Agency Mortgage-Backed Securities |
| GNII RG CI7922 C     | 2051-04-20      | 3.0000%  | 0.0000% | $515935.22         | $453763.31         | Agency Mortgage-Backed Securities |
| GNII RG CI8117 C     | 2049-12-20      | 5.5000%  | 0.0000% | $1496331.31        | $1512372.82        | Agency Mortgage-Backed Securities |
| GNCL CL CJ1373       | 2065-03-15      | 5.3900%  | 0.0000% | $16689504.00       | $16694059.30       | Agency Mortgage-Backed Securities |
| GNII RG CK9540 C     | 2047-09-20      | 4.0000%  | 0.0000% | $1282524.91        | $1197470.71        | Agency Mortgage-Backed Securities |
| GNPL PN CL5340       | 2057-06-15      | 3.2700%  | 0.0000% | $46082.23          | $42218.38          | Agency Mortgage-Backed Securities |
| GNII SF CL6988 C     | 2052-06-20      | 4.0000%  | 0.0000% | $980577.40         | $915977.18         | Agency Mortgage-Backed Securities |
| GNII RG CM0740 C     | 2047-10-20      | 3.0000%  | 0.0000% | $515556.67         | $453460.28         | Agency Mortgage-Backed Securities |
| GNII RG CM1934 C     | 2047-12-20      | 3.0000%  | 0.0000% | $401935.72         | $353588.35         | Agency Mortgage-Backed Securities |
| GNII RG CM5273 C     | 2048-03-20      | 3.5000%  | 0.0000% | $1879624.79        | $1693550.29        | Agency Mortgage-Backed Securities |
| GNMI SF CN1525 X     | 2052-05-15      | 5.0000%  | 0.0000% | $58510.01          | $57681.96          | Agency Mortgage-Backed Securities |
| GNMI SF AK6853 X     | 2045-01-15      | 3.0000%  | 0.0000% | $31651.25          | $28538.88          | Agency Mortgage-Backed Securities |
| GNII SF AM4971 C     | 2045-04-20      | 3.5000%  | 0.0000% | $925956.64         | $841866.30         | Agency Mortgage-Backed Securities |
| GNII SF CQ6154 C     | 2052-11-20      | 5.0000%  | 0.0000% | $789023.90         | $778107.58         | Agency Mortgage-Backed Securities |
| GNII SF CS3934 C     | 2053-01-20      | 5.0000%  | 0.0000% | $646913.53         | $642992.44         | Agency Mortgage-Backed Securities |
| GNII SF CS5376 C     | 2053-01-20      | 5.0000%  | 0.0000% | $1126365.48        | $1123442.31        | Agency Mortgage-Backed Securities |
| GNCL CL CS8941       | 2066-12-15      | 5.6400%  | 0.0000% | $1767664.00        | $1789615.44        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM8197 | 2048-09-01      | 4.0000%  | 0.0000% | $2609463.36        | $2469207.89        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA6808 | 2052-02-01      | 3.0000%  | 0.0000% | $17130.20          | $14969.82          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI2497 | 2054-04-01      | 5.5000%  | 0.0000% | $9410840.83        | $9479121.71        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI8639 | 2054-06-01      | 6.5000%  | 0.0000% | $1121786.00        | $1166982.88        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI9675 | 2054-07-01      | 6.0000%  | 0.0000% | $1092969.58        | $1116113.58        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX8372 | 2055-03-01      | 6.5000%  | 0.0000% | $8297823.59        | $8610428.42        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX8703 | 2055-03-01      | 5.0000%  | 0.0000% | $4117761.13        | $4069100.63        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX8699 | 2055-03-01      | 7.0000%  | 0.0000% | $6577403.15        | $6974539.45        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX8864 | 2055-03-01      | 5.0000%  | 0.0000% | $1817037.14        | $1795564.81        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY0237 | 2055-04-01      | 6.5000%  | 0.0000% | $9778696.54        | $10148078.11       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY1467 | 2055-04-01      | 5.0000%  | 0.0000% | $2021665.77        | $2001840.87        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY3903 | 2055-05-01      | 7.0000%  | 0.0000% | $2252343.50        | $2387652.79        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY4624 | 2055-05-01      | 5.0000%  | 0.0000% | $1970760.69        | $1947105.21        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZA6680 | 2049-04-01      | 4.0000%  | 0.0000% | $11171631.54       | $10565762.92       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS0778 | 2034-03-01      | 5.5000%  | 0.0000% | $137122.91         | $140737.55         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4746 | 2047-12-01      | 3.0000%  | 0.0000% | $16003.05          | $14126.48          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8183 | 2037-10-01      | 3.5000%  | 0.0000% | $67662.78          | $65387.25          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB8222 | 2038-04-01      | 4.5000%  | 0.0000% | $78111.43          | $77788.13          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO0866 | 2037-09-01      | 4.0000%  | 0.0000% | $579178.89         | $568676.19         | Agency Mortgage-Backed Securities |
| FNMS 06.500 KL252477 | 2029-04-01      | 6.5000%  | 0.0000% | $11462.53          | $11737.18          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBJ2765 | 2047-11-01      | 3.5000%  | 0.0000% | $157650.90         | $145506.96         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ4603 | 2048-02-01      | 4.0000%  | 0.0000% | $493932.60         | $466642.44         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY6235 | 2055-06-01      | 6.0000%  | 0.0000% | $2307252.00        | $2375293.63        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY5509 | 2055-05-01      | 6.5000%  | 0.0000% | $3525984.00        | $3736090.73        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5949 | 2055-06-01      | 6.0000%  | 0.0000% | $2799304.00        | $2906176.76        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY6379 | 2055-06-01      | 5.5000%  | 0.0000% | $4143952.00        | $4161599.25        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY7251 | 2055-06-01      | 5.5000%  | 0.0000% | $5172360.00        | $5219969.28        | Agency Mortgage-Backed Securities |
| GNII ET DD6681 C     | 2063-06-20      | 3.0000%  | 0.0000% | $279229.61         | $241240.61         | Agency Mortgage-Backed Securities |
| GNII ET DD6673 C     | 2064-10-20      | 6.0000%  | 0.0000% | $78789.64          | $79907.30          | Agency Mortgage-Backed Securities |
| GNII ET DD8578 C     | 2064-08-20      | 6.5000%  | 0.0000% | $32530.01          | $33394.34          | Agency Mortgage-Backed Securities |
| GNII SF DD8659 C     | 2054-09-20      | 6.5000%  | 0.0000% | $805297.89         | $816438.47         | Agency Mortgage-Backed Securities |
| GNII ET DD9614 C     | 2064-08-20      | 6.5000%  | 0.0000% | $118842.79         | $122000.46         | Agency Mortgage-Backed Securities |
| GNII SF DE0184 C     | 2054-12-20      | 5.0000%  | 0.0000% | $1286708.63        | $1277023.29        | Agency Mortgage-Backed Securities |
| GNII SF DE2635 C     | 2054-10-20      | 6.0000%  | 0.0000% | $1080836.89        | $1114999.26        | Agency Mortgage-Backed Securities |
| GNII ET DE3057 C     | 2064-09-20      | 6.5000%  | 0.0000% | $19304.04          | $19816.93          | Agency Mortgage-Backed Securities |
| GNII ET DE4519 C     | 2064-09-20      | 3.0000%  | 0.0000% | $247383.59         | $213721.28         | Agency Mortgage-Backed Securities |
| GNII ET DE7649 C     | 2064-10-20      | 6.5000%  | 0.0000% | $86062.90          | $88349.60          | Agency Mortgage-Backed Securities |
| GNII SF DE8981 C     | 2054-10-20      | 6.5000%  | 0.0000% | $765765.07         | $800154.89         | Agency Mortgage-Backed Securities |
| GNII SF DE8992 C     | 2054-09-20      | 6.5000%  | 0.0000% | $1482348.61        | $1564168.48        | Agency Mortgage-Backed Securities |
| GNII SF DF0756 C     | 2054-09-20      | 6.0000%  | 0.0000% | $1704071.38        | $1753328.13        | Agency Mortgage-Backed Securities |
| GNII SF DF1376 C     | 2054-11-20      | 6.5000%  | 0.0000% | $565198.39         | $600303.49         | Agency Mortgage-Backed Securities |
| GNII SF DF1377 C     | 2054-11-20      | 6.5000%  | 0.0000% | $876416.72         | $930851.06         | Agency Mortgage-Backed Securities |
| GNII SF DF1378 C     | 2054-11-20      | 6.5000%  | 0.0000% | $975376.34         | $1035958.05        | Agency Mortgage-Backed Securities |
| GNII SF DF1353 C     | 2054-10-20      | 6.5000%  | 0.0000% | $726703.95         | $771840.34         | Agency Mortgage-Backed Securities |
| GNII ET DF1660 C     | 2064-09-20      | 6.5000%  | 0.0000% | $39092.65          | $40131.31          | Agency Mortgage-Backed Securities |
| GNII ET DF2390 C     | 2064-09-20      | 6.5000%  | 0.0000% | $84109.74          | $86344.21          | Agency Mortgage-Backed Securities |
| GNII SF DF2846 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1539877.68        | $1609123.07        | Agency Mortgage-Backed Securities |
| GNII ET DF3382 C     | 2064-09-20      | 6.5000%  | 0.0000% | $125716.88         | $129057.06         | Agency Mortgage-Backed Securities |
| GNPL PN DF3884       | 2059-11-15      | 4.9800%  | 0.0000% | $617317.29         | $615560.20         | Agency Mortgage-Backed Securities |
| GNII ET DF5682 C     | 2062-09-20      | 4.5000%  | 0.0000% | $302656.66         | $287233.88         | Agency Mortgage-Backed Securities |
| GNII ET DF6056 C     | 2064-09-20      | 4.0000%  | 0.0000% | $119172.78         | $109327.82         | Agency Mortgage-Backed Securities |
| GNII SF DF6062 C     | 2044-10-20      | 7.0000%  | 0.0000% | $1155442.04        | $1200445.23        | Agency Mortgage-Backed Securities |
| GNII SF DF9098 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1562890.99        | $1640827.85        | Agency Mortgage-Backed Securities |
| GNII ET DG0027 C     | 2064-12-20      | 6.5000%  | 0.0000% | $34753.34          | $35676.74          | Agency Mortgage-Backed Securities |
| GNII SF DG3331 C     | 2054-12-20      | 5.0000%  | 0.0000% | $914620.83         | $894209.04         | Agency Mortgage-Backed Securities |
| GNII SF DG4326 C     | 2054-12-20      | 5.0000%  | 0.0000% | $1938730.65        | $1913980.38        | Agency Mortgage-Backed Securities |
| GNII SF DG4533 C     | 2055-01-20      | 5.0000%  | 0.0000% | $1458392.15        | $1439323.35        | Agency Mortgage-Backed Securities |
| GNII ET DG4627 C     | 2064-12-20      | 6.5000%  | 0.0000% | $178109.09         | $182841.47         | Agency Mortgage-Backed Securities |
| GNII ET DG4784 C     | 2065-01-20      | 6.5000%  | 0.0000% | $312257.90         | $320557.75         | Agency Mortgage-Backed Securities |
| GNII ET DG4778 C     | 2065-01-20      | 6.5000%  | 0.0000% | $17756.44          | $18228.40          | Agency Mortgage-Backed Securities |
| GNII SF DG5486 C     | 2054-12-20      | 5.5000%  | 0.0000% | $40744.47          | $40504.34          | Agency Mortgage-Backed Securities |
| GNII ET DG6134 C     | 2065-01-20      | 3.0000%  | 0.0000% | $101594.40         | $87770.21          | Agency Mortgage-Backed Securities |
| GNII ET DG6140 C     | 2065-01-20      | 6.0000%  | 0.0000% | $312123.50         | $316552.01         | Agency Mortgage-Backed Securities |
| GNII ET DG6773 C     | 2064-10-20      | 4.5000%  | 0.0000% | $314120.97         | $298111.79         | Agency Mortgage-Backed Securities |
| GNII SF DG6777 C     | 2055-02-20      | 5.0000%  | 0.0000% | $572023.93         | $559255.08         | Agency Mortgage-Backed Securities |
| GNII ET DG6807 C     | 2064-12-20      | 3.5000%  | 0.0000% | $160948.84         | $142442.53         | Agency Mortgage-Backed Securities |
| GNII ET DG6880 C     | 2064-11-20      | 6.5000%  | 0.0000% | $283547.15         | $291079.89         | Agency Mortgage-Backed Securities |
| GNII SF DG7475 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1366372.48        | $1412587.75        | Agency Mortgage-Backed Securities |
| GNII ET DG9559 C     | 2064-11-20      | 3.5000%  | 0.0000% | $477429.28         | $422533.24         | Agency Mortgage-Backed Securities |
| GNII ET DH1787 C     | 2064-12-20      | 4.0000%  | 0.0000% | $895087.38         | $821146.20         | Agency Mortgage-Backed Securities |
| GNII SF DH1814 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1356339.85        | $1423986.09        | Agency Mortgage-Backed Securities |
| GNII ET DH1820 C     | 2064-11-20      | 4.5000%  | 0.0000% | $187953.04         | $178374.20         | Agency Mortgage-Backed Securities |
| GNII SF DH3034 C     | 2055-02-20      | 5.5000%  | 0.0000% | $2816113.79        | $2820708.44        | Agency Mortgage-Backed Securities |
| GNII SF DH3365 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1080848.52        | $1143456.55        | Agency Mortgage-Backed Securities |
| GNII ET DH3909 C     | 2065-01-20      | 4.0000%  | 0.0000% | $860594.15         | $789501.52         | Agency Mortgage-Backed Securities |
| GNII SF DH4698 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1218918.68        | $1253792.35        | Agency Mortgage-Backed Securities |
| GNII SF DH4730 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1194847.43        | $1229031.22        | Agency Mortgage-Backed Securities |
| GNII ET DH5110 C     | 2065-02-20      | 6.0000%  | 0.0000% | $553752.73         | $561609.56         | Agency Mortgage-Backed Securities |
| GNII ET DH6683 C     | 2064-11-20      | 6.0000%  | 0.0000% | $223667.60         | $226841.07         | Agency Mortgage-Backed Securities |
| GNII ET DH7628 C     | 2065-01-20      | 3.0000%  | 0.0000% | $422316.32         | $364855.82         | Agency Mortgage-Backed Securities |
| GNII ET DH7637 C     | 2065-01-20      | 2.5000%  | 0.0000% | $80087.02          | $64745.22          | Agency Mortgage-Backed Securities |
| GNII ET DH7639 C     | 2065-01-20      | 3.5000%  | 0.0000% | $156108.86         | $138158.91         | Agency Mortgage-Backed Securities |
| GNII ET DH7794 C     | 2065-01-20      | 4.5000%  | 0.0000% | $581906.29         | $552251.18         | Agency Mortgage-Backed Securities |
| GNII SF DH7868 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1736030.52        | $1821472.54        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD3301 | 2051-01-01      | 2.5000%  | 0.0000% | $266385.50         | $223988.62         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5144 | 2054-04-01      | 6.0000%  | 0.0000% | $953118.62         | $981114.90         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBV4067 | 2037-04-01      | 2.5000%  | 0.0000% | $158379.75         | $148507.77         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBV7888 | 2037-07-01      | 2.5000%  | 0.0000% | $182205.95         | $170075.38         | Agency Mortgage-Backed Securities |
| GNII SF MA3522 M     | 2046-03-20      | 4.0000%  | 0.0000% | $222947.64         | $211591.18         | Agency Mortgage-Backed Securities |
| GNII SF MA3173 M     | 2045-10-20      | 3.5000%  | 0.0000% | $338024.45         | $313059.81         | Agency Mortgage-Backed Securities |
| GNII SF MA4426 M     | 2032-05-20      | 3.5000%  | 0.0000% | $23339.81          | $23036.38          | Agency Mortgage-Backed Securities |
| GNII SF MA3936 M     | 2046-09-20      | 3.0000%  | 0.0000% | $48380.32          | $43396.02          | Agency Mortgage-Backed Securities |
| GNII SF MA5331 M     | 2048-06-20      | 4.5000%  | 0.0000% | $8466898.09        | $8262634.17        | Agency Mortgage-Backed Securities |
| GNII SF MA4511 M     | 2047-06-20      | 4.0000%  | 0.0000% | $768389.09         | $724491.96         | Agency Mortgage-Backed Securities |
| GNII SF MA4900 M     | 2047-12-20      | 3.5000%  | 0.0000% | $13826128.35       | $12761923.57       | Agency Mortgage-Backed Securities |
| GNII SF MA4904 M     | 2047-12-20      | 5.5000%  | 0.0000% | $604554.06         | $622509.65         | Agency Mortgage-Backed Securities |
| GNII JM MB0413 M     | 2053-08-20      | 6.5000%  | 0.0000% | $999000.00         | $1023091.99        | Agency Mortgage-Backed Securities |
| GNII SF DI0822 C     | 2055-04-20      | 6.0000%  | 0.0000% | $3941643.77        | $4071100.49        | Agency Mortgage-Backed Securities |
| GNII SF DI0177 C     | 2055-04-20      | 5.5000%  | 0.0000% | $117470.12         | $119573.72         | Agency Mortgage-Backed Securities |
| GNII ET DI0700 C     | 2065-02-20      | 6.5000%  | 0.0000% | $192121.35         | $197227.95         | Agency Mortgage-Backed Securities |
| GNII SF DI1675 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1345278.68        | $1409070.60        | Agency Mortgage-Backed Securities |
| GNII SF DI1762 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1134030.51        | $1178236.03        | Agency Mortgage-Backed Securities |
| GNII SF DI0933 C     | 2055-02-20      | 7.0000%  | 0.0000% | $2370319.35        | $2462714.14        | Agency Mortgage-Backed Securities |
| GNII ET DI2621 C     | 2062-09-20      | 4.5000%  | 0.0000% | $236628.51         | $224570.40         | Agency Mortgage-Backed Securities |
| GNII SF DI2003 C     | 2055-06-20      | 6.0000%  | 0.0000% | $6639992.00        | $6818357.68        | Agency Mortgage-Backed Securities |
| GNII SF DI2007 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1790988.00        | $1867680.10        | Agency Mortgage-Backed Securities |
| GNII SF DI2008 C     | 2055-06-20      | 6.0000%  | 0.0000% | $4551920.00        | $4675806.57        | Agency Mortgage-Backed Securities |
| GNII SF DI2013 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3548484.00        | $3716746.41        | Agency Mortgage-Backed Securities |
| GNII SF DI2224 C     | 2052-02-20      | 5.5000%  | 0.0000% | $1165510.89        | $1168558.18        | Agency Mortgage-Backed Securities |
| GNII ET DI2800 C     | 2065-03-20      | 3.5000%  | 0.0000% | $416998.93         | $369050.49         | Agency Mortgage-Backed Securities |
| GNII ET DI3243 C     | 2064-11-20      | 4.0000%  | 0.0000% | $235637.79         | $216172.28         | Agency Mortgage-Backed Securities |
| GNII ET DI3231 C     | 2064-12-20      | 6.0000%  | 0.0000% | $420524.74         | $426491.28         | Agency Mortgage-Backed Securities |
| GNII SF DI3258 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1463780.83        | $1555173.29        | Agency Mortgage-Backed Securities |
| GNII ET DI7156 C     | 2065-04-20      | 6.5000%  | 0.0000% | $7190903.70        | $7382038.71        | Agency Mortgage-Backed Securities |
| GNII ET DI7188 C     | 2065-04-20      | 4.0000%  | 0.0000% | $435605.75         | $399619.15         | Agency Mortgage-Backed Securities |
| GNII SF DI6404 C     | 2055-05-20      | 6.5000%  | 0.0000% | $3501222.84        | $3658666.22        | Agency Mortgage-Backed Securities |
| GNII ET DI6716 C     | 2065-02-20      | 4.0000%  | 0.0000% | $138876.55         | $127404.41         | Agency Mortgage-Backed Securities |
| GNII SF DI6974 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1512729.96        | $1529969.87        | Agency Mortgage-Backed Securities |
| GNII ET DI7313 C     | 2065-03-20      | 6.5000%  | 0.0000% | $1109417.25        | $1138905.69        | Agency Mortgage-Backed Securities |
| GNII SF DI7857 C     | 2055-04-20      | 6.0000%  | 0.0000% | $2995042.74        | $3080728.92        | Agency Mortgage-Backed Securities |
| GNII SF DI7927 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1067085.00        | $1103181.64        | Agency Mortgage-Backed Securities |
| GNII SF DI8206 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1878752.42        | $1951976.59        | Agency Mortgage-Backed Securities |
| GNII SF DI8255 C     | 2055-04-20      | 5.0000%  | 0.0000% | $1247598.56        | $1230517.41        | Agency Mortgage-Backed Securities |
| GNII SF DI8242 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1317137.13        | $1368468.46        | Agency Mortgage-Backed Securities |
| GNII SF DI8309 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1017784.77        | $1077358.65        | Agency Mortgage-Backed Securities |
| GNII SF DI8375 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1557466.98        | $1602025.07        | Agency Mortgage-Backed Securities |
| GNII ET DI8629 C     | 2065-03-20      | 3.5000%  | 0.0000% | $233952.54         | $207050.91         | Agency Mortgage-Backed Securities |
| GNII ET DI9969 C     | 2064-11-20      | 6.0000%  | 0.0000% | $168474.52         | $170864.89         | Agency Mortgage-Backed Securities |
| GNII SF AS4324 C     | 2046-06-20      | 4.0000%  | 0.0000% | $111807.23         | $104041.35         | Agency Mortgage-Backed Securities |
| GNMI SF 590247 X     | 2032-05-15      | 6.5000%  | 0.0000% | $11158.82          | $11561.68          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8368 | 2053-10-01      | 6.0000%  | 0.0000% | $8044312.79        | $8218418.53        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8422 | 2054-04-01      | 6.5000%  | 0.0000% | $18351788.14       | $19082980.47       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX0388 | 2052-11-01      | 4.5000%  | 0.0000% | $85993.83          | $82529.13          | Agency Mortgage-Backed Securities |
| GNII JM MA7084 M     | 2050-12-20      | 1.5000%  | 0.0000% | $688622.21         | $529539.00         | Agency Mortgage-Backed Securities |
| GNII SF MA6343 M     | 2044-11-20      | 5.5000%  | 0.0000% | $587169.73         | $602600.29         | Agency Mortgage-Backed Securities |
| GNII SF MA6476 M     | 2050-02-20      | 4.0000%  | 0.0000% | $99359.02          | $93460.09          | Agency Mortgage-Backed Securities |
| GNII SF MA7969 M     | 2035-04-20      | 6.0000%  | 0.0000% | $64647.29          | $67021.03          | Agency Mortgage-Backed Securities |
| GNII SF MA7989 M     | 2052-04-20      | 3.5000%  | 0.0000% | $9767397.79        | $8867473.17        | Agency Mortgage-Backed Securities |
| GNII SF MA7292 M     | 2032-09-20      | 6.5000%  | 0.0000% | $305919.68         | $318062.28         | Agency Mortgage-Backed Securities |
| GNII SF MA7367 M     | 2051-05-20      | 2.5000%  | 0.0000% | $263564.46         | $224294.38         | Agency Mortgage-Backed Securities |
| GNII SF MA7535 M     | 2051-08-20      | 3.0000%  | 0.0000% | $29209246.82       | $25847457.25       | Agency Mortgage-Backed Securities |
| GNII SF MA7588 M     | 2051-09-20      | 2.0000%  | 0.0000% | $13032182.40       | $10627589.81       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQB2542 | 2050-08-01      | 3.5000%  | 0.0000% | $3304640.33        | $3051668.27        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQC3436 | 2051-06-01      | 5.0000%  | 0.0000% | $641953.01         | $635388.26         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0532 | 2047-10-01      | 3.5000%  | 0.0000% | $120368.49         | $110447.17         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2190 | 2048-08-01      | 4.0000%  | 0.0000% | $24217.25          | $22920.59          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA2817 | 2048-12-01      | 5.0000%  | 0.0000% | $63696.94          | $63638.84          | Agency Mortgage-Backed Securities |
| GNII SF MA7963 M     | 2037-04-20      | 3.0000%  | 0.0000% | $114516.75         | $108493.94         | Agency Mortgage-Backed Securities |
| GNII SF MA7939 M     | 2052-02-20      | 4.0000%  | 0.0000% | $159180.30         | $148749.57         | Agency Mortgage-Backed Securities |
| GNII JM MA8190 M     | 2052-06-20      | 3.0000%  | 0.0000% | $16617114.60       | $14322069.52       | Agency Mortgage-Backed Securities |
| GNII SF MA8350 M     | 2052-09-20      | 6.0000%  | 0.0000% | $331748.50         | $340521.03         | Agency Mortgage-Backed Securities |
| GNII SF MA8341 M     | 2052-08-20      | 1.5000%  | 0.0000% | $133799.59         | $104041.80         | Agency Mortgage-Backed Securities |
| GNII SF MA8562 M     | 2052-09-20      | 1.5000%  | 0.0000% | $167349.21         | $130764.55         | Agency Mortgage-Backed Securities |
| GNII SF MA8615 M     | 2038-02-20      | 4.5000%  | 0.0000% | $339814.09         | $335810.40         | Agency Mortgage-Backed Securities |
| GNII SF MA8619 M     | 2036-06-20      | 6.5000%  | 0.0000% | $37829.25          | $39465.98          | Agency Mortgage-Backed Securities |
| GNII JM MA8633 M     | 2052-01-20      | 3.0000%  | 0.0000% | $880746.38         | $756929.88         | Agency Mortgage-Backed Securities |
| GNII SF MA8766 M     | 2032-12-20      | 3.0000%  | 0.0000% | $177079.35         | $166437.17         | Agency Mortgage-Backed Securities |
| GNII SF MA9016 M     | 2053-07-20      | 5.0000%  | 0.0000% | $23074581.63       | $22774099.30       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9647 | 2052-09-01      | 5.0000%  | 0.0000% | $1796450.39        | $1781731.67        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG2845 | 2053-05-01      | 5.5000%  | 0.0000% | $9466249.86        | $9598612.23        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG8427 | 2053-08-01      | 5.5000%  | 0.0000% | $6100923.89        | $6182521.04        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQH4770 | 2053-11-01      | 7.0000%  | 0.0000% | $2675052.49        | $2858825.62        | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQJ2570 | 2054-08-01      | 7.5000%  | 0.0000% | $1510784.00        | $1627348.03        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB5363 | 2054-06-01      | 6.0000%  | 0.0000% | $1170722.77        | $1200735.81        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC7046 | 2054-12-01      | 4.5000%  | 0.0000% | $857950.71         | $823128.21         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3061 | 2052-03-01      | 3.0000%  | 0.0000% | $143836.95         | $125164.28         | Agency Mortgage-Backed Securities |
| GNII SF MA9237 M     | 2053-10-20      | 3.5000%  | 0.0000% | $191340.27         | $173602.35         | Agency Mortgage-Backed Securities |
| GNII SF MA9274 M     | 2038-11-20      | 7.0000%  | 0.0000% | $79633.45          | $84523.50          | Agency Mortgage-Backed Securities |
| GNII JM MA9410 M     | 2053-11-20      | 5.5000%  | 0.0000% | $510032.28         | $510159.56         | Agency Mortgage-Backed Securities |
| GNII SF MA9426 M     | 2053-12-20      | 7.0000%  | 0.0000% | $63557190.07       | $66337428.74       | Agency Mortgage-Backed Securities |
| GNII SF MA9514 M     | 2031-06-20      | 7.0000%  | 0.0000% | $82868.21          | $87779.05          | Agency Mortgage-Backed Securities |
| GNII SF MA9608 M     | 2054-04-20      | 7.0000%  | 0.0000% | $117022519.93      | $122044996.50      | Agency Mortgage-Backed Securities |
| GNII SF MA9665 M     | 2054-04-20      | 4.0000%  | 0.0000% | $393407.38         | $366034.96         | Agency Mortgage-Backed Securities |
| GNII SF MA9668 M     | 2054-05-20      | 5.5000%  | 0.0000% | $20291431.85       | $20422119.95       | Agency Mortgage-Backed Securities |
| GNII JM MA9656 M     | 2054-05-20      | 6.0000%  | 0.0000% | $527229.28         | $533410.17         | Agency Mortgage-Backed Securities |
| GNMI SF AO0095 X     | 2045-07-15      | 3.0000%  | 0.0000% | $58627.12          | $52239.38          | Agency Mortgage-Backed Securities |
| GNII SF BC5293 C     | 2047-08-20      | 3.5000%  | 0.0000% | $1038421.81        | $951451.33         | Agency Mortgage-Backed Securities |
| GNII SF BC4732 C     | 2047-10-20      | 3.5000%  | 0.0000% | $40837.70          | $37290.93          | Agency Mortgage-Backed Securities |
| GNMI SF BC7179 X     | 2047-10-15      | 4.5000%  | 0.0000% | $6930.54           | $6838.32           | Agency Mortgage-Backed Securities |
| GNII SF BD4279 C     | 2047-11-20      | 4.0000%  | 0.0000% | $741996.53         | $693921.26         | Agency Mortgage-Backed Securities |
| GNMI SF BE0204 X     | 2048-01-15      | 4.0000%  | 0.0000% | $34664.53          | $32636.38          | Agency Mortgage-Backed Securities |
| GNII RG CN9847 C     | 2045-03-20      | 2.5000%  | 0.0000% | $1061319.69        | $894434.48         | Agency Mortgage-Backed Securities |
| GNII SF CO1899 C     | 2052-07-20      | 6.0000%  | 0.0000% | $1398806.53        | $1507876.14        | Agency Mortgage-Backed Securities |
| GNMI SF CO1918 X     | 2052-09-15      | 5.5000%  | 0.0000% | $1065780.95        | $1095941.01        | Agency Mortgage-Backed Securities |
| GNII RG CO2147 C     | 2050-06-20      | 3.5000%  | 0.0000% | $236929.75         | $213463.86         | Agency Mortgage-Backed Securities |
| GNII SF CO2536 C     | 2052-06-20      | 2.5000%  | 0.0000% | $1345412.72        | $1122901.49        | Agency Mortgage-Backed Securities |
| GNPL PN CP1213       | 2058-06-15      | 5.0000%  | 0.0000% | $40362.51          | $40724.47          | Agency Mortgage-Backed Securities |
| GNPL PN CP8492       | 2065-04-15      | 4.7600%  | 0.0000% | $1413776.89        | $1364373.09        | Agency Mortgage-Backed Securities |
| GNII SF BF9990 C     | 2048-05-20      | 4.0000%  | 0.0000% | $384706.75         | $354654.31         | Agency Mortgage-Backed Securities |
| GNII SF BK1671 C     | 2048-09-20      | 5.0000%  | 0.0000% | $257956.41         | $259630.49         | Agency Mortgage-Backed Securities |
| GNMI SF BO5617 X     | 2049-01-15      | 4.5000%  | 0.0000% | $251619.33         | $241976.02         | Agency Mortgage-Backed Securities |
| GNII SF BR0796 C     | 2050-01-20      | 4.0000%  | 0.0000% | $1619682.01        | $1514194.10        | Agency Mortgage-Backed Securities |
| GNMI SF BR6606 X     | 2050-02-15      | 3.0000%  | 0.0000% | $10120393.91       | $8966918.65        | Agency Mortgage-Backed Securities |
| GNII SF BS7618 C     | 2050-06-20      | 3.0000%  | 0.0000% | $242550.79         | $214462.36         | Agency Mortgage-Backed Securities |
| GNII SF BT0812 C     | 2050-03-20      | 3.0000%  | 0.0000% | $46864.23          | $40914.66          | Agency Mortgage-Backed Securities |
| GNPL PN BV7052       | 2062-05-15      | 3.1700%  | 0.0000% | $90360.32          | $81561.81          | Agency Mortgage-Backed Securities |
| GNII SF BW8882 C     | 2034-01-20      | 7.0000%  | 0.0000% | $1147275.11        | $1178191.76        | Agency Mortgage-Backed Securities |
| GNII SF 733994 C     | 2040-10-20      | 4.0000%  | 0.0000% | $456356.15         | $434255.38         | Agency Mortgage-Backed Securities |
| GNII SF 518955 C     | 2029-09-20      | 3.5000%  | 0.0000% | $46384.96          | $45600.47          | Agency Mortgage-Backed Securities |
| GNAR AS 082775 M     | 2041-03-20      | 5.7500%  | 0.0000% | $91313.49          | $92405.59          | Agency Mortgage-Backed Securities |
| GNII SP 784408 C     | 2047-10-20      | 3.5000%  | 0.0000% | $350871.85         | $321204.39         | Agency Mortgage-Backed Securities |
| GNII JP 784498 M     | 2033-05-20      | 2.5000%  | 0.0000% | $73879.45          | $71463.44          | Agency Mortgage-Backed Securities |
| GNMI SP 783632 X     | 2027-07-15      | 4.0000%  | 0.0000% | $13870.06          | $13838.88          | Agency Mortgage-Backed Securities |
| GNMI SP 783700 X     | 2040-07-15      | 6.5000%  | 0.0000% | $399380.78         | $420454.15         | Agency Mortgage-Backed Securities |
| GNMI SP 784135 X     | 2029-10-15      | 7.0000%  | 0.0000% | $660899.84         | $682206.52         | Agency Mortgage-Backed Securities |
| GNII SP 784156 M     | 2045-08-20      | 4.0000%  | 0.0000% | $516716.84         | $486608.89         | Agency Mortgage-Backed Securities |
| GNMI SP 784182 X     | 2046-08-15      | 4.5000%  | 0.0000% | $82561.78          | $80577.41          | Agency Mortgage-Backed Securities |
| GNII SP 784328 C     | 2046-11-20      | 3.0000%  | 0.0000% | $6634124.40        | $5892340.84        | Agency Mortgage-Backed Securities |
| GNII SP 784519 C     | 2047-11-20      | 3.5000%  | 0.0000% | $2248547.99        | $2117276.51        | Agency Mortgage-Backed Securities |
| GNII SP 785558 C     | 2051-07-20      | 2.5000%  | 0.0000% | $276687.55         | $233251.17         | Agency Mortgage-Backed Securities |
| GNII SP 785575 C     | 2051-08-20      | 2.5000%  | 0.0000% | $230678.59         | $193161.92         | Agency Mortgage-Backed Securities |
| GNII SP 787236 C     | 2054-01-20      | 6.5000%  | 0.0000% | $930042.04         | $971842.88         | Agency Mortgage-Backed Securities |
| GNII SP 787999 C     | 2053-04-20      | 3.0000%  | 0.0000% | $99654720.00       | $86761259.49       | Agency Mortgage-Backed Securities |
| GNMI SF 758873 X     | 2038-03-15      | 3.0000%  | 0.0000% | $2321128.46        | $2103143.55        | Agency Mortgage-Backed Securities |
| GNII ET CV2347 C     | 2064-01-20      | 7.5000%  | 0.0000% | $84877.52          | $88023.22          | Agency Mortgage-Backed Securities |
| GNII ET CW6228 C     | 2063-07-20      | 6.5000%  | 0.0000% | $296893.85         | $304781.17         | Agency Mortgage-Backed Securities |
| GNII SF CX2364 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1665787.36        | $1732422.37        | Agency Mortgage-Backed Securities |
| GNII SF CY0324 C     | 2053-10-20      | 7.5000%  | 0.0000% | $2062960.18        | $2187353.93        | Agency Mortgage-Backed Securities |
| GNII ET CY7463 C     | 2062-08-20      | 5.0000%  | 0.0000% | $161448.82         | $157668.94         | Agency Mortgage-Backed Securities |
| GNII SF CZ1793 C     | 2054-01-20      | 7.0000%  | 0.0000% | $280558.14         | $289678.21         | Agency Mortgage-Backed Securities |
| GNII ET CZ3060 C     | 2063-12-20      | 7.5000%  | 0.0000% | $181841.95         | $188581.68         | Agency Mortgage-Backed Securities |
| GNII SF CZ5310 C     | 2054-11-20      | 6.0000%  | 0.0000% | $1567934.88        | $1628655.25        | Agency Mortgage-Backed Securities |
| GNII ET DA2806 C     | 2064-01-20      | 5.0000%  | 0.0000% | $107095.13         | $104588.22         | Agency Mortgage-Backed Securities |
| GNII ET DA2913 C     | 2064-03-20      | 5.0000%  | 0.0000% | $86940.54          | $84905.42          | Agency Mortgage-Backed Securities |
| GNII ET DA7236 C     | 2061-08-20      | 5.0000%  | 0.0000% | $271298.52         | $264948.17         | Agency Mortgage-Backed Securities |
| GNII ET DA7612 C     | 2064-04-20      | 5.0000%  | 0.0000% | $615676.30         | $601265.03         | Agency Mortgage-Backed Securities |
| GNII ET DA9289 C     | 2064-03-20      | 5.0000%  | 0.0000% | $106077.15         | $103593.97         | Agency Mortgage-Backed Securities |
| GNII ET DC0794 C     | 2062-12-20      | 5.0000%  | 0.0000% | $141904.99         | $138583.53         | Agency Mortgage-Backed Securities |
| GNII ET DC0046 C     | 2065-02-20      | 4.0000%  | 0.0000% | $36882.76          | $33835.85          | Agency Mortgage-Backed Securities |
| GNII SF DC0579 C     | 2054-04-20      | 6.5000%  | 0.0000% | $51043.91          | $54148.86          | Agency Mortgage-Backed Securities |
| GNII ET DC3563 C     | 2055-11-20      | 3.0000%  | 0.0000% | $223418.43         | $193037.47         | Agency Mortgage-Backed Securities |
| GNII ET DC6981 C     | 2064-04-20      | 6.5000%  | 0.0000% | $6073.02           | $6234.38           | Agency Mortgage-Backed Securities |
| GNPL PN DC7221       | 2060-02-15      | 5.3100%  | 0.0000% | $1393770.78        | $1422307.54        | Agency Mortgage-Backed Securities |
| GNII SF DC7569 C     | 2054-07-20      | 7.0000%  | 0.0000% | $1132540.91        | $1229290.36        | Agency Mortgage-Backed Securities |
| GNII ET DC8392 C     | 2064-05-20      | 5.0000%  | 0.0000% | $622083.75         | $607521.88         | Agency Mortgage-Backed Securities |
| GNII ET DD0874 C     | 2063-04-20      | 4.0000%  | 0.0000% | $196554.01         | $180318.30         | Agency Mortgage-Backed Securities |
| GNII ET DD0881 C     | 2064-06-20      | 4.5000%  | 0.0000% | $239073.45         | $226890.98         | Agency Mortgage-Backed Securities |
| GNII ET DD0350 C     | 2064-02-20      | 5.0000%  | 0.0000% | $200650.09         | $195953.23         | Agency Mortgage-Backed Securities |
| GNII ET DD1389 C     | 2063-12-20      | 7.5000%  | 0.0000% | $1117341.88        | $1158753.55        | Agency Mortgage-Backed Securities |
| GNII ET DD1391 C     | 2064-06-20      | 4.5000%  | 0.0000% | $316141.76         | $300031.81         | Agency Mortgage-Backed Securities |
| GNII ET DD1402 C     | 2064-06-20      | 4.5000%  | 0.0000% | $317162.19         | $301000.87         | Agency Mortgage-Backed Securities |
| GNII ET DD1435 C     | 2064-05-20      | 6.5000%  | 0.0000% | $59231.83          | $60713.11          | Agency Mortgage-Backed Securities |
| GNII SF DD4247 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1188902.51        | $1235248.18        | Agency Mortgage-Backed Securities |
| GNII ET DD4536 C     | 2064-06-20      | 6.5000%  | 0.0000% | $61084.28          | $62707.30          | Agency Mortgage-Backed Securities |
| GNII ET DD5645 C     | 2064-08-20      | 6.5000%  | 0.0000% | $64012.49          | $65713.31          | Agency Mortgage-Backed Securities |

### Security 2: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.420000%
- **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: 03199S004, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 03199S004_4.42_0707
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FHOR 22-26 YX   | 2026-01-27      | 0.7000%  | 0.0000% | $20000000.00       | $19644320.00       | Agency Mortgage-Backed Securities  |
| FHOR 21-26 1U   | 2026-01-29      | 0.7500%  | 0.0000% | $25000000.00       | $24578845.83       | Agency Mortgage-Backed Securities  |
| FHOR 21-26 67   | 2026-05-26      | 1.0200%  | 0.0000% | $20000000.00       | $19480206.67       | Agency Mortgage-Backed Securities  |
| FHOR 22-26 FW   | 2026-06-29      | 1.5000%  | 0.0000% | $20000000.00       | $19511313.33       | Agency Mortgage-Backed Securities  |
| 4 1/4 NOTE F 34 | 2034-11-15      | 4.2500%  | 0.0000% | $170983400.00      | $171785397.60      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of America Securities 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: 03199U009, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 03199U009_4.40_0701
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 7/8 NOTE BC 27            | 2027-05-31      | 3.8750%  | 0.0000% | $85571600.00       | $86012655.71       | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28             | 2028-01-31      | 0.7500%  | 0.0000% | $200.00            | $186.03            | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-07-08      | 0.0000%  | 0.0000% | $16000000.00       | $15987200.00       | U.S. Treasuries (including strips) |

### Security 4: Fixed Income Clearing Corp. - Morgan Stanley

- **C.1 - Title:** Fixed Income Clearing Corp. - Morgan Stanley 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 03499W002, C.3 - LEI: 9R7GPTSO7KV3UQJZQ078, C.5 - Other ID: 03499W002_4.39_0701
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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 AF 29            | 2029-10-31      | 4.1250%  | 0.0000% | $4499700.00        | $4590385.32        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AV 26            | 2026-12-15      | 4.3750%  | 0.0000% | $11958000.00       | $12065395.19       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AK 27            | 2027-02-15      | 4.1250%  | 0.0000% | $394400.00         | $402224.22         | U.S. Treasuries (including strips) |
| 0 5/8 NOTE J 27             | 2027-03-31      | 0.6250%  | 0.0000% | $134900.00         | $127944.28         | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31             | 2031-02-15      | 1.1250%  | 0.0000% | $4867000.00        | $4223560.42        | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-08-07      | 0.0000%  | 0.0000% | $599689100.00      | $597064860.50      | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-10-09      | 0.0000%  | 0.0000% | $3109900.00        | $3073856.26        | U.S. Treasuries (including strips) |
| BILL 06/11/26               | 2026-06-11      | 0.0000%  | 0.0000% | $411078700.00      | $396025409.10      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 29             | 2029-09-30      | 3.8750%  | 0.0000% | $802400.00         | $813019.41         | U.S. Treasuries (including strips) |
| 2 7/8 NOTE S 25             | 2025-11-30      | 2.8750%  | 0.0000% | $138600.00         | $138105.28         | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29             | 2029-02-15      | 2.6250%  | 0.0000% | $1517800.00        | $1475291.53        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. - Barclays 4.420000%
- **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_4.42_0701
- **C.18 - Value (incl. sponsor support):** $23500000000.00
- **C.18.a - Value (excl. sponsor support):** $23500000000.00
- **C.19 - Percentage of Net Assets:** 18.6600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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 BJ 26                                        | 2026-10-31      | 4.1250%  | 0.0000% | $1505800.00        | $1520119.61        | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note               | 2026-10-31      | 4.4450%  | 0.0000% | $9109900.00        | $9187793.96        | U.S. Treasuries (including strips) |
| TRFR BK 10/31/26                                        | 2026-10-31      | 4.4450%  | 0.0000% | $86599700.00       | $87340168.48       | U.S. Treasuries (including strips) |
| TRFR BK 10/31/26                                        | 2026-10-31      | 4.4450%  | 0.0000% | $1012000.00        | $1020653.08        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34                                         | 2034-11-15      | 4.2500%  | 0.0000% | $399765800.00      | $402428839.90      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34                                         | 2034-11-15      | 4.2500%  | 0.0000% | $160503800.00      | $161572996.10      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27                                        | 2027-11-15      | 4.1250%  | 0.0000% | $110422200.00      | $111968028.00      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BL 26                                        | 2026-11-30      | 4.2500%  | 0.0000% | $338219200.00      | $341087504.10      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31                                         | 2031-11-30      | 4.1250%  | 0.0000% | $24268400.00       | $24555377.42       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29                                        | 2029-11-30      | 4.1250%  | 0.0000% | $1806100.00        | $1836964.71        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29                                        | 2029-11-30      | 4.1250%  | 0.0000% | $3579400.00        | $3640568.90        | U.S. Treasuries (including strips) |
| 4 NOTE AV 27                                            | 2027-12-15      | 4.0000%  | 0.0000% | $847400.00         | $854448.12         | U.S. Treasuries (including strips) |
| 4 NOTE AV 27                                            | 2027-12-15      | 4.0000%  | 0.0000% | $569511100.00      | $574247919.70      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31                                         | 2031-12-31      | 4.5000%  | 0.0000% | $60801800.00       | $62602262.90       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31                                         | 2031-12-31      | 4.5000%  | 0.0000% | $1957498100.00     | $2015463534.00     | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29                                        | 2029-12-31      | 4.3750%  | 0.0000% | $19025400.00       | $19477367.40       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26                                        | 2026-12-31      | 4.2500%  | 0.0000% | $108253600.00      | $108871295.00      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26                                        | 2026-12-31      | 4.2500%  | 0.0000% | $600594200.00      | $604021190.50      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28                                        | 2028-01-15      | 4.2500%  | 0.0000% | $200.00            | $206.39            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30                                         | 2030-01-31      | 4.2500%  | 0.0000% | $1408987200.00     | $1460152452.00     | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30                                         | 2030-01-31      | 4.2500%  | 0.0000% | $26926500.00       | $27904295.38       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30                                         | 2030-01-31      | 4.2500%  | 0.0000% | $150120600.00      | $155572004.00      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27                                        | 2027-01-31      | 4.1250%  | 0.0000% | $67333300.00       | $68780463.71       | U.S. Treasuries (including strips) |
| T 4.125 01/31/27                                        | 2027-01-31      | 4.1250%  | 0.0000% | $95844400.00       | $97904339.70       | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note               | 2027-01-31      | 4.3380%  | 0.0000% | $9311300.00        | $9374171.47        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32                                         | 2032-01-31      | 4.3750%  | 0.0000% | $528898900.00      | $550235450.10      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32                                         | 2032-01-31      | 4.3750%  | 0.0000% | $11637600.00       | $12107077.69       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32                                         | 2032-01-31      | 4.3750%  | 0.0000% | $17866200.00       | $18586948.47       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35                                         | 2035-02-15      | 4.6250%  | 0.0000% | $716500.00         | $750226.32         | U.S. Treasuries (including strips) |
| T 4 5/8 02/15/35                                        | 2035-02-15      | 4.6250%  | 0.0000% | $54700.00          | $57274.78          | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28                                        | 2028-02-15      | 4.2500%  | 0.0000% | $6829900.00        | $7027034.46        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28                                        | 2028-02-15      | 4.2500%  | 0.0000% | $159645000.00      | $164252905.20      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32                                         | 2032-02-29      | 4.1250%  | 0.0000% | $141800400.00      | $144807316.10      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28                                        | 2028-03-15      | 3.8750%  | 0.0000% | $249999000.00      | $253883980.50      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32                                         | 2032-03-31      | 4.1250%  | 0.0000% | $210412800.00      | $214086849.00      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32                                         | 2032-03-31      | 4.1250%  | 0.0000% | $10190000.00       | $10367929.10       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32                                         | 2032-03-31      | 4.1250%  | 0.0000% | $98901200.00       | $100628128.50      | U.S. Treasuries (including strips) |
| 4 NOTE W 30                                             | 2030-03-31      | 4.0000%  | 0.0000% | $103500000.00      | $105376181.20      | U.S. Treasuries (including strips) |
| 4 NOTE W 30                                             | 2030-03-31      | 4.0000%  | 0.0000% | $94013800.00       | $95718021.53       | U.S. Treasuries (including strips) |
| 4 NOTE W 30                                             | 2030-03-31      | 4.0000%  | 0.0000% | $4000000.00        | $4072509.42        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27                                        | 2027-03-31      | 3.8750%  | 0.0000% | $54242500.00       | $54841638.95       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30                                         | 2030-04-30      | 3.8750%  | 0.0000% | $56088800.00       | $56610663.32       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30                                         | 2030-04-30      | 3.8750%  | 0.0000% | $545738600.00      | $550816279.60      | U.S. Treasuries (including strips) |
| 4 NOTE K 32                                             | 2032-04-30      | 4.0000%  | 0.0000% | $254511700.00      | $256072731.00      | U.S. Treasuries (including strips) |
| 4 NOTE K 32                                             | 2032-04-30      | 4.0000%  | 0.0000% | $7374300.00        | $7419529.79        | U.S. Treasuries (including strips) |
| 4 NOTE K 32                                             | 2032-04-30      | 4.0000%  | 0.0000% | $22360600.00       | $22497747.29       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35                                         | 2035-05-15      | 4.2500%  | 0.0000% | $544800.00         | $547330.87         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28                                        | 2028-05-15      | 3.7500%  | 0.0000% | $1141800.00        | $1148219.77        | U.S. Treasuries (including strips) |
| T 4 1/8 05/31/32                                        | 2032-05-31      | 4.1250%  | 0.0000% | $100.00            | $101.02            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32                                         | 2032-05-31      | 4.1250%  | 0.0000% | $18930000.00       | $19123486.33       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32                                         | 2032-05-31      | 4.1250%  | 0.0000% | $18988800.00       | $19182887.34       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28                                        | 2028-06-15      | 3.8750%  | 0.0000% | $236600.00         | $238075.23         | U.S. Treasuries (including strips) |
| 4 NOTE M 32                                             | 2032-06-30      | 4.0000%  | 0.0000% | $148159200.00      | $147985853.70      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30                                        | 2030-06-30      | 3.8750%  | 0.0000% | $80201800.00       | $80402705.51       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30                                        | 2030-06-30      | 3.8750%  | 0.0000% | $256754800.00      | $257397970.80      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30                                        | 2030-06-30      | 3.8750%  | 0.0000% | $942871000.00      | $945232891.90      | U.S. Treasuries (including strips) |
| T 3 3/4 06/30/27                                        | 2027-06-30      | 3.7500%  | 0.0000% | $3165300.00        | $3166043.85        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27                                        | 2027-05-15      | 4.5000%  | 0.0000% | $400.00            | $407.40            | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27                                        | 2027-05-15      | 4.5000%  | 0.0000% | $7775000.00        | $7918790.85        | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BC 26                                        | 2026-05-31      | 4.8750%  | 0.0000% | $301500.00         | $304813.15         | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29                                         | 2029-05-31      | 4.5000%  | 0.0000% | $7033200.00        | $7244713.12        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29                                         | 2029-05-31      | 4.5000%  | 0.0000% | $6024900.00        | $6206089.98        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29                                         | 2029-05-31      | 4.5000%  | 0.0000% | $36563000.00       | $37662578.29       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31                                         | 2031-05-31      | 4.6250%  | 0.0000% | $2100.00           | $2185.32           | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31                                         | 2031-05-31      | 4.6250%  | 0.0000% | $50000000.00       | $52031449.20       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31                                         | 2031-05-31      | 4.6250%  | 0.0000% | $150000000.00      | $156094347.60      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27                                        | 2027-06-15      | 4.6250%  | 0.0000% | $300.00            | $305.43            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31                                         | 2031-06-30      | 4.2500%  | 0.0000% | $1443644000.00     | $1468399607.00     | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31                                         | 2031-06-30      | 4.2500%  | 0.0000% | $210547700.00      | $214158172.00      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29                                        | 2029-06-30      | 4.2500%  | 0.0000% | $220044400.00      | $223962510.60      | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2026-06-30      | 4.6250%  | 0.0000% | $30018000.00       | $30193425.19       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27                                        | 2027-07-15      | 4.3750%  | 0.0000% | $25444800.00       | $26260818.68       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE BE 26                                        | 2026-07-31      | 4.3750%  | 0.0000% | $1000.00           | $1022.15           | U.S. Treasuries (including strips) |
| T 4 3/8 07/31/26                                        | 2026-07-31      | 4.3750%  | 0.0000% | $3340000.00        | $3413965.81        | U.S. Treasuries (including strips) |
| 4 NOTE AB 29                                            | 2029-07-31      | 4.0000%  | 0.0000% | $141845900.00      | $145403762.00      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31                                         | 2031-07-31      | 4.1250%  | 0.0000% | $795938600.00      | $817610846.80      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34                                         | 2034-08-15      | 3.8750%  | 0.0000% | $10500000.00       | $10384835.65       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34                                         | 2034-08-15      | 3.8750%  | 0.0000% | $230433200.00      | $227905801.10      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27                                        | 2027-08-15      | 3.7500%  | 0.0000% | $220217400.00      | $223314715.20      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BG 26                                        | 2026-08-31      | 3.7500%  | 0.0000% | $891400.00         | $900402.31         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BG 26                                        | 2026-08-31      | 3.7500%  | 0.0000% | $4000000.00        | $4040396.26        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31                                         | 2031-08-31      | 3.7500%  | 0.0000% | $130795500.00      | $131019953.60      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31                                         | 2031-08-31      | 3.7500%  | 0.0000% | $111065200.00      | $111255795.10      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29                                        | 2029-08-31      | 3.6250%  | 0.0000% | $176555700.00      | $177660702.60      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29                                        | 2029-08-31      | 3.6250%  | 0.0000% | $5232900.00        | $5265650.96        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29                                        | 2029-09-30      | 3.5000%  | 0.0000% | $15852300.00       | $15815874.36       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26                                        | 2026-09-30      | 3.5000%  | 0.0000% | $36079500.00       | $36205712.80       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26                                        | 2026-09-30      | 3.5000%  | 0.0000% | $15867700.00       | $15923208.17       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26                                        | 2026-09-30      | 3.5000%  | 0.0000% | $289830000.00      | $290843879.30      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27                                        | 2027-10-15      | 3.8750%  | 0.0000% | $1894600.00        | $1915555.12        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29                                        | 2029-10-31      | 4.1250%  | 0.0000% | $100.00            | $102.02            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29                                        | 2029-10-31      | 4.1250%  | 0.0000% | $72274700.00       | $73731298.00       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29                                        | 2029-10-31      | 4.1250%  | 0.0000% | $100000.00         | $102015.36         | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2026-05-15      | 3.6250%  | 0.0000% | $9795300.00        | $9801326.56        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33                                         | 2033-05-15      | 3.3750%  | 0.0000% | $42754800.00       | $40864001.04       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28                                         | 2028-05-31      | 3.6250%  | 0.0000% | $1528400.00        | $1528640.43        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30                                         | 2030-05-31      | 3.7500%  | 0.0000% | $100.00            | $99.96             | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30                                         | 2030-05-31      | 3.7500%  | 0.0000% | $2791000.00        | $2789916.45        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30                                         | 2030-06-30      | 3.7500%  | 0.0000% | $102500000.00      | $102104452.50      | U.S. Treasuries (including strips) |
| 4  NOTE AA 28                                           | 2028-06-30      | 4.0000%  | 0.0000% | $27048800.00       | $27261647.01       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2026-07-15      | 4.5000%  | 0.0000% | $100.00            | $102.58            | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AQ 26                                        | 2026-07-15      | 4.5000%  | 0.0000% | $20000.00          | $20515.03          | U.S. Treasuries (including strips) |
| 4 3/4 NOTE BE 25                                        | 2025-07-31      | 4.7500%  | 0.0000% | $1700.00           | $1733.66           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AB 28                                        | 2028-07-31      | 4.1250%  | 0.0000% | $29101300.00       | $29929742.45       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AB 28                                        | 2028-07-31      | 4.1250%  | 0.0000% | $4325000.00        | $4448122.11        | U.S. Treasuries (including strips) |
| 4  NOTE N 30                                            | 2030-07-31      | 4.0000%  | 0.0000% | $9654200.00        | $9885723.03        | U.S. Treasuries (including strips) |
| 4  NOTE N 30                                            | 2030-07-31      | 4.0000%  | 0.0000% | $11466200.00       | $11741177.66       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AR 26                                        | 2026-08-15      | 4.3750%  | 0.0000% | $104209900.00      | $106352935.70      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AR 26                                        | 2026-08-15      | 4.3750%  | 0.0000% | $10615200.00       | $10833497.43       | U.S. Treasuries (including strips) |
| 5 NOTE BG 25                                            | 2025-08-31      | 5.0000%  | 0.0000% | $2335400.00        | $2375648.49        | U.S. Treasuries (including strips) |
| 5 NOTE BG 25                                            | 2025-08-31      | 5.0000%  | 0.0000% | $49999900.00       | $50861602.63       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28                                        | 2028-08-31      | 4.3750%  | 0.0000% | $15409000.00       | $15927452.39       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28                                        | 2028-08-31      | 4.3750%  | 0.0000% | $13050000.00       | $13489081.29       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AS 26                                        | 2026-09-15      | 4.6250%  | 0.0000% | $538200.00         | $549694.71         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30                                         | 2030-09-30      | 4.6250%  | 0.0000% | $42576200.00       | $44604713.97       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28                                        | 2028-09-30      | 4.6250%  | 0.0000% | $3400.00           | $3531.21           | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28                                        | 2028-09-30      | 4.6250%  | 0.0000% | $15477500.00       | $16074797.11       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2025-09-30      | 5.0000%  | 0.0000% | $7079500.00        | $7178044.47        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AT 26                                        | 2026-10-15      | 4.6250%  | 0.0000% | $1970700.00        | $2006802.88        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AT 26                                        | 2026-10-15      | 4.6250%  | 0.0000% | $128937100.00      | $131299205.10      | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note               | 2025-10-31      | 4.4100%  | 0.0000% | $993100.00         | $1000955.59        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2025-10-31      | 5.0000%  | 0.0000% | $1200.00           | $1212.36           | U.S. Treasuries (including strips) |
| 4 7/8 NOTE R 30                                         | 2030-10-31      | 4.8750%  | 0.0000% | $2001900.00        | $2114812.85        | U.S. Treasuries (including strips) |
| 4 7/8 NOTE R 30                                         | 2030-10-31      | 4.8750%  | 0.0000% | $22775000.00       | $24059574.73       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2025-11-30      | 4.8750%  | 0.0000% | $95050100.00       | $95621246.74       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BL 25                                        | 2025-11-30      | 4.8750%  | 0.0000% | $20051300.00       | $20171786.30       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BL 25                                        | 2025-11-30      | 4.8750%  | 0.0000% | $39500000.00       | $39737351.63       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE S 30                                         | 2030-11-30      | 4.3750%  | 0.0000% | $1000.00           | $1028.04           | U.S. Treasuries (including strips) |
| 4 3/8 NOTE S 30                                         | 2030-11-30      | 4.3750%  | 0.0000% | $300.00            | $308.41            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AV 26                                        | 2026-12-15      | 4.3750%  | 0.0000% | $50000000.00       | $50449051.65       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AV 26                                        | 2026-12-15      | 4.3750%  | 0.0000% | $3380000.00        | $3410355.89        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30                                         | 2030-12-31      | 3.7500%  | 0.0000% | $2697900.00        | $2681062.41        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30                                         | 2030-12-31      | 3.7500%  | 0.0000% | $293245600.00      | $291415454.20      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30                                         | 2030-12-31      | 3.7500%  | 0.0000% | $100599900.00      | $99972056.02       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28                                        | 2028-12-31      | 3.7500%  | 0.0000% | $950000.00         | $950171.95         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 25                                        | 2025-12-31      | 4.2500%  | 0.0000% | $480000.00         | $479962.08         | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27                                            | 2027-01-15      | 4.0000%  | 0.0000% | $52500800.00       | $53575467.28       | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note - When Issued | 2026-01-31      | 4.4850%  | 0.0000% | $100.00            | $100.87            | U.S. Treasuries (including strips) |
| 4 NOTE G 31                                             | 2031-01-31      | 4.0000%  | 0.0000% | $4146100.00        | $4238386.32        | U.S. Treasuries (including strips) |
| 4 NOTE G 31                                             | 2031-01-31      | 4.0000%  | 0.0000% | $27145400.00       | $27749618.22       | U.S. Treasuries (including strips) |
| 4 NOTE G 31                                             | 2031-01-31      | 4.0000%  | 0.0000% | $75848500.00       | $77536780.36       | U.S. Treasuries (including strips) |
| 4 NOTE B 34                                             | 2034-02-15      | 4.0000%  | 0.0000% | $100.00            | $100.27            | U.S. Treasuries (including strips) |
| 4 NOTE B 34                                             | 2034-02-15      | 4.0000%  | 0.0000% | $107468700.00      | $107763392.80      | U.S. Treasuries (including strips) |
| T 4 1/8 02/15/27                                        | 2027-02-15      | 4.1250%  | 0.0000% | $12795100.00       | $13048932.87       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AY 26                                        | 2026-02-28      | 4.6250%  | 0.0000% | $300.00            | $305.40            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31                                         | 2031-02-28      | 4.2500%  | 0.0000% | $7213000.00        | $7443986.76        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31                                         | 2031-02-28      | 4.2500%  | 0.0000% | $49999900.00       | $51601080.50       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29                                         | 2029-02-28      | 4.2500%  | 0.0000% | $239595600.00      | $247007172.20      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29                                         | 2029-02-28      | 4.2500%  | 0.0000% | $4000000.00        | $4123734.70        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 31                                         | 2031-03-31      | 4.1250%  | 0.0000% | $139036500.00      | $142028725.10      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 31                                         | 2031-03-31      | 4.1250%  | 0.0000% | $55459000.00       | $56652541.35       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29                                         | 2029-03-31      | 4.1250%  | 0.0000% | $174909000.00      | $178941552.90      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29                                         | 2029-03-31      | 4.1250%  | 0.0000% | $100000000.00      | $102305514.80      | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2026-03-31      | 4.5000%  | 0.0000% | $200.00            | $202.77            | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AM 27                                        | 2027-04-15      | 4.5000%  | 0.0000% | $13690700.00       | $13984081.60       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31                                         | 2031-04-30      | 4.6250%  | 0.0000% | $7261500.00        | $7586397.23        | U.S. Treasuries (including strips) |
| T 4 5/8 04/30/29                                        | 2029-04-30      | 4.6250%  | 0.0000% | $800.00            | $830.49            | U.S. Treasuries (including strips) |
| T 4 5/8 04/30/29                                        | 2029-04-30      | 4.6250%  | 0.0000% | $356694000.00      | $370289548.80      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34                                         | 2034-05-15      | 4.3750%  | 0.0000% | $442575700.00      | $451076583.40      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34                                         | 2034-05-15      | 4.3750%  | 0.0000% | $73759700.00       | $75176457.88       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27                                         | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $94.33             | U.S. Treasuries (including strips) |
| 0 1/2 NOTE L 27                                         | 2027-05-31      | 0.5000%  | 0.0000% | $15900.00          | $14955.19          | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27                                         | 2027-06-30      | 0.5000%  | 0.0000% | $700.00            | $656.49            | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27                                         | 2027-06-30      | 0.5000%  | 0.0000% | $17301300.00       | $16225937.70       | U.S. Treasuries (including strips) |
| 0 3/8 NOTE N 27                                         | 2027-07-31      | 0.3750%  | 0.0000% | $2900000.00        | $2709446.41        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                                         | 2030-08-15      | 0.6250%  | 0.0000% | $400.00            | $341.56            | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27                                         | 2027-08-31      | 0.5000%  | 0.0000% | $655000.00         | $612254.44         | U.S. Treasuries (including strips) |
| 0 1/4 NOTE AC 25                                        | 2025-08-31      | 0.2500%  | 0.0000% | $550300.00         | $546841.26         | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2025-10-31      | 0.2500%  | 0.0000% | $14385400.00       | $14198525.05       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE R 27                                         | 2027-10-31      | 0.5000%  | 0.0000% | $21551000.00       | $20020702.37       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE R 27                                         | 2027-10-31      | 0.5000%  | 0.0000% | $16999900.00       | $15792767.77       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27                                         | 2027-11-30      | 0.6250%  | 0.0000% | $33257700.00       | $30911279.30       | U.S. Treasuries (including strips) |
| 0 3/8 NOTE AG 25                                        | 2025-11-30      | 0.3750%  | 0.0000% | $100.00            | $98.41             | U.S. Treasuries (including strips) |
| 0 3/8 NOTE AG 25                                        | 2025-11-30      | 0.3750%  | 0.0000% | $424999000.00      | $418248901.10      | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27                                         | 2027-12-31      | 0.6250%  | 0.0000% | $298000.00         | $276099.09         | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31                                         | 2031-02-15      | 1.1250%  | 0.0000% | $55802600.00       | $48425241.93       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE V 26                                         | 2026-02-28      | 0.5000%  | 0.0000% | $1057800.00        | $1034018.13        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28                                         | 2028-03-31      | 1.2500%  | 0.0000% | $21809100.00       | $20474773.96       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2026-03-31      | 0.7500%  | 0.0000% | $600.00            | $586.31            | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28                                         | 2028-04-30      | 1.2500%  | 0.0000% | $100.00            | $93.60             | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28                                         | 2028-04-30      | 1.2500%  | 0.0000% | $400.00            | $374.39            | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31                                         | 2031-05-15      | 1.6250%  | 0.0000% | $3201000.00        | $2825193.80        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28                                         | 2028-05-31      | 1.2500%  | 0.0000% | $664300.00         | $619959.70         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28                                         | 2028-05-31      | 1.2500%  | 0.0000% | $71101000.00       | $66355192.40       | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26                                         | 2026-05-31      | 0.7500%  | 0.0000% | $497400.00         | $483016.56         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28                                         | 2028-06-30      | 1.2500%  | 0.0000% | $87441700.00       | $81352522.34       | U.S. Treasuries (including strips) |
| T 1 1/4 06/30/28                                        | 2028-06-30      | 1.2500%  | 0.0000% | $100.00            | $93.04             | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2026-06-30      | 0.8750%  | 0.0000% | $106404000.00      | $103149208.00      | U.S. Treasuries (including strips) |
| 1 NOTE N 28                                             | 2028-07-31      | 1.0000%  | 0.0000% | $136881800.00      | $126661061.30      | U.S. Treasuries (including strips) |
| 1 NOTE N 28                                             | 2028-07-31      | 1.0000%  | 0.0000% | $38702700.00       | $35812833.10       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31                                         | 2031-08-15      | 1.2500%  | 0.0000% | $286153200.00      | $245716205.10      | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31                                         | 2031-08-15      | 1.2500%  | 0.0000% | $1677800.00        | $1440706.06        | U.S. Treasuries (including strips) |
| 0 3/4 NOTE AC 26                                        | 2026-08-31      | 0.7500%  | 0.0000% | $28200.00          | $27245.30          | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28                                         | 2028-09-30      | 1.2500%  | 0.0000% | $7716100.00        | $7156597.28        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28                                         | 2028-09-30      | 1.2500%  | 0.0000% | $285101500.00      | $264428483.20      | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AD 26                                        | 2026-09-30      | 0.8750%  | 0.0000% | $21016500.00       | $20285200.32       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28                                         | 2028-10-31      | 1.3750%  | 0.0000% | $425134400.00      | $394775217.50      | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28                                         | 2028-10-31      | 1.3750%  | 0.0000% | $146864000.00      | $136376326.00      | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26                                        | 2026-10-31      | 1.1250%  | 0.0000% | $18000000.00       | $17387564.58       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31                                         | 2031-11-15      | 1.3750%  | 0.0000% | $92018900.00       | $78757113.13       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AH 26                                        | 2026-12-31      | 1.2500%  | 0.0000% | $11986700.00       | $11534981.21       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AH 26                                        | 2026-12-31      | 1.2500%  | 0.0000% | $17805800.00       | $17134788.43       | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-07-10      | 0.0000%  | 0.0000% | $1613400.00        | $1611723.68        | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-07-17      | 0.0000%  | 0.0000% | $1814400.00        | $1811063.32        | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-07-24      | 0.0000%  | 0.0000% | $8902000.00        | $8878356.29        | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-07-31      | 0.0000%  | 0.0000% | $400.00            | $398.62            | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2026-02-19      | 0.0000%  | 0.0000% | $11994900.00       | $11691560.97       | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-08-21      | 0.0000%  | 0.0000% | $156249400.00      | $155298466.20      | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-09-11      | 0.0000%  | 0.0000% | $266100.00         | $263850.12         | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-09-18      | 0.0000%  | 0.0000% | $100.00            | $99.08             | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-09-25      | 0.0000%  | 0.0000% | $376900.00         | $373114.04         | U.S. Treasuries (including strips) |
| BILL 07/08/25                                           | 2025-07-08      | 0.0000%  | 0.0000% | $200.00            | $199.84            | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-07-29      | 0.0000%  | 0.0000% | $1838900.00        | $1833008.16        | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-08-19      | 0.0000%  | 0.0000% | $300.00            | $298.24            | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2026-05-14      | 0.0000%  | 0.0000% | $1999900.00        | $1932279.38        | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-12-04      | 0.0000%  | 0.0000% | $1000.00           | $982.20            | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-09-16      | 0.0000%  | 0.0000% | $13000.00          | $12881.96          | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-09-23      | 0.0000%  | 0.0000% | $30100.00          | $29804.00          | U.S. Treasuries (including strips) |
| BILL 06/11/26                                           | 2026-06-11      | 0.0000%  | 0.0000% | $40000000.00       | $38535240.00       | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-10-07      | 0.0000%  | 0.0000% | $41000.00          | $40530.92          | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-10-14      | 0.0000%  | 0.0000% | $10700.00          | $10569.16          | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-10-21      | 0.0000%  | 0.0000% | $5766000.00        | $5690574.95        | U.S. Treasuries (including strips) |
| BILL 10/21/25                                           | 2025-10-21      | 0.0000%  | 0.0000% | $255100.00         | $251763.04         | U.S. Treasuries (including strips) |
| T 6 3/4 08/15/26                                        | 2026-08-15      | 6.7500%  | 0.0000% | $100000.00         | $105670.37         | U.S. Treasuries (including strips) |
| 6 3/8 BOND 27                                           | 2027-08-15      | 6.3750%  | 0.0000% | $16383000.00       | $17652734.45       | U.S. Treasuries (including strips) |
| 6 3/8 BOND 27                                           | 2027-08-15      | 6.3750%  | 0.0000% | $33000.00          | $35557.60          | U.S. Treasuries (including strips) |
| 6 1/8 BOND 27                                           | 2027-11-15      | 6.1250%  | 0.0000% | $1086400.00        | $1153538.71        | U.S. Treasuries (including strips) |
| 6 1/8 BOND 27                                           | 2027-11-15      | 6.1250%  | 0.0000% | $1000000.00        | $1061799.25        | U.S. Treasuries (including strips) |
| 5 1/4 BOND 29                                           | 2029-02-15      | 5.2500%  | 0.0000% | $1662000.00        | $1783006.45        | U.S. Treasuries (including strips) |
| 6 1/4 BOND 30                                           | 2030-05-15      | 6.2500%  | 0.0000% | $53800.00          | $59949.26          | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29                                         | 2029-01-31      | 1.7500%  | 0.0000% | $9332000.00        | $8778429.32        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32                                         | 2032-02-15      | 1.8750%  | 0.0000% | $2336800.00        | $2065281.14        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32                                         | 2032-02-15      | 1.8750%  | 0.0000% | $212795400.00      | $188070149.80      | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29                                         | 2029-02-28      | 1.8750%  | 0.0000% | $12399000.00       | $11686219.10       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27                                         | 2027-02-28      | 1.8750%  | 0.0000% | $1121400.00        | $1093519.79        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27                                         | 2027-02-28      | 1.8750%  | 0.0000% | $37610800.00       | $36675721.53       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29                                         | 2029-03-31      | 2.3750%  | 0.0000% | $120850100.00      | $115765701.20      | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29                                         | 2029-04-30      | 2.8750%  | 0.0000% | $17924800.00       | $17449750.23       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27                                         | 2027-04-30      | 2.7500%  | 0.0000% | $100.00            | $98.64             | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32                                         | 2032-05-15      | 2.8750%  | 0.0000% | $605342100.00      | $566039507.50      | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32                                         | 2032-05-15      | 2.8750%  | 0.0000% | $94919000.00       | $88756265.28       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29                                         | 2029-05-31      | 2.7500%  | 0.0000% | $957400.00         | $924522.98         | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29                                         | 2029-05-31      | 2.7500%  | 0.0000% | $28952800.00       | $27958563.69       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27                                         | 2027-05-31      | 2.6250%  | 0.0000% | $7272000.00        | $7134571.12        | U.S. Treasuries (including strips) |
| 3 1/4 NOTE M 29                                         | 2029-06-30      | 3.2500%  | 0.0000% | $45202600.00       | $44327116.04       | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27                                        | 2027-06-30      | 3.2500%  | 0.0000% | $2304300.00        | $2282485.19        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27                                        | 2027-07-31      | 2.7500%  | 0.0000% | $124895000.00      | $123828150.40      | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32                                         | 2032-08-15      | 2.7500%  | 0.0000% | $39126100.00       | $36430527.88       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 29                                         | 2029-09-30      | 3.8750%  | 0.0000% | $3671700.00        | $3720293.34        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 29                                         | 2029-09-30      | 3.8750%  | 0.0000% | $18584800.00       | $18830761.71       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27                                        | 2027-09-30      | 4.1250%  | 0.0000% | $47500.00          | $48394.81          | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AT 25                                        | 2025-10-15      | 4.2500%  | 0.0000% | $100.00            | $100.86            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AT 25                                        | 2025-10-15      | 4.2500%  | 0.0000% | $14246300.00       | $14368606.44       | U.S. Treasuries (including strips) |
| 4  NOTE R 29                                            | 2029-10-31      | 4.0000%  | 0.0000% | $25300000.00       | $25684343.31       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27                                        | 2027-10-31      | 4.1250%  | 0.0000% | $300.00            | $304.59            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27                                        | 2027-10-31      | 4.1250%  | 0.0000% | $16104000.00       | $16350385.34       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27                                        | 2027-10-31      | 4.1250%  | 0.0000% | $149300000.00      | $151584235.70      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32                                         | 2032-11-15      | 4.1250%  | 0.0000% | $110500000.00      | $111634862.60      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29                                         | 2029-11-30      | 3.8750%  | 0.0000% | $65000.00          | $65423.49          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27                                        | 2027-11-30      | 3.8750%  | 0.0000% | $92000.00          | $92590.20          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27                                        | 2027-11-30      | 3.8750%  | 0.0000% | $25000000.00       | $25160380.75       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29                                         | 2029-12-31      | 3.8750%  | 0.0000% | $13710400.00       | $13754149.89       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27                                        | 2027-12-31      | 3.8750%  | 0.0000% | $26332700.00       | $26429683.33       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27                                        | 2027-12-31      | 3.8750%  | 0.0000% | $88056800.00       | $88381113.19       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28                                         | 2028-01-31      | 3.5000%  | 0.0000% | $3549200.00        | $3580659.26        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30                                         | 2030-01-31      | 3.5000%  | 0.0000% | $2100.00           | $2103.68           | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30                                         | 2030-01-31      | 3.5000%  | 0.0000% | $200609000.00      | $200960820.40      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30                                         | 2030-01-31      | 3.5000%  | 0.0000% | $174950000.00      | $175256820.70      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33                                         | 2033-02-15      | 3.5000%  | 0.0000% | $400002400.00      | $390130935.20      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33                                         | 2033-02-15      | 3.5000%  | 0.0000% | $25831000.00       | $25193529.30       | U.S. Treasuries (including strips) |
| 4 NOTE V 28                                             | 2028-02-29      | 4.0000%  | 0.0000% | $23350200.00       | $23821917.70       | U.S. Treasuries (including strips) |
| 4 NOTE V 28                                             | 2028-02-29      | 4.0000%  | 0.0000% | $10215300.00       | $10421668.16       | U.S. Treasuries (including strips) |
| 4 NOTE H 30                                             | 2030-02-28      | 4.0000%  | 0.0000% | $8938000.00        | $9134089.62        | U.S. Treasuries (including strips) |
| T 4 02/28/30                                            | 2030-02-28      | 4.0000%  | 0.0000% | $7540000.00        | $7705419.08        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AL 26                                        | 2026-03-15      | 4.6250%  | 0.0000% | $18477700.00       | $18787565.30       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28                                         | 2028-03-31      | 3.6250%  | 0.0000% | $677900.00         | $682384.97         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28                                         | 2028-03-31      | 3.6250%  | 0.0000% | $62183000.00       | $62594401.36       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2026-04-15      | 3.7500%  | 0.0000% | $1122000.00        | $1127648.02        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28                                         | 2028-04-30      | 3.5000%  | 0.0000% | $50072300.00       | $50056007.98       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28                                         | 2028-04-30      | 3.5000%  | 0.0000% | $30500.00          | $30490.08          | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26                                         | 2026-08-15      | 1.5000%  | 0.0000% | $52195000.00       | $51075204.45       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26                                         | 2026-08-15      | 1.5000%  | 0.0000% | $1980000.00        | $1937520.93        | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27                                         | 2027-08-15      | 2.2500%  | 0.0000% | $10901700.00       | $10660967.40       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28                                         | 2028-05-15      | 2.8750%  | 0.0000% | $8812100.00        | $8640728.89        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28                                         | 2028-05-15      | 2.8750%  | 0.0000% | $21408700.00       | $20992359.66       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28                                         | 2028-08-15      | 2.8750%  | 0.0000% | $200.00            | $197.08            | U.S. Treasuries (including strips) |
| 2 3/4 NOTE P 25                                         | 2025-08-31      | 2.7500%  | 0.0000% | $39077000.00       | $39313644.37       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2025-10-31      | 3.0000%  | 0.0000% | $2506100.00        | $2507315.02        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE S 25                                         | 2025-11-30      | 2.8750%  | 0.0000% | $458800.00         | $457162.34         | U.S. Treasuries (including strips) |
| 2 5/8 NOTE G 26                                         | 2026-01-31      | 2.6250%  | 0.0000% | $17881500.00       | $17910308.38       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29                                         | 2029-02-15      | 2.6250%  | 0.0000% | $111286200.00      | $108169448.00      | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29                                         | 2029-02-15      | 2.6250%  | 0.0000% | $74999200.00       | $72898724.78       | U.S. Treasuries (including strips) |
| 2 1/2 NOTE H 26                                         | 2026-02-28      | 2.5000%  | 0.0000% | $27366000.00       | $27288144.91       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE K 26                                         | 2026-04-30      | 2.3750%  | 0.0000% | $506300.00         | $501199.44         | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29                                         | 2029-05-15      | 2.3750%  | 0.0000% | $5998200.00        | $5718526.43        | U.S. Treasuries (including strips) |
| 2 1/8 NOTE L 26                                         | 2026-05-31      | 2.1250%  | 0.0000% | $7742000.00        | $7620828.43        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE M 26                                         | 2026-06-30      | 1.8750%  | 0.0000% | $100.00            | $97.91             | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2025-08-15      | 2.0000%  | 0.0000% | $36687300.00       | $36840857.04       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27                                         | 2027-02-15      | 2.2500%  | 0.0000% | $47284100.00       | $46515538.75       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27                                         | 2027-02-15      | 2.2500%  | 0.0000% | $50000000.00       | $49187294.20       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27                                         | 2027-05-15      | 2.3750%  | 0.0000% | $100.00            | $97.78             | U.S. Treasuries (including strips) |
| 1 7/8 NOTE N 26                                         | 2026-07-31      | 1.8750%  | 0.0000% | $120400.00         | $118647.38         | U.S. Treasuries (including strips) |
| 1 3/8 NOTE P 26                                         | 2026-08-31      | 1.3750%  | 0.0000% | $344200.00         | $335677.75         | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26                                         | 2026-11-30      | 1.6250%  | 0.0000% | $524500.00         | $509111.68         | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27                                         | 2027-01-31      | 1.5000%  | 0.0000% | $49700.00          | $48232.58          | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30                                         | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $90.93             | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 27                                         | 2027-02-28      | 1.1250%  | 0.0000% | $7235400.00        | $6950380.37        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE J 27                                         | 2027-03-31      | 0.6250%  | 0.0000% | $1830200.00        | $1735831.16        | U.S. Treasuries (including strips) |

### Security 6: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 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: 136998002, C.3 - LEI: N/A, C.5 - Other ID: 136998002_4.40_0701
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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 CLRJ1341 | 2054-04-01      | 6.0000%  | 0.0000% | $8174207.39        | $8444204.18        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2056 | 2052-12-01      | 6.0000%  | 0.0000% | $732.29            | $756.62            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HY387923 | 2028-08-01      | 3.5300%  | 0.0000% | $6258157.00        | $6174727.07        | Agency Mortgage-Backed Securities  |
| FNMS 05.410 2M469340 | 2039-03-01      | 5.4100%  | 0.0000% | $1130199.34        | $1145701.22        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX XYBM7037 | 2032-08-01      | 1.7546%  | 0.0000% | $2983.05           | $2549.00           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBO9467 | 2053-08-01      | 6.5000%  | 0.0000% | $1467.10           | $1550.46           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS4437 | 2052-10-01      | 4.5000%  | 0.0000% | $778193.71         | $746755.46         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ2688 | 2054-10-01      | 6.5000%  | 0.0000% | $1537341.49        | $1602823.18        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1954 | 2054-07-01      | 5.5000%  | 0.0000% | $947.49            | $957.38            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRJ3627 | 2055-03-01      | 7.0000%  | 0.0000% | $6577893.06        | $7009165.31        | Agency Mortgage-Backed Securities  |
| GNHA AL DJ1381 H     | 2075-04-20      | 6.7930%  | 0.0000% | $16358.53          | $17269.01          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ5399 | 2054-09-01      | 6.0000%  | 0.0000% | $927.54            | $957.03            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ6810 | 2054-10-01      | 5.5000%  | 0.0000% | $462560.28         | $468526.18         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA2790 | 2050-06-01      | 2.5000%  | 0.0000% | $5734.67           | $4807.63           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA5855 | 2051-09-01      | 2.5000%  | 0.0000% | $6231863.09        | $5181880.71        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD0180 | 2055-04-01      | 7.0000%  | 0.0000% | $1247143.99        | $1329863.18        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD5306 | 2055-04-01      | 5.5000%  | 0.0000% | $1991.07           | $2007.55           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD4682 | 2055-03-01      | 6.5000%  | 0.0000% | $1994.93           | $2087.46           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7656 | 2053-12-01      | 7.0000%  | 0.0000% | $522726.49         | $563229.90         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8543 | 2054-05-01      | 6.0000%  | 0.0000% | $16409493.98       | $16951505.03       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9452 | 2054-11-01      | 4.5000%  | 0.0000% | $99825.50          | $96021.25          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5553 | 2054-12-01      | 5.5000%  | 0.0000% | $952.88            | $955.91            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX0499 | 2054-12-01      | 6.0000%  | 0.0000% | $955.82            | $984.09            | Agency Mortgage-Backed Securities  |
| GNII SF BX2703 C     | 2050-11-20      | 2.5000%  | 0.0000% | $1494.45           | $1271.23           | Agency Mortgage-Backed Securities  |
| GNII SF BX5468 C     | 2050-09-20      | 3.0000%  | 0.0000% | $94.11             | $82.92             | Agency Mortgage-Backed Securities  |
| GNII SF BY2139 C     | 2050-08-20      | 4.5000%  | 0.0000% | $446832.49         | $440900.79         | Agency Mortgage-Backed Securities  |
| GNII SF BY4967 C     | 2050-08-20      | 4.5000%  | 0.0000% | $3909.92           | $3923.71           | Agency Mortgage-Backed Securities  |
| GNII SF CB3228 C     | 2051-02-20      | 3.5000%  | 0.0000% | $571.41            | $519.37            | Agency Mortgage-Backed Securities  |
| GNHA RM CL0587 H     | 2072-01-20      | 5.8380%  | 0.0000% | $977.43            | $1025.99           | Agency Mortgage-Backed Securities  |
| GNII SF MA9961 M     | 2047-08-20      | 3.5000%  | 0.0000% | $5963359.70        | $5399699.63        | Agency Mortgage-Backed Securities  |
| GNMI SF CR2389 X     | 2053-04-15      | 6.5000%  | 0.0000% | $973.38            | $1058.71           | Agency Mortgage-Backed Securities  |
| GNII SF CR2400 C     | 2053-06-20      | 6.5000%  | 0.0000% | $920.57            | $1004.81           | Agency Mortgage-Backed Securities  |
| GNII SF CS4316 C     | 2053-06-20      | 6.0000%  | 0.0000% | $5256284.08        | $5484024.85        | Agency Mortgage-Backed Securities  |
| GNII SF CU0311 C     | 2053-05-20      | 7.0000%  | 0.0000% | $309865.80         | $321950.23         | Agency Mortgage-Backed Securities  |
| GNII SF CU3823 C     | 2053-06-20      | 6.0000%  | 0.0000% | $2530656.57        | $2603031.66        | Agency Mortgage-Backed Securities  |
| GNII SF CU6087 C     | 2053-05-20      | 6.5000%  | 0.0000% | $1461.67           | $1595.43           | Agency Mortgage-Backed Securities  |
| GNII SF CU6166 C     | 2053-06-20      | 6.0000%  | 0.0000% | $975.59            | $1051.69           | Agency Mortgage-Backed Securities  |
| GNII SF CU7814 C     | 2053-11-20      | 7.5000%  | 0.0000% | $5526249.68        | $5835844.93        | Agency Mortgage-Backed Securities  |
| GNII SF CU9210 C     | 2053-06-20      | 6.5000%  | 0.0000% | $456.07            | $477.89            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI6684 | 2054-05-01      | 6.0000%  | 0.0000% | $13894.90          | $14329.00          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD7448 | 2055-04-01      | 5.5000%  | 0.0000% | $3059.56           | $3101.43           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD7460 | 2055-04-01      | 7.0000%  | 0.0000% | $1218000.78        | $1297117.10        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE0433 | 2055-06-01      | 6.0000%  | 0.0000% | $999.33            | $1020.13           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1989 | 2055-06-01      | 6.0000%  | 0.0000% | $1066.00           | $1105.48           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1990 | 2055-04-01      | 6.0000%  | 0.0000% | $27994000.00       | $28918651.14       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1991 | 2055-04-01      | 6.0000%  | 0.0000% | $6722.00           | $6944.03           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1992 | 2054-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1056.56           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA1994 | 2055-04-01      | 6.5000%  | 0.0000% | $1040.00           | $1090.28           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM5867 | 2049-06-01      | 3.5000%  | 0.0000% | $33470539.07       | $30775472.66       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX7544 | 2055-02-01      | 6.5000%  | 0.0000% | $993.04            | $1038.25           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX8577 | 2055-02-01      | 5.5000%  | 0.0000% | $996.48            | $1011.04           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX8570 | 2055-02-01      | 6.0000%  | 0.0000% | $1994.80           | $2074.83           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4074 | 2055-05-01      | 6.0000%  | 0.0000% | $1997.49           | $2038.95           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY4070 | 2055-05-01      | 6.5000%  | 0.0000% | $4300801.60        | $4499236.76        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4167 | 2055-05-01      | 6.0000%  | 0.0000% | $252068.72         | $257999.73         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4179 | 2055-05-01      | 6.0000%  | 0.0000% | $2930.99           | $3001.79           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4655 | 2055-06-01      | 6.0000%  | 0.0000% | $2014.38           | $2067.04           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL0126 | 2028-10-01      | 3.5100%  | 0.0000% | $4232322.79        | $4166927.06        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL2908 | 2029-06-01      | 2.9600%  | 0.0000% | $514821.18         | $493342.04         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL4217 | 2029-10-01      | 2.4300%  | 0.0000% | $4685.38           | $4385.17           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL8750 | 2030-10-01      | 1.3300%  | 0.0000% | $8967928.56        | $7801805.39        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX XYBM3226 | 2032-10-01      | 3.4500%  | 0.0000% | $1922049.51        | $1830864.97        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7699 | 2048-11-01      | 3.0000%  | 0.0000% | $4344.50           | $3846.81           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1552 | 2051-11-01      | 2.5000%  | 0.0000% | $550798.44         | $459894.61         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY6850 | 2055-07-01      | 7.0000%  | 0.0000% | $603631.00         | $640814.60         | Agency Mortgage-Backed Securities  |
| GNII SF DD9136 C     | 2054-10-20      | 6.5000%  | 0.0000% | $1229116.96        | $1267755.61        | Agency Mortgage-Backed Securities  |
| GNII SF DE3362 C     | 2054-09-20      | 6.0000%  | 0.0000% | $9914358.18        | $10197902.21       | Agency Mortgage-Backed Securities  |
| GNII SF DE4985 C     | 2054-09-20      | 7.5000%  | 0.0000% | $9831415.20        | $10615408.30       | Agency Mortgage-Backed Securities  |
| GNII SF DE7799 C     | 2054-11-20      | 6.0000%  | 0.0000% | $7606336.39        | $7879885.60        | Agency Mortgage-Backed Securities  |
| GNII SF DE7936 C     | 2054-12-20      | 6.0000%  | 0.0000% | $5563139.83        | $5776933.14        | Agency Mortgage-Backed Securities  |
| GNII SF DE7907 C     | 2055-01-20      | 6.0000%  | 0.0000% | $8594430.32        | $8924717.14        | Agency Mortgage-Backed Securities  |
| GNII SF DF0540 C     | 2054-10-20      | 6.0000%  | 0.0000% | $2520753.88        | $2596715.11        | Agency Mortgage-Backed Securities  |
| GNII SF DF0541 C     | 2054-10-20      | 6.0000%  | 0.0000% | $3353671.92        | $3449588.05        | Agency Mortgage-Backed Securities  |
| GNII SF DF1897 C     | 2054-10-20      | 6.5000%  | 0.0000% | $1922183.76        | $1982607.82        | Agency Mortgage-Backed Securities  |
| GNII SF DF5460 C     | 2054-10-20      | 6.5000%  | 0.0000% | $4461899.18        | $4602159.48        | Agency Mortgage-Backed Securities  |
| GNII SF DF5455 C     | 2054-10-20      | 6.5000%  | 0.0000% | $3766375.49        | $3884771.92        | Agency Mortgage-Backed Securities  |
| GNII SF DG3182 C     | 2054-11-20      | 6.0000%  | 0.0000% | $2449990.11        | $2520060.65        | Agency Mortgage-Backed Securities  |
| GNII SF DG4277 C     | 2054-10-20      | 7.5000%  | 0.0000% | $10870171.27       | $11737020.32       | Agency Mortgage-Backed Securities  |
| GNII SF DG7308 C     | 2055-01-20      | 6.0000%  | 0.0000% | $11527923.84       | $11970934.26       | Agency Mortgage-Backed Securities  |
| GNII SF DH6176 C     | 2055-01-20      | 6.0000%  | 0.0000% | $3570404.38        | $3696215.91        | Agency Mortgage-Backed Securities  |
| GNII SF DH6178 C     | 2055-01-20      | 6.0000%  | 0.0000% | $2379712.81        | $2471165.96        | Agency Mortgage-Backed Securities  |
| GNII SF DH6151 C     | 2055-01-20      | 6.0000%  | 0.0000% | $19570620.05       | $20322725.49       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4688 | 2054-02-01      | 6.5000%  | 0.0000% | $265516.60         | $280838.26         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN9056 | 2028-05-01      | 3.3300%  | 0.0000% | $440316.61         | $431284.61         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS1693 | 2031-04-01      | 1.9800%  | 0.0000% | $131559.00         | $116484.31         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS0968 | 2031-02-01      | 1.3400%  | 0.0000% | $1210000.04        | $1042644.27        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS1182 | 2031-03-01      | 1.3800%  | 0.0000% | $419896.00         | $357928.03         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS1195 | 2031-02-01      | 1.5800%  | 0.0000% | $12675.00          | $10963.75          | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBS3060 | 2028-11-01      | 1.3900%  | 0.0000% | $738399.00         | $676041.00         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX H2BS7571 | 2030-12-01      | 4.5900%  | 0.0000% | $64373.55          | $65073.64          | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBS8729 | 2030-06-01      | 4.3800%  | 0.0000% | $8514044.00        | $8571925.31        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU4932 | 2054-09-01      | 6.5000%  | 0.0000% | $4470011.32        | $4741632.05        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4933 | 2054-09-01      | 6.0000%  | 0.0000% | $919.87            | $956.77            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6942 | 2053-12-01      | 6.5000%  | 0.0000% | $3224760.00        | $3367152.86        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFS6959 | 2054-01-01      | 7.0000%  | 0.0000% | $26311829.58       | $28324550.06       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9913 | 2054-11-01      | 5.5000%  | 0.0000% | $975.56            | $989.82            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA8498 | 2054-01-01      | 7.0000%  | 0.0000% | $998144.74         | $1064105.03        | Agency Mortgage-Backed Securities  |
| GNII ET DI5902 C     | 2065-03-20      | 7.0000%  | 0.0000% | $2282.40           | $2357.45           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8200 | 2052-03-01      | 2.5000%  | 0.0000% | $804.64            | $668.77            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4085 | 2053-10-01      | 6.0000%  | 0.0000% | $1729.18           | $1775.89           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBW7098 | 2052-11-01      | 6.0000%  | 0.0000% | $817.21            | $851.42            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW8740 | 2052-10-01      | 4.5000%  | 0.0000% | $859.04            | $833.72            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX3928 | 2053-01-01      | 5.5000%  | 0.0000% | $888.75            | $903.38            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0869 | 2053-05-01      | 5.0000%  | 0.0000% | $1449.02           | $1434.97           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY0103 | 2053-05-01      | 5.5000%  | 0.0000% | $800.43            | $811.54            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY3527 | 2053-06-01      | 5.0000%  | 0.0000% | $753.51            | $748.38            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ1934 | 2029-10-01      | 3.9100%  | 0.0000% | $126267.00         | $125119.58         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ2361 | 2030-01-01      | 4.4700%  | 0.0000% | $2054223.00        | $2081075.46        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ3632 | 2032-04-01      | 4.6500%  | 0.0000% | $26977366.00       | $27377597.70       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 K0918263 | 2037-04-01      | 6.5000%  | 0.0000% | $105526.03         | $107550.98         | Agency Mortgage-Backed Securities  |
| GNII SF MA6930 M     | 2050-10-20      | 2.0000%  | 0.0000% | $1093.52           | $891.62            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA1612 | 2053-11-01      | 5.5000%  | 0.0000% | $973.00            | $988.12            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA9107 | 2051-02-01      | 2.5000%  | 0.0000% | $1107.25           | $924.23            | Agency Mortgage-Backed Securities  |
| GNII SF MA8147 M     | 2052-02-20      | 2.5000%  | 0.0000% | $32651.58          | $27776.47          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQF0846 | 2052-10-01      | 4.5000%  | 0.0000% | $2564.13           | $2493.74           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQF2395 | 2052-10-01      | 4.5000%  | 0.0000% | $2330.66           | $2255.71           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG3656 | 2053-06-01      | 5.5000%  | 0.0000% | $1512.67           | $1530.79           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQG5414 | 2053-06-01      | 4.5000%  | 0.0000% | $788.54            | $764.07            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQH7539 | 2053-12-01      | 5.5000%  | 0.0000% | $3356.24           | $3386.37           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH8759 | 2054-01-01      | 7.0000%  | 0.0000% | $1366.19           | $1461.38           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH9877 | 2054-02-01      | 7.0000%  | 0.0000% | $2694.65           | $2882.40           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH9193 | 2054-01-01      | 7.0000%  | 0.0000% | $850.44            | $908.89            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH9431 | 2054-02-01      | 7.0000%  | 0.0000% | $3910.38           | $4192.86           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH9996 | 2054-02-01      | 7.0000%  | 0.0000% | $2779.94           | $2971.79           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ0905 | 2054-07-01      | 5.5000%  | 0.0000% | $787873.65         | $799386.50         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ1493 | 2054-08-01      | 5.5000%  | 0.0000% | $990.73            | $1004.64           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1586 | 2054-08-01      | 6.0000%  | 0.0000% | $1080441.29        | $1118164.18        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ1912 | 2054-08-01      | 7.0000%  | 0.0000% | $570028.87         | $608578.71         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ3177 | 2054-09-01      | 5.5000%  | 0.0000% | $1134014.36        | $1150553.46        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB0766 | 2054-03-01      | 6.0000%  | 0.0000% | $1692.24           | $1734.93           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB6670 | 2054-06-01      | 7.0000%  | 0.0000% | $1629.82           | $1726.79           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB7569 | 2054-07-01      | 7.0000%  | 0.0000% | $46354.56          | $49758.70          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB7781 | 2054-08-01      | 6.5000%  | 0.0000% | $1024815.12        | $1081142.15        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB8834 | 2054-07-01      | 6.0000%  | 0.0000% | $15675.15          | $16137.37          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB9881 | 2054-08-01      | 6.5000%  | 0.0000% | $985.61            | $1041.04           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB9892 | 2054-08-01      | 6.5000%  | 0.0000% | $1983.11           | $2093.92           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB9562 | 2054-08-01      | 6.5000%  | 0.0000% | $1980.70           | $2090.04           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC0797 | 2054-08-01      | 6.5000%  | 0.0000% | $990.35            | $1039.06           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC0877 | 2055-03-01      | 6.5000%  | 0.0000% | $978.81            | $1025.88           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0611 | 2054-09-01      | 5.5000%  | 0.0000% | $991.56            | $1004.82           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC1107 | 2054-09-01      | 5.5000%  | 0.0000% | $1029.81           | $1043.58           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC2241 | 2054-09-01      | 6.5000%  | 0.0000% | $950.90            | $995.94            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC5123 | 2054-10-01      | 5.5000%  | 0.0000% | $870.46            | $882.37            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC7117 | 2054-10-01      | 6.5000%  | 0.0000% | $992.16            | $1043.59           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC7869 | 2055-01-01      | 6.0000%  | 0.0000% | $1986.37           | $2056.88           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2282 | 2051-12-01      | 2.0000%  | 0.0000% | $872.26            | $697.19            | Agency Mortgage-Backed Securities  |
| GNHA AL CP3116 H     | 2072-10-20      | 7.2840%  | 0.0000% | $1714.85           | $1838.33           | Agency Mortgage-Backed Securities  |
| GNII SF BW5907 C     | 2050-09-20      | 4.5000%  | 0.0000% | $525047.44         | $515830.75         | Agency Mortgage-Backed Securities  |
| GNII SF BW5990 C     | 2050-07-20      | 4.5000%  | 0.0000% | $200393.63         | $192804.33         | Agency Mortgage-Backed Securities  |
| GNII SF BW7261 C     | 2050-09-20      | 4.5000%  | 0.0000% | $591682.23         | $567448.70         | Agency Mortgage-Backed Securities  |
| GNMI SF 701432 X     | 2038-11-15      | 6.0000%  | 0.0000% | $107444.80         | $111987.17         | Agency Mortgage-Backed Securities  |
| GNII SF CV1562 C     | 2053-06-20      | 6.5000%  | 0.0000% | $795.83            | $836.74            | Agency Mortgage-Backed Securities  |
| GNII SF CV6173 C     | 2053-06-20      | 7.0000%  | 0.0000% | $3035.90           | $3238.75           | Agency Mortgage-Backed Securities  |
| GNII SF CV6268 C     | 2053-09-20      | 7.0000%  | 0.0000% | $2539.51           | $2709.20           | Agency Mortgage-Backed Securities  |
| GNII SF CV6269 C     | 2053-09-20      | 7.0000%  | 0.0000% | $922856.77         | $984522.88         | Agency Mortgage-Backed Securities  |
| GNII SF CV6503 C     | 2053-04-20      | 5.5000%  | 0.0000% | $483747.08         | $488326.02         | Agency Mortgage-Backed Securities  |
| GNII SF CV7909 C     | 2053-07-20      | 6.0000%  | 0.0000% | $776861.88         | $815289.61         | Agency Mortgage-Backed Securities  |
| GNII SF CV8717 C     | 2053-07-20      | 6.0000%  | 0.0000% | $1010958.14        | $1045145.04        | Agency Mortgage-Backed Securities  |
| GNII SF CZ1470 C     | 2054-08-20      | 7.5000%  | 0.0000% | $281027.90         | $302752.95         | Agency Mortgage-Backed Securities  |
| GNII SF CZ1477 C     | 2054-06-20      | 7.5000%  | 0.0000% | $8317073.41        | $8960022.00        | Agency Mortgage-Backed Securities  |
| GNII SF DA2695 C     | 2054-02-20      | 7.5000%  | 0.0000% | $825.46            | $886.25            | Agency Mortgage-Backed Securities  |
| GNII ET DC8557 C     | 2064-08-20      | 7.0000%  | 0.0000% | $18456425.10       | $19063344.14       | Agency Mortgage-Backed Securities  |
| GNII ET DD5344 C     | 2064-08-20      | 7.0000%  | 0.0000% | $798258.10         | $824507.93         | Agency Mortgage-Backed Securities  |
| T 4 1/4 05/15/35     | 2035-05-15      | 4.2500%  | 0.0000% | $16619700.00       | $16696906.82       | U.S. Treasuries (including strips) |
| 0 1/8 TRIN AE 25     | 2025-10-15      | 0.1250%  | 0.0000% | $670813.95         | $668422.88         | U.S. Treasuries (including strips) |
| T 0 3/4 05/31/26     | 2026-05-31      | 0.7500%  | 0.0000% | $166600.00         | $161782.39         | U.S. Treasuries (including strips) |
| 1 1/2 NOTE S 28      | 2028-11-30      | 1.5000%  | 0.0000% | $12413000.00       | $11543053.61       | U.S. Treasuries (including strips) |
| 6 1/2 TPRN 26        | 2026-11-15      | 0.0000%  | 0.0000% | $100.00            | $95.29             | U.S. Treasuries (including strips) |
| 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  | 0.0000% | $100.00            | $82.32             | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  | 0.0000% | $247700.00         | $175924.27         | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27      | 2027-04-30      | 2.7500%  | 0.0000% | $800.00            | $789.13            | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $61.62             | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53        | 2053-02-15      | 1.5000%  | 0.0000% | $215.75            | $171.77            | U.S. Treasuries (including strips) |

### Security 7: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 196480D79, C.4 - ISIN: US196480D793, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $24765000.00
- **C.18.a - Value (excl. sponsor support):** $24765000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2042-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 8: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 196480YP6, C.4 - ISIN: US196480YP65, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $29370000.00
- **C.18.a - Value (excl. sponsor support):** $29370000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2052-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 9: Columbus Hotel Investment One LLC

- **C.1 - Title:** Columbus Hotel Investment One LLC 4.400000%
- **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:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2048-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Daiwa Capital Markets, Inc. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 234993004, C.3 - LEI: 549300ZFEEJ2IP5VME73, C.5 - Other ID: 234993004_4.40_0701
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.500 CLAK6727 | 2042-03-01      | 3.5000%  | 0.0000% | $1071.27           | $1009.17           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTAK9325 | 2032-04-01      | 4.0000%  | 0.0000% | $141170.80         | $139756.30         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL2063 | 2042-01-01      | 4.5000%  | 0.0000% | $248689.90         | $247427.80         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL2065 | 2041-06-01      | 4.5000%  | 0.0000% | $43.50             | $43.28             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL3521 | 2043-03-01      | 3.5000%  | 0.0000% | $5325264.55        | $4957339.06        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL3024 | 2043-01-01      | 3.5000%  | 0.0000% | $88146.53          | $82056.44          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2637 | 2054-10-01      | 5.5000%  | 0.0000% | $3553556.81        | $3564841.33        | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G04153 G | 2038-03-01      | 5.5000%  | 0.0000% | $48289.71          | $49866.88          | Agency Mortgage-Backed Securities  |
| 02.500 FGPC G14433 G | 2027-05-01      | 2.5000%  | 0.0000% | $17.36             | $17.12             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0837 | 2052-01-01      | 3.0000%  | 0.0000% | $14301902.97       | $12585698.46       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD0856 | 2052-01-01      | 2.0000%  | 0.0000% | $73216.30          | $58147.00          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0868 | 2052-02-01      | 2.5000%  | 0.0000% | $1660.79           | $1378.32           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD0537 | 2051-03-01      | 2.0000%  | 0.0000% | $708877.88         | $560800.46         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD0934 | 2051-04-01      | 2.0000%  | 0.0000% | $783349.27         | $619724.15         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD0972 | 2052-04-01      | 4.0000%  | 0.0000% | $627558.41         | $590347.47         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1440 | 2052-07-01      | 3.5000%  | 0.0000% | $877.17            | $793.37            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1445 | 2052-08-01      | 4.5000%  | 0.0000% | $1042.39           | $1007.84           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1447 | 2052-08-01      | 4.5000%  | 0.0000% | $18324048.21       | $17695350.11       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  | 0.0000% | $14199.51          | $12898.47          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1641 | 2052-09-01      | 4.5000%  | 0.0000% | $12089.02          | $11679.32          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2088 | 2052-06-01      | 3.5000%  | 0.0000% | $868.07            | $782.25            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2284 | 2052-12-01      | 6.0000%  | 0.0000% | $765.52            | $783.10            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2892 | 2053-05-01      | 5.5000%  | 0.0000% | $784.17            | $790.42            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD2932 | 2053-04-01      | 4.0000%  | 0.0000% | $874.68            | $819.40            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2990 | 2053-03-01      | 6.0000%  | 0.0000% | $18465062.69       | $19204576.13       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL555531 | 2033-06-01      | 5.5000%  | 0.0000% | $4.50              | $4.62              | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI9484 | 2041-09-01      | 4.5000%  | 0.0000% | $21.51             | $21.20             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAJ4077 | 2041-10-01      | 4.0000%  | 0.0000% | $73.35             | $70.85             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM4897 | 2046-12-01      | 3.5000%  | 0.0000% | $119243.35         | $112182.29         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5244 | 2049-01-01      | 4.0000%  | 0.0000% | $4388417.86        | $4152989.00        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6803 | 2049-02-01      | 4.5000%  | 0.0000% | $306411.30         | $300066.14         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBN7466 | 2050-10-01      | 2.0000%  | 0.0000% | $300000.24         | $238920.52         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBP0672 | 2035-03-01      | 3.0000%  | 0.0000% | $413.60            | $398.74            | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CLBP8004 | 2054-01-01      | 8.0000%  | 0.0000% | $1274905.82        | $1379591.46        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP8075 | 2050-08-01      | 2.0000%  | 0.0000% | $5707865.31        | $4549203.54        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ6865 | 2051-12-01      | 2.0000%  | 0.0000% | $15940928.71       | $12797490.92       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ7006 | 2052-01-01      | 2.0000%  | 0.0000% | $843722.39         | $668811.24         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ7559 | 2050-11-01      | 2.0000%  | 0.0000% | $1073449.73        | $849218.00         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ8497 | 2050-12-01      | 2.0000%  | 0.0000% | $29831.08          | $23600.00          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ9291 | 2050-12-01      | 2.0000%  | 0.0000% | $155000.12         | $122719.66         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR3319 | 2051-03-01      | 2.0000%  | 0.0000% | $956663.46         | $756824.23         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2009 | 2052-05-01      | 3.0000%  | 0.0000% | $15554.99          | $13701.87          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3575 | 2052-09-01      | 4.5000%  | 0.0000% | $15557.50          | $15030.27          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4371 | 2052-02-01      | 3.5000%  | 0.0000% | $23362.88          | $21114.87          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  | 0.0000% | $24747.62          | $21458.83          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS3691 | 2053-01-01      | 6.0000%  | 0.0000% | $22082049.62       | $22654048.30       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4041 | 2053-03-01      | 5.5000%  | 0.0000% | $8272.88           | $8331.29           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4531 | 2052-11-01      | 5.5000%  | 0.0000% | $2946.31           | $3045.09           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4832 | 2053-05-01      | 5.0000%  | 0.0000% | $94637.75          | $93714.35          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS4858 | 2053-02-01      | 6.0000%  | 0.0000% | $7592357.17        | $7875820.35        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5452 | 2052-06-01      | 3.5000%  | 0.0000% | $9407.72           | $8537.00           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS5493 | 2052-07-01      | 2.5000%  | 0.0000% | $18117.15          | $15050.29          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS5551 | 2047-07-01      | 5.0000%  | 0.0000% | $3157.17           | $3203.73           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS5869 | 2053-04-01      | 4.5000%  | 0.0000% | $3479.50           | $3361.58           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6451 | 2053-08-01      | 5.5000%  | 0.0000% | $929852.29         | $937976.92         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL1026 | 2055-04-01      | 4.5000%  | 0.0000% | $13210799.59       | $12658257.89       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1028 | 2055-04-01      | 6.0000%  | 0.0000% | $40868951.18       | $41713930.36       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1244 | 2055-05-01      | 5.5000%  | 0.0000% | $4698383.23        | $4714759.71        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRJ2231 | 2054-08-01      | 7.0000%  | 0.0000% | $11352132.42       | $12089247.82       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3053 | 2054-12-01      | 5.0000%  | 0.0000% | $80555814.64       | $79591382.54       | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLRJ3133 | 2054-10-01      | 7.5000%  | 0.0000% | $1779362.06        | $1921626.81        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3159 | 2054-12-01      | 6.0000%  | 0.0000% | $15818982.38       | $16214652.04       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ4299 | 2055-06-01      | 5.0000%  | 0.0000% | $83754494.00       | $82495812.87       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0027 | 2055-06-01      | 5.5000%  | 0.0000% | $500000.00         | $501588.28         | Agency Mortgage-Backed Securities  |
| GNII SF DJ1305 C     | 2055-04-20      | 7.5000%  | 0.0000% | $626177.12         | $679130.83         | Agency Mortgage-Backed Securities  |
| GNII SF MB0026 M     | 2054-11-20      | 5.5000%  | 0.0000% | $146772.37         | $147552.84         | Agency Mortgage-Backed Securities  |
| GNII SF MB0092 M     | 2054-12-20      | 5.5000%  | 0.0000% | $5583203.70        | $5612016.14        | Agency Mortgage-Backed Securities  |
| GNII SF MB0145 M     | 2055-01-20      | 4.5000%  | 0.0000% | $48982334.40       | $46971658.56       | Agency Mortgage-Backed Securities  |
| GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $6965050.49        | $7002080.58        | Agency Mortgage-Backed Securities  |
| GNII SF MB0257 M     | 2055-03-20      | 4.5000%  | 0.0000% | $497532.21         | $477108.51         | Agency Mortgage-Backed Securities  |
| GNII SF MB0305 M     | 2055-03-20      | 4.0000%  | 0.0000% | $79092.13          | $73588.28          | Agency Mortgage-Backed Securities  |
| GNII SF MB0365 M     | 2055-05-20      | 5.0000%  | 0.0000% | $13426845.33       | $13224338.67       | Agency Mortgage-Backed Securities  |
| GNII SF MB0366 M     | 2055-05-20      | 5.5000%  | 0.0000% | $45247282.40       | $45480783.54       | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G30670 G | 2033-12-01      | 4.5000%  | 0.0000% | $156928.04         | $158383.39         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08779 G | 2047-09-01      | 3.5000%  | 0.0000% | $30682603.52       | $28272069.08       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ6600 | 2054-10-01      | 5.5000%  | 0.0000% | $3477438.44        | $3488481.24        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ9527 | 2054-11-01      | 6.0000%  | 0.0000% | $1939863.83        | $1979924.61        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA1193 | 2049-08-01      | 4.0000%  | 0.0000% | $50860.94          | $48060.55          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA1293 | 2049-09-01      | 3.0000%  | 0.0000% | $319720.38         | $282882.73         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA3523 | 2050-09-01      | 2.0000%  | 0.0000% | $55133.90          | $43651.22          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA3952 | 2050-11-01      | 2.0000%  | 0.0000% | $1422760.91        | $1125561.97        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  | 0.0000% | $17906.30          | $15515.53          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA5715 | 2051-10-01      | 2.0000%  | 0.0000% | $129650.20         | $102644.21         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7183 | 2052-04-01      | 4.0000%  | 0.0000% | $1538247.03        | $1432403.67        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA6664 | 2052-02-01      | 3.0000%  | 0.0000% | $786.48            | $685.60            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC8436 | 2054-12-01      | 5.0000%  | 0.0000% | $30062645.01       | $29570152.08       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD2704 | 2055-06-01      | 6.0000%  | 0.0000% | $53106.00          | $54653.58          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD2705 | 2055-05-01      | 6.0000%  | 0.0000% | $476135.00         | $490579.19         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD5924 | 2055-04-01      | 6.0000%  | 0.0000% | $1130167.53        | $1158201.71        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB7316 | 2053-10-01      | 4.0000%  | 0.0000% | $9458.18           | $8807.94           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8871 | 2054-07-01      | 6.5000%  | 0.0000% | $139266.51         | $145857.46         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB8193 | 2054-03-01      | 7.0000%  | 0.0000% | $11098685.55       | $11861607.97       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9957 | 2055-02-01      | 5.0000%  | 0.0000% | $4059672.93        | $4014837.00        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9949 | 2055-02-01      | 4.5000%  | 0.0000% | $61561.05          | $58997.95          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0580 | 2055-02-01      | 5.5000%  | 0.0000% | $85839709.01       | $86496430.51       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5497 | 2054-10-01      | 5.5000%  | 0.0000% | $349841.95         | $350952.89         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5553 | 2054-12-01      | 5.5000%  | 0.0000% | $19009953.09       | $19070320.26       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5530 | 2054-11-01      | 5.0000%  | 0.0000% | $22096.52          | $21712.34          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5646 | 2055-03-01      | 5.5000%  | 0.0000% | $112260.46         | $112616.95         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5673 | 2055-04-01      | 5.5000%  | 0.0000% | $1572416.42        | $1577409.72        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5698 | 2055-05-01      | 4.5000%  | 0.0000% | $2900320.05        | $2779008.37        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA5725 | 2055-05-01      | 3.5000%  | 0.0000% | $612240.29         | $551570.00         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5760 | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.18           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5762 | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.67           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX3769 | 2055-01-01      | 5.0000%  | 0.0000% | $17046215.01       | $16767931.76       | Agency Mortgage-Backed Securities  |
| 4.50 FHLB 32 HV      | 2032-06-11      | 4.5000%  | 0.0000% | $3930000.00        | $4016491.44        | Agency Mortgage-Backed Securities  |
| FHOR 03SO 25-26 7205 | 2026-07-16      | 4.5400%  | 0.0000% | $6585000.00        | $6646363.97        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL2535 | 2041-12-01      | 4.0000%  | 0.0000% | $1232.49           | $1188.50           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZL5313 | 2043-03-01      | 3.0000%  | 0.0000% | $5617544.82        | $5100251.33        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0465 | 2042-09-01      | 3.5000%  | 0.0000% | $7635924.17        | $7108277.57        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0531 | 2042-06-01      | 3.5000%  | 0.0000% | $1783964.16        | $1660691.24        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZN0949 | 2048-10-01      | 4.0000%  | 0.0000% | $7004274.05        | $6586974.97        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA4883 | 2047-03-01      | 4.0000%  | 0.0000% | $3809398.48        | $3621561.70        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7380 | 2052-05-01      | 3.5000%  | 0.0000% | $6659.77           | $6021.27           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA7706 | 2052-07-01      | 5.0000%  | 0.0000% | $736.85            | $732.97            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7779 | 2052-08-01      | 4.5000%  | 0.0000% | $5424.94           | $5224.95           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8550 | 2053-02-01      | 5.5000%  | 0.0000% | $270182.56         | $272208.27         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9270 | 2053-06-01      | 5.5000%  | 0.0000% | $14060.38          | $14196.30          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9622 | 2053-08-01      | 5.5000%  | 0.0000% | $2107.02           | $2127.39           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTRB5163 | 2042-05-01      | 3.0000%  | 0.0000% | $3121.98           | $2843.36           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQI4448 | 2054-04-01      | 7.0000%  | 0.0000% | $946.98            | $1010.81           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI5820 | 2054-05-01      | 6.0000%  | 0.0000% | $16236939.92       | $16591689.99       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD7303 | 2055-06-01      | 5.5000%  | 0.0000% | $109589.00         | $109937.12         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD7437 | 2055-04-01      | 6.5000%  | 0.0000% | $1018903.41        | $1061363.26        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7875 | 2055-04-01      | 6.0000%  | 0.0000% | $193411.30         | $197773.95         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9346 | 2055-06-01      | 6.0000%  | 0.0000% | $1282500.00        | $1312662.26        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD9348 | 2055-06-01      | 6.5000%  | 0.0000% | $5798212.00        | $6064309.99        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9353 | 2055-06-01      | 6.0000%  | 0.0000% | $5805918.00        | $5932343.80        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE0778 | 2055-05-01      | 6.0000%  | 0.0000% | $1002.07           | $1037.64           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE0801 | 2055-05-01      | 5.5000%  | 0.0000% | $1163276.03        | $1180276.79        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE0472 | 2055-06-01      | 6.0000%  | 0.0000% | $14288.00          | $14715.96          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1708 | 2055-06-01      | 6.0000%  | 0.0000% | $4344982.00        | $4464205.41        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1239 | 2055-06-01      | 6.0000%  | 0.0000% | $1111800.00        | $1145923.74        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1529 | 2055-06-01      | 6.0000%  | 0.0000% | $5086261.00        | $5209019.60        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1829 | 2055-06-01      | 6.0000%  | 0.0000% | $3129809.00        | $3215692.00        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1830 | 2055-05-01      | 6.5000%  | 0.0000% | $1259474.00        | $1316680.71        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1927 | 2055-06-01      | 6.5000%  | 0.0000% | $1207409.00        | $1256050.81        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1915 | 2055-06-01      | 6.0000%  | 0.0000% | $12619361.00       | $12881847.91       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  | 0.0000% | $823.23            | $779.60            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM4044 | 2035-08-01      | 2.0000%  | 0.0000% | $964045.18         | $886199.60         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM4870 | 2050-11-01      | 2.0000%  | 0.0000% | $1798027.97        | $1422493.85        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM5197 | 2050-03-01      | 3.5000%  | 0.0000% | $1240.51           | $1129.38           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZS8633 | 2031-12-01      | 3.0000%  | 0.0000% | $150.27            | $146.45            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0542 | 2048-07-01      | 4.0000%  | 0.0000% | $231.72            | $219.61            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0543 | 2048-08-01      | 4.5000%  | 0.0000% | $449.88            | $440.24            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3SZT0945 | 2045-02-01      | 4.0000%  | 0.0000% | $5717308.12        | $5466102.31        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZT1107 | 2043-03-01      | 3.5000%  | 0.0000% | $48487.59          | $45137.56          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3VZT1142 | 2042-10-01      | 4.0000%  | 0.0000% | $6642823.00        | $6383940.38        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8132 | 2036-12-01      | 2.0000%  | 0.0000% | $15037.98          | $13733.01          | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB8144 | 2037-03-01      | 1.5000%  | 0.0000% | $233053.65         | $206775.53         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC0327 | 2045-12-01      | 3.5000%  | 0.0000% | $4615138.07        | $4288365.27        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE9351 | 2047-03-01      | 4.0000%  | 0.0000% | $757058.65         | $712560.42         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH0224 | 2047-04-01      | 4.0000%  | 0.0000% | $7832127.28        | $7447548.07        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH3986 | 2047-10-01      | 4.0000%  | 0.0000% | $258190.46         | $244850.33         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ2170 | 2047-11-01      | 4.0000%  | 0.0000% | $205075.84         | $194040.35         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ2281 | 2048-01-01      | 4.5000%  | 0.0000% | $377173.25         | $367477.26         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ4256 | 2047-12-01      | 4.5000%  | 0.0000% | $302971.20         | $294135.05         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ8787 | 2048-02-01      | 4.0000%  | 0.0000% | $489758.14         | $463791.76         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ9169 | 2048-05-01      | 4.0000%  | 0.0000% | $871.77            | $825.95            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK4239 | 2048-08-01      | 4.5000%  | 0.0000% | $1424625.45        | $1388098.05        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK4286 | 2048-09-01      | 4.5000%  | 0.0000% | $908646.46         | $885807.63         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBK9723 | 2048-08-01      | 4.0000%  | 0.0000% | $681114.50         | $647665.80         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM2007 | 2048-09-01      | 4.0000%  | 0.0000% | $1891.62           | $1792.20           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM7035 | 2051-05-01      | 2.0000%  | 0.0000% | $132371.81         | $104719.49         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  | 0.0000% | $14251.67          | $12980.06          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM8479 | 2051-08-01      | 3.0000%  | 0.0000% | $107381.39         | $93840.24          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM9221 | 2051-10-01      | 4.0000%  | 0.0000% | $533.62            | $501.23            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS0015 | 2050-01-01      | 4.0000%  | 0.0000% | $4583.01           | $4342.30           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0147 | 2051-11-01      | 3.0000%  | 0.0000% | $1514926.00        | $1323887.27        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1075 | 2052-03-01      | 3.0000%  | 0.0000% | $778.16            | $683.17            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1419 | 2052-01-01      | 3.5000%  | 0.0000% | $733.13            | $667.33            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1528 | 2052-04-01      | 3.0000%  | 0.0000% | $18256594.59       | $16081625.62       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5559 | 2055-06-01      | 6.0000%  | 0.0000% | $3045271.00        | $3123346.67        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD3152 | 2052-02-01      | 3.0000%  | 0.0000% | $29626.25          | $25745.09          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD3225 | 2052-03-01      | 2.5000%  | 0.0000% | $876.20            | $729.99            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5302 | 2054-04-01      | 5.5000%  | 0.0000% | $919.87            | $935.08            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4762 | 2054-02-01      | 6.0000%  | 0.0000% | $66339.14          | $68217.42          | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD4808 | 2054-01-01      | 7.0000%  | 0.0000% | $5437618.86        | $5823797.95        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD4921 | 2054-01-01      | 7.0000%  | 0.0000% | $11621782.56       | $12500329.92       | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD4982 | 2054-01-01      | 7.0000%  | 0.0000% | $154904.47         | $165245.25         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD6284 | 2054-01-01      | 2.0000%  | 0.0000% | $64320.77          | $50929.19          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5403 | 2054-03-01      | 5.5000%  | 0.0000% | $15644577.32       | $15846557.51       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD5454 | 2054-05-01      | 6.5000%  | 0.0000% | $13741.23          | $14486.07          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7085 | 2053-08-01      | 6.0000%  | 0.0000% | $4677860.90        | $4778085.63        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6898 | 2054-06-01      | 6.0000%  | 0.0000% | $5437239.12        | $5583056.81        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8038 | 2050-01-01      | 3.5000%  | 0.0000% | $2287.66           | $2083.74           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8064 | 2050-05-01      | 4.0000%  | 0.0000% | $238.14            | $223.47            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8074 | 2050-07-01      | 3.0000%  | 0.0000% | $319.22            | $277.66            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8089 | 2050-07-01      | 2.5000%  | 0.0000% | $429.41            | $360.46            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8098 | 2050-10-01      | 2.0000%  | 0.0000% | $643.43            | $512.82            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD7520 | 2050-05-01      | 4.0000%  | 0.0000% | $156701.43         | $148887.08         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  | 0.0000% | $741.99            | $626.57            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD7563 | 2053-05-01      | 4.5000%  | 0.0000% | $1094947.44        | $1062717.66        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8129 | 2051-02-01      | 2.5000%  | 0.0000% | $8001.73           | $6687.40           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8157 | 2051-07-01      | 3.0000%  | 0.0000% | $2434.60           | $2120.43           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8190 | 2052-01-01      | 3.0000%  | 0.0000% | $8058.76           | $7002.43           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8168 | 2051-09-01      | 3.0000%  | 0.0000% | $1320.90           | $1149.15           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8173 | 2051-10-01      | 2.5000%  | 0.0000% | $1075.49           | $892.19            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8178 | 2051-11-01      | 2.5000%  | 0.0000% | $9208.75           | $7665.64           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAL5971 | 2044-10-01      | 4.0000%  | 0.0000% | $10954176.12       | $10486522.86       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO2159 | 2042-05-01      | 4.0000%  | 0.0000% | $5456675.81        | $5269278.41        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO5989 | 2042-06-01      | 4.0000%  | 0.0000% | $89485.69          | $86226.82          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP3244 | 2042-08-01      | 3.5000%  | 0.0000% | $243491.53         | $229069.39         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAP9766 | 2042-10-01      | 4.0000%  | 0.0000% | $46548.54          | $44733.99          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAQ0087 | 2042-10-01      | 3.5000%  | 0.0000% | $675982.09         | $624890.99         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTAQ4646 | 2032-11-01      | 3.5000%  | 0.0000% | $297329.99         | $290708.29         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR1126 | 2043-02-01      | 3.5000%  | 0.0000% | $335761.74         | $314768.72         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR8718 | 2043-04-01      | 3.5000%  | 0.0000% | $375490.84         | $353254.06         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS2892 | 2044-07-01      | 4.0000%  | 0.0000% | $14782608.99       | $14186015.74       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6487 | 2046-01-01      | 4.0000%  | 0.0000% | $11858794.64       | $11341730.11       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBT4771 | 2051-08-01      | 2.0000%  | 0.0000% | $129686.12         | $102593.54         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1302 | 2052-02-01      | 2.0000%  | 0.0000% | $81546.72          | $64509.66          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1450 | 2052-01-01      | 2.0000%  | 0.0000% | $60018.99          | $47534.51          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU7817 | 2051-12-01      | 2.0000%  | 0.0000% | $799999.19         | $632862.65         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU9888 | 2052-01-01      | 3.0000%  | 0.0000% | $731.06            | $638.98            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV3045 | 2052-02-01      | 3.0000%  | 0.0000% | $768.23            | $675.45            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV7517 | 2052-05-01      | 2.0000%  | 0.0000% | $29285.41          | $23167.05          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV8670 | 2052-04-01      | 2.0000%  | 0.0000% | $273814.83         | $216669.43         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS6578 | 2053-12-01      | 6.0000%  | 0.0000% | $3740664.92        | $3851980.87        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6601 | 2053-12-01      | 3.5000%  | 0.0000% | $12074.42          | $10880.01          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS6605 | 2052-06-01      | 2.0000%  | 0.0000% | $119243.85         | $94334.90          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS7879 | 2052-07-01      | 2.5000%  | 0.0000% | $10289.07          | $8532.94           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8961 | 2054-09-01      | 5.5000%  | 0.0000% | $61552930.03       | $61885350.08       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFS8233 | 2054-05-01      | 7.0000%  | 0.0000% | $11924557.86       | $12723275.35       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS8288 | 2052-03-01      | 2.0000%  | 0.0000% | $120388.30         | $95348.27          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS8542 | 2054-07-01      | 6.5000%  | 0.0000% | $1776.65           | $1888.12           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8532 | 2053-10-01      | 6.0000%  | 0.0000% | $1008501.70        | $1030758.66        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS8686 | 2053-07-01      | 2.5000%  | 0.0000% | $7584.58           | $6330.80           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS9860 | 2052-06-01      | 2.0000%  | 0.0000% | $78840.32          | $62368.85          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9348 | 2054-10-01      | 5.5000%  | 0.0000% | $2146.14           | $2162.99           | Agency Mortgage-Backed Securities  |
| GNII JM MA5388 M     | 2048-07-20      | 4.0000%  | 0.0000% | $50.00             | $45.91             | Agency Mortgage-Backed Securities  |
| GNII SF MB0423 M     | 2055-05-20      | 5.0000%  | 0.0000% | $2334650.00        | $2299438.29        | Agency Mortgage-Backed Securities  |
| GNII SF MB0424 M     | 2055-05-20      | 5.5000%  | 0.0000% | $53229702.00       | $53504396.86       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8221 | 2052-06-01      | 3.5000%  | 0.0000% | $33951.96          | $30632.42          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8226 | 2052-07-01      | 3.5000%  | 0.0000% | $11701.80          | $10557.08          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8227 | 2052-07-01      | 4.0000%  | 0.0000% | $6808.33           | $6350.74           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8199 | 2052-03-01      | 2.0000%  | 0.0000% | $831.19            | $658.70            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  | 0.0000% | $32519.45          | $28176.69          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8255 | 2052-10-01      | 3.5000%  | 0.0000% | $7769.60           | $7008.70           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8243 | 2052-09-01      | 3.5000%  | 0.0000% | $856.56            | $772.72            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8266 | 2052-11-01      | 4.5000%  | 0.0000% | $4228637.05        | $4058404.80        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8323 | 2053-05-01      | 5.0000%  | 0.0000% | $13510.21          | $13300.43          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8300 | 2053-02-01      | 5.5000%  | 0.0000% | $798.58            | $802.66            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8314 | 2053-04-01      | 4.5000%  | 0.0000% | $881.88            | $846.22            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8316 | 2053-04-01      | 5.5000%  | 0.0000% | $822.72            | $826.50            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  | 0.0000% | $902.17            | $865.09            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | 0.0000% | $1997195.05        | $2007242.05        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8446 | 2054-07-01      | 5.5000%  | 0.0000% | $2580449.26        | $2588643.62        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8431 | 2054-05-01      | 5.5000%  | 0.0000% | $3771524.01        | $3783500.69        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  | 0.0000% | $17310347.82       | $17365317.80       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8453 | 2054-08-01      | 5.5000%  | 0.0000% | $6994930.48        | $7017143.27        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  | 0.0000% | $416606278.25      | $417929234.80      | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8469 | 2054-10-01      | 5.5000%  | 0.0000% | $927.14            | $930.09            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8475 | 2054-11-01      | 5.5000%  | 0.0000% | $1146821.10        | $1150462.89        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8515 | 2055-03-01      | 5.5000%  | 0.0000% | $3775221.95        | $3787210.38        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8493 | 2054-12-01      | 5.5000%  | 0.0000% | $231232907.00      | $231967200.10      | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8506 | 2055-02-01      | 5.5000%  | 0.0000% | $962.86            | $965.92            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8525 | 2055-04-01      | 6.0000%  | 0.0000% | $31262664.19       | $31909905.54       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8531 | 2055-05-01      | 4.5000%  | 0.0000% | $19735.97          | $18910.47          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3605 | 2053-08-01      | 5.5000%  | 0.0000% | $12757391.72       | $12908203.94       | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q04359 G | 2041-11-01      | 4.0000%  | 0.0000% | $379478.58         | $366626.48         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U90316 G | 2042-10-01      | 4.0000%  | 0.0000% | $24343.49          | $23418.66          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U95137 G | 2043-08-01      | 4.0000%  | 0.0000% | $28823.41          | $27627.76          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAT6319 | 2043-06-01      | 3.5000%  | 0.0000% | $6596920.48        | $6141003.64        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW8764 | 2052-10-01      | 5.5000%  | 0.0000% | $8929.42           | $9068.17           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBY5588 | 2053-08-01      | 4.5000%  | 0.0000% | $1116.97           | $1074.14           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5737 | 2037-07-01      | 3.5000%  | 0.0000% | $152738.19         | $145505.19         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA1338 | 2033-02-01      | 3.0000%  | 0.0000% | $29413.62          | $28322.86          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q40493 G | 2046-05-01      | 3.5000%  | 0.0000% | $1717102.14        | $1593172.77        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q45306 G | 2047-01-01      | 3.5000%  | 0.0000% | $6440714.52        | $5951126.47        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q44981 G | 2046-12-01      | 3.5000%  | 0.0000% | $5456522.43        | $4995006.73        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA1839 | 2049-08-01      | 4.0000%  | 0.0000% | $7358.56           | $6960.99           | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G60552 G | 2031-12-01      | 7.0000%  | 0.0000% | $84.34             | $89.45             | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB6890 | 2050-12-01      | 2.0000%  | 0.0000% | $1070768.86        | $847097.14         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB7053 | 2050-12-01      | 2.0000%  | 0.0000% | $1000000.27        | $791107.33         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB7858 | 2051-01-01      | 2.0000%  | 0.0000% | $101544.85         | $80332.95          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB8296 | 2051-02-01      | 2.0000%  | 0.0000% | $87806.49          | $69520.88          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB8773 | 2051-02-01      | 2.0000%  | 0.0000% | $605.95            | $487.86            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQC4418 | 2051-07-01      | 2.0000%  | 0.0000% | $84226.42          | $66631.62          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD2433 | 2051-12-01      | 2.0000%  | 0.0000% | $1134198.64        | $897241.99         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD2437 | 2051-12-01      | 2.0000%  | 0.0000% | $827966.87         | $656007.35         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD2900 | 2051-12-01      | 2.0000%  | 0.0000% | $142443.53         | $112683.95         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD4216 | 2052-01-01      | 2.0000%  | 0.0000% | $859.31            | $682.05            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD4224 | 2052-01-01      | 2.0000%  | 0.0000% | $838.94            | $665.89            | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLQD5229 | 2052-01-01      | 1.5000%  | 0.0000% | $733204.82         | $550392.91         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL759331 | 2034-01-01      | 5.5000%  | 0.0000% | $38.31             | $39.32             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA1439 | 2048-03-01      | 3.5000%  | 0.0000% | $29323.42          | $26808.30          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2305 | 2048-09-01      | 4.0000%  | 0.0000% | $12988879.63       | $12344140.51       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2946 | 2049-01-01      | 4.0000%  | 0.0000% | $9360933.70        | $8811701.72        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA4185 | 2049-09-01      | 4.5000%  | 0.0000% | $992.32            | $960.20            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA5461 | 2035-03-01      | 2.5000%  | 0.0000% | $188.28            | $176.33            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6635 | 2050-08-01      | 2.5000%  | 0.0000% | $617.96            | $521.34            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7833 | 2050-11-01      | 2.0000%  | 0.0000% | $690.75            | $553.16            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8517 | 2051-01-01      | 2.0000%  | 0.0000% | $2399262.80        | $1899571.00        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8587 | 2051-01-01      | 2.0000%  | 0.0000% | $158750.27         | $125591.96         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA9297 | 2051-02-01      | 3.0000%  | 0.0000% | $2025235.91        | $1796229.66        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0153 | 2051-04-01      | 2.0000%  | 0.0000% | $578292.14         | $457499.12         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0189 | 2051-04-01      | 3.0000%  | 0.0000% | $17805.73          | $15560.70          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA1582 | 2043-08-01      | 3.5000%  | 0.0000% | $92609.22          | $86209.68          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CRMA1591 | 2043-08-01      | 4.5000%  | 0.0000% | $50782.76          | $49920.06          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CRMA1629 | 2043-09-01      | 4.5000%  | 0.0000% | $45554.31          | $44780.39          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CRMA1664 | 2043-10-01      | 4.5000%  | 0.0000% | $28949.36          | $28457.57          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3058 | 2047-07-01      | 4.0000%  | 0.0000% | $17620.16          | $16704.09          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3120 | 2047-09-01      | 3.5000%  | 0.0000% | $14646.74          | $13432.37          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4398 | 2051-08-01      | 2.0000%  | 0.0000% | $110199.53         | $87547.81          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3992 | 2050-04-01      | 3.5000%  | 0.0000% | $1082.02           | $985.09            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4026 | 2050-05-01      | 4.0000%  | 0.0000% | $2129.05           | $2003.35           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4120 | 2050-09-01      | 2.5000%  | 0.0000% | $497.68            | $416.90            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4160 | 2050-10-01      | 3.0000%  | 0.0000% | $404.73            | $354.18            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4305 | 2051-04-01      | 2.0000%  | 0.0000% | $1280805.64        | $1017956.29        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4327 | 2051-05-01      | 3.0000%  | 0.0000% | $1594.34           | $1392.52           | Agency Mortgage-Backed Securities  |
| GNII SF MA8881 M     | 2053-05-20      | 6.5000%  | 0.0000% | $33129359.90       | $34268549.75       | Agency Mortgage-Backed Securities  |
| GNII SF MA9853 M     | 2054-08-20      | 6.5000%  | 0.0000% | $880226.58         | $909701.94         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF4916 | 2052-12-01      | 5.0000%  | 0.0000% | $12580683.26       | $12381616.31       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF5620 | 2052-12-01      | 5.0000%  | 0.0000% | $750.07            | $741.91            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG3017 | 2053-05-01      | 5.0000%  | 0.0000% | $641453.07         | $634518.82         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG6312 | 2053-07-01      | 5.5000%  | 0.0000% | $22802.76          | $22941.52          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH5400 | 2053-12-01      | 6.0000%  | 0.0000% | $7559940.53        | $7803849.40        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0362 | 2054-08-01      | 5.5000%  | 0.0000% | $32962273.05       | $33066946.60       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC0389 | 2054-09-01      | 5.0000%  | 0.0000% | $1975023.84        | $1940784.39        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC1817 | 2054-11-01      | 5.5000%  | 0.0000% | $993.32            | $998.93            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC2551 | 2054-09-01      | 5.5000%  | 0.0000% | $1614955.12        | $1624116.05        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC4790 | 2055-05-01      | 5.5000%  | 0.0000% | $33656.37          | $33763.28          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2371 | 2051-12-01      | 2.5000%  | 0.0000% | $1556.00           | $1309.80           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3049 | 2052-03-01      | 2.5000%  | 0.0000% | $15935.88          | $13220.74          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB3343 | 2052-04-01      | 2.0000%  | 0.0000% | $67046.92          | $53153.20          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3909 | 2052-06-01      | 4.0000%  | 0.0000% | $6713.63           | $6261.35           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4112 | 2052-07-01      | 3.5000%  | 0.0000% | $1651.77           | $1498.90           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4113 | 2052-07-01      | 3.5000%  | 0.0000% | $818.49            | $741.47            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  | 0.0000% | $15828.56          | $15193.28          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4675 | 2052-09-01      | 4.5000%  | 0.0000% | $27399.90          | $26336.04          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5024 | 2052-11-01      | 5.0000%  | 0.0000% | $10751891.03       | $10612092.56       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB5664 | 2053-02-01      | 4.0000%  | 0.0000% | $22270.51          | $20748.10          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5693 | 2053-02-01      | 5.5000%  | 0.0000% | $14700.24          | $14836.01          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6046 | 2053-04-01      | 4.5000%  | 0.0000% | $273259.69         | $263185.97         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5296 | 2054-03-01      | 5.5000%  | 0.0000% | $25177.77          | $25257.73          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4511 | 2052-01-01      | 2.0000%  | 0.0000% | $440396.85         | $348797.88         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4579 | 2052-04-01      | 3.0000%  | 0.0000% | $10505.93          | $9114.86           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4580 | 2052-04-01      | 3.5000%  | 0.0000% | $8527.73           | $7693.96           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4624 | 2052-06-01      | 3.0000%  | 0.0000% | $15261.28          | $13228.42          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4627 | 2037-06-01      | 2.0000%  | 0.0000% | $1622406.32        | $1480796.39        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  | 0.0000% | $19320.81          | $17431.80          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4654 | 2052-07-01      | 3.5000%  | 0.0000% | $15107.19          | $13630.15          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4700 | 2052-08-01      | 4.0000%  | 0.0000% | $10036.38          | $9361.30           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  | 0.0000% | $858.77            | $774.67            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4733 | 2052-09-01      | 4.5000%  | 0.0000% | $2456.35           | $2357.28           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4782 | 2052-10-01      | 3.5000%  | 0.0000% | $28443.22          | $25657.76          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  | 0.0000% | $6752.58           | $6297.68           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  | 0.0000% | $13497.87          | $13577.23          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5038 | 2053-06-01      | 5.0000%  | 0.0000% | $13836.45          | $13621.61          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  | 0.0000% | $8756.77           | $8618.09           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  | 0.0000% | $17981143.48       | $18059011.83       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5248 | 2054-01-01      | 6.5000%  | 0.0000% | $8620639.93        | $8947147.62        | Agency Mortgage-Backed Securities  |
| 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  | 0.0000% | $16521300.00       | $16340093.84       | U.S. Treasuries (including strips) |
| 4 3/8 BOND 41        | 2041-05-15      | 4.3750%  | 0.0000% | $23888800.00       | $23181709.44       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 42        | 2042-02-15      | 3.1250%  | 0.0000% | $1343800.00        | $1107721.22        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27      | 2027-04-30      | 2.7500%  | 0.0000% | $2331000.00        | $2299341.35        | U.S. Treasuries (including strips) |
| T 3.875 12/31/29     | 2029-12-31      | 3.8750%  | 0.0000% | $786200.00         | $788708.76         | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  | 0.0000% | $1500.00           | $1359.52           | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  | 0.0000% | $19684600.00       | $19321443.74       | U.S. Treasuries (including strips) |

### Security 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWK25, C.4 - ISIN: US3130AWK257, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $325001904.50
- **C.18.a - Value (excl. sponsor support):** $325001904.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWP61, C.4 - ISIN: US3130AWP611, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200019718.00
- **C.18.a - Value (excl. sponsor support):** $200019718.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-25
- **C.13 - Final Legal Maturity Date:** 2025-07-25
- **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 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.545000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWXD7, C.4 - ISIN: US3130AWXD70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $450097240.50
- **C.18.a - Value (excl. sponsor support):** $450097240.50
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **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 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.550000%
- **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):** $150071284.50
- **C.18.a - Value (excl. sponsor support):** $150071284.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.535000%
- **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):** $244184617.72
- **C.18.a - Value (excl. sponsor support):** $244184617.72
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.535000%
- **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):** $100076874.00
- **C.18.a - Value (excl. sponsor support):** $100076874.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYP42, C.4 - ISIN: US3130AYP427, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $225170781.75
- **C.18.a - Value (excl. sponsor support):** $225170781.75
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.520000%
- **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):** $396198958.32
- **C.18.a - Value (excl. sponsor support):** $396198958.32
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.490000%
- **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):** $100050839.00
- **C.18.a - Value (excl. sponsor support):** $100050839.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.490000%
- **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):** $200078138.00
- **C.18.a - Value (excl. sponsor support):** $200078138.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.490000%
- **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):** $170074024.80
- **C.18.a - Value (excl. sponsor support):** $170074024.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.490000%
- **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):** $100049057.00
- **C.18.a - Value (excl. sponsor support):** $100049057.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XA0, C.4 - ISIN: US3130B1XA05, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50028534.00
- **C.18.a - Value (excl. sponsor support):** $50028534.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1YP6, C.4 - ISIN: US3130B1YP64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $20003668.20
- **C.18.a - Value (excl. sponsor support):** $20003668.20
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.9500%
- **C.11 - Maturity Date (WAM):** 2025-07-15
- **C.12 - Maturity Date (WAL):** 2025-07-15
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **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 25: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B22W4, C.4 - ISIN: US3130B22W44, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100004585.00
- **C.18.a - Value (excl. sponsor support):** $100004585.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **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 26: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B24U6, C.4 - ISIN: US3130B24U69, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150007006.50
- **C.18.a - Value (excl. sponsor support):** $150007006.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 27: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B27M1, C.4 - ISIN: US3130B27M17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $145069959.60
- **C.18.a - Value (excl. sponsor support):** $145069959.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 28: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.495000%
- **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):** $200123864.00
- **C.18.a - Value (excl. sponsor support):** $200123864.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 29: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.525000%
- **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):** $50044570.50
- **C.18.a - Value (excl. sponsor support):** $50044570.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 30: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.495000%
- **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):** $150092898.00
- **C.18.a - Value (excl. sponsor support):** $150092898.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 31: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2LH6, C.4 - ISIN: US3130B2LH68, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150147093.00
- **C.18.a - Value (excl. sponsor support):** $150147093.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 32: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.505000%
- **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):** $300235128.00
- **C.18.a - Value (excl. sponsor support):** $300235128.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 33: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.580000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2VU6, C.4 - ISIN: US3130B2VU69, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100031346.00
- **C.18.a - Value (excl. sponsor support):** $100031346.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.580000%
- **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):** $100040063.00
- **C.18.a - Value (excl. sponsor support):** $100040063.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 35: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3RD7, C.4 - ISIN: US3130B3RD73, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $248065174.40
- **C.18.a - Value (excl. sponsor support):** $248065174.40
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 36: 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):** $19991430.40
- **C.18.a - Value (excl. sponsor support):** $19991430.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.565000%
- **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):** $150071572.50
- **C.18.a - Value (excl. sponsor support):** $150071572.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 38: 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):** $172739117.73
- **C.18.a - Value (excl. sponsor support):** $172739117.73
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **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 39: 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):** $106433062.69
- **C.18.a - Value (excl. sponsor support):** $106433062.69
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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 40: 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):** $68972736.72
- **C.18.a - Value (excl. sponsor support):** $68972736.72
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **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 41: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5AF5, C.4 - ISIN: US3130B5AF52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150000685.50
- **C.18.a - Value (excl. sponsor support):** $150000685.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 42: 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: 3130B5B72, C.4 - ISIN: US3130B5B721, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $144806519.25
- **C.18.a - Value (excl. sponsor support):** $144806519.25
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2026-03-23
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **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 43: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.490000%
- **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):** $199999106.00
- **C.18.a - Value (excl. sponsor support):** $199999106.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 44: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5NG9, C.4 - ISIN: US3130B5NG98, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99907130.00
- **C.18.a - Value (excl. sponsor support):** $99907130.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: 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):** $499438190.00
- **C.18.a - Value (excl. sponsor support):** $499438190.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-15
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.425000%
- **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):** $499954750.00
- **C.18.a - Value (excl. sponsor support):** $499954750.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 47: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.490000%
- **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):** $150065076.00
- **C.18.a - Value (excl. sponsor support):** $150065076.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 48: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.560000%
- **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):** $369996362.90
- **C.18.a - Value (excl. sponsor support):** $369996362.90
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 49: 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):** $199794984.00
- **C.18.a - Value (excl. sponsor support):** $199794984.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **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 50: 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):** $249802897.50
- **C.18.a - Value (excl. sponsor support):** $249802897.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **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 51: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.520000%
- **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):** $249998197.50
- **C.18.a - Value (excl. sponsor support):** $249998197.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 52: 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):** $299911995.00
- **C.18.a - Value (excl. sponsor support):** $299911995.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **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 53: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6PC4, C.4 - ISIN: US3130B6PC40, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $299971437.00
- **C.18.a - Value (excl. sponsor support):** $299971437.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 54: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6QR0, C.4 - ISIN: US3130B6QR00, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100001098.00
- **C.18.a - Value (excl. sponsor support):** $100001098.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 55: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6S49, C.4 - ISIN: US3130B6S491, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250002410.00
- **C.18.a - Value (excl. sponsor support):** $250002410.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 56: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3130B6WA0, C.4 - ISIN: US3130B6WA01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250091452.50
- **C.18.a - Value (excl. sponsor support):** $250091452.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 57: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313HQ4, C.4 - ISIN: US313313HQ44, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $37991196.54
- **C.18.a - Value (excl. sponsor support):** $37991196.54
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **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? Yes, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313JD1, C.4 - ISIN: US313313JD13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $36935712.50
- **C.18.a - Value (excl. sponsor support):** $36935712.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-15
- **C.12 - Maturity Date (WAL):** 2025-07-15
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **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? Yes, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313KQ0, C.4 - ISIN: US313313KQ07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24853472.25
- **C.18.a - Value (excl. sponsor support):** $24853472.25
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-08-19
- **C.12 - Maturity Date (WAL):** 2025-08-19
- **C.13 - Final Legal Maturity Date:** 2025-08-19
- **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? Yes, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313KS6, C.4 - ISIN: US313313KS62, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49695222.00
- **C.18.a - Value (excl. sponsor support):** $49695222.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-08-21
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **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? Yes, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313KW7, C.4 - ISIN: US313313KW74, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $59606133.60
- **C.18.a - Value (excl. sponsor support):** $59606133.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **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? Yes, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313LA4, C.4 - ISIN: US313313LA46, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24824166.75
- **C.18.a - Value (excl. sponsor support):** $24824166.75
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **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 63: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313LE6, C.4 - ISIN: US313313LE67, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $54589333.15
- **C.18.a - Value (excl. sponsor support):** $54589333.15
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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: 313313LH9, C.4 - ISIN: US313313LH98, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24804583.25
- **C.18.a - Value (excl. sponsor support):** $24804583.25
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313LM8, C.4 - ISIN: US313313LM83, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24792916.75
- **C.18.a - Value (excl. sponsor support):** $24792916.75
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-09-09
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2025-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313LV8, C.4 - ISIN: US313313LV82, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9907833.30
- **C.18.a - Value (excl. sponsor support):** $9907833.30
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-09-17
- **C.12 - Maturity Date (WAL):** 2025-09-17
- **C.13 - Final Legal Maturity Date:** 2025-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313MB1, C.4 - ISIN: US313313MB10, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $39603333.20
- **C.18.a - Value (excl. sponsor support):** $39603333.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-09-23
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313MH8, C.4 - ISIN: US313313MH89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $39575333.20
- **C.18.a - Value (excl. sponsor support):** $39575333.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-09-29
- **C.12 - Maturity Date (WAL):** 2025-09-29
- **C.13 - Final Legal Maturity Date:** 2025-09-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, 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: 313313MU9, C.4 - ISIN: US313313MU90, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24708166.75
- **C.18.a - Value (excl. sponsor support):** $24708166.75
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-10
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, 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: 313313MY1, C.4 - ISIN: US313313MY13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24696722.25
- **C.18.a - Value (excl. sponsor support):** $24696722.25
- **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? No, C.23 Categorized at Level 3? No

### Security 71: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313NN4, C.4 - ISIN: US313313NN49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $69038666.90
- **C.18.a - Value (excl. sponsor support):** $69038666.90
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313NQ7, C.4 - ISIN: US313313NQ79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24650944.50
- **C.18.a - Value (excl. sponsor support):** $24650944.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313NW4, C.4 - ISIN: US313313NW48, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24637333.25
- **C.18.a - Value (excl. sponsor support):** $24637333.25
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313QH4, C.4 - ISIN: US313313QH44, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $19636419.40
- **C.18.a - Value (excl. sponsor support):** $19636419.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-10
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313QQ4, C.4 - ISIN: US313313QQ43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24526007.00
- **C.18.a - Value (excl. sponsor support):** $24526007.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-17
- **C.12 - Maturity Date (WAL):** 2025-12-17
- **C.13 - Final Legal Maturity Date:** 2025-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313US5, C.4 - ISIN: US313313US52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $33999466.55
- **C.18.a - Value (excl. sponsor support):** $33999466.55
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-25
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313UU0, C.4 - ISIN: US313313UU09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $63128000.00
- **C.18.a - Value (excl. sponsor support):** $63128000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313WS3, C.4 - ISIN: US313313WS35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $14507566.65
- **C.18.a - Value (excl. sponsor support):** $14507566.65
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-05-12
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Federal 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: 313385HQ2, C.4 - ISIN: US313385HQ21, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $264938607.45
- **C.18.a - Value (excl. sponsor support):** $264938607.45
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **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? 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: 313385HX7, C.4 - ISIN: US313385HX71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $749218125.00
- **C.18.a - Value (excl. sponsor support):** $749218125.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-07-09
- **C.12 - Maturity Date (WAL):** 2025-07-09
- **C.13 - Final Legal Maturity Date:** 2025-07-09
- **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? 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: 313385HZ2, C.4 - ISIN: US313385HZ20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249681457.50
- **C.18.a - Value (excl. sponsor support):** $249681457.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-07-11
- **C.12 - Maturity Date (WAL):** 2025-07-11
- **C.13 - Final Legal Maturity Date:** 2025-07-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 313385JD9, C.4 - ISIN: US313385JD99, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99826250.00
- **C.18.a - Value (excl. sponsor support):** $99826250.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-07-15
- **C.12 - Maturity Date (WAL):** 2025-07-15
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **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? 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: 313385KB1, C.4 - ISIN: US313385KB15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249264176.97
- **C.18.a - Value (excl. sponsor support):** $249264176.97
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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? 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: 313385KG0, C.4 - ISIN: US313385KG02, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $248769167.50
- **C.18.a - Value (excl. sponsor support):** $248769167.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-08-11
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 313385KL9, C.4 - ISIN: US313385KL96, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $184002439.30
- **C.18.a - Value (excl. sponsor support):** $184002439.30
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-08-15
- **C.12 - Maturity Date (WAL):** 2025-08-15
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **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 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: 313385KY1, C.4 - ISIN: US313385KY18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24830027.75
- **C.18.a - Value (excl. sponsor support):** $24830027.75
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-08-27
- **C.12 - Maturity Date (WAL):** 2025-08-27
- **C.13 - Final Legal Maturity Date:** 2025-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 313385NP7, C.4 - ISIN: US313385NP73, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $246538055.00
- **C.18.a - Value (excl. sponsor support):** $246538055.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-29
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385NX0, C.4 - ISIN: US313385NX08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $344883000.00
- **C.18.a - Value (excl. sponsor support):** $344883000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385PV2, C.4 - ISIN: US313385PV24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $176919600.60
- **C.18.a - Value (excl. sponsor support):** $176919600.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385RL2, C.4 - ISIN: US313385RL24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $195814722.00
- **C.18.a - Value (excl. sponsor support):** $195814722.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **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 91: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 0.610000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EL4W1, C.4 - ISIN: US3133EL4W17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $41663673.53
- **C.18.a - Value (excl. sponsor support):** $41663673.53
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.7400%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **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 92: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.720000%
- **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):** $102170572.56
- **C.18.a - Value (excl. sponsor support):** $102170572.56
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 93: 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):** $29949341.40
- **C.18.a - Value (excl. sponsor support):** $29949341.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **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 94: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ENP95, C.4 - ISIN: US3133ENP954, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $29986150.20
- **C.18.a - Value (excl. sponsor support):** $29986150.20
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP2K0, C.4 - ISIN: US3133EP2K06, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $420039954.60
- **C.18.a - Value (excl. sponsor support):** $420039954.60
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 96: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.495000%
- **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):** $30011414.70
- **C.18.a - Value (excl. sponsor support):** $30011414.70
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 97: 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):** $10025192.30
- **C.18.a - Value (excl. sponsor support):** $10025192.30
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6U4, C.4 - ISIN: US3133EP6U42, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50035561.00
- **C.18.a - Value (excl. sponsor support):** $50035561.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 99: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPPQ2, C.4 - ISIN: US3133EPPQ28, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200003786.00
- **C.18.a - Value (excl. sponsor support):** $200003786.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPQQ1, C.4 - ISIN: US3133EPQQ19, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $72005845.68
- **C.18.a - Value (excl. sponsor support):** $72005845.68
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **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 101: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPRW7, C.4 - ISIN: US3133EPRW77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $105014844.90
- **C.18.a - Value (excl. sponsor support):** $105014844.90
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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 102: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.555000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPT62, C.4 - ISIN: US3133EPT621, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $75002014.50
- **C.18.a - Value (excl. sponsor support):** $75002014.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 103: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.545000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPUJ2, C.4 - ISIN: US3133EPUJ20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $93022583.19
- **C.18.a - Value (excl. sponsor support):** $93022583.19
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **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 104: 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):** $10060588.60
- **C.18.a - Value (excl. sponsor support):** $10060588.60
- **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 105: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.545000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPX42, C.4 - ISIN: US3133EPX425, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $158012703.20
- **C.18.a - Value (excl. sponsor support):** $158012703.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 106: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.505000%
- **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):** $160050492.80
- **C.18.a - Value (excl. sponsor support):** $160050492.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 107: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2G5, C.4 - ISIN: US3133ER2G57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $39998806.80
- **C.18.a - Value (excl. sponsor support):** $39998806.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 108: 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):** $23984051.04
- **C.18.a - Value (excl. sponsor support):** $23984051.04
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **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 109: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3Z2, C.4 - ISIN: US3133ER3Z20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $139999540.80
- **C.18.a - Value (excl. sponsor support):** $139999540.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 110: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4U2, C.4 - ISIN: US3133ER4U24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $62440928.75
- **C.18.a - Value (excl. sponsor support):** $62440928.75
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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. 4.485000%
- **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):** $124998941.25
- **C.18.a - Value (excl. sponsor support):** $124998941.25
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 112: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER5G2, C.4 - ISIN: US3133ER5G21, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100022877.00
- **C.18.a - Value (excl. sponsor support):** $100022877.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 113: 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: 3133ER6F3, C.4 - ISIN: US3133ER6F39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $130022955.40
- **C.18.a - Value (excl. sponsor support):** $130022955.40
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 114: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $144999196.70
- **C.18.a - Value (excl. sponsor support):** $144999196.70
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 115: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $40007518.80
- **C.18.a - Value (excl. sponsor support):** $40007518.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 116: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERA68, C.4 - ISIN: US3133ERA684, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250125580.00
- **C.18.a - Value (excl. sponsor support):** $250125580.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: 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: 3133ERAG6, C.4 - ISIN: US3133ERAG66, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100020207.00
- **C.18.a - Value (excl. sponsor support):** $100020207.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 118: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERAZ4, C.4 - ISIN: US3133ERAZ48, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $66391726.07
- **C.18.a - Value (excl. sponsor support):** $66391726.07
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 119: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.495000%
- **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):** $60030735.60
- **C.18.a - Value (excl. sponsor support):** $60030735.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 120: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBX8, C.4 - ISIN: US3133ERBX80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100045661.00
- **C.18.a - Value (excl. sponsor support):** $100045661.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 121: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERCM1, C.4 - ISIN: US3133ERCM17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150129445.50
- **C.18.a - Value (excl. sponsor support):** $150129445.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 122: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDN8, C.4 - ISIN: US3133ERDN80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $40019383.20
- **C.18.a - Value (excl. sponsor support):** $40019383.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 123: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.495000%
- **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):** $210048680.10
- **C.18.a - Value (excl. sponsor support):** $210048680.10
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 124: 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):** $25024473.59
- **C.18.a - Value (excl. sponsor support):** $25024473.59
- **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 125: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERET4, C.4 - ISIN: US3133ERET42, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200040714.00
- **C.18.a - Value (excl. sponsor support):** $200040714.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 126: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EREY3, C.4 - ISIN: US3133EREY37, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100019933.00
- **C.18.a - Value (excl. sponsor support):** $100019933.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 127: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERFS5, C.4 - ISIN: US3133ERFS59, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200078396.00
- **C.18.a - Value (excl. sponsor support):** $200078396.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 128: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGH8, C.4 - ISIN: US3133ERGH85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $450081472.50
- **C.18.a - Value (excl. sponsor support):** $450081472.50
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 129: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGM7, C.4 - ISIN: US3133ERGM70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $90017748.90
- **C.18.a - Value (excl. sponsor support):** $90017748.90
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.495000%
- **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):** $65022111.05
- **C.18.a - Value (excl. sponsor support):** $65022111.05
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 131: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $90046115.10
- **C.18.a - Value (excl. sponsor support):** $90046115.10
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 132: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHZ7, C.4 - ISIN: US3133ERHZ74, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $60031401.60
- **C.18.a - Value (excl. sponsor support):** $60031401.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 133: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJM4, C.4 - ISIN: US3133ERJM44, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150065427.00
- **C.18.a - Value (excl. sponsor support):** $150065427.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 134: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJN2, C.4 - ISIN: US3133ERJN27, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $155067688.50
- **C.18.a - Value (excl. sponsor support):** $155067688.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 135: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.535000%
- **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):** $280237666.80
- **C.18.a - Value (excl. sponsor support):** $280237666.80
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 136: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 5.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKE0, C.4 - ISIN: US3133ERKE09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $25003463.75
- **C.18.a - Value (excl. sponsor support):** $25003463.75
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 5.1000%
- **C.11 - Maturity Date (WAM):** 2025-07-08
- **C.12 - Maturity Date (WAL):** 2025-07-08
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **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? Yes, C.23 Categorized at Level 3? No

### Security 137: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.515000%
- **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):** $185069310.25
- **C.18.a - Value (excl. sponsor support):** $185069310.25
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 138: 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: 3133ERLV1, C.4 - ISIN: US3133ERLV15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100027726.00
- **C.18.a - Value (excl. sponsor support):** $100027726.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.9400%
- **C.11 - Maturity Date (WAM):** 2025-07-22
- **C.12 - Maturity Date (WAL):** 2025-07-22
- **C.13 - Final Legal Maturity Date:** 2025-07-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 139: 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):** $50450530.35
- **C.18.a - Value (excl. sponsor support):** $50450530.35
- **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 140: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.520000%
- **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):** $60023598.60
- **C.18.a - Value (excl. sponsor support):** $60023598.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 141: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.520000%
- **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):** $175076723.50
- **C.18.a - Value (excl. sponsor support):** $175076723.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 142: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.525000%
- **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):** $62054848.92
- **C.18.a - Value (excl. sponsor support):** $62054848.92
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 143: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.495000%
- **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):** $375202586.25
- **C.18.a - Value (excl. sponsor support):** $375202586.25
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 144: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.520000%
- **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):** $150126823.50
- **C.18.a - Value (excl. sponsor support):** $150126823.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 145: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.520000%
- **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):** $110090553.10
- **C.18.a - Value (excl. sponsor support):** $110090553.10
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 146: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.530000%
- **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):** $50050434.00
- **C.18.a - Value (excl. sponsor support):** $50050434.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 147: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.525000%
- **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):** $45069935.40
- **C.18.a - Value (excl. sponsor support):** $45069935.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 148: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.530000%
- **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):** $70063973.70
- **C.18.a - Value (excl. sponsor support):** $70063973.70
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 149: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.530000%
- **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):** $70068385.80
- **C.18.a - Value (excl. sponsor support):** $70068385.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 150: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.535000%
- **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):** $225001831.50
- **C.18.a - Value (excl. sponsor support):** $225001831.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 151: 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):** $173937823.41
- **C.18.a - Value (excl. sponsor support):** $173937823.41
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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 152: 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: 3133ERSF9, C.4 - ISIN: US3133ERSF91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150107755.50
- **C.18.a - Value (excl. sponsor support):** $150107755.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.530000%
- **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):** $25024744.50
- **C.18.a - Value (excl. sponsor support):** $25024744.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 154: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.540000%
- **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):** $125083122.50
- **C.18.a - Value (excl. sponsor support):** $125083122.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 155: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTJ0, C.4 - ISIN: US3133ERTJ05, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250075372.50
- **C.18.a - Value (excl. sponsor support):** $250075372.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 156: 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):** $39973119.04
- **C.18.a - Value (excl. sponsor support):** $39973119.04
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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 157: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVS7, C.4 - ISIN: US3133ERVS75, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100060318.00
- **C.18.a - Value (excl. sponsor support):** $100060318.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 158: 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):** $38964192.15
- **C.18.a - Value (excl. sponsor support):** $38964192.15
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **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 159: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYR6, C.4 - ISIN: US3133ERYR65, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $165078249.60
- **C.18.a - Value (excl. sponsor support):** $165078249.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 160: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZQ7, C.4 - ISIN: US3133ERZQ73, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175202627.25
- **C.18.a - Value (excl. sponsor support):** $175202627.25
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 161: 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: 3133ETAL1, C.4 - ISIN: US3133ETAL18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125066046.25
- **C.18.a - Value (excl. sponsor support):** $125066046.25
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 162: 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: 3133ETBP1, C.4 - ISIN: US3133ETBP13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $399998968.00
- **C.18.a - Value (excl. sponsor support):** $399998968.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 163: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.515000%
- **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):** $149999697.00
- **C.18.a - Value (excl. sponsor support):** $149999697.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 164: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDK0, C.4 - ISIN: US3133ETDK08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $60022498.20
- **C.18.a - Value (excl. sponsor support):** $60022498.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 165: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETFL6, C.4 - ISIN: US3133ETFL62, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $94997459.70
- **C.18.a - Value (excl. sponsor support):** $94997459.70
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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? 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. 4.520000%
- **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):** $150056506.50
- **C.18.a - Value (excl. sponsor support):** $150056506.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 167: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.495000%
- **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):** $115000269.10
- **C.18.a - Value (excl. sponsor support):** $115000269.10
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 168: 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):** $108030657.66
- **C.18.a - Value (excl. sponsor support):** $108030657.66
- **C.19 - Percentage of Net Assets:** 0.0900%
- **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 169: 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: 3133ETJY4, C.4 - ISIN: US3133ETJY48, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $229998797.10
- **C.18.a - Value (excl. sponsor support):** $229998797.10
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 170: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKJ5, C.4 - ISIN: US3133ETKJ51, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $124997083.75
- **C.18.a - Value (excl. sponsor support):** $124997083.75
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 171: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLK1, C.4 - ISIN: US3133ETLK16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $140003883.60
- **C.18.a - Value (excl. sponsor support):** $140003883.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 172: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLQ8, C.4 - ISIN: US3133ETLQ85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $280001377.60
- **C.18.a - Value (excl. sponsor support):** $280001377.60
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 173: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMH7, C.4 - ISIN: US3133ETMH77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $209997866.40
- **C.18.a - Value (excl. sponsor support):** $209997866.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 174: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMJ3, C.4 - ISIN: US3133ETMJ34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $65001075.75
- **C.18.a - Value (excl. sponsor support):** $65001075.75
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 175: 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):** $19611796.60
- **C.18.a - Value (excl. sponsor support):** $19611796.60
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 176: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.490000%
- **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):** $100031115.00
- **C.18.a - Value (excl. sponsor support):** $100031115.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 177: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.500000%
- **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):** $255178347.00
- **C.18.a - Value (excl. sponsor support):** $255178347.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 178: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.505000%
- **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):** $1128930216.48
- **C.18.a - Value (excl. sponsor support):** $1128930216.48
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 179: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.530000%
- **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):** $141133965.51
- **C.18.a - Value (excl. sponsor support):** $141133965.51
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 180: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.500000%
- **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):** $300182016.00
- **C.18.a - Value (excl. sponsor support):** $300182016.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 181: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 0.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G05X7, C.4 - ISIN: US3135G05X77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24846775.25
- **C.18.a - Value (excl. sponsor support):** $24846775.25
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **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 182: 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):** $24670036.75
- **C.18.a - Value (excl. sponsor support):** $24670036.75
- **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 183: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.490000%
- **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):** $50030249.50
- **C.18.a - Value (excl. sponsor support):** $50030249.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 184: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.510000%
- **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):** $149101547.97
- **C.18.a - Value (excl. sponsor support):** $149101547.97
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 185: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.525000%
- **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):** $329308453.95
- **C.18.a - Value (excl. sponsor support):** $329308453.95
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 186: 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):** $226762433.73
- **C.18.a - Value (excl. sponsor support):** $226762433.73
- **C.19 - Percentage of Net Assets:** 0.1800%
- **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 187: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.530000%
- **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):** $183083302.38
- **C.18.a - Value (excl. sponsor support):** $183083302.38
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 188: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.530000%
- **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):** $478555206.56
- **C.18.a - Value (excl. sponsor support):** $478555206.56
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 189: Fortis Family Insurance LLC

- **C.1 - Title:** Fortis Family Insurance LLC 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 349575AA8, C.4 - ISIN: US349575AA87, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10345000.00
- **C.18.a - Value (excl. sponsor support):** $10345000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 190: Gillean 2019 Family Trust

- **C.1 - Title:** Gillean 2019 Family Trust 4.400000%
- **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:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 191: Hacienda Senior Villas LP A California LP

- **C.1 - Title:** Hacienda Senior Villas LP A California LP 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 404515AA6, C.4 - ISIN: US404515AA67, C.3 - LEI: 549300Y6NSRDF98IH132
- **C.18 - Value (incl. sponsor support):** $20575000.00
- **C.18.a - Value (excl. sponsor support):** $20575000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 192: Fixed Income Clearing Corp. - ING Financial Markets

- **C.1 - Title:** Fixed Income Clearing Corp. - ING Financial Markets 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: 45699W001, C.3 - LEI: N/A, C.5 - Other ID: 45699W001_4.40_0701
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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 S 31             | 2031-11-30      | 4.1250%  | 0.0000% | $239370300.00      | $242200889.20      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26            | 2026-12-31      | 4.2500%  | 0.0000% | $250000000.00      | $251426500.00      | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-09-04      | 0.0000%  | 0.0000% | $13305700.00       | $13203299.33       | U.S. Treasuries (including strips) |
| BILL 08/19/25               | 2025-08-19      | 0.0000%  | 0.0000% | $296921500.00      | $295180649.30      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28             | 2028-01-31      | 3.5000%  | 0.0000% | $216073500.00      | $217988724.10      | U.S. Treasuries (including strips) |

### Security 193: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 46799N008, C.3 - LEI: N/A, C.5 - Other ID: 46799N008_4.37_0731
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-31
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **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? 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 03.500 CLAL2241 | 2042-08-01      | 3.5000%  | 0.0000% | $7752412.43        | $7296605.03        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD2192 | 2044-11-01      | 4.0000%  | 0.0000% | $15369633.56       | $14569678.28       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS3910 | 2053-02-01      | 6.0000%  | 0.0000% | $15450568.54       | $16069199.00       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS6046 | 2053-09-01      | 5.0000%  | 0.0000% | $12880525.37       | $12709044.08       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ0691 | 2054-01-01      | 5.5000%  | 0.0000% | $14334220.25       | $14500677.19       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0843 | 2055-01-01      | 6.0000%  | 0.0000% | $10696327.88       | $11125436.03       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6928 | 2053-08-01      | 6.5000%  | 0.0000% | $10750535.10       | $11400148.13       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8164 | 2054-03-01      | 6.0000%  | 0.0000% | $12883889.33       | $13416590.91       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8169 | 2054-03-01      | 6.5000%  | 0.0000% | $12877671.87       | $13650964.62       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8299 | 2054-04-01      | 6.5000%  | 0.0000% | $10804146.02       | $11445459.72       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9850 | 2053-09-01      | 5.5000%  | 0.0000% | $11691989.52       | $11774272.55       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA9422 | 2053-07-01      | 5.0000%  | 0.0000% | $14314346.40       | $14174678.14       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9576 | 2053-08-01      | 6.0000%  | 0.0000% | $16111402.68       | $16757700.86       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM4100 | 2043-07-01      | 3.5000%  | 0.0000% | $16122813.23       | $15168446.58       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX7753 | 2055-03-01      | 6.0000%  | 0.0000% | $10898979.68       | $11127415.02       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS9806 | 2046-08-01      | 3.5000%  | 0.0000% | $16114823.76       | $14836989.85       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1675 | 2052-04-01      | 4.0000%  | 0.0000% | $16244694.68       | $15218228.52       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5437 | 2055-06-01      | 6.0000%  | 0.0000% | $16080596.00       | $16527561.52       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5783 | 2055-06-01      | 6.0000%  | 0.0000% | $11683079.00       | $11943008.03       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY7416 | 2055-07-01      | 6.0000%  | 0.0000% | $10824995.00       | $11097193.10       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD4994 | 2053-07-01      | 5.5000%  | 0.0000% | $10867702.24       | $11052057.11       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAO6756 | 2042-06-01      | 3.5000%  | 0.0000% | $14198284.94       | $13217175.56       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU2583 | 2051-12-01      | 2.5000%  | 0.0000% | $18515579.98       | $15584043.18       | Agency Mortgage-Backed Securities |
| 04.000 FGPC V83231 G | 2047-06-01      | 4.0000%  | 0.0000% | $17467974.55       | $16591680.02       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS9582 | 2047-05-01      | 4.0000%  | 0.0000% | $14304890.32       | $13624996.36       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW5001 | 2053-03-01      | 4.5000%  | 0.0000% | $15780357.15       | $15146191.94       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX4218 | 2053-01-01      | 5.5000%  | 0.0000% | $11163337.41       | $11260877.70       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX6174 | 2053-02-01      | 5.0000%  | 0.0000% | $11637076.17       | $11538461.01       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY1766 | 2053-06-01      | 5.0000%  | 0.0000% | $12543809.56       | $12423536.73       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB7960 | 2043-02-01      | 3.5000%  | 0.0000% | $12081033.84       | $11365709.11       | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q62170 G | 2049-03-01      | 4.5000%  | 0.0000% | $15231888.48       | $14847024.36       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE1361 | 2052-04-01      | 3.0000%  | 0.0000% | $17402664.50       | $15232668.26       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE6341 | 2052-08-01      | 5.0000%  | 0.0000% | $11148037.78       | $11068951.12       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG5553 | 2053-06-01      | 6.0000%  | 0.0000% | $14708228.04       | $15067290.20       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC0541 | 2054-08-01      | 6.0000%  | 0.0000% | $10986826.15       | $11239504.83       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4788 | 2052-10-01      | 5.0000%  | 0.0000% | $12698813.29       | $12574971.64       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4945 | 2052-10-01      | 4.5000%  | 0.0000% | $12635370.15       | $12169643.04       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5440 | 2053-01-01      | 5.0000%  | 0.0000% | $12909999.70       | $12720052.01       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5480 | 2053-01-01      | 6.0000%  | 0.0000% | $13161787.83       | $13465869.00       | Agency Mortgage-Backed Securities |

### Security 194: Ken-Vin Life Co. LLC

- **C.1 - Title:** Ken-Vin Life Co. LLC 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 48849PAB4, C.4 - ISIN: US48849PAB40, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $45930000.00
- **C.18.a - Value (excl. sponsor support):** $45930000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 195: L Ward Huntley Irrevocable Life Insurance Trust u/a April 1 2021

- **C.1 - Title:** L Ward Huntley Irrevocable Life Insurance Trust u/a April 1 2021 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 50248DAA6, C.4 - ISIN: US50248DAA63, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $21350000.00
- **C.18.a - Value (excl. sponsor support):** $21350000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 196: La Mesa Senior Living LP

- **C.1 - Title:** La Mesa Senior Living LP 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 503667AA5, C.4 - ISIN: US503667AA54, C.3 - LEI: 549300MT3J8CYDB9JX03
- **C.18 - Value (incl. sponsor support):** $48125000.00
- **C.18.a - Value (excl. sponsor support):** $48125000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 197: Legado Encino LLC

- **C.1 - Title:** Legado Encino LLC 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 52473EAA6, C.4 - ISIN: US52473EAA64, C.3 - LEI: 549300TDU6EBKEPEUV84
- **C.18 - Value (incl. sponsor support):** $19500000.00
- **C.18.a - Value (excl. sponsor support):** $19500000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 198: MBW Legacy Investments LLC

- **C.1 - Title:** MBW Legacy Investments LLC 4.400000%
- **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:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 199: Mitchell 2019 Irrevocable Life Insurance Trust

- **C.1 - Title:** Mitchell 2019 Irrevocable Life Insurance Trust 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 60669LAA7, C.4 - ISIN: US60669LAA70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $25905000.00
- **C.18.a - Value (excl. sponsor support):** $25905000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 200: MUFG Securities Americas

- **C.1 - Title:** MUFG Securities Americas 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 606745008, C.3 - LEI: N/A, C.5 - Other ID: 606745008_4.38_0703
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 04.500 CIAL0849 | 2026-07-01      | 4.5000%  | 0.0000% | $84.73             | $84.83             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL0065 | 2041-04-01      | 4.5000%  | 0.0000% | $10003.65          | $9969.49           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL1371 | 2027-01-01      | 4.0000%  | 0.0000% | $3113.32           | $3106.26           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL2689 | 2027-02-01      | 4.0000%  | 0.0000% | $737.18            | $735.11            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL2897 | 2043-01-01      | 3.5000%  | 0.0000% | $2414.95           | $2271.94           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL3646 | 2042-02-01      | 5.0000%  | 0.0000% | $23579.82          | $23917.55          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL254198 | 2032-01-01      | 6.0000%  | 0.0000% | $755.44            | $785.52            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL256596 | 2037-02-01      | 5.0000%  | 0.0000% | $14030.28          | $14288.36          | Agency Mortgage-Backed Securities |
| FNMS 05.500 ZL310104 | 2037-08-01      | 5.5000%  | 0.0000% | $250727.64         | $258273.43         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL613632 | 2031-11-01      | 6.0000%  | 0.0000% | $29129.45          | $30352.98          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAH6242 | 2026-04-01      | 4.0000%  | 0.0000% | $254.39            | $253.85            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAH5575 | 2041-02-01      | 4.0000%  | 0.0000% | $1938.30           | $1874.15           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAH5620 | 2026-02-01      | 4.0000%  | 0.0000% | $210.77            | $210.41            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAI1863 | 2041-05-01      | 5.0000%  | 0.0000% | $13095.09          | $13287.95          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI1888 | 2041-05-01      | 4.5000%  | 0.0000% | $1140.05           | $1135.10           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAI8186 | 2041-08-01      | 4.0000%  | 0.0000% | $25979.19          | $25103.18          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL5369 | 2044-05-01      | 4.5000%  | 0.0000% | $702.82            | $690.60            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM3257 | 2032-11-01      | 3.5000%  | 0.0000% | $540.05            | $532.78            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBM4422 | 2048-08-01      | 5.5000%  | 0.0000% | $13548.93          | $13825.88          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBM3948 | 2031-08-01      | 3.0000%  | 0.0000% | $37371.65          | $36769.47          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM4600 | 2042-08-01      | 4.5000%  | 0.0000% | $10428.94          | $10407.30          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM5098 | 2048-12-01      | 5.0000%  | 0.0000% | $187515.84         | $187774.19         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN0340 | 2048-12-01      | 4.5000%  | 0.0000% | $166.90            | $162.38            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN6257 | 2049-04-01      | 3.5000%  | 0.0000% | $156700.04         | $145337.47         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO1907 | 2049-08-01      | 3.0000%  | 0.0000% | $1026976.47        | $917057.81         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO4708 | 2049-11-01      | 3.0000%  | 0.0000% | $18478.61          | $16203.79          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBP4793 | 2050-05-01      | 5.0000%  | 0.0000% | $658585.26         | $653545.62         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBP7229 | 2050-07-01      | 2.0000%  | 0.0000% | $27619556.87       | $22047424.82       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBQ5749 | 2050-10-01      | 2.5000%  | 0.0000% | $216706.89         | $181527.53         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR1155 | 2050-12-01      | 2.0000%  | 0.0000% | $26394.34          | $20995.41          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS2931 | 2037-03-01      | 2.0000%  | 0.0000% | $7813.59           | $7150.46           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2996 | 2047-07-01      | 5.0000%  | 0.0000% | $33516.12          | $34034.21          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3159 | 2052-10-01      | 4.5000%  | 0.0000% | $545281.34         | $525182.27         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS3235 | 2051-05-01      | 3.0000%  | 0.0000% | $512502.26         | $444737.50         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS3339 | 2052-06-01      | 3.5000%  | 0.0000% | $162928.59         | $147604.90         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  | 0.0000% | $20328.40          | $17626.89          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3698 | 2052-11-01      | 5.5000%  | 0.0000% | $11616.15          | $11743.12          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3809 | 2052-11-01      | 4.5000%  | 0.0000% | $102313.38         | $98541.59          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3874 | 2050-02-01      | 4.5000%  | 0.0000% | $1106174.21        | $1077232.27        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4136 | 2053-04-01      | 5.0000%  | 0.0000% | $272187.88         | $270249.30         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4522 | 2053-05-01      | 5.0000%  | 0.0000% | $214491.59         | $211385.28         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4928 | 2050-06-01      | 3.5000%  | 0.0000% | $143045.35         | $129073.46         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFS4976 | 2038-04-01      | 5.0000%  | 0.0000% | $118811.02         | $120109.36         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTFS5210 | 2038-11-01      | 4.5000%  | 0.0000% | $4979.52           | $5021.51           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS5493 | 2052-07-01      | 2.5000%  | 0.0000% | $7113697.61        | $5909497.20        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5996 | 2053-10-01      | 6.0000%  | 0.0000% | $68798.24          | $70349.18          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTFS6028 | 2043-06-01      | 4.0000%  | 0.0000% | $19056.64          | $18783.13          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS6110 | 2050-07-01      | 3.0000%  | 0.0000% | $1229475.24        | $1085952.04        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS6444 | 2053-10-01      | 5.0000%  | 0.0000% | $288231.75         | $284710.36         | Agency Mortgage-Backed Securities |
| GNII SF MB0024 M     | 2054-11-20      | 4.5000%  | 0.0000% | $98321861.00       | $94286240.22       | Agency Mortgage-Backed Securities |
| GNII SF MB0366 M     | 2055-05-20      | 5.5000%  | 0.0000% | $39909917.60       | $40115874.96       | Agency Mortgage-Backed Securities |
| 03.000 FGPC G16318 G | 2032-03-01      | 3.0000%  | 0.0000% | $156264.97         | $152692.23         | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08701 G | 2046-04-01      | 3.0000%  | 0.0000% | $3847.65           | $3426.79           | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08677 G | 2045-11-01      | 4.0000%  | 0.0000% | $104084.10         | $98939.14          | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08767 G | 2047-06-01      | 4.0000%  | 0.0000% | $110060.57         | $104482.40         | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08737 G | 2046-12-01      | 3.0000%  | 0.0000% | $203.84            | $180.72            | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08741 G | 2047-01-01      | 3.0000%  | 0.0000% | $27020.20          | $24050.51          | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08747 G | 2047-02-01      | 3.0000%  | 0.0000% | $3065.11           | $2721.89           | Agency Mortgage-Backed Securities |
| 03.000 FGPC G18684 G | 2033-04-01      | 3.0000%  | 0.0000% | $2189.09           | $2131.71           | Agency Mortgage-Backed Securities |
| 03.000 FGPC J16932 G | 2026-10-01      | 3.0000%  | 0.0000% | $1696.10           | $1682.91           | Agency Mortgage-Backed Securities |
| 06.500 FGPC H09197 G | 2038-10-01      | 6.5000%  | 0.0000% | $3890.07           | $4020.41           | Agency Mortgage-Backed Securities |
| 3 7/8 FCSB 28 FL     | 2028-04-10      | 3.8750%  | 0.0000% | $2345000.00        | $2354405.27        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC8729 | 2055-01-01      | 6.0000%  | 0.0000% | $1502564.39        | $1553676.12        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2660 | 2055-04-01      | 6.0000%  | 0.0000% | $1312597.45        | $1359192.47        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB6590 | 2053-06-01      | 4.0000%  | 0.0000% | $19600.93          | $18264.19          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6721 | 2053-07-01      | 4.5000%  | 0.0000% | $1833342.58        | $1758945.54        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB7530 | 2053-11-01      | 7.0000%  | 0.0000% | $8078342.61        | $8618241.59        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8628 | 2054-06-01      | 6.0000%  | 0.0000% | $1300571.88        | $1336886.88        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA0433 | 2053-07-01      | 2.5000%  | 0.0000% | $8019107.47        | $6697726.07        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA0434 | 2052-07-01      | 3.0000%  | 0.0000% | $9034989.87        | $7978417.08        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0438 | 2052-09-01      | 3.5000%  | 0.0000% | $6789.91           | $6118.64           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0605 | 2047-12-01      | 3.5000%  | 0.0000% | $10725425.72       | $10089369.83       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA0723 | 2052-03-01      | 2.0000%  | 0.0000% | $34953849.36       | $28235024.32       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5443 | 2054-08-01      | 5.0000%  | 0.0000% | $18119547.48       | $17805857.85       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5448 | 2039-08-01      | 5.0000%  | 0.0000% | $10099.81          | $10210.58          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA5479 | 2044-09-01      | 5.0000%  | 0.0000% | $315473.85         | $317599.44         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5528 | 2054-11-01      | 4.0000%  | 0.0000% | $4843.14           | $4509.80           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAD0095 | 2038-11-01      | 6.0000%  | 0.0000% | $14876.74          | $15658.51          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAD0220 | 2038-10-01      | 6.0000%  | 0.0000% | $2493.49           | $2622.66           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAE0188 | 2037-08-01      | 5.5000%  | 0.0000% | $927.45            | $958.79            | Agency Mortgage-Backed Securities |
| GNII SF CU2161 C     | 2053-06-20      | 6.5000%  | 0.0000% | $1732616.72        | $1810420.07        | Agency Mortgage-Backed Securities |
| GNII SF CU2172 C     | 2053-08-20      | 6.5000%  | 0.0000% | $10134651.24       | $10589759.02       | Agency Mortgage-Backed Securities |
| GNII SF CU6728 C     | 2053-07-20      | 6.0000%  | 0.0000% | $12558390.67       | $12917564.83       | Agency Mortgage-Backed Securities |
| 04.500 FGPC A97046 G | 2041-02-01      | 4.5000%  | 0.0000% | $925.69            | $923.68            | Agency Mortgage-Backed Securities |
| FHOR 22-28 VW        | 2028-04-26      | 1.7500%  | 0.0000% | $5000000.00        | $4741380.56        | Agency Mortgage-Backed Securities |
| 4.25 FHOR 26-28 PN   | 2028-05-26      | 4.2500%  | 0.0000% | $4000000.00        | $4015834.67        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA0976 | 2052-02-01      | 2.5000%  | 0.0000% | $3357381.21        | $2819427.65        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA0977 | 2052-04-01      | 2.5000%  | 0.0000% | $5732540.98        | $4779207.32        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA0982 | 2051-02-01      | 4.0000%  | 0.0000% | $1693149.33        | $1601848.32        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA1052 | 2050-03-01      | 3.5000%  | 0.0000% | $4398185.06        | $3976576.99        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA1042 | 2052-07-01      | 2.5000%  | 0.0000% | $11708172.47       | $9751314.05        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA1239 | 2037-02-01      | 2.5000%  | 0.0000% | $1466332.97        | $1372314.47        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM1147 | 2049-05-01      | 5.0000%  | 0.0000% | $230.94            | $230.92            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM1598 | 2049-02-01      | 4.0000%  | 0.0000% | $565.77            | $535.55            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM1626 | 2048-11-01      | 4.0000%  | 0.0000% | $4241.19           | $4018.41           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM1986 | 2049-09-01      | 5.0000%  | 0.0000% | $225888.00         | $226060.98         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFM2995 | 2027-01-01      | 4.5000%  | 0.0000% | $59.44             | $59.42             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM3371 | 2047-07-01      | 4.5000%  | 0.0000% | $24122.90          | $24085.15          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM3619 | 2050-01-01      | 4.5000%  | 0.0000% | $11989.74          | $11672.37          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3695 | 2047-12-01      | 4.0000%  | 0.0000% | $1296710.69        | $1230148.23        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3762 | 2035-08-01      | 3.0000%  | 0.0000% | $48183.78          | $46154.46          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM6293 | 2051-01-01      | 3.0000%  | 0.0000% | $5143.20           | $4477.27           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM5474 | 2035-10-01      | 2.5000%  | 0.0000% | $11518.82          | $10787.77          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM6063 | 2051-02-01      | 3.0000%  | 0.0000% | $12408.68          | $10851.72          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD2352 | 2046-07-01      | 3.5000%  | 0.0000% | $56138.35          | $51815.67          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD2450 | 2047-01-01      | 3.5000%  | 0.0000% | $66712.75          | $61595.84          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBE2369 | 2047-03-01      | 4.0000%  | 0.0000% | $717326.77         | $674123.77         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBE4437 | 2046-10-01      | 3.5000%  | 0.0000% | $16435.27          | $14992.41          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3631 | 2047-05-01      | 4.5000%  | 0.0000% | $257453.66         | $251051.30         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH9277 | 2048-02-01      | 3.5000%  | 0.0000% | $14514.03          | $13317.78          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBJ1908 | 2047-11-01      | 3.5000%  | 0.0000% | $25493.62          | $23375.08          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ9249 | 2048-06-01      | 4.5000%  | 0.0000% | $71143.90          | $69789.39          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM1396 | 2047-03-01      | 4.5000%  | 0.0000% | $25239.44          | $24696.41          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBM1565 | 2047-04-01      | 3.0000%  | 0.0000% | $280027.94         | $250491.34         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM2007 | 2048-09-01      | 4.0000%  | 0.0000% | $521088.73         | $493700.94         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM3570 | 2046-03-01      | 4.5000%  | 0.0000% | $2109.04           | $2097.95           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM3122 | 2047-10-01      | 3.5000%  | 0.0000% | $14725956.81       | $13575998.66       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM6928 | 2051-04-01      | 2.0000%  | 0.0000% | $29839781.33       | $23826501.75       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM8070 | 2047-10-01      | 3.5000%  | 0.0000% | $529360.77         | $491176.62         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM7322 | 2047-07-01      | 4.5000%  | 0.0000% | $36008.63          | $35217.24          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM7311 | 2049-03-01      | 4.5000%  | 0.0000% | $185842.23         | $180241.13         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7460 | 2051-03-01      | 4.0000%  | 0.0000% | $2136.83           | $2019.82           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTFM7463 | 2040-09-01      | 4.0000%  | 0.0000% | $8761.63           | $8636.43           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8440 | 2051-08-01      | 2.5000%  | 0.0000% | $54491.69          | $45596.13          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8864 | 2051-10-01      | 2.5000%  | 0.0000% | $69376.62          | $58420.24          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM9461 | 2051-11-01      | 3.5000%  | 0.0000% | $1203873.06        | $1091151.34        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM9681 | 2051-08-01      | 4.0000%  | 0.0000% | $1464.09           | $1382.87           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9765 | 2051-11-01      | 3.0000%  | 0.0000% | $39799.88          | $34538.16          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS0067 | 2051-09-01      | 4.5000%  | 0.0000% | $295773.22         | $285898.54         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0408 | 2052-01-01      | 3.0000%  | 0.0000% | $723109.60         | $636355.73         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS1015 | 2052-02-01      | 2.0000%  | 0.0000% | $648851.70         | $520314.25         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFS1128 | 2032-10-01      | 3.5000%  | 0.0000% | $60394.91          | $59935.33          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1812 | 2052-05-01      | 4.0000%  | 0.0000% | $12190626.30       | $11442368.37       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1891 | 2050-01-01      | 4.0000%  | 0.0000% | $15370.87          | $14563.47          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL5760 | 2044-09-01      | 4.0000%  | 0.0000% | $6205.55           | $5988.62           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL6307 | 2045-02-01      | 4.5000%  | 0.0000% | $1505.34           | $1483.48           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL6895 | 2045-05-01      | 3.5000%  | 0.0000% | $23557.94          | $21904.52          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL7299 | 2027-08-01      | 4.0000%  | 0.0000% | $232.11            | $230.91            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL9153 | 2046-09-01      | 3.5000%  | 0.0000% | $9621.82           | $8979.15           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL9246 | 2044-08-01      | 4.5000%  | 0.0000% | $870139.40         | $868601.86         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL9432 | 2046-10-01      | 3.0000%  | 0.0000% | $8830.38           | $7812.91           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CWAP0204 | 2027-07-01      | 4.0000%  | 0.0000% | $52966.34          | $52892.68          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CWAP4608 | 2027-08-01      | 4.0000%  | 0.0000% | $11412.82          | $11404.70          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMB0291 | 2054-12-01      | 5.0000%  | 0.0000% | $4770.05           | $4687.47           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR7399 | 2043-06-01      | 3.0000%  | 0.0000% | $77243.18          | $69547.88          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAS0012 | 2028-07-01      | 3.5000%  | 0.0000% | $121.53            | $120.48            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS3467 | 2044-10-01      | 4.0000%  | 0.0000% | $740.06            | $704.81            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS4271 | 2045-01-01      | 4.5000%  | 0.0000% | $281496.44         | $276830.63         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS6234 | 2045-11-01      | 4.5000%  | 0.0000% | $12300.77          | $12076.56          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAS6722 | 2031-02-01      | 3.0000%  | 0.0000% | $28218.77          | $27535.11          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR9750 | 2051-04-01      | 2.0000%  | 0.0000% | $3091372.68        | $2445619.28        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBT7699 | 2051-09-01      | 4.0000%  | 0.0000% | $11513.37          | $11064.43          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU4192 | 2053-10-01      | 6.0000%  | 0.0000% | $3292.70           | $3390.80           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBU8931 | 2052-04-01      | 3.5000%  | 0.0000% | $4829.20           | $4357.05           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU8226 | 2052-02-01      | 2.5000%  | 0.0000% | $171246.26         | $142397.07         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV0315 | 2052-02-01      | 3.0000%  | 0.0000% | $1740435.38        | $1529937.84        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV0295 | 2052-02-01      | 3.5000%  | 0.0000% | $14476.00          | $13198.87          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW0954 | 2052-07-01      | 4.5000%  | 0.0000% | $365102.25         | $349943.94         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS6485 | 2051-12-01      | 3.0000%  | 0.0000% | $4395150.28        | $3852844.41        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS6632 | 2053-07-01      | 2.5000%  | 0.0000% | $156481.52         | $129834.89         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6786 | 2054-02-01      | 5.5000%  | 0.0000% | $9516136.49        | $9554929.55        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6837 | 2053-07-01      | 5.5000%  | 0.0000% | $141351.91         | $141819.29         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  | 0.0000% | $12713.66          | $11016.72          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS7058 | 2054-01-01      | 2.5000%  | 0.0000% | $98346.69          | $81624.20          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS7430 | 2052-09-01      | 3.5000%  | 0.0000% | $20506.58          | $18693.59          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS8108 | 2052-01-01      | 2.5000%  | 0.0000% | $184354.10         | $154700.72         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8275 | 2054-06-01      | 5.5000%  | 0.0000% | $265086.48         | $265928.27         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS8459 | 2053-09-01      | 5.0000%  | 0.0000% | $1607093.75        | $1587170.25        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS8497 | 2047-12-01      | 3.0000%  | 0.0000% | $21426561.88       | $19165045.42       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8559 | 2052-11-01      | 5.5000%  | 0.0000% | $208031.17         | $215770.05         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS9012 | 2054-09-01      | 6.0000%  | 0.0000% | $1251838.12        | $1288145.59        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS9381 | 2049-02-01      | 6.0000%  | 0.0000% | $9635566.40        | $10140367.30       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS9382 | 2047-07-01      | 5.0000%  | 0.0000% | $3857710.91        | $3923966.24        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0289 | 2055-04-01      | 6.5000%  | 0.0000% | $43962248.81       | $45794116.64       | Agency Mortgage-Backed Securities |
| GNII SF MA2898 M     | 2038-08-20      | 6.5000%  | 0.0000% | $63022.97          | $66007.99          | Agency Mortgage-Backed Securities |
| GNII SF MA3662 M     | 2046-05-20      | 3.0000%  | 0.0000% | $12730359.70       | $11422234.62       | Agency Mortgage-Backed Securities |
| GNII SF MA3808 M     | 2036-04-20      | 6.0000%  | 0.0000% | $10007.47          | $10490.03          | Agency Mortgage-Backed Securities |
| GNII SF MA4197 M     | 2047-01-20      | 4.0000%  | 0.0000% | $55913.98          | $52788.90          | Agency Mortgage-Backed Securities |
| GNII SF MA4720 M     | 2047-09-20      | 4.0000%  | 0.0000% | $2063288.05        | $1945406.67        | Agency Mortgage-Backed Securities |
| GNII SF MA4962 M     | 2048-01-20      | 3.5000%  | 0.0000% | $45764.96          | $42059.12          | Agency Mortgage-Backed Securities |
| GNII SF MA4995 M     | 2033-01-20      | 4.0000%  | 0.0000% | $19068.60          | $18967.20          | Agency Mortgage-Backed Securities |
| GNII SF MA5652 M     | 2048-12-20      | 4.5000%  | 0.0000% | $250.13            | $244.78            | Agency Mortgage-Backed Securities |
| 04.500 FGPC U99191 G | 2048-09-01      | 4.5000%  | 0.0000% | $236382.43         | $231491.91         | Agency Mortgage-Backed Securities |
| 03.000 FGPC K90880 G | 2033-07-01      | 3.0000%  | 0.0000% | $167671.90         | $161903.93         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS8583 | 2047-01-01      | 3.5000%  | 0.0000% | $86871.60          | $79981.77          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAT2720 | 2043-05-01      | 3.0000%  | 0.0000% | $74629.93          | $67532.23          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAT5899 | 2043-06-01      | 3.0000%  | 0.0000% | $3583.17           | $3237.17           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAU3735 | 2043-08-01      | 3.0000%  | 0.0000% | $12026.25          | $10865.02          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAU6045 | 2038-09-01      | 3.5000%  | 0.0000% | $14090.95          | $13292.79          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAV0663 | 2043-12-01      | 4.5000%  | 0.0000% | $128.70            | $126.72            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAX2491 | 2044-10-01      | 4.0000%  | 0.0000% | $15489.25          | $14749.67          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAY5575 | 2045-06-01      | 3.5000%  | 0.0000% | $341677.94         | $317059.85         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ4775 | 2045-10-01      | 3.5000%  | 0.0000% | $27019.77          | $25017.59          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL677036 | 2033-01-01      | 5.5000%  | 0.0000% | $176.89            | $178.83            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL711203 | 2033-05-01      | 5.5000%  | 0.0000% | $310.13            | $313.99            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL730727 | 2033-08-01      | 5.0000%  | 0.0000% | $9092.22           | $9157.62           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL735144 | 2034-12-01      | 6.5000%  | 0.0000% | $143.68            | $149.09            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL735503 | 2035-04-01      | 6.0000%  | 0.0000% | $10726.03          | $11219.47          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL735676 | 2035-07-01      | 5.0000%  | 0.0000% | $132358.79         | $134463.00         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL735997 | 2035-11-01      | 5.5000%  | 0.0000% | $3769.80           | $3900.31           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0902 | 2052-10-01      | 5.0000%  | 0.0000% | $884328.85         | $872556.47         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY0191 | 2053-05-01      | 5.0000%  | 0.0000% | $1803377.94        | $1775376.49        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY0169 | 2053-05-01      | 5.0000%  | 0.0000% | $19532.15          | $19301.94          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY4259 | 2053-06-01      | 5.5000%  | 0.0000% | $391813.53         | $394268.46         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY8469 | 2053-08-01      | 5.5000%  | 0.0000% | $54734.92          | $54929.81          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CI890611 | 2027-01-01      | 4.5000%  | 0.0000% | $8.88              | $8.89              | Agency Mortgage-Backed Securities |
| FNMS 03.000 CI890790 | 2032-08-01      | 3.0000%  | 0.0000% | $86134.59          | $83771.63          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL903803 | 2036-11-01      | 6.0000%  | 0.0000% | $9283.76           | $9741.85           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL929962 | 2038-09-01      | 6.0000%  | 0.0000% | $404.12            | $425.36            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL930071 | 2038-10-01      | 6.0000%  | 0.0000% | $121.87            | $128.03            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL930757 | 2039-03-01      | 5.0000%  | 0.0000% | $9758.46           | $9933.99           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL930920 | 2039-04-01      | 4.5000%  | 0.0000% | $5264.68           | $5259.70           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL953927 | 2037-12-01      | 6.0000%  | 0.0000% | $4520.64           | $4758.26           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL995570 | 2039-01-01      | 5.5000%  | 0.0000% | $162.70            | $167.28            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL995838 | 2039-05-01      | 5.5000%  | 0.0000% | $27686.42          | $28544.69          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAA7236 | 2039-06-01      | 4.0000%  | 0.0000% | $266.65            | $258.63            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAB1496 | 2025-09-01      | 3.5000%  | 0.0000% | $80.20             | $80.09             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAB4617 | 2042-03-01      | 4.0000%  | 0.0000% | $430657.47         | $416046.22         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB5463 | 2042-06-01      | 3.0000%  | 0.0000% | $2400.46           | $2174.62           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB6802 | 2042-11-01      | 3.5000%  | 0.0000% | $20161.54          | $18974.01          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAB7391 | 2042-12-01      | 2.5000%  | 0.0000% | $176720.80         | $155709.39         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB9512 | 2043-05-01      | 3.5000%  | 0.0000% | $6130.06           | $5767.02           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA1103 | 2042-06-01      | 3.5000%  | 0.0000% | $15810.20          | $14883.95          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA1490 | 2033-07-01      | 3.0000%  | 0.0000% | $12611.37          | $12162.74          | Agency Mortgage-Backed Securities |
| GNII SF MA5907 M     | 2034-04-20      | 4.5000%  | 0.0000% | $17900.57          | $18057.36          | Agency Mortgage-Backed Securities |
| GNII SF MA7109 M     | 2036-01-20      | 3.5000%  | 0.0000% | $90988.27          | $87940.11          | Agency Mortgage-Backed Securities |
| GNII SF MA7167 M     | 2036-02-20      | 3.5000%  | 0.0000% | $18499.43          | $17886.26          | Agency Mortgage-Backed Securities |
| GNII SF MA6312 M     | 2034-12-20      | 4.0000%  | 0.0000% | $170072.17         | $168300.40         | Agency Mortgage-Backed Securities |
| GNII SF MA6416 M     | 2036-10-20      | 6.5000%  | 0.0000% | $12830.95          | $13373.65          | Agency Mortgage-Backed Securities |
| GNII SF MA6547 M     | 2050-02-20      | 6.0000%  | 0.0000% | $50642.82          | $53218.68          | Agency Mortgage-Backed Securities |
| GNII SF MA6842 M     | 2035-09-20      | 3.5000%  | 0.0000% | $30026.84          | $29026.51          | Agency Mortgage-Backed Securities |
| GNII SF MA6994 M     | 2050-11-20      | 2.0000%  | 0.0000% | $315060.21         | $256959.36         | Agency Mortgage-Backed Securities |
| GNII SF MA8046 M     | 2052-05-20      | 4.5000%  | 0.0000% | $16232327.97       | $15686678.26       | Agency Mortgage-Backed Securities |
| GNII SF MA7218 M     | 2036-01-20      | 1.5000%  | 0.0000% | $49949.74          | $44688.70          | Agency Mortgage-Backed Securities |
| GNII SF MA7342 M     | 2036-05-20      | 3.5000%  | 0.0000% | $139669.26         | $137266.45         | Agency Mortgage-Backed Securities |
| GNII SF MA7374 M     | 2038-06-20      | 6.0000%  | 0.0000% | $5950.93           | $6151.44           | Agency Mortgage-Backed Securities |
| GNII SF MA7534 M     | 2051-08-20      | 2.5000%  | 0.0000% | $1821475.91        | $1549440.10        | Agency Mortgage-Backed Securities |
| GNII SF 002798 M     | 2029-08-20      | 7.5000%  | 0.0000% | $52.11             | $53.88             | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q32070 G | 2045-03-01      | 4.0000%  | 0.0000% | $40555.40          | $38663.94          | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q45735 G | 2047-01-01      | 3.0000%  | 0.0000% | $2612114.94        | $2319619.89        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL745826 | 2036-07-01      | 6.0000%  | 0.0000% | $14123.84          | $14864.35          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL745944 | 2033-12-01      | 5.0000%  | 0.0000% | $3332.25           | $3373.62           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL766715 | 2034-03-01      | 5.5000%  | 0.0000% | $7617.22           | $7825.96           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL779607 | 2034-07-01      | 5.5000%  | 0.0000% | $817.35            | $840.65            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL831800 | 2036-09-01      | 6.5000%  | 0.0000% | $7209.15           | $7672.53           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL835751 | 2035-08-01      | 4.5000%  | 0.0000% | $15829.33          | $15775.51          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1707 | 2048-05-01      | 4.5000%  | 0.0000% | $2376.01           | $2314.72           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2580 | 2048-11-01      | 4.5000%  | 0.0000% | $17033.28          | $16702.41          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA2372 | 2048-09-01      | 5.0000%  | 0.0000% | $13802888.69       | $13830463.80       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2374 | 2048-09-01      | 4.0000%  | 0.0000% | $19338.99          | $18319.48          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA4447 | 2034-11-01      | 2.5000%  | 0.0000% | $61745.90          | $58212.42          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3845 | 2049-07-01      | 4.5000%  | 0.0000% | $12915.59          | $12557.90          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA4185 | 2049-09-01      | 4.5000%  | 0.0000% | $235364.14         | $227746.11         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICA5476 | 2035-03-01      | 3.5000%  | 0.0000% | $1651.76           | $1606.98           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA6847 | 2035-08-01      | 2.5000%  | 0.0000% | $4441.74           | $4168.09           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA8645 | 2051-01-01      | 4.0000%  | 0.0000% | $349896.40         | $327867.70         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1784 | 2051-10-01      | 2.5000%  | 0.0000% | $19294.85          | $16139.45          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA2119 | 2034-12-01      | 3.0000%  | 0.0000% | $131579.13         | $125398.03         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA2141 | 2035-01-01      | 4.0000%  | 0.0000% | $7952.93           | $7879.86           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2258 | 2045-04-01      | 3.5000%  | 0.0000% | $13429.22          | $12478.29          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2387 | 2045-09-01      | 3.5000%  | 0.0000% | $471.49            | $437.81            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3489 | 2033-10-01      | 3.5000%  | 0.0000% | $239.15            | $235.65            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3496 | 2048-10-01      | 4.5000%  | 0.0000% | $16286.48          | $15835.27          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3564 | 2049-01-01      | 4.5000%  | 0.0000% | $815.44            | $791.83            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2737 | 2046-09-01      | 3.0000%  | 0.0000% | $667950.49         | $593779.04         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2920 | 2047-03-01      | 3.0000%  | 0.0000% | $1513.65           | $1342.44           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CNMA2915 | 2027-02-01      | 3.0000%  | 0.0000% | $625.65            | $619.54            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3027 | 2047-06-01      | 4.0000%  | 0.0000% | $1120903.36        | $1066743.80        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3120 | 2047-09-01      | 3.5000%  | 0.0000% | $233937.22         | $214541.35         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3210 | 2047-12-01      | 3.5000%  | 0.0000% | $5295651.79        | $4862713.42        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3182 | 2047-11-01      | 3.5000%  | 0.0000% | $1330985.78        | $1223957.81        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA3216 | 2037-12-01      | 4.0000%  | 0.0000% | $4088.25           | $4028.88           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3305 | 2048-03-01      | 3.5000%  | 0.0000% | $39558.00          | $36244.60          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3331 | 2048-04-01      | 3.0000%  | 0.0000% | $9510605.20        | $8381474.45        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3358 | 2048-05-01      | 4.5000%  | 0.0000% | $96.19             | $93.66             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3467 | 2048-09-01      | 4.0000%  | 0.0000% | $262264.85         | $248357.53         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3444 | 2048-08-01      | 4.5000%  | 0.0000% | $1740182.18        | $1694215.27        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4380 | 2051-07-01      | 3.0000%  | 0.0000% | $519013.11         | $452681.51         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4414 | 2051-09-01      | 2.5000%  | 0.0000% | $14614350.49       | $12174775.34       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4428 | 2051-08-01      | 4.0000%  | 0.0000% | $478.88            | $447.81            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3610 | 2034-03-01      | 3.5000%  | 0.0000% | $1148.75           | $1131.10           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3616 | 2049-03-01      | 4.5000%  | 0.0000% | $205716.05         | $200094.86         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3663 | 2049-05-01      | 3.5000%  | 0.0000% | $6807821.00        | $6207333.37        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3664 | 2049-05-01      | 4.0000%  | 0.0000% | $188303.32         | $177876.82         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3745 | 2049-08-01      | 3.5000%  | 0.0000% | $24770.04          | $22574.90          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3906 | 2050-01-01      | 3.5000%  | 0.0000% | $1997.19           | $1818.75           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3945 | 2050-02-01      | 4.5000%  | 0.0000% | $937374.67         | $906904.37         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3937 | 2050-02-01      | 3.0000%  | 0.0000% | $619500.86         | $543126.73         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3992 | 2050-04-01      | 3.5000%  | 0.0000% | $43959.70          | $40021.63          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4031 | 2050-05-01      | 4.5000%  | 0.0000% | $308710.91         | $299015.85         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4096 | 2050-08-01      | 2.5000%  | 0.0000% | $450442.31         | $377952.58         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4170 | 2050-10-01      | 4.5000%  | 0.0000% | $184195.67         | $179322.59         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4327 | 2051-05-01      | 3.0000%  | 0.0000% | $2127379.14        | $1858084.14        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5271 | 2054-02-01      | 5.5000%  | 0.0000% | $18674077.13       | $18735711.97       | Agency Mortgage-Backed Securities |
| GNII SF MA7629 M     | 2036-08-20      | 6.5000%  | 0.0000% | $2683.82           | $2773.70           | Agency Mortgage-Backed Securities |
| GNII SF MA7826 M     | 2052-01-20      | 2.0000%  | 0.0000% | $3528342.91        | $2876732.46        | Agency Mortgage-Backed Securities |
| GNII SF MA8201 M     | 2052-08-20      | 4.5000%  | 0.0000% | $5653866.96        | $5464943.00        | Agency Mortgage-Backed Securities |
| GNII SF 003068 M     | 2031-04-20      | 6.5000%  | 0.0000% | $1190.82           | $1246.51           | Agency Mortgage-Backed Securities |
| GNII SF 003376 M     | 2033-04-20      | 6.0000%  | 0.0000% | $1880.84           | $1945.11           | Agency Mortgage-Backed Securities |
| GNII SF 003626 M     | 2034-10-20      | 6.5000%  | 0.0000% | $700.41            | $726.46            | Agency Mortgage-Backed Securities |
| GNII SF 003693 M     | 2035-03-20      | 6.5000%  | 0.0000% | $15818.96          | $16666.57          | Agency Mortgage-Backed Securities |
| GNII SF 003667 M     | 2035-01-20      | 6.5000%  | 0.0000% | $1135.77           | $1197.31           | Agency Mortgage-Backed Securities |
| GNII SF 003866 M     | 2036-06-20      | 6.5000%  | 0.0000% | $811.99            | $882.38            | Agency Mortgage-Backed Securities |
| GNII SF 003900 M     | 2036-09-20      | 6.5000%  | 0.0000% | $5014.89           | $5463.20           | Agency Mortgage-Backed Securities |
| GNII SF 004146 M     | 2038-05-20      | 6.5000%  | 0.0000% | $332.23            | $348.04            | Agency Mortgage-Backed Securities |
| GNII SF 004246 M     | 2038-09-20      | 6.5000%  | 0.0000% | $6462.74           | $6801.81           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB6612 | 2054-06-01      | 5.5000%  | 0.0000% | $7856476.22        | $7952243.17        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1131 | 2051-07-01      | 2.5000%  | 0.0000% | $255075.23         | $213590.79         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2276 | 2051-11-01      | 2.5000%  | 0.0000% | $38799451.00       | $32431254.00       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3004 | 2052-02-01      | 3.0000%  | 0.0000% | $572349.13         | $495915.72         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB3393 | 2037-04-01      | 3.5000%  | 0.0000% | $4499.12           | $4358.23           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3851 | 2052-06-01      | 4.0000%  | 0.0000% | $7858367.26        | $7419809.24        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4300 | 2052-08-01      | 4.5000%  | 0.0000% | $126515.42         | $121851.42         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5774 | 2053-02-01      | 5.5000%  | 0.0000% | $211725.20         | $213586.17         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5360 | 2039-05-01      | 5.5000%  | 0.0000% | $11656.72          | $11919.55          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4511 | 2052-01-01      | 2.0000%  | 0.0000% | $532292.68         | $421580.12         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4547 | 2052-02-01      | 2.0000%  | 0.0000% | $118191.65         | $93704.36          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4564 | 2052-03-01      | 3.0000%  | 0.0000% | $8845086.74        | $7674852.29        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  | 0.0000% | $1043141.31        | $866854.49         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  | 0.0000% | $377560.84         | $340646.51         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4618 | 2052-04-01      | 4.0000%  | 0.0000% | $4340.56           | $4041.89           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4737 | 2052-08-01      | 5.0000%  | 0.0000% | $3209739.24        | $3168840.03        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4782 | 2052-10-01      | 3.5000%  | 0.0000% | $2217708.97        | $2000527.50        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4786 | 2052-10-01      | 5.5000%  | 0.0000% | $121843.54         | $122550.31         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA4850 | 2037-11-01      | 5.0000%  | 0.0000% | $20719.11          | $20932.57          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4832 | 2037-12-01      | 3.5000%  | 0.0000% | $3476.55           | $3358.71           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA4894 | 2053-01-01      | 6.0000%  | 0.0000% | $4485202.69        | $4590202.78        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA4942 | 2053-03-01      | 6.0000%  | 0.0000% | $17852.92          | $18261.55          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5039 | 2053-06-01      | 5.5000%  | 0.0000% | $25272818.29       | $25385549.11       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5042 | 2038-06-01      | 4.5000%  | 0.0000% | $39864.78          | $39718.12          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5013 | 2038-05-01      | 4.5000%  | 0.0000% | $4933.56           | $4915.41           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  | 0.0000% | $12422849.21       | $12476647.05       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5108 | 2053-08-01      | 6.0000%  | 0.0000% | $9133163.62        | $9335767.63        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5167 | 2053-10-01      | 6.5000%  | 0.0000% | $10063.13          | $10448.51          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5149 | 2038-09-01      | 5.5000%  | 0.0000% | $27694.14          | $28318.55          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5202 | 2038-11-01      | 6.0000%  | 0.0000% | $216142.54         | $223491.03         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5191 | 2053-11-01      | 6.0000%  | 0.0000% | $10670384.20       | $10904634.70       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5267 | 2039-02-01      | 5.5000%  | 0.0000% | $19863.33          | $20329.32          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5245 | 2054-01-01      | 5.0000%  | 0.0000% | $3417081.00        | $3365431.06        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5250 | 2039-01-01      | 5.5000%  | 0.0000% | $16349.32          | $16731.58          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA5428 | 2044-07-01      | 5.0000%  | 0.0000% | $833024.09         | $837570.55         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5407 | 2039-06-01      | 6.0000%  | 0.0000% | $4947.34           | $5115.71           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5419 | 2054-07-01      | 5.0000%  | 0.0000% | $47006.98          | $46251.48          | Agency Mortgage-Backed Securities |
| GNII SF MA9362 M     | 2053-12-20      | 5.5000%  | 0.0000% | $19510533.07       | $19674607.99       | Agency Mortgage-Backed Securities |
| GNII SF CO9081 C     | 2053-04-20      | 5.5000%  | 0.0000% | $9797464.72        | $9890203.17        | Agency Mortgage-Backed Securities |
| GNII SF BU7041 C     | 2050-06-20      | 3.5000%  | 0.0000% | $285678.67         | $260874.46         | Agency Mortgage-Backed Securities |
| GNII SF CV6261 C     | 2053-09-20      | 6.5000%  | 0.0000% | $13814061.32       | $14671239.18       | Agency Mortgage-Backed Securities |

### Security 201: Morris Family Insurance Trust/The

- **C.1 - Title:** Morris Family Insurance Trust/The 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 618052AA2, C.4 - ISIN: US618052AA20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $8170000.00
- **C.18.a - Value (excl. sponsor support):** $8170000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 202: Natixis

- **C.1 - Title:** Natixis 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: 63899Y008, C.3 - LEI: N/A, C.5 - Other ID: 63899Y008_4.40_0701
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  | 0.0000% | $100000000.00      | $102015363.60      | U.S. Treasuries (including strips) |
| 4 NOTE W 30      | 2030-03-31      | 4.0000%  | 0.0000% | $150000000.00      | $152719103.30      | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  | 0.0000% | $100000000.00      | $104345684.20      | U.S. Treasuries (including strips) |
| T 3 3/4 12/31/28 | 2028-12-31      | 3.7500%  | 0.0000% | $150000000.00      | $150027150.00      | U.S. Treasuries (including strips) |
| 0 1/4 NOTE AF 25 | 2025-10-31      | 0.2500%  | 0.0000% | $95000000.00       | $93765893.19       | U.S. Treasuries (including strips) |
| T 1 1/4 06/30/28 | 2028-06-30      | 1.2500%  | 0.0000% | $125000000.00      | $116295375.00      | U.S. Treasuries (including strips) |
| T 1 3/8 11/15/31 | 2031-11-15      | 1.3750%  | 0.0000% | $88498400.00       | $75743988.47       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AG 26 | 2026-11-30      | 1.2500%  | 0.0000% | $100000000.00      | $96509659.00       | U.S. Treasuries (including strips) |
| 3 BOND 44        | 2044-11-15      | 3.0000%  | 0.0000% | $250000000.00      | $192654750.00      | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  | 0.0000% | $120000000.00      | $106056888.40      | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51    | 2051-05-15      | 2.3750%  | 0.0000% | $815655700.00      | $517038234.70      | U.S. Treasuries (including strips) |
| 2 BOND 41        | 2041-11-15      | 2.0000%  | 0.0000% | $85200.00          | $58549.95          | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  | 0.0000% | $250000000.00      | $183222261.00      | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-02-15      | 3.8750%  | 0.0000% | $165000000.00      | $149547249.60      | U.S. Treasuries (including strips) |

### Security 203: Our Family IV LLC

- **C.1 - Title:** Our Family IV LLC 4.400000%
- **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:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 204: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903532J5, C.4 - ISIN: US6903532J52, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $7042500.00
- **C.18.a - Value (excl. sponsor support):** $7042500.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 205: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.570000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903532P1, C.4 - ISIN: US6903532P13, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $7161625.00
- **C.18.a - Value (excl. sponsor support):** $7161625.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 206: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903532T3, C.4 - ISIN: US6903532T35, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $3968000.00
- **C.18.a - Value (excl. sponsor support):** $3968000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 207: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903532U0, C.4 - ISIN: US6903532U08, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $7746750.00
- **C.18.a - Value (excl. sponsor support):** $7746750.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 208: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533H8, C.4 - ISIN: US6903533H87, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $8922650.00
- **C.18.a - Value (excl. sponsor support):** $8922650.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 209: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533J4, C.4 - ISIN: US6903533J44, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $3968000.00
- **C.18.a - Value (excl. sponsor support):** $3968000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 210: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533K1, C.4 - ISIN: US6903533K17, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $3130000.00
- **C.18.a - Value (excl. sponsor support):** $3130000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 211: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.530000%
- **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):** $694736.79
- **C.18.a - Value (excl. sponsor support):** $694736.79
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 212: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533V7, C.4 - ISIN: US6903533V71, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $2666667.01
- **C.18.a - Value (excl. sponsor support):** $2666667.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 213: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533X3, C.4 - ISIN: US6903533X38, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $2965352.42
- **C.18.a - Value (excl. sponsor support):** $2965352.42
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 214: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534D6, C.4 - ISIN: US6903534D64, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $2269250.00
- **C.18.a - Value (excl. sponsor support):** $2269250.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 215: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534E4, C.4 - ISIN: US6903534E48, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $7063040.00
- **C.18.a - Value (excl. sponsor support):** $7063040.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 216: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534F1, C.4 - ISIN: US6903534F13, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $8035713.38
- **C.18.a - Value (excl. sponsor support):** $8035713.38
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 217: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903535F0, C.4 - ISIN: US6903535F04, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $19833332.38
- **C.18.a - Value (excl. sponsor support):** $19833332.38
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 218: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.570000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903537A9, C.4 - ISIN: US6903537A98, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $39302326.05
- **C.18.a - Value (excl. sponsor support):** $39302326.05
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 219: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.570000%
- **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):** $4496000.01
- **C.18.a - Value (excl. sponsor support):** $4496000.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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. 4.570000%
- **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):** $8430000.02
- **C.18.a - Value (excl. sponsor support):** $8430000.02
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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. 4.570000%
- **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):** $2641400.01
- **C.18.a - Value (excl. sponsor support):** $2641400.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 222: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353P76, C.4 - ISIN: US690353P763, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $16223000.00
- **C.18.a - Value (excl. sponsor support):** $16223000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353P84, C.4 - ISIN: US690353P847, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $7169811.10
- **C.18.a - Value (excl. sponsor support):** $7169811.10
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 224: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.570000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Q75, C.4 - ISIN: US690353Q753, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $7164672.50
- **C.18.a - Value (excl. sponsor support):** $7164672.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 225: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353S57, C.4 - ISIN: US690353S577, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $6975890.00
- **C.18.a - Value (excl. sponsor support):** $6975890.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 226: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353T56, C.4 - ISIN: US690353T567, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $9390000.00
- **C.18.a - Value (excl. sponsor support):** $9390000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 227: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.570000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353T80, C.4 - ISIN: US690353T807, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $10867385.00
- **C.18.a - Value (excl. sponsor support):** $10867385.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 228: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353V46, C.4 - ISIN: US690353V464, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $11761675.00
- **C.18.a - Value (excl. sponsor support):** $11761675.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 229: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353V87, C.4 - ISIN: US690353V878, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $13888000.00
- **C.18.a - Value (excl. sponsor support):** $13888000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 230: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.530000%
- **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:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 231: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353VV6, C.4 - ISIN: US690353VV66, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $11741875.00
- **C.18.a - Value (excl. sponsor support):** $11741875.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 232: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.570000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353W94, C.4 - ISIN: US690353W942, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $8185585.00
- **C.18.a - Value (excl. sponsor support):** $8185585.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 233: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.530000%
- **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):** $12109402.71
- **C.18.a - Value (excl. sponsor support):** $12109402.71
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 234: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.570000%
- **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):** $7137400.02
- **C.18.a - Value (excl. sponsor support):** $7137400.02
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 235: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.530000%
- **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):** $13811967.25
- **C.18.a - Value (excl. sponsor support):** $13811967.25
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 236: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.570000%
- **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):** $2810000.01
- **C.18.a - Value (excl. sponsor support):** $2810000.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 237: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.570000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Z59, C.4 - ISIN: US690353Z598, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $2133250.00
- **C.18.a - Value (excl. sponsor support):** $2133250.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 238: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Z83, C.4 - ISIN: US690353Z838, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $3974635.00
- **C.18.a - Value (excl. sponsor support):** $3974635.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 239: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.570000%
- **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):** $6575400.02
- **C.18.a - Value (excl. sponsor support):** $6575400.02
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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. 4.570000%
- **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):** $3821600.01
- **C.18.a - Value (excl. sponsor support):** $3821600.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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. 4.570000%
- **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):** $3934000.01
- **C.18.a - Value (excl. sponsor support):** $3934000.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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. 4.570000%
- **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):** $11408600.03
- **C.18.a - Value (excl. sponsor support):** $11408600.03
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 243: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.530000%
- **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):** $10753928.85
- **C.18.a - Value (excl. sponsor support):** $10753928.85
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 244: Plaza Patria Court Ltd. a California LP

- **C.1 - Title:** Plaza Patria Court Ltd. a California LP 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 72820VAA6, C.4 - ISIN: US72820VAA61, C.3 - LEI: 549300PD6SGONNYS0B90
- **C.18 - Value (incl. sponsor support):** $17325000.00
- **C.18.a - Value (excl. sponsor support):** $17325000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 245: Renaissance 88 Co. LP

- **C.1 - Title:** Renaissance 88 Co. LP 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 75972XAA1, C.4 - ISIN: US75972XAA19, C.3 - LEI: 254900D7X1HWVKEPZK68
- **C.18 - Value (incl. sponsor support):** $27000000.00
- **C.18.a - Value (excl. sponsor support):** $27000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 246: Rock Hill SI LLC

- **C.1 - Title:** Rock Hill SI LLC 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 77227PAA7, C.4 - ISIN: US77227PAA75, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $35700000.00
- **C.18.a - Value (excl. sponsor support):** $35700000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 247: Rohnert Park 668 LP

- **C.1 - Title:** Rohnert Park 668 LP 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 77540BAA8, C.4 - ISIN: US77540BAA89, C.3 - LEI: 5493003XKPAFCX3G2362
- **C.18 - Value (incl. sponsor support):** $20920000.00
- **C.18.a - Value (excl. sponsor support):** $20920000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 248: 17th Street Rentals LLC

- **C.1 - Title:** 17th Street Rentals LLC 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 81815VAA4, C.4 - ISIN: US81815VAA44, C.3 - LEI: 549300NEPGL3MYTX1E03
- **C.18 - Value (incl. sponsor support):** $18200000.00
- **C.18.a - Value (excl. sponsor support):** $18200000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 84471LAA5, C.4 - ISIN: US84471LAA52, C.3 - LEI: 549300WK0XETJF5RWI83
- **C.18 - Value (incl. sponsor support):** $7640000.00
- **C.18.a - Value (excl. sponsor support):** $7640000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 853993004, C.3 - LEI: N/A, C.5 - Other ID: 853993004_4.39_0701
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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 06/30/32    | 2032-06-30      | 4.0000%  | 0.0000% | $144069000.00      | $143900439.30      | U.S. Treasuries (including strips) |
| 0 1/8 TRIN X 26 | 2026-04-15      | 0.1250%  | 0.0000% | $60778117.84       | $60099564.36       | U.S. Treasuries (including strips) |

### Security 251: Fixed Income Clearing Corp. - State Street Bank & Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank & Trust Co. 4.420000%
- **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_4.42_0701
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.500 CLAK9435 | 2042-03-01      | 3.5000%  | 0.0000% | $10975138.81       | $10334458.98       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL0913 | 2041-07-01      | 6.0000%  | 0.0000% | $696177.46         | $732761.82         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CZAL3585 | 2053-04-01      | 3.5000%  | 0.0000% | $5067614.28        | $4578956.62        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ1064 | 2054-03-01      | 5.5000%  | 0.0000% | $2906765.83        | $2935247.94        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ1100 | 2054-03-01      | 5.5000%  | 0.0000% | $6210089.89        | $6233648.21        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ1262 | 2054-04-01      | 5.5000%  | 0.0000% | $3598424.04        | $3640218.14        | Agency Mortgage-Backed Securities |
| 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  | 0.0000% | $315312.39         | $332260.22         | Agency Mortgage-Backed Securities |
| 06.000 FGPC G04641 G | 2038-08-01      | 6.0000%  | 0.0000% | $744885.25         | $784962.56         | Agency Mortgage-Backed Securities |
| 05.500 FGPC G05566 G | 2038-12-01      | 5.5000%  | 0.0000% | $111.66            | $115.08            | Agency Mortgage-Backed Securities |
| 06.500 FGPC G06374 G | 2035-11-01      | 6.5000%  | 0.0000% | $733656.66         | $762058.79         | Agency Mortgage-Backed Securities |
| 06.000 FGPC G07058 G | 2039-09-01      | 6.0000%  | 0.0000% | $366301.28         | $395438.10         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CTSC0131 | 2041-03-01      | 1.5000%  | 0.0000% | $15739303.59       | $13032117.14       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD1779 | 2052-10-01      | 5.5000%  | 0.0000% | $816713.81         | $828107.42         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1936 | 2052-06-01      | 3.5000%  | 0.0000% | $825.54            | $747.89            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CKAJ9329 | 2042-01-01      | 4.0000%  | 0.0000% | $86929.17          | $81825.67          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN1946 | 2048-10-01      | 4.5000%  | 0.0000% | $1905505.63        | $1872138.32        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN9555 | 2049-07-01      | 3.5000%  | 0.0000% | $2303370.57        | $2109443.92        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBP8095 | 2050-08-01      | 2.0000%  | 0.0000% | $16965246.51       | $13531991.46       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIBR0961 | 2036-04-01      | 1.5000%  | 0.0000% | $54317426.94       | $48323571.28       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS2295 | 2052-03-01      | 3.5000%  | 0.0000% | $1851648.82        | $1685458.61        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS3464 | 2035-06-01      | 3.0000%  | 0.0000% | $1002268.64        | $982471.49         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5134 | 2049-12-01      | 3.5000%  | 0.0000% | $366862.12         | $338499.80         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS5127 | 2052-01-01      | 3.0000%  | 0.0000% | $214348.18         | $185727.70         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS5448 | 2052-03-01      | 3.0000%  | 0.0000% | $1654964.99        | $1457767.09        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS7140 | 2052-04-01      | 2.0000%  | 0.0000% | $4261318.26        | $3424204.06        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL0542 | 2055-03-01      | 5.5000%  | 0.0000% | $12609441.47       | $12680666.60       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ3266 | 2055-02-01      | 5.5000%  | 0.0000% | $2894034.83        | $2915750.38        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ9426 | 2054-11-01      | 6.0000%  | 0.0000% | $1828452.33        | $1882933.51        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7186 | 2052-04-01      | 4.0000%  | 0.0000% | $288517.96         | $270810.81         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC9574 | 2055-01-01      | 6.0000%  | 0.0000% | $2177161.75        | $2231476.13        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD3220 | 2055-02-01      | 5.0000%  | 0.0000% | $1992.11           | $1978.66           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDD3749 | 2055-02-01      | 4.5000%  | 0.0000% | $64623.14          | $61980.25          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD4301 | 2055-02-01      | 5.5000%  | 0.0000% | $1991.10           | $1997.42           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7119 | 2053-09-01      | 6.0000%  | 0.0000% | $2550588.01        | $2609520.19        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7138 | 2053-09-01      | 6.5000%  | 0.0000% | $15057329.57       | $15687450.37       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6466 | 2053-06-01      | 6.0000%  | 0.0000% | $9339059.87        | $9609821.00        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6616 | 2053-06-01      | 6.0000%  | 0.0000% | $26427713.19       | $27098219.51       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6691 | 2053-07-01      | 5.0000%  | 0.0000% | $4805835.53        | $4800788.34        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6745 | 2053-07-01      | 5.5000%  | 0.0000% | $11405411.00       | $11537845.57       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB6778 | 2053-07-01      | 7.0000%  | 0.0000% | $2550786.49        | $2715464.99        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  | 0.0000% | $864423.22         | $868754.46         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6873 | 2053-08-01      | 6.0000%  | 0.0000% | $15675094.35       | $16041551.93       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6849 | 2053-08-01      | 5.5000%  | 0.0000% | $1611352.81        | $1622275.46        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLCB7876 | 2054-01-01      | 7.5000%  | 0.0000% | $235619.58         | $253691.06         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9219 | 2054-09-01      | 6.0000%  | 0.0000% | $14162325.28       | $14481761.24       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9468 | 2054-11-01      | 5.0000%  | 0.0000% | $5187708.17        | $5116868.86        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA0354 | 2052-03-01      | 2.0000%  | 0.0000% | $95702.28          | $76853.44          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0439 | 2052-08-01      | 3.5000%  | 0.0000% | $1777290.42        | $1601231.04        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  | 0.0000% | $1609039.63        | $1581183.58        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5587 | 2055-01-01      | 6.0000%  | 0.0000% | $1885.99           | $1925.32           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZM1931 | 2046-10-01      | 3.0000%  | 0.0000% | $5675158.99        | $5060770.06        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM3524 | 2047-06-01      | 4.5000%  | 0.0000% | $2953641.38        | $2897971.15        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZA1135 | 2042-02-01      | 3.5000%  | 0.0000% | $79749.98          | $75111.12          | Agency Mortgage-Backed Securities |
| FEPC 04.000 3PZA3181 | 2044-10-01      | 4.0000%  | 0.0000% | $670540.70         | $622860.71         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7672 | 2052-07-01      | 4.5000%  | 0.0000% | $34051.91          | $32685.24          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9168 | 2053-06-01      | 5.5000%  | 0.0000% | $867.94            | $875.53            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9265 | 2053-06-01      | 5.5000%  | 0.0000% | $26241738.92       | $26580560.60       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9384 | 2053-07-01      | 6.0000%  | 0.0000% | $1232164.61        | $1269823.67        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9452 | 2053-07-01      | 6.0000%  | 0.0000% | $2027014.01        | $2076751.53        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9454 | 2053-07-01      | 6.0000%  | 0.0000% | $896372.95         | $918787.05         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9570 | 2053-08-01      | 6.0000%  | 0.0000% | $19103432.41       | $19578139.96       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9638 | 2053-08-01      | 6.0000%  | 0.0000% | $1961461.56        | $2009319.92        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9671 | 2053-08-01      | 6.0000%  | 0.0000% | $904.37            | $926.37            | Agency Mortgage-Backed Securities |
| FEPC 01.500 ZISI3001 | 2036-03-01      | 1.5000%  | 0.0000% | $50581173.96       | $44999305.36       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI6910 | 2054-06-01      | 5.5000%  | 0.0000% | $3208606.81        | $3218795.92        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI9263 | 2054-07-01      | 5.5000%  | 0.0000% | $7430265.64        | $7453860.86        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE0993 | 2055-06-01      | 5.5000%  | 0.0000% | $1070334.65        | $1081840.28        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0737 | 2054-05-01      | 6.0000%  | 0.0000% | $3936220.23        | $4024888.84        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1717 | 2055-01-01      | 5.5000%  | 0.0000% | $825527.69         | $833251.79         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA1009 | 2052-05-01      | 2.5000%  | 0.0000% | $12323136.50       | $10353429.64       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1150 | 2055-01-01      | 6.0000%  | 0.0000% | $4949319.34        | $5140245.94        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3462 | 2033-12-01      | 3.5000%  | 0.0000% | $1411679.74        | $1393609.46        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM6293 | 2051-01-01      | 3.0000%  | 0.0000% | $236987.85         | $206303.30         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFM5578 | 2036-01-01      | 1.5000%  | 0.0000% | $17781183.51       | $15874850.97       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX7620 | 2055-03-01      | 6.0000%  | 0.0000% | $382610.09         | $393480.17         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY4684 | 2055-05-01      | 6.0000%  | 0.0000% | $509170.56         | $523981.99         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS3983 | 2041-06-01      | 5.5000%  | 0.0000% | $377942.21         | $387496.80         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB8122 | 2036-10-01      | 1.5000%  | 0.0000% | $69146108.63       | $61363391.40       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC1747 | 2046-01-01      | 3.5000%  | 0.0000% | $693598.14         | $643637.88         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC1500 | 2046-08-01      | 3.5000%  | 0.0000% | $17878553.37       | $16539028.57       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBD7082 | 2047-03-01      | 4.0000%  | 0.0000% | $14202552.31       | $13469348.70       | Agency Mortgage-Backed Securities |
| FNMS 06.000 R3BF0138 | 2041-07-01      | 6.0000%  | 0.0000% | $198878.23         | $209027.65         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH5754 | 2047-11-01      | 3.5000%  | 0.0000% | $1668452.03        | $1537923.09        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFM7110 | 2036-04-01      | 1.5000%  | 0.0000% | $43165727.03       | $38402101.27       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7936 | 2036-07-01      | 2.0000%  | 0.0000% | $1773424.15        | $1620218.23        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFM8547 | 2034-07-01      | 4.5000%  | 0.0000% | $322270.12         | $326795.11         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8601 | 2051-08-01      | 2.5000%  | 0.0000% | $1502786.75        | $1248175.44        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM8839 | 2051-09-01      | 2.0000%  | 0.0000% | $7538738.80        | $6070427.02        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM9165 | 2051-10-01      | 2.0000%  | 0.0000% | $11199456.29       | $9018285.02        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM9268 | 2051-10-01      | 2.0000%  | 0.0000% | $23904135.39       | $19248544.73       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0567 | 2052-01-01      | 2.5000%  | 0.0000% | $23626964.92       | $19765914.57       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5897 | 2055-06-01      | 6.0000%  | 0.0000% | $4550932.00        | $4685554.63        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL0243 | 2054-12-01      | 5.5000%  | 0.0000% | $6694630.36        | $6730376.71        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL0311 | 2055-01-01      | 4.5000%  | 0.0000% | $4535695.76        | $4352508.08        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0375 | 2054-12-01      | 6.0000%  | 0.0000% | $13732201.72       | $14100133.17       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5881 | 2054-07-01      | 6.0000%  | 0.0000% | $5954721.55        | $6200945.32        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD6901 | 2054-12-01      | 4.5000%  | 0.0000% | $980.03            | $943.96            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8063 | 2050-05-01      | 3.5000%  | 0.0000% | $28952.06          | $26318.27          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD7523 | 2050-08-01      | 2.5000%  | 0.0000% | $56887937.00       | $47946284.75       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD7537 | 2051-03-01      | 2.0000%  | 0.0000% | $944716.16         | $758447.53         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  | 0.0000% | $5652996.81        | $5330958.15        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7562 | 2053-04-01      | 5.5000%  | 0.0000% | $5968869.62        | $6054764.97        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL6047 | 2044-11-01      | 3.5000%  | 0.0000% | $11799532.77       | $11032296.99       | Agency Mortgage-Backed Securities |
| FNMS 08.000 CLAL7426 | 2038-03-01      | 8.0000%  | 0.0000% | $280487.26         | $298257.66         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL7525 | 2045-03-01      | 4.0000%  | 0.0000% | $926931.85         | $894904.71         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP2358 | 2042-08-01      | 3.5000%  | 0.0000% | $34937.79          | $32887.24          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAQ0535 | 2042-11-01      | 3.0000%  | 0.0000% | $4460504.25        | $4043686.49        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAR8584 | 2043-06-01      | 3.5000%  | 0.0000% | $10939839.65       | $10292118.48       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAR9279 | 2043-04-01      | 3.5000%  | 0.0000% | $123.41            | $116.10            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4403 | 2045-02-01      | 3.5000%  | 0.0000% | $192.06            | $178.74            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4770 | 2045-04-01      | 3.5000%  | 0.0000% | $1965844.13        | $1826246.48        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5462 | 2045-07-01      | 3.5000%  | 0.0000% | $12234486.37       | $11383583.27       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5713 | 2045-09-01      | 3.5000%  | 0.0000% | $10975663.68       | $10189448.84       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5811 | 2045-09-01      | 3.5000%  | 0.0000% | $3523369.43        | $3270984.99        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS7491 | 2046-07-01      | 3.5000%  | 0.0000% | $10603006.27       | $9782221.66        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT6823 | 2051-10-01      | 2.5000%  | 0.0000% | $20106.89          | $16680.76          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU2785 | 2051-11-01      | 2.0000%  | 0.0000% | $18505504.05       | $14770244.14       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU9878 | 2052-01-01      | 2.5000%  | 0.0000% | $42517097.59       | $35678175.21       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU9888 | 2052-01-01      | 3.0000%  | 0.0000% | $2798625.02        | $2446145.66        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV3036 | 2052-02-01      | 2.5000%  | 0.0000% | $43232392.20       | $36275517.31       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV3037 | 2052-02-01      | 2.5000%  | 0.0000% | $54800886.17       | $45954263.43       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV4148 | 2052-03-01      | 3.0000%  | 0.0000% | $156780.07         | $136882.90         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNFS7761 | 2031-09-01      | 1.5000%  | 0.0000% | $2664119.17        | $2497455.43        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS8356 | 2052-08-01      | 3.5000%  | 0.0000% | $8448837.43        | $7612735.78        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8511 | 2054-04-01      | 6.0000%  | 0.0000% | $3564.09           | $3639.84           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0409 | 2055-05-01      | 6.0000%  | 0.0000% | $7944322.62        | $8263051.49        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  | 0.0000% | $204059.55         | $176808.76         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8255 | 2052-10-01      | 3.5000%  | 0.0000% | $20621.38          | $18601.86          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8323 | 2053-05-01      | 5.0000%  | 0.0000% | $2336015.49        | $2299743.66        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8367 | 2053-10-01      | 5.5000%  | 0.0000% | $1618397.35        | $1624994.83        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  | 0.0000% | $210467.78         | $211136.13         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8473 | 2054-11-01      | 4.5000%  | 0.0000% | $12873955.25       | $12335502.07       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7928 | 2046-09-01      | 3.0000%  | 0.0000% | $11974193.69       | $10639641.86       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS8955 | 2047-03-01      | 4.0000%  | 0.0000% | $4379181.24        | $4172187.07        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8109 | 2046-10-01      | 3.0000%  | 0.0000% | $17865706.14       | $15874513.64       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS9588 | 2047-05-01      | 4.0000%  | 0.0000% | $185.44            | $175.56            | Agency Mortgage-Backed Securities |
| FNMS 02.000 RIAX9709 | 2030-08-01      | 2.0000%  | 0.0000% | $355022.48         | $339875.84         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAY5616 | 2045-06-01      | 3.5000%  | 0.0000% | $33353966.04       | $31013132.80       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW1505 | 2052-07-01      | 4.5000%  | 0.0000% | $435143.11         | $417594.22         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6197 | 2052-08-01      | 5.0000%  | 0.0000% | $2239723.50        | $2232383.43        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX6119 | 2053-01-01      | 6.0000%  | 0.0000% | $13548280.39       | $13857199.24       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX9419 | 2053-03-01      | 5.0000%  | 0.0000% | $749.66            | $744.57            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY7242 | 2053-07-01      | 6.0000%  | 0.0000% | $2586313.72        | $2642797.09        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAB7335 | 2042-12-01      | 3.5000%  | 0.0000% | $1581967.27        | $1472652.45        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAB8287 | 2042-04-01      | 4.0000%  | 0.0000% | $107.62            | $103.69            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA1373 | 2043-03-01      | 3.5000%  | 0.0000% | $14209616.71       | $13227724.29       | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q36002 G | 2045-09-01      | 3.5000%  | 0.0000% | $2762590.76        | $2557679.58        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q49353 G | 2047-07-01      | 4.0000%  | 0.0000% | $191.52            | $181.79            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  | 0.0000% | $2007397.38        | $1847015.25        | Agency Mortgage-Backed Securities |
| 06.500 FGPC G60503 G | 2039-09-01      | 6.5000%  | 0.0000% | $701616.15         | $735852.29         | Agency Mortgage-Backed Securities |
| 05.875 FRPC G80376 G | 2038-12-20      | 5.8750%  | 0.0000% | $125.25            | $129.86            | Agency Mortgage-Backed Securities |
| 05.000 FRPC G80393 G | 2036-08-20      | 5.0000%  | 0.0000% | $159.55            | $160.39            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD7065 | 2052-02-01      | 2.5000%  | 0.0000% | $27165272.15       | $22720324.32       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL796097 | 2034-10-01      | 6.0000%  | 0.0000% | $500745.44         | $523927.62         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA5014 | 2053-11-01      | 6.5000%  | 0.0000% | $15021.07          | $15717.48          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1558 | 2048-04-01      | 4.5000%  | 0.0000% | $7087483.30        | $6935633.98        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2002 | 2048-07-01      | 4.0000%  | 0.0000% | $10814209.83       | $10241913.43       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA4267 | 2034-09-01      | 3.0000%  | 0.0000% | $120.75            | $116.42            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA5682 | 2050-05-01      | 2.5000%  | 0.0000% | $7512173.06        | $6311103.46        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA5684 | 2050-05-01      | 2.5000%  | 0.0000% | $20426603.06       | $17161490.00       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6402 | 2045-07-01      | 2.5000%  | 0.0000% | $9682501.67        | $8273677.24        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA6580 | 2050-08-01      | 2.0000%  | 0.0000% | $7007919.87        | $5610492.37        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7033 | 2050-09-01      | 2.5000%  | 0.0000% | $56953064.02       | $47854350.09       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7986 | 2050-12-01      | 2.0000%  | 0.0000% | $18627172.80       | $14920851.79       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8019 | 2050-12-01      | 2.0000%  | 0.0000% | $13974638.29       | $11064211.80       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7289 | 2050-10-01      | 2.0000%  | 0.0000% | $18004270.14       | $14434493.48       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7290 | 2050-10-01      | 2.0000%  | 0.0000% | $10298321.80       | $8256443.78        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7333 | 2050-10-01      | 2.0000%  | 0.0000% | $29979638.06       | $24019689.34       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7334 | 2050-10-01      | 2.0000%  | 0.0000% | $24824419.90       | $19889278.33       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7340 | 2050-10-01      | 2.0000%  | 0.0000% | $13199837.49       | $10499772.60       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7351 | 2050-10-01      | 2.0000%  | 0.0000% | $63239169.32       | $50477322.26       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7452 | 2050-10-01      | 2.0000%  | 0.0000% | $44864774.27       | $35715685.29       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7526 | 2050-11-01      | 2.5000%  | 0.0000% | $3291035.67        | $2756788.32        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7710 | 2045-11-01      | 2.0000%  | 0.0000% | $9526.35           | $7805.69           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7798 | 2050-11-01      | 2.0000%  | 0.0000% | $1192902.26        | $948889.46         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8955 | 2051-02-01      | 2.5000%  | 0.0000% | $1183.99           | $991.45            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8579 | 2051-01-01      | 2.0000%  | 0.0000% | $24068945.64       | $19279829.85       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8752 | 2051-01-01      | 2.0000%  | 0.0000% | $1066541.11        | $851301.50         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8804 | 2051-02-01      | 2.0000%  | 0.0000% | $1817.15           | $1455.58           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA9033 | 2051-02-01      | 2.0000%  | 0.0000% | $16350082.17       | $13099638.60       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA9277 | 2051-02-01      | 2.0000%  | 0.0000% | $736.63            | $588.52            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTCB0100 | 2041-04-01      | 2.5000%  | 0.0000% | $67581.23          | $60529.79          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0362 | 2051-05-01      | 2.5000%  | 0.0000% | $31020712.48       | $26061334.67       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1672 | 2051-09-01      | 2.5000%  | 0.0000% | $14714337.03       | $12311395.87       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4441 | 2036-10-01      | 1.5000%  | 0.0000% | $19559757.73       | $17383115.28       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4492 | 2051-12-01      | 2.0000%  | 0.0000% | $40617681.50       | $32213522.15       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4181 | 2050-11-01      | 1.5000%  | 0.0000% | $77765752.63       | $58457708.63       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4255 | 2051-02-01      | 2.0000%  | 0.0000% | $3295706.95        | $2621573.76        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CTMA4310 | 2041-04-01      | 1.5000%  | 0.0000% | $69189574.57       | $57267057.69       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4326 | 2051-05-01      | 2.5000%  | 0.0000% | $405848.56         | $337907.03         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE7674 | 2052-08-01      | 4.0000%  | 0.0000% | $2499.69           | $2333.49           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9091 | 2052-08-01      | 5.0000%  | 0.0000% | $10567223.84       | $10432563.36       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE9208 | 2052-09-01      | 4.5000%  | 0.0000% | $909.67            | $873.60            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9306 | 2052-09-01      | 5.0000%  | 0.0000% | $670.39            | $663.22            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF0486 | 2052-09-01      | 5.5000%  | 0.0000% | $8036376.50        | $8099747.79        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0497 | 2052-09-01      | 5.0000%  | 0.0000% | $2285661.02        | $2267443.79        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF1787 | 2052-10-01      | 5.5000%  | 0.0000% | $858717.92         | $871754.60         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF1972 | 2052-10-01      | 5.5000%  | 0.0000% | $5317.66           | $5353.81           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  | 0.0000% | $397336.32         | $391983.32         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF4933 | 2052-12-01      | 6.0000%  | 0.0000% | $887914.07         | $908196.98         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF4956 | 2052-12-01      | 6.5000%  | 0.0000% | $6884073.06        | $7155485.29        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF5828 | 2053-01-01      | 6.0000%  | 0.0000% | $16491018.01       | $16954091.28       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF6522 | 2053-01-01      | 5.5000%  | 0.0000% | $1406197.93        | $1419789.62        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF9575 | 2053-03-01      | 6.0000%  | 0.0000% | $924.88            | $949.13            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG2180 | 2053-05-01      | 5.5000%  | 0.0000% | $750.74            | $760.78            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG4359 | 2053-06-01      | 6.0000%  | 0.0000% | $449113.09         | $462561.93         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG8586 | 2053-08-01      | 6.0000%  | 0.0000% | $752.72            | $770.11            | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQH4150 | 2053-11-01      | 7.0000%  | 0.0000% | $944.86            | $1018.25           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQH5298 | 2053-12-01      | 6.0000%  | 0.0000% | $975.33            | $1009.25           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQH6183 | 2053-12-01      | 6.0000%  | 0.0000% | $911.79            | $943.51            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ0167 | 2054-07-01      | 5.5000%  | 0.0000% | $886.34            | $889.16            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB6333 | 2054-06-01      | 6.5000%  | 0.0000% | $362570.47         | $378233.55         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB9816 | 2054-09-01      | 6.5000%  | 0.0000% | $2542114.05        | $2657495.80        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB9453 | 2054-09-01      | 6.5000%  | 0.0000% | $4412987.60        | $4627371.03        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC0438 | 2054-09-01      | 6.5000%  | 0.0000% | $2278769.14        | $2387314.00        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC2953 | 2054-09-01      | 5.5000%  | 0.0000% | $3480688.75        | $3494324.54        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC4032 | 2054-10-01      | 5.5000%  | 0.0000% | $3188861.63        | $3207862.64        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC5147 | 2054-11-01      | 5.5000%  | 0.0000% | $796144.45         | $802857.19         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC5666 | 2054-11-01      | 5.5000%  | 0.0000% | $927.77            | $947.63            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1125 | 2051-07-01      | 2.5000%  | 0.0000% | $28745986.80       | $24133431.32       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1132 | 2051-07-01      | 2.5000%  | 0.0000% | $167274747.81      | $140686240.80      | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2378 | 2051-12-01      | 2.5000%  | 0.0000% | $30043831.80       | $25130580.39       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3586 | 2052-05-01      | 3.0000%  | 0.0000% | $853322.86         | $740347.75         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4386 | 2052-08-01      | 4.5000%  | 0.0000% | $833540.09         | $799894.25         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4088 | 2052-07-01      | 4.0000%  | 0.0000% | $400717.83         | $376122.66         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5293 | 2052-12-01      | 5.5000%  | 0.0000% | $5988547.65        | $6139941.46        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5330 | 2052-12-01      | 6.5000%  | 0.0000% | $12574215.55       | $13271029.67       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4679 | 2052-09-01      | 5.0000%  | 0.0000% | $8076002.77        | $8051312.64        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4794 | 2052-10-01      | 4.5000%  | 0.0000% | $2820411.66        | $2703265.86        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4911 | 2052-10-01      | 5.5000%  | 0.0000% | $11497337.39       | $11669539.40       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5133 | 2052-11-01      | 5.5000%  | 0.0000% | $16351614.63       | $16658837.86       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5160 | 2052-11-01      | 6.5000%  | 0.0000% | $8466140.76        | $8882599.63        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5460 | 2053-01-01      | 5.5000%  | 0.0000% | $3764072.30        | $3793761.64        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5489 | 2053-01-01      | 6.0000%  | 0.0000% | $10389559.14       | $10632356.21       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5468 | 2053-01-01      | 5.5000%  | 0.0000% | $10398208.27       | $10556058.85       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5479 | 2053-01-01      | 6.0000%  | 0.0000% | $9216559.15        | $9497750.22        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5487 | 2053-01-01      | 6.0000%  | 0.0000% | $273636.02         | $284348.14         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5711 | 2053-02-01      | 6.5000%  | 0.0000% | $7206562.07        | $7601734.70        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5856 | 2053-03-01      | 6.0000%  | 0.0000% | $1850942.30        | $1909168.01        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5988 | 2053-04-01      | 5.5000%  | 0.0000% | $917.05            | $926.24            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6075 | 2053-04-01      | 5.5000%  | 0.0000% | $8436724.15        | $8555998.81        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4562 | 2052-03-01      | 2.0000%  | 0.0000% | $47732.27          | $37798.53          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4548 | 2052-02-01      | 2.5000%  | 0.0000% | $1598.20           | $1328.86           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4807 | 2052-11-01      | 5.5000%  | 0.0000% | $1915841.88        | $1932721.51        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  | 0.0000% | $1691.92           | $1666.43           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5011 | 2053-05-01      | 6.0000%  | 0.0000% | $7803004.63        | $7989366.39        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  | 0.0000% | $81729575.24       | $82083509.74       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CKMA5082 | 2053-06-01      | 6.5000%  | 0.0000% | $735662.86         | $756107.74         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5089 | 2053-07-01      | 4.0000%  | 0.0000% | $24097.78          | $22456.78          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5202 | 2038-11-01      | 6.0000%  | 0.0000% | $2141776.08        | $2214592.89        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5429 | 2044-07-01      | 5.5000%  | 0.0000% | $1974183.23        | $2017004.36        | Agency Mortgage-Backed Securities |

### Security 252: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.410000%
- **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_4.41_0707
- **C.18 - Value (incl. sponsor support):** $466950000.00
- **C.18.a - Value (excl. sponsor support):** $466950000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA9904 M | 2053-05-20      | 4.5000%  | 0.0000% | $175899270.60      | $168679485.00      | Agency Mortgage-Backed Securities |
| GNII SF MA3735 M | 2046-06-20      | 3.0000%  | 0.0000% | $94605616.80       | $84874167.74       | Agency Mortgage-Backed Securities |
| GNII SF MA4962 M | 2048-01-20      | 3.5000%  | 0.0000% | $70608796.20       | $64891209.67       | Agency Mortgage-Backed Securities |
| GNII SF MA5263 M | 2048-03-20      | 3.5000%  | 0.0000% | $23657528.80       | $21741728.97       | Agency Mortgage-Backed Securities |
| GNII SF MA5466 M | 2048-09-20      | 4.0000%  | 0.0000% | $81201232.00       | $76559950.01       | Agency Mortgage-Backed Securities |
| GNII SF MA5876 M | 2049-04-20      | 4.0000%  | 0.0000% | $67705488.00       | $64275001.36       | Agency Mortgage-Backed Securities |

### Security 253: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 86599Z009, C.3 - LEI: 35380028MYWPB6AUO129, C.5 - Other ID: 86599Z009_4.36_0707
- **C.18 - Value (incl. sponsor support):** $121645625.00
- **C.18.a - Value (excl. sponsor support):** $121645625.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-09
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 7/8 NOTE E 33 | 2033-08-15      | 3.8750%  | 0.0000% | $8500000.00        | $8477389.72        | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31 | 2031-02-15      | 1.1250%  | 0.0000% | $50500000.00       | $43823669.82       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31 | 2031-11-15      | 1.3750%  | 0.0000% | $50000000.00       | $42793987.50       | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40   | 2040-08-15      | 1.1250%  | 0.0000% | $10000000.00       | $6160794.42        | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40   | 2040-11-15      | 1.3750%  | 0.0000% | $10000000.00       | $6357837.50        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41   | 2041-02-15      | 1.8750%  | 0.0000% | $10000000.00       | $6913864.03        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41   | 2041-05-15      | 2.2500%  | 0.0000% | $8000000.00        | $5807548.00        | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41   | 2041-08-15      | 1.7500%  | 0.0000% | $5800000.00        | $3870480.61        | U.S. Treasuries (including strips) |

### Security 254: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC 4.410000%
- **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_4.41_0701
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.000 CLRJ2655 | 2054-10-01      | 5.0000%  | 0.0000% | $18824781.99       | $18578888.51       | Agency Mortgage-Backed Securities |
| FNMS 03.500 ZC310239 | 2044-10-25      | 3.5000%  | 0.0000% | $18297723.33       | $17122047.84       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  | 0.0000% | $18063628.60       | $17556998.01       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1561 | 2055-06-01      | 5.5000%  | 0.0000% | $16624495.00       | $16728689.95       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIRR0002 | 2040-06-01      | 5.0000%  | 0.0000% | $17793681.04       | $17977005.39       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6874 | 2053-08-01      | 6.0000%  | 0.0000% | $18226646.22       | $18726117.08       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8889 | 2054-07-01      | 7.0000%  | 0.0000% | $14831661.50       | $15794679.63       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8551 | 2054-05-01      | 6.5000%  | 0.0000% | $16748280.68       | $17691796.93       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8563 | 2054-05-01      | 7.0000%  | 0.0000% | $14797542.39       | $15758345.18       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8754 | 2054-06-01      | 5.5000%  | 0.0000% | $17993159.48       | $18066977.42       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0885 | 2055-03-01      | 5.0000%  | 0.0000% | $17175435.97       | $16903819.82       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA5562 | 2044-12-01      | 5.0000%  | 0.0000% | $15796979.77       | $15877351.30       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5759 | 2055-06-01      | 5.0000%  | 0.0000% | $17748489.00       | $17439892.08       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX4182 | 2054-11-01      | 5.0000%  | 0.0000% | $2962884.36        | $2915726.43        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFA0993 | 2042-02-01      | 2.0000%  | 0.0000% | $18672144.35       | $16136861.34       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFA2093 | 2037-03-01      | 2.0000%  | 0.0000% | $20344110.00       | $18680757.48       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZA5613 | 2048-08-01      | 4.0000%  | 0.0000% | $20076845.35       | $18912011.32       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZA6362 | 2049-03-01      | 4.0000%  | 0.0000% | $19034797.72       | $18047980.93       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK4775 | 2048-08-01      | 4.0000%  | 0.0000% | $19048759.33       | $18051580.05       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL0268 | 2054-07-01      | 6.5000%  | 0.0000% | $16092922.14       | $16867315.34       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS6485 | 2046-01-01      | 4.0000%  | 0.0000% | $19444427.14       | $18544582.25       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBT1701 | 2051-06-01      | 3.0000%  | 0.0000% | $19786709.05       | $17291519.30       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU4928 | 2054-09-01      | 5.5000%  | 0.0000% | $8552104.43        | $8666502.13        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8350 | 2053-08-01      | 6.0000%  | 0.0000% | $17876630.37       | $18271155.68       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAX7573 | 2045-01-01      | 4.0000%  | 0.0000% | $17337589.49       | $16649585.77       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY9926 | 2053-12-01      | 6.5000%  | 0.0000% | $15700456.73       | $16298206.26       | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q55303 G | 2048-04-01      | 4.0000%  | 0.0000% | $17722703.66       | $16816279.91       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA6459 | 2054-03-01      | 5.5000%  | 0.0000% | $15773572.06       | $15823661.92       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA6463 | 2054-03-01      | 5.5000%  | 0.0000% | $17394300.92       | $17492553.60       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB1931 | 2054-09-01      | 5.5000%  | 0.0000% | $17045538.15       | $17099667.21       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4733 | 2052-09-01      | 4.5000%  | 0.0000% | $18976758.54       | $18211444.84       | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Thomas Bently Durant Irrevocable Life Insurance Trust 4.400000%
- **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:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 4.400000%
- **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_4.40_0701
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 1.9900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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 CLSD1115                    | 2052-07-01      | 4.0000%  | 0.0000% | $521656.35         | $488667.96         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD2953                    | 2053-04-01      | 4.5000%  | 0.0000% | $10355.07          | $10004.08          | Agency Mortgage-Backed Securities  |
| 0.375 FMNT GB 25 U9                     | 2025-07-21      | 0.3750%  | 0.0000% | $27990000.00       | $27971477.62       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBQ0088                    | 2050-07-01      | 4.0000%  | 0.0000% | $719169.91         | $676248.57         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS3327                    | 2037-02-01      | 2.5000%  | 0.0000% | $22770.99          | $21254.53          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4166                    | 2053-04-01      | 5.5000%  | 0.0000% | $343879.26         | $347871.89         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5198                    | 2053-07-01      | 5.5000%  | 0.0000% | $20396.92          | $20726.46          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0503                    | 2053-12-01      | 6.5000%  | 0.0000% | $5665467.22        | $5947698.76        | Agency Mortgage-Backed Securities  |
| GNII SF MB0142 M                        | 2054-12-20      | 3.0000%  | 0.0000% | $28598.83          | $25285.19          | Agency Mortgage-Backed Securities  |
| FMAR 841663 G                           | 2037-09-01      | 6.8270%  | 0.0000% | $3052588.34        | $3172147.63        | Agency Mortgage-Backed Securities  |
| FMZC 11/15/38 U4                        | 2038-11-15      | 0.0000%  | 0.0000% | $2347000.00        | $1211943.86        | Agency Mortgage-Backed Securities  |
| FMZC 12/17/2029 A                       | 2029-12-17      | 0.0000%  | 0.0000% | $51054000.00       | $42778657.14       | Agency Mortgage-Backed Securities  |
| 2.63 FCSB 26 O                          | 2026-08-03      | 2.6300%  | 0.0000% | $1756000.00        | $1750326.66        | Agency Mortgage-Backed Securities  |
| 2.75 FCSB 26 AT                         | 2026-11-06      | 2.7500%  | 0.0000% | $469000.00         | $463444.70         | Agency Mortgage-Backed Securities  |
| 2.23 FCOR 21-36 BD                      | 2036-09-29      | 2.2300%  | 0.0000% | $936000.00         | $727044.50         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks Funding Corp. | 2026-01-23      | 4.4900%  | 0.0000% | $8000000.00        | $8070135.55        | Agency Mortgage-Backed Securities  |
| 4.43 FCOR 27-28 JR                      | 2028-01-27      | 4.4300%  | 0.0000% | $28666000.00       | $29380571.71       | Agency Mortgage-Backed Securities  |
| 4.90 FCOR 25-30 HZ                      | 2030-11-14      | 4.9000%  | 0.0000% | $24579000.00       | $24672280.04       | Agency Mortgage-Backed Securities  |
| 5.40 FCOR 26-34 DI                      | 2034-06-05      | 5.4000%  | 0.0000% | $15517000.00       | $15593840.18       | Agency Mortgage-Backed Securities  |
| 5.37 FCOR 26-34 DK                      | 2034-06-12      | 5.3700%  | 0.0000% | $27228000.00       | $27355481.50       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6486                    | 2053-06-01      | 6.0000%  | 0.0000% | $11165341.98       | $11450988.64       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CKMA5629                    | 2054-12-01      | 6.5000%  | 0.0000% | $2840397.59        | $2907158.61        | Agency Mortgage-Backed Securities  |
| GNII SF BZ6476 C                        | 2050-12-20      | 4.5000%  | 0.0000% | $859152.13         | $859142.68         | Agency Mortgage-Backed Securities  |
| GNII SF MA9961 M                        | 2047-08-20      | 3.5000%  | 0.0000% | $273890.20         | $248001.95         | Agency Mortgage-Backed Securities  |
| GNII ET CS6268 C                        | 2062-08-20      | 2.5000%  | 0.0000% | $187492.25         | $151579.21         | Agency Mortgage-Backed Securities  |
| TVIN 07/15/27                           | 2027-07-15      | 0.0000%  | 0.0000% | $3313000.00        | $3056388.27        | Agency Mortgage-Backed Securities  |
| 6.15 TVPR 38 B                          | 2038-01-15      | 0.0000%  | 0.0000% | $14266000.00       | $7443285.50        | Agency Mortgage-Backed Securities  |
| 5.50 TVPR 38 C                          | 2038-06-15      | 0.0000%  | 0.0000% | $9913000.00        | $5195502.43        | Agency Mortgage-Backed Securities  |
| 5.25 TVPR 39 C                          | 2039-09-15      | 0.0000%  | 0.0000% | $5398000.00        | $2619487.46        | Agency Mortgage-Backed Securities  |
| 02.500 FGPC J23276 G                    | 2028-04-01      | 2.5000%  | 0.0000% | $76965.01          | $75489.66          | Agency Mortgage-Backed Securities  |
| 2.625 FHLB 26 PK                        | 2026-12-11      | 2.6250%  | 0.0000% | $20000.00          | $19647.31          | Agency Mortgage-Backed Securities  |
| 2.75 FHLB 26 QD                         | 2026-03-13      | 2.7500%  | 0.0000% | $1930000.00        | $1926899.67        | Agency Mortgage-Backed Securities  |
| FHOR 22-31 KD                           | 2031-02-25      | 1.2500%  | 0.0000% | $200000.00         | $176290.06         | Agency Mortgage-Backed Securities  |
| FHFR 03SO 07/25 6381                    | 2025-07-21      | 4.5600%  | 0.0000% | $2350000.00        | $2370627.78        | Agency Mortgage-Backed Securities  |
| 4.80 FHOR 26-28 92                      | 2028-03-06      | 4.8000%  | 0.0000% | $1455000.00        | $1479996.90        | Agency Mortgage-Backed Securities  |
| 3.625 FHLB 26 G7372                     | 2026-09-04      | 3.6250%  | 0.0000% | $1400000.00        | $1410416.78        | Agency Mortgage-Backed Securities  |
| 4.33 FHOR 25-26 H1                      | 2026-04-14      | 4.3300%  | 0.0000% | $35000.00          | $35398.63          | Agency Mortgage-Backed Securities  |
| 5.15 FHOR 26-32 KS                      | 2032-06-11      | 5.1500%  | 0.0000% | $39545000.00       | $39717339.31       | Agency Mortgage-Backed Securities  |
| 4.60 FHOR 25-28 G810                    | 2028-06-09      | 4.6000%  | 0.0000% | $85600000.00       | $85846299.73       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZI9184                    | 2039-09-01      | 5.0000%  | 0.0000% | $147081.18         | $148425.03         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7673                    | 2052-07-01      | 4.5000%  | 0.0000% | $144976.63         | $139100.00         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7660                    | 2052-07-01      | 4.0000%  | 0.0000% | $967207.62         | $906978.85         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8881                    | 2053-04-01      | 5.5000%  | 0.0000% | $2787117.93        | $2804583.56        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CTRB5201                    | 2042-11-01      | 4.0000%  | 0.0000% | $82671.28          | $79853.78          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CIRC3196                    | 2039-05-01      | 4.0000%  | 0.0000% | $576279.87         | $565054.64         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 3PRE6156                    | 2054-11-01      | 6.5000%  | 0.0000% | $2157836.54        | $2197651.02        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM3048                    | 2049-05-01      | 4.0000%  | 0.0000% | $233023.60         | $221158.56         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0732                    | 2037-06-01      | 2.5000%  | 0.0000% | $161421.27         | $150659.94         | Agency Mortgage-Backed Securities  |
| 5.50 FHLB 36 G677                       | 2036-07-15      | 5.5000%  | 0.0000% | $35880000.00       | $39768040.51       | Agency Mortgage-Backed Securities  |
| 6.75 FMNT GB 29 A                       | 2029-09-15      | 6.7500%  | 0.0000% | $65000.00          | $73525.24          | Agency Mortgage-Backed Securities  |
| FMIN 09/15/2030 E                       | 2030-09-15      | 0.0000%  | 0.0000% | $50000.00          | $40498.00          | Agency Mortgage-Backed Securities  |
| 0.55 FMNT 21-25 93                      | 2025-09-30      | 0.5500%  | 0.0000% | $2935000.00        | $2911387.92        | Agency Mortgage-Backed Securities  |
| 4.85 FMNT GB25-28B5                     | 2028-02-07      | 4.8500%  | 0.0000% | $309448000.00      | $315381751.40      | Agency Mortgage-Backed Securities  |
| 4.625 FMNT 25-27 90                     | 2027-01-07      | 4.6250%  | 0.0000% | $14998000.00       | $15330306.10       | Agency Mortgage-Backed Securities  |
| 4.50 FMNT GB25-27Z7                     | 2027-05-19      | 4.5000%  | 0.0000% | $172200000.00      | $173122475.40      | Agency Mortgage-Backed Securities  |
| 6.21 FNPR GDED 08/38                    | 2038-08-06      | 0.0000%  | 0.0000% | $2093000.00        | $1096501.77        | Agency Mortgage-Backed Securities  |
| 7.25 FNPR BB 05/30                      | 2030-05-15      | 0.0000%  | 0.0000% | $624101000.00      | $512607228.70      | Agency Mortgage-Backed Securities  |
| 5.625 FNPR A 07/37                      | 2037-07-15      | 0.0000%  | 0.0000% | $8277000.00        | $4679567.49        | Agency Mortgage-Backed Securities  |
| 6.625 FNSM BB 11/30                     | 2030-11-15      | 6.6250%  | 0.0000% | $24000.00          | $27223.93          | Agency Mortgage-Backed Securities  |
| 4.80 FNNT B 25-29                       | 2029-12-10      | 4.8000%  | 0.0000% | $28797000.00       | $28860257.41       | Agency Mortgage-Backed Securities  |
| FNMS 07.500 I4BF0589                    | 2061-12-01      | 7.5000%  | 0.0000% | $8005678.06        | $9059310.69        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 U6BF0728                    | 2057-04-01      | 3.0000%  | 0.0000% | $3373262.54        | $2885136.83        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM1822                    | 2047-09-01      | 3.5000%  | 0.0000% | $560216.85         | $518138.65         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD4525                    | 2053-07-01      | 5.0000%  | 0.0000% | $38923.81          | $38882.85          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7504                    | 2049-08-01      | 3.5000%  | 0.0000% | $27657.17          | $25214.91          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7524                    | 2050-08-01      | 3.0000%  | 0.0000% | $26292450.52       | $23266522.51       | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN7320                    | 2027-11-01      | 2.9900%  | 0.0000% | $9366223.08        | $9163955.85        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAR2630                    | 2043-02-01      | 3.0000%  | 0.0000% | $22330072.20       | $20206430.24       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7061                    | 2052-04-01      | 3.0000%  | 0.0000% | $410650.49         | $355817.01         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS8685                    | 2052-09-01      | 4.5000%  | 0.0000% | $8440748.15        | $8129579.96        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS8779                    | 2052-10-01      | 4.0000%  | 0.0000% | $28305666.63       | $26809859.97       | Agency Mortgage-Backed Securities  |
| GNMI SF AX2578 X                        | 2046-12-15      | 2.5000%  | 0.0000% | $384194.95         | $328020.61         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8264                    | 2052-11-01      | 3.5000%  | 0.0000% | $2424828.39        | $2187361.17        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8265                    | 2052-11-01      | 4.0000%  | 0.0000% | $130995.28         | $122170.42         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8268                    | 2052-11-01      | 5.5000%  | 0.0000% | $22572.93          | $22714.36          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8432                    | 2054-05-01      | 6.0000%  | 0.0000% | $42349.10          | $43249.58          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3960                    | 2053-10-01      | 6.0000%  | 0.0000% | $2179181.93        | $2237395.15        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS9656                    | 2047-05-01      | 4.5000%  | 0.0000% | $19487070.02       | $19011488.08       | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD736569                    | 2033-10-01      | 7.0000%  | 0.0000% | $164250.02         | $169570.39         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW6288                    | 2052-08-01      | 4.5000%  | 0.0000% | $2288604.95        | $2197095.08        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW9886                    | 2052-10-01      | 4.5000%  | 0.0000% | $647148.63         | $620584.48         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX5766                    | 2053-01-01      | 5.5000%  | 0.0000% | $538652.18         | $542814.64         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX8625                    | 2053-04-01      | 5.0000%  | 0.0000% | $157337.41         | $155283.81         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS924713                    | 2033-08-01      | 5.1660%  | 0.0000% | $85633.19          | $85377.87          | Agency Mortgage-Backed Securities  |
| GNII SF MA8044 M                        | 2052-05-20      | 3.5000%  | 0.0000% | $16448144.59       | $14930136.18       | Agency Mortgage-Backed Securities  |
| FHDN 07/10/25                           | 2025-07-10      | 0.0000%  | 0.0000% | $210000.00         | $209685.00         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank Discount Notes   | 2025-08-15      | 0.0000%  | 0.0000% | $1426000.00        | $1417871.80        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA4490                    | 2049-11-01      | 3.5000%  | 0.0000% | $586705.60         | $540829.00         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQD9922                    | 2052-04-01      | 3.5000%  | 0.0000% | $2336321.58        | $2144576.04        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA3526                    | 2053-10-01      | 6.0000%  | 0.0000% | $8836815.01        | $9046780.68        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA2768                    | 2054-04-01      | 5.5000%  | 0.0000% | $2280215.38        | $2292486.49        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2430                    | 2048-10-01      | 4.0000%  | 0.0000% | $20091154.02       | $19017547.48       | Agency Mortgage-Backed Securities  |
| GNII SF MA8201 M                        | 2052-08-20      | 4.5000%  | 0.0000% | $5357044.54        | $5178038.89        | Agency Mortgage-Backed Securities  |
| GNII SF MA8269 M                        | 2052-09-20      | 5.0000%  | 0.0000% | $184093192.40      | $182226078.40      | Agency Mortgage-Backed Securities  |
| GNII JM MA8710 M                        | 2051-05-20      | 3.0000%  | 0.0000% | $1501885.87        | $1290769.78        | Agency Mortgage-Backed Securities  |
| GNII SF MA8725 M                        | 2053-03-20      | 5.0000%  | 0.0000% | $17637.10          | $17454.50          | Agency Mortgage-Backed Securities  |
| GNII SF MA8801 M                        | 2053-04-20      | 5.5000%  | 0.0000% | $42289863.73       | $42703693.56       | Agency Mortgage-Backed Securities  |
| GNII SF MA9852 M                        | 2054-08-20      | 6.0000%  | 0.0000% | $12974451.74       | $13233854.27       | Agency Mortgage-Backed Securities  |
| GNII SF MA9171 M                        | 2053-09-20      | 5.5000%  | 0.0000% | $16672522.80       | $16840591.10       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE2358                    | 2052-05-01      | 3.5000%  | 0.0000% | $875.54            | $788.81            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB1261                    | 2051-08-01      | 2.0000%  | 0.0000% | $752396.36         | $604239.07         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 GLCB5339                    | 2052-11-01      | 5.0000%  | 0.0000% | $2399883.03        | $2393275.62        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4555                    | 2052-09-01      | 4.5000%  | 0.0000% | $1117691.39        | $1072911.08        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5902                    | 2053-03-01      | 5.5000%  | 0.0000% | $208615.48         | $210325.41         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4656                    | 2052-07-01      | 4.5000%  | 0.0000% | $77380662.31       | $74254560.93       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4782                    | 2052-10-01      | 3.5000%  | 0.0000% | $280812.12         | $253312.03         | Agency Mortgage-Backed Securities  |
| GNII SF MA9241 M                        | 2053-10-20      | 5.5000%  | 0.0000% | $82053262.18       | $82807787.55       | Agency Mortgage-Backed Securities  |
| GNII SF CN3502 C                        | 2052-05-20      | 5.0000%  | 0.0000% | $1403610.24        | $1397634.76        | Agency Mortgage-Backed Securities  |
| GNII ET CO7150 C                        | 2062-04-20      | 3.0000%  | 0.0000% | $604704.31         | $522462.51         | Agency Mortgage-Backed Securities  |
| GNII ET CO6357 C                        | 2062-06-20      | 3.0000%  | 0.0000% | $1038407.93        | $897131.14         | Agency Mortgage-Backed Securities  |
| GNII SF BT1021 C                        | 2050-08-20      | 4.0000%  | 0.0000% | $1209658.91        | $1162955.46        | Agency Mortgage-Backed Securities  |
| GNII SP 786017 C                        | 2052-03-20      | 3.0000%  | 0.0000% | $746492.95         | $663468.50         | Agency Mortgage-Backed Securities  |
| GNII SP 787264 C                        | 2049-04-20      | 4.5000%  | 0.0000% | $5077799.92        | $4897929.01        | Agency Mortgage-Backed Securities  |
| GNII SP 786905 C                        | 2053-07-20      | 6.0000%  | 0.0000% | $4105125.05        | $4222528.88        | Agency Mortgage-Backed Securities  |
| GNII SP 787544 M                        | 2053-09-20      | 3.5000%  | 0.0000% | $131111.96         | $119000.55         | Agency Mortgage-Backed Securities  |
| GNII SP 787673 C                        | 2051-06-20      | 3.5000%  | 0.0000% | $62248.27          | $56799.95          | Agency Mortgage-Backed Securities  |
| 5.375 TVBD 56 A                         | 2056-04-01      | 5.3750%  | 0.0000% | $814000.00         | $810456.00         | Agency Mortgage-Backed Securities  |
| 3.50 TVBD 42 B                          | 2042-12-15      | 3.5000%  | 0.0000% | $804000.00         | $649662.82         | Agency Mortgage-Backed Securities  |
| TVIN 09/15/26                           | 2026-09-15      | 0.0000%  | 0.0000% | $11000.00          | $10483.88          | Agency Mortgage-Backed Securities  |
| 8.875 RFBD 30 B                         | 2030-04-15      | 8.8750%  | 0.0000% | $1000.00           | $1226.49           | Corporate Debt Securities          |
| 8.625 RFPR 30 A                         | 2030-01-15      | 0.0000%  | 0.0000% | $400000.00         | $332995.20         | Corporate Debt Securities          |
| 8.875 RFPR 30 B                         | 2030-04-15      | 0.0000%  | 0.0000% | $235159000.00      | $193507637.90      | Corporate Debt Securities          |
| TINT 02/15/34                           | 2034-02-15      | 0.0000%  | 0.0000% | $978338.20         | $672512.61         | U.S. Treasuries (including strips) |
| TINT 08/15/34                           | 2034-08-15      | 0.0000%  | 0.0000% | $93717240.00       | $62759061.81       | U.S. Treasuries (including strips) |
| TINT 05/15/26                           | 2026-05-15      | 0.0000%  | 0.0000% | $145500.00         | $140552.27         | U.S. Treasuries (including strips) |
| TINT 11/15/26                           | 2026-11-15      | 0.0000%  | 0.0000% | $12524848.33       | $11885542.50       | U.S. Treasuries (including strips) |
| TINT 02/15/27                           | 2027-02-15      | 0.0000%  | 0.0000% | $3238729.29        | $3047430.51        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29                         | 2029-05-31      | 4.5000%  | 0.0000% | $121600.00         | $125210.98         | U.S. Treasuries (including strips) |
| 0 1/8 TRIN X 26                         | 2026-04-15      | 0.1250%  | 0.0000% | $8012794.24        | $7923664.42        | U.S. Treasuries (including strips) |
| 6 1/8 TPRN 29                           | 2029-08-15      | 0.0000%  | 0.0000% | $187600.00         | $160660.45         | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 40                           | 2040-02-15      | 2.1250%  | 0.0000% | $25743847.12       | $25465960.91       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47                           | 2047-08-15      | 2.7500%  | 0.0000% | $162600.00         | $116455.51         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27                        | 2027-10-31      | 4.1250%  | 0.0000% | $38470000.00       | $39055037.76       | U.S. Treasuries (including strips) |
| 4 NOTE V 28                             | 2028-02-29      | 4.0000%  | 0.0000% | $9155700.00        | $9338666.32        | U.S. Treasuries (including strips) |
| TINT 02/15/28                           | 2028-02-15      | 0.0000%  | 0.0000% | $257421.80         | $232946.91         | U.S. Treasuries (including strips) |
| TINT 11/15/28                           | 2028-11-15      | 0.0000%  | 0.0000% | $131950267.20      | $116000778.60      | U.S. Treasuries (including strips) |
| TINT 11/15/29                           | 2029-11-15      | 0.0000%  | 0.0000% | $141442.75         | $119271.32         | U.S. Treasuries (including strips) |
| TINT 02/15/30                           | 2030-02-15      | 0.0000%  | 0.0000% | $582876.80         | $486357.65         | U.S. Treasuries (including strips) |
| TINT 08/15/30                           | 2030-08-15      | 0.0000%  | 0.0000% | $257421.80         | $210102.01         | U.S. Treasuries (including strips) |
| 2 1/4 TPRN F 25                         | 2025-11-15      | 0.0000%  | 0.0000% | $4320000.00        | $4251579.84        | U.S. Treasuries (including strips) |
| 0 3/8 TRIN D 25                         | 2025-07-15      | 0.3750%  | 0.0000% | $5373873.50        | $5378600.43        | U.S. Treasuries (including strips) |

### Security 257: 2020 Sheu Family Exempt Trust

- **C.1 - Title:** 2020 Sheu Family Exempt Trust 4.400000%
- **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:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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. 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PBJ9, C.4 - ISIN: US90376PBJ93, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $900000.66
- **C.18.a - Value (excl. sponsor support):** $900000.66
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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. 4.600000%
- **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:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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. 4.600000%
- **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:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 910BVL005, C.3 - LEI: N/A, C.5 - Other ID: 910BVL005_4.40_0701
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| T 4.125 10/31/2029 | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50990319.29       | U.S. Treasuries (including strips) |
| T 4.125 10/31/2029 | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50990319.29       | U.S. Treasuries (including strips) |
| T 4.125 10/31/2029 | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50990319.29       | U.S. Treasuries (including strips) |
| T 4.125 10/31/2029 | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50990319.29       | U.S. Treasuries (including strips) |
| T 4.375 05/15/2034 | 2034-05-15      | 4.3750%  | 0.0000% | $50000000.00       | $50886718.75       | U.S. Treasuries (including strips) |
| T 4.375 05/15/2034 | 2034-05-15      | 4.3750%  | 0.0000% | $50000000.00       | $50886718.75       | U.S. Treasuries (including strips) |
| T 4.375 05/15/2034 | 2034-05-15      | 4.3750%  | 0.0000% | $10000000.00       | $10177343.75       | U.S. Treasuries (including strips) |
| T 4.125 10/31/2029 | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50990319.29       | U.S. Treasuries (including strips) |
| T 4.125 10/31/2029 | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50990319.29       | U.S. Treasuries (including strips) |
| T 4.125 10/31/2029 | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50990319.29       | U.S. Treasuries (including strips) |
| T 4.125 10/31/2029 | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50990319.29       | U.S. Treasuries (including strips) |
| T 4.125 10/31/2029 | 2029-10-31      | 4.1250%  | 0.0000% | $10580000.00       | $10789551.56       | U.S. Treasuries (including strips) |
| T 3.750 12/31/2028 | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $49992187.50       | U.S. Treasuries (including strips) |
| T 3.750 12/31/2028 | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $49992187.50       | U.S. Treasuries (including strips) |
| T 3.750 12/31/2028 | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $49992187.50       | U.S. Treasuries (including strips) |
| T 3.750 12/31/2028 | 2028-12-31      | 3.7500%  | 0.0000% | $30000000.00       | $29995312.50       | U.S. Treasuries (including strips) |
| T 3 3/4 12/31/28   | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $49992187.50       | U.S. Treasuries (including strips) |
| T 3.750 12/31/2028 | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $49992187.50       | U.S. Treasuries (including strips) |
| T 3.750 12/31/2028 | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $49992187.50       | U.S. Treasuries (including strips) |
| T 3.750 12/31/2028 | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $49992187.50       | U.S. Treasuries (including strips) |
| T 3.750 12/31/2028 | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $49992187.50       | U.S. Treasuries (including strips) |
| T 3.750 12/31/2028 | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $49992187.50       | U.S. Treasuries (including strips) |
| T 1.875 02/15/2032 | 2032-02-15      | 1.8750%  | 0.0000% | $50000000.00       | $44154307.67       | U.S. Treasuries (including strips) |
| T 1.875 02/15/2032 | 2032-02-15      | 1.8750%  | 0.0000% | $50000000.00       | $44154307.67       | U.S. Treasuries (including strips) |
| T 1.875 02/15/2032 | 2032-02-15      | 1.8750%  | 0.0000% | $50000000.00       | $44154307.67       | U.S. Treasuries (including strips) |
| T 1.875 02/15/2032 | 2032-02-15      | 1.8750%  | 0.0000% | $50000000.00       | $44154307.67       | U.S. Treasuries (including strips) |
| T 1.875 02/15/2032 | 2032-02-15      | 1.8750%  | 0.0000% | $50000000.00       | $44154307.67       | U.S. Treasuries (including strips) |
| T 1.875 02/15/2032 | 2032-02-15      | 1.8750%  | 0.0000% | $35001000.00       | $30908898.45       | U.S. Treasuries (including strips) |
| T 1.875 02/15/2032 | 2032-02-15      | 1.8750%  | 0.0000% | $50000000.00       | $44154307.67       | U.S. Treasuries (including strips) |
| T 1.875 02/15/2032 | 2032-02-15      | 1.8750%  | 0.0000% | $50000000.00       | $44154307.67       | U.S. Treasuries (including strips) |
| T 1.875 02/15/2032 | 2032-02-15      | 1.8750%  | 0.0000% | $50000000.00       | $44154307.67       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE J 30    | 2030-03-31      | 3.6250%  | 0.0000% | $50000000.00       | $50014623.18       | U.S. Treasuries (including strips) |
| T 3.625 03/31/2030 | 2030-03-31      | 3.6250%  | 0.0000% | $50000000.00       | $50014623.18       | U.S. Treasuries (including strips) |
| T 3.625 03/31/2030 | 2030-03-31      | 3.6250%  | 0.0000% | $50000000.00       | $50014623.18       | U.S. Treasuries (including strips) |
| T 3.625 03/31/2030 | 2030-03-31      | 3.6250%  | 0.0000% | $50000000.00       | $50014623.18       | U.S. Treasuries (including strips) |
| T 3.625 03/31/2030 | 2030-03-31      | 3.6250%  | 0.0000% | $50000000.00       | $50014623.18       | U.S. Treasuries (including strips) |
| T 3.625 03/31/2030 | 2030-03-31      | 3.6250%  | 0.0000% | $29064000.00       | $29072500.16       | U.S. Treasuries (including strips) |
| T 4.250 08/15/2054 | 2054-08-15      | 4.2500%  | 0.0000% | $50000000.00       | $46097159.88       | U.S. Treasuries (including strips) |
| T 4.250 08/15/2054 | 2054-08-15      | 4.2500%  | 0.0000% | $50000000.00       | $46097159.88       | U.S. Treasuries (including strips) |
| T 4.250 08/15/2054 | 2054-08-15      | 4.2500%  | 0.0000% | $50000000.00       | $46097159.88       | U.S. Treasuries (including strips) |
| T 4.250 08/15/2054 | 2054-08-15      | 4.2500%  | 0.0000% | $50000000.00       | $46097159.88       | U.S. Treasuries (including strips) |
| T 4.250 08/15/2054 | 2054-08-15      | 4.2500%  | 0.0000% | $50000000.00       | $46097159.88       | U.S. Treasuries (including strips) |
| T 4.250 08/15/2054 | 2054-08-15      | 4.2500%  | 0.0000% | $50000000.00       | $46097159.88       | U.S. Treasuries (including strips) |
| T 4.250 08/15/2054 | 2054-08-15      | 4.2500%  | 0.0000% | $50000000.00       | $46097159.88       | U.S. Treasuries (including strips) |
| T 4.250 08/15/2054 | 2054-08-15      | 4.2500%  | 0.0000% | $47130000.00       | $43451182.90       | U.S. Treasuries (including strips) |

### Security 262: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 910QDQ001, C.3 - LEI: N/A, C.5 - Other ID: 910QDQ001_4.35_0707
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.500 CLAL0675 | 2041-09-01      | 5.5000%  | 0.0000% | $17769.91          | $18313.50          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLAL1469 | 2039-02-01      | 7.0000%  | 0.0000% | $6382.04           | $6818.98           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL2688 | 2040-10-01      | 6.0000%  | 0.0000% | $3654.07           | $3846.09           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL2489 | 2042-03-01      | 4.0000%  | 0.0000% | $2607.55           | $2519.35           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT256041 | 2025-12-01      | 5.5000%  | 0.0000% | $717.14            | $719.30            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT256213 | 2026-04-01      | 6.0000%  | 0.0000% | $758.10            | $773.45            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT256275 | 2026-06-01      | 6.0000%  | 0.0000% | $811.90            | $828.35            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT256247 | 2026-05-01      | 6.0000%  | 0.0000% | $1188.85           | $1212.92           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT256311 | 2026-07-01      | 6.0000%  | 0.0000% | $870.36            | $887.98            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT257075 | 2028-02-01      | 5.5000%  | 0.0000% | $38127.87          | $38575.48          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL323632 | 2029-04-01      | 6.5000%  | 0.0000% | $7654.71           | $7943.09           | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL326491 | 2025-10-01      | 8.0000%  | 0.0000% | $666.78            | $670.33            | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL365844 | 2026-12-01      | 8.0000%  | 0.0000% | $829.14            | $835.47            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL545121 | 2031-08-01      | 6.5000%  | 0.0000% | $7041.68           | $7306.96           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL619118 | 2031-11-01      | 6.5000%  | 0.0000% | $13900.07          | $14423.73          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL620196 | 2032-01-01      | 7.0000%  | 0.0000% | $1275.41           | $1351.29           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL633698 | 2031-02-01      | 7.5000%  | 0.0000% | $719.24            | $749.11            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAH9708 | 2041-04-01      | 4.5000%  | 0.0000% | $3607.94           | $3593.40           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI9748 | 2041-08-01      | 4.5000%  | 0.0000% | $1471.55           | $1438.02           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL4302 | 2038-07-01      | 6.0000%  | 0.0000% | $7316.94           | $7700.81           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAL4324 | 2040-05-01      | 6.5000%  | 0.0000% | $158880.28         | $169107.57         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL5376 | 2044-05-01      | 4.0000%  | 0.0000% | $428511.31         | $412464.51         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTBM3906 | 2032-02-01      | 5.0000%  | 0.0000% | $29411.29          | $29785.31          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRBM5357 | 2044-12-01      | 4.0000%  | 0.0000% | $1172952.20        | $1122928.39        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBM5152 | 2049-01-01      | 5.5000%  | 0.0000% | $317422.94         | $323418.60         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN3960 | 2049-01-01      | 4.5000%  | 0.0000% | $15219.83          | $14815.51          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBN5294 | 2034-02-01      | 4.0000%  | 0.0000% | $397889.19         | $397503.32         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN6064 | 2049-05-01      | 5.0000%  | 0.0000% | $48570.15          | $48409.71          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN6594 | 2049-05-01      | 4.0000%  | 0.0000% | $20946.42          | $19793.09          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN8854 | 2049-04-01      | 4.0000%  | 0.0000% | $9042.08           | $8489.06           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO2878 | 2049-11-01      | 3.0000%  | 0.0000% | $492268.40         | $431614.37         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO9355 | 2050-03-01      | 3.0000%  | 0.0000% | $1759552.31        | $1541990.12        | Agency Mortgage-Backed Securities |
| FNMS 02.500 REBP1583 | 2050-02-01      | 2.5000%  | 0.0000% | $113771.23         | $95795.82          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBP3857 | 2050-03-01      | 2.5000%  | 0.0000% | $4250242.01        | $3567754.68        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP4773 | 2050-05-01      | 3.0000%  | 0.0000% | $97194.14          | $85095.09          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ2943 | 2050-11-01      | 2.0000%  | 0.0000% | $135656.74         | $108911.08         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBQ5687 | 2050-11-01      | 2.5000%  | 0.0000% | $1240187.44        | $1030202.48        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBQ5882 | 2050-11-01      | 2.5000%  | 0.0000% | $111350.57         | $93059.00          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR0772 | 2051-01-01      | 2.0000%  | 0.0000% | $883505.77         | $699494.59         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS1977 | 2051-11-01      | 2.0000%  | 0.0000% | $55363.10          | $43980.51          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2009 | 2052-05-01      | 3.0000%  | 0.0000% | $1555.50           | $1370.19           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS2805 | 2052-09-01      | 2.5000%  | 0.0000% | $6749781.91        | $5604235.18        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3152 | 2052-08-01      | 4.5000%  | 0.0000% | $19705.92          | $18979.46          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3154 | 2052-07-01      | 4.5000%  | 0.0000% | $39553.73          | $38213.30          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS3196 | 2052-04-01      | 2.0000%  | 0.0000% | $8938.07           | $7197.20           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS3213 | 2052-07-01      | 3.5000%  | 0.0000% | $137009.68         | $123444.28         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS3272 | 2037-09-01      | 3.0000%  | 0.0000% | $546886.75         | $524996.33         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3368 | 2052-03-01      | 2.5000%  | 0.0000% | $7823813.85        | $6560212.28        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS3938 | 2035-08-01      | 3.0000%  | 0.0000% | $3835503.12        | $3715193.62        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS4061 | 2037-10-01      | 3.0000%  | 0.0000% | $481551.30         | $458859.00         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFS4267 | 2038-03-01      | 4.5000%  | 0.0000% | $102219.94         | $102197.96         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS5295 | 2053-06-01      | 2.5000%  | 0.0000% | $697538.42         | $580452.34         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS5314 | 2052-05-01      | 2.0000%  | 0.0000% | $8947.58           | $7084.43           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS4610 | 2040-06-01      | 6.5000%  | 0.0000% | $70685.88          | $75023.74          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS4793 | 2038-03-01      | 2.0000%  | 0.0000% | $949474.65         | $866600.81         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS5020 | 2052-11-01      | 4.5000%  | 0.0000% | $62030.71          | $59545.45          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5579 | 2053-08-01      | 6.0000%  | 0.0000% | $902023.29         | $928960.71         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS5619 | 2053-07-01      | 4.5000%  | 0.0000% | $8480564.80        | $8247764.81        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTFS6136 | 2043-03-01      | 2.5000%  | 0.0000% | $602883.27         | $536713.15         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6451 | 2053-08-01      | 5.5000%  | 0.0000% | $560978.19         | $565879.77         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7963 | 2054-12-01      | 5.5000%  | 0.0000% | $2490896.56        | $2502657.46        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC8553 | 2054-12-01      | 5.0000%  | 0.0000% | $1746884.29        | $1717174.65        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8828 | 2054-12-01      | 5.5000%  | 0.0000% | $2413584.85        | $2436172.52        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC9083 | 2055-06-01      | 5.5000%  | 0.0000% | $6791323.00        | $6812896.02        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDC9111 | 2040-06-01      | 5.5000%  | 0.0000% | $2094710.00        | $2161021.30        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC9153 | 2054-12-01      | 5.0000%  | 0.0000% | $1896575.36        | $1871191.18        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC9224 | 2054-12-01      | 5.5000%  | 0.0000% | $2362138.46        | $2371092.27        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDC9247 | 2039-12-01      | 4.5000%  | 0.0000% | $1803058.67        | $1799185.70        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC9335 | 2054-12-01      | 6.0000%  | 0.0000% | $1285430.56        | $1315863.56        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC9339 | 2054-12-01      | 4.5000%  | 0.0000% | $8322836.90        | $7988134.01        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC9638 | 2055-01-01      | 5.0000%  | 0.0000% | $2777621.23        | $2733323.11        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDC9691 | 2039-12-01      | 6.0000%  | 0.0000% | $971276.77         | $1012635.03        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0136 | 2055-01-01      | 6.0000%  | 0.0000% | $1050854.44        | $1089776.33        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD0162 | 2040-03-01      | 5.0000%  | 0.0000% | $1186436.23        | $1198659.82        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD0221 | 2055-03-01      | 5.5000%  | 0.0000% | $1308046.22        | $1315436.10        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD0476 | 2055-02-01      | 5.5000%  | 0.0000% | $1868072.79        | $1874004.96        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0566 | 2055-03-01      | 6.0000%  | 0.0000% | $2064598.24        | $2136349.91        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0738 | 2055-02-01      | 6.0000%  | 0.0000% | $2440143.52        | $2523372.75        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD1120 | 2055-02-01      | 5.5000%  | 0.0000% | $1277410.03        | $1293886.77        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDD1532 | 2055-01-01      | 4.5000%  | 0.0000% | $2370002.51        | $2274543.55        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2576 | 2055-02-01      | 6.0000%  | 0.0000% | $2048239.67        | $2115895.76        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD2600 | 2055-02-01      | 5.0000%  | 0.0000% | $1329206.73        | $1313293.17        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2674 | 2055-04-01      | 6.0000%  | 0.0000% | $1310729.68        | $1361296.76        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD1813 | 2055-02-01      | 5.0000%  | 0.0000% | $2596029.99        | $2552351.21        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD1935 | 2055-02-01      | 5.5000%  | 0.0000% | $1153180.06        | $1174309.27        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD2721 | 2055-06-01      | 6.5000%  | 0.0000% | $1134871.00        | $1196594.49        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2800 | 2055-06-01      | 6.0000%  | 0.0000% | $1238174.00        | $1268964.09        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3425 | 2055-03-01      | 6.0000%  | 0.0000% | $9669967.21        | $9971509.02        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD4399 | 2055-03-01      | 5.5000%  | 0.0000% | $1381726.01        | $1386113.76        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3835 | 2055-03-01      | 6.0000%  | 0.0000% | $1246160.77        | $1283744.15        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3856 | 2055-03-01      | 6.0000%  | 0.0000% | $4161997.32        | $4278959.16        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4045 | 2055-03-01      | 6.0000%  | 0.0000% | $1084693.75        | $1118586.45        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD4118 | 2055-03-01      | 6.5000%  | 0.0000% | $1073888.11        | $1133930.39        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD4281 | 2055-03-01      | 5.5000%  | 0.0000% | $3515133.22        | $3539607.54        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4943 | 2055-04-01      | 6.0000%  | 0.0000% | $1079647.27        | $1121292.86        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD5005 | 2055-05-01      | 5.5000%  | 0.0000% | $10583250.43       | $10640405.86       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD5191 | 2055-04-01      | 6.5000%  | 0.0000% | $1112949.02        | $1173140.77        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6066 | 2055-05-01      | 6.0000%  | 0.0000% | $4345230.51        | $4458307.89        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7143 | 2053-09-01      | 6.5000%  | 0.0000% | $909165.14         | $948355.72         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICB7186 | 2038-09-01      | 6.0000%  | 0.0000% | $1641852.15        | $1696175.02        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6755 | 2053-07-01      | 6.0000%  | 0.0000% | $54474.81          | $55967.60          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7753 | 2054-01-01      | 5.5000%  | 0.0000% | $2768754.81        | $2814346.67        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8151 | 2054-03-01      | 5.5000%  | 0.0000% | $393212.08         | $395288.46         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9472 | 2054-11-01      | 5.0000%  | 0.0000% | $383508.36         | $377340.70         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9602 | 2054-09-01      | 5.5000%  | 0.0000% | $338352.21         | $339426.67         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9949 | 2055-02-01      | 4.5000%  | 0.0000% | $19000002.13       | $18208937.05       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0004 | 2054-11-01      | 6.0000%  | 0.0000% | $21605831.03       | $22406010.18       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0095 | 2054-12-01      | 6.0000%  | 0.0000% | $13430.42          | $13809.20          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0175 | 2045-02-01      | 3.5000%  | 0.0000% | $4388841.47        | $4088642.28        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0178 | 2054-08-01      | 5.5000%  | 0.0000% | $11452268.21       | $11585315.58       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA0467 | 2052-09-01      | 2.5000%  | 0.0000% | $11225486.93       | $9362784.51        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0682 | 2050-03-01      | 5.0000%  | 0.0000% | $9959700.83        | $9969369.49        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5605 | 2055-01-01      | 3.5000%  | 0.0000% | $5184501.95        | $4670761.58        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5612 | 2055-02-01      | 4.5000%  | 0.0000% | $423139.68         | $405441.44         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5665 | 2055-03-01      | 3.5000%  | 0.0000% | $1428366.24        | $1286824.35        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CNMA5718 | 2035-05-01      | 6.0000%  | 0.0000% | $3124726.59        | $3283129.39        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5693 | 2055-04-01      | 3.5000%  | 0.0000% | $1586803.10        | $1429559.56        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5710 | 2040-05-01      | 4.5000%  | 0.0000% | $31354186.59       | $31224223.49       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CZAD0470 | 2049-02-01      | 5.0000%  | 0.0000% | $268728.79         | $265727.57         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CKAD4765 | 2036-01-01      | 6.0000%  | 0.0000% | $276052.79         | $281725.49         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTAD5222 | 2030-05-01      | 4.5000%  | 0.0000% | $2921.65           | $2935.85           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMC0182 | 2039-10-01      | 4.5000%  | 0.0000% | $452636.40         | $452022.17         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD6354 | 2040-04-01      | 5.0000%  | 0.0000% | $1036839.91        | $1049293.16        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD6521 | 2055-04-01      | 5.5000%  | 0.0000% | $1073509.67        | $1097391.57        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDD6619 | 2040-06-01      | 5.5000%  | 0.0000% | $1254609.00        | $1291204.13        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD6821 | 2055-04-01      | 5.5000%  | 0.0000% | $1904291.68        | $1915638.51        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8060 | 2055-05-01      | 6.0000%  | 0.0000% | $4752303.35        | $4851224.12        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD7322 | 2055-04-01      | 6.5000%  | 0.0000% | $1128504.87        | $1174105.62        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD7415 | 2040-04-01      | 5.0000%  | 0.0000% | $5263376.97        | $5319330.76        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDD8196 | 2040-04-01      | 5.5000%  | 0.0000% | $2831038.00        | $2900977.54        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDD8199 | 2040-04-01      | 6.0000%  | 0.0000% | $1891698.63        | $1955886.49        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD8218 | 2040-04-01      | 5.0000%  | 0.0000% | $2285179.43        | $2310176.50        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD8557 | 2040-05-01      | 5.0000%  | 0.0000% | $1746513.09        | $1766421.20        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD8560 | 2055-05-01      | 5.5000%  | 0.0000% | $2541309.93        | $2561166.60        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD8561 | 2055-05-01      | 5.5000%  | 0.0000% | $2187608.34        | $2202502.79        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD9164 | 2055-05-01      | 6.5000%  | 0.0000% | $1808988.19        | $1910141.59        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD9608 | 2055-05-01      | 6.0000%  | 0.0000% | $1365975.49        | $1418795.49        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDE0128 | 2040-05-01      | 6.5000%  | 0.0000% | $774298.94         | $808310.88         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0617 | 2050-06-01      | 6.0000%  | 0.0000% | $1600041.22        | $1636709.90        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0761 | 2055-06-01      | 6.0000%  | 0.0000% | $1522093.00        | $1578092.83        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE1027 | 2055-06-01      | 5.5000%  | 0.0000% | $3600935.00        | $3617310.45        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE1118 | 2055-06-01      | 5.5000%  | 0.0000% | $5250906.00        | $5269465.62        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1157 | 2055-06-01      | 6.0000%  | 0.0000% | $12866983.00       | $13190887.85       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE1314 | 2055-06-01      | 5.5000%  | 0.0000% | $4321963.00        | $4363948.95        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE1327 | 2055-06-01      | 5.0000%  | 0.0000% | $2546223.00        | $2524640.65        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE1333 | 2055-06-01      | 5.5000%  | 0.0000% | $5453837.00        | $5506818.60        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2051 | 2055-06-01      | 5.5000%  | 0.0000% | $1525819.00        | $1540594.35        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2056 | 2055-06-01      | 6.0000%  | 0.0000% | $4548553.00        | $4659038.87        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2115 | 2055-07-01      | 5.5000%  | 0.0000% | $4309710.00        | $4339052.90        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE2090 | 2055-07-01      | 5.0000%  | 0.0000% | $1650664.00        | $1628858.36        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2154 | 2055-06-01      | 6.0000%  | 0.0000% | $1014083.00        | $1056017.70        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE2171 | 2055-06-01      | 6.5000%  | 0.0000% | $1041250.00        | $1099476.82        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2402 | 2055-06-01      | 6.0000%  | 0.0000% | $4904158.00        | $5039710.56        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2399 | 2055-06-01      | 6.0000%  | 0.0000% | $1318651.00        | $1360585.86        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA0767 | 2040-03-01      | 6.0000%  | 0.0000% | $26864168.32       | $28009235.58       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA1685 | 2052-09-01      | 3.5000%  | 0.0000% | $10526724.48       | $9496952.34        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFM0068 | 2040-02-01      | 3.5000%  | 0.0000% | $269007.84         | $258499.97         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM1727 | 2049-09-01      | 5.0000%  | 0.0000% | $178791.52         | $179037.86         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM1534 | 2049-09-01      | 4.5000%  | 0.0000% | $14142.01          | $13767.87          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM1578 | 2034-09-01      | 3.5000%  | 0.0000% | $232585.65         | $228605.28         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM1626 | 2048-11-01      | 4.0000%  | 0.0000% | $4771.34           | $4520.71           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM1646 | 2034-06-01      | 3.5000%  | 0.0000% | $1441943.94        | $1419388.25        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM1843 | 2034-11-01      | 3.5000%  | 0.0000% | $341466.64         | $335613.03         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM3241 | 2050-03-01      | 3.0000%  | 0.0000% | $43222.47          | $37994.44          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3297 | 2035-05-01      | 3.5000%  | 0.0000% | $356911.49         | $346575.13         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM3371 | 2047-07-01      | 4.5000%  | 0.0000% | $1652.25           | $1649.67           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFM3464 | 2027-03-01      | 5.0000%  | 0.0000% | $633.30            | $639.83            | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFM4370 | 2035-09-01      | 1.5000%  | 0.0000% | $165942.49         | $148048.47         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3841 | 2035-07-01      | 3.5000%  | 0.0000% | $563996.05         | $556832.99         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3941 | 2035-07-01      | 3.0000%  | 0.0000% | $605826.81         | $583855.09         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFM5377 | 2034-03-01      | 4.0000%  | 0.0000% | $84445.88          | $82707.33          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFM4742 | 2035-03-01      | 4.0000%  | 0.0000% | $14362.65          | $14343.87          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM5428 | 2035-10-01      | 2.0000%  | 0.0000% | $67768.36          | $62478.37          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM5410 | 2050-12-01      | 2.0000%  | 0.0000% | $5568768.00        | $4405514.24        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM5444 | 2050-12-01      | 2.0000%  | 0.0000% | $116856.86         | $92445.59          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFM5754 | 2037-03-01      | 3.5000%  | 0.0000% | $35725.82          | $34693.29          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM5798 | 2036-01-01      | 2.0000%  | 0.0000% | $25938.10          | $23817.58          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM6004 | 2051-02-01      | 2.0000%  | 0.0000% | $48386.68          | $38846.33          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFM6134 | 2040-03-01      | 3.0000%  | 0.0000% | $177200.15         | $166736.95         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2475 | 2055-07-01      | 5.5000%  | 0.0000% | $2168312.00        | $2181232.01        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2916 | 2055-07-01      | 5.5000%  | 0.0000% | $1354339.00        | $1371201.27        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2918 | 2055-07-01      | 5.5000%  | 0.0000% | $2906485.00        | $2915717.61        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3000 | 2055-06-01      | 6.0000%  | 0.0000% | $1242543.00        | $1281290.87        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE3070 | 2055-07-01      | 6.5000%  | 0.0000% | $2040934.00        | $2150385.44        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3298 | 2055-07-01      | 6.0000%  | 0.0000% | $4792622.00        | $4931077.65        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC1128 | 2046-06-01      | 3.5000%  | 0.0000% | $52134.10          | $47927.27          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD1437 | 2046-08-01      | 3.5000%  | 0.0000% | $94909.44          | $87483.77          | Agency Mortgage-Backed Securities |
| FNMS 04.000 U3BF0172 | 2041-01-01      | 4.0000%  | 0.0000% | $8422.76           | $8198.99           | Agency Mortgage-Backed Securities |
| FNMS 03.500 I3BF0318 | 2048-08-01      | 3.5000%  | 0.0000% | $1149756.36        | $1047597.56        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH4095 | 2047-10-01      | 4.0000%  | 0.0000% | $5124.08           | $4856.61           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CJBJ6649 | 2032-11-01      | 2.5000%  | 0.0000% | $239462.80         | $230684.31         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBK0433 | 2049-12-01      | 3.5000%  | 0.0000% | $1351769.09        | $1221552.42        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBK0705 | 2035-01-01      | 3.0000%  | 0.0000% | $649970.59         | $621642.71         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CRBM1145 | 2043-03-01      | 3.0000%  | 0.0000% | $237578.68         | $214448.42         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7100 | 2050-06-01      | 3.5000%  | 0.0000% | $344729.03         | $315236.58         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7031 | 2051-01-01      | 4.0000%  | 0.0000% | $6473.01           | $6111.90           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTFM7224 | 2038-11-01      | 4.5000%  | 0.0000% | $494941.64         | $498289.92         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM7210 | 2051-04-01      | 2.0000%  | 0.0000% | $3101986.52        | $2454047.02        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM7531 | 2051-05-01      | 3.0000%  | 0.0000% | $56426.09          | $49381.67          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  | 0.0000% | $97136.38          | $88469.33          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8968 | 2048-04-01      | 3.0000%  | 0.0000% | $48061.08          | $43437.45          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8613 | 2050-11-01      | 3.0000%  | 0.0000% | $201222.14         | $178446.54         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9841 | 2051-12-01      | 2.5000%  | 0.0000% | $242828.24         | $202357.00         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM9152 | 2050-07-01      | 5.0000%  | 0.0000% | $56891.93          | $56731.25          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM9414 | 2047-05-01      | 3.5000%  | 0.0000% | $98671747.25       | $90961876.74       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM9627 | 2036-11-01      | 2.0000%  | 0.0000% | $13296511.03       | $12154993.74       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM9746 | 2036-08-01      | 2.5000%  | 0.0000% | $136244.81         | $127423.49         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0007 | 2050-08-01      | 3.0000%  | 0.0000% | $204176.60         | $178073.98         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS1112 | 2052-03-01      | 2.0000%  | 0.0000% | $154026.22         | $124313.97         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1556 | 2052-05-01      | 3.5000%  | 0.0000% | $155000.15         | $141708.80         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS1598 | 2052-04-01      | 2.0000%  | 0.0000% | $121639.24         | $96420.64          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1630 | 2051-09-01      | 2.5000%  | 0.0000% | $277378.14         | $230035.76         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2600 | 2052-05-01      | 3.0000%  | 0.0000% | $1640066.44        | $1433650.41        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1862 | 2052-03-01      | 2.5000%  | 0.0000% | $576494.15         | $481671.75         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL6307 | 2045-02-01      | 4.5000%  | 0.0000% | $4481.26           | $4416.19           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL6470 | 2029-10-01      | 3.5000%  | 0.0000% | $51747.55          | $51282.73          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIAL6741 | 2026-09-01      | 5.0000%  | 0.0000% | $10725.05          | $10835.54          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL9107 | 2046-03-01      | 4.5000%  | 0.0000% | $269195.67         | $264623.39         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL9238 | 2041-10-01      | 3.0000%  | 0.0000% | $19220.06          | $17468.57          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL8743 | 2046-06-01      | 4.5000%  | 0.0000% | $6217.91           | $6090.54           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAO7562 | 2042-10-01      | 3.0000%  | 0.0000% | $2817.27           | $2552.24           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP7882 | 2042-10-01      | 3.5000%  | 0.0000% | $75014.66          | $70588.53          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP9315 | 2042-10-01      | 3.5000%  | 0.0000% | $198938.96         | $187283.81         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAQ8803 | 2043-01-01      | 3.5000%  | 0.0000% | $41664.36          | $38785.33          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS0774 | 2043-10-01      | 3.0000%  | 0.0000% | $93062.25          | $84037.60          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  | 0.0000% | $5262.05           | $5217.66           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAS7530 | 2046-07-01      | 2.5000%  | 0.0000% | $38640.83          | $33017.19          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS7568 | 2046-07-01      | 4.5000%  | 0.0000% | $1881.44           | $1839.40           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLBR8623 | 2051-05-01      | 1.5000%  | 0.0000% | $2805128.82        | $2105825.16        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBT4423 | 2036-11-01      | 3.0000%  | 0.0000% | $172241.73         | $164557.46         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIBT7829 | 2037-05-01      | 1.5000%  | 0.0000% | $95422.76          | $84708.54          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBT9728 | 2051-10-01      | 2.0000%  | 0.0000% | $36475.91          | $28951.66          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU1241 | 2052-03-01      | 3.0000%  | 0.0000% | $1097136.66        | $951813.96         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBU2784 | 2036-11-01      | 2.0000%  | 0.0000% | $209479.05         | $193305.82         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU4047 | 2053-07-01      | 5.5000%  | 0.0000% | $81249.85          | $81679.38          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU5328 | 2054-12-01      | 6.0000%  | 0.0000% | $2423569.62        | $2523785.03        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBU4641 | 2054-05-01      | 5.0000%  | 0.0000% | $2563503.49        | $2529244.26        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBU5444 | 2055-01-01      | 4.5000%  | 0.0000% | $5295518.91        | $5074849.34        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIBU5481 | 2040-01-01      | 5.0000%  | 0.0000% | $1441247.36        | $1460324.83        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIBU5638 | 2040-03-01      | 6.0000%  | 0.0000% | $1084215.22        | $1129936.93        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTBU5714 | 2045-02-01      | 6.0000%  | 0.0000% | $1298275.26        | $1332324.26        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU5796 | 2055-04-01      | 6.0000%  | 0.0000% | $2694997.24        | $2798968.44        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU6380 | 2051-12-01      | 2.0000%  | 0.0000% | $570588.31         | $453275.42         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU8195 | 2052-01-01      | 2.0000%  | 0.0000% | $209511.34         | $166242.66         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIBU8681 | 2037-05-01      | 1.5000%  | 0.0000% | $494930.68         | $439318.95         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBU8750 | 2052-06-01      | 5.0000%  | 0.0000% | $77985.05          | $77324.27          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBU8845 | 2052-05-01      | 3.5000%  | 0.0000% | $1494757.98        | $1348103.46        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV2615 | 2052-07-01      | 4.5000%  | 0.0000% | $21402.66          | $20614.49          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBV5429 | 2039-10-01      | 5.5000%  | 0.0000% | $675996.73         | $692650.29         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIBV9650 | 2037-05-01      | 1.5000%  | 0.0000% | $2741135.55        | $2432056.98        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6601 | 2053-12-01      | 3.5000%  | 0.0000% | $2314209.92        | $2085286.99        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS7751 | 2053-03-01      | 4.0000%  | 0.0000% | $248887.69         | $231774.47         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS8927 | 2052-06-01      | 4.0000%  | 0.0000% | $6402815.45        | $6038048.47        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CTFS8273 | 2042-02-01      | 1.5000%  | 0.0000% | $183211.15         | $151573.94         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS8530 | 2052-09-01      | 4.5000%  | 0.0000% | $21558471.59       | $20763826.33       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS8686 | 2053-07-01      | 2.5000%  | 0.0000% | $34130.63          | $28488.59          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS8824 | 2052-06-01      | 3.0000%  | 0.0000% | $90035.92          | $78114.86          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS9189 | 2052-05-01      | 2.0000%  | 0.0000% | $31462.27          | $24959.37          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFS9206 | 2053-02-01      | 7.0000%  | 0.0000% | $19464163.55       | $20653888.92       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9262 | 2054-10-01      | 5.5000%  | 0.0000% | $79804.10          | $80183.85          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS9270 | 2051-09-01      | 4.5000%  | 0.0000% | $1875.90           | $1825.69           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9357 | 2054-10-01      | 5.5000%  | 0.0000% | $6726201.75        | $6766273.47        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFS9461 | 2039-10-01      | 6.0000%  | 0.0000% | $7175587.22        | $7443942.23        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS9755 | 2052-02-01      | 3.5000%  | 0.0000% | $19976393.49       | $18227089.56       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS9916 | 2052-06-01      | 3.5000%  | 0.0000% | $1341334.28        | $1208458.28        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS9990 | 2054-09-01      | 6.5000%  | 0.0000% | $16966438.18       | $17964728.32       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0002 | 2055-02-01      | 6.5000%  | 0.0000% | $4102050.91        | $4337705.98        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0004 | 2055-02-01      | 6.5000%  | 0.0000% | $39287507.74       | $41376389.60       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICC0046 | 2040-02-01      | 5.0000%  | 0.0000% | $7395839.57        | $7477007.27        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTCC0333 | 2045-04-01      | 5.5000%  | 0.0000% | $2850807.59        | $2911787.95        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDA8101 | 2054-01-01      | 7.5000%  | 0.0000% | $349025.38         | $374044.80         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA9485 | 2054-02-01      | 6.0000%  | 0.0000% | $1843088.83        | $1884487.07        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAS7855 | 2031-09-01      | 2.0000%  | 0.0000% | $85073.87          | $80948.31          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CVAT2767 | 2028-05-01      | 2.5000%  | 0.0000% | $50753.66          | $49676.86          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAU3742 | 2043-08-01      | 3.5000%  | 0.0000% | $28361.25          | $26681.90          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL730510 | 2033-08-01      | 4.5000%  | 0.0000% | $805.66            | $799.14            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL735402 | 2035-04-01      | 5.0000%  | 0.0000% | $2803.92           | $2848.52           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL735912 | 2035-10-01      | 5.5000%  | 0.0000% | $3849.79           | $3984.69           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL745636 | 2035-06-01      | 6.5000%  | 0.0000% | $165981.23         | $173793.32         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW1478 | 2052-06-01      | 4.5000%  | 0.0000% | $631283.54         | $605757.59         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBW4976 | 2038-02-01      | 3.0000%  | 0.0000% | $269460.38         | $256982.39         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBW9690 | 2038-07-01      | 3.0000%  | 0.0000% | $22552.80          | $21489.48          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBW9754 | 2038-05-01      | 3.0000%  | 0.0000% | $405562.06         | $386442.51         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX4376 | 2053-04-01      | 4.5000%  | 0.0000% | $7847459.10        | $7524332.13        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBX4574 | 2053-08-01      | 3.0000%  | 0.0000% | $702720.13         | $608889.89         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX6812 | 2053-01-01      | 5.5000%  | 0.0000% | $48395.85          | $48624.31          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX9903 | 2053-05-01      | 6.0000%  | 0.0000% | $2094308.58        | $2171700.26        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY3394 | 2053-06-01      | 5.5000%  | 0.0000% | $408730.05         | $410343.94         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY5372 | 2053-07-01      | 6.0000%  | 0.0000% | $129094.86         | $132462.09         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY4714 | 2053-06-01      | 5.0000%  | 0.0000% | $123285.81         | $121340.95         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY4940 | 2053-07-01      | 5.0000%  | 0.0000% | $900648.89         | $887072.31         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY7082 | 2053-08-01      | 5.0000%  | 0.0000% | $2223988.45        | $2187699.14        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY7557 | 2054-07-01      | 5.0000%  | 0.0000% | $1111793.04        | $1096934.79        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY7957 | 2054-08-01      | 5.5000%  | 0.0000% | $2367975.67        | $2401223.37        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL888635 | 2036-09-01      | 5.5000%  | 0.0000% | $76637.99          | $78702.66          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL888673 | 2035-04-01      | 6.0000%  | 0.0000% | $2684.34           | $2803.84           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL888890 | 2037-10-01      | 6.5000%  | 0.0000% | $92010.80          | $97930.24          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CZ889073 | 2048-01-01      | 5.5000%  | 0.0000% | $38867.25          | $39746.45          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889691 | 2038-07-01      | 6.0000%  | 0.0000% | $1518.15           | $1597.93           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL889974 | 2035-09-01      | 5.0000%  | 0.0000% | $8667.88           | $8780.60           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CI890696 | 2030-09-01      | 3.0000%  | 0.0000% | $91923.67          | $90037.09          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CI890838 | 2033-05-01      | 4.0000%  | 0.0000% | $41058.64          | $41034.51          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL911605 | 2037-04-01      | 6.5000%  | 0.0000% | $9150.67           | $9649.18           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL928938 | 2037-12-01      | 7.0000%  | 0.0000% | $15580.92          | $16507.81          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL940777 | 2037-06-01      | 7.0000%  | 0.0000% | $2698.84           | $2859.39           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL944789 | 2037-10-01      | 6.5000%  | 0.0000% | $19318.79          | $20341.16          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL945916 | 2037-08-01      | 6.5000%  | 0.0000% | $19244.34          | $20148.73          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL995094 | 2035-11-01      | 4.5000%  | 0.0000% | $1751.66           | $1745.79           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAB5823 | 2027-08-01      | 3.5000%  | 0.0000% | $23532.47          | $23255.31          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAB9136 | 2043-04-01      | 2.5000%  | 0.0000% | $17265.97          | $15195.28          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CKAC4534 | 2033-12-01      | 6.0000%  | 0.0000% | $89298.30          | $90604.68          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA0023 | 2029-04-01      | 5.0000%  | 0.0000% | $1674.28           | $1686.60           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRMA1125 | 2042-06-01      | 4.0000%  | 0.0000% | $574807.61         | $552402.89         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTMA1348 | 2033-02-01      | 2.5000%  | 0.0000% | $18888.29          | $17913.25          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA3523 | 2053-10-01      | 5.5000%  | 0.0000% | $1040670.64        | $1048472.09        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDA7735 | 2054-01-01      | 7.5000%  | 0.0000% | $994415.76         | $1070295.31        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA7881 | 2054-03-01      | 5.5000%  | 0.0000% | $287525.84         | $288438.89         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA0243 | 2047-08-01      | 4.5000%  | 0.0000% | $108755.93         | $106051.39         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3225 | 2049-03-01      | 4.5000%  | 0.0000% | $10692.76          | $10398.65          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA4021 | 2049-08-01      | 3.5000%  | 0.0000% | $4271.70           | $3892.71           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICA7138 | 2035-09-01      | 2.0000%  | 0.0000% | $400272.34         | $367546.51         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICA7175 | 2035-09-01      | 2.0000%  | 0.0000% | $11146926.97       | $10235566.60       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6409 | 2050-07-01      | 2.5000%  | 0.0000% | $114736.86         | $95332.55          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA6620 | 2035-08-01      | 2.5000%  | 0.0000% | $239851.44         | $225075.13         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA6902 | 2050-09-01      | 2.0000%  | 0.0000% | $59939.43          | $48010.95          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7596 | 2050-11-01      | 2.0000%  | 0.0000% | $2715325.52        | $2148175.78        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA7607 | 2050-11-01      | 3.0000%  | 0.0000% | $38331889.29       | $33742667.74       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA7944 | 2035-11-01      | 3.0000%  | 0.0000% | $526276.68         | $504107.10         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8256 | 2050-12-01      | 2.5000%  | 0.0000% | $188408.48         | $156402.38         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCB1095 | 2051-07-01      | 1.5000%  | 0.0000% | $636782.87         | $479488.16         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA1582 | 2043-08-01      | 3.5000%  | 0.0000% | $27782.76          | $25862.90          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNMA2740 | 2026-09-01      | 2.5000%  | 0.0000% | $3246754.34        | $3211468.25        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3212 | 2047-12-01      | 4.5000%  | 0.0000% | $5339.81           | $5204.53           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA3386 | 2048-06-01      | 5.0000%  | 0.0000% | $6904.56           | $6921.18           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CKMA3446 | 2048-08-01      | 4.0000%  | 0.0000% | $30679.38          | $28268.94          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4414 | 2051-09-01      | 2.5000%  | 0.0000% | $1329810.96        | $1107825.47        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4466 | 2051-11-01      | 2.5000%  | 0.0000% | $2413314.02        | $2002504.96        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CKMA3726 | 2049-07-01      | 4.0000%  | 0.0000% | $635705.35         | $582641.26         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA3797 | 2034-10-01      | 2.5000%  | 0.0000% | $1304.17           | $1219.51           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3829 | 2034-11-01      | 3.5000%  | 0.0000% | $882486.26         | $858570.39         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3905 | 2050-01-01      | 3.0000%  | 0.0000% | $1510538.65        | $1324420.15        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3939 | 2050-02-01      | 3.5000%  | 0.0000% | $12559.74          | $11404.86          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CJMA4142 | 2035-09-01      | 2.5000%  | 0.0000% | $44800.42          | $42404.98          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4182 | 2050-11-01      | 2.0000%  | 0.0000% | $9895.76           | $7890.09           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  | 0.0000% | $2662393.71        | $2221272.05        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB0841 | 2054-03-01      | 6.0000%  | 0.0000% | $1409847.34        | $1443557.26        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB0728 | 2054-03-01      | 6.0000%  | 0.0000% | $1028428.35        | $1052876.50        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB4022 | 2054-05-01      | 6.5000%  | 0.0000% | $1653498.45        | $1716338.19        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB4723 | 2054-06-01      | 6.0000%  | 0.0000% | $1540310.76        | $1580166.82        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB6396 | 2054-08-01      | 6.5000%  | 0.0000% | $7115257.79        | $7408869.70        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB6403 | 2054-08-01      | 6.5000%  | 0.0000% | $3346679.61        | $3484780.72        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB6604 | 2054-06-01      | 5.0000%  | 0.0000% | $558605.94         | $552091.35         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDB8276 | 2054-12-01      | 4.5000%  | 0.0000% | $2333030.74        | $2255079.52        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB8687 | 2054-07-01      | 5.5000%  | 0.0000% | $9599664.46        | $9630148.74        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB8806 | 2054-08-01      | 6.0000%  | 0.0000% | $945417.87         | $976705.85         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB8850 | 2054-07-01      | 6.0000%  | 0.0000% | $2569843.68        | $2631752.07        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC0888 | 2055-03-01      | 6.0000%  | 0.0000% | $4253322.48        | $4391195.35        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC0244 | 2054-08-01      | 6.5000%  | 0.0000% | $5154359.01        | $5350251.00        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC0297 | 2054-07-01      | 6.5000%  | 0.0000% | $1498945.77        | $1566197.64        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDC0548 | 2054-07-01      | 7.0000%  | 0.0000% | $53121.73          | $56329.69          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC1039 | 2054-09-01      | 6.0000%  | 0.0000% | $1412446.74        | $1459187.90        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC1433 | 2054-08-01      | 5.0000%  | 0.0000% | $4250438.74        | $4194667.79        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC1963 | 2054-09-01      | 5.5000%  | 0.0000% | $636225.76         | $638246.13         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC3476 | 2054-09-01      | 6.5000%  | 0.0000% | $306384.60         | $318825.69         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC2702 | 2054-11-01      | 5.5000%  | 0.0000% | $273803.43         | $274673.18         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC2757 | 2055-04-01      | 5.5000%  | 0.0000% | $1093275.68        | $1096747.44        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDC2931 | 2039-08-01      | 6.0000%  | 0.0000% | $1004063.51        | $1039932.01        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDC3289 | 2054-09-01      | 7.0000%  | 0.0000% | $109513.16         | $116314.90         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC3453 | 2054-09-01      | 6.0000%  | 0.0000% | $301479.99         | $308372.82         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC3849 | 2054-11-01      | 5.5000%  | 0.0000% | $2063586.43        | $2095657.77        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC3847 | 2054-11-01      | 5.5000%  | 0.0000% | $1519146.05        | $1546980.68        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC4790 | 2055-05-01      | 5.5000%  | 0.0000% | $452753.46         | $454191.66         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC5427 | 2054-10-01      | 6.0000%  | 0.0000% | $1261651.63        | $1293301.84        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC5504 | 2054-11-01      | 5.0000%  | 0.0000% | $4418060.25        | $4342475.09        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC5557 | 2054-10-01      | 5.0000%  | 0.0000% | $994315.44         | $978280.89         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC5564 | 2054-10-01      | 5.5000%  | 0.0000% | $77999.93          | $78247.62          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC5976 | 2054-11-01      | 4.5000%  | 0.0000% | $1342434.74        | $1290628.84        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC6089 | 2055-04-01      | 6.0000%  | 0.0000% | $3421259.50        | $3550190.81        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDC6106 | 2040-04-01      | 5.0000%  | 0.0000% | $2943689.97        | $2981757.12        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC6414 | 2054-11-01      | 5.5000%  | 0.0000% | $1629320.96        | $1644569.06        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDC6440 | 2039-11-01      | 5.0000%  | 0.0000% | $202273.13         | $204357.11         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC6613 | 2054-11-01      | 5.5000%  | 0.0000% | $1745057.16        | $1771157.20        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC6625 | 2054-10-01      | 5.5000%  | 0.0000% | $2467257.52        | $2494924.25        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC6799 | 2054-12-01      | 5.5000%  | 0.0000% | $1098011.77        | $1116467.76        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIDC7059 | 2039-11-01      | 3.5000%  | 0.0000% | $1034908.14        | $1000036.34        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7355 | 2054-12-01      | 5.5000%  | 0.0000% | $776664.35         | $779130.69         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7855 | 2055-01-01      | 5.5000%  | 0.0000% | $2398111.21        | $2435379.19        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1274 | 2051-08-01      | 2.5000%  | 0.0000% | $119284.28         | $99804.43          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1388 | 2051-08-01      | 2.5000%  | 0.0000% | $9052204.14        | $7546767.27        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB1979 | 2036-10-01      | 2.0000%  | 0.0000% | $2643597.77        | $2416700.71        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2092 | 2051-11-01      | 2.5000%  | 0.0000% | $346271.78         | $287170.42         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2785 | 2052-01-01      | 2.5000%  | 0.0000% | $39444888.28       | $32852223.06       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2800 | 2052-02-01      | 3.0000%  | 0.0000% | $2766655.73        | $2397239.87        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB3035 | 2052-03-01      | 2.0000%  | 0.0000% | $16506.98          | $13242.41          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTCB3077 | 2042-03-01      | 2.5000%  | 0.0000% | $306287.19         | $272769.84         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICB3219 | 2037-03-01      | 3.0000%  | 0.0000% | $64813.22          | $62318.35          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3364 | 2052-04-01      | 3.0000%  | 0.0000% | $240421.56         | $208537.73         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB3393 | 2037-04-01      | 3.5000%  | 0.0000% | $1285.46           | $1245.21           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3627 | 2052-05-01      | 4.0000%  | 0.0000% | $1738.25           | $1621.26           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3874 | 2047-06-01      | 3.0000%  | 0.0000% | $3936.84           | $3443.96           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4063 | 2052-07-01      | 4.5000%  | 0.0000% | $1069498.32        | $1039082.85        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  | 0.0000% | $1133085.86        | $1087688.77        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4675 | 2052-09-01      | 4.5000%  | 0.0000% | $473650.16         | $455259.74         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB5743 | 2038-02-01      | 4.5000%  | 0.0000% | $986474.81         | $983599.23         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5778 | 2052-12-01      | 6.0000%  | 0.0000% | $866064.86         | $885421.70         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5921 | 2053-03-01      | 6.5000%  | 0.0000% | $588265.77         | $613535.38         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5296 | 2054-03-01      | 5.5000%  | 0.0000% | $71536982.92       | $71764152.62       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIMA5302 | 2039-03-01      | 6.5000%  | 0.0000% | $7548121.57        | $7879681.20        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4549 | 2052-02-01      | 3.0000%  | 0.0000% | $9031.02           | $7836.19           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4580 | 2052-04-01      | 3.5000%  | 0.0000% | $5795424.89        | $5228797.18        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTMA4587 | 2042-04-01      | 2.5000%  | 0.0000% | $4357411.16        | $3830647.60        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4623 | 2052-06-01      | 2.5000%  | 0.0000% | $880645.87         | $731828.95         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4598 | 2052-05-01      | 2.5000%  | 0.0000% | $1001676.16        | $832396.79         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA4713 | 2037-07-01      | 4.0000%  | 0.0000% | $256516.47         | $251547.55         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4782 | 2052-10-01      | 3.5000%  | 0.0000% | $468020.20         | $422186.72         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4838 | 2052-12-01      | 3.5000%  | 0.0000% | $199999.74         | $180245.06         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5010 | 2053-05-01      | 5.5000%  | 0.0000% | $380808.92         | $382557.04         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA5021 | 2043-05-01      | 4.5000%  | 0.0000% | $79269.74          | $77920.17          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5087 | 2038-07-01      | 5.5000%  | 0.0000% | $668.42            | $684.11            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5140 | 2053-09-01      | 6.5000%  | 0.0000% | $1134261.42        | $1181033.95        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5243 | 2038-11-01      | 3.5000%  | 0.0000% | $1064642.20        | $1028815.33        | Agency Mortgage-Backed Securities |

### Security 263: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 910QDQ001, C.3 - LEI: N/A, C.5 - Other ID: 910QDQ001_4.35_0708
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-08
- **C.12 - Maturity Date (WAL):** 2025-07-08
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.500 CLAL1704 | 2040-05-01      | 6.5000%  | 0.0000% | $26416.47          | $27778.56          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL1483 | 2026-12-01      | 4.5000%  | 0.0000% | $1197.17           | $1199.05           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL255001 | 2033-11-01      | 6.5000%  | 0.0000% | $8096.08           | $8524.05           | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL323377 | 2028-09-01      | 8.0000%  | 0.0000% | $3366.41           | $3394.49           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL545759 | 2032-07-01      | 6.5000%  | 0.0000% | $1137.03           | $1198.34           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAJ9332 | 2042-01-01      | 4.0000%  | 0.0000% | $301980.98         | $293278.56         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM3451 | 2048-02-01      | 4.0000%  | 0.0000% | $20318.72          | $19256.10          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBM5168 | 2046-06-01      | 2.5000%  | 0.0000% | $47806.61          | $42077.08          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5568 | 2049-02-01      | 4.5000%  | 0.0000% | $78960.61          | $77548.40          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBO1766 | 2049-07-01      | 4.5000%  | 0.0000% | $797.27            | $775.19            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO5032 | 2049-12-01      | 3.0000%  | 0.0000% | $34199.80          | $30169.58          | Agency Mortgage-Backed Securities |
| FNMS 02.500 REBP2498 | 2050-03-01      | 2.5000%  | 0.0000% | $109615.33         | $92297.20          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBQ6869 | 2036-11-01      | 2.0000%  | 0.0000% | $2417688.97        | $2210186.25        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR3060 | 2051-03-01      | 2.5000%  | 0.0000% | $19486.45          | $16277.81          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2066 | 2052-06-01      | 4.0000%  | 0.0000% | $266221.60         | $249881.51         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS2207 | 2052-04-01      | 2.5000%  | 0.0000% | $4228414.92        | $3548045.58        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS3578 | 2053-01-01      | 3.5000%  | 0.0000% | $3305472.36        | $3022651.00        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS2909 | 2052-09-01      | 5.5000%  | 0.0000% | $6510804.68        | $6567504.38        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS2990 | 2036-11-01      | 2.0000%  | 0.0000% | $239261.33         | $218948.31         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS4374 | 2050-04-01      | 4.5000%  | 0.0000% | $1090937.80        | $1062054.13        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3808 | 2053-02-01      | 5.5000%  | 0.0000% | $115949.43         | $116683.45         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFS4501 | 2037-06-01      | 1.5000%  | 0.0000% | $999999.39         | $887243.79         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4805 | 2053-05-01      | 5.5000%  | 0.0000% | $459845.60         | $461602.47         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFS5836 | 2034-07-01      | 3.5000%  | 0.0000% | $86973.85          | $85370.87          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC7940 | 2054-12-01      | 5.0000%  | 0.0000% | $2851333.94        | $2808375.11        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8916 | 2055-01-01      | 5.5000%  | 0.0000% | $1055588.46        | $1066935.56        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC8997 | 2055-01-01      | 4.5000%  | 0.0000% | $1039472.04        | $997284.03         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8208 | 2055-05-01      | 5.5000%  | 0.0000% | $1927349.00        | $1945370.78        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC8310 | 2055-01-01      | 6.0000%  | 0.0000% | $3642291.75        | $3728994.08        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC8840 | 2054-12-01      | 6.0000%  | 0.0000% | $198665.22         | $204247.97         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC9031 | 2055-02-01      | 5.5000%  | 0.0000% | $1428225.59        | $1447463.15        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC9015 | 2055-02-01      | 5.0000%  | 0.0000% | $974190.19         | $969187.51         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDC9057 | 2055-05-01      | 7.5000%  | 0.0000% | $3527367.74        | $3799171.42        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC9094 | 2055-06-01      | 6.0000%  | 0.0000% | $1829236.00        | $1898171.37        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC9079 | 2055-06-01      | 6.0000%  | 0.0000% | $4286701.00        | $4435699.58        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC9083 | 2055-06-01      | 5.5000%  | 0.0000% | $95654754.00       | $95958606.68       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC9285 | 2054-12-01      | 5.0000%  | 0.0000% | $2898196.78        | $2848848.54        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC9956 | 2055-01-01      | 5.5000%  | 0.0000% | $5322657.17        | $5339559.57        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC9966 | 2054-12-01      | 5.0000%  | 0.0000% | $1130540.94        | $1115082.80        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD2511 | 2055-02-01      | 5.5000%  | 0.0000% | $1882243.77        | $1896948.91        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD2819 | 2055-06-01      | 5.5000%  | 0.0000% | $1369226.00        | $1384712.71        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD4483 | 2055-04-01      | 5.5000%  | 0.0000% | $17518974.68       | $17574607.16       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD4691 | 2055-04-01      | 6.5000%  | 0.0000% | $1075404.35        | $1126763.63        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD4904 | 2055-03-01      | 5.5000%  | 0.0000% | $1123328.51        | $1129674.82        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6107 | 2055-06-01      | 6.0000%  | 0.0000% | $1037903.00        | $1068029.52        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7220 | 2053-09-01      | 5.5000%  | 0.0000% | $265436.87         | $266395.25         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB9866 | 2039-12-01      | 4.5000%  | 0.0000% | $1362269.14        | $1359970.99        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9153 | 2054-09-01      | 6.0000%  | 0.0000% | $72876.31          | $75193.72          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CICB9390 | 2039-10-01      | 5.5000%  | 0.0000% | $4277074.19        | $4416641.78        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICB9568 | 2039-11-01      | 6.0000%  | 0.0000% | $2485394.34        | $2586677.48        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICB9570 | 2039-11-01      | 6.0000%  | 0.0000% | $1441903.67        | $1495217.10        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICB9556 | 2039-11-01      | 5.0000%  | 0.0000% | $3237003.38        | $3281799.55        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9630 | 2054-12-01      | 4.5000%  | 0.0000% | $24327.58          | $23400.46          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFA0763 | 2040-02-01      | 5.5000%  | 0.0000% | $39264741.12       | $40438543.12       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5529 | 2054-11-01      | 4.5000%  | 0.0000% | $3157078.99        | $3025034.16        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5745 | 2040-06-01      | 5.0000%  | 0.0000% | $12363584.94       | $12490964.21       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6522 | 2055-04-01      | 6.0000%  | 0.0000% | $1024792.66        | $1067170.22        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD6528 | 2055-04-01      | 6.5000%  | 0.0000% | $1079591.51        | $1130939.16        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD6626 | 2055-06-01      | 6.5000%  | 0.0000% | $2033890.00        | $2126861.37        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6643 | 2055-07-01      | 6.0000%  | 0.0000% | $4285971.00        | $4408006.88        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6804 | 2055-06-01      | 6.0000%  | 0.0000% | $1346266.00        | $1393061.31        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD8049 | 2055-05-01      | 5.5000%  | 0.0000% | $5113469.27        | $5129707.38        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD7333 | 2055-04-01      | 6.0000%  | 0.0000% | $7272206.17        | $7447461.49        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD7622 | 2055-05-01      | 6.0000%  | 0.0000% | $2520067.47        | $2588326.86        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD8221 | 2040-04-01      | 5.0000%  | 0.0000% | $2322504.03        | $2348798.91        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8571 | 2055-05-01      | 6.0000%  | 0.0000% | $3479334.59        | $3566179.94        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD9839 | 2055-05-01      | 5.5000%  | 0.0000% | $8419681.24        | $8446426.83        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0800 | 2055-05-01      | 6.0000%  | 0.0000% | $1470171.57        | $1522360.21        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE0096 | 2055-06-01      | 5.5000%  | 0.0000% | $4034199.00        | $4047013.86        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE0699 | 2055-06-01      | 5.5000%  | 0.0000% | $1293885.84        | $1309094.89        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE0679 | 2055-06-01      | 6.5000%  | 0.0000% | $10067088.15       | $10522947.15       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0763 | 2055-07-01      | 6.0000%  | 0.0000% | $3803115.00        | $3932490.63        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2648 | 2055-06-01      | 5.5000%  | 0.0000% | $2050872.00        | $2061949.90        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2403 | 2055-06-01      | 6.0000%  | 0.0000% | $4074286.00        | $4184643.47        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM2841 | 2050-03-01      | 3.5000%  | 0.0000% | $1440789.02        | $1312615.63        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTFM3123 | 2038-03-01      | 2.5000%  | 0.0000% | $533823.47         | $495854.68         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM4044 | 2035-08-01      | 2.0000%  | 0.0000% | $93732.15          | $86163.39          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2810 | 2055-06-01      | 5.5000%  | 0.0000% | $3722251.00        | $3745580.42        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2915 | 2055-07-01      | 6.0000%  | 0.0000% | $1050250.00        | $1085977.75        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE3195 | 2055-07-01      | 6.5000%  | 0.0000% | $2862040.00        | $2982065.69        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE3283 | 2055-07-01      | 5.5000%  | 0.0000% | $3182064.00        | $3208893.75        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC0223 | 2046-02-01      | 3.5000%  | 0.0000% | $209253.96         | $193833.92         | Agency Mortgage-Backed Securities |
| FNMS 05.500 I4BF0271 | 2058-05-01      | 5.5000%  | 0.0000% | $449780.67         | $458340.25         | Agency Mortgage-Backed Securities |
| FNMS 03.000 U6BF0499 | 2054-12-01      | 3.0000%  | 0.0000% | $1939926.63        | $1695460.31        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM6887 | 2051-05-01      | 2.5000%  | 0.0000% | $1822174.90        | $1535880.05        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM7401 | 2051-05-01      | 2.5000%  | 0.0000% | $20342388.16       | $17102311.34       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8745 | 2051-09-01      | 2.5000%  | 0.0000% | $43330192.09       | $35937189.91       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9728 | 2051-11-01      | 2.5000%  | 0.0000% | $3972744.60        | $3334693.57        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0240 | 2052-01-01      | 3.0000%  | 0.0000% | $975242.78         | $857322.93         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS0755 | 2037-03-01      | 2.0000%  | 0.0000% | $103699.91         | $95213.22          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1227 | 2052-04-01      | 3.0000%  | 0.0000% | $626672.64         | $549005.13         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1237 | 2051-12-01      | 3.5000%  | 0.0000% | $143247.69         | $131117.40         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2587 | 2052-08-01      | 4.5000%  | 0.0000% | $2031634.01        | $1956737.82        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL6275 | 2044-03-01      | 5.0000%  | 0.0000% | $65406.15          | $66369.57          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CJAL5711 | 2029-09-01      | 3.0000%  | 0.0000% | $145818.29         | $143449.13         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL6105 | 2029-12-01      | 4.0000%  | 0.0000% | $5644.62           | $5628.63           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL9521 | 2046-10-01      | 3.0000%  | 0.0000% | $610432.55         | $542779.33         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAO6713 | 2042-06-01      | 4.0000%  | 0.0000% | $85282.54          | $82335.88          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP5720 | 2042-09-01      | 3.5000%  | 0.0000% | $693890.12         | $652801.03         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAQ5150 | 2042-11-01      | 2.5000%  | 0.0000% | $239491.82         | $211761.76         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4783 | 2045-04-01      | 3.5000%  | 0.0000% | $876.93            | $815.57            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5640 | 2045-08-01      | 3.5000%  | 0.0000% | $712551.82         | $661803.49         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR7926 | 2051-04-01      | 2.5000%  | 0.0000% | $236350.52         | $197490.22         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBT8064 | 2053-03-01      | 6.5000%  | 0.0000% | $287956.43         | $302101.46         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBT7231 | 2036-09-01      | 2.0000%  | 0.0000% | $66865.83          | $61187.52          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU3608 | 2051-11-01      | 3.0000%  | 0.0000% | $61410.16          | $53753.27          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBU5466 | 2055-01-01      | 4.5000%  | 0.0000% | $1159118.29        | $1110637.01        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBV1485 | 2055-04-01      | 6.5000%  | 0.0000% | $2429887.43        | $2571705.64        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV1496 | 2055-04-01      | 6.0000%  | 0.0000% | $2786806.97        | $2878858.92        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBV6792 | 2037-10-01      | 3.0000%  | 0.0000% | $32381.20          | $30854.64          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBV7548 | 2037-07-01      | 3.0000%  | 0.0000% | $403351.99         | $384343.90         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6809 | 2054-02-01      | 5.5000%  | 0.0000% | $14159174.59       | $14205907.74       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLFS6868 | 2052-04-01      | 1.5000%  | 0.0000% | $14846458.91       | $11145004.10       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8004 | 2053-10-01      | 6.0000%  | 0.0000% | $12139.14          | $12510.02          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFS8058 | 2039-05-01      | 5.5000%  | 0.0000% | $22974596.80       | $23597979.31       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS7430 | 2052-09-01      | 3.5000%  | 0.0000% | $4457.95           | $4063.82           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS8677 | 2052-04-01      | 2.5000%  | 0.0000% | $6938797.15        | $5754642.07        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8758 | 2054-08-01      | 6.0000%  | 0.0000% | $82272.45          | $84128.05          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS9098 | 2054-09-01      | 5.0000%  | 0.0000% | $892684.67         | $878203.34         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAX9585 | 2045-03-01      | 3.5000%  | 0.0000% | $87979.74          | $82186.66          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAY4200 | 2045-05-01      | 3.0000%  | 0.0000% | $50280.57          | $44884.29          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX0097 | 2052-10-01      | 4.5000%  | 0.0000% | $841227.49         | $808395.22         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX5626 | 2053-01-01      | 5.5000%  | 0.0000% | $196665.67         | $197568.48         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX6166 | 2053-02-01      | 4.5000%  | 0.0000% | $4235537.72        | $4059991.62        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX7065 | 2053-05-01      | 5.0000%  | 0.0000% | $36045.23          | $35474.37          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY9340 | 2053-08-01      | 5.5000%  | 0.0000% | $44644.72          | $44884.26          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889466 | 2038-05-01      | 6.0000%  | 0.0000% | $24170.23          | $25440.21          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL909106 | 2037-10-01      | 5.5000%  | 0.0000% | $28839.32          | $29674.43          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT979552 | 2028-04-01      | 5.0000%  | 0.0000% | $24729.61          | $24871.70          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL991549 | 2038-11-01      | 7.0000%  | 0.0000% | $18899.93          | $20024.27          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995069 | 2038-10-01      | 6.0000%  | 0.0000% | $1539.97           | $1620.91           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL995097 | 2037-10-01      | 6.5000%  | 0.0000% | $18713.85          | $19918.17          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL995232 | 2038-12-01      | 6.5000%  | 0.0000% | $3930.78           | $4138.62           | Agency Mortgage-Backed Securities |
| FNMS 06.000 GLAB0462 | 2037-02-01      | 6.0000%  | 0.0000% | $18766.97          | $19540.18          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CKAC8163 | 2036-01-01      | 6.0000%  | 0.0000% | $342297.38         | $349333.76         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL865810 | 2036-03-01      | 6.0000%  | 0.0000% | $1807.63           | $1902.54           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDA5764 | 2053-12-01      | 7.5000%  | 0.0000% | $271283.49         | $290094.74         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0995 | 2048-01-01      | 3.5000%  | 0.0000% | $6085.38           | $5529.84           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1510 | 2048-04-01      | 3.5000%  | 0.0000% | $31356.76          | $28751.24          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2798 | 2048-12-01      | 4.5000%  | 0.0000% | $75136.51          | $73148.02          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CNCA7123 | 2030-09-01      | 2.0000%  | 0.0000% | $149672.69         | $143517.72         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA7056 | 2050-09-01      | 3.5000%  | 0.0000% | $478345.74         | $440287.33         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CNMA3251 | 2028-01-01      | 3.5000%  | 0.0000% | $10446.31          | $10388.74          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4399 | 2051-08-01      | 2.5000%  | 0.0000% | $1458572.08        | $1213038.81        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4442 | 2036-10-01      | 2.0000%  | 0.0000% | $1870446.75        | $1708486.85        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CKMA3753 | 2049-08-01      | 3.5000%  | 0.0000% | $21398.01          | $19071.82          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA3765 | 2049-09-01      | 2.5000%  | 0.0000% | $15650.73          | $13089.55          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4020 | 2050-05-01      | 3.0000%  | 0.0000% | $1152.48           | $1009.98           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4138 | 2050-09-01      | 1.5000%  | 0.0000% | $449173.90         | $338011.59         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDB0933 | 2039-03-01      | 6.0000%  | 0.0000% | $1078758.31        | $1117294.07        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB1122 | 2054-06-01      | 5.5000%  | 0.0000% | $3304133.47        | $3314625.93        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDB6489 | 2039-06-01      | 5.5000%  | 0.0000% | $1554605.92        | $1593944.54        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDB8273 | 2039-11-01      | 4.5000%  | 0.0000% | $1889803.84        | $1886150.85        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB9675 | 2054-08-01      | 6.0000%  | 0.0000% | $5278799.12        | $5393403.60        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC0845 | 2055-02-01      | 4.5000%  | 0.0000% | $4149608.71        | $3976051.32        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC0237 | 2054-08-01      | 6.0000%  | 0.0000% | $340874.20         | $348562.05         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC4449 | 2054-10-01      | 5.0000%  | 0.0000% | $2273386.92        | $2245114.58        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7743 | 2054-12-01      | 5.5000%  | 0.0000% | $3027368.98        | $3047980.99        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7721 | 2054-12-01      | 5.5000%  | 0.0000% | $1889644.84        | $1904407.80        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7845 | 2055-01-01      | 5.5000%  | 0.0000% | $6640937.80        | $6662026.47        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICB1486 | 2036-06-01      | 3.0000%  | 0.0000% | $150702.63         | $143851.04         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2661 | 2052-01-01      | 3.0000%  | 0.0000% | $6357.04           | $5555.33           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2287 | 2051-12-01      | 2.5000%  | 0.0000% | $374306.68         | $314097.16         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB2969 | 2037-03-01      | 2.0000%  | 0.0000% | $1894074.62        | $1746335.12        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB3441 | 2037-04-01      | 2.5000%  | 0.0000% | $23515.99          | $21934.28          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4386 | 2052-08-01      | 4.5000%  | 0.0000% | $77526.86          | $74397.49          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4404 | 2052-08-01      | 5.0000%  | 0.0000% | $33410.54          | $32981.37          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3901 | 2052-06-01      | 3.5000%  | 0.0000% | $673224.56         | $607333.68         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5341 | 2054-04-01      | 4.0000%  | 0.0000% | $8428.22           | $7848.17           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4517 | 2037-01-01      | 2.5000%  | 0.0000% | $9193150.15        | $8586438.00        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4768 | 2052-09-01      | 2.5000%  | 0.0000% | $1684015.25        | $1397974.97        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5037 | 2053-06-01      | 4.5000%  | 0.0000% | $884079.60         | $848331.84         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5108 | 2053-08-01      | 6.0000%  | 0.0000% | $7239151.87        | $7399740.38        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5167 | 2053-10-01      | 6.5000%  | 0.0000% | $1332001.10        | $1383011.56        | Agency Mortgage-Backed Securities |

### Security 264: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 910QDQ001, C.3 - LEI: N/A, C.5 - Other ID: 910QDQ001_4.35_0722
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-22
- **C.12 - Maturity Date (WAL):** 2025-07-22
- **C.13 - Final Legal Maturity Date:** 2025-07-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 CIAL3909 | 2027-05-01      | 4.0000%  | 0.0000% | $83399.78          | $83167.28          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL535423 | 2030-07-01      | 6.5000%  | 0.0000% | $45765.93          | $47491.36          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBM3279 | 2044-05-01      | 5.5000%  | 0.0000% | $193967.63         | $200523.07         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM4807 | 2043-09-01      | 4.5000%  | 0.0000% | $240979.54         | $240751.82         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN6216 | 2049-03-01      | 4.5000%  | 0.0000% | $602013.81         | $587616.65         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBQ0538 | 2050-09-01      | 2.5000%  | 0.0000% | $361317.07         | $302311.06         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ3134 | 2050-10-01      | 2.0000%  | 0.0000% | $1352947.25        | $1086686.03        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS3024 | 2052-09-01      | 4.0000%  | 0.0000% | $126841.70         | $118134.17         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS4428 | 2036-11-01      | 2.5000%  | 0.0000% | $5418945.35        | $5071660.80        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5679 | 2053-08-01      | 5.5000%  | 0.0000% | $12492.72          | $12546.82          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC8195 | 2055-03-01      | 6.0000%  | 0.0000% | $1689997.07        | $1732490.91        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDC9113 | 2040-06-01      | 5.5000%  | 0.0000% | $1601826.00        | $1642388.33        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD0534 | 2055-02-01      | 6.5000%  | 0.0000% | $1107179.89        | $1158234.29        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD1762 | 2055-02-01      | 6.0000%  | 0.0000% | $4870146.78        | $4973804.61        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD2462 | 2055-02-01      | 5.5000%  | 0.0000% | $1813177.44        | $1830146.16        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD3505 | 2055-03-01      | 6.5000%  | 0.0000% | $1230811.96        | $1294654.31        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD4394 | 2055-05-01      | 5.5000%  | 0.0000% | $1645819.48        | $1651047.52        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD3819 | 2055-03-01      | 5.5000%  | 0.0000% | $1537369.55        | $1555892.64        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4249 | 2055-03-01      | 6.0000%  | 0.0000% | $9060422.21        | $9249262.54        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD6078 | 2055-05-01      | 5.5000%  | 0.0000% | $716752.82         | $719029.63         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6106 | 2055-05-01      | 6.0000%  | 0.0000% | $1032104.00        | $1057212.34        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD7164 | 2055-04-01      | 6.5000%  | 0.0000% | $1349734.13        | $1414070.71        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6326 | 2053-05-01      | 5.5000%  | 0.0000% | $2735866.64        | $2756376.22        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  | 0.0000% | $6392280.29        | $6412579.33        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5563 | 2044-12-01      | 5.5000%  | 0.0000% | $1126084.34        | $1144664.23        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIMA5633 | 2040-02-01      | 6.5000%  | 0.0000% | $74988.91          | $78283.18          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA5661 | 2040-01-01      | 3.0000%  | 0.0000% | $1032121.43        | $983451.40         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5731 | 2055-06-01      | 3.5000%  | 0.0000% | $10112037.66       | $9109989.78        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD6322 | 2055-04-01      | 5.0000%  | 0.0000% | $2073257.62        | $2046445.80        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0800 | 2055-05-01      | 6.0000%  | 0.0000% | $341755.46         | $353887.21         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE1648 | 2055-06-01      | 6.5000%  | 0.0000% | $1809078.00        | $1908387.54        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1676 | 2055-05-01      | 6.0000%  | 0.0000% | $169105998.81      | $172694484.40      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTFA1398 | 2045-05-01      | 6.0000%  | 0.0000% | $3852027.53        | $3953048.23        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1560 | 2055-04-01      | 5.5000%  | 0.0000% | $32319513.72       | $32821776.94       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1562 | 2055-04-01      | 5.5000%  | 0.0000% | $62724416.21       | $63379293.99       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1615 | 2055-05-01      | 5.0000%  | 0.0000% | $61418339.82       | $60702004.08       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM1445 | 2049-08-01      | 3.0000%  | 0.0000% | $269575.80         | $240724.90         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM4272 | 2035-09-01      | 3.0000%  | 0.0000% | $52734.65          | $50513.82          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6147 | 2036-02-01      | 2.0000%  | 0.0000% | $174799.68         | $160297.97         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3065 | 2055-07-01      | 6.0000%  | 0.0000% | $1091610.00        | $1128845.18        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE3376 | 2055-06-01      | 5.5000%  | 0.0000% | $1601520.00        | $1618240.76        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE3435 | 2055-06-01      | 6.5000%  | 0.0000% | $1035400.00        | $1077350.38        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM1121 | 2046-12-01      | 3.5000%  | 0.0000% | $458295.09         | $423386.50         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM1961 | 2047-11-01      | 3.5000%  | 0.0000% | $64136.88          | $58893.01          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM8911 | 2051-02-01      | 3.5000%  | 0.0000% | $1457.63           | $1327.57           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS0355 | 2051-09-01      | 2.0000%  | 0.0000% | $3254039.20        | $2574270.78        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAS0513 | 2043-08-01      | 2.5000%  | 0.0000% | $45626.85          | $39872.11          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6539 | 2046-01-01      | 3.5000%  | 0.0000% | $112354.84         | $104307.92         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU1789 | 2051-10-01      | 3.0000%  | 0.0000% | $221388.50         | $195227.83         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS9846 | 2050-12-01      | 3.0000%  | 0.0000% | $11053098.28       | $9868357.20        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0008 | 2055-02-01      | 6.5000%  | 0.0000% | $66159968.61       | $69293378.23       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL888367 | 2037-03-01      | 7.0000%  | 0.0000% | $7852.88           | $8367.40           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL725232 | 2034-03-01      | 5.0000%  | 0.0000% | $2202.45           | $2234.13           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL735989 | 2035-02-01      | 5.5000%  | 0.0000% | $38025.26          | $39064.89          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBW4853 | 2038-03-01      | 3.0000%  | 0.0000% | $546741.67         | $520966.44         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW5904 | 2052-08-01      | 4.5000%  | 0.0000% | $138817.50         | $133127.93         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW9908 | 2052-10-01      | 4.5000%  | 0.0000% | $2548202.76        | $2454263.27        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY4218 | 2053-06-01      | 5.5000%  | 0.0000% | $907998.26         | $911419.20         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY8494 | 2053-08-01      | 5.5000%  | 0.0000% | $62013.43          | $62250.35          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL890365 | 2041-07-01      | 5.5000%  | 0.0000% | $1961.60           | $2020.80           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB3419 | 2041-08-01      | 4.5000%  | 0.0000% | $1709.12           | $1701.70           | Agency Mortgage-Backed Securities |
| FNMS 03.500 GLAB4409 | 2042-02-01      | 3.5000%  | 0.0000% | $629748.36         | $599889.12         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAB4496 | 2026-06-01      | 4.5000%  | 0.0000% | $2588.37           | $2595.57           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CVAB6965 | 2027-11-01      | 2.5000%  | 0.0000% | $74187.73          | $72946.78          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0634 | 2031-01-01      | 4.5000%  | 0.0000% | $1356.13           | $1365.18           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL849981 | 2036-02-01      | 5.5000%  | 0.0000% | $32915.87          | $33934.93          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA7492 | 2054-02-01      | 6.0000%  | 0.0000% | $1119292.30        | $1165919.04        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA7801 | 2054-01-01      | 5.5000%  | 0.0000% | $432257.26         | $433740.14         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2166 | 2048-08-01      | 4.5000%  | 0.0000% | $17897.43          | $17435.77          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA9148 | 2036-02-01      | 2.5000%  | 0.0000% | $107303.57         | $100838.95         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCB0810 | 2051-06-01      | 1.5000%  | 0.0000% | $118856.63         | $89522.61          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB0960 | 2036-06-01      | 3.5000%  | 0.0000% | $1536534.74        | $1491055.53        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB1101 | 2051-07-01      | 2.0000%  | 0.0000% | $746783.69         | $602983.85         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA1490 | 2033-07-01      | 3.0000%  | 0.0000% | $1008.78           | $972.90            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKMA2509 | 2046-01-01      | 3.0000%  | 0.0000% | $4510.91           | $3926.23           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4496 | 2036-12-01      | 1.5000%  | 0.0000% | $1362571.79        | $1209616.75        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB6901 | 2054-07-01      | 6.0000%  | 0.0000% | $492438.87         | $502927.00         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB8786 | 2054-08-01      | 5.5000%  | 0.0000% | $1059993.84        | $1070404.63        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDC6766 | 2040-01-01      | 4.5000%  | 0.0000% | $1240374.43        | $1236757.50        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC6797 | 2054-12-01      | 5.5000%  | 0.0000% | $66108.60          | $66318.53          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB2244 | 2036-11-01      | 2.5000%  | 0.0000% | $18639425.88       | $17426537.73       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3586 | 2052-05-01      | 3.0000%  | 0.0000% | $10983.36          | $9529.23           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3744 | 2052-03-01      | 2.5000%  | 0.0000% | $33277.39          | $27633.54          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4129 | 2052-07-01      | 4.5000%  | 0.0000% | $111801.88         | $107377.88         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5294 | 2052-11-01      | 5.5000%  | 0.0000% | $1703127.04        | $1719580.19        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5272 | 2054-02-01      | 6.0000%  | 0.0000% | $1077351.97        | $1100385.04        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4919 | 2053-02-01      | 5.5000%  | 0.0000% | $558533.15         | $561599.81         | Agency Mortgage-Backed Securities |

### Security 265: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 910QDQ001, C.3 - LEI: N/A, C.5 - Other ID: 910QDQ001_4.37_0724
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-24
- **C.12 - Maturity Date (WAL):** 2025-07-24
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| 0.375 FMNT GB 25 X3                     | 2025-09-23      | 0.3750%  | 0.0000% | $3230000.00        | $3204368.07        | Agency Mortgage-Backed Securities |
| 3.22 FCSB 25 CQ                         | 2025-12-10      | 3.2200%  | 0.0000% | $4000.00           | $3987.96           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Banks Funding Corp. | 2026-05-08      | 4.7500%  | 0.0000% | $1718000.00        | $1739394.44        | Agency Mortgage-Backed Securities |
| MCDB 26 A                               | 2026-06-01      | 6.9300%  | 0.0000% | $8825000.00        | $9100123.79        | Agency Mortgage-Backed Securities |
| 6.75 FMNT GB 31 A                       | 2031-03-15      | 6.7500%  | 0.0000% | $1126000.00        | $1304624.70        | Agency Mortgage-Backed Securities |
| 6.75 FMPR GB 31 A                       | 2031-03-15      | 0.0000%  | 0.0000% | $349000.00         | $276952.09         | Agency Mortgage-Backed Securities |
| FMIN 03/15/2031 E                       | 2031-03-15      | 0.0000%  | 0.0000% | $10059000.00       | $7982409.98        | Agency Mortgage-Backed Securities |
| 6.25 FMNT GB 32 A                       | 2032-07-15      | 6.2500%  | 0.0000% | $482000.00         | $558807.58         | Agency Mortgage-Backed Securities |
| FMIN 01/15/2026 F                       | 2026-01-15      | 0.0000%  | 0.0000% | $5627000.00        | $5499683.50        | Agency Mortgage-Backed Securities |
| 2.70 FMNT 22-37 T2                      | 2037-12-28      | 2.7000%  | 0.0000% | $34210000.00       | $27309603.53       | Agency Mortgage-Backed Securities |
| 0.65 FMNT GB21-25R3                     | 2025-10-27      | 0.6500%  | 0.0000% | $8000.00           | $7914.38           | Agency Mortgage-Backed Securities |
| 0.80 FMNT GB21-26C5                     | 2026-10-28      | 0.8000%  | 0.0000% | $2000000.00        | $1920375.56        | Agency Mortgage-Backed Securities |
| 0.68 FMNT GB21-2552                     | 2025-09-02      | 0.6800%  | 0.0000% | $5250000.00        | $5228595.17        | Agency Mortgage-Backed Securities |
| 1.5 FMNT 21-35 58                       | 2035-09-24      | 1.5000%  | 0.0000% | $1000000.00        | $742368.00         | Agency Mortgage-Backed Securities |
| 1.46 FMNT 23-35 E9                      | 2035-08-17      | 1.4600%  | 0.0000% | $8650000.00        | $6420323.14        | Agency Mortgage-Backed Securities |
| 4.05 FMNT GB22-2563                     | 2025-08-28      | 4.0500%  | 0.0000% | $370000.00         | $374839.23         | Agency Mortgage-Backed Securities |
| 4.05 FMNT 23-25 54                      | 2025-08-28      | 4.0500%  | 0.0000% | $3000000.00        | $3039675.00        | Agency Mortgage-Backed Securities |
| 4.70 FMNT 26-28 B6                      | 2028-07-28      | 4.7000%  | 0.0000% | $8590000.00        | $8767356.78        | Agency Mortgage-Backed Securities |
| 4.55 FMNT GB26-28A6                     | 2028-02-11      | 4.5500%  | 0.0000% | $10000000.00       | $10176280.56       | Agency Mortgage-Backed Securities |
| 4.75 FMNT 25-28 J7                      | 2028-02-14      | 4.7500%  | 0.0000% | $5000000.00        | $5089212.22        | Agency Mortgage-Backed Securities |
| 4.80 FMNT 26-30 C1                      | 2030-02-19      | 4.8000%  | 0.0000% | $3085000.00        | $3146202.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.        | 2026-10-16      | 4.5400%  | 0.0000% | $32000.00          | $32327.02          | Agency Mortgage-Backed Securities |
| 4.75 FMNT GB26-2933                     | 2029-12-18      | 4.7500%  | 0.0000% | $71341000.00       | $71710356.14       | Agency Mortgage-Backed Securities |
| 4.60 FMNT 25-27 X9                      | 2027-12-10      | 4.6000%  | 0.0000% | $1650000.00        | $1655444.27        | Agency Mortgage-Backed Securities |
| 4.65 FMNT 25-28 R1                      | 2028-12-11      | 4.6500%  | 0.0000% | $2900000.00        | $2940641.08        | Agency Mortgage-Backed Securities |
| 4.40 FMNT 26-29 E9                      | 2029-03-20      | 4.4000%  | 0.0000% | $3740000.00        | $3779876.71        | Agency Mortgage-Backed Securities |
| 4.15 FMNT 26-28 C4                      | 2028-04-17      | 4.1500%  | 0.0000% | $70000.00          | $70500.66          | Agency Mortgage-Backed Securities |
| 4.25 FMNT 26-29 V0                      | 2029-07-27      | 4.2500%  | 0.0000% | $8500000.00        | $8553034.33        | Agency Mortgage-Backed Securities |
| 4.35 FMNT 26-30 F2                      | 2030-05-06      | 4.3500%  | 0.0000% | $2650000.00        | $2665261.35        | Agency Mortgage-Backed Securities |
| 4.50 FMNT GB26-30X0                     | 2030-05-23      | 4.5000%  | 0.0000% | $220925000.00      | $222423534.30      | Agency Mortgage-Backed Securities |
| 4.30 FMNT 26-27 B4                      | 2027-12-30      | 4.3000%  | 0.0000% | $1000000.00        | $1001630.33        | Agency Mortgage-Backed Securities |
| 4.75 FMNT GB25-28T5                     | 2028-06-12      | 4.7500%  | 0.0000% | $25997000.00       | $25988680.96       | Agency Mortgage-Backed Securities |
| 7.125 FNPR BB 01/30                     | 2030-01-15      | 0.0000%  | 0.0000% | $11961000.00       | $9977698.75        | Agency Mortgage-Backed Securities |
| 6.25 FNSM GDBB 05/29                    | 2029-05-15      | 6.2500%  | 0.0000% | $4744000.00        | $5198491.80        | Agency Mortgage-Backed Securities |
| 6.625 FNSM BB 11/30                     | 2030-11-15      | 6.6250%  | 0.0000% | $41467000.00       | $47061945.34       | Agency Mortgage-Backed Securities |
| 0.875 FNSM A 08/30                      | 2030-08-05      | 0.8750%  | 0.0000% | $765000.00         | $662966.06         | Agency Mortgage-Backed Securities |
| 0.75 FNSM A 10/27                       | 2027-10-08      | 0.7500%  | 0.0000% | $1562000.00        | $1462740.11        | Agency Mortgage-Backed Securities |
| 1.875 FNSM A 09/26                      | 2026-09-24      | 1.8750%  | 0.0000% | $727000.00         | $712760.25         | Agency Mortgage-Backed Securities |
| 6.03 FNPR A 10/27                       | 2027-10-08      | 0.0000%  | 0.0000% | $97000.00          | $88835.90          | Agency Mortgage-Backed Securities |
| FNZC A 03/17/31                         | 2031-03-17      | 0.0000%  | 0.0000% | $432000.00         | $342303.84         | Agency Mortgage-Backed Securities |
| 5.625 FNSM A 07/37                      | 2037-07-15      | 5.6250%  | 0.0000% | $1587000.00        | $1778286.27        | Agency Mortgage-Backed Securities |

### Security 266: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 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: 910QDQ001, C.3 - LEI: N/A, C.5 - Other ID: 910QDQ001_4.40_0701
- **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:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.000 CISB8272 | 2038-12-01      | 5.0000%  | 0.0000% | $5880.46           | $5944.96           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CISB8332 | 2039-10-01      | 4.0000%  | 0.0000% | $4595.97           | $4502.52           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB8333 | 2039-10-01      | 4.5000%  | 0.0000% | $6210.69           | $6187.80           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB8386 | 2040-05-01      | 6.0000%  | 0.0000% | $787545.61         | $813663.25         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8371 | 2040-03-01      | 5.0000%  | 0.0000% | $1356001.67        | $1369972.26        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8501 | 2035-08-01      | 2.0000%  | 0.0000% | $3299.71           | $3036.13           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTSC0295 | 2042-03-01      | 3.5000%  | 0.0000% | $255256.67         | $241592.64         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTSC0469 | 2044-01-01      | 6.0000%  | 0.0000% | $11947.64          | $12256.15          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD0856 | 2052-01-01      | 2.0000%  | 0.0000% | $6656.03           | $5286.09           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0963 | 2052-01-01      | 3.5000%  | 0.0000% | $102473.17         | $92613.66          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD1093 | 2052-05-01      | 2.0000%  | 0.0000% | $3640.82           | $2938.91           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1267 | 2052-06-01      | 5.0000%  | 0.0000% | $295214.74         | $292273.45         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD1582 | 2052-05-01      | 3.0000%  | 0.0000% | $1067619.08        | $932975.95         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2591 | 2053-03-01      | 5.0000%  | 0.0000% | $53931.34          | $53364.24          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2617 | 2053-03-01      | 5.0000%  | 0.0000% | $28858.01          | $28476.16          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD1819 | 2052-10-01      | 5.5000%  | 0.0000% | $14114.75          | $14278.63          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1882 | 2052-11-01      | 5.0000%  | 0.0000% | $239.53            | $237.90            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1932 | 2052-02-01      | 3.5000%  | 0.0000% | $787914.26         | $714280.08         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD2464 | 2052-02-01      | 2.0000%  | 0.0000% | $78624.28          | $62247.72          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2792 | 2047-03-01      | 4.5000%  | 0.0000% | $5052.44           | $5004.46           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2922 | 2053-05-01      | 5.0000%  | 0.0000% | $8126.75           | $8044.08           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2961 | 2052-11-01      | 5.0000%  | 0.0000% | $12565.70          | $12406.65          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL0664 | 2054-12-01      | 5.5000%  | 0.0000% | $1474244.44        | $1478925.99        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1190 | 2055-05-01      | 5.5000%  | 0.0000% | $999249.27         | $1014778.16        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL1234 | 2055-04-01      | 5.0000%  | 0.0000% | $2036448.23        | $2008678.77        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ0070 | 2053-10-01      | 5.5000%  | 0.0000% | $10294.83          | $10436.03          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ1011 | 2054-03-01      | 6.0000%  | 0.0000% | $58101.32          | $59497.46          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ2693 | 2054-10-01      | 5.0000%  | 0.0000% | $16247.02          | $16039.95          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ2216 | 2054-08-01      | 6.0000%  | 0.0000% | $6182.57           | $6321.79           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4068 | 2055-01-01      | 5.5000%  | 0.0000% | $408513.03         | $409810.28         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRQ0024 | 2055-06-01      | 4.0000%  | 0.0000% | $49375.80          | $45977.18          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0028 | 2055-06-01      | 6.0000%  | 0.0000% | $882007.87         | $900224.27         | Agency Mortgage-Backed Securities |
| GNII SF MB0368 M     | 2055-05-20      | 6.5000%  | 0.0000% | $307.56            | $317.86            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ3462 | 2054-09-01      | 5.5000%  | 0.0000% | $33333.33          | $33439.18          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQJ6339 | 2054-10-01      | 3.5000%  | 0.0000% | $1138.89           | $1026.03           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ7525 | 2054-10-01      | 5.5000%  | 0.0000% | $11846.52          | $11884.14          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ8523 | 2054-11-01      | 5.5000%  | 0.0000% | $8332.52           | $8358.98           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ8689 | 2054-11-01      | 4.5000%  | 0.0000% | $100000.09         | $95817.59          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ9420 | 2054-11-01      | 7.0000%  | 0.0000% | $5363.08           | $5699.82           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ9490 | 2054-11-01      | 5.5000%  | 0.0000% | $7921.74           | $7946.90           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTQK1750 | 2045-06-01      | 6.0000%  | 0.0000% | $118630.57         | $121723.66         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN8675 | 2036-11-01      | 2.0000%  | 0.0000% | $172882.10         | $158199.24         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIQN9910 | 2037-04-01      | 1.5000%  | 0.0000% | $33567.88          | $29799.66          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA3205 | 2050-08-01      | 2.0000%  | 0.0000% | $41.89             | $33.54             | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLRA3217 | 2050-08-01      | 1.5000%  | 0.0000% | $4561.90           | $3451.87           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA5282 | 2051-05-01      | 2.0000%  | 0.0000% | $30691.88          | $24577.20          | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLRA4537 | 2051-02-01      | 1.5000%  | 0.0000% | $15644.77          | $11787.37          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA5155 | 2051-05-01      | 2.0000%  | 0.0000% | $24997.52          | $19775.79          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA7177 | 2052-04-01      | 2.5000%  | 0.0000% | $29051.40          | $24082.27          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6622 | 2052-01-01      | 2.5000%  | 0.0000% | $63877.56          | $53552.51          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX0950 | 2054-11-01      | 5.5000%  | 0.0000% | $3255.24           | $3302.80           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX1156 | 2054-12-01      | 5.5000%  | 0.0000% | $43335.96          | $44224.41          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX1372 | 2054-12-01      | 6.0000%  | 0.0000% | $3313.23           | $3414.30           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX1499 | 2054-12-01      | 5.5000%  | 0.0000% | $16532.68          | $16636.30          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX2185 | 2054-12-01      | 5.5000%  | 0.0000% | $178097.96         | $178663.52         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX3519 | 2055-01-01      | 6.0000%  | 0.0000% | $119082.30         | $122835.10         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX3188 | 2054-12-01      | 5.5000%  | 0.0000% | $46832.40          | $46981.12          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX3609 | 2055-01-01      | 4.5000%  | 0.0000% | $38706.12          | $37226.19          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX5018 | 2055-02-01      | 6.5000%  | 0.0000% | $6047.66           | $6299.02           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX5657 | 2055-02-01      | 6.0000%  | 0.0000% | $80971.02          | $83246.50          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX5917 | 2055-02-01      | 6.0000%  | 0.0000% | $44854.71          | $46585.13          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX7092 | 2055-02-01      | 6.0000%  | 0.0000% | $43758.66          | $45204.11          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX6490 | 2055-02-01      | 4.5000%  | 0.0000% | $4144.52           | $3971.17           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX6804 | 2055-02-01      | 6.5000%  | 0.0000% | $32433.67          | $33949.95          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX6816 | 2055-02-01      | 6.0000%  | 0.0000% | $60579.60          | $62371.63          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX8070 | 2055-03-01      | 6.0000%  | 0.0000% | $56643.98          | $58570.91          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI4418 | 2035-06-01      | 5.5000%  | 0.0000% | $988.20            | $1019.67           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZJ0358 | 2040-09-01      | 4.5000%  | 0.0000% | $2516.19           | $2512.51           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZJ3644 | 2029-06-01      | 6.5000%  | 0.0000% | $84.31             | $87.49             | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTZJ9271 | 2027-11-01      | 5.0000%  | 0.0000% | $444.48            | $445.13            | Agency Mortgage-Backed Securities |
| FEPC 05.000 4UZL1054 | 2035-03-01      | 5.0000%  | 0.0000% | $889.44            | $888.45            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZL1648 | 2041-07-01      | 4.5000%  | 0.0000% | $27257.44          | $27198.01          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZL2692 | 2042-02-01      | 4.5000%  | 0.0000% | $5007.45           | $4907.54           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL9057 | 2045-02-01      | 4.0000%  | 0.0000% | $2448.29           | $2342.58           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZM8566 | 2048-09-01      | 5.0000%  | 0.0000% | $9374.22           | $9359.82           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTZA1964 | 2026-11-01      | 6.0000%  | 0.0000% | $648.51            | $661.65            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZA4574 | 2045-08-01      | 3.5000%  | 0.0000% | $6918.60           | $6387.24           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA6771 | 2052-02-01      | 2.0000%  | 0.0000% | $66660.03          | $52732.82          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7380 | 2052-05-01      | 3.5000%  | 0.0000% | $8093.21           | $7317.27           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7772 | 2052-08-01      | 4.0000%  | 0.0000% | $491.17            | $457.57            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7912 | 2052-10-01      | 4.5000%  | 0.0000% | $253894.43         | $243918.92         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA7937 | 2052-09-01      | 5.0000%  | 0.0000% | $4675.12           | $4628.55           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA7944 | 2052-09-01      | 5.5000%  | 0.0000% | $118376.43         | $119939.06         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA8328 | 2052-12-01      | 5.0000%  | 0.0000% | $32353.96          | $31916.65          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA8419 | 2053-01-01      | 6.0000%  | 0.0000% | $25362.89          | $26046.99          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA8790 | 2053-04-01      | 5.0000%  | 0.0000% | $2882.52           | $2842.52           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRA9080 | 2053-05-01      | 6.5000%  | 0.0000% | $25438.46          | $26688.13          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTRB5351 | 2045-06-01      | 6.0000%  | 0.0000% | $194164.21         | $199147.11         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTRB5356 | 2045-06-01      | 6.0000%  | 0.0000% | $399063.97         | $409468.89         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIRC1421 | 2035-06-01      | 2.5000%  | 0.0000% | $21.57             | $20.20             | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIRC2262 | 2036-08-01      | 3.5000%  | 0.0000% | $31361.71          | $30337.04          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIRC2527 | 2037-03-01      | 2.5000%  | 0.0000% | $1020.67           | $952.03            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIRC2550 | 2037-04-01      | 2.5000%  | 0.0000% | $246.95            | $231.82            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIRC3475 | 2040-02-01      | 5.5000%  | 0.0000% | $146344.60         | $150094.76         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIRC3542 | 2040-06-01      | 5.5000%  | 0.0000% | $300003.47         | $307691.82         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIRC2951 | 2038-07-01      | 4.5000%  | 0.0000% | $35920.01          | $35920.09          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIRC2953 | 2038-07-01      | 4.5000%  | 0.0000% | $33956.31          | $33896.98          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIRC2954 | 2038-07-01      | 4.5000%  | 0.0000% | $39094.79          | $39000.41          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIRC3002 | 2038-08-01      | 3.0000%  | 0.0000% | $26370.73          | $25135.70          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIRC3009 | 2039-01-01      | 4.0000%  | 0.0000% | $26166.01          | $25634.24          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIRC3453 | 2040-01-01      | 6.5000%  | 0.0000% | $147454.95         | $155052.73         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CNRD5203 | 2034-06-01      | 6.5000%  | 0.0000% | $58932.56          | $62009.43          | Agency Mortgage-Backed Securities |
| FEPC 02.500 ZLSI2045 | 2046-06-01      | 2.5000%  | 0.0000% | $16231.20          | $14393.03          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI6910 | 2054-06-01      | 5.5000%  | 0.0000% | $4302.19           | $4315.85           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI9435 | 2054-07-01      | 6.5000%  | 0.0000% | $3462.09           | $3624.65           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX7487 | 2055-01-01      | 6.5000%  | 0.0000% | $35162.43          | $36816.33          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX8174 | 2055-03-01      | 6.0000%  | 0.0000% | $55880.54          | $58036.43          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX8211 | 2055-02-01      | 4.5000%  | 0.0000% | $115916.47         | $111183.02         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX9627 | 2055-03-01      | 5.5000%  | 0.0000% | $39699.70          | $39948.52          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY0882 | 2055-04-01      | 6.0000%  | 0.0000% | $131507.24         | $135770.22         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY0891 | 2055-04-01      | 6.5000%  | 0.0000% | $94221.16          | $98827.64          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY0696 | 2055-04-01      | 6.0000%  | 0.0000% | $35387.52          | $36752.68          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY1173 | 2055-04-01      | 6.0000%  | 0.0000% | $44596.65          | $46248.17          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY1271 | 2055-04-01      | 6.5000%  | 0.0000% | $113569.13         | $118809.11         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY1395 | 2055-04-01      | 5.5000%  | 0.0000% | $104469.87         | $105197.25         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY1443 | 2055-04-01      | 6.5000%  | 0.0000% | $492793.91         | $513481.94         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY1502 | 2055-04-01      | 6.0000%  | 0.0000% | $336690.45         | $345996.69         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY1635 | 2055-04-01      | 6.0000%  | 0.0000% | $80016.98          | $82384.07          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY2062 | 2055-05-01      | 6.5000%  | 0.0000% | $56165.51          | $59078.83          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY2283 | 2055-05-01      | 5.5000%  | 0.0000% | $264444.43         | $266829.33         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY3507 | 2055-05-01      | 6.5000%  | 0.0000% | $43447.83          | $45537.11          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4478 | 2055-05-01      | 5.5000%  | 0.0000% | $152332.06         | $153663.53         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQY3686 | 2055-05-01      | 4.5000%  | 0.0000% | $23833.10          | $22836.21          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4217 | 2055-06-01      | 5.5000%  | 0.0000% | $4798.88           | $4825.99           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4329 | 2055-05-01      | 5.5000%  | 0.0000% | $505507.98         | $509926.40         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY5302 | 2055-06-01      | 5.5000%  | 0.0000% | $303417.30         | $304709.12         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY4795 | 2055-05-01      | 6.0000%  | 0.0000% | $42074.90          | $43214.55          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4952 | 2055-05-01      | 5.5000%  | 0.0000% | $112636.29         | $113812.16         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5030 | 2050-05-01      | 6.0000%  | 0.0000% | $64362.52          | $65837.47          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1674 | 2037-03-01      | 5.5000%  | 0.0000% | $35.62             | $36.20             | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1357 | 2037-03-01      | 5.5000%  | 0.0000% | $28.28             | $29.24             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS2788 | 2039-10-01      | 4.5000%  | 0.0000% | $970.80            | $969.89            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS2847 | 2039-11-01      | 5.0000%  | 0.0000% | $368.65            | $374.23            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS3144 | 2038-09-01      | 6.5000%  | 0.0000% | $928.15            | $979.67            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4486 | 2042-05-01      | 3.0000%  | 0.0000% | $24296.74          | $22021.15          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS3729 | 2040-08-01      | 5.5000%  | 0.0000% | $16.74             | $17.22             | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4756 | 2048-02-01      | 4.0000%  | 0.0000% | $26.71             | $25.31             | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIZS7140 | 2029-01-01      | 2.0000%  | 0.0000% | $748.47            | $726.83            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTZS9182 | 2035-11-01      | 3.0000%  | 0.0000% | $3194.04           | $3080.45           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS9556 | 2041-10-01      | 4.5000%  | 0.0000% | $5297.07           | $5285.53           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS9905 | 2045-02-01      | 4.5000%  | 0.0000% | $26.73             | $26.67             | Agency Mortgage-Backed Securities |
| FEPC 04.500 3VZT1138 | 2044-02-01      | 4.5000%  | 0.0000% | $1223.16           | $1202.38           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZT1597 | 2048-12-01      | 3.0000%  | 0.0000% | $10834.00          | $9550.57           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZT2086 | 2049-06-01      | 3.5000%  | 0.0000% | $30875.96          | $28152.62          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB0019 | 2034-06-01      | 3.5000%  | 0.0000% | $7515.85           | $7398.37           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0686 | 2037-03-01      | 2.5000%  | 0.0000% | $37438.73          | $34980.95          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0735 | 2037-06-01      | 2.5000%  | 0.0000% | $19518.38          | $18233.66          | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB0908 | 2037-11-01      | 1.5000%  | 0.0000% | $8329.52           | $7391.81           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB0950 | 2037-02-01      | 2.0000%  | 0.0000% | $611717.39         | $559786.93         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8037 | 2035-03-01      | 3.5000%  | 0.0000% | $30.07             | $29.20             | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB8144 | 2037-03-01      | 1.5000%  | 0.0000% | $459453.72         | $407647.71         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8176 | 2037-09-01      | 3.0000%  | 0.0000% | $707580.64         | $674236.37         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8187 | 2037-11-01      | 3.0000%  | 0.0000% | $862612.96         | $821961.18         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIQO0107 | 2037-04-01      | 1.5000%  | 0.0000% | $1533.12           | $1360.91           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQO0636 | 2037-08-01      | 3.0000%  | 0.0000% | $12707.33          | $12108.72          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO0692 | 2037-08-01      | 4.0000%  | 0.0000% | $6792.54           | $6689.89           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIQO1739 | 2038-11-01      | 3.5000%  | 0.0000% | $35638.17          | $34436.97          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO1150 | 2038-02-01      | 5.0000%  | 0.0000% | $40988.26          | $41451.99          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQO1405 | 2038-06-01      | 3.0000%  | 0.0000% | $82130.97          | $78284.42          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO1532 | 2038-08-01      | 5.0000%  | 0.0000% | $36983.54          | $37432.66          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO2671 | 2039-11-01      | 4.5000%  | 0.0000% | $38504.53          | $38449.00          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3489 | 2040-04-01      | 5.0000%  | 0.0000% | $71688.96          | $72439.96          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3506 | 2040-04-01      | 5.0000%  | 0.0000% | $100927.84         | $102031.66         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO2830 | 2039-12-01      | 5.0000%  | 0.0000% | $38778.61          | $39244.26          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3266 | 2040-03-01      | 5.5000%  | 0.0000% | $35654.11          | $36551.18          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3319 | 2040-03-01      | 5.0000%  | 0.0000% | $70213.63          | $70949.31          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3438 | 2040-04-01      | 6.0000%  | 0.0000% | $47914.71          | $49586.08          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3449 | 2040-04-01      | 5.0000%  | 0.0000% | $55279.52          | $55933.36          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3703 | 2040-06-01      | 5.5000%  | 0.0000% | $87433.13          | $89743.43          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3729 | 2040-07-01      | 5.5000%  | 0.0000% | $36329.70          | $37244.14          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5160 | 2055-05-01      | 6.0000%  | 0.0000% | $94335.80          | $97219.30          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY5213 | 2055-05-01      | 6.5000%  | 0.0000% | $63048.30          | $65788.64          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY6178 | 2055-06-01      | 6.0000%  | 0.0000% | $112259.33         | $115580.11         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY6262 | 2055-06-01      | 5.5000%  | 0.0000% | $39915.00          | $40331.73          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY5787 | 2055-06-01      | 6.5000%  | 0.0000% | $57985.30          | $60712.64          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY6003 | 2055-06-01      | 6.0000%  | 0.0000% | $134832.47         | $139518.88         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY6008 | 2055-06-01      | 6.5000%  | 0.0000% | $54046.40          | $56986.10          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY6067 | 2055-06-01      | 6.0000%  | 0.0000% | $174380.20         | $180570.58         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY6160 | 2055-05-01      | 5.5000%  | 0.0000% | $47023.97          | $47464.04          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY7112 | 2055-07-01      | 6.0000%  | 0.0000% | $203130.60         | $207501.23         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY7164 | 2055-07-01      | 6.0000%  | 0.0000% | $125872.67         | $129410.11         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY6306 | 2055-06-01      | 6.0000%  | 0.0000% | $48738.40          | $49873.83          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY6323 | 2055-06-01      | 6.0000%  | 0.0000% | $637289.07         | $652252.83         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY6458 | 2055-06-01      | 5.5000%  | 0.0000% | $333193.00         | $336105.29         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY6462 | 2055-06-01      | 6.0000%  | 0.0000% | $90166.20          | $92576.46          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY6556 | 2055-06-01      | 5.5000%  | 0.0000% | $164020.13         | $164997.46         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY6880 | 2055-06-01      | 5.5000%  | 0.0000% | $51870.47          | $52355.95          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY6924 | 2055-06-01      | 5.5000%  | 0.0000% | $156744.37         | $157634.76         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY7031 | 2055-06-01      | 6.0000%  | 0.0000% | $50773.33          | $52450.55          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY7032 | 2055-06-01      | 6.0000%  | 0.0000% | $64102.10          | $66140.63          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY7394 | 2055-06-01      | 5.5000%  | 0.0000% | $36890.17          | $37208.33          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY7400 | 2055-07-01      | 5.5000%  | 0.0000% | $77370.57          | $77939.21          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY7480 | 2055-07-01      | 6.0000%  | 0.0000% | $1609666.07        | $1643558.12        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY7487 | 2055-06-01      | 6.0000%  | 0.0000% | $226788.77         | $231624.66         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY7889 | 2055-07-01      | 6.0000%  | 0.0000% | $1335328.17        | $1373903.57        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL0804 | 2045-12-01      | 4.5000%  | 0.0000% | $49525.27          | $48641.30          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5384 | 2053-07-01      | 5.5000%  | 0.0000% | $6048.16           | $6101.00           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD5405 | 2054-05-01      | 6.5000%  | 0.0000% | $855586.19         | $896820.41         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5594 | 2053-07-01      | 5.5000%  | 0.0000% | $14276.61          | $14338.44          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5605 | 2054-06-01      | 5.5000%  | 0.0000% | $1197246.99        | $1208449.10        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD5866 | 2054-07-01      | 6.5000%  | 0.0000% | $1250679.65        | $1326210.83        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7100 | 2054-12-01      | 5.5000%  | 0.0000% | $753275.73         | $756711.08         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD7104 | 2054-11-01      | 6.5000%  | 0.0000% | $166415.07         | $175968.14         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6504 | 2053-02-01      | 5.5000%  | 0.0000% | $1028628.79        | $1033169.73        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8090 | 2050-09-01      | 2.0000%  | 0.0000% | $8416.49           | $6710.63           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD7403 | 2054-11-01      | 4.5000%  | 0.0000% | $1648.65           | $1579.69           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD7571 | 2054-06-01      | 6.5000%  | 0.0000% | $160115.87         | $168681.45         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8215 | 2052-05-01      | 4.0000%  | 0.0000% | $18113.57          | $16895.27          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  | 0.0000% | $6403.38           | $6145.14           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8230 | 2052-06-01      | 4.5000%  | 0.0000% | $2606.25           | $2500.97           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8289 | 2053-01-01      | 5.5000%  | 0.0000% | $268186.31         | $269763.13         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8264 | 2052-11-01      | 3.5000%  | 0.0000% | $6983.98           | $6300.03           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8274 | 2052-12-01      | 4.0000%  | 0.0000% | $346.54            | $323.15            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8323 | 2053-05-01      | 5.0000%  | 0.0000% | $432940.93         | $426218.56         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8350 | 2053-08-01      | 6.0000%  | 0.0000% | $61226.93          | $62578.17          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8354 | 2053-07-01      | 3.5000%  | 0.0000% | $21216.93          | $19123.02          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8328 | 2053-06-01      | 4.5000%  | 0.0000% | $7050.53           | $6759.17           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  | 0.0000% | $479793.62         | $481749.52         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8379 | 2053-10-01      | 4.0000%  | 0.0000% | $1095.84           | $1020.87           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8446 | 2054-07-01      | 5.5000%  | 0.0000% | $4543263.46        | $4557690.84        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8432 | 2054-05-01      | 6.0000%  | 0.0000% | $262811.15         | $268399.40         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8504 | 2055-02-01      | 4.5000%  | 0.0000% | $12122601.33       | $11615573.53       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD3609 | 2052-04-01      | 2.5000%  | 0.0000% | $4155.80           | $3459.54           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3737 | 2053-09-01      | 6.0000%  | 0.0000% | $16840.93          | $17295.61          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD4071 | 2052-03-01      | 2.0000%  | 0.0000% | $8265.00           | $6538.35           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4167 | 2053-10-01      | 6.0000%  | 0.0000% | $55060.29          | $56558.12          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD4287 | 2053-09-01      | 4.5000%  | 0.0000% | $94933.01          | $92185.94          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA5554 | 2049-12-01      | 3.0000%  | 0.0000% | $23114.51          | $20318.91          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQA7974 | 2050-03-01      | 5.0000%  | 0.0000% | $32615.64          | $32327.08          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA8065 | 2050-03-01      | 3.0000%  | 0.0000% | $176.08            | $154.36            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQB5146 | 2050-11-01      | 2.0000%  | 0.0000% | $13785.61          | $11015.38          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQB6406 | 2050-12-01      | 2.5000%  | 0.0000% | $171650.13         | $143528.50         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLQB6642 | 2050-12-01      | 1.5000%  | 0.0000% | $3345.67           | $2522.50           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQB9394 | 2051-03-01      | 2.0000%  | 0.0000% | $16201.30          | $12977.58          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC3690 | 2051-07-01      | 2.5000%  | 0.0000% | $2345.01           | $1976.29           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC6516 | 2051-09-01      | 2.5000%  | 0.0000% | $30994.37          | $25704.37          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC9941 | 2051-11-01      | 2.5000%  | 0.0000% | $3614.90           | $3001.21           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD5035 | 2052-01-01      | 2.0000%  | 0.0000% | $18682.67          | $14779.45          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD6079 | 2052-02-01      | 2.5000%  | 0.0000% | $2630.50           | $2206.48           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD6679 | 2052-02-01      | 2.5000%  | 0.0000% | $1257.30           | $1057.41           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE2241 | 2052-05-01      | 4.5000%  | 0.0000% | $2686.07           | $2603.02           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE2363 | 2052-05-01      | 3.5000%  | 0.0000% | $72388.08          | $65217.27          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE5589 | 2052-05-01      | 3.5000%  | 0.0000% | $235254.25         | $212276.84         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE5714 | 2052-07-01      | 3.5000%  | 0.0000% | $19116.05          | $17247.00          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF0492 | 2052-09-01      | 5.5000%  | 0.0000% | $226.72            | $229.01            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0655 | 2052-08-01      | 5.0000%  | 0.0000% | $9930.05           | $9793.75           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF2557 | 2052-10-01      | 4.5000%  | 0.0000% | $4565.23           | $4381.13           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF9548 | 2053-03-01      | 4.5000%  | 0.0000% | $78473.36          | $75314.10          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG1995 | 2053-05-01      | 6.0000%  | 0.0000% | $3610.35           | $3688.36           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG6308 | 2053-07-01      | 6.0000%  | 0.0000% | $81.96             | $84.51             | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG6737 | 2053-06-01      | 6.0000%  | 0.0000% | $3005.29           | $3099.18           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG8593 | 2053-08-01      | 5.5000%  | 0.0000% | $1993.63           | $2003.81           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH1800 | 2053-09-01      | 5.5000%  | 0.0000% | $31174.90          | $31688.24          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ0882 | 2054-07-01      | 5.5000%  | 0.0000% | $32538.80          | $32642.13          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ0918 | 2054-08-01      | 7.0000%  | 0.0000% | $32200.43          | $34212.76          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ1448 | 2054-08-01      | 6.5000%  | 0.0000% | $5994.97           | $6269.55           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ1568 | 2054-08-01      | 6.5000%  | 0.0000% | $47658.49          | $49557.02          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ3141 | 2054-09-01      | 5.5000%  | 0.0000% | $37085.75          | $37203.52          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ3361 | 2054-09-01      | 6.0000%  | 0.0000% | $38749.31          | $39972.02          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ3395 | 2054-09-01      | 6.5000%  | 0.0000% | $73307.03          | $76522.51          | 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: 912797LW5, C.4 - ISIN: US912797LW51, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1108836808.80
- **C.18.a - Value (excl. sponsor support):** $1108836808.80
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **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? 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: 912797MG9, C.4 - ISIN: US912797MG92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $238951512.00
- **C.18.a - Value (excl. sponsor support):** $238951512.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **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 269: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MH7, C.4 - ISIN: US912797MH75, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $238154541.60
- **C.18.a - Value (excl. sponsor support):** $238154541.60
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 270: 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):** $1186892808.00
- **C.18.a - Value (excl. sponsor support):** $1186892808.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **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 271: 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):** $897205063.30
- **C.18.a - Value (excl. sponsor support):** $897205063.30
- **C.19 - Percentage of Net Assets:** 0.7100%
- **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 272: 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):** $673223706.05
- **C.18.a - Value (excl. sponsor support):** $673223706.05
- **C.19 - Percentage of Net Assets:** 0.5300%
- **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 273: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NX1, C.4 - ISIN: US912797NX17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $499883585.00
- **C.18.a - Value (excl. sponsor support):** $499883585.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 274: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PE1, C.4 - ISIN: US912797PE18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $618859200.00
- **C.18.a - Value (excl. sponsor support):** $618859200.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-07-17
- **C.12 - Maturity Date (WAL):** 2025-07-17
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **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? 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: 912797PF8, C.4 - ISIN: US912797PF82, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $498669515.00
- **C.18.a - Value (excl. sponsor support):** $498669515.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-07-24
- **C.12 - Maturity Date (WAL):** 2025-07-24
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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: 912797PG6, C.4 - ISIN: US912797PG65, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $358749900.00
- **C.18.a - Value (excl. sponsor support):** $358749900.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-07-31
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **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 277: 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):** $360601911.20
- **C.18.a - Value (excl. sponsor support):** $360601911.20
- **C.19 - Percentage of Net Assets:** 0.2900%
- **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 278: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PN1, C.4 - ISIN: US912797PN17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $238736834.40
- **C.18.a - Value (excl. sponsor support):** $238736834.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-08-14
- **C.12 - Maturity Date (WAL):** 2025-08-14
- **C.13 - Final Legal Maturity Date:** 2025-08-14
- **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 279: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PP6, C.4 - ISIN: US912797PP64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $238531766.40
- **C.18.a - Value (excl. sponsor support):** $238531766.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-08-21
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **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? 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: 912797PQ4, C.4 - ISIN: US912797PQ48, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $248257985.00
- **C.18.a - Value (excl. sponsor support):** $248257985.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-08-28
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **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 281: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PU5, C.4 - ISIN: US912797PU59, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $240000000.00
- **C.18.a - Value (excl. sponsor support):** $240000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $272083000.00
- **C.18.a - Value (excl. sponsor support):** $272083000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **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 283: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PW1, C.4 - ISIN: US912797PW16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $237961200.00
- **C.18.a - Value (excl. sponsor support):** $237961200.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-09-11
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 284: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PX9, C.4 - ISIN: US912797PX98, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $366574813.80
- **C.18.a - Value (excl. sponsor support):** $366574813.80
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 285: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PZ4, C.4 - ISIN: US912797PZ47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $599516418.00
- **C.18.a - Value (excl. sponsor support):** $599516418.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-08
- **C.12 - Maturity Date (WAL):** 2025-07-08
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **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: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $148257187.50
- **C.18.a - Value (excl. sponsor support):** $148257187.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **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 287: 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):** $592524264.00
- **C.18.a - Value (excl. sponsor support):** $592524264.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **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 288: 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):** $345358576.50
- **C.18.a - Value (excl. sponsor support):** $345358576.50
- **C.19 - Percentage of Net Assets:** 0.2700%
- **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 289: 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):** $338180741.50
- **C.18.a - Value (excl. sponsor support):** $338180741.50
- **C.19 - Percentage of Net Assets:** 0.2700%
- **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 290: 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):** $344575273.00
- **C.18.a - Value (excl. sponsor support):** $344575273.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **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 291: 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):** $589320498.00
- **C.18.a - Value (excl. sponsor support):** $589320498.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **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 292: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QU4, C.4 - ISIN: US912797QU41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $545006231.00
- **C.18.a - Value (excl. sponsor support):** $545006231.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-09-16
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 293: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QV2, C.4 - ISIN: US912797QV24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1094152303.40
- **C.18.a - Value (excl. sponsor support):** $1094152303.40
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-09-23
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 294: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QW0, C.4 - ISIN: US912797QW07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $588662964.40
- **C.18.a - Value (excl. sponsor support):** $588662964.40
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 295: 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):** $587464500.00
- **C.18.a - Value (excl. sponsor support):** $587464500.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **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 296: 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):** $1120233228.80
- **C.18.a - Value (excl. sponsor support):** $1120233228.80
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **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 297: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 3.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128285J5, C.4 - ISIN: US9128285J52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $204127148.95
- **C.18.a - Value (excl. sponsor support):** $204127148.95
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128285T3, C.4 - ISIN: US9128285T35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $158752083.20
- **C.18.a - Value (excl. sponsor support):** $158752083.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 299: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 2.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828K74, C.4 - ISIN: US912828K742, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $139569596.60
- **C.18.a - Value (excl. sponsor support):** $139569596.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-08-15
- **C.12 - Maturity Date (WAL):** 2025-08-15
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 0.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAM3, C.4 - ISIN: US91282CAM38, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1316717316.60
- **C.18.a - Value (excl. sponsor support):** $1316717316.60
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 0.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAT8, C.4 - ISIN: US91282CAT80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $552524218.40
- **C.18.a - Value (excl. sponsor support):** $552524218.40
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $730885744.05
- **C.18.a - Value (excl. sponsor support):** $730885744.05
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $916812108.20
- **C.18.a - Value (excl. sponsor support):** $916812108.20
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 304: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $797778319.80
- **C.18.a - Value (excl. sponsor support):** $797778319.80
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 305: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $969570310.00
- **C.18.a - Value (excl. sponsor support):** $969570310.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 3.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEY3, C.4 - ISIN: US91282CEY30, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $69962582.90
- **C.18.a - Value (excl. sponsor support):** $69962582.90
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 5.0700%
- **C.11 - Maturity Date (WAM):** 2025-07-15
- **C.12 - Maturity Date (WAL):** 2025-07-15
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **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 307: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 3.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CFE6, C.4 - ISIN: US91282CFE66, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199658640.00
- **C.18.a - Value (excl. sponsor support):** $199658640.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-08-15
- **C.12 - Maturity Date (WAL):** 2025-08-15
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CFK2, C.4 - ISIN: US91282CFK27, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $129857812.50
- **C.18.a - Value (excl. sponsor support):** $129857812.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-09-15
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **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 4.000000%
- **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):** $299774415.00
- **C.18.a - Value (excl. sponsor support):** $299774415.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **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 310: 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):** $139811327.60
- **C.18.a - Value (excl. sponsor support):** $139811327.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **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 311: 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):** $339116795.60
- **C.18.a - Value (excl. sponsor support):** $339116795.60
- **C.19 - Percentage of Net Assets:** 0.2700%
- **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 312: 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):** $408478514.60
- **C.18.a - Value (excl. sponsor support):** $408478514.60
- **C.19 - Percentage of Net Assets:** 0.3200%
- **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 313: 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):** $740910547.80
- **C.18.a - Value (excl. sponsor support):** $740910547.80
- **C.19 - Percentage of Net Assets:** 0.5900%
- **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 314: 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):** $452368651.50
- **C.18.a - Value (excl. sponsor support):** $452368651.50
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 5.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJB8, C.4 - ISIN: US91282CJB81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $260401172.20
- **C.18.a - Value (excl. sponsor support):** $260401172.20
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 316: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 4.410000%
- **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):** $950345002.00
- **C.18.a - Value (excl. sponsor support):** $950345002.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 317: 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):** $766561380.30
- **C.18.a - Value (excl. sponsor support):** $766561380.30
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 5.9900%
- **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 318: 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):** $100210938.00
- **C.18.a - Value (excl. sponsor support):** $100210938.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 319: 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):** $870008499.90
- **C.18.a - Value (excl. sponsor support):** $870008499.90
- **C.19 - Percentage of Net Assets:** 0.6900%
- **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 320: United States Treasury Floating Rate Note - When Issued

- **C.1 - Title:** United States Treasury Floating Rate Note - When Issued 4.485000%
- **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):** $730808569.90
- **C.18.a - Value (excl. sponsor support):** $730808569.90
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 321: 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):** $300820314.00
- **C.18.a - Value (excl. sponsor support):** $300820314.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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 322: 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):** $402500000.00
- **C.18.a - Value (excl. sponsor support):** $402500000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **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 323: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 4.390000%
- **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):** $300176325.00
- **C.18.a - Value (excl. sponsor support):** $300176325.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 324: 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):** $246435548.10
- **C.18.a - Value (excl. sponsor support):** $246435548.10
- **C.19 - Percentage of Net Assets:** 0.2000%
- **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 325: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 4.338000%
- **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):** $519757336.80
- **C.18.a - Value (excl. sponsor support):** $519757336.80
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 326: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 4.400000%
- **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):** $100002053.00
- **C.18.a - Value (excl. sponsor support):** $100002053.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 327: VSL Property Holdings AB LLC

- **C.1 - Title:** VSL Property Holdings AB LLC 4.400000%
- **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:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 328: VPM Linden Manor LP

- **C.1 - Title:** VPM Linden Manor LP 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 918301AA0, C.4 - ISIN: US918301AA07, C.3 - LEI: 254900MPQV0YPKYV8588
- **C.18 - Value (incl. sponsor support):** $15200000.00
- **C.18.a - Value (excl. sponsor support):** $15200000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 329: Vickie Bice Life Insurance Trust

- **C.1 - Title:** Vickie Bice Life Insurance Trust 4.400000%
- **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:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 330: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. 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: 926SBP003, C.3 - LEI: JHE42UYNWWTJB8YTTU19, C.5 - Other ID: 926SBP003_4.40_0701
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| T 2 3/4 08/15/47 | 2047-08-15      | 2.7500%  | 0.0000% | $50000000.00       | $36153320.56       | U.S. Treasuries (including strips) |
| T 4 04/30/32     | 2032-04-30      | 4.0000%  | 0.0000% | $17900000.00       | $18042990.23       | U.S. Treasuries (including strips) |
| T 4 04/30/32     | 2032-04-30      | 4.0000%  | 0.0000% | $50000000.00       | $50399414.06       | U.S. Treasuries (including strips) |
| T 4 04/30/32     | 2032-04-30      | 4.0000%  | 0.0000% | $50000000.00       | $50399414.06       | U.S. Treasuries (including strips) |
| T 4 5/8 05/31/31 | 2031-05-31      | 4.6250%  | 0.0000% | $37000000.00       | $38557324.13       | U.S. Treasuries (including strips) |
| T 4 5/8 05/31/31 | 2031-05-31      | 4.6250%  | 0.0000% | $50000000.00       | $52104492.06       | U.S. Treasuries (including strips) |
| T 1 7/8 02/28/29 | 2029-02-28      | 1.8750%  | 0.0000% | $43700000.00       | $41227365.34       | U.S. Treasuries (including strips) |
| T 2 3/8 02/15/42 | 2042-02-15      | 2.3750%  | 0.0000% | $27500000.00       | $20251708.98       | U.S. Treasuries (including strips) |
| T 0 3/4 04/30/26 | 2026-04-30      | 0.7500%  | 0.0000% | $50000000.00       | $48708496.06       | U.S. Treasuries (including strips) |
| T 4 1/2 11/15/54 | 2054-11-15      | 4.5000%  | 0.0000% | $10000000.00       | $9587109.38        | U.S. Treasuries (including strips) |
| T 2 1/4 08/15/49 | 2049-08-15      | 2.2500%  | 0.0000% | $35000000.00       | $22251660.24       | U.S. Treasuries (including strips) |
| T 4 1/4 11/15/40 | 2040-11-15      | 4.2500%  | 0.0000% | $50000000.00       | $48201171.88       | U.S. Treasuries (including strips) |
| T 4 3/8 11/30/30 | 2030-11-30      | 4.3750%  | 0.0000% | $12000000.00       | $12354843.81       | U.S. Treasuries (including strips) |
| T 4 1/2 11/15/33 | 2033-11-15      | 4.5000%  | 0.0000% | $35922000.00       | $37104900.23       | U.S. Treasuries (including strips) |
| T 2 3/8 02/15/42 | 2042-02-15      | 2.3750%  | 0.0000% | $50000000.00       | $36821289.06       | U.S. Treasuries (including strips) |
| T 3 3/8 11/15/48 | 2048-11-15      | 3.3750%  | 0.0000% | $50000000.00       | $39768554.81       | U.S. Treasuries (including strips) |
| T 3 3/8 11/15/48 | 2048-11-15      | 3.3750%  | 0.0000% | $50000000.00       | $39768554.81       | U.S. Treasuries (including strips) |
| T 3 1/4 05/15/42 | 2042-05-15      | 3.2500%  | 0.0000% | $50000000.00       | $41565429.81       | U.S. Treasuries (including strips) |
| T 3 1/4 05/15/42 | 2042-05-15      | 3.2500%  | 0.0000% | $20000000.00       | $16626171.92       | U.S. Treasuries (including strips) |
| T 4 11/15/42     | 2042-11-15      | 4.0000%  | 0.0000% | $3000000.00        | $2752265.63        | U.S. Treasuries (including strips) |
| T 3 08/15/48     | 2048-08-15      | 3.0000%  | 0.0000% | $26000000.00       | $19521835.87       | U.S. Treasuries (including strips) |
| T 2 3/4 08/15/47 | 2047-08-15      | 2.7500%  | 0.0000% | $50000000.00       | $36153320.56       | U.S. Treasuries (including strips) |
| T 2 3/4 08/15/47 | 2047-08-15      | 2.7500%  | 0.0000% | $50000000.00       | $36153320.56       | U.S. Treasuries (including strips) |
| T 4 1/8 08/15/44 | 2044-08-15      | 4.1250%  | 0.0000% | $50000000.00       | $46581054.56       | U.S. Treasuries (including strips) |
| T 4 1/8 08/15/44 | 2044-08-15      | 4.1250%  | 0.0000% | $20000000.00       | $18632421.82       | U.S. Treasuries (including strips) |
| T 0 3/8 01/31/26 | 2026-01-31      | 0.3750%  | 0.0000% | $19690000.00       | $19287162.68       | U.S. Treasuries (including strips) |
| T 3 3/4 11/15/43 | 2043-11-15      | 3.7500%  | 0.0000% | $43822000.00       | $38499167.62       | U.S. Treasuries (including strips) |
| T 2 3/4 08/15/47 | 2047-08-15      | 2.7500%  | 0.0000% | $50000000.00       | $36153320.56       | U.S. Treasuries (including strips) |
| T 2 3/8 02/15/42 | 2042-02-15      | 2.3750%  | 0.0000% | $50000000.00       | $36821289.06       | U.S. Treasuries (including strips) |
| T 2 3/4 08/15/47 | 2047-08-15      | 2.7500%  | 0.0000% | $50000000.00       | $36153320.56       | U.S. Treasuries (including strips) |
| T 2 3/4 08/15/47 | 2047-08-15      | 2.7500%  | 0.0000% | $50000000.00       | $36153320.56       | U.S. Treasuries (including strips) |

### Security 331: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 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: 930YEZ009, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 930YEZ009_4.40_0701
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.000 CLBO8668 | 2050-03-01      | 3.0000%  | 0.0000% | $10617138.98       | $9302149.70        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR6731 | 2051-04-01      | 2.5000%  | 0.0000% | $12475523.97       | $10428114.44       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFS6235 | 2053-11-01      | 7.0000%  | 0.0000% | $9302333.24        | $9866974.53        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1663 | 2055-06-01      | 6.0000%  | 0.0000% | $10469736.00       | $10687070.27       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4147 | 2055-05-01      | 5.5000%  | 0.0000% | $10147896.13       | $10261690.13       | Agency Mortgage-Backed Securities |
| 02.500 FGPC G16087 G | 2032-02-01      | 2.5000%  | 0.0000% | $10867201.00       | $10461461.98       | Agency Mortgage-Backed Securities |
| 02.000 FGPC G18628 G | 2031-12-01      | 2.0000%  | 0.0000% | $2151500.78        | $2047047.80        | Agency Mortgage-Backed Securities |
| 02.000 FGPC G18629 G | 2032-01-01      | 2.0000%  | 0.0000% | $9759261.74        | $9272178.07        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA7083 | 2051-10-01      | 2.0000%  | 0.0000% | $12307413.27       | $9778905.81        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9072 | 2054-08-01      | 4.5000%  | 0.0000% | $9640709.58        | $9237506.18        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9506 | 2054-11-01      | 6.0000%  | 0.0000% | $9638979.27        | $9922387.74        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0224 | 2055-01-01      | 5.5000%  | 0.0000% | $10307751.74       | $10395022.89       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CKDD6990 | 2055-04-01      | 6.5000%  | 0.0000% | $8416366.52        | $8650317.19        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD8515 | 2055-05-01      | 6.5000%  | 0.0000% | $9542041.49        | $9955317.91        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0632 | 2055-06-01      | 6.0000%  | 0.0000% | $9716939.77        | $9974733.42        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1343 | 2054-04-01      | 5.5000%  | 0.0000% | $8434697.32        | $8481514.58        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA1330 | 2053-07-01      | 2.5000%  | 0.0000% | $10168483.04       | $8477636.05        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA1333 | 2053-08-01      | 3.5000%  | 0.0000% | $9484904.90        | $8575970.68        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA1936 | 2052-04-01      | 2.5000%  | 0.0000% | $11338128.00       | $9558108.67        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY3906 | 2055-02-01      | 5.5000%  | 0.0000% | $9697973.88        | $9728770.34        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM9038 | 2035-02-01      | 2.5000%  | 0.0000% | $10078680.09       | $9708126.22        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0514 | 2050-03-01      | 2.5000%  | 0.0000% | $11483821.20       | $9640919.27        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY7240 | 2055-07-01      | 6.5000%  | 0.0000% | $9093008.00        | $9502276.21        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBT7205 | 2051-08-01      | 3.0000%  | 0.0000% | $11310510.27       | $9880824.07        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS7561 | 2047-04-01      | 3.5000%  | 0.0000% | $9690180.39        | $9024013.86        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA9197 | 2054-07-01      | 6.0000%  | 0.0000% | $8234012.32        | $8471492.21        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW5790 | 2052-08-01      | 4.5000%  | 0.0000% | $9336844.87        | $8992642.09        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3562 | 2030-04-01      | 4.2900%  | 0.0000% | $134104000.00      | $134823579.70      | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3622 | 2030-04-01      | 4.2900%  | 0.0000% | $89832089.00       | $90314112.99       | Agency Mortgage-Backed Securities |
| FKPC 03.830 WAWA0503 | 2044-03-01      | 3.8300%  | 0.0000% | $209164.16         | $190961.70         | Agency Mortgage-Backed Securities |
| FKPC 02.820 WEWE2014 | 2036-11-01      | 2.8200%  | 0.0000% | $877403.39         | $775248.78         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC3596 | 2051-06-01      | 2.5000%  | 0.0000% | $11281642.60       | $9407512.32        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6073 | 2050-06-01      | 2.5000%  | 0.0000% | $12595967.37       | $10559701.89       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF8937 | 2053-03-01      | 5.5000%  | 0.0000% | $9418945.59        | $9522370.85        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC6001 | 2054-11-01      | 6.0000%  | 0.0000% | $8812553.58        | $9123340.02        | Agency Mortgage-Backed Securities |

### Security 332: MUFG Securities CA

- **C.1 - Title:** MUFG Securities CA 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933USN006, C.3 - LEI: N/A, C.5 - Other ID: 933USN006_4.37_0731
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-31
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 04.000 FGPC G06843 G             | 2041-12-01      | 4.0000%  | 0.0000% | $4304192.63        | $4163786.52        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CTSC0114             | 2041-01-01      | 2.5000%  | 0.0000% | $556.28            | $494.00            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CTSC0630             | 2042-08-01      | 2.0000%  | 0.0000% | $983.27            | $852.13            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0780             | 2051-12-01      | 2.5000%  | 0.0000% | $7225006.28        | $6065052.39        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0007             | 2049-03-01      | 3.0000%  | 0.0000% | $11613390.63       | $10245155.14       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1684             | 2052-09-01      | 4.5000%  | 0.0000% | $3961369.56        | $3808480.51        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD1696             | 2047-04-01      | 2.0000%  | 0.0000% | $4519.11           | $3655.91           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2181             | 2053-01-01      | 5.5000%  | 0.0000% | $2332.60           | $2356.79           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2184             | 2053-01-01      | 6.0000%  | 0.0000% | $4335.64           | $4446.85           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2344             | 2053-02-01      | 5.0000%  | 0.0000% | $5577926.88        | $5505736.11        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD2364             | 2053-02-01      | 6.5000%  | 0.0000% | $5355412.35        | $5604075.45        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3551             | 2053-06-01      | 5.0000%  | 0.0000% | $878.45            | $869.77            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2990             | 2053-03-01      | 6.0000%  | 0.0000% | $902.96            | $939.12            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM3307             | 2048-01-01      | 4.0000%  | 0.0000% | $280.65            | $267.65            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3289             | 2048-01-01      | 3.5000%  | 0.0000% | $16415325.19       | $15166044.16       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3668             | 2048-03-01      | 3.5000%  | 0.0000% | $10697619.50       | $9822655.25        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5359             | 2048-07-01      | 4.0000%  | 0.0000% | $392.21            | $372.48            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4560             | 2048-10-01      | 4.5000%  | 0.0000% | $320.12            | $313.96            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5746             | 2049-03-01      | 4.0000%  | 0.0000% | $899.45            | $852.35            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO8988             | 2050-02-01      | 3.0000%  | 0.0000% | $230.50            | $204.28            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP7667             | 2050-12-01      | 2.5000%  | 0.0000% | $1319.66           | $1113.94           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR0994             | 2051-05-01      | 2.5000%  | 0.0000% | $40271146.66       | $33900810.58       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR2807             | 2050-12-01      | 2.5000%  | 0.0000% | $13495556.48       | $11299679.49       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR7215             | 2051-04-01      | 2.5000%  | 0.0000% | $25447815.32       | $21243680.71       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3425             | 2052-09-01      | 4.5000%  | 0.0000% | $28979748.50       | $27800417.63       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3709             | 2052-11-01      | 5.0000%  | 0.0000% | $1442.03           | $1424.99           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS4936             | 2052-01-01      | 2.5000%  | 0.0000% | $2885682.40        | $2455314.29        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0481             | 2053-12-01      | 6.0000%  | 0.0000% | $9444310.61        | $9685757.56        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRJ0728             | 2054-01-01      | 7.0000%  | 0.0000% | $33647350.35       | $35856934.47       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3578             | 2055-03-01      | 6.0000%  | 0.0000% | $1239503.50        | $1271201.73        | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H03116 G             | 2037-07-01      | 5.5000%  | 0.0000% | $80.81             | $82.27             | Agency Mortgage-Backed Securities  |
| FMAR 1B8894 G                    | 2041-10-01      | 7.1210%  | 0.0000% | $518.98            | $542.15            | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CIQN6384             | 2036-05-01      | 1.5000%  | 0.0000% | $13570302.78       | $12040174.24       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA2461             | 2050-04-01      | 4.0000%  | 0.0000% | $437.56            | $411.40            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6512             | 2053-06-01      | 5.0000%  | 0.0000% | $853208.38         | $852312.32         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6633             | 2053-06-01      | 5.0000%  | 0.0000% | $910.75            | $900.83            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6690             | 2053-07-01      | 4.5000%  | 0.0000% | $1585758.41        | $1550863.80        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7979             | 2054-02-01      | 5.5000%  | 0.0000% | $19695323.75       | $19900894.79       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8011             | 2054-02-01      | 6.5000%  | 0.0000% | $894.47            | $946.09            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8987             | 2054-08-01      | 5.5000%  | 0.0000% | $1435076.21        | $1452711.23        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8220             | 2054-03-01      | 5.0000%  | 0.0000% | $973.61            | $958.79            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8296             | 2054-04-01      | 6.0000%  | 0.0000% | $875.93            | $909.72            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9007             | 2054-08-01      | 6.0000%  | 0.0000% | $23387913.27       | $24160447.23       | Agency Mortgage-Backed Securities  |
| GNII SF MA9964 M                 | 2054-10-20      | 5.0000%  | 0.0000% | $982.33            | $967.67            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZJ1073             | 2041-01-01      | 4.0000%  | 0.0000% | $2356180.03        | $2266084.94        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3756             | 2047-07-01      | 4.5000%  | 0.0000% | $242.02            | $237.46            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0595             | 2043-01-01      | 3.5000%  | 0.0000% | $176.90            | $164.68            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA7214             | 2047-04-01      | 2.5000%  | 0.0000% | $441935.35         | $373938.24         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9254             | 2053-06-01      | 5.0000%  | 0.0000% | $19111703.66       | $18888245.37       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9257             | 2053-06-01      | 5.0000%  | 0.0000% | $10652518.39       | $10536542.06       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 3JRE0017             | 2050-12-01      | 2.5000%  | 0.0000% | $576.11            | $486.73            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM2398             | 2033-06-01      | 3.0000%  | 0.0000% | $8133246.90        | $7957403.39        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM2715             | 2050-03-01      | 3.0000%  | 0.0000% | $21335104.64       | $18706015.26       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM3209             | 2050-05-01      | 2.5000%  | 0.0000% | $3714196.89        | $3122836.90        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM4517             | 2035-10-01      | 2.0000%  | 0.0000% | $426.61            | $391.74            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4522             | 2043-07-01      | 3.0000%  | 0.0000% | $1776.27           | $1604.75           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0399             | 2048-06-01      | 4.0000%  | 0.0000% | $1146.50           | $1081.75           | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB8083             | 2036-01-01      | 1.5000%  | 0.0000% | $541.65            | $482.59            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8141             | 2037-02-01      | 2.0000%  | 0.0000% | $1616550.21        | $1475451.42        | Agency Mortgage-Backed Securities  |
| FNFR SOFR A 11/05/27             | 2027-11-05      | 4.6600%  | 0.0000% | $3072000.00        | $3101381.12        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBC0332             | 2045-12-01      | 4.0000%  | 0.0000% | $2208.73           | $2108.62           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE5042             | 2046-08-01      | 4.0000%  | 0.0000% | $1831.61           | $1739.64           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0103             | 2056-06-01      | 3.5000%  | 0.0000% | $385.31            | $349.44            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 R3BF0508             | 2050-06-01      | 2.5000%  | 0.0000% | $551.85            | $464.06            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ9246             | 2048-06-01      | 4.0000%  | 0.0000% | $969.61            | $922.12            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBK8166             | 2035-10-01      | 2.0000%  | 0.0000% | $455.75            | $418.49            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBK8508             | 2050-12-01      | 2.5000%  | 0.0000% | $903021.15         | $755079.09         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL8042             | 2035-09-01      | 1.4600%  | 0.0000% | $32383900.00       | $23667550.22       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM1193             | 2047-05-01      | 4.0000%  | 0.0000% | $499.24            | $475.75            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM1579             | 2047-07-01      | 4.0000%  | 0.0000% | $1310.62           | $1251.90           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9443             | 2051-10-01      | 2.5000%  | 0.0000% | $18977910.79       | $15814936.20       | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CTFS0316             | 2041-11-01      | 1.5000%  | 0.0000% | $769.99            | $634.95            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS0713             | 2050-03-01      | 4.5000%  | 0.0000% | $22865013.04       | $22262016.91       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1384             | 2052-04-01      | 4.0000%  | 0.0000% | $26384761.45       | $24611500.26       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1428             | 2052-04-01      | 4.0000%  | 0.0000% | $34002217.13       | $31697622.40       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2656             | 2052-08-01      | 4.5000%  | 0.0000% | $25307435.42       | $24374476.82       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0214             | 2055-02-01      | 5.5000%  | 0.0000% | $2019.41           | $2033.93           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6299             | 2054-09-01      | 5.5000%  | 0.0000% | $2284.15           | $2296.21           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5453             | 2054-05-01      | 5.5000%  | 0.0000% | $6158066.76        | $6236782.59        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD5753             | 2052-07-01      | 3.5000%  | 0.0000% | $937.58            | $845.16            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD6077             | 2052-10-01      | 4.0000%  | 0.0000% | $1814.32           | $1702.96           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6125             | 2053-01-01      | 5.5000%  | 0.0000% | $4882.44           | $4956.55           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD6149             | 2052-08-01      | 4.5000%  | 0.0000% | $1974.70           | $1899.47           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6151             | 2054-01-01      | 6.0000%  | 0.0000% | $4309638.23        | $4401913.33        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6154             | 2054-01-01      | 5.5000%  | 0.0000% | $12719598.89       | $12814952.08       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6602             | 2053-05-01      | 5.0000%  | 0.0000% | $12080160.72       | $11923115.95       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7317             | 2054-02-01      | 5.5000%  | 0.0000% | $6955594.34        | $7000072.27        | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8104             | 2050-11-01      | 1.5000%  | 0.0000% | $725.06            | $545.03            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8156             | 2051-07-01      | 2.5000%  | 0.0000% | $37093048.58       | $30951325.85       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL5161             | 2044-03-01      | 4.0000%  | 0.0000% | $503.23            | $483.15            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL8000             | 2045-12-01      | 4.0000%  | 0.0000% | $1193.16           | $1142.11           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN7661             | 2027-12-01      | 3.0300%  | 0.0000% | $1062.59           | $1038.47           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO3000             | 2042-05-01      | 4.0000%  | 0.0000% | $88.83             | $85.79             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS2283             | 2044-04-01      | 4.5000%  | 0.0000% | $2648175.83        | $2609734.91        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS3641             | 2044-10-01      | 4.0000%  | 0.0000% | $489.74            | $470.29            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7864             | 2046-09-01      | 3.5000%  | 0.0000% | $13250786.90       | $12241586.35       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR7223             | 2051-04-01      | 2.5000%  | 0.0000% | $702.65            | $586.70            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR8795             | 2051-05-01      | 2.5000%  | 0.0000% | $1399.41           | $1174.43           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9345             | 2051-05-01      | 2.5000%  | 0.0000% | $12581528.96       | $10603132.46       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9357             | 2051-05-01      | 2.5000%  | 0.0000% | $13796660.40       | $11611323.05       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9718             | 2051-04-01      | 2.5000%  | 0.0000% | $9166119.11        | $7721024.42        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT1339             | 2051-07-01      | 2.5000%  | 0.0000% | $2270.48           | $1887.41           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT3222             | 2051-07-01      | 2.5000%  | 0.0000% | $1541.60           | $1286.62           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 REBT7247             | 2051-09-01      | 2.0000%  | 0.0000% | $710.36            | $565.92            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT7954             | 2052-10-01      | 4.5000%  | 0.0000% | $2097.95           | $2013.20           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT8301             | 2052-08-01      | 4.5000%  | 0.0000% | $767.31            | $736.47            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBT9375             | 2051-11-01      | 2.0000%  | 0.0000% | $31266932.41       | $25107256.40       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU2794             | 2051-11-01      | 2.5000%  | 0.0000% | $3461.03           | $2905.07           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU8766             | 2052-04-01      | 3.0000%  | 0.0000% | $3877511.61        | $3415570.73        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV4583             | 2052-04-01      | 3.5000%  | 0.0000% | $826.71            | $745.83            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV7861             | 2052-07-01      | 5.0000%  | 0.0000% | $781.44            | $777.48            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6943             | 2052-06-01      | 3.0000%  | 0.0000% | $38568402.45       | $33420549.23       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7307             | 2052-03-01      | 3.0000%  | 0.0000% | $28563864.85       | $25187520.83       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7395             | 2054-03-01      | 5.5000%  | 0.0000% | $883.36            | $887.88            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7595             | 2051-11-01      | 3.0000%  | 0.0000% | $43249926.74       | $38439395.99       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS8895             | 2052-04-01      | 3.0000%  | 0.0000% | $9538095.66        | $8264346.57        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8300             | 2053-02-01      | 5.5000%  | 0.0000% | $2453.23           | $2465.76           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8331             | 2053-06-01      | 5.5000%  | 0.0000% | $2632.47           | $2644.21           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD4386             | 2052-08-01      | 3.0000%  | 0.0000% | $31338416.84       | $27213706.65       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3653             | 2053-08-01      | 5.0000%  | 0.0000% | $7644445.06        | $7659105.41        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD3887             | 2053-04-01      | 4.5000%  | 0.0000% | $902.19            | $865.87            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4213             | 2053-11-01      | 6.5000%  | 0.0000% | $485618.30         | $513656.98         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V81286 G             | 2044-07-01      | 4.0000%  | 0.0000% | $5065493.10        | $4830262.85        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS8373             | 2046-11-01      | 4.0000%  | 0.0000% | $2539.35           | $2420.68           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735475             | 2038-03-01      | 4.4850%  | 0.0000% | $35.22             | $34.96             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3835             | 2052-10-01      | 5.0000%  | 0.0000% | $5775095.27        | $5767776.94        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW4886             | 2053-04-01      | 5.5000%  | 0.0000% | $712.34            | $728.44            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6373             | 2052-08-01      | 5.0000%  | 0.0000% | $1310.45           | $1292.53           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX2816             | 2052-11-01      | 5.0000%  | 0.0000% | $1586.45           | $1578.01           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY3024             | 2053-06-01      | 5.0000%  | 0.0000% | $23286893.18       | $22916579.83       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9764             | 2053-09-01      | 6.5000%  | 0.0000% | $950.34            | $1004.63           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5366             | 2042-06-01      | 3.5000%  | 0.0000% | $10677530.89       | $10053102.94       | Agency Mortgage-Backed Securities  |
| GNII SF MA6474 M                 | 2050-02-20      | 3.0000%  | 0.0000% | $247.29            | $219.41            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q28392 G             | 2044-09-01      | 4.0000%  | 0.0000% | $4462567.98        | $4251632.31        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q63763 G             | 2049-05-01      | 4.5000%  | 0.0000% | $2195227.38        | $2140214.98        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q44275 G             | 2046-11-01      | 3.5000%  | 0.0000% | $3608711.28        | $3323880.91        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q46684 G             | 2047-03-01      | 4.0000%  | 0.0000% | $3116096.76        | $2972978.24        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB3456             | 2050-09-01      | 2.5000%  | 0.0000% | $613.20            | $515.03            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB4023             | 2050-09-01      | 2.5000%  | 0.0000% | $806348.51         | $675449.03         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB6553             | 2050-08-01      | 2.5000%  | 0.0000% | $14398240.76       | $12075860.52       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD1258             | 2051-11-01      | 2.0000%  | 0.0000% | $29076182.65       | $23348206.97       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2051             | 2048-07-01      | 4.5000%  | 0.0000% | $346.41            | $340.42            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2465             | 2048-10-01      | 4.0000%  | 0.0000% | $742.84            | $707.53            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2486             | 2048-10-01      | 4.5000%  | 0.0000% | $8439322.72        | $8292841.40        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2787             | 2048-12-01      | 4.0000%  | 0.0000% | $10679361.25       | $10115301.12       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6316             | 2050-07-01      | 3.0000%  | 0.0000% | $1236.81           | $1073.80           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8958             | 2051-02-01      | 2.5000%  | 0.0000% | $1111.53           | $927.89            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0573             | 2046-05-01      | 2.5000%  | 0.0000% | $767.37            | $647.94            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA2996             | 2037-05-01      | 3.5000%  | 0.0000% | $772.41            | $746.40            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4387             | 2041-07-01      | 2.0000%  | 0.0000% | $696.67            | $603.53            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4492             | 2051-12-01      | 2.0000%  | 0.0000% | $40614770.02       | $32211213.08       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4153             | 2040-10-01      | 2.5000%  | 0.0000% | $37600491.12       | $34107551.72       | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4154             | 2035-10-01      | 1.5000%  | 0.0000% | $504.80            | $450.06            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4334             | 2041-05-01      | 2.5000%  | 0.0000% | $838212.97         | $748048.82         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4305             | 2051-04-01      | 2.0000%  | 0.0000% | $14690420.80       | $11675624.89       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4366             | 2041-06-01      | 2.5000%  | 0.0000% | $1337.10           | $1195.34           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4355             | 2051-06-01      | 2.0000%  | 0.0000% | $33311346.28       | $26380291.47       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4356             | 2051-06-01      | 2.5000%  | 0.0000% | $2109.63           | $1760.09           | Agency Mortgage-Backed Securities  |
| GNII SF MA7938 M                 | 2052-03-20      | 3.5000%  | 0.0000% | $390826.25         | $354877.83         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE3361             | 2052-06-01      | 4.0000%  | 0.0000% | $8358.31           | $7793.77           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8029             | 2052-08-01      | 5.0000%  | 0.0000% | $760.60            | $750.91            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0466             | 2052-09-01      | 5.0000%  | 0.0000% | $693.71            | $688.93            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF6752             | 2053-01-01      | 6.0000%  | 0.0000% | $1798.10           | $1868.41           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8750             | 2053-03-01      | 6.0000%  | 0.0000% | $10091777.73       | $10350726.02       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1894             | 2054-08-01      | 6.0000%  | 0.0000% | $21638469.00       | $22215206.32       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2101             | 2054-08-01      | 5.5000%  | 0.0000% | $7010968.19        | $7051691.79        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CICB2580             | 2037-01-01      | 1.5000%  | 0.0000% | $2017.19           | $1797.29           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB2586             | 2037-01-01      | 2.0000%  | 0.0000% | $14330548.60       | $13223515.32       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2287             | 2051-12-01      | 2.5000%  | 0.0000% | $37429897.68       | $31409069.90       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB3641             | 2052-05-01      | 4.5000%  | 0.0000% | $15327862.29       | $14762923.27       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4687             | 2052-09-01      | 5.0000%  | 0.0000% | $1773.54           | $1755.08           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5105             | 2052-11-01      | 5.0000%  | 0.0000% | $42050328.25       | $41492857.72       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6270             | 2053-05-01      | 6.5000%  | 0.0000% | $6041205.96        | $6400150.92        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5901             | 2053-03-01      | 5.0000%  | 0.0000% | $37849509.24       | $37472406.17       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6085             | 2053-04-01      | 6.0000%  | 0.0000% | $8179822.51        | $8495337.35        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4653             | 2052-07-01      | 3.0000%  | 0.0000% | $34198437.02       | $29643057.03       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072             | 2053-07-01      | 5.5000%  | 0.0000% | $1713.04           | $1720.46           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5191             | 2053-11-01      | 6.0000%  | 0.0000% | $810.11            | $827.90            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5420             | 2054-07-01      | 5.5000%  | 0.0000% | $67604191.18       | $67818872.07       | Agency Mortgage-Backed Securities  |
| 4 1/8 NOTE R 31                  | 2031-10-31      | 4.1250%  | 0.0000% | $100.00            | $101.58            | U.S. Treasuries (including strips) |
| T 4 1/4 11/15/34                 | 2034-11-15      | 4.2500%  | 0.0000% | $40173900.00       | $40441518.43       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31                  | 2031-11-30      | 4.1250%  | 0.0000% | $100.00            | $101.18            | U.S. Treasuries (including strips) |
| T 4.375 12/31/29                 | 2029-12-31      | 4.3750%  | 0.0000% | $15566000.00       | $15935785.90       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30                  | 2030-01-31      | 4.2500%  | 0.0000% | $11100.00          | $11503.08          | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28                 | 2028-02-15      | 4.2500%  | 0.0000% | $1000.00           | $1028.86           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32                  | 2032-02-29      | 4.1250%  | 0.0000% | $300.00            | $306.36            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28                 | 2028-04-15      | 3.7500%  | 0.0000% | $100.00            | $100.85            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31                  | 2031-06-30      | 4.2500%  | 0.0000% | $200.00            | $203.43            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31                  | 2031-08-31      | 3.7500%  | 0.0000% | $200.00            | $200.34            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31                  | 2031-09-30      | 3.6250%  | 0.0000% | $100.00            | $99.09             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27                 | 2027-10-15      | 3.8750%  | 0.0000% | $4801700.00        | $4854808.95        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33                  | 2033-05-15      | 3.3750%  | 0.0000% | $1999900.00        | $1911455.92        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30                  | 2030-06-30      | 3.7500%  | 0.0000% | $100.00            | $99.61             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33                  | 2033-08-15      | 3.8750%  | 0.0000% | $300.00            | $299.20            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AR 26                 | 2026-08-15      | 4.3750%  | 0.0000% | $3700.00           | $3776.09           | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28                 | 2028-08-31      | 4.3750%  | 0.0000% | $32126200.00       | $33207120.57       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28                 | 2028-09-30      | 4.6250%  | 0.0000% | $200.00            | $207.72            | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33                  | 2033-11-15      | 4.5000%  | 0.0000% | $1000.00           | $1030.91           | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26                 | 2026-11-15      | 4.6250%  | 0.0000% | $14529100.00       | $14750715.99       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30                  | 2030-12-31      | 3.7500%  | 0.0000% | $2000.00           | $1987.52           | U.S. Treasuries (including strips) |
| T 3 3/4 12/31/28                 | 2028-12-31      | 3.7500%  | 0.0000% | $999800.00         | $999980.96         | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27                     | 2027-01-15      | 4.0000%  | 0.0000% | $22000100.00       | $22450431.95       | U.S. Treasuries (including strips) |
| 4 NOTE B 34                      | 2034-02-15      | 4.0000%  | 0.0000% | $200.00            | $200.55            | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AZ 26                 | 2026-03-31      | 4.5000%  | 0.0000% | $800.00            | $811.08            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29                  | 2029-04-30      | 4.6250%  | 0.0000% | $1100.00           | $1141.93           | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34                  | 2034-05-15      | 4.3750%  | 0.0000% | $1200.00           | $1223.05           | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27                  | 2027-04-30      | 0.5000%  | 0.0000% | $200.00            | $188.67            | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30                  | 2030-05-15      | 0.6250%  | 0.0000% | $2315000.00        | $1990342.66        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE L 27                  | 2027-05-31      | 0.5000%  | 0.0000% | $200.00            | $188.12            | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                  | 2030-08-15      | 0.6250%  | 0.0000% | $1153300.00        | $984791.11         | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27                  | 2027-08-31      | 0.5000%  | 0.0000% | $54500.00          | $50943.31          | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30                  | 2030-11-15      | 0.8750%  | 0.0000% | $1000.00           | $857.26            | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27                  | 2027-11-30      | 0.6250%  | 0.0000% | $157600.00         | $146480.89         | U.S. Treasuries (including strips) |
| 0 1/2 NOTE V 26                  | 2026-02-28      | 0.5000%  | 0.0000% | $7493000.00        | $7324539.44        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28                  | 2028-03-31      | 1.2500%  | 0.0000% | $413800.00         | $388482.86         | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-04-30      | 0.7500%  | 0.0000% | $100.00            | $97.40             | U.S. Treasuries (including strips) |
| 0 5/8 NOTE AB 26                 | 2026-07-31      | 0.6250%  | 0.0000% | $100.00            | $96.71             | U.S. Treasuries (including strips) |
| 1 NOTE N 28                      | 2028-07-31      | 1.0000%  | 0.0000% | $300.00            | $277.60            | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28                  | 2028-10-31      | 1.3750%  | 0.0000% | $100.00            | $92.86             | U.S. Treasuries (including strips) |
| T 1 3/8 11/15/31                 | 2031-11-15      | 1.3750%  | 0.0000% | $1931700.00        | $1653302.91        | U.S. Treasuries (including strips) |
| 1 1/2 NOTE S 28                  | 2028-11-30      | 1.5000%  | 0.0000% | $200.00            | $185.98            | U.S. Treasuries (including strips) |
| BILL 12/26/25                    | 2025-12-26      | 0.0000%  | 0.0000% | $4000.00           | $3918.62           | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2025-07-15      | 0.0000%  | 0.0000% | $400.00            | $399.36            | U.S. Treasuries (including strips) |
| 3 5/8 TRIB 28                    | 2028-04-15      | 3.6250%  | 0.0000% | $198.26            | $212.09            | U.S. Treasuries (including strips) |
| 4 3/4 BOND 41                    | 2041-02-15      | 4.7500%  | 0.0000% | $300.00            | $307.95            | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43                    | 2043-11-15      | 3.7500%  | 0.0000% | $100.00            | $87.47             | U.S. Treasuries (including strips) |
| 1 3/8 TRIB 44                    | 2044-02-15      | 1.3750%  | 0.0000% | $137.59            | $115.91            | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45                    | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $71.02             | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45                    | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $75.51             | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46                    | 2046-02-15      | 2.5000%  | 0.0000% | $4803500.00        | $3360126.09        | U.S. Treasuries (including strips) |
| 1 TRIB 46                        | 2046-02-15      | 1.0000%  | 0.0000% | $6184672.40        | $4695380.29        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46                    | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $66.06             | U.S. Treasuries (including strips) |
| 2 7/8 BOND 46                    | 2046-11-15      | 2.8750%  | 0.0000% | $100.00            | $73.67             | U.S. Treasuries (including strips) |
| 3 BOND 47                        | 2047-02-15      | 3.0000%  | 0.0000% | $6517600.00        | $4946694.45        | U.S. Treasuries (including strips) |
| 3 BOND 47                        | 2047-05-15      | 3.0000%  | 0.0000% | $2300.00           | $1723.44           | U.S. Treasuries (including strips) |
| 3 BOND 48                        | 2048-08-15      | 3.0000%  | 0.0000% | $1300.00           | $971.71            | U.S. Treasuries (including strips) |
| 2 BOND 50                        | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $59.18             | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40                    | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $63.58             | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51                    | 2051-02-15      | 1.8750%  | 0.0000% | $200.00            | $113.19            | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29                  | 2029-01-31      | 1.7500%  | 0.0000% | $100.00            | $94.07             | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32                  | 2032-02-15      | 1.8750%  | 0.0000% | $200.00            | $176.76            | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29                  | 2029-03-31      | 2.3750%  | 0.0000% | $2921300.00        | $2798395.23        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27                  | 2027-04-30      | 2.7500%  | 0.0000% | $200.00            | $197.28            | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32                  | 2032-05-15      | 2.8750%  | 0.0000% | $100.00            | $93.51             | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29                  | 2029-05-31      | 2.7500%  | 0.0000% | $1000.00           | $965.66            | U.S. Treasuries (including strips) |
| 3 1/8 NOTE AC 27                 | 2027-08-31      | 3.1250%  | 0.0000% | $1200.00           | $1197.06           | U.S. Treasuries (including strips) |
| 4  NOTE R 29                     | 2029-10-31      | 4.0000%  | 0.0000% | $100.00            | $101.52            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27                 | 2027-12-31      | 3.8750%  | 0.0000% | $100.00            | $100.37            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33                  | 2033-02-15      | 3.5000%  | 0.0000% | $200.00            | $195.06            | U.S. Treasuries (including strips) |
| TINT 08/15/29                    | 2029-08-15      | 0.0000%  | 0.0000% | $219392.00         | $187110.88         | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41                    | 2041-05-15      | 2.2500%  | 0.0000% | $3300.00           | $2395.61           | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41                    | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $66.73             | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42                    | 2042-02-15      | 2.3750%  | 0.0000% | $4800.00           | $3517.87           | U.S. Treasuries (including strips) |
| 2 7/8 BOND 52                    | 2052-05-15      | 2.8750%  | 0.0000% | $1800.00           | $1267.56           | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42                    | 2042-08-15      | 3.3750%  | 0.0000% | $19205000.00       | $16300922.19       | U.S. Treasuries (including strips) |
| 4 BOND 42                        | 2042-11-15      | 4.0000%  | 0.0000% | $100.00            | $91.41             | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43                    | 2043-08-15      | 4.3750%  | 0.0000% | $1200.00           | $1159.34           | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43                    | 2043-11-15      | 4.7500%  | 0.0000% | $500.00            | $500.62            | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 54                    | 2054-02-15      | 2.1250%  | 0.0000% | $104.48            | $96.37             | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54                    | 2054-11-15      | 4.5000%  | 0.0000% | $3500.00           | $3343.08           | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55                    | 2055-05-15      | 4.7500%  | 0.0000% | $400.00            | $398.50            | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27                  | 2027-08-15      | 2.2500%  | 0.0000% | $53759500.00       | $52572376.48       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27                  | 2027-11-15      | 2.2500%  | 0.0000% | $2137600.00        | $2071884.83        | U.S. Treasuries (including strips) |
| 2 5/8 NOTE G 26                  | 2026-01-31      | 2.6250%  | 0.0000% | $100.00            | $100.16            | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29                  | 2029-05-15      | 2.3750%  | 0.0000% | $999900.00         | $953278.41         | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27                  | 2027-05-15      | 2.3750%  | 0.0000% | $100.00            | $97.78             | U.S. Treasuries (including strips) |
| 0 3/8 TRIN D 25                  | 2025-07-15      | 0.3750%  | 0.0000% | $407144.41         | $407507.83         | U.S. Treasuries (including strips) |
| 0 3/4 TRIN D 28                  | 2028-07-15      | 0.7500%  | 0.0000% | $39728695.00       | $39354817.26       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29                  | 2029-08-15      | 1.6250%  | 0.0000% | $1500.00           | $1388.79           | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 30                  | 2030-01-15      | 0.1250%  | 0.0000% | $124.63            | $117.56            | U.S. Treasuries (including strips) |

### Security 333: MUFG Securities CA

- **C.1 - Title:** MUFG Securities CA 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: 933USN006, C.3 - LEI: N/A, C.5 - Other ID: 933USN006_4.40_0701
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 04.000 CRAL2232             | 2042-07-01      | 4.0000%  | 0.0000% | $251390.85         | $241591.44         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAL3166             | 2043-03-01      | 3.0000%  | 0.0000% | $255623.23         | $230731.32         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CTSC0114             | 2041-01-01      | 2.5000%  | 0.0000% | $533923.54         | $474147.54         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0780             | 2051-12-01      | 2.5000%  | 0.0000% | $12872.24          | $10805.64          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0007             | 2049-03-01      | 3.0000%  | 0.0000% | $762037.08         | $672257.43         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1684             | 2052-09-01      | 4.5000%  | 0.0000% | $79525.48          | $76456.20          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD1696             | 2047-04-01      | 2.0000%  | 0.0000% | $63.20             | $51.13             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1790             | 2052-09-01      | 5.0000%  | 0.0000% | $215965.00         | $213213.13         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1846             | 2052-10-01      | 4.5000%  | 0.0000% | $214842.57         | $206341.25         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2181             | 2053-01-01      | 5.5000%  | 0.0000% | $56.55             | $57.13             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2184             | 2053-01-01      | 6.0000%  | 0.0000% | $484446.07         | $496873.24         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2344             | 2053-02-01      | 5.0000%  | 0.0000% | $60.16             | $59.38             | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD2364             | 2053-02-01      | 6.5000%  | 0.0000% | $151665.08         | $158707.21         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL4699             | 2043-10-01      | 3.5000%  | 0.0000% | $402202.69         | $374400.21         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN0856             | 2048-10-01      | 4.5000%  | 0.0000% | $102349.36         | $99622.88          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO8988             | 2050-02-01      | 3.0000%  | 0.0000% | $10981.01          | $9731.91           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP1334             | 2050-03-01      | 3.0000%  | 0.0000% | $330920.81         | $291915.40         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKBP3378             | 2051-05-01      | 2.5000%  | 0.0000% | $666427.30         | $543607.34         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP7667             | 2050-12-01      | 2.5000%  | 0.0000% | $2592.52           | $2188.38           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR0994             | 2051-05-01      | 2.5000%  | 0.0000% | $602123.17         | $506875.65         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS2448             | 2052-05-01      | 2.0000%  | 0.0000% | $127613.86         | $101280.25         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3425             | 2052-09-01      | 4.5000%  | 0.0000% | $503908.51         | $483401.96         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3709             | 2052-11-01      | 5.0000%  | 0.0000% | $209496.89         | $207022.06         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4695             | 2053-05-01      | 5.0000%  | 0.0000% | $653375.72         | $649293.94         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ0879             | 2054-02-01      | 5.5000%  | 0.0000% | $113413.42         | $113843.66         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0663             | 2054-01-01      | 6.5000%  | 0.0000% | $11882.02          | $12386.56          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1715             | 2054-06-01      | 6.0000%  | 0.0000% | $1280104.79        | $1307912.94        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2281             | 2054-09-01      | 6.0000%  | 0.0000% | $54113.33          | $55413.69          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3578             | 2055-03-01      | 6.0000%  | 0.0000% | $72705.67          | $74565.00          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3251             | 2055-01-01      | 5.5000%  | 0.0000% | $783570.40         | $792887.49         | Agency Mortgage-Backed Securities  |
| GNII SF MB0026 M                 | 2054-11-20      | 5.5000%  | 0.0000% | $1067770.01        | $1073447.94        | Agency Mortgage-Backed Securities  |
| GNII SF MB0146 M                 | 2055-01-20      | 5.0000%  | 0.0000% | $1520.23           | $1497.54           | Agency Mortgage-Backed Securities  |
| GNII SF MB0205 M                 | 2055-02-20      | 5.5000%  | 0.0000% | $179471.73         | $180425.90         | Agency Mortgage-Backed Securities  |
| GNII SF MB0366 M                 | 2055-05-20      | 5.5000%  | 0.0000% | $23680.66          | $23802.86          | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H03116 G             | 2037-07-01      | 5.5000%  | 0.0000% | $7.39              | $7.52              | Agency Mortgage-Backed Securities  |
| FMAR 1B8894 G                    | 2041-10-01      | 7.1210%  | 0.0000% | $45.62             | $47.65             | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H09119 G             | 2037-12-01      | 5.5000%  | 0.0000% | $3.59              | $3.60              | Agency Mortgage-Backed Securities  |
| FCFR 03SF J 25/10                | 2025-10-20      | 4.7000%  | 0.0000% | $1745.45           | $1762.94           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA1942             | 2049-12-01      | 3.0000%  | 0.0000% | $11.26             | $9.88              | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA2461             | 2050-04-01      | 4.0000%  | 0.0000% | $7.87              | $7.39              | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4664             | 2051-02-01      | 2.5000%  | 0.0000% | $816253.39         | $681547.01         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4921             | 2051-03-01      | 2.5000%  | 0.0000% | $257615.05         | $215007.81         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6129             | 2053-04-01      | 5.0000%  | 0.0000% | $109106.26         | $107918.40         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6512             | 2053-06-01      | 5.0000%  | 0.0000% | $303987.57         | $303668.31         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6633             | 2053-06-01      | 5.0000%  | 0.0000% | $19827.43          | $19611.57          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6914             | 2053-08-01      | 5.5000%  | 0.0000% | $1040085.40        | $1050107.20        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8011             | 2054-02-01      | 6.5000%  | 0.0000% | $476615.56         | $504119.19         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7504             | 2053-11-01      | 6.0000%  | 0.0000% | $3238.26           | $3312.38           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8987             | 2054-08-01      | 5.5000%  | 0.0000% | $1088441.39        | $1101816.76        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8220             | 2054-03-01      | 5.0000%  | 0.0000% | $1137884.67        | $1120566.95        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8635             | 2054-06-01      | 5.5000%  | 0.0000% | $41836.29          | $42007.92          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9007             | 2054-08-01      | 6.0000%  | 0.0000% | $569259.84         | $588063.25         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0307             | 2055-01-01      | 5.0000%  | 0.0000% | $4574.90           | $4508.73           | Agency Mortgage-Backed Securities  |
| GNII SF CF8197 C                 | 2051-08-20      | 3.0000%  | 0.0000% | $696778.67         | $616095.65         | Agency Mortgage-Backed Securities  |
| GNII SF CH7005 C                 | 2051-10-20      | 2.0000%  | 0.0000% | $575386.62         | $457735.65         | Agency Mortgage-Backed Securities  |
| GNII SF CI2248 C                 | 2051-10-20      | 3.5000%  | 0.0000% | $530202.35         | $473359.06         | Agency Mortgage-Backed Securities  |
| GNII SF CI2310 C                 | 2051-11-20      | 3.5000%  | 0.0000% | $739252.05         | $659995.68         | Agency Mortgage-Backed Securities  |
| GNII SF CI5879 C                 | 2051-12-20      | 3.5000%  | 0.0000% | $668898.53         | $598794.92         | Agency Mortgage-Backed Securities  |
| GNII SF CI5859 C                 | 2051-12-20      | 3.0000%  | 0.0000% | $18833.29          | $16745.33          | Agency Mortgage-Backed Securities  |
| GNII SF CK1560 C                 | 2051-12-20      | 3.5000%  | 0.0000% | $33.20             | $30.05             | Agency Mortgage-Backed Securities  |
| GNII SF CK1632 C                 | 2052-01-20      | 4.0000%  | 0.0000% | $639638.11         | $591205.49         | Agency Mortgage-Backed Securities  |
| GNII SF CL5007 C                 | 2052-01-20      | 4.0000%  | 0.0000% | $717149.70         | $662847.29         | Agency Mortgage-Backed Securities  |
| GNII SF MA9905 M                 | 2054-09-20      | 5.0000%  | 0.0000% | $1744652.28        | $1718618.19        | Agency Mortgage-Backed Securities  |
| GNII SF MA9963 M                 | 2054-10-20      | 4.5000%  | 0.0000% | $824533.98         | $790690.99         | Agency Mortgage-Backed Securities  |
| GNII SF MA9964 M                 | 2054-10-20      | 5.0000%  | 0.0000% | $653304.28         | $643555.53         | Agency Mortgage-Backed Securities  |
| GNII SF MA9966 M                 | 2054-10-20      | 6.0000%  | 0.0000% | $244406.44         | $249180.51         | Agency Mortgage-Backed Securities  |
| GNII SF CS4481 C                 | 2053-08-20      | 6.0000%  | 0.0000% | $981771.31         | $1017079.08        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZJ1073             | 2041-01-01      | 4.0000%  | 0.0000% | $2.17              | $2.09              | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8673             | 2053-05-01      | 5.5000%  | 0.0000% | $262038.75         | $263335.99         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9257             | 2053-06-01      | 5.0000%  | 0.0000% | $80.11             | $79.23             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTRB5158             | 2042-04-01      | 3.0000%  | 0.0000% | $1059.11           | $965.32            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI4391             | 2054-04-01      | 6.0000%  | 0.0000% | $828448.52         | $848888.28         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD8595             | 2055-05-01      | 5.5000%  | 0.0000% | $112719.31         | $113774.20         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA1109             | 2055-02-01      | 4.5000%  | 0.0000% | $375298.33         | $359950.13         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM2984             | 2045-08-01      | 4.0000%  | 0.0000% | $349136.03         | $333547.19         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM4517             | 2035-10-01      | 2.0000%  | 0.0000% | $374217.39         | $343632.64         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFM5430             | 2048-06-01      | 4.5000%  | 0.0000% | $254289.70         | $247703.34         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA5570             | 2048-07-01      | 4.0000%  | 0.0000% | $605701.97         | $575096.59         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4522             | 2043-07-01      | 3.0000%  | 0.0000% | $24.05             | $21.73             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4606             | 2045-03-01      | 3.0000%  | 0.0000% | $337108.82         | $301208.98         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0399             | 2048-06-01      | 4.0000%  | 0.0000% | $10.17             | $9.60              | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0361             | 2035-07-01      | 3.0000%  | 0.0000% | $271795.77         | $260354.17         | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB8083             | 2036-01-01      | 1.5000%  | 0.0000% | $184.80            | $164.65            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8141             | 2037-02-01      | 2.0000%  | 0.0000% | $74.98             | $68.43             | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 23-27 21               | 2027-06-01      | 4.0000%  | 0.0000% | $36.36             | $36.60             | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 23-26 J4               | 2026-04-27      | 4.0000%  | 0.0000% | $545454.55         | $548619.27         | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 25-29 F7               | 2029-08-06      | 4.0000%  | 0.0000% | $553163.64         | $556952.81         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBK8166             | 2035-10-01      | 2.0000%  | 0.0000% | $16.59             | $15.23             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7636             | 2051-06-01      | 3.0000%  | 0.0000% | $667977.69         | $581779.62         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7685             | 2051-06-01      | 3.0000%  | 0.0000% | $227286.36         | $197551.55         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9227             | 2051-10-01      | 2.5000%  | 0.0000% | $788245.36         | $661765.79         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM9704             | 2051-12-01      | 2.0000%  | 0.0000% | $203738.51         | $163334.74         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0634             | 2052-03-01      | 3.0000%  | 0.0000% | $197825.69         | $171632.31         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS0713             | 2050-03-01      | 4.5000%  | 0.0000% | $1902.72           | $1852.54           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1390             | 2051-12-01      | 2.5000%  | 0.0000% | $153705.74         | $128189.03         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2592             | 2052-08-01      | 5.0000%  | 0.0000% | $1433911.13        | $1415714.48        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2656             | 2052-08-01      | 4.5000%  | 0.0000% | $627417.99         | $604288.22         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0214             | 2055-02-01      | 5.5000%  | 0.0000% | $1214406.97        | $1223139.23        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD6202             | 2052-05-01      | 3.0000%  | 0.0000% | $1900519.26        | $1646717.59        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6299             | 2054-09-01      | 5.5000%  | 0.0000% | $620440.59         | $623716.86         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5453             | 2054-05-01      | 5.5000%  | 0.0000% | $33.83             | $34.27             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD5753             | 2052-07-01      | 3.5000%  | 0.0000% | $364864.84         | $328902.46         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5877             | 2054-07-01      | 5.5000%  | 0.0000% | $61852.31          | $62985.48          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5956             | 2054-07-01      | 5.5000%  | 0.0000% | $35493.11          | $35967.82          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD6077             | 2052-10-01      | 4.0000%  | 0.0000% | $33.00             | $30.98             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6125             | 2053-01-01      | 5.5000%  | 0.0000% | $73.20             | $74.31             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD6149             | 2052-08-01      | 4.5000%  | 0.0000% | $1755993.76        | $1689093.91        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6154             | 2054-01-01      | 5.5000%  | 0.0000% | $1615422.39        | $1627532.49        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6602             | 2053-05-01      | 5.0000%  | 0.0000% | $583243.46         | $575661.16         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7317             | 2054-02-01      | 5.5000%  | 0.0000% | $222937.60         | $224363.18         | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8104             | 2050-11-01      | 1.5000%  | 0.0000% | $527339.99         | $396403.76         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQAL7710             | 2045-10-01      | 4.0000%  | 0.0000% | $243348.50         | $231453.93         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL9337             | 2044-10-01      | 6.8010%  | 0.0000% | $1.53              | $1.59              | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN7661             | 2027-12-01      | 3.0300%  | 0.0000% | $87.93             | $85.94             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4625             | 2045-03-01      | 3.0000%  | 0.0000% | $231663.76         | $207232.89         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4645             | 2045-03-01      | 3.0000%  | 0.0000% | $300506.34         | $268382.72         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR8795             | 2051-05-01      | 2.5000%  | 0.0000% | $25.34             | $21.27             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9341             | 2051-05-01      | 2.5000%  | 0.0000% | $21621.58          | $18232.48          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT1339             | 2051-07-01      | 2.5000%  | 0.0000% | $405071.13         | $336728.30         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT3222             | 2051-07-01      | 2.5000%  | 0.0000% | $28.03             | $23.39             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 REBT7247             | 2051-09-01      | 2.0000%  | 0.0000% | $418215.84         | $333180.48         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBT8281             | 2052-08-01      | 5.0000%  | 0.0000% | $233096.02         | $231870.58         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1450             | 2052-01-01      | 2.0000%  | 0.0000% | $1514764.08        | $1199679.68        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU2794             | 2051-11-01      | 2.5000%  | 0.0000% | $365586.72         | $306860.29         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU8766             | 2052-04-01      | 3.0000%  | 0.0000% | $289383.49         | $254908.27         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV4583             | 2052-04-01      | 3.5000%  | 0.0000% | $60.85             | $54.89             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS6672             | 2053-12-01      | 6.0000%  | 0.0000% | $18846.52          | $19383.96          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6786             | 2054-02-01      | 5.5000%  | 0.0000% | $368136.20         | $369636.93         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6943             | 2052-06-01      | 3.0000%  | 0.0000% | $1215326.81        | $1053113.09        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7307             | 2052-03-01      | 3.0000%  | 0.0000% | $31.61             | $27.87             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7595             | 2051-11-01      | 3.0000%  | 0.0000% | $1058912.05        | $941133.15         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7956             | 2054-05-01      | 5.5000%  | 0.0000% | $72168.76          | $73030.93          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS8895             | 2052-04-01      | 3.0000%  | 0.0000% | $2145.04           | $1858.58           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8598             | 2054-06-01      | 6.0000%  | 0.0000% | $1245304.25        | $1271086.20        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0585             | 2055-06-01      | 6.0000%  | 0.0000% | $1138061.68        | $1164959.01        | Agency Mortgage-Backed Securities  |
| GNII SF MA5018 M                 | 2048-02-20      | 3.0000%  | 0.0000% | $5.80              | $5.20              | Agency Mortgage-Backed Securities  |
| GNII SF MA5263 M                 | 2048-03-20      | 3.5000%  | 0.0000% | $9.66              | $8.88              | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8300             | 2053-02-01      | 5.5000%  | 0.0000% | $1441612.11        | $1448973.78        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8383             | 2053-12-01      | 5.5000%  | 0.0000% | $31.98             | $32.10             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3605             | 2053-08-01      | 5.5000%  | 0.0000% | $498331.48         | $504222.53         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD3887             | 2053-04-01      | 4.5000%  | 0.0000% | $918512.38         | $881534.91         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4222             | 2053-10-01      | 6.0000%  | 0.0000% | $570428.69         | $586847.53         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U99082 G             | 2043-11-01      | 4.0000%  | 0.0000% | $215893.21         | $206937.79         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V83917 G             | 2048-02-01      | 4.0000%  | 0.0000% | $420962.47         | $399432.86         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7864             | 2046-09-01      | 3.5000%  | 0.0000% | $108734.84         | $100453.43         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735475             | 2038-03-01      | 4.4850%  | 0.0000% | $19682.08          | $19539.13          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW5453             | 2052-07-01      | 5.0000%  | 0.0000% | $401264.82         | $398334.30         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW9647             | 2053-07-01      | 4.5000%  | 0.0000% | $116088.89         | $111379.28         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX2816             | 2052-11-01      | 5.0000%  | 0.0000% | $16836.96          | $16747.42          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY7178             | 2053-09-01      | 6.0000%  | 0.0000% | $521190.16         | $535835.25         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WZ889916             | 2038-09-01      | 4.4380%  | 0.0000% | $1.23              | $1.22              | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CL890479             | 2040-12-01      | 4.5000%  | 0.0000% | $271653.31         | $271200.73         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS973150             | 2038-02-01      | 6.4050%  | 0.0000% | $1.30              | $1.34              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5366             | 2042-06-01      | 3.5000%  | 0.0000% | $195307.22         | $183885.55         | Agency Mortgage-Backed Securities  |
| GNII SF MA6338 M                 | 2049-12-20      | 3.0000%  | 0.0000% | $215917.41         | $191649.09         | Agency Mortgage-Backed Securities  |
| GNII SF MA6473 M                 | 2050-02-20      | 2.5000%  | 0.0000% | $152553.66         | $130051.06         | Agency Mortgage-Backed Securities  |
| GNII SF MA6474 M                 | 2050-02-20      | 3.0000%  | 0.0000% | $287909.51         | $255458.27         | Agency Mortgage-Backed Securities  |
| GNII SF MA6656 M                 | 2050-05-20      | 3.0000%  | 0.0000% | $1676813.68        | $1487764.12        | Agency Mortgage-Backed Securities  |
| GNII SF MA6710 M                 | 2050-06-20      | 3.0000%  | 0.0000% | $677055.06         | $600444.02         | Agency Mortgage-Backed Securities  |
| GNII SF MA7987 M                 | 2052-03-20      | 2.5000%  | 0.0000% | $420847.42         | $357989.61         | Agency Mortgage-Backed Securities  |
| GNII SF MA7535 M                 | 2051-08-20      | 3.0000%  | 0.0000% | $737198.22         | $652351.62         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA2244             | 2046-07-01      | 3.0000%  | 0.0000% | $337976.13         | $299996.63         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB4023             | 2050-09-01      | 2.5000%  | 0.0000% | $7152.36           | $5991.27           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC0344             | 2051-04-01      | 2.5000%  | 0.0000% | $349298.04         | $291719.36         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA0508             | 2053-10-01      | 6.0000%  | 0.0000% | $29.68             | $30.30             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2787             | 2048-12-01      | 4.0000%  | 0.0000% | $16.33             | $15.47             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6316             | 2050-07-01      | 3.0000%  | 0.0000% | $135063.56         | $117263.09         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA2996             | 2037-05-01      | 3.5000%  | 0.0000% | $264933.07         | $256011.30         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3211             | 2047-12-01      | 4.0000%  | 0.0000% | $225749.77         | $214476.33         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA3283             | 2033-02-01      | 3.0000%  | 0.0000% | $174624.15         | $169902.78         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4387             | 2041-07-01      | 2.0000%  | 0.0000% | $50.67             | $43.89             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4437             | 2051-10-01      | 2.0000%  | 0.0000% | $86196.74          | $68238.52          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4492             | 2051-12-01      | 2.0000%  | 0.0000% | $738609.17         | $585784.37         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4046             | 2040-06-01      | 3.0000%  | 0.0000% | $257333.77         | $240257.53         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4153             | 2040-10-01      | 2.5000%  | 0.0000% | $1574961.68        | $1428653.86        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4154             | 2035-10-01      | 1.5000%  | 0.0000% | $18.37             | $16.38             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4361             | 2036-06-01      | 2.5000%  | 0.0000% | $744.35            | $696.16            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4355             | 2051-06-01      | 2.0000%  | 0.0000% | $393664.67         | $311755.30         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4356             | 2051-06-01      | 2.5000%  | 0.0000% | $25.57             | $21.33             | Agency Mortgage-Backed Securities  |
| GNII SF MA7589 M                 | 2051-09-20      | 2.5000%  | 0.0000% | $257625.71         | $219149.02         | Agency Mortgage-Backed Securities  |
| GNII SF MA7706 M                 | 2051-11-20      | 3.0000%  | 0.0000% | $809928.26         | $716143.97         | Agency Mortgage-Backed Securities  |
| GNII SF MA7767 M                 | 2051-12-20      | 2.5000%  | 0.0000% | $451542.47         | $384101.39         | Agency Mortgage-Backed Securities  |
| GNII SF MA7827 M                 | 2052-01-20      | 2.5000%  | 0.0000% | $27.59             | $23.47             | Agency Mortgage-Backed Securities  |
| GNII SF MA7828 M                 | 2052-01-20      | 3.0000%  | 0.0000% | $564921.71         | $499648.77         | Agency Mortgage-Backed Securities  |
| GNII SF MA7882 M                 | 2052-02-20      | 3.0000%  | 0.0000% | $471928.10         | $417374.94         | Agency Mortgage-Backed Securities  |
| GNII SF MA7938 M                 | 2052-03-20      | 3.5000%  | 0.0000% | $614468.69         | $557949.52         | Agency Mortgage-Backed Securities  |
| GNII SF MA8948 M                 | 2053-06-20      | 5.5000%  | 0.0000% | $1343881.25        | $1356635.43        | Agency Mortgage-Backed Securities  |
| GNII SF MA8150 M                 | 2052-07-20      | 4.0000%  | 0.0000% | $1258700.51        | $1176345.27        | Agency Mortgage-Backed Securities  |
| GNII SF MA8200 M                 | 2052-08-20      | 4.0000%  | 0.0000% | $1683571.28        | $1573501.45        | Agency Mortgage-Backed Securities  |
| GNII SF MA8201 M                 | 2052-08-20      | 4.5000%  | 0.0000% | $362820.40         | $350696.76         | Agency Mortgage-Backed Securities  |
| GNII SF MA8266 M                 | 2052-09-20      | 3.5000%  | 0.0000% | $6679.01           | $6060.51           | Agency Mortgage-Backed Securities  |
| GNII SF MA8267 M                 | 2052-09-20      | 4.0000%  | 0.0000% | $598499.11         | $559490.26         | Agency Mortgage-Backed Securities  |
| GNII SF MA8269 M                 | 2052-09-20      | 5.0000%  | 0.0000% | $482574.96         | $477680.58         | Agency Mortgage-Backed Securities  |
| GNII SF MA8571 M                 | 2053-01-20      | 6.0000%  | 0.0000% | $851110.14         | $867835.59         | Agency Mortgage-Backed Securities  |
| GNII SF MA8801 M                 | 2053-04-20      | 5.5000%  | 0.0000% | $469243.97         | $473835.78         | Agency Mortgage-Backed Securities  |
| GNII SF MA9779 M                 | 2054-07-20      | 5.5000%  | 0.0000% | $987444.59         | $992540.35         | Agency Mortgage-Backed Securities  |
| GNII SF MA9017 M                 | 2053-07-20      | 5.5000%  | 0.0000% | $549667.72         | $554992.66         | Agency Mortgage-Backed Securities  |
| GNII SF MA9105 M                 | 2053-07-20      | 5.0000%  | 0.0000% | $1472754.23        | $1453045.51        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE3361             | 2052-06-01      | 4.0000%  | 0.0000% | $30.88             | $28.80             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2717             | 2052-11-01      | 5.5000%  | 0.0000% | $30.94             | $31.21             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8750             | 2053-03-01      | 6.0000%  | 0.0000% | $166.78            | $171.06            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2101             | 2054-08-01      | 5.5000%  | 0.0000% | $272581.17         | $274164.47         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5277             | 2054-06-01      | 5.5000%  | 0.0000% | $316489.38         | $319812.70         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CICB2580             | 2037-01-01      | 1.5000%  | 0.0000% | $226918.38         | $202181.18         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB2586             | 2037-01-01      | 2.0000%  | 0.0000% | $320321.64         | $295576.83         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4687             | 2052-09-01      | 5.0000%  | 0.0000% | $353411.24         | $349732.86         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4779             | 2052-10-01      | 5.0000%  | 0.0000% | $983772.90         | $978479.99         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5105             | 2052-11-01      | 5.0000%  | 0.0000% | $60795.12          | $59989.15          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6250             | 2053-05-01      | 5.0000%  | 0.0000% | $1431018.50        | $1415440.11        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4607             | 2042-05-01      | 2.5000%  | 0.0000% | $337354.73         | $298555.52         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4632             | 2042-06-01      | 3.0000%  | 0.0000% | $184476.97         | $166954.73         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072             | 2053-07-01      | 5.5000%  | 0.0000% | $31.19             | $31.33             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5191             | 2053-11-01      | 6.0000%  | 0.0000% | $912732.85         | $932770.38         | Agency Mortgage-Backed Securities  |
| GNII SF MA9243 M                 | 2053-10-20      | 6.5000%  | 0.0000% | $867775.61         | $897840.66         | Agency Mortgage-Backed Securities  |
| GNII SF MA9423 M                 | 2054-01-20      | 5.5000%  | 0.0000% | $3362.85           | $3388.47           | Agency Mortgage-Backed Securities  |
| GNII SF MA9486 M                 | 2054-01-20      | 4.5000%  | 0.0000% | $1267492.13        | $1216646.68        | Agency Mortgage-Backed Securities  |
| GNII SF MA9488 M                 | 2054-01-20      | 5.5000%  | 0.0000% | $1101483.85        | $1109767.62        | Agency Mortgage-Backed Securities  |
| GNII SF MA9605 M                 | 2054-04-20      | 5.5000%  | 0.0000% | $3891.77           | $3917.99           | Agency Mortgage-Backed Securities  |
| GNII SF MA9607 M                 | 2054-04-20      | 6.5000%  | 0.0000% | $1568529.90        | $1621053.86        | Agency Mortgage-Backed Securities  |
| GNMI SP 781485 X                 | 2032-08-15      | 6.0000%  | 0.0000% | $0.12              | $0.13              | Agency Mortgage-Backed Securities  |
| GNII SP 785676 C                 | 2051-10-20      | 3.5000%  | 0.0000% | $12367.62          | $11285.33          | Agency Mortgage-Backed Securities  |
| GNII SP 786529 C                 | 2052-11-20      | 4.5000%  | 0.0000% | $261300.71         | $252848.67         | Agency Mortgage-Backed Securities  |
| 4 1/8 NOTE BJ 26                 | 2026-10-31      | 4.1250%  | 0.0000% | $74760.00          | $75470.94          | U.S. Treasuries (including strips) |
| T 4 1/4 11/15/34                 | 2034-11-15      | 4.2500%  | 0.0000% | $661.82            | $666.23            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27                 | 2027-11-15      | 4.1250%  | 0.0000% | $181818.18         | $184363.50         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31                  | 2031-11-30      | 4.1250%  | 0.0000% | $41276.36          | $41764.46          | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26                 | 2026-12-31      | 4.2500%  | 0.0000% | $36363.64          | $36571.13          | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30                  | 2030-01-31      | 4.2500%  | 0.0000% | $14912.73          | $15454.26          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32                  | 2032-02-29      | 4.1250%  | 0.0000% | $48229.09          | $49251.80          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32                  | 2032-03-31      | 4.1250%  | 0.0000% | $166232.73         | $169135.34         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28                 | 2028-04-15      | 3.7500%  | 0.0000% | $36345.45          | $36654.71          | U.S. Treasuries (including strips) |
| 4 NOTE K 32                      | 2032-04-30      | 4.0000%  | 0.0000% | $450109.09         | $452869.81         | U.S. Treasuries (including strips) |
| T 4 1/4 05/15/35                 | 2035-05-15      | 4.2500%  | 0.0000% | $98.18             | $98.64             | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BC 26                 | 2026-05-31      | 4.8750%  | 0.0000% | $10.91             | $11.03             | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31                  | 2031-05-31      | 4.6250%  | 0.0000% | $44672.73          | $46487.73          | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29                 | 2029-06-30      | 4.2500%  | 0.0000% | $700007.27         | $712471.60         | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27                 | 2027-07-15      | 4.3750%  | 0.0000% | $37214.55          | $38408.02          | U.S. Treasuries (including strips) |
| 4 NOTE AB 29                     | 2029-07-31      | 4.0000%  | 0.0000% | $258.18            | $264.66            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34                  | 2034-08-15      | 3.8750%  | 0.0000% | $447.27            | $442.37            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31                  | 2031-08-31      | 3.7500%  | 0.0000% | $36334.55          | $36396.90          | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29                 | 2029-08-31      | 3.6250%  | 0.0000% | $117443.64         | $118178.68         | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27                 | 2027-09-15      | 3.3750%  | 0.0000% | $347385.45         | $348258.15         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31                  | 2031-09-30      | 3.6250%  | 0.0000% | $39989.09          | $39624.71          | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33                  | 2033-05-15      | 3.3750%  | 0.0000% | $10909.09          | $10426.64          | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AQ 26                 | 2026-07-15      | 4.5000%  | 0.0000% | $75927.27          | $77882.50          | U.S. Treasuries (including strips) |
| 4  NOTE N 30                     | 2030-07-31      | 4.0000%  | 0.0000% | $21352.73          | $21864.80          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33                  | 2033-08-15      | 3.8750%  | 0.0000% | $36341.82          | $36245.15          | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28                 | 2028-08-31      | 4.3750%  | 0.0000% | $411334.55         | $425174.34         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30                  | 2030-09-30      | 4.6250%  | 0.0000% | $3.64              | $3.81              | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26                 | 2026-11-15      | 4.6250%  | 0.0000% | $6058.18           | $6150.59           | U.S. Treasuries (including strips) |
| 4 3/8 NOTE S 30                  | 2030-11-30      | 4.3750%  | 0.0000% | $16385.45          | $16844.82          | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28                 | 2028-11-30      | 4.3750%  | 0.0000% | $145545.45         | $149005.52         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30                  | 2030-12-31      | 3.7500%  | 0.0000% | $1013490.91        | $1007165.71        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-04-30      | 4.8750%  | 0.0000% | $148090.91         | $150207.55         | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34                  | 2034-05-15      | 4.3750%  | 0.0000% | $1303952.73        | $1328998.73        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27                  | 2027-04-30      | 0.5000%  | 0.0000% | $218192.73         | $205830.10         | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30                  | 2030-05-15      | 0.6250%  | 0.0000% | $206730.91         | $177738.81         | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                  | 2030-08-15      | 0.6250%  | 0.0000% | $53032.73          | $45284.11          | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27                  | 2027-08-31      | 0.5000%  | 0.0000% | $36349.09          | $33976.93          | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30                  | 2030-11-15      | 0.8750%  | 0.0000% | $334545.45         | $286793.69         | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27                  | 2027-11-30      | 0.6250%  | 0.0000% | $93905.45          | $87280.17          | U.S. Treasuries (including strips) |
| 0 1/2 NOTE V 26                  | 2026-02-28      | 0.5000%  | 0.0000% | $69.09             | $67.54             | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28                  | 2028-03-31      | 1.2500%  | 0.0000% | $472716.36         | $443794.59         | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Y 26                  | 2026-04-30      | 0.7500%  | 0.0000% | $3.64              | $3.54              | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31                  | 2031-05-15      | 1.6250%  | 0.0000% | $50909.09          | $44932.22          | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26                  | 2026-05-31      | 0.7500%  | 0.0000% | $12760.00          | $12391.02          | U.S. Treasuries (including strips) |
| 0 5/8 NOTE AB 26                 | 2026-07-31      | 0.6250%  | 0.0000% | $3.64              | $3.52              | U.S. Treasuries (including strips) |
| 1 NOTE N 28                      | 2028-07-31      | 1.0000%  | 0.0000% | $752.73            | $696.52            | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AD 26                 | 2026-09-30      | 0.8750%  | 0.0000% | $59472.73          | $57403.29          | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28                  | 2028-10-31      | 1.3750%  | 0.0000% | $714720.00         | $663681.28         | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26                 | 2026-10-31      | 1.1250%  | 0.0000% | $111429.09         | $107637.81         | U.S. Treasuries (including strips) |
| T 1 3/8 11/15/31                 | 2031-11-15      | 1.3750%  | 0.0000% | $363650.91         | $311241.45         | U.S. Treasuries (including strips) |
| 1 1/2 NOTE S 28                  | 2028-11-30      | 1.5000%  | 0.0000% | $36360.00          | $33811.76          | U.S. Treasuries (including strips) |
| 6 1/8 BOND 27                    | 2027-11-15      | 6.1250%  | 0.0000% | $61170.91          | $64951.23          | U.S. Treasuries (including strips) |
| 4 3/4 BOND 41                    | 2041-02-15      | 4.7500%  | 0.0000% | $130930.91         | $134402.68         | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42                    | 2042-08-15      | 2.7500%  | 0.0000% | $40.00             | $30.87             | U.S. Treasuries (including strips) |
| 0 5/8 TRIB 43                    | 2043-02-15      | 0.6250%  | 0.0000% | $739201.60         | $549280.60         | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43                    | 2043-05-15      | 2.8750%  | 0.0000% | $10.91             | $8.41              | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43                    | 2043-11-15      | 3.7500%  | 0.0000% | $7.27              | $6.36              | U.S. Treasuries (including strips) |
| 1 3/8 TRIB 44                    | 2044-02-15      | 1.3750%  | 0.0000% | $198872.20         | $167537.65         | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45                    | 2045-02-15      | 2.5000%  | 0.0000% | $337814.55         | $239926.43         | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45                    | 2045-08-15      | 2.8750%  | 0.0000% | $56727.27          | $42834.12          | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46                    | 2046-02-15      | 2.5000%  | 0.0000% | $432174.55         | $302313.10         | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46                    | 2046-05-15      | 2.5000%  | 0.0000% | $624661.82         | $431243.41         | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46                    | 2046-08-15      | 2.2500%  | 0.0000% | $212418.18         | $140318.33         | U.S. Treasuries (including strips) |
| 3 BOND 47                        | 2047-02-15      | 3.0000%  | 0.0000% | $1076.36           | $816.93            | U.S. Treasuries (including strips) |
| 3 BOND 47                        | 2047-05-15      | 3.0000%  | 0.0000% | $3.64              | $2.72              | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47                    | 2047-11-15      | 2.7500%  | 0.0000% | $2170.91           | $1544.08           | U.S. Treasuries (including strips) |
| 3 BOND 48                        | 2048-02-15      | 3.0000%  | 0.0000% | $43.64             | $32.77             | U.S. Treasuries (including strips) |
| 1 TRIB 48                        | 2048-02-15      | 1.0000%  | 0.0000% | $4.73              | $3.48              | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48                    | 2048-05-15      | 3.1250%  | 0.0000% | $57581.82          | $43733.98          | U.S. Treasuries (including strips) |
| 3 BOND 48                        | 2048-08-15      | 3.0000%  | 0.0000% | $32250.91          | $24106.68          | U.S. Treasuries (including strips) |
| 3 BOND 49                        | 2049-02-15      | 3.0000%  | 0.0000% | $2185.45           | $1627.61           | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49                    | 2049-05-15      | 2.8750%  | 0.0000% | $3.64              | $2.61              | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49                    | 2049-08-15      | 2.2500%  | 0.0000% | $80672.73          | $51043.00          | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49                    | 2049-11-15      | 2.3750%  | 0.0000% | $327.27            | $210.42            | U.S. Treasuries (including strips) |
| 2 BOND 50                        | 2050-02-15      | 2.0000%  | 0.0000% | $3.64              | $2.15              | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50                    | 2050-11-15      | 1.6250%  | 0.0000% | $354545.45         | $186521.13         | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40                    | 2040-11-15      | 1.3750%  | 0.0000% | $38058.18          | $24196.77          | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29                  | 2029-01-31      | 1.7500%  | 0.0000% | $5454.55           | $5130.98           | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32                  | 2032-02-15      | 1.8750%  | 0.0000% | $28883.64          | $25527.57          | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29                  | 2029-02-28      | 1.8750%  | 0.0000% | $3.64              | $3.43              | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27                  | 2027-02-28      | 1.8750%  | 0.0000% | $14065.45          | $13715.76          | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29                  | 2029-03-31      | 2.3750%  | 0.0000% | $57894.55          | $55458.81          | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27                  | 2027-04-30      | 2.7500%  | 0.0000% | $3.64              | $3.59              | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32                  | 2032-08-15      | 2.7500%  | 0.0000% | $36.36             | $33.86             | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29                  | 2029-08-31      | 3.1250%  | 0.0000% | $227200.00         | $223846.31         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 29                  | 2029-09-30      | 3.8750%  | 0.0000% | $3.64              | $3.68              | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AT 25                 | 2025-10-15      | 4.2500%  | 0.0000% | $556.36            | $561.14            | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 27                 | 2027-10-15      | 1.6250%  | 0.0000% | $33541.13          | $34047.28          | U.S. Treasuries (including strips) |
| 4  NOTE R 29                     | 2029-10-31      | 4.0000%  | 0.0000% | $214534.55         | $217793.63         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32                  | 2032-11-15      | 4.1250%  | 0.0000% | $22312.73          | $22541.88          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29                  | 2029-11-30      | 3.8750%  | 0.0000% | $90869.09          | $91461.12          | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28                  | 2028-01-31      | 3.5000%  | 0.0000% | $36367.27          | $36689.62          | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33                  | 2033-02-15      | 3.5000%  | 0.0000% | $304305.45         | $296795.65         | U.S. Treasuries (including strips) |
| 4 NOTE H 30                      | 2030-02-28      | 4.0000%  | 0.0000% | $677127.27         | $691982.68         | U.S. Treasuries (including strips) |
| 1 1/4 TRIN X 28                  | 2028-04-15      | 1.2500%  | 0.0000% | $366625.84         | $366633.03         | U.S. Treasuries (including strips) |
| TINT 02/15/28                    | 2028-02-15      | 0.0000%  | 0.0000% | $20381.77          | $18449.05          | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51                    | 2051-02-15      | 1.8750%  | 0.0000% | $56414.55          | $31928.85          | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 51                    | 2051-02-15      | 0.1250%  | 0.0000% | $4.48              | $2.43              | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51                    | 2051-05-15      | 2.3750%  | 0.0000% | $431640.00         | $273613.47         | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41                    | 2041-05-15      | 2.2500%  | 0.0000% | $7.27              | $5.28              | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41                    | 2041-08-15      | 1.7500%  | 0.0000% | $6178.18           | $4122.85           | U.S. Treasuries (including strips) |
| 2 7/8 BOND 52                    | 2052-05-15      | 2.8750%  | 0.0000% | $74210.91          | $52259.30          | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42                    | 2042-05-15      | 3.2500%  | 0.0000% | $406374.55         | $336524.25         | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42                    | 2042-08-15      | 3.3750%  | 0.0000% | $266458.18         | $226165.79         | U.S. Treasuries (including strips) |
| 4 BOND 52                        | 2052-11-15      | 4.0000%  | 0.0000% | $221269.09         | $193803.84         | U.S. Treasuries (including strips) |
| 4 BOND 42                        | 2042-11-15      | 4.0000%  | 0.0000% | $248716.36         | $227339.94         | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53                    | 2053-02-15      | 3.6250%  | 0.0000% | $472.73            | $390.58            | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                    | 2043-02-15      | 3.8750%  | 0.0000% | $22872.73          | $20730.63          | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53                    | 2053-05-15      | 3.6250%  | 0.0000% | $26065.45          | $21287.19          | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                    | 2043-05-15      | 3.8750%  | 0.0000% | $658450.91         | $589227.80         | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53                    | 2053-08-15      | 4.1250%  | 0.0000% | $3349.09           | $3030.11           | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43                    | 2043-08-15      | 4.3750%  | 0.0000% | $40650.91          | $39273.44          | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53                    | 2053-11-15      | 4.7500%  | 0.0000% | $30072.73          | $29852.13          | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43                    | 2043-11-15      | 4.7500%  | 0.0000% | $394254.55         | $394741.25         | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54                    | 2054-02-15      | 4.2500%  | 0.0000% | $211421.82         | $195451.32         | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 54                    | 2054-02-15      | 2.1250%  | 0.0000% | $60885.09          | $56158.93          | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44                    | 2044-02-15      | 4.5000%  | 0.0000% | $612781.82         | $600423.09         | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44                    | 2044-08-15      | 4.1250%  | 0.0000% | $36385.45          | $33788.85          | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45                    | 2045-02-15      | 4.7500%  | 0.0000% | $3.64              | $3.67              | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27                  | 2027-08-15      | 2.2500%  | 0.0000% | $19418.18          | $18989.39          | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28                  | 2028-02-15      | 2.7500%  | 0.0000% | $29374.55          | $28955.36          | U.S. Treasuries (including strips) |
| 2 5/8 NOTE G 26                  | 2026-01-31      | 2.6250%  | 0.0000% | $3.64              | $3.64              | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29                  | 2029-02-15      | 2.6250%  | 0.0000% | $3.64              | $3.53              | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29                  | 2029-05-15      | 2.3750%  | 0.0000% | $36378.18          | $34682.00          | U.S. Treasuries (including strips) |
| 2 NOTE F 26                      | 2026-11-15      | 2.0000%  | 0.0000% | $290305.45         | $283710.30         | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27                  | 2027-05-15      | 2.3750%  | 0.0000% | $105865.45         | $103512.46         | U.S. Treasuries (including strips) |
| 0 3/8 TRIN D 25                  | 2025-07-15      | 0.3750%  | 0.0000% | $66355.65          | $66414.88          | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29                  | 2029-08-15      | 1.6250%  | 0.0000% | $36167.27          | $33485.80          | U.S. Treasuries (including strips) |
| 1 3/8 NOTE P 26                  | 2026-08-31      | 1.3750%  | 0.0000% | $363560.00         | $354558.41         | U.S. Treasuries (including strips) |
| T 1 1/2 01/31/27                 | 2027-01-31      | 1.5000%  | 0.0000% | $181800.00         | $176432.26         | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30                  | 2030-02-15      | 1.5000%  | 0.0000% | $36374.55          | $33075.95          | U.S. Treasuries (including strips) |

### Security 334: Fixed Income Clearing Corp. - Standard Chartered Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - Standard Chartered Bank 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: 935QTY008, C.3 - LEI: N/A, C.5 - Other ID: 935QTY008_4.40_0701
- **C.18 - Value (incl. sponsor support):** $3537444278.98
- **C.18.a - Value (excl. sponsor support):** $3537444278.98
- **C.19 - Percentage of Net Assets:** 2.8100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 4.375 07/15/27 | 2027-07-15      | 4.3750%  | 0.0000% | $50000000.00       | $51630000.00       | U.S. Treasuries (including strips) |
| T 3.5 09/30/29   | 2029-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $49920000.00       | U.S. Treasuries (including strips) |
| T 3.5 09/30/29   | 2029-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $49920000.00       | U.S. Treasuries (including strips) |
| T 3.5 09/30/29   | 2029-09-30      | 3.5000%  | 0.0000% | $15000000.00       | $14976000.00       | U.S. Treasuries (including strips) |
| T 0.625 08/15/30 | 2030-08-15      | 0.6250%  | 0.0000% | $50000000.00       | $42740000.00       | U.S. Treasuries (including strips) |
| T 0.625 08/15/30 | 2030-08-15      | 0.6250%  | 0.0000% | $50000000.00       | $42740000.00       | U.S. Treasuries (including strips) |
| T 0.625 08/15/30 | 2030-08-15      | 0.6250%  | 0.0000% | $50000000.00       | $42740000.00       | U.S. Treasuries (including strips) |
| T 0.625 08/15/30 | 2030-08-15      | 0.6250%  | 0.0000% | $50000000.00       | $42740000.00       | U.S. Treasuries (including strips) |
| T 0.625 08/15/30 | 2030-08-15      | 0.6250%  | 0.0000% | $50000000.00       | $42740000.00       | U.S. Treasuries (including strips) |
| T 0.625 08/15/30 | 2030-08-15      | 0.6250%  | 0.0000% | $50000000.00       | $42740000.00       | U.S. Treasuries (including strips) |
| T 0.625 08/15/30 | 2030-08-15      | 0.6250%  | 0.0000% | $50000000.00       | $42740000.00       | U.S. Treasuries (including strips) |
| T 0.625 08/15/30 | 2030-08-15      | 0.6250%  | 0.0000% | $50000000.00       | $42740000.00       | U.S. Treasuries (including strips) |
| T 1.25 04/30/28  | 2028-04-30      | 1.2500%  | 0.0000% | $50000000.00       | $46820000.00       | U.S. Treasuries (including strips) |
| T 1.25 04/30/28  | 2028-04-30      | 1.2500%  | 0.0000% | $50000000.00       | $46820000.00       | U.S. Treasuries (including strips) |
| T 1.25 04/30/28  | 2028-04-30      | 1.2500%  | 0.0000% | $50000000.00       | $46820000.00       | U.S. Treasuries (including strips) |
| T 1.25 04/30/28  | 2028-04-30      | 1.2500%  | 0.0000% | $50000000.00       | $46820000.00       | U.S. Treasuries (including strips) |
| T 1.25 04/30/28  | 2028-04-30      | 1.2500%  | 0.0000% | $50000000.00       | $46820000.00       | U.S. Treasuries (including strips) |
| T 1.25 04/30/28  | 2028-04-30      | 1.2500%  | 0.0000% | $50000000.00       | $46820000.00       | U.S. Treasuries (including strips) |
| T 1.25 04/30/28  | 2028-04-30      | 1.2500%  | 0.0000% | $50000000.00       | $46820000.00       | U.S. Treasuries (including strips) |
| T 1.25 04/30/28  | 2028-04-30      | 1.2500%  | 0.0000% | $50000000.00       | $46820000.00       | U.S. Treasuries (including strips) |
| T 1.25 04/30/28  | 2028-04-30      | 1.2500%  | 0.0000% | $50000000.00       | $46820000.00       | U.S. Treasuries (including strips) |
| T 1.25 04/30/28  | 2028-04-30      | 1.2500%  | 0.0000% | $50000000.00       | $46820000.00       | U.S. Treasuries (including strips) |

### Security 335: Fixed Income Clearing Corp. - Standard Chartered Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - Standard Chartered Bank 4.480000%
- **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: N/A, C.5 - Other ID: 935QTY008_4.48_0701
- **C.18 - Value (incl. sponsor support):** $501791457.20
- **C.18.a - Value (excl. sponsor support):** $501791457.20
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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 4.375 12/31/29 | 2029-12-31      | 4.3750%  | 0.0000% | $49999999.99       | $51204999.99       | U.S. Treasuries (including strips) |
| T 4.375 12/31/29 | 2029-12-31      | 4.3750%  | 0.0000% | $49999999.99       | $51204999.99       | U.S. Treasuries (including strips) |
| T 4.375 12/31/29 | 2029-12-31      | 4.3750%  | 0.0000% | $49999999.99       | $51204999.99       | U.S. Treasuries (including strips) |
| T 4.375 12/31/29 | 2029-12-31      | 4.3750%  | 0.0000% | $49999999.99       | $51204999.99       | U.S. Treasuries (including strips) |
| T 4.375 12/31/29 | 2029-12-31      | 4.3750%  | 0.0000% | $49999999.99       | $51204999.99       | U.S. Treasuries (including strips) |
| T 4.375 12/31/29 | 2029-12-31      | 4.3750%  | 0.0000% | $49999999.99       | $51204999.99       | U.S. Treasuries (including strips) |
| T 4.375 12/31/29 | 2029-12-31      | 4.3750%  | 0.0000% | $49999999.99       | $51204999.99       | U.S. Treasuries (including strips) |
| T 4.375 12/31/29 | 2029-12-31      | 4.3750%  | 0.0000% | $49999999.99       | $51204999.99       | U.S. Treasuries (including strips) |
| T 4.375 12/31/29 | 2029-12-31      | 4.3750%  | 0.0000% | $49999999.99       | $51204999.99       | U.S. Treasuries (including strips) |
| T 4.375 12/31/29 | 2029-12-31      | 4.3750%  | 0.0000% | $49999999.99       | $51204999.99       | U.S. Treasuries (including strips) |

### Security 336: Fixed Income Clearing Corp. - Wells Fargo Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank 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: 936ZZN004, C.3 - LEI: N/A, C.5 - Other ID: 936ZZN004_4.40_0701
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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 AF 29                 | 2029-10-31      | 4.1250%  | 0.0000% | $100.00            | $102.02            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31                  | 2031-10-31      | 4.1250%  | 0.0000% | $190470900.00      | $193481223.20      | U.S. Treasuries (including strips) |
| T 4.375 12/31/29                 | 2029-12-31      | 4.3750%  | 0.0000% | $35396000.00       | $36236867.38       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32                  | 2032-01-31      | 4.3750%  | 0.0000% | $600.00            | $624.20            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27                 | 2027-03-31      | 3.8750%  | 0.0000% | $366824000.00      | $370875777.60      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32                  | 2032-05-31      | 4.1250%  | 0.0000% | $397426000.00      | $401488150.00      | U.S. Treasuries (including strips) |
| TINT 02/15/35                    | 2035-02-15      | 0.0000%  | 0.0000% | $19.36             | $12.65             | U.S. Treasuries (including strips) |
| TINT 02/15/36                    | 2036-02-15      | 0.0000%  | 0.0000% | $1000000.01        | $619877.01         | U.S. Treasuries (including strips) |
| TINT 11/15/33                    | 2033-11-15      | 0.0000%  | 0.0000% | $200000.00         | $139696.60         | U.S. Treasuries (including strips) |
| TINT 08/15/25                    | 2025-08-15      | 0.0000%  | 0.0000% | $0.93              | $0.93              | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31                  | 2031-08-31      | 3.7500%  | 0.0000% | $900.00            | $901.54            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29                 | 2029-09-30      | 3.5000%  | 0.0000% | $63879000.00       | $63732217.94       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26                 | 2026-09-30      | 3.5000%  | 0.0000% | $300.00            | $301.05            | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33                  | 2033-05-15      | 3.3750%  | 0.0000% | $200.00            | $191.16            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AR 26                 | 2026-08-15      | 4.3750%  | 0.0000% | $48652800.00       | $49653325.76       | U.S. Treasuries (including strips) |
| 4 NOTE G 31                      | 2031-01-31      | 4.0000%  | 0.0000% | $96280000.00       | $98423056.66       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AY 26                 | 2026-02-28      | 4.6250%  | 0.0000% | $18933000.00       | $19273564.53       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31                  | 2031-04-30      | 4.6250%  | 0.0000% | $25797200.00       | $26951429.67       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34                  | 2034-05-15      | 4.3750%  | 0.0000% | $100.00            | $101.92            | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27                  | 2027-06-30      | 0.5000%  | 0.0000% | $400.00            | $375.14            | U.S. Treasuries (including strips) |
| 0 1/2 NOTE R 27                  | 2027-10-31      | 0.5000%  | 0.0000% | $18326500.00       | $17025168.30       | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28                  | 2028-01-31      | 0.7500%  | 0.0000% | $7999800.00        | $7441195.85        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AG 26                 | 2026-11-30      | 1.2500%  | 0.0000% | $100.00            | $96.51             | U.S. Treasuries (including strips) |
| 6 1/8 TPRN 27                    | 2027-11-15      | 0.0000%  | 0.0000% | $6228500.00        | $5707205.69        | U.S. Treasuries (including strips) |
| 3 1/8 TPRN 43                    | 2043-02-15      | 0.0000%  | 0.0000% | $151999900.00      | $64467261.59       | U.S. Treasuries (including strips) |
| 3 3/8 TPRN 44                    | 2044-05-15      | 0.0000%  | 0.0000% | $30000000.00       | $11877960.00       | U.S. Treasuries (including strips) |
| 3 TPRN 44                        | 2044-11-15      | 0.0000%  | 0.0000% | $20000000.00       | $7699860.00        | U.S. Treasuries (including strips) |
| 2 3/4 TPRN 47                    | 2047-11-15      | 0.0000%  | 0.0000% | $6500.00           | $2141.38           | U.S. Treasuries (including strips) |
| 5 BOND 37                        | 2037-05-15      | 5.0000%  | 0.0000% | $1326200.00        | $1413722.57        | U.S. Treasuries (including strips) |
| 3 1/8 BOND 43                    | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $81.20             | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40                    | 2040-11-15      | 1.3750%  | 0.0000% | $141689200.00      | $90083690.91       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27                 | 2027-07-31      | 2.7500%  | 0.0000% | $10000.00          | $9914.58           | U.S. Treasuries (including strips) |
| 2 5/8 NOTE N 29                  | 2029-07-31      | 2.6250%  | 0.0000% | $100.00            | $96.77             | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2025-08-15      | 3.1250%  | 0.0000% | $200.00            | $201.96            | U.S. Treasuries (including strips) |
| TINT 02/15/52                    | 2052-02-15      | 0.0000%  | 0.0000% | $68903054.00       | $18140175.93       | U.S. Treasuries (including strips) |
| TINT 11/15/38                    | 2038-11-15      | 0.0000%  | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| TINT 05/15/39                    | 2039-05-15      | 0.0000%  | 0.0000% | $600000.00         | $307881.60         | U.S. Treasuries (including strips) |
| TINT 11/15/39                    | 2039-11-15      | 0.0000%  | 0.0000% | $300000.00         | $149502.00         | U.S. Treasuries (including strips) |
| TINT 02/15/53                    | 2053-02-15      | 0.0000%  | 0.0000% | $82256667.00       | $21028505.64       | U.S. Treasuries (including strips) |
| TINT 02/15/41                    | 2041-02-15      | 0.0000%  | 0.0000% | $999999.98         | $463365.99         | U.S. Treasuries (including strips) |
| TINT 11/15/43                    | 2043-11-15      | 0.0000%  | 0.0000% | $200000.00         | $78841.60          | U.S. Treasuries (including strips) |
| TINT 08/15/44                    | 2044-08-15      | 0.0000%  | 0.0000% | $1000000.00        | $379185.00         | U.S. Treasuries (including strips) |
| TINT 08/15/49                    | 2049-08-15      | 0.0000%  | 0.0000% | $1000000.00        | $296051.00         | U.S. Treasuries (including strips) |
| TINT 02/15/51                    | 2051-02-15      | 0.0000%  | 0.0000% | $20266000.00       | $5574710.48        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51                    | 2051-05-15      | 2.3750%  | 0.0000% | $6918200.00        | $4385396.82        | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53                    | 2053-08-15      | 4.1250%  | 0.0000% | $3600.00           | $3257.12           | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43                    | 2043-08-15      | 4.3750%  | 0.0000% | $6079900.00        | $5873880.21        | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44                    | 2044-02-15      | 4.5000%  | 0.0000% | $53000.00          | $51931.08          | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54                    | 2054-05-15      | 4.6250%  | 0.0000% | $6841400.00        | $6659988.31        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28                  | 2028-08-15      | 2.8750%  | 0.0000% | $1000.00           | $985.40            | U.S. Treasuries (including strips) |

### Security 337: Fixed Income Clearing Corp. - BNP Paribas

- **C.1 - Title:** Fixed Income Clearing Corp. - BNP Paribas 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: 942URT003, C.3 - LEI: N/A, C.5 - Other ID: 942URT003_4.40_0701
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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 AG 29 | 2029-11-30      | 4.1250%  | 0.0000% | $800.00            | $813.67            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26 | 2026-12-31      | 4.2500%  | 0.0000% | $19760100.00       | $19872851.13       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  | 0.0000% | $42156700.00       | $43687557.20       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BC 26 | 2026-05-31      | 4.8750%  | 0.0000% | $200.00            | $202.20            | U.S. Treasuries (including strips) |
| 4 NOTE AB 29     | 2029-07-31      | 4.0000%  | 0.0000% | $120340000.00      | $123358438.40      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  | 0.0000% | $2049000.00        | $2048333.32        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  | 0.0000% | $24315200.00       | $24250520.77       | U.S. Treasuries (including strips) |
| 5 NOTE BH 25     | 2025-09-30      | 5.0000%  | 0.0000% | $19972800.00       | $20250815.26       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AT 26 | 2026-10-15      | 4.6250%  | 0.0000% | $300.00            | $305.50            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26 | 2026-11-15      | 4.6250%  | 0.0000% | $995300.00         | $1010481.56        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AM 27 | 2027-04-15      | 4.5000%  | 0.0000% | $632407000.00      | $645959015.30      | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $94.33             | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  | 0.0000% | $100.00            | $88.26             | U.S. Treasuries (including strips) |
| 3 3/4 BOND 41    | 2041-08-15      | 3.7500%  | 0.0000% | $182900.00         | $165743.40         | U.S. Treasuries (including strips) |
| 3 BOND 42        | 2042-05-15      | 3.0000%  | 0.0000% | $34347300.00       | $27427383.82       | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  | 0.0000% | $5999900.00        | $5247941.53        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45    | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $75.51             | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  | 0.0000% | $95013100.00       | $66463203.04       | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-05-15      | 2.5000%  | 0.0000% | $42920900.00       | $29631001.29       | U.S. Treasuries (including strips) |
| 3 BOND 47        | 2047-02-15      | 3.0000%  | 0.0000% | $13988000.00       | $10616540.13       | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  | 0.0000% | $5600.00           | $2946.08           | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AH 26 | 2026-12-31      | 1.2500%  | 0.0000% | $3000.00           | $2886.95           | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  | 0.0000% | $1700.00           | $1502.47           | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  | 0.0000% | $200.00            | $123.23            | U.S. Treasuries (including strips) |
| 4 BOND 42        | 2042-11-15      | 4.0000%  | 0.0000% | $100.00            | $91.41             | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  | 0.0000% | $100.00            | $98.16             | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27  | 2027-05-15      | 2.3750%  | 0.0000% | $1000.00           | $977.77            | U.S. Treasuries (including strips) |

### Security 338: Fixed Income Clearing Corp. - Mizuho Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - Mizuho Bank 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: 945ABD006, C.3 - LEI: N/A, C.5 - Other ID: 945ABD006_4.40_0701
- **C.18 - Value (incl. sponsor support):** $2950000000.00
- **C.18.a - Value (excl. sponsor support):** $2950000000.00
- **C.19 - Percentage of Net Assets:** 2.3400%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.500 CLRJ2680 | 2054-10-01      | 5.5000%  | 0.0000% | $72186434.11       | $72594183.22       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CISB8346 | 2039-12-01      | 4.0000%  | 0.0000% | $225511.51         | $220868.72         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB8386 | 2040-05-01      | 6.0000%  | 0.0000% | $4713154.23        | $4869458.13        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB8357 | 2039-12-01      | 6.0000%  | 0.0000% | $391535.04         | $404503.99         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB8373 | 2040-03-01      | 6.0000%  | 0.0000% | $10150523.33       | $10487097.76       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB8380 | 2040-04-01      | 6.0000%  | 0.0000% | $3113872.84        | $3217133.01        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0593 | 2051-05-01      | 3.0000%  | 0.0000% | $2877272.08        | $2554340.49        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD0615 | 2051-01-01      | 4.5000%  | 0.0000% | $726796.69         | $703324.79         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1053 | 2052-06-01      | 3.5000%  | 0.0000% | $3007113.14        | $2753055.51        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD1098 | 2052-01-01      | 2.5000%  | 0.0000% | $902378.51         | $758218.03         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1351 | 2052-07-01      | 4.5000%  | 0.0000% | $1175840.93        | $1132493.56        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1357 | 2052-08-01      | 5.0000%  | 0.0000% | $891178.34         | $886604.62         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1632 | 2052-09-01      | 5.5000%  | 0.0000% | $15641416.86       | $15876500.41       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1640 | 2052-09-01      | 4.0000%  | 0.0000% | $50391.39          | $47204.25          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1884 | 2052-11-01      | 5.0000%  | 0.0000% | $115443.91         | $113937.11         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL555424 | 2033-05-01      | 5.5000%  | 0.0000% | $68.96             | $70.78             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI7780 | 2041-07-01      | 4.5000%  | 0.0000% | $4673525.37        | $4656130.51        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAJ3142 | 2041-10-01      | 4.5000%  | 0.0000% | $42.74             | $42.45             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4182 | 2048-07-01      | 4.0000%  | 0.0000% | $317279.74         | $300587.09         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5811 | 2048-10-01      | 4.0000%  | 0.0000% | $456346.85         | $432754.73         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ6929 | 2051-12-01      | 2.5000%  | 0.0000% | $799.02            | $669.97            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR2664 | 2051-02-01      | 2.0000%  | 0.0000% | $60865.98          | $48897.97          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3102 | 2052-10-01      | 4.5000%  | 0.0000% | $6583144.88        | $6324499.70        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS4477 | 2037-05-01      | 2.5000%  | 0.0000% | $3014625.05        | $2824805.83        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS4270 | 2052-03-01      | 2.0000%  | 0.0000% | $341770.38         | $273679.85         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5284 | 2050-09-01      | 3.5000%  | 0.0000% | $818.09            | $744.12            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS4837 | 2047-03-01      | 4.0000%  | 0.0000% | $3806074.36        | $3617666.91        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5048 | 2052-01-01      | 3.5000%  | 0.0000% | $20644409.69       | $18953043.01       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6432 | 2050-10-01      | 3.5000%  | 0.0000% | $12679717.13       | $11612547.05       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0497 | 2055-02-01      | 6.0000%  | 0.0000% | $25044267.78       | $25657660.32       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1341 | 2055-05-01      | 5.5000%  | 0.0000% | $6753942.55        | $6812962.26        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1342 | 2055-05-01      | 5.5000%  | 0.0000% | $31313302.02       | $31509559.89       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1343 | 2055-05-01      | 5.5000%  | 0.0000% | $28997740.04       | $29161535.40       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1344 | 2055-05-01      | 5.5000%  | 0.0000% | $17670576.63       | $17849483.38       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1345 | 2055-05-01      | 5.5000%  | 0.0000% | $16731723.72       | $16849808.80       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1346 | 2055-05-01      | 6.0000%  | 0.0000% | $6680321.96        | $6938017.60        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1347 | 2055-05-01      | 6.0000%  | 0.0000% | $12024240.00       | $12469585.78       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSL1323 | 2052-08-01      | 2.0000%  | 0.0000% | $47204888.29       | $37517081.51       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSL1324 | 2052-04-01      | 2.5000%  | 0.0000% | $17492540.72       | $14759381.77       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL1325 | 2052-07-01      | 3.5000%  | 0.0000% | $50987797.43       | $46675221.17       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1329 | 2055-05-01      | 5.0000%  | 0.0000% | $37215449.60       | $36955305.35       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1333 | 2055-01-01      | 5.0000%  | 0.0000% | $52336.82          | $51718.34          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1335 | 2055-05-01      | 5.5000%  | 0.0000% | $25766445.33       | $26166870.22       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL1373 | 2054-07-01      | 6.5000%  | 0.0000% | $13477556.01       | $14140221.98       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1375 | 2055-05-01      | 5.5000%  | 0.0000% | $18363407.67       | $18459880.86       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1349 | 2055-05-01      | 6.0000%  | 0.0000% | $37833277.05       | $39082960.63       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1350 | 2055-05-01      | 6.0000%  | 0.0000% | $17134514.78       | $17679398.06       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1351 | 2055-05-01      | 6.0000%  | 0.0000% | $10621122.85       | $10945761.01       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1354 | 2055-04-01      | 6.0000%  | 0.0000% | $22510247.16       | $23086764.59       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL1364 | 2055-05-01      | 6.5000%  | 0.0000% | $15187082.85       | $15883138.92       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL1366 | 2055-05-01      | 6.5000%  | 0.0000% | $6051632.89        | $6318843.42        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL1367 | 2055-05-01      | 6.5000%  | 0.0000% | $9756465.91        | $10353065.13       | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSL1370 | 2055-03-01      | 7.0000%  | 0.0000% | $18605569.20       | $19712468.27       | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSL1371 | 2055-01-01      | 7.0000%  | 0.0000% | $10378668.23       | $10996125.18       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSL1638 | 2054-01-01      | 2.5000%  | 0.0000% | $8612253.00        | $7171775.22        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0954 | 2054-02-01      | 6.5000%  | 0.0000% | $2225393.38        | $2318317.15        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ3737 | 2055-03-01      | 6.5000%  | 0.0000% | $51441518.67       | $53877846.14       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4048 | 2055-04-01      | 6.5000%  | 0.0000% | $38762841.65       | $40539424.52       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0026 | 2055-06-01      | 5.0000%  | 0.0000% | $8392700.00        | $8246774.26        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0027 | 2055-06-01      | 5.5000%  | 0.0000% | $438591.00         | $439984.21         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIRR0002 | 2040-06-01      | 5.0000%  | 0.0000% | $2544483.80        | $2570699.05        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIRR0004 | 2040-06-01      | 6.0000%  | 0.0000% | $1674682.29        | $1730285.65        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIRR0011 | 2040-06-01      | 6.0000%  | 0.0000% | $25583157.00       | $26431579.75       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIRR0013 | 2040-06-01      | 3.5000%  | 0.0000% | $999420.00         | $965544.10         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ4371 | 2054-09-01      | 5.5000%  | 0.0000% | $1516590.73        | $1531954.63        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ5467 | 2054-09-01      | 7.0000%  | 0.0000% | $2859665.63        | $3046658.85        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ5472 | 2054-10-01      | 7.0000%  | 0.0000% | $3502410.13        | $3720179.10        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ5887 | 2054-10-01      | 5.5000%  | 0.0000% | $4097252.32        | $4110263.37        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ7148 | 2054-10-01      | 5.5000%  | 0.0000% | $3752619.08        | $3782285.62        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQJ8019 | 2054-11-01      | 5.0000%  | 0.0000% | $2886997.63        | $2839260.48        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQJ8802 | 2054-11-01      | 5.0000%  | 0.0000% | $9993954.01        | $9863490.72        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQJ9212 | 2054-11-01      | 4.5000%  | 0.0000% | $3755539.98        | $3627633.80        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ9237 | 2054-11-01      | 6.0000%  | 0.0000% | $3651347.80        | $3742705.74        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CTQK1740 | 2045-06-01      | 6.0000%  | 0.0000% | $1606215.00        | $1646664.85        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 3PQU8307 | 2055-05-01      | 7.0000%  | 0.0000% | $999.30            | $1039.22           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA4703 | 2051-02-01      | 2.0000%  | 0.0000% | $69695.86          | $55839.43          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6022 | 2051-10-01      | 2.5000%  | 0.0000% | $12271262.85       | $10298459.64       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7097 | 2052-04-01      | 3.5000%  | 0.0000% | $1551.96           | $1406.01           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7183 | 2052-04-01      | 4.0000%  | 0.0000% | $1777266.95        | $1654977.16        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC9885 | 2055-01-01      | 6.0000%  | 0.0000% | $1133668.84        | $1180545.29        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC9071 | 2055-06-01      | 5.5000%  | 0.0000% | $3333600.00        | $3392159.87        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC9096 | 2055-06-01      | 6.5000%  | 0.0000% | $2136296.00        | $2239024.30        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC9925 | 2055-01-01      | 6.5000%  | 0.0000% | $1892874.48        | $1979038.34        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC9907 | 2055-01-01      | 6.5000%  | 0.0000% | $1891903.81        | $1982872.43        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDC9917 | 2055-01-01      | 7.0000%  | 0.0000% | $1339562.17        | $1426573.29        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD1359 | 2054-12-01      | 5.5000%  | 0.0000% | $994.94            | $998.10            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD1381 | 2055-01-01      | 6.5000%  | 0.0000% | $1083746.94        | $1127089.36        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD1624 | 2055-01-01      | 6.5000%  | 0.0000% | $1064175.56        | $1109751.12        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD2680 | 2055-05-01      | 6.5000%  | 0.0000% | $999.20            | $1047.24           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD2695 | 2055-05-01      | 7.0000%  | 0.0000% | $999.26            | $1067.98           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD3083 | 2055-02-01      | 6.0000%  | 0.0000% | $3652544.87        | $3734929.23        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD4025 | 2055-01-01      | 5.0000%  | 0.0000% | $1111644.11        | $1093691.92        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4067 | 2055-04-01      | 5.5000%  | 0.0000% | $1986390.60        | $2012961.67        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4160 | 2055-04-01      | 5.5000%  | 0.0000% | $6973726.76        | $7013125.22        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD5162 | 2055-05-01      | 6.0000%  | 0.0000% | $14815286.10       | $15236534.06       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD6213 | 2055-04-01      | 6.0000%  | 0.0000% | $395807.32         | $404046.18         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD5437 | 2055-05-01      | 6.0000%  | 0.0000% | $22615429.27       | $23262147.62       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD5506 | 2055-05-01      | 5.5000%  | 0.0000% | $3079389.24        | $3096022.74        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD5709 | 2055-06-01      | 5.5000%  | 0.0000% | $2338827.63        | $2358475.08        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD6128 | 2055-03-01      | 6.5000%  | 0.0000% | $2738421.67        | $2870104.46        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7240 | 2053-10-01      | 6.0000%  | 0.0000% | $4503778.49        | $4614626.99        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7491 | 2053-10-01      | 7.0000%  | 0.0000% | $2110935.00        | $2307420.59        | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLCB7829 | 2054-01-01      | 7.5000%  | 0.0000% | $16384078.96       | $17733433.48       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8523 | 2054-05-01      | 5.0000%  | 0.0000% | $8555219.24        | $8474575.84        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9168 | 2054-09-01      | 6.5000%  | 0.0000% | $48527497.55       | $50662906.94       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9215 | 2054-09-01      | 6.0000%  | 0.0000% | $116984970.81      | $120416412.90      | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9931 | 2055-02-01      | 6.0000%  | 0.0000% | $6502849.44        | $6681829.53        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA0229 | 2054-12-01      | 4.0000%  | 0.0000% | $62629109.59       | $58461218.88       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA0290 | 2054-10-01      | 6.5000%  | 0.0000% | $1012.23           | $1058.63           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA0291 | 2054-07-01      | 6.5000%  | 0.0000% | $23138316.05       | $24212862.02       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0384 | 2055-01-01      | 5.0000%  | 0.0000% | $3503100.86        | $3474710.96        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5445 | 2054-08-01      | 6.0000%  | 0.0000% | $3710546.70        | $3788358.10        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIMA5477 | 2039-09-01      | 6.0000%  | 0.0000% | $6950183.16        | $7180382.49        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5498 | 2054-10-01      | 6.0000%  | 0.0000% | $2119656.54        | $2163476.91        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5583 | 2055-01-01      | 4.0000%  | 0.0000% | $7940937.58        | $7394380.49        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5611 | 2055-02-01      | 4.0000%  | 0.0000% | $979.83            | $912.39            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5615 | 2055-02-01      | 6.0000%  | 0.0000% | $146672290.77      | $149720629.80      | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5647 | 2055-03-01      | 6.0000%  | 0.0000% | $1999800.29        | $2041162.82        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIMA5713 | 2040-05-01      | 6.0000%  | 0.0000% | $2239041.13        | $2313295.20        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5700 | 2055-05-01      | 5.5000%  | 0.0000% | $17233279.54       | $17288004.78       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5701 | 2055-05-01      | 6.0000%  | 0.0000% | $72999622.21       | $74521907.65       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIMA5747 | 2040-06-01      | 6.0000%  | 0.0000% | $2497911.98        | $2580845.99        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5771 | 2040-06-01      | 5.0000%  | 0.0000% | $7779220.00        | $7859367.58        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIMA5773 | 2040-06-01      | 6.0000%  | 0.0000% | $613500.00         | $633845.70         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX1134 | 2054-12-01      | 5.0000%  | 0.0000% | $4380574.16        | $4345073.01        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQX1137 | 2054-12-01      | 4.5000%  | 0.0000% | $2843960.40        | $2735053.78        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX1266 | 2054-12-01      | 5.5000%  | 0.0000% | $4167019.76        | $4193778.51        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX2632 | 2054-12-01      | 6.5000%  | 0.0000% | $2982565.15        | $3102679.34        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX4399 | 2055-01-01      | 6.5000%  | 0.0000% | $2505160.63        | $2612459.44        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX4418 | 2055-01-01      | 7.0000%  | 0.0000% | $1415299.79        | $1502047.60        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX3682 | 2055-01-01      | 5.5000%  | 0.0000% | $4520133.39        | $4583594.06        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX6256 | 2055-02-01      | 6.0000%  | 0.0000% | $3435543.95        | $3533148.90        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX6724 | 2055-02-01      | 6.0000%  | 0.0000% | $484489.37         | $494539.29         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX7066 | 2055-02-01      | 6.0000%  | 0.0000% | $2592328.11        | $2662946.58        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX7225 | 2055-02-01      | 6.5000%  | 0.0000% | $3971977.78        | $4139694.98        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM3192 | 2047-05-01      | 4.0000%  | 0.0000% | $8442434.85        | $8040002.74        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM4599 | 2047-11-01      | 3.5000%  | 0.0000% | $43994.41          | $40368.19          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM6063 | 2048-04-01      | 3.5000%  | 0.0000% | $163268.16         | $149811.02         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM7684 | 2048-08-01      | 4.0000%  | 0.0000% | $6533159.22        | $6154119.84        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZM8127 | 2048-08-01      | 5.0000%  | 0.0000% | $281650.27         | $282328.98         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZN1483 | 2048-11-01      | 4.0000%  | 0.0000% | $2398088.38        | $2270659.30        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZN1485 | 2048-11-01      | 4.0000%  | 0.0000% | $821892.85         | $778388.60         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZN4873 | 2049-04-01      | 4.0000%  | 0.0000% | $372847.11         | $352781.30         | Agency Mortgage-Backed Securities  |
| 03.000 FGPC T65095 G | 2042-09-01      | 3.0000%  | 0.0000% | $128781.94         | $114318.02         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZA3208 | 2046-04-01      | 3.5000%  | 0.0000% | $271788.57         | $247298.64         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZA3211 | 2046-05-01      | 3.5000%  | 0.0000% | $104855.80         | $95790.12          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZA3213 | 2046-07-01      | 3.5000%  | 0.0000% | $386272.45         | $351469.47         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3PZA3222 | 2046-12-01      | 3.0000%  | 0.0000% | $241408.32         | $210120.75         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA5433 | 2048-06-01      | 3.5000%  | 0.0000% | $139455.37         | $128047.85         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7310 | 2052-05-01      | 3.5000%  | 0.0000% | $18928916.39       | $17148357.35       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7559 | 2052-06-01      | 4.0000%  | 0.0000% | $5431.69           | $5088.17           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA7615 | 2052-10-01      | 5.5000%  | 0.0000% | $6521.67           | $6568.57           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7587 | 2052-06-01      | 3.5000%  | 0.0000% | $80326.79          | $72668.39          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8767 | 2053-03-01      | 5.0000%  | 0.0000% | $433096.17         | $430011.57         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIRC3548 | 2040-06-01      | 6.0000%  | 0.0000% | $3004301.00        | $3115470.15        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIRC3465 | 2040-03-01      | 5.0000%  | 0.0000% | $1751865.22        | $1776753.58        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 3PRE6158 | 2055-02-01      | 6.5000%  | 0.0000% | $2766986.14        | $2825297.91        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQI0625 | 2054-03-01      | 5.0000%  | 0.0000% | $4219340.75        | $4167724.62        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI1873 | 2054-03-01      | 5.5000%  | 0.0000% | $2384041.87        | $2405542.49        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI2029 | 2054-03-01      | 5.5000%  | 0.0000% | $362723.50         | $364435.76         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI5952 | 2054-05-01      | 6.0000%  | 0.0000% | $2738617.88        | $2815932.71        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI7436 | 2054-06-01      | 6.5000%  | 0.0000% | $3470165.46        | $3615315.92        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI7547 | 2054-06-01      | 5.5000%  | 0.0000% | $1923410.92        | $1934335.04        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI8330 | 2054-05-01      | 5.5000%  | 0.0000% | $4214180.52        | $4240976.62        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQI8740 | 2054-06-01      | 4.5000%  | 0.0000% | $2612510.16        | $2510037.06        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD6628 | 2055-06-01      | 6.5000%  | 0.0000% | $1422611.00        | $1492862.53        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD7280 | 2055-05-01      | 5.0000%  | 0.0000% | $2237680.00        | $2215141.59        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7427 | 2055-04-01      | 6.0000%  | 0.0000% | $2587.65           | $2646.01           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD7509 | 2055-05-01      | 5.5000%  | 0.0000% | $2211400.24        | $2232080.27        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD7521 | 2055-04-01      | 5.0000%  | 0.0000% | $1012.97           | $998.97            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7586 | 2055-04-01      | 6.0000%  | 0.0000% | $4579724.71        | $4687894.75        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD8167 | 2055-05-01      | 5.5000%  | 0.0000% | $2361815.81        | $2382459.39        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9352 | 2055-06-01      | 6.0000%  | 0.0000% | $2074071.00        | $2123820.36        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD9578 | 2055-05-01      | 6.5000%  | 0.0000% | $999.23            | $1039.16           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD9611 | 2055-05-01      | 6.5000%  | 0.0000% | $999.12            | $1053.15           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9647 | 2055-06-01      | 6.0000%  | 0.0000% | $1140204.00        | $1167082.41        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9940 | 2055-05-01      | 6.0000%  | 0.0000% | $10410322.83       | $10655728.83       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE0431 | 2055-05-01      | 5.0000%  | 0.0000% | $2471950.06        | $2434017.44        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE0458 | 2055-06-01      | 5.5000%  | 0.0000% | $1136770.22        | $1150923.64        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE0497 | 2055-06-01      | 5.5000%  | 0.0000% | $1245615.24        | $1253422.20        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE0525 | 2055-06-01      | 5.5000%  | 0.0000% | $248110.00         | $249549.92         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1669 | 2055-06-01      | 6.5000%  | 0.0000% | $1270850.00        | $1331544.67        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1741 | 2055-06-01      | 6.5000%  | 0.0000% | $2563524.00        | $2680702.97        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE1745 | 2055-06-01      | 5.5000%  | 0.0000% | $3041601.00        | $3058784.70        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE1229 | 2055-06-01      | 5.5000%  | 0.0000% | $322074.00         | $323774.09         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE1238 | 2055-06-01      | 5.5000%  | 0.0000% | $361895.00         | $363805.28         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1253 | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.89           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1397 | 2055-06-01      | 6.0000%  | 0.0000% | $2515379.00        | $2574534.01        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1403 | 2055-06-01      | 6.0000%  | 0.0000% | $3765480.00        | $3854824.80        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE1436 | 2055-06-01      | 5.5000%  | 0.0000% | $336320.00         | $338011.88         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1505 | 2055-06-01      | 6.5000%  | 0.0000% | $1021419.00        | $1068688.34        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2698 | 2055-07-01      | 6.5000%  | 0.0000% | $36836550.00       | $38480274.62       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE2699 | 2055-06-01      | 5.0000%  | 0.0000% | $1271026.00        | $1249044.59        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2390 | 2055-06-01      | 6.0000%  | 0.0000% | $1002.00           | $1029.31           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE2464 | 2055-07-01      | 5.5000%  | 0.0000% | $1910581.00        | $1929141.45        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2470 | 2055-07-01      | 6.5000%  | 0.0000% | $6859986.00        | $7178166.63        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE2445 | 2055-07-01      | 5.5000%  | 0.0000% | $1447687.00        | $1472020.53        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2447 | 2055-06-01      | 6.5000%  | 0.0000% | $2226893.00        | $2352218.33        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2453 | 2055-07-01      | 6.5000%  | 0.0000% | $2513975.00        | $2649941.10        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2460 | 2055-07-01      | 6.5000%  | 0.0000% | $6055929.00        | $6345148.73        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA0752 | 2053-11-01      | 4.0000%  | 0.0000% | $31552175.31       | $29754749.55       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1781 | 2055-05-01      | 5.5000%  | 0.0000% | $12717141.50       | $12906468.65       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1790 | 2055-06-01      | 5.5000%  | 0.0000% | $26127298.51       | $26226492.26       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1791 | 2055-05-01      | 5.5000%  | 0.0000% | $8193833.08        | $8254095.09        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1792 | 2055-06-01      | 5.5000%  | 0.0000% | $269798.85         | $272823.99         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1793 | 2055-04-01      | 5.5000%  | 0.0000% | $6048878.83        | $6086814.71        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1795 | 2055-04-01      | 5.5000%  | 0.0000% | $3431243.83        | $3471326.09        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2048 | 2055-05-01      | 6.0000%  | 0.0000% | $16884183.00       | $17535546.63       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2050 | 2055-06-01      | 6.0000%  | 0.0000% | $263558.00         | $272263.67         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2053 | 2055-06-01      | 6.0000%  | 0.0000% | $41302122.00       | $42475529.04       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA2043 | 2052-04-01      | 3.0000%  | 0.0000% | $20830607.00       | $18203923.01       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA2045 | 2053-01-01      | 4.0000%  | 0.0000% | $2852595.00        | $2693406.57        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2060 | 2055-06-01      | 6.5000%  | 0.0000% | $8141085.00        | $8516691.14        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA2062 | 2052-03-01      | 2.0000%  | 0.0000% | $18555800.00       | $14777507.18       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA2064 | 2052-02-01      | 2.5000%  | 0.0000% | $20388839.00       | $17193110.50       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA2065 | 2054-01-01      | 2.5000%  | 0.0000% | $5033965.00        | $4195743.83        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2070 | 2055-06-01      | 6.5000%  | 0.0000% | $27499346.00       | $29457302.49       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM5424 | 2049-09-01      | 3.5000%  | 0.0000% | $7632959.33        | $6920754.18        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX7351 | 2055-03-01      | 5.5000%  | 0.0000% | $3467757.78        | $3484130.99        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX7643 | 2055-03-01      | 6.0000%  | 0.0000% | $1654376.35        | $1716548.36        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQX7690 | 2055-02-01      | 4.5000%  | 0.0000% | $1443464.98        | $1389975.94        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX9155 | 2055-03-01      | 6.0000%  | 0.0000% | $4091682.38        | $4190804.75        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX9575 | 2055-04-01      | 5.5000%  | 0.0000% | $4522367.63        | $4542322.83        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX9577 | 2055-04-01      | 6.0000%  | 0.0000% | $3126260.58        | $3205205.95        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX9584 | 2055-04-01      | 6.5000%  | 0.0000% | $2859245.73        | $2978496.61        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX9949 | 2055-03-01      | 6.0000%  | 0.0000% | $2934047.26        | $2995366.89        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY0877 | 2055-04-01      | 6.0000%  | 0.0000% | $2758779.69        | $2827736.31        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY0257 | 2055-04-01      | 6.5000%  | 0.0000% | $3139994.74        | $3280842.69        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY0482 | 2055-04-01      | 6.5000%  | 0.0000% | $3085548.21        | $3215835.83        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY0595 | 2055-04-01      | 6.5000%  | 0.0000% | $3762599.22        | $3919522.61        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY0599 | 2055-04-01      | 5.5000%  | 0.0000% | $3710489.28        | $3726862.02        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY1493 | 2055-04-01      | 6.0000%  | 0.0000% | $3901896.44        | $3984153.62        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY2638 | 2055-05-01      | 7.0000%  | 0.0000% | $996.15            | $1065.11           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY1823 | 2055-04-01      | 6.0000%  | 0.0000% | $4156523.86        | $4248342.86        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY2031 | 2055-04-01      | 6.0000%  | 0.0000% | $2987909.49        | $3058210.02        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY2235 | 2055-05-01      | 7.0000%  | 0.0000% | $3743906.33        | $3966934.16        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY2239 | 2055-04-01      | 7.0000%  | 0.0000% | $1399421.91        | $1482786.71        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY2555 | 2055-05-01      | 6.0000%  | 0.0000% | $999.01            | $1027.01           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY2771 | 2055-05-01      | 5.5000%  | 0.0000% | $1904990.55        | $1930474.67        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY2852 | 2055-05-01      | 6.0000%  | 0.0000% | $998.90            | $1034.36           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY3730 | 2055-05-01      | 5.5000%  | 0.0000% | $3928641.90        | $3960250.01        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY3896 | 2055-05-01      | 5.5000%  | 0.0000% | $4977123.69        | $5005242.23        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4013 | 2055-05-01      | 5.5000%  | 0.0000% | $2156093.68        | $2186935.64        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5294 | 2055-06-01      | 6.5000%  | 0.0000% | $1237784.00        | $1296406.83        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY5315 | 2055-06-01      | 5.5000%  | 0.0000% | $2110894.00        | $2143046.20        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4623 | 2055-05-01      | 6.0000%  | 0.0000% | $449607.47         | $461944.85         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4671 | 2055-05-01      | 5.5000%  | 0.0000% | $9145132.16        | $9202449.79        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4753 | 2055-06-01      | 5.5000%  | 0.0000% | $12287840.46       | $12354213.92       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4765 | 2055-05-01      | 5.5000%  | 0.0000% | $8036209.16        | $8079617.20        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4824 | 2055-06-01      | 6.0000%  | 0.0000% | $5621981.45        | $5782569.60        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4835 | 2055-06-01      | 5.5000%  | 0.0000% | $5095471.96        | $5138276.76        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZA5441 | 2048-05-01      | 5.0000%  | 0.0000% | $308443.39         | $309186.67         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA5498 | 2048-06-01      | 4.0000%  | 0.0000% | $8215034.92        | $7800358.21        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS0800 | 2033-07-01      | 5.5000%  | 0.0000% | $2591.86           | $2648.42           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZS0889 | 2035-07-01      | 5.0000%  | 0.0000% | $1407.28           | $1429.65           | Agency Mortgage-Backed Securities  |
| FEPC 08.000 CLZS0712 | 2032-04-01      | 8.0000%  | 0.0000% | $7291.97           | $7719.13           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS1579 | 2037-09-01      | 5.5000%  | 0.0000% | $92247.56          | $95220.01          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2059 | 2038-04-01      | 5.5000%  | 0.0000% | $33594.91          | $34677.36          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZS2140 | 2038-05-01      | 6.5000%  | 0.0000% | $196448.96         | $207378.62         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2173 | 2038-06-01      | 5.5000%  | 0.0000% | $15674.89          | $16154.56          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2254 | 2038-08-01      | 5.5000%  | 0.0000% | $23412.30          | $24071.18          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2516 | 2039-01-01      | 5.5000%  | 0.0000% | $40344.88          | $41513.21          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZS3549 | 2041-07-01      | 4.5000%  | 0.0000% | $4416934.21        | $4384160.56        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2876 | 2038-11-01      | 5.5000%  | 0.0000% | $34746.98          | $35781.59          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS3767 | 2043-07-01      | 3.5000%  | 0.0000% | $94634.94          | $89090.98          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS3781 | 2043-07-01      | 3.0000%  | 0.0000% | $187.64            | $169.44            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4036 | 2044-04-01      | 3.5000%  | 0.0000% | $40626.87          | $38220.43          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4079 | 2045-02-01      | 4.0000%  | 0.0000% | $13155.98          | $12593.19          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS4358 | 2038-12-01      | 5.5000%  | 0.0000% | $56859.58          | $58436.78          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4529 | 2043-09-01      | 3.0000%  | 0.0000% | $19109.13          | $17256.01          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4508 | 2043-01-01      | 3.0000%  | 0.0000% | $49996.20          | $45231.05          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4519 | 2043-06-01      | 3.0000%  | 0.0000% | $80326.46          | $72586.73          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4655 | 2046-03-01      | 3.5000%  | 0.0000% | $104002.42         | $96252.72          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4634 | 2045-10-01      | 4.0000%  | 0.0000% | $46835.77          | $44464.30          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4688 | 2046-11-01      | 3.0000%  | 0.0000% | $942.91            | $837.03            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4690 | 2046-11-01      | 4.0000%  | 0.0000% | $88667.61          | $84090.43          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4664 | 2046-05-01      | 4.0000%  | 0.0000% | $70232.37          | $66632.41          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4668 | 2046-06-01      | 3.5000%  | 0.0000% | $1272913.39        | $1175431.70        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4698 | 2047-01-01      | 3.5000%  | 0.0000% | $37489.27          | $34583.45          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4755 | 2048-02-01      | 3.5000%  | 0.0000% | $405180.11         | $371240.78         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4739 | 2047-10-01      | 3.5000%  | 0.0000% | $4159460.32        | $3825827.69        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4771 | 2048-06-01      | 3.5000%  | 0.0000% | $12787.75          | $11699.38          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CTZS8833 | 2027-06-01      | 4.5000%  | 0.0000% | $8.79              | $8.79              | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  | 0.0000% | $4223663.58        | $4115377.30        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZT0804 | 2044-11-01      | 5.0000%  | 0.0000% | $2283538.86        | $2292791.25        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0429 | 2047-11-01      | 4.0000%  | 0.0000% | $5256876.15        | $4963038.96        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZT0537 | 2048-03-01      | 3.5000%  | 0.0000% | $2469657.66        | $2276452.50        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 ZLZT2436 | 2043-05-15      | 3.0000%  | 0.0000% | $226617.76         | $205384.05         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0843 | 2037-04-01      | 2.5000%  | 0.0000% | $2812869.01        | $2630769.18        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0861 | 2037-02-01      | 2.5000%  | 0.0000% | $1251462.80        | $1170439.21        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0646 | 2037-03-01      | 2.5000%  | 0.0000% | $14442.22          | $13479.51          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0651 | 2037-04-01      | 3.0000%  | 0.0000% | $520057.94         | $496855.90         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0711 | 2037-07-01      | 3.0000%  | 0.0000% | $1645716.16        | $1572311.74        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0762 | 2037-04-01      | 2.5000%  | 0.0000% | $19004.98          | $17727.35          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB0979 | 2038-01-01      | 3.5000%  | 0.0000% | $777.91            | $751.73            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB1180 | 2039-05-01      | 6.0000%  | 0.0000% | $1567.85           | $1624.63           | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB8122 | 2036-10-01      | 1.5000%  | 0.0000% | $644389.71         | $571860.64         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CISB8222 | 2038-04-01      | 4.5000%  | 0.0000% | $4019.04           | $4002.41           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI9918 | 2054-07-01      | 6.0000%  | 0.0000% | $4217910.64        | $4364505.53        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIQO1276 | 2038-04-01      | 3.0000%  | 0.0000% | $301872.19         | $287727.26         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIQO2801 | 2039-12-01      | 3.5000%  | 0.0000% | $662539.59         | $640218.93         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO3049 | 2040-01-01      | 5.5000%  | 0.0000% | $888.37            | $913.85            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO3200 | 2040-03-01      | 5.5000%  | 0.0000% | $2027943.83        | $2086106.39        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIQO3370 | 2040-04-01      | 6.0000%  | 0.0000% | $247045.22         | $255460.16         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIQO3709 | 2040-06-01      | 3.5000%  | 0.0000% | $1619910.00        | $1565248.48        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO3761 | 2040-06-01      | 5.5000%  | 0.0000% | $3860386.00        | $3971131.04        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA4676 | 2049-11-01      | 3.0000%  | 0.0000% | $2802986.19        | $2457172.44        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2462 | 2055-07-01      | 6.5000%  | 0.0000% | $4890967.00        | $5121023.96        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE2463 | 2055-07-01      | 5.0000%  | 0.0000% | $1454985.00        | $1437181.48        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2500 | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.87           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2473 | 2055-07-01      | 6.5000%  | 0.0000% | $6658702.00        | $6960222.08        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2477 | 2055-07-01      | 6.5000%  | 0.0000% | $5626535.00        | $5879774.71        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE2485 | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.61           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE2487 | 2055-06-01      | 5.5000%  | 0.0000% | $1320.00           | $1326.97           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2493 | 2055-06-01      | 6.0000%  | 0.0000% | $2843960.00        | $2922570.85        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2547 | 2055-07-01      | 6.5000%  | 0.0000% | $1728950.00        | $1797957.77        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2548 | 2055-07-01      | 6.5000%  | 0.0000% | $1289250.00        | $1346527.65        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE3266 | 2055-06-01      | 6.0000%  | 0.0000% | $2855286.00        | $2919690.78        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE3301 | 2055-07-01      | 6.0000%  | 0.0000% | $2727960.00        | $2796555.46        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE3282 | 2055-07-01      | 5.5000%  | 0.0000% | $3648172.00        | $3688519.16        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE3292 | 2055-06-01      | 6.5000%  | 0.0000% | $4343367.00        | $4538458.50        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I6BF0745 | 2063-06-01      | 4.0000%  | 0.0000% | $34519970.57       | $31528097.86       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM7751 | 2051-05-01      | 2.0000%  | 0.0000% | $1618101.87        | $1280082.19        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM8121 | 2051-06-01      | 2.0000%  | 0.0000% | $2936967.48        | $2366743.82        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM8672 | 2046-11-01      | 4.0000%  | 0.0000% | $331290.17         | $312334.49         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9476 | 2051-11-01      | 2.5000%  | 0.0000% | $44741646.23       | $37671745.29       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0037 | 2051-08-01      | 3.0000%  | 0.0000% | $120262.91         | $106403.17         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0630 | 2052-02-01      | 3.0000%  | 0.0000% | $471584.05         | $412232.21         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1860 | 2052-05-01      | 4.0000%  | 0.0000% | $1226181.46        | $1148640.47        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5155 | 2055-05-01      | 6.0000%  | 0.0000% | $1007512.00        | $1039545.17        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6179 | 2055-06-01      | 6.0000%  | 0.0000% | $2047567.00        | $2104164.48        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY6194 | 2055-06-01      | 5.0000%  | 0.0000% | $1544425.00        | $1518838.17        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5457 | 2055-06-01      | 6.0000%  | 0.0000% | $20421476.00       | $21010989.55       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5458 | 2055-06-01      | 6.5000%  | 0.0000% | $240311.00         | $252776.20         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY5446 | 2055-06-01      | 5.5000%  | 0.0000% | $1343099.00        | $1368187.49        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5450 | 2055-06-01      | 6.0000%  | 0.0000% | $1361108.00        | $1411183.62        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5451 | 2055-06-01      | 6.0000%  | 0.0000% | $2424666.00        | $2507151.52        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY5467 | 2055-05-01      | 5.0000%  | 0.0000% | $1048885.00        | $1036351.64        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5569 | 2055-06-01      | 6.0000%  | 0.0000% | $2645186.00        | $2723994.91        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5571 | 2055-05-01      | 6.5000%  | 0.0000% | $1064014.00        | $1116274.23        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5572 | 2055-06-01      | 6.5000%  | 0.0000% | $1542146.00        | $1617543.23        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5578 | 2055-06-01      | 6.5000%  | 0.0000% | $1134321.00        | $1197753.49        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5786 | 2055-06-01      | 6.5000%  | 0.0000% | $1139759.00        | $1194190.60        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5788 | 2055-06-01      | 6.5000%  | 0.0000% | $2154907.00        | $2255448.74        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6001 | 2055-06-01      | 6.5000%  | 0.0000% | $1802155.00        | $1888817.23        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY5986 | 2055-06-01      | 5.5000%  | 0.0000% | $1600419.00        | $1624302.94        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5999 | 2055-06-01      | 6.5000%  | 0.0000% | $1582235.00        | $1674582.32        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6009 | 2055-06-01      | 6.5000%  | 0.0000% | $2461327.00        | $2598962.22        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6010 | 2055-06-01      | 6.5000%  | 0.0000% | $1561804.00        | $1635774.33        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6118 | 2055-06-01      | 6.0000%  | 0.0000% | $2468699.00        | $2535567.00        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY7096 | 2055-06-01      | 5.5000%  | 0.0000% | $2928499.00        | $2951650.41        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY7098 | 2055-05-01      | 5.5000%  | 0.0000% | $1681232.00        | $1689689.53        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7135 | 2055-06-01      | 6.5000%  | 0.0000% | $1309410.00        | $1370145.82        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY7141 | 2055-06-01      | 5.5000%  | 0.0000% | $1006405.00        | $1011841.15        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7151 | 2055-06-01      | 6.5000%  | 0.0000% | $2078905.00        | $2175331.08        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6329 | 2055-06-01      | 6.0000%  | 0.0000% | $1266500.00        | $1297917.22        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6450 | 2055-06-01      | 6.0000%  | 0.0000% | $29972476.00       | $30825892.29       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6516 | 2055-06-01      | 6.0000%  | 0.0000% | $1247100.00        | $1280079.97        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6522 | 2055-06-01      | 6.0000%  | 0.0000% | $918588.00         | $940189.82         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6614 | 2055-06-01      | 6.5000%  | 0.0000% | $375322.00         | $393098.04         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6607 | 2055-06-01      | 6.0000%  | 0.0000% | $242263.00         | $249310.27         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6743 | 2055-06-01      | 6.5000%  | 0.0000% | $2291796.00        | $2410674.00        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6744 | 2055-06-01      | 6.5000%  | 0.0000% | $1869913.00        | $1958156.27        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6727 | 2055-06-01      | 6.5000%  | 0.0000% | $3561360.00        | $3728292.02        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY6732 | 2055-06-01      | 5.5000%  | 0.0000% | $1134372.00        | $1156351.09        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6733 | 2055-07-01      | 6.0000%  | 0.0000% | $20461246.00       | $20903870.49       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6748 | 2055-06-01      | 6.5000%  | 0.0000% | $2119478.00        | $2234760.88        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY6751 | 2055-06-01      | 5.5000%  | 0.0000% | $1059390.00        | $1072579.99        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY6753 | 2055-06-01      | 5.5000%  | 0.0000% | $2007153.00        | $2024696.63        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY6836 | 2055-06-01      | 5.5000%  | 0.0000% | $1624301.00        | $1633477.58        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY6837 | 2055-06-01      | 5.5000%  | 0.0000% | $1981865.00        | $2001639.17        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6843 | 2055-06-01      | 6.5000%  | 0.0000% | $2007194.00        | $2102258.95        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6848 | 2055-06-01      | 6.0000%  | 0.0000% | $1957798.00        | $2009650.93        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY6906 | 2055-07-01      | 5.5000%  | 0.0000% | $1259010.00        | $1281126.47        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6965 | 2055-07-01      | 6.5000%  | 0.0000% | $1499204.00        | $1570432.85        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6969 | 2055-06-01      | 6.0000%  | 0.0000% | $1265685.00        | $1304530.56        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6970 | 2055-06-01      | 6.0000%  | 0.0000% | $1256143.00        | $1290167.31        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6971 | 2055-06-01      | 6.0000%  | 0.0000% | $1108925.00        | $1135042.77        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY6997 | 2055-06-01      | 5.0000%  | 0.0000% | $1176349.00        | $1160263.34        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY6998 | 2055-06-01      | 5.0000%  | 0.0000% | $1045525.00        | $1041320.71        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY6999 | 2055-06-01      | 5.0000%  | 0.0000% | $1076825.00        | $1062372.69        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6976 | 2055-06-01      | 6.5000%  | 0.0000% | $2645509.00        | $2768940.81        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7009 | 2055-06-01      | 6.5000%  | 0.0000% | $634830.00         | $663964.32         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7010 | 2055-06-01      | 6.5000%  | 0.0000% | $1265500.00        | $1321937.64        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY7044 | 2055-06-01      | 6.0000%  | 0.0000% | $8841300.00        | $9024742.24        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY7541 | 2055-07-01      | 6.0000%  | 0.0000% | $4030846.00        | $4132202.96        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7886 | 2055-07-01      | 6.5000%  | 0.0000% | $9824843.00        | $10261342.22       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSL0488 | 2052-07-01      | 3.0000%  | 0.0000% | $43611139.78       | $38226632.27       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3251 | 2053-07-01      | 6.0000%  | 0.0000% | $4577147.99        | $4703341.49        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD4522 | 2052-06-01      | 3.5000%  | 0.0000% | $2270016.98        | $2046709.61        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD4772 | 2052-03-01      | 3.5000%  | 0.0000% | $12568702.30       | $11549348.42       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD4936 | 2052-11-01      | 4.5000%  | 0.0000% | $2576454.24        | $2520844.05        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD6284 | 2054-01-01      | 2.0000%  | 0.0000% | $578181.31         | $457804.02         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5651 | 2054-06-01      | 5.5000%  | 0.0000% | $13271984.92       | $13515148.33       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD5702 | 2054-04-01      | 6.5000%  | 0.0000% | $3748905.76        | $3920733.53        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD5703 | 2054-05-01      | 7.0000%  | 0.0000% | $12421547.67       | $13268025.08       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD5892 | 2052-02-01      | 2.0000%  | 0.0000% | $1027812.00        | $813410.53         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD6036 | 2054-05-01      | 7.0000%  | 0.0000% | $9639890.64        | $10280508.50       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6621 | 2054-10-01      | 6.0000%  | 0.0000% | $752655.74         | $777631.37         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD6769 | 2052-02-01      | 3.0000%  | 0.0000% | $29252528.86       | $25624825.26       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD6770 | 2048-11-01      | 3.0000%  | 0.0000% | $30229475.93       | $26844822.59       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD6771 | 2049-01-01      | 4.0000%  | 0.0000% | $29119464.88       | $27586972.15       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD6772 | 2052-05-01      | 4.0000%  | 0.0000% | $24708630.52       | $23458132.21       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6785 | 2054-10-01      | 5.5000%  | 0.0000% | $45016547.07       | $45700013.32       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD6917 | 2054-09-01      | 6.5000%  | 0.0000% | $51084646.03       | $53552040.11       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD6975 | 2054-11-01      | 4.5000%  | 0.0000% | $107162.69         | $102695.62         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7462 | 2055-01-01      | 5.0000%  | 0.0000% | $11482413.85       | $11344955.32       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8108 | 2050-11-01      | 3.0000%  | 0.0000% | $765.53            | $669.92            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL6619 | 2045-04-01      | 4.5000%  | 0.0000% | $229250.93         | $225166.82         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAP4781 | 2042-09-01      | 3.0000%  | 0.0000% | $33284.25          | $30180.88          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAQ4078 | 2043-06-01      | 4.0000%  | 0.0000% | $16288.70          | $15727.71          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS0044 | 2043-07-01      | 3.0000%  | 0.0000% | $1474983.68        | $1332254.92        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS4347 | 2045-01-01      | 4.0000%  | 0.0000% | $44964.56          | $42794.67          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4995 | 2045-05-01      | 3.5000%  | 0.0000% | $267151.28         | $249305.16         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6190 | 2045-11-01      | 3.5000%  | 0.0000% | $28881.22          | $26812.35          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1450 | 2052-01-01      | 2.0000%  | 0.0000% | $5000003.83        | $3959958.59        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIBU5641 | 2040-02-01      | 5.5000%  | 0.0000% | $1184061.01        | $1219041.20        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS8870 | 2053-09-01      | 5.0000%  | 0.0000% | $573409.16         | $564370.95         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIFS8493 | 2038-07-01      | 6.0000%  | 0.0000% | $249507.09         | $257993.66         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS8746 | 2052-03-01      | 3.0000%  | 0.0000% | $3605630.59        | $3160168.15        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS9524 | 2050-04-01      | 4.0000%  | 0.0000% | $848331.27         | $803816.97         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFS9573 | 2054-09-01      | 7.0000%  | 0.0000% | $5294474.51        | $5710894.93        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS9564 | 2054-09-01      | 6.5000%  | 0.0000% | $8905094.35        | $9323055.95        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0556 | 2055-06-01      | 5.0000%  | 0.0000% | $21291995.11       | $20994285.71       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8204 | 2052-04-01      | 2.0000%  | 0.0000% | $11176483.97       | $8859365.38        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  | 0.0000% | $13629.33          | $13748.32          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8384 | 2053-12-01      | 6.0000%  | 0.0000% | $2478147.80        | $2531981.43        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8448 | 2054-07-01      | 6.5000%  | 0.0000% | $8131721.30        | $8438068.54        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8454 | 2054-08-01      | 6.0000%  | 0.0000% | $176081.60         | $179721.80         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8463 | 2054-09-01      | 6.0000%  | 0.0000% | $193699.06         | $197699.21         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8469 | 2054-10-01      | 5.5000%  | 0.0000% | $789072.33         | $791578.07         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8476 | 2054-11-01      | 6.0000%  | 0.0000% | $302339.86         | $308680.03         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8507 | 2055-02-01      | 6.0000%  | 0.0000% | $9714893.81        | $9916510.24        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3823 | 2053-09-01      | 5.5000%  | 0.0000% | $11944579.74       | $12074973.41       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD3806 | 2051-08-01      | 4.0000%  | 0.0000% | $278931.64         | $261981.31         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4087 | 2053-11-01      | 6.0000%  | 0.0000% | $28078200.16       | $28900985.01       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD4287 | 2053-09-01      | 4.5000%  | 0.0000% | $2737767.52        | $2658544.74        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC U91503 G | 2043-06-01      | 3.5000%  | 0.0000% | $247332.95         | $228090.81         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q10392 G | 2042-08-01      | 3.5000%  | 0.0000% | $837841.08         | $789480.42         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q19254 G | 2043-06-01      | 4.0000%  | 0.0000% | $14500.20          | $13755.35          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q19615 G | 2043-07-01      | 4.0000%  | 0.0000% | $33385.32          | $32223.59          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC V84062 G | 2048-03-01      | 3.5000%  | 0.0000% | $702861.93         | $643876.67         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS9795 | 2047-06-01      | 3.5000%  | 0.0000% | $534677.93         | $493330.99         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT8394 | 2043-06-01      | 4.0000%  | 0.0000% | $38039.07          | $36661.76          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT9653 | 2043-07-01      | 4.0000%  | 0.0000% | $39005.54          | $37601.43          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAU7523 | 2043-09-01      | 4.0000%  | 0.0000% | $896330.77         | $864807.92         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAU8583 | 2043-10-01      | 4.5000%  | 0.0000% | $83139.32          | $81138.32          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAY3370 | 2045-04-01      | 2.5000%  | 0.0000% | $155997.69         | $133823.23         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAY8537 | 2045-07-01      | 4.0000%  | 0.0000% | $66368.20          | $63951.88          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAY9643 | 2045-04-01      | 2.5000%  | 0.0000% | $86791.53          | $76300.42          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX9742 | 2053-04-01      | 4.5000%  | 0.0000% | $659301.02         | $632545.27         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0517 | 2053-04-01      | 5.0000%  | 0.0000% | $2246015.69        | $2219934.45        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY3521 | 2053-06-01      | 5.5000%  | 0.0000% | $3133965.64        | $3150091.63        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5172 | 2042-05-01      | 3.5000%  | 0.0000% | $21245621.14       | $20005396.19       | Agency Mortgage-Backed Securities  |
| 04.000 FGPC K92899 G | 2035-03-01      | 4.0000%  | 0.0000% | $1191002.37        | $1176372.36        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC K92906 G | 2032-03-01      | 4.0000%  | 0.0000% | $144939.11         | $144342.57         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC K93084 G | 2032-03-01      | 3.5000%  | 0.0000% | $1358064.89        | $1341366.73        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q40718 G | 2046-05-01      | 3.5000%  | 0.0000% | $14252.83          | $13184.00          | Agency Mortgage-Backed Securities  |
| 03.000 FGPC Q43173 G | 2046-09-01      | 3.0000%  | 0.0000% | $1403465.86        | $1243143.28        | Agency Mortgage-Backed Securities  |
| 03.000 FGPC Q45088 G | 2046-12-01      | 3.0000%  | 0.0000% | $1207568.34        | $1073858.72        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q47409 G | 2047-04-01      | 4.0000%  | 0.0000% | $31090.19          | $29522.63          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q50109 G | 2047-08-01      | 3.5000%  | 0.0000% | $229054.58         | $211355.18         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q53630 G | 2048-01-01      | 3.5000%  | 0.0000% | $98916.91          | $90953.05          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q53648 G | 2048-01-01      | 3.5000%  | 0.0000% | $152817.62         | $141368.29         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q54813 G | 2048-03-01      | 3.5000%  | 0.0000% | $1813652.36        | $1662664.80        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q57728 G | 2048-08-01      | 4.5000%  | 0.0000% | $778535.82         | $758733.76         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA2688 | 2049-09-01      | 3.0000%  | 0.0000% | $614608.48         | $538032.36         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA2690 | 2049-08-01      | 4.0000%  | 0.0000% | $222416.47         | $209757.02         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA5425 | 2049-12-01      | 3.0000%  | 0.0000% | $4314769.07        | $3776004.00        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA7477 | 2050-03-01      | 3.0000%  | 0.0000% | $26024.92          | $23098.25          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQB2462 | 2050-08-01      | 3.0000%  | 0.0000% | $2272718.07        | $1989345.73        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB9087 | 2051-02-01      | 2.0000%  | 0.0000% | $62830.80          | $50563.16          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB9391 | 2051-03-01      | 2.0000%  | 0.0000% | $70993.05          | $57202.02          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQC1805 | 2051-05-01      | 2.0000%  | 0.0000% | $379290.46         | $304633.24         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQC7127 | 2051-09-01      | 2.0000%  | 0.0000% | $5420694.92        | $4352824.05        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQC6303 | 2051-09-01      | 2.0000%  | 0.0000% | $328585.44         | $263856.12         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD7951 | 2052-03-01      | 3.0000%  | 0.0000% | $4949493.39        | $4326558.41        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE0785 | 2052-04-01      | 4.0000%  | 0.0000% | $8314271.72        | $7761499.21        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA5054 | 2053-11-01      | 6.0000%  | 0.0000% | $252743.27         | $258875.41         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0866 | 2047-12-01      | 4.0000%  | 0.0000% | $260085.86         | $246522.96         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0868 | 2047-12-01      | 4.0000%  | 0.0000% | $3558889.43        | $3392796.85        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA1184 | 2048-02-01      | 3.5000%  | 0.0000% | $1811306.36        | $1659590.33        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CICA2407 | 2033-09-01      | 4.0000%  | 0.0000% | $2695706.37        | $2671814.92        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA8386 | 2035-12-01      | 2.5000%  | 0.0000% | $8021141.70        | $7531642.62        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3836 | 2049-11-01      | 4.0000%  | 0.0000% | $429271.23         | $404571.92         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4205 | 2035-12-01      | 1.5000%  | 0.0000% | $60111.91          | $53564.18          | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4278 | 2036-03-01      | 1.5000%  | 0.0000% | $4022266.31        | $3578434.69        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIMA5268 | 2039-02-01      | 6.0000%  | 0.0000% | $1597053.37        | $1650012.19        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE2847 | 2052-05-01      | 4.5000%  | 0.0000% | $9678054.84        | $9350104.27        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE3890 | 2052-06-01      | 4.5000%  | 0.0000% | $5046644.29        | $4900614.59        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE4231 | 2052-06-01      | 5.0000%  | 0.0000% | $2546215.60        | $2511199.47        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQE6969 | 2052-08-01      | 5.5000%  | 0.0000% | $66062.46          | $66680.57          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG0458 | 2053-04-01      | 5.0000%  | 0.0000% | $4588105.44        | $4532005.65        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG6304 | 2053-07-01      | 5.5000%  | 0.0000% | $4827443.95        | $4852100.39        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG9143 | 2053-08-01      | 5.5000%  | 0.0000% | $3672606.38        | $3702712.77        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQH3122 | 2053-10-01      | 4.5000%  | 0.0000% | $2955989.27        | $2832768.85        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ0016 | 2054-07-01      | 6.5000%  | 0.0000% | $3449760.06        | $3608859.92        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ1554 | 2054-07-01      | 5.5000%  | 0.0000% | $4303326.98        | $4325754.01        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ1643 | 2054-08-01      | 6.5000%  | 0.0000% | $4576525.10        | $4788290.58        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB1534 | 2054-04-01      | 6.0000%  | 0.0000% | $409745.04         | $423682.65         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB4293 | 2054-05-01      | 6.5000%  | 0.0000% | $456205.10         | $477748.52         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB4986 | 2054-06-01      | 6.5000%  | 0.0000% | $2563716.75        | $2669852.34        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB5595 | 2054-06-01      | 6.5000%  | 0.0000% | $4412090.94        | $4614425.51        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB8250 | 2054-11-01      | 6.5000%  | 0.0000% | $2416257.98        | $2532366.69        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB8562 | 2054-07-01      | 6.5000%  | 0.0000% | $2294771.87        | $2398612.85        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5086 | 2054-10-01      | 5.0000%  | 0.0000% | $8235277.19        | $8122040.30        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC6086 | 2055-04-01      | 6.0000%  | 0.0000% | $2520244.15        | $2583304.01        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC6091 | 2055-04-01      | 6.5000%  | 0.0000% | $3699052.84        | $3857398.60        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2789 | 2052-02-01      | 2.0000%  | 0.0000% | $341039.39         | $270072.88         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB3035 | 2052-03-01      | 2.0000%  | 0.0000% | $1877379.76        | $1506092.45        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5131 | 2052-11-01      | 5.0000%  | 0.0000% | $870.36            | $859.72            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5354 | 2054-05-01      | 6.0000%  | 0.0000% | $3613902.81        | $3689687.56        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5389 | 2054-06-01      | 6.0000%  | 0.0000% | $4229384.90        | $4318076.51        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4547 | 2052-02-01      | 2.0000%  | 0.0000% | $500306.10         | $396651.23         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA4604 | 2037-05-01      | 3.0000%  | 0.0000% | $309999.97         | $295394.83         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4737 | 2052-08-01      | 5.0000%  | 0.0000% | $95137.66          | $93925.40          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  | 0.0000% | $2844502.28        | $2856985.54        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIMA5145 | 2038-09-01      | 6.0000%  | 0.0000% | $251372.94         | $259688.19         | Agency Mortgage-Backed Securities  |
| 3 1/2 NOTE AD 29     | 2029-09-30      | 3.5000%  | 0.0000% | $300.00            | $299.31            | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28      | 2028-02-15      | 2.7500%  | 0.0000% | $74900.00          | $73831.14          | U.S. Treasuries (including strips) |

### Security 339: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc. 4.360000%
- **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: 959CPS007, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: 959CPS007_4.36_0701
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| 0.375 FMNT GB 25 U9                     | 2025-07-21      | 0.3750%  | 0.0000% | $10000.00          | $9993.38           | Agency Mortgage-Backed Securities |
| 2.92 FCSB 30 L                          | 2030-12-17      | 2.9200%  | 0.0000% | $50000.00          | $47249.37          | Agency Mortgage-Backed Securities |
| 3.03 FCSB 29 AD                         | 2029-03-20      | 3.0300%  | 0.0000% | $40000.00          | $39092.27          | Agency Mortgage-Backed Securities |
| 2.83 FCSB 36 Q                          | 2036-12-19      | 2.8300%  | 0.0000% | $822000.00         | $689977.53         | Agency Mortgage-Backed Securities |
| 3.00 FCSB 37 S                          | 2037-09-14      | 3.0000%  | 0.0000% | $10000.00          | $8432.43           | Agency Mortgage-Backed Securities |
| 3.22 FCSB 25 CQ                         | 2025-12-10      | 3.2200%  | 0.0000% | $33000.00          | $32896.67          | Agency Mortgage-Backed Securities |
| 3.30 FCSB 26 CK                         | 2026-09-28      | 3.3000%  | 0.0000% | $10000.00          | $10001.93          | Agency Mortgage-Backed Securities |
| 3.00 FCSB 26 CE                         | 2026-04-02      | 3.0000%  | 0.0000% | $50000.00          | $49920.67          | Agency Mortgage-Backed Securities |
| 3.35 FCSB 26 CO                         | 2026-10-30      | 3.3500%  | 0.0000% | $10000.00          | $9975.23           | Agency Mortgage-Backed Securities |
| 3.35 FCSB 25 CO                         | 2025-11-13      | 3.3500%  | 0.0000% | $25000.00          | $25017.52          | Agency Mortgage-Backed Securities |
| 1.16 FCSB 26 DN                         | 2026-10-27      | 1.1600%  | 0.0000% | $1271000.00        | $1228167.30        | Agency Mortgage-Backed Securities |
| 3.25 FCSB 32 BQ                         | 2032-07-28      | 3.2500%  | 0.0000% | $4000.00           | $3821.73           | Agency Mortgage-Backed Securities |
| 4.00 FCSB 37 AG                         | 2037-09-08      | 4.0000%  | 0.0000% | $21500000.00       | $20227876.06       | Agency Mortgage-Backed Securities |
| 3 7/8 FCSB 32 BS                        | 2032-09-20      | 3.8750%  | 0.0000% | $4000.00           | $3956.43           | Agency Mortgage-Backed Securities |
| 3.82 FCSB 37 AE                         | 2037-06-15      | 3.8200%  | 0.0000% | $22167000.00       | $20394452.79       | Agency Mortgage-Backed Securities |
| 4 7/8 FCSB 28 EE                        | 2028-11-01      | 4.8750%  | 0.0000% | $2000.00           | $2082.83           | Agency Mortgage-Backed Securities |
| 4.75 FCSB 26 EO                         | 2026-03-09      | 4.7500%  | 0.0000% | $170000.00         | $173111.99         | Agency Mortgage-Backed Securities |
| 4.25 FCSB 28 EA                         | 2028-08-07      | 4.2500%  | 0.0000% | $18000.00          | $18522.21          | Agency Mortgage-Backed Securities |
| 4.75 FCSB 26 FD                         | 2026-05-28      | 4.7500%  | 0.0000% | $35000.00          | $35353.26          | Agency Mortgage-Backed Securities |
| 4 7/8 FCSB 26 GK                        | 2026-08-28      | 4.8750%  | 0.0000% | $190000.00         | $194995.26         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Banks Funding Corp. | 2025-07-08      | 5.1250%  | 0.0000% | $93000.00          | $95291.72          | Agency Mortgage-Backed Securities |
| 4.25 FCSB 27 GS                         | 2027-12-27      | 4.2500%  | 0.0000% | $835000.00         | $844167.60         | Agency Mortgage-Backed Securities |
| 4.67 FCOR 25-28 KI                      | 2028-10-10      | 4.6700%  | 0.0000% | $43639000.00       | $44060063.01       | Agency Mortgage-Backed Securities |
| 4.42 FCOR 26-28 KR                      | 2028-06-16      | 4.4200%  | 0.0000% | $1372000.00        | $1371965.55        | Agency Mortgage-Backed Securities |
| 3.00 FHLB 26 HF                         | 2026-09-11      | 3.0000%  | 0.0000% | $85000.00          | $84754.63          | Agency Mortgage-Backed Securities |
| 2.625 FHLB 27 VP                        | 2027-06-11      | 2.6250%  | 0.0000% | $25000.00          | $24463.64          | Agency Mortgage-Backed Securities |
| 2.625 FHLB 25 TW                        | 2025-09-12      | 2.6250%  | 0.0000% | $70000.00          | $70277.55          | Agency Mortgage-Backed Securities |
| 2.625 FHLB 25 VQ                        | 2025-12-12      | 2.6250%  | 0.0000% | $45000.00          | $44721.52          | Agency Mortgage-Backed Securities |
| 3.25 FHLB 28 G4973                      | 2028-11-16      | 3.2500%  | 0.0000% | $325000.00         | $321516.72         | Agency Mortgage-Backed Securities |
| 2.75 FHLB 29 EQ                         | 2029-06-08      | 2.7500%  | 0.0000% | $55000.00          | $52766.48          | Agency Mortgage-Backed Securities |
| 1.00 FHLB 28 VB                         | 2028-03-10      | 1.0000%  | 0.0000% | $35000.00          | $32587.43          | Agency Mortgage-Backed Securities |
| 1.25 FHLB 26 9U                         | 2026-12-21      | 1.2500%  | 0.0000% | $1055000.00        | $1015661.69        | Agency Mortgage-Backed Securities |
| 3.50 FHLB 32 GP                         | 2032-06-11      | 3.5000%  | 0.0000% | $10000.00          | $9611.51           | Agency Mortgage-Backed Securities |
| 4.00 FHLB 33 FU                         | 2033-06-10      | 4.0000%  | 0.0000% | $50000.00          | $48732.61          | Agency Mortgage-Backed Securities |
| 4.00 FHLB 28 G6378                      | 2028-06-30      | 4.0000%  | 0.0000% | $15000.00          | $15130.95          | Agency Mortgage-Backed Securities |
| 4.875 FHLB 26 EN                        | 2026-09-11      | 4.8750%  | 0.0000% | $15000.00          | $15374.86          | Agency Mortgage-Backed Securities |
| 4.125 FHLB 27 G6795                     | 2027-01-15      | 4.1250%  | 0.0000% | $815000.00         | $834214.64         | Agency Mortgage-Backed Securities |
| 4.75 FHLB 27 G6982                      | 2027-04-09      | 4.7500%  | 0.0000% | $965000.00         | $990039.34         | Agency Mortgage-Backed Securities |
| 4.75 FHLB 31 UQ                         | 2031-03-14      | 4.7500%  | 0.0000% | $500000.00         | $525732.06         | Agency Mortgage-Backed Securities |
| 5.125 FHLB 36 A                         | 2036-03-14      | 5.1250%  | 0.0000% | $95000.00          | $99837.43          | Agency Mortgage-Backed Securities |
| 6.75 FMNT GB 29 A                       | 2029-09-15      | 6.7500%  | 0.0000% | $42000.00          | $47508.61          | Agency Mortgage-Backed Securities |
| 6.75 FMNT GB 31 A                       | 2031-03-15      | 6.7500%  | 0.0000% | $13000.00          | $15053.21          | Agency Mortgage-Backed Securities |
| 2.67 FMNT 22-27 M2                      | 2027-03-25      | 2.6700%  | 0.0000% | $5250000.00        | $5176058.12        | Agency Mortgage-Backed Securities |
| 4.75 FMNT 24-27 F3                      | 2027-07-12      | 4.7500%  | 0.0000% | $3000.00           | $3066.39           | Agency Mortgage-Backed Securities |
| 6.00 FMNT 25-45 R1                      | 2045-01-30      | 6.0000%  | 0.0000% | $898000.00         | $918220.27         | Agency Mortgage-Backed Securities |
| 5.00 FMNT 25-30 K4                      | 2030-02-19      | 5.0000%  | 0.0000% | $4194000.00        | $4268139.20        | Agency Mortgage-Backed Securities |
| 5.125 FMNT 25-30 40                     | 2030-01-02      | 5.1250%  | 0.0000% | $2512000.00        | $2574224.33        | Agency Mortgage-Backed Securities |
| FNDN 09/16/25                           | 2025-09-16      | 0.0000%  | 0.0000% | $30000.00          | $29718.90          | Agency Mortgage-Backed Securities |
| 6.21 FNPR GDED 08/38                    | 2038-08-06      | 0.0000%  | 0.0000% | $10539000.00       | $5521276.71        | Agency Mortgage-Backed Securities |
| 6.21 FNSM GDED 08/38                    | 2038-08-06      | 6.2100%  | 0.0000% | $5000.00           | $5840.47           | Agency Mortgage-Backed Securities |
| 6.25 FNSM GDBB 05/29                    | 2029-05-15      | 6.2500%  | 0.0000% | $183000.00         | $200223.50         | Agency Mortgage-Backed Securities |
| 7.125 FNSM BB 01/30                     | 2030-01-15      | 7.1250%  | 0.0000% | $47000.00          | $54833.74          | Agency Mortgage-Backed Securities |
| 7.25 FNSM BB 05/30                      | 2030-05-15      | 7.2500%  | 0.0000% | $60000.00          | $69488.91          | Agency Mortgage-Backed Securities |
| 6.625 FNSM BB 11/30                     | 2030-11-15      | 6.6250%  | 0.0000% | $12237000.00       | $13880799.27       | Agency Mortgage-Backed Securities |
| 0.875 FNSM A 08/30                      | 2030-08-05      | 0.8750%  | 0.0000% | $211000.00         | $182583.43         | Agency Mortgage-Backed Securities |
| 0.75 FNSM A 10/27                       | 2027-10-08      | 0.7500%  | 0.0000% | $640000.00         | $599220.69         | Agency Mortgage-Backed Securities |
| 1.875 FNSM A 09/26                      | 2026-09-24      | 1.8750%  | 0.0000% | $419000.00         | $410347.65         | Agency Mortgage-Backed Securities |
| 1.31 FNNT A 23-32                       | 2032-01-27      | 1.3100%  | 0.0000% | $270000.00         | $224763.52         | Agency Mortgage-Backed Securities |
| 6.03 FNNT A 10/27                       | 2027-10-08      | 6.0300%  | 0.0000% | $35000.00          | $37085.82          | Agency Mortgage-Backed Securities |
| 0.65 FNNT H 21-25                       | 2025-08-25      | 0.6500%  | 0.0000% | $470000.00         | $468362.96         | Agency Mortgage-Backed Securities |
| 5.625 FNSM A 07/37                      | 2037-07-15      | 5.6250%  | 0.0000% | $516000.00         | $576661.60         | Agency Mortgage-Backed Securities |
| 4.50 FHLB 25 LD                         | 2025-12-23      | 4.5000%  | 0.0000% | $45000.00          | $45076.50          | Agency Mortgage-Backed Securities |
| 3.00 FHLB 28 EL                         | 2028-03-10      | 3.0000%  | 0.0000% | $505000.00         | $499851.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank Discount Notes   | 2025-07-11      | 0.0000%  | 0.0000% | $3800000.00        | $3793882.00        | Agency Mortgage-Backed Securities |
| FHDN 07/16/25                           | 2025-07-16      | 0.0000%  | 0.0000% | $3355000.00        | $3347652.55        | Agency Mortgage-Backed Securities |
| FHDN 08/01/25                           | 2025-08-01      | 0.0000%  | 0.0000% | $1132000.00        | $1127392.76        | Agency Mortgage-Backed Securities |
| FHDN 08/19/25                           | 2025-08-19      | 0.0000%  | 0.0000% | $15000000.00       | $14907450.00       | Agency Mortgage-Backed Securities |
| 7.125 TVBD 30 G                         | 2030-05-01      | 7.1250%  | 0.0000% | $130000.00         | $149843.21         | Agency Mortgage-Backed Securities |
| 2.875 TVBD 27 A                         | 2027-02-01      | 2.8750%  | 0.0000% | $51000.00          | $50779.64          | Agency Mortgage-Backed Securities |
| 5.250 TVBD 55 A                         | 2055-02-01      | 5.2500%  | 0.0000% | $54000.00          | $53096.27          | Agency Mortgage-Backed Securities |

### Security 340: 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: 959JDA004, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395, C.5 - Other ID: 959JDA004_4.40_0701
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 1/2 NOTE Y 28 | 2028-04-30      | 3.5000%  | 0.0000% | $155473400.00      | $155389853.30      | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29 | 2029-08-15      | 1.6250%  | 0.0000% | $272953400.00      | $252610205.80      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 959JDB002, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395, C.5 - Other ID: 959JDB002_4.40_1029
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF BX4932 C | 2050-08-20      | 2.5000%  | 0.0000% | $1273319.03        | $1078837.23        | Agency Mortgage-Backed Securities |
| GNII SF BX4936 C | 2050-08-20      | 3.0000%  | 0.0000% | $643415.29         | $568899.22         | Agency Mortgage-Backed Securities |
| GNII SF BX4940 C | 2050-08-20      | 3.5000%  | 0.0000% | $1716154.41        | $1553376.21        | Agency Mortgage-Backed Securities |
| GNII SF MA6656 M | 2050-05-20      | 3.0000%  | 0.0000% | $142515.25         | $126447.60         | Agency Mortgage-Backed Securities |
| GNII SF MA6709 M | 2050-06-20      | 2.5000%  | 0.0000% | $33865778.21       | $28919813.01       | Agency Mortgage-Backed Securities |
| GNII SF MA6710 M | 2050-06-20      | 3.0000%  | 0.0000% | $333161.50         | $295463.16         | Agency Mortgage-Backed Securities |
| GNII SF MA6711 M | 2050-06-20      | 3.5000%  | 0.0000% | $3949597.12        | $3593262.27        | Agency Mortgage-Backed Securities |
| GNII JM MA6757 M | 2050-07-20      | 3.0000%  | 0.0000% | $89271.05          | $77386.63          | Agency Mortgage-Backed Securities |
| GNII JM MA6759 M | 2050-07-20      | 4.0000%  | 0.0000% | $107434.71         | $98647.86          | Agency Mortgage-Backed Securities |
| GNII SF MA6764 M | 2050-07-20      | 2.0000%  | 0.0000% | $2519569.12        | $2059622.06        | Agency Mortgage-Backed Securities |
| GNII SF MA6765 M | 2050-07-20      | 2.5000%  | 0.0000% | $11352607.08       | $9659739.11        | Agency Mortgage-Backed Securities |
| GNII SF MA6766 M | 2050-07-20      | 3.0000%  | 0.0000% | $20013790.24       | $17744960.27       | Agency Mortgage-Backed Securities |
| GNII SF MA6767 M | 2050-07-20      | 3.5000%  | 0.0000% | $106694.57         | $97247.35          | Agency Mortgage-Backed Securities |
| GNII SF MA6769 M | 2050-07-20      | 4.5000%  | 0.0000% | $75302.77          | $73138.94          | Agency Mortgage-Backed Securities |
| GNII SF MA6770 M | 2050-07-20      | 5.0000%  | 0.0000% | $72278.31          | $72320.80          | Agency Mortgage-Backed Securities |
| GNII SF MA6818 M | 2050-08-20      | 2.0000%  | 0.0000% | $5194934.91        | $4236838.84        | Agency Mortgage-Backed Securities |
| GNII SF MA6819 M | 2050-08-20      | 2.5000%  | 0.0000% | $493475.21         | $420470.43         | Agency Mortgage-Backed Securities |
| GNII SF MA6820 M | 2050-08-20      | 3.0000%  | 0.0000% | $88590850.24       | $78547896.18       | Agency Mortgage-Backed Securities |
| GNII SF MA6821 M | 2050-08-20      | 3.5000%  | 0.0000% | $1491409.75        | $1355437.09        | Agency Mortgage-Backed Securities |
| GNII SF MA6822 M | 2050-07-20      | 4.0000%  | 0.0000% | $2181428.02        | $2040141.78        | Agency Mortgage-Backed Securities |
| GNII SF MA6823 M | 2050-08-20      | 4.5000%  | 0.0000% | $385906.59         | $375184.18         | Agency Mortgage-Backed Securities |
| GNII SF MA6869 M | 2050-09-20      | 4.5000%  | 0.0000% | $128194.39         | $125104.90         | Agency Mortgage-Backed Securities |
| GNII SF MA6864 M | 2050-09-20      | 2.0000%  | 0.0000% | $40892320.73       | $33342825.91       | Agency Mortgage-Backed Securities |
| GNII SF MA6865 M | 2050-09-20      | 2.5000%  | 0.0000% | $2999014.14        | $2554092.06        | Agency Mortgage-Backed Securities |
| GNII SF MA6866 M | 2050-07-20      | 3.0000%  | 0.0000% | $14655430.47       | $12997119.67       | Agency Mortgage-Backed Securities |
| GNII SF MA6867 M | 2050-09-20      | 3.5000%  | 0.0000% | $301878.23         | $273981.49         | Agency Mortgage-Backed Securities |
| GNII SF MA6868 M | 2050-09-20      | 4.0000%  | 0.0000% | $224126.42         | $210773.46         | Agency Mortgage-Backed Securities |
| GNII SF MA6932 M | 2050-08-20      | 3.0000%  | 0.0000% | $6808837.92        | $6039811.45        | Agency Mortgage-Backed Securities |
| GNII SF MA9845 M | 2050-07-20      | 2.5000%  | 0.0000% | $269732.41         | $229599.97         | Agency Mortgage-Backed Securities |
| GNII SF MA9236 M | 2050-06-20      | 3.0000%  | 0.0000% | $89857.17          | $79448.72          | Agency Mortgage-Backed Securities |
| GNII SF MA9357 M | 2050-07-20      | 3.0000%  | 0.0000% | $15860152.57       | $14088520.67       | Agency Mortgage-Backed Securities |
| GNII SF MA9663 M | 2050-06-20      | 3.0000%  | 0.0000% | $5489072.57        | $4854446.13        | Agency Mortgage-Backed Securities |
| GNMI SF BQ8629 X | 2050-07-15      | 2.5000%  | 0.0000% | $929137.69         | $793234.48         | Agency Mortgage-Backed Securities |
| GNII SF BS7617 C | 2050-06-20      | 2.5000%  | 0.0000% | $1087053.69        | $921010.47         | Agency Mortgage-Backed Securities |
| GNII SF BS7621 C | 2050-06-20      | 3.0000%  | 0.0000% | $1086030.78        | $948881.02         | Agency Mortgage-Backed Securities |
| GNII SF BT9472 C | 2050-05-20      | 4.0000%  | 0.0000% | $3957.78           | $3682.90           | Agency Mortgage-Backed Securities |
| GNII SF BU3182 C | 2050-06-20      | 5.5000%  | 0.0000% | $886550.24         | $902579.56         | Agency Mortgage-Backed Securities |
| GNMI SF BV2385 X | 2050-06-15      | 3.5000%  | 0.0000% | $809940.96         | $737353.60         | Agency Mortgage-Backed Securities |
| GNII SF BV6653 C | 2050-06-20      | 4.0000%  | 0.0000% | $862926.37         | $802989.42         | Agency Mortgage-Backed Securities |
| GNII SF BV8399 C | 2050-07-20      | 4.0000%  | 0.0000% | $645671.06         | $605207.00         | Agency Mortgage-Backed Securities |
| GNII SF BV8693 C | 2050-06-20      | 3.5000%  | 0.0000% | $988360.38         | $900712.03         | Agency Mortgage-Backed Securities |
| GNII SF BW2684 C | 2050-09-20      | 4.5000%  | 0.0000% | $325846.37         | $313479.85         | Agency Mortgage-Backed Securities |
| GNII SF BW3765 C | 2050-07-20      | 4.0000%  | 0.0000% | $746364.78         | $697110.09         | Agency Mortgage-Backed Securities |
| GNMI SF BW3851 X | 2050-07-15      | 2.5000%  | 0.0000% | $2005563.32        | $1712245.45        | Agency Mortgage-Backed Securities |
| GNMI SF BW3889 X | 2050-08-15      | 2.5000%  | 0.0000% | $3594511.55        | $3068799.46        | Agency Mortgage-Backed Securities |
| GNII SF BW7384 C | 2050-08-20      | 4.0000%  | 0.0000% | $633462.59         | $591807.50         | Agency Mortgage-Backed Securities |
| GNII SP 785057 M | 2050-05-20      | 2.0000%  | 0.0000% | $495.79            | $407.94            | Agency Mortgage-Backed Securities |
| GNII SP 785164 C | 2050-09-20      | 2.5000%  | 0.0000% | $8040662.61        | $6742681.68        | Agency Mortgage-Backed Securities |
| GNII SP 785324 C | 2050-06-20      | 5.5000%  | 0.0000% | $615635.42         | $632415.52         | Agency Mortgage-Backed Securities |
| GNII SP 785749 C | 2050-06-20      | 5.0000%  | 0.0000% | $9375018.55        | $9334844.52        | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Deutsche Bank Securities, 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: 959JFR005, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: 959JFR005_4.40_0701
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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 4.375 12/31/29 | 2029-12-31      | 4.3750%  | 0.0000% | $251571300.00      | $257407754.20      | U.S. Treasuries (including strips) |
| TINT 02/15/33    | 2033-02-15      | 0.0000%  | 0.0000% | $85111126.88       | $61657904.76       | U.S. Treasuries (including strips) |
| TINT 02/15/35    | 2035-02-15      | 0.0000%  | 0.0000% | $49939734.62       | $32547772.58       | U.S. Treasuries (including strips) |
| TINT 08/15/26    | 2026-08-15      | 0.0000%  | 0.0000% | $74627221.91       | $71446535.08       | U.S. Treasuries (including strips) |
| TINT 02/15/27    | 2027-02-15      | 0.0000%  | 0.0000% | $78010365.63       | $73402605.37       | U.S. Treasuries (including strips) |
| 4 NOTE B 34      | 2034-02-15      | 4.0000%  | 0.0000% | $214675400.00      | $214859404.10      | U.S. Treasuries (including strips) |
| 5 BOND 37        | 2037-05-15      | 5.0000%  | 0.0000% | $10182200.00       | $10824544.09       | U.S. Treasuries (including strips) |
| 3 1/2 BOND 39    | 2039-02-15      | 3.5000%  | 0.0000% | $20095100.00       | $18265169.58       | U.S. Treasuries (including strips) |
| 3 7/8 BOND 40    | 2040-08-15      | 3.8750%  | 0.0000% | $19484900.00       | $18059481.50       | U.S. Treasuries (including strips) |
| 3 BOND 42        | 2042-05-15      | 3.0000%  | 0.0000% | $16330700.00       | $12985323.44       | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  | 0.0000% | $23358400.00       | $18398401.43       | U.S. Treasuries (including strips) |
| TINT 05/15/27    | 2027-05-15      | 0.0000%  | 0.0000% | $61792207.75       | $57548009.96       | U.S. Treasuries (including strips) |
| TINT 08/15/27    | 2027-08-15      | 0.0000%  | 0.0000% | $62421703.13       | $57566917.59       | U.S. Treasuries (including strips) |
| TINT 05/15/30    | 2030-05-15      | 0.0000%  | 0.0000% | $68860460.64       | $56818349.86       | U.S. Treasuries (including strips) |
| TINT 08/15/30    | 2030-08-15      | 0.0000%  | 0.0000% | $71322560.51       | $58211904.79       | U.S. Treasuries (including strips) |

### Security 343: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 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: 959JFV006, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 959JFV006_4.40_0701
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.500 CLAL3108 | 2043-02-01      | 3.5000%  | 0.0000% | $706043.76         | $664238.52         | Agency Mortgage-Backed Securities |
| 06.000 FGPC A45241 G | 2035-02-01      | 6.0000%  | 0.0000% | $362322.65         | $381135.65         | Agency Mortgage-Backed Securities |
| 06.000 FGPC G04259 G | 2034-10-01      | 6.0000%  | 0.0000% | $332146.50         | $342361.44         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTSC0160 | 2041-07-01      | 2.0000%  | 0.0000% | $550319.38         | $476918.40         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0781 | 2051-11-01      | 3.0000%  | 0.0000% | $471191.03         | $410749.78         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0868 | 2052-02-01      | 2.5000%  | 0.0000% | $404501.56         | $335701.06         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD1011 | 2052-04-01      | 2.5000%  | 0.0000% | $787981.75         | $656154.68         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD1095 | 2052-02-01      | 2.0000%  | 0.0000% | $297035.93         | $240289.03         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1104 | 2050-03-01      | 4.0000%  | 0.0000% | $695788.07         | $661028.05         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1143 | 2050-09-01      | 4.5000%  | 0.0000% | $394401.09         | $383174.47         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1309 | 2045-01-01      | 3.5000%  | 0.0000% | $649063.88         | $610575.33         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1586 | 2052-08-01      | 3.5000%  | 0.0000% | $303341.75         | $277140.75         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1966 | 2052-11-01      | 4.0000%  | 0.0000% | $329028.73         | $307691.95         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2355 | 2052-12-01      | 4.5000%  | 0.0000% | $722680.52         | $696038.90         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD3523 | 2052-06-01      | 3.0000%  | 0.0000% | $557198.97         | $487724.99         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD3117 | 2052-07-01      | 4.0000%  | 0.0000% | $843080.50         | $786330.41         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS313769 | 2036-05-01      | 4.6120%  | 0.0000% | $91384.08          | $90071.15          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN8289 | 2049-06-01      | 3.5000%  | 0.0000% | $846899.55         | $782479.67         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBO8711 | 2050-04-01      | 4.0000%  | 0.0000% | $359625.42         | $339504.46         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBP0730 | 2050-04-01      | 4.5000%  | 0.0000% | $781791.93         | $761148.71         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBQ6985 | 2037-01-01      | 2.0000%  | 0.0000% | $428808.85         | $391593.00         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS3040 | 2051-12-01      | 3.0000%  | 0.0000% | $548124.98         | $476076.51         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3331 | 2052-11-01      | 5.0000%  | 0.0000% | $624548.37         | $619313.27         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS3932 | 2050-08-01      | 4.0000%  | 0.0000% | $301565.80         | $285757.18         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS4996 | 2053-07-01      | 4.5000%  | 0.0000% | $347633.58         | $334063.71         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRQ0025 | 2055-06-01      | 4.5000%  | 0.0000% | $492071.00         | $471489.15         | Agency Mortgage-Backed Securities |
| 02.000 FGPC T40185 G | 2031-08-01      | 2.0000%  | 0.0000% | $452454.48         | $432407.18         | Agency Mortgage-Backed Securities |
| 06.000 FGPC C01435 G | 2032-12-01      | 6.0000%  | 0.0000% | $560715.87         | $584081.09         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQN1701 | 2035-01-01      | 3.0000%  | 0.0000% | $515866.00         | $497327.67         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN9908 | 2037-03-01      | 2.0000%  | 0.0000% | $1100566.88        | $1004684.52        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA5764 | 2051-09-01      | 2.0000%  | 0.0000% | $501083.67         | $399529.60         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6115 | 2051-10-01      | 2.5000%  | 0.0000% | $1224637.21        | $1024130.90        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3081 | 2055-03-01      | 6.0000%  | 0.0000% | $252167.32         | $260186.32         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3397 | 2055-03-01      | 6.0000%  | 0.0000% | $291357.83         | $300137.12         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3824 | 2055-03-01      | 6.0000%  | 0.0000% | $767213.19         | $787284.51         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD4969 | 2040-04-01      | 5.0000%  | 0.0000% | $732374.18         | $740494.58         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6621 | 2053-06-01      | 4.5000%  | 0.0000% | $462598.16         | $443527.55         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB7318 | 2053-10-01      | 4.5000%  | 0.0000% | $867207.76         | $831108.50         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7510 | 2053-11-01      | 6.5000%  | 0.0000% | $520286.12         | $543764.61         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA5766 | 2045-06-01      | 5.0000%  | 0.0000% | $681546.00         | $682662.22         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD5356 | 2040-04-01      | 5.5000%  | 0.0000% | $458174.45         | $469767.43         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAE1660 | 2040-08-01      | 4.5000%  | 0.0000% | $400795.43         | $399962.97         | Agency Mortgage-Backed Securities |
| 05.500 FGPC K30382 G | 2047-07-01      | 5.5000%  | 0.0000% | $623295.92         | $637619.61         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZK7986 | 2031-03-01      | 3.0000%  | 0.0000% | $313700.40         | $306194.70         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL2282 | 2041-11-01      | 4.0000%  | 0.0000% | $342619.31         | $330744.54         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL3144 | 2037-05-01      | 3.5000%  | 0.0000% | $498416.65         | $472342.71         | Agency Mortgage-Backed Securities |
| FEPC 03.500 3SZM9469 | 2048-03-01      | 3.5000%  | 0.0000% | $790959.81         | $724491.86         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN1344 | 2048-11-01      | 4.5000%  | 0.0000% | $569900.94         | $554582.00         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTZA2131 | 2029-08-01      | 5.0000%  | 0.0000% | $266872.60         | $270215.38         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZA4196 | 2043-04-01      | 3.0000%  | 0.0000% | $551127.05         | $498255.05         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTZA6290 | 2039-02-01      | 4.5000%  | 0.0000% | $514969.93         | $520270.51         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTRB5105 | 2041-03-01      | 2.0000%  | 0.0000% | $594625.44         | $511556.92         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIRC2754 | 2037-10-01      | 2.0000%  | 0.0000% | $500445.37         | $456764.55         | Agency Mortgage-Backed Securities |
| FEPC 02.000 3PSE9060 | 2052-02-01      | 2.0000%  | 0.0000% | $661983.34         | $501519.31         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI7880 | 2054-06-01      | 5.5000%  | 0.0000% | $475812.25         | $477323.22         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CTFA1894 | 2044-09-01      | 6.5000%  | 0.0000% | $63962048.00       | $66593773.56       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQY0416 | 2055-03-01      | 4.5000%  | 0.0000% | $360345.12         | $345342.15         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS2827 | 2039-11-01      | 4.5000%  | 0.0000% | $523103.41         | $522608.55         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS8698 | 2033-05-01      | 3.5000%  | 0.0000% | $768993.83         | $758180.58         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB1385 | 2038-02-01      | 2.5000%  | 0.0000% | $313455.08         | $292783.94         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8137 | 2037-01-01      | 2.0000%  | 0.0000% | $633643.86         | $578654.41         | Agency Mortgage-Backed Securities |
| FNMS 03.500 R3BF0707 | 2052-08-01      | 3.5000%  | 0.0000% | $493334.06         | $461410.14         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK5358 | 2048-05-01      | 4.0000%  | 0.0000% | $419523.14         | $400150.49         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6737 | 2048-07-01      | 4.5000%  | 0.0000% | $14085.54          | $13710.36          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8104 | 2051-07-01      | 3.0000%  | 0.0000% | $366988.33         | $317986.82         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8215 | 2051-03-01      | 2.5000%  | 0.0000% | $80657.52          | $67964.76          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9467 | 2051-11-01      | 3.0000%  | 0.0000% | $313404.98         | $274331.73         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS0085 | 2050-11-01      | 4.0000%  | 0.0000% | $476807.87         | $451490.43         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS0706 | 2036-11-01      | 2.5000%  | 0.0000% | $388805.17         | $366530.47         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1268 | 2052-04-01      | 4.0000%  | 0.0000% | $273290.63         | $257721.87         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS2626 | 2052-03-01      | 2.0000%  | 0.0000% | $794186.99         | $636015.21         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD6420 | 2054-09-01      | 6.0000%  | 0.0000% | $711950.09         | $741388.75         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLSD8082 | 2050-10-01      | 1.5000%  | 0.0000% | $563900.05         | $423674.09         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8190 | 2052-01-01      | 3.0000%  | 0.0000% | $391948.74         | $340572.75         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAO9944 | 2042-07-01      | 3.5000%  | 0.0000% | $3618307.60        | $3368305.86        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAS1338 | 2043-12-01      | 5.0000%  | 0.0000% | $429604.81         | $432935.44         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS6515 | 2046-01-01      | 4.0000%  | 0.0000% | $529729.45         | $502963.39         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBT1461 | 2051-07-01      | 2.0000%  | 0.0000% | $1258753.14        | $1000999.66        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBT2222 | 2037-03-01      | 2.0000%  | 0.0000% | $341495.02         | $311857.05         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTBT5149 | 2041-08-01      | 2.5000%  | 0.0000% | $1080558.94        | $953541.28         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBT9772 | 2036-10-01      | 2.0000%  | 0.0000% | $390001.00         | $356886.45         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU0720 | 2051-10-01      | 2.0000%  | 0.0000% | $639612.31         | $510513.67         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU5051 | 2054-09-01      | 5.5000%  | 0.0000% | $1186186.96        | $1189953.76        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV0919 | 2052-05-01      | 3.0000%  | 0.0000% | $430780.70         | $373442.35         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBV3101 | 2052-03-01      | 2.0000%  | 0.0000% | $444408.05         | $351558.37         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV8545 | 2052-05-01      | 3.5000%  | 0.0000% | $344927.31         | $314879.12         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3666 | 2053-08-01      | 5.5000%  | 0.0000% | $634650.48         | $640587.99         | Agency Mortgage-Backed Securities |
| 02.500 FGPC U70130 G | 2027-11-01      | 2.5000%  | 0.0000% | $918428.83         | $903787.14         | Agency Mortgage-Backed Securities |
| 04.500 FGPC U80547 G | 2032-06-01      | 4.5000%  | 0.0000% | $415412.39         | $416897.91         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CQAS8540 | 2036-12-01      | 2.5000%  | 0.0000% | $885707.07         | $815635.14         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CWAS8742 | 2031-11-01      | 2.5000%  | 0.0000% | $392488.55         | $379086.20         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CRAT3098 | 2043-03-01      | 2.5000%  | 0.0000% | $398726.17         | $334058.32         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CQAT3879 | 2043-05-01      | 3.0000%  | 0.0000% | $500185.48         | $453334.94         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAT5993 | 2043-05-01      | 3.0000%  | 0.0000% | $1226455.06        | $1101483.78        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTAV5504 | 2034-01-01      | 4.5000%  | 0.0000% | $408032.74         | $408902.66         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAW6690 | 2044-06-01      | 4.5000%  | 0.0000% | $488030.23         | $477729.38         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBW1174 | 2037-09-01      | 2.0000%  | 0.0000% | $675806.92         | $616819.86         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBW4850 | 2038-03-01      | 2.0000%  | 0.0000% | $654098.87         | $597006.58         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW8783 | 2052-09-01      | 5.5000%  | 0.0000% | $460577.37         | $465482.32         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBW9975 | 2052-08-01      | 3.0000%  | 0.0000% | $387638.23         | $336228.36         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX0555 | 2052-10-01      | 6.0000%  | 0.0000% | $597256.48         | $617845.90         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBY1752 | 2053-05-01      | 4.5000%  | 0.0000% | $42297.69          | $40738.39          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT983063 | 2028-05-01      | 5.0000%  | 0.0000% | $726609.05         | $733009.59         | Agency Mortgage-Backed Securities |
| FNMS 04.000 GLAB0457 | 2039-02-01      | 4.0000%  | 0.0000% | $326340.29         | $323208.15         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB1045 | 2040-05-01      | 4.5000%  | 0.0000% | $376769.69         | $376219.61         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAB4049 | 2041-12-01      | 4.0000%  | 0.0000% | $495763.50         | $478995.90         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAC8444 | 2040-01-01      | 5.0000%  | 0.0000% | $120794.08         | $122572.87         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTMA1471 | 2033-06-01      | 2.5000%  | 0.0000% | $544375.34         | $516587.10         | Agency Mortgage-Backed Securities |
| GNII SF MA7051 M     | 2050-12-20      | 2.0000%  | 0.0000% | $103442914.13      | $84343329.39       | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q44647 G | 2046-12-01      | 3.0000%  | 0.0000% | $433128.49         | $387938.75         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA1939 | 2049-08-01      | 4.5000%  | 0.0000% | $295791.26         | $291500.81         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC5082 | 2051-08-01      | 2.5000%  | 0.0000% | $561237.91         | $467900.61         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQC8423 | 2051-10-01      | 3.5000%  | 0.0000% | $1220928.06        | $1106257.82        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD5960 | 2052-02-01      | 2.0000%  | 0.0000% | $499125.28         | $399673.63         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD7879 | 2052-03-01      | 2.5000%  | 0.0000% | $328453.29         | $275363.38         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD8101 | 2052-03-01      | 2.5000%  | 0.0000% | $623302.52         | $518658.69         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE1079 | 2052-04-01      | 3.5000%  | 0.0000% | $648681.31         | $584458.91         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE1388 | 2052-04-01      | 3.5000%  | 0.0000% | $437935.02         | $397000.99         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL827684 | 2035-11-01      | 5.5000%  | 0.0000% | $374985.63         | $386731.52         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL829461 | 2036-01-01      | 5.5000%  | 0.0000% | $249798.96         | $257532.37         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL849985 | 2036-02-01      | 6.0000%  | 0.0000% | $914282.45         | $964820.63         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL850034 | 2036-05-01      | 6.5000%  | 0.0000% | $568291.67         | $605214.78         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA6028 | 2054-04-01      | 5.5000%  | 0.0000% | $397621.92         | $398884.59         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA1754 | 2047-12-01      | 3.0000%  | 0.0000% | $301755.51         | $268546.31         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA2373 | 2048-09-01      | 5.0000%  | 0.0000% | $258262.20         | $258602.02         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CICA3415 | 2034-04-01      | 4.0000%  | 0.0000% | $657787.69         | $657120.18         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3718 | 2049-06-01      | 4.0000%  | 0.0000% | $547691.82         | $517649.40         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CICA6887 | 2035-07-01      | 4.0000%  | 0.0000% | $446407.26         | $438867.54         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTCA7422 | 2040-10-01      | 2.0000%  | 0.0000% | $559413.63         | $488061.04         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA9532 | 2049-06-01      | 4.0000%  | 0.0000% | $767508.52         | $720569.41         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRMA1547 | 2043-07-01      | 4.0000%  | 0.0000% | $408460.74         | $391024.05         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3122 | 2047-09-01      | 4.5000%  | 0.0000% | $675943.28         | $659133.92         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4384 | 2036-07-01      | 2.5000%  | 0.0000% | $304563.49         | $284843.28         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4287 | 2041-03-01      | 2.0000%  | 0.0000% | $394794.95         | $342224.49         | Agency Mortgage-Backed Securities |
| GNII SF MA8570 M     | 2053-01-20      | 5.5000%  | 0.0000% | $29157642.65       | $29457282.80       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE6926 | 2052-08-01      | 5.0000%  | 0.0000% | $488760.33         | $482482.09         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQF0977 | 2052-09-01      | 2.0000%  | 0.0000% | $679041.92         | $537197.61         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF6444 | 2053-01-01      | 5.0000%  | 0.0000% | $797916.25         | $787593.43         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG1713 | 2053-05-01      | 5.0000%  | 0.0000% | $305056.82         | $301075.15         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQG1227 | 2053-04-01      | 3.0000%  | 0.0000% | $719467.83         | $623832.33         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG3769 | 2053-06-01      | 5.0000%  | 0.0000% | $284092.21         | $279645.53         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQH6120 | 2053-12-01      | 5.0000%  | 0.0000% | $615532.87         | $605596.80         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB2532 | 2054-06-01      | 5.5000%  | 0.0000% | $321065.53         | $322085.09         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB1979 | 2036-10-01      | 2.0000%  | 0.0000% | $633531.89         | $579156.55         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTCB2113 | 2041-11-01      | 2.5000%  | 0.0000% | $524702.62         | $467774.43         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB4284 | 2037-05-01      | 2.0000%  | 0.0000% | $727775.75         | $664612.90         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4661 | 2052-09-01      | 3.5000%  | 0.0000% | $437229.37         | $395320.69         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4788 | 2052-10-01      | 5.0000%  | 0.0000% | $389534.15         | $385735.33         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLMA5274 | 2054-02-01      | 7.0000%  | 0.0000% | $300000.23         | $317846.91         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKMA4719 | 2052-06-01      | 2.5000%  | 0.0000% | $867547.77         | $702257.27         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4911 | 2052-12-01      | 3.0000%  | 0.0000% | $535155.46         | $463687.41         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA5126 | 2043-08-01      | 4.5000%  | 0.0000% | $277316.68         | $272538.51         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5166 | 2053-10-01      | 6.0000%  | 0.0000% | $330938.67         | $338203.88         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5419 | 2054-07-01      | 5.0000%  | 0.0000% | $501986.61         | $493918.57         | Agency Mortgage-Backed Securities |
| GNMI SF 677192 X     | 2038-06-15      | 5.0000%  | 0.0000% | $10060.72          | $10215.62          | Agency Mortgage-Backed Securities |

### Security 344: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 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: 959JHQ005, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 959JHQ005_4.40_0701
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF DK2510 C     | 2055-06-20      | 6.0000%  | 0.0000% | $167153.07         | $172576.40         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB8292 | 2039-04-01      | 4.5000%  | 0.0000% | $118947.24         | $118508.92         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8385 | 2040-05-01      | 5.5000%  | 0.0000% | $4665968.30        | $4771263.14        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTSC0384 | 2042-04-01      | 2.0000%  | 0.0000% | $11101.47          | $9539.39           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0777 | 2051-11-01      | 2.5000%  | 0.0000% | $45655.44          | $38295.37          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD0296 | 2050-03-01      | 4.0000%  | 0.0000% | $671501.81         | $635356.36         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1477 | 2052-08-01      | 4.5000%  | 0.0000% | $2842282.04        | $2737507.00        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2598 | 2053-03-01      | 6.0000%  | 0.0000% | $77836.40          | $79562.14          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD2551 | 2050-11-01      | 4.0000%  | 0.0000% | $982927.87         | $928396.23         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3051 | 2053-06-01      | 5.0000%  | 0.0000% | $326541.43         | $322996.42         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD3119 | 2052-08-01      | 3.5000%  | 0.0000% | $598742.93         | $545556.26         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL1699 | 2055-06-01      | 6.5000%  | 0.0000% | $899748.27         | $940709.41         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSL1284 | 2052-04-01      | 2.5000%  | 0.0000% | $903088.60         | $760560.35         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ2157 | 2054-08-01      | 6.5000%  | 0.0000% | $4457342.54        | $4625264.50        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ2212 | 2054-08-01      | 6.0000%  | 0.0000% | $1546389.52        | $1592661.10        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ2854 | 2054-11-01      | 5.0000%  | 0.0000% | $6026809.80        | $5966769.39        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRQ0011 | 2055-06-01      | 4.5000%  | 0.0000% | $92654.45          | $88778.99          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIRR0007 | 2040-06-01      | 4.0000%  | 0.0000% | $2861491.20        | $2802579.45        | Agency Mortgage-Backed Securities |
| GNMI SF 793306 X     | 2042-03-15      | 3.3750%  | 0.0000% | $8230.97           | $7591.25           | Agency Mortgage-Backed Securities |
| GNMI SF 794520 X     | 2042-07-15      | 3.5000%  | 0.0000% | $37152.05          | $34467.42          | Agency Mortgage-Backed Securities |
| GNMI SF AA6300 X     | 2043-04-15      | 3.5000%  | 0.0000% | $529.64            | $492.85            | Agency Mortgage-Backed Securities |
| GNMI SF AA8274 X     | 2042-07-15      | 3.5000%  | 0.0000% | $1631.87           | $1513.95           | Agency Mortgage-Backed Securities |
| GNII SF DH8922 C     | 2055-02-20      | 5.0000%  | 0.0000% | $255807.67         | $252305.09         | Agency Mortgage-Backed Securities |
| GNII ET DH8955 C     | 2065-02-20      | 6.5000%  | 0.0000% | $56047.88          | $57537.64          | Agency Mortgage-Backed Securities |
| GNII ET DH9068 C     | 2065-01-20      | 6.5000%  | 0.0000% | $14547.54          | $14996.62          | Agency Mortgage-Backed Securities |
| GNII ET DH9205 C     | 2065-02-20      | 6.5000%  | 0.0000% | $130576.47         | $134047.21         | Agency Mortgage-Backed Securities |
| GNII ET DJ1467 C     | 2065-03-20      | 6.5000%  | 0.0000% | $55857.49          | $57342.19          | Agency Mortgage-Backed Securities |
| GNII ET DJ1603 C     | 2065-04-20      | 6.5000%  | 0.0000% | $80510.87          | $82650.78          | Agency Mortgage-Backed Securities |
| GNII ET DJ2060 C     | 2065-06-20      | 4.5000%  | 0.0000% | $59314.40          | $56291.68          | Agency Mortgage-Backed Securities |
| GNII ET DJ2204 C     | 2065-06-20      | 5.0000%  | 0.0000% | $224084.53         | $218837.99         | Agency Mortgage-Backed Securities |
| GNII SF DJ4961 C     | 2055-06-20      | 5.0000%  | 0.0000% | $280709.33         | $274443.56         | Agency Mortgage-Backed Securities |
| GNII ET DJ4967 C     | 2065-05-20      | 6.5000%  | 0.0000% | $224783.20         | $230757.96         | Agency Mortgage-Backed Securities |
| GNII SF DJ5757 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1057329.20        | $1097962.71        | Agency Mortgage-Backed Securities |
| GNII ET DJ8088 C     | 2065-04-20      | 4.0000%  | 0.0000% | $14032.69          | $12873.43          | Agency Mortgage-Backed Securities |
| GNII ET DJ7420 C     | 2065-03-20      | 7.0000%  | 0.0000% | $3761.60           | $3888.29           | Agency Mortgage-Backed Securities |
| GNII SF DK0076 C     | 2055-05-20      | 6.5000%  | 0.0000% | $68192.90          | $71259.34          | Agency Mortgage-Backed Securities |
| GNII SF DK0282 C     | 2055-05-20      | 4.5000%  | 0.0000% | $72199.48          | $68593.26          | Agency Mortgage-Backed Securities |
| GNII SF DK2511 C     | 2055-06-20      | 6.0000%  | 0.0000% | $176014.40         | $181320.24         | Agency Mortgage-Backed Securities |
| GNII ET DK3301 C     | 2065-05-20      | 6.5000%  | 0.0000% | $129752.13         | $133200.96         | Agency Mortgage-Backed Securities |
| GNII SF DK5073 C     | 2055-05-20      | 6.0000%  | 0.0000% | $70723.73          | $72746.95          | Agency Mortgage-Backed Securities |
| GNII SF DK5064 C     | 2055-06-20      | 5.5000%  | 0.0000% | $251695.73         | $254394.05         | Agency Mortgage-Backed Securities |
| GNII SF DK5114 C     | 2055-06-20      | 6.0000%  | 0.0000% | $240815.33         | $247704.90         | Agency Mortgage-Backed Securities |
| GNII SF DK5152 C     | 2055-06-20      | 6.0000%  | 0.0000% | $150509.87         | $154825.03         | Agency Mortgage-Backed Securities |
| GNII SF DK5665 C     | 2055-06-20      | 6.0000%  | 0.0000% | $170569.60         | $176338.83         | Agency Mortgage-Backed Securities |
| GNII SF DK6352 C     | 2055-06-20      | 5.5000%  | 0.0000% | $238915.73         | $241477.28         | Agency Mortgage-Backed Securities |
| GNII SF DK6713 C     | 2055-06-20      | 6.5000%  | 0.0000% | $110326.00         | $115963.12         | Agency Mortgage-Backed Securities |
| GNII SF DK7712 C     | 2055-06-20      | 5.5000%  | 0.0000% | $3338786.13        | $3370890.42        | Agency Mortgage-Backed Securities |
| GNII ET DL0700 C     | 2065-05-20      | 7.0000%  | 0.0000% | $8422.80           | $8662.44           | Agency Mortgage-Backed Securities |
| GNII JM MB0076 M     | 2054-10-20      | 4.0000%  | 0.0000% | $97208.58          | $89002.94          | Agency Mortgage-Backed Securities |
| GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $8829218.12        | $8876159.15        | Agency Mortgage-Backed Securities |
| GNII SF MB0259 M     | 2055-03-20      | 5.5000%  | 0.0000% | $8330619.95        | $8373610.58        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ5096 | 2054-09-01      | 6.0000%  | 0.0000% | $459830.22         | $475132.14         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ5760 | 2054-10-01      | 5.5000%  | 0.0000% | $300845.45         | $301982.21         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ6118 | 2054-09-01      | 5.5000%  | 0.0000% | $1287484.93        | $1294579.69        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ6698 | 2054-10-01      | 6.0000%  | 0.0000% | $148620.21         | $153089.72         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ7041 | 2054-10-01      | 5.0000%  | 0.0000% | $1443786.18        | $1419202.51        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ7525 | 2054-10-01      | 5.5000%  | 0.0000% | $588916.09         | $590786.23         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ7631 | 2054-11-01      | 4.5000%  | 0.0000% | $158599.08         | $152250.36         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ8185 | 2054-10-01      | 6.5000%  | 0.0000% | $927068.55         | $964289.53         | Agency Mortgage-Backed Securities |
| 4.00 FCOR 23-33 AL   | 2033-09-26      | 4.0000%  | 0.0000% | $351400.00         | $338310.51         | Agency Mortgage-Backed Securities |
| 2.99 FCOR 22-34 AM   | 2034-07-18      | 2.9900%  | 0.0000% | $648600.00         | $581002.91         | Agency Mortgage-Backed Securities |
| 2.35 FCOR 26-46 D    | 2046-08-24      | 2.3500%  | 0.0000% | $186666.67         | $117419.31         | Agency Mortgage-Backed Securities |
| 2.31 FCOR 22-36 AV   | 2036-07-14      | 2.3100%  | 0.0000% | $1077600.00        | $855775.68         | Agency Mortgage-Backed Securities |
| 2.58 FCOR 22-36 BH   | 2036-11-17      | 2.5800%  | 0.0000% | $977066.67         | $784301.84         | Agency Mortgage-Backed Securities |
| 2.68 FCOR 22-37 AD   | 2037-01-05      | 2.6800%  | 0.0000% | $954333.33         | $779896.26         | Agency Mortgage-Backed Securities |
| 3.44 FCOR 23-42 H    | 2042-02-24      | 3.4400%  | 0.0000% | $294400.00         | $239725.50         | Agency Mortgage-Backed Securities |
| 4.49 FCOR 23-37 AL   | 2037-04-20      | 4.4900%  | 0.0000% | $1231266.67        | $1174131.65        | Agency Mortgage-Backed Securities |
| 4.98 FCOR 23-42 Q    | 2042-06-09      | 4.9800%  | 0.0000% | $138133.33         | $131092.82         | Agency Mortgage-Backed Securities |
| FEPC 02.500 3PQU8037 | 2051-12-01      | 2.5000%  | 0.0000% | $85295.21          | $69149.84          | Agency Mortgage-Backed Securities |
| FEPC 02.500 3PQU7491 | 2050-08-01      | 2.5000%  | 0.0000% | $8523.38           | $6955.24           | Agency Mortgage-Backed Securities |
| FEPC 06.500 3PQU8220 | 2054-10-01      | 6.5000%  | 0.0000% | $175545.79         | $181655.86         | Agency Mortgage-Backed Securities |
| FEPC 06.500 3PQU8298 | 2055-05-01      | 6.5000%  | 0.0000% | $636734.80         | $656965.21         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA2017 | 2050-01-01      | 3.5000%  | 0.0000% | $519561.41         | $473247.42         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA5040 | 2051-04-01      | 2.0000%  | 0.0000% | $17320.00          | $13777.86          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA5917 | 2051-09-01      | 3.0000%  | 0.0000% | $15222.00          | $13342.64          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX0940 | 2054-12-01      | 6.0000%  | 0.0000% | $614333.26         | $630719.57         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX1611 | 2054-12-01      | 4.5000%  | 0.0000% | $156601.51         | $150536.33         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX2839 | 2055-01-01      | 5.0000%  | 0.0000% | $4065778.73        | $3995094.27        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX3325 | 2055-01-01      | 4.5000%  | 0.0000% | $405159.21         | $388266.10         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX4991 | 2055-01-01      | 6.0000%  | 0.0000% | $82124.38          | $84917.95          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX5203 | 2055-01-01      | 5.0000%  | 0.0000% | $435057.53         | $429916.79         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX5816 | 2055-02-01      | 7.0000%  | 0.0000% | $24998.49          | $26581.92          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX6840 | 2055-02-01      | 5.0000%  | 0.0000% | $760174.66         | $747245.44         | Agency Mortgage-Backed Securities |
| GNPL PN BX1617       | 2062-06-15      | 2.7200%  | 0.0000% | $3266.07           | $2813.08           | Agency Mortgage-Backed Securities |
| GNII SF BY0318 C     | 2050-09-20      | 4.0000%  | 0.0000% | $4286.46           | $4015.99           | Agency Mortgage-Backed Securities |
| GNII RG CI9441 C     | 2043-08-20      | 3.0000%  | 0.0000% | $12456.37          | $11080.01          | Agency Mortgage-Backed Securities |
| GNMI SF CL6189 X     | 2052-03-15      | 4.0000%  | 0.0000% | $28738.14          | $26936.41          | Agency Mortgage-Backed Securities |
| GNII RG CM1591 C     | 2043-02-20      | 2.5000%  | 0.0000% | $92260.77          | $77630.41          | Agency Mortgage-Backed Securities |
| GNII SF CM6944 C     | 2053-05-20      | 6.0000%  | 0.0000% | $144846.63         | $150744.68         | Agency Mortgage-Backed Securities |
| GNMI SF AD1732 X     | 2043-02-15      | 2.5000%  | 0.0000% | $5837.88           | $5043.13           | Agency Mortgage-Backed Securities |
| GNMI SF AD9472 X     | 2043-04-15      | 3.5000%  | 0.0000% | $480.94            | $447.08            | Agency Mortgage-Backed Securities |
| GNMI SF AE9888 X     | 2043-05-15      | 3.5000%  | 0.0000% | $807.64            | $749.78            | Agency Mortgage-Backed Securities |
| GNMI SF AN6559 X     | 2045-07-15      | 4.5000%  | 0.0000% | $11177.70          | $10943.89          | Agency Mortgage-Backed Securities |
| GNMI SF AQ0531 X     | 2046-09-15      | 4.0000%  | 0.0000% | $13380.12          | $12599.24          | Agency Mortgage-Backed Securities |
| GNMI SF AQ0573 X     | 2047-02-15      | 4.0000%  | 0.0000% | $43802.50          | $41320.31          | Agency Mortgage-Backed Securities |
| GNII ET CQ5809 C     | 2064-12-20      | 6.5000%  | 0.0000% | $1175.77           | $1207.02           | Agency Mortgage-Backed Securities |
| GNII SF CR9715 C     | 2053-08-20      | 6.5000%  | 0.0000% | $83295.37          | $87548.94          | Agency Mortgage-Backed Securities |
| GNII SF CS1932 C     | 2053-05-20      | 6.0000%  | 0.0000% | $115622.06         | $120809.02         | Agency Mortgage-Backed Securities |
| GNII RG CS3955 C     | 2040-05-20      | 5.5000%  | 0.0000% | $204698.86         | $209783.70         | Agency Mortgage-Backed Securities |
| GNII SF CS8711 C     | 2053-04-20      | 6.0000%  | 0.0000% | $103098.76         | $106850.77         | Agency Mortgage-Backed Securities |
| GNII ET CT2666 C     | 2063-06-20      | 6.5000%  | 0.0000% | $28294.79          | $29046.47          | Agency Mortgage-Backed Securities |
| GNII RG CT5309 C     | 2035-06-20      | 5.5000%  | 0.0000% | $80701.44          | $82699.09          | Agency Mortgage-Backed Securities |
| GNII ET CT5341 C     | 2063-02-20      | 5.5000%  | 0.0000% | $52463.78          | $52379.87          | Agency Mortgage-Backed Securities |
| GNII ET CT6288 C     | 2063-07-20      | 6.0000%  | 0.0000% | $235565.81         | $238907.39         | Agency Mortgage-Backed Securities |
| GNII ET CT6289 C     | 2063-07-20      | 6.5000%  | 0.0000% | $36019.49          | $36976.38          | Agency Mortgage-Backed Securities |
| GNII SF CT6718 C     | 2053-05-20      | 6.0000%  | 0.0000% | $65963.99          | $70461.37          | Agency Mortgage-Backed Securities |
| GNII SF CT6731 C     | 2053-06-20      | 6.5000%  | 0.0000% | $68647.29          | $74929.41          | Agency Mortgage-Backed Securities |
| GNII SF CT8317 C     | 2053-05-20      | 6.0000%  | 0.0000% | $62178.33          | $65196.37          | Agency Mortgage-Backed Securities |
| GNII SF CT8321 C     | 2053-05-20      | 6.0000%  | 0.0000% | $51134.97          | $52633.29          | Agency Mortgage-Backed Securities |
| GNII SF CT8325 C     | 2053-05-20      | 6.5000%  | 0.0000% | $99534.48          | $105227.16         | Agency Mortgage-Backed Securities |
| GNII SF CT9104 C     | 2053-05-20      | 6.0000%  | 0.0000% | $156204.56         | $162732.09         | Agency Mortgage-Backed Securities |
| GNII SF CT9106 C     | 2053-05-20      | 7.0000%  | 0.0000% | $59590.46          | $62766.92          | Agency Mortgage-Backed Securities |
| GNII SF CU1564 C     | 2053-09-20      | 6.5000%  | 0.0000% | $111807.11         | $116831.96         | Agency Mortgage-Backed Securities |
| GNII SF CU4768 C     | 2053-05-20      | 6.0000%  | 0.0000% | $90867.71          | $94051.93          | Agency Mortgage-Backed Securities |
| GNII SF CU9631 C     | 2053-05-20      | 6.5000%  | 0.0000% | $119468.32         | $125466.36         | Agency Mortgage-Backed Securities |
| GNII SF CV0444 C     | 2053-08-20      | 7.0000%  | 0.0000% | $62274.12          | $64702.68          | Agency Mortgage-Backed Securities |
| 4.08 FHOR 23-33 AY   | 2033-05-25      | 4.0800%  | 0.0000% | $61000.00          | $58931.35          | Agency Mortgage-Backed Securities |
| 5.75 FHOR 26-40 BS   | 2040-04-24      | 5.7500%  | 0.0000% | $113333.33         | $114403.28         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL2905 | 2042-04-01      | 3.5000%  | 0.0000% | $378671.53         | $356526.61         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZM1406 | 2046-07-01      | 3.0000%  | 0.0000% | $532339.10         | $473338.72         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM7210 | 2048-07-01      | 4.0000%  | 0.0000% | $372746.55         | $352904.21         | Agency Mortgage-Backed Securities |
| FEPC 04.000 3VZN0534 | 2042-05-01      | 4.0000%  | 0.0000% | $1077681.11        | $1035676.57        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZN2166 | 2048-12-01      | 4.0000%  | 0.0000% | $25127.89          | $23817.57          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7551 | 2052-06-01      | 4.5000%  | 0.0000% | $525423.45         | $505407.44         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7673 | 2052-07-01      | 4.5000%  | 0.0000% | $244557.88         | $234644.73         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA7936 | 2052-09-01      | 5.0000%  | 0.0000% | $30581.30          | $30332.30          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA8539 | 2053-02-01      | 5.0000%  | 0.0000% | $395384.35         | $391078.92         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRA9875 | 2053-09-01      | 6.5000%  | 0.0000% | $1982769.56        | $2059673.48        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA9392 | 2053-07-01      | 5.0000%  | 0.0000% | $1357494.68        | $1338741.95        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9430 | 2053-07-01      | 5.5000%  | 0.0000% | $7109230.97        | $7201015.09        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CTRB1178 | 2045-06-01      | 6.5000%  | 0.0000% | $207249.60         | $220345.10         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTRB5313 | 2044-10-01      | 4.5000%  | 0.0000% | $208949.35         | $204604.67         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CTRB5140 | 2042-01-01      | 1.5000%  | 0.0000% | $104693.91         | $86161.87          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTRB5155 | 2042-03-01      | 3.0000%  | 0.0000% | $609914.33         | $555904.39         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIRC3543 | 2040-06-01      | 5.5000%  | 0.0000% | $167123.20         | $171278.81         | Agency Mortgage-Backed Securities |
| FEPC 03.000 3PRE5011 | 2049-10-01      | 3.0000%  | 0.0000% | $22421.07          | $19168.75          | Agency Mortgage-Backed Securities |
| FEPC 03.500 3PSE9003 | 2049-08-01      | 3.5000%  | 0.0000% | $30360.43          | $27060.17          | Agency Mortgage-Backed Securities |
| FEPC 04.000 ZLSI2017 | 2048-12-01      | 4.0000%  | 0.0000% | $93752.29          | $88745.09          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQI0479 | 2054-03-01      | 5.0000%  | 0.0000% | $77723.11          | $77308.36          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI3559 | 2054-03-01      | 5.5000%  | 0.0000% | $19485.90          | $19547.78          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI5040 | 2054-05-01      | 5.5000%  | 0.0000% | $168980.28         | $172336.49         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI5442 | 2054-05-01      | 5.5000%  | 0.0000% | $439912.41         | $445871.27         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI6302 | 2054-05-01      | 6.0000%  | 0.0000% | $873933.38         | $897217.00         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI7306 | 2054-06-01      | 5.5000%  | 0.0000% | $284719.36         | $285623.50         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI7743 | 2054-06-01      | 6.0000%  | 0.0000% | $1219442.37        | $1251929.94        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQI9293 | 2054-07-01      | 7.0000%  | 0.0000% | $122892.90         | $132041.77         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX7483 | 2055-03-01      | 5.0000%  | 0.0000% | $206130.81         | $204268.79         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX8285 | 2055-03-01      | 7.0000%  | 0.0000% | $100661.68         | $107028.01         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX8499 | 2055-03-01      | 7.0000%  | 0.0000% | $603421.24         | $639587.23         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX8775 | 2055-03-01      | 6.5000%  | 0.0000% | $532850.90         | $554389.86         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX9261 | 2055-04-01      | 7.0000%  | 0.0000% | $325025.00         | $345026.35         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX9299 | 2055-03-01      | 7.0000%  | 0.0000% | $71218.81          | $75714.35          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX9919 | 2055-03-01      | 7.0000%  | 0.0000% | $84079.56          | $89544.64          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX9972 | 2055-04-01      | 5.5000%  | 0.0000% | $73309.44          | $74087.30          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY0098 | 2055-04-01      | 5.0000%  | 0.0000% | $609110.46         | $599040.51         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY0296 | 2055-04-01      | 7.0000%  | 0.0000% | $235748.78         | $250342.55         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY0524 | 2055-03-01      | 7.0000%  | 0.0000% | $76855.07          | $81846.72          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY1274 | 2055-04-01      | 5.5000%  | 0.0000% | $62710.81          | $63174.59          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY1451 | 2055-04-01      | 6.0000%  | 0.0000% | $282189.44         | $288554.03         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY1580 | 2055-04-01      | 7.0000%  | 0.0000% | $209757.90         | $222253.36         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY2636 | 2055-04-01      | 6.5000%  | 0.0000% | $222745.65         | $233121.84         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY1802 | 2055-05-01      | 5.5000%  | 0.0000% | $268080.23         | $270174.89         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY1820 | 2055-05-01      | 7.0000%  | 0.0000% | $75091.88          | $79831.97          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQY3138 | 2055-05-01      | 4.5000%  | 0.0000% | $298978.13         | $286787.29         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY3208 | 2055-04-01      | 6.5000%  | 0.0000% | $62199.63          | $64686.44          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY3422 | 2055-05-01      | 6.0000%  | 0.0000% | $684385.21         | $702640.72         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY3466 | 2055-05-01      | 6.0000%  | 0.0000% | $174140.15         | $179291.62         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY4496 | 2055-06-01      | 6.0000%  | 0.0000% | $129903.01         | $133745.85         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY3631 | 2055-05-01      | 5.5000%  | 0.0000% | $161422.62         | $163781.10         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4191 | 2055-06-01      | 5.5000%  | 0.0000% | $457558.11         | $460673.42         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4340 | 2055-06-01      | 5.5000%  | 0.0000% | $443117.90         | $445895.17         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5345 | 2055-06-01      | 6.0000%  | 0.0000% | $524790.00         | $540507.64         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY4615 | 2055-05-01      | 5.0000%  | 0.0000% | $195294.41         | $192067.91         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY4717 | 2055-05-01      | 6.0000%  | 0.0000% | $87423.30          | $90311.09          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY5069 | 2055-06-01      | 5.5000%  | 0.0000% | $945477.33         | $949108.49         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4594 | 2044-12-01      | 4.0000%  | 0.0000% | $46094.07          | $43840.91          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4667 | 2046-06-01      | 3.0000%  | 0.0000% | $52535.42          | $46712.70          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4751 | 2048-01-01      | 3.5000%  | 0.0000% | $8534.04           | $7824.85           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT0397 | 2046-10-01      | 4.0000%  | 0.0000% | $51994.41          | $48837.84          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT0712 | 2048-10-01      | 4.0000%  | 0.0000% | $25969.23          | $24581.44          | Agency Mortgage-Backed Securities |
| FEPC 04.500 3VZT1132 | 2043-12-01      | 4.5000%  | 0.0000% | $94225.93          | $93345.96          | Agency Mortgage-Backed Securities |
| FEPC 03.000 ZLZT2412 | 2045-04-01      | 3.0000%  | 0.0000% | $567618.69         | $512420.99         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0484 | 2035-12-01      | 2.5000%  | 0.0000% | $35420.83          | $33173.12          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB0546 | 2036-01-01      | 2.0000%  | 0.0000% | $55392.66          | $51009.33          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0646 | 2037-03-01      | 2.5000%  | 0.0000% | $1299377.63        | $1212762.28        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB1005 | 2038-10-01      | 3.5000%  | 0.0000% | $60092.46          | $58055.59          | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB8136 | 2037-01-01      | 1.5000%  | 0.0000% | $453086.16         | $402220.14         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8187 | 2037-11-01      | 3.0000%  | 0.0000% | $98659.17          | $94009.72          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO2673 | 2039-09-01      | 6.0000%  | 0.0000% | $63813.27          | $66177.06          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3571 | 2040-05-01      | 5.5000%  | 0.0000% | $380542.72         | $389444.59         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3012 | 2040-01-01      | 5.5000%  | 0.0000% | $67853.04          | $69583.33          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3083 | 2040-02-01      | 5.5000%  | 0.0000% | $86057.63          | $88231.06          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3088 | 2040-02-01      | 5.5000%  | 0.0000% | $91805.82          | $94248.09          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3249 | 2040-03-01      | 5.5000%  | 0.0000% | $102220.97         | $105203.33         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3354 | 2040-03-01      | 6.0000%  | 0.0000% | $171839.77         | $178852.09         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3401 | 2040-04-01      | 5.0000%  | 0.0000% | $111630.47         | $112971.46         | Agency Mortgage-Backed Securities |
| FNMS 04.000 I3BF0156 | 2046-11-01      | 4.0000%  | 0.0000% | $1960.03           | $1878.41           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5452 | 2055-06-01      | 6.0000%  | 0.0000% | $343264.00         | $354179.91         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5647 | 2055-06-01      | 6.0000%  | 0.0000% | $230891.20         | $238148.19         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY5734 | 2055-06-01      | 5.0000%  | 0.0000% | $81260.40          | $80017.18          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY5831 | 2055-06-01      | 5.5000%  | 0.0000% | $689412.00         | $698698.76         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY6035 | 2055-06-01      | 5.5000%  | 0.0000% | $270187.73         | $271760.11         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY6346 | 2055-06-01      | 5.0000%  | 0.0000% | $333300.00         | $327556.50         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY6380 | 2055-06-01      | 6.0000%  | 0.0000% | $1214762.67        | $1240198.99        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY6407 | 2055-06-01      | 5.5000%  | 0.0000% | $340648.00         | $345041.87         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY6729 | 2055-06-01      | 5.0000%  | 0.0000% | $105413.60         | $104128.69         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0870 | 2053-09-01      | 5.0000%  | 0.0000% | $811749.54         | $802691.86         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL0397 | 2054-08-01      | 6.5000%  | 0.0000% | $794809.38         | $831235.58         | Agency Mortgage-Backed Securities |
| GNII ET DD7296 C     | 2063-11-20      | 7.5000%  | 0.0000% | $13343.46          | $13838.03          | Agency Mortgage-Backed Securities |
| GNII SF DD7536 C     | 2054-08-20      | 7.5000%  | 0.0000% | $75404.44          | $80957.73          | Agency Mortgage-Backed Securities |
| GNII ET DD9336 C     | 2065-01-20      | 6.5000%  | 0.0000% | $45333.07          | $46537.85          | Agency Mortgage-Backed Securities |
| GNII SF DE2031 C     | 2054-10-20      | 5.0000%  | 0.0000% | $66635.71          | $66565.26          | Agency Mortgage-Backed Securities |
| GNII ET DE2735 C     | 2064-03-20      | 6.5000%  | 0.0000% | $980.62            | $1006.68           | Agency Mortgage-Backed Securities |
| GNII ET DE2997 C     | 2064-08-20      | 6.5000%  | 0.0000% | $476.92            | $489.59            | Agency Mortgage-Backed Securities |
| GNII ET DE4644 C     | 2064-09-20      | 6.5000%  | 0.0000% | $471.66            | $484.19            | Agency Mortgage-Backed Securities |
| GNII SF DF0702 C     | 2054-09-20      | 5.5000%  | 0.0000% | $89266.19          | $90124.71          | Agency Mortgage-Backed Securities |
| GNII SF DF1729 C     | 2054-10-20      | 4.5000%  | 0.0000% | $304309.28         | $289111.46         | Agency Mortgage-Backed Securities |
| GNII ET DF3863 C     | 2064-09-20      | 6.5000%  | 0.0000% | $32620.39          | $33487.12          | Agency Mortgage-Backed Securities |
| GNII SF DF4214 C     | 2051-03-20      | 4.5000%  | 0.0000% | $63926.93          | $60600.74          | Agency Mortgage-Backed Securities |
| GNII ET DF5684 C     | 2064-12-20      | 6.0000%  | 0.0000% | $112849.97         | $114451.12         | Agency Mortgage-Backed Securities |
| GNII ET DF5688 C     | 2065-02-20      | 6.0000%  | 0.0000% | $127805.74         | $129619.09         | Agency Mortgage-Backed Securities |
| GNII ET DF5714 C     | 2064-11-20      | 6.0000%  | 0.0000% | $44280.15          | $44908.41          | Agency Mortgage-Backed Securities |
| GNII BD DF7001 C     | 2055-02-20      | 4.5000%  | 0.0000% | $975636.38         | $906741.82         | Agency Mortgage-Backed Securities |
| GNPL PN DF8940       | 2060-01-15      | 5.0600%  | 0.0000% | $159262.24         | $159508.79         | Agency Mortgage-Backed Securities |
| GNPL PN DF9971       | 2059-11-15      | 4.9800%  | 0.0000% | $60091.51          | $59920.47          | Agency Mortgage-Backed Securities |
| GNII ET DG3136 C     | 2064-11-20      | 6.0000%  | 0.0000% | $74686.13          | $75745.50          | Agency Mortgage-Backed Securities |
| GNII ET DG4037 C     | 2064-12-20      | 6.5000%  | 0.0000% | $1323.73           | $1358.91           | Agency Mortgage-Backed Securities |
| GNII ET DG4215 C     | 2065-01-20      | 5.5000%  | 0.0000% | $39985.94          | $39922.19          | Agency Mortgage-Backed Securities |
| GNII ET DG7055 C     | 2064-10-20      | 2.0000%  | 0.0000% | $3967.92           | $3057.43           | Agency Mortgage-Backed Securities |
| GNPL PN DG8448       | 2060-01-15      | 5.3600%  | 0.0000% | $247021.64         | $253117.83         | Agency Mortgage-Backed Securities |
| GNII SF DG9173 C     | 2055-01-20      | 7.5000%  | 0.0000% | $62296.69          | $65324.79          | Agency Mortgage-Backed Securities |
| GNII SF DG9215 C     | 2055-01-20      | 7.0000%  | 0.0000% | $110491.52         | $114798.02         | Agency Mortgage-Backed Securities |
| GNII SF DG9298 C     | 2055-01-20      | 7.0000%  | 0.0000% | $340683.53         | $360206.70         | Agency Mortgage-Backed Securities |
| GNII ET DG9632 C     | 2064-11-20      | 6.0000%  | 0.0000% | $45911.60          | $46563.00          | Agency Mortgage-Backed Securities |
| GNII SF DH4808 C     | 2055-06-20      | 6.0000%  | 0.0000% | $184766.67         | $191016.83         | Agency Mortgage-Backed Securities |
| GNII SF DH4809 C     | 2055-06-20      | 6.0000%  | 0.0000% | $48577.53          | $50153.70          | Agency Mortgage-Backed Securities |
| GNII ET DH5153 C     | 2065-02-20      | 6.5000%  | 0.0000% | $54683.78          | $56137.28          | Agency Mortgage-Backed Securities |
| GNII SF DH6478 C     | 2055-04-20      | 6.5000%  | 0.0000% | $126921.26         | $132628.54         | Agency Mortgage-Backed Securities |
| GNII ET DH7564 C     | 2065-02-20      | 3.5000%  | 0.0000% | $40035.67          | $35432.02          | Agency Mortgage-Backed Securities |
| GNII ET DH7716 C     | 2064-11-20      | 6.0000%  | 0.0000% | $15769.02          | $15992.76          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD3380 | 2053-07-01      | 6.5000%  | 0.0000% | $1432585.75        | $1519145.61        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD5329 | 2054-05-01      | 6.5000%  | 0.0000% | $2245494.79        | $2340784.85        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD5986 | 2054-07-01      | 6.5000%  | 0.0000% | $5233639.74        | $5485566.81        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD7136 | 2054-12-01      | 5.0000%  | 0.0000% | $7677327.43        | $7579524.25        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD7191 | 2054-12-01      | 5.0000%  | 0.0000% | $136975.76         | $134626.04         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD6397 | 2054-10-01      | 6.0000%  | 0.0000% | $10166554.70       | $10491857.34       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD6583 | 2050-07-01      | 4.0000%  | 0.0000% | $1239221.29        | $1166423.51        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6585 | 2054-10-01      | 5.5000%  | 0.0000% | $319762.99         | $320778.41         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD6922 | 2048-07-01      | 3.5000%  | 0.0000% | $787878.76         | $723442.44         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD7262 | 2054-12-01      | 6.5000%  | 0.0000% | $740908.60         | $780932.57         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD7386 | 2054-06-01      | 6.5000%  | 0.0000% | $2214533.46        | $2301963.49        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD7519 | 2050-05-01      | 3.5000%  | 0.0000% | $15246.16          | $14052.16          | Agency Mortgage-Backed Securities |
| GNII SF MA3376 M     | 2046-01-20      | 3.5000%  | 0.0000% | $800.17            | $741.09            | Agency Mortgage-Backed Securities |
| GNII SF MA4172 M     | 2032-01-20      | 4.0000%  | 0.0000% | $1302.50           | $1287.16           | Agency Mortgage-Backed Securities |
| GNII SF MA4559 M     | 2032-07-20      | 3.0000%  | 0.0000% | $8211.00           | $8018.10           | Agency Mortgage-Backed Securities |
| GNII ET DI0795 C     | 2065-04-20      | 5.0000%  | 0.0000% | $22682.99          | $22151.93          | Agency Mortgage-Backed Securities |
| GNII ET DI0698 C     | 2065-01-20      | 7.0000%  | 0.0000% | $119189.72         | $123108.66         | Agency Mortgage-Backed Securities |
| GNII ET DI1788 C     | 2065-03-20      | 6.0000%  | 0.0000% | $179156.46         | $181698.39         | Agency Mortgage-Backed Securities |
| GNII ET DI1265 C     | 2064-12-20      | 3.5000%  | 0.0000% | $10834.61          | $9588.78           | Agency Mortgage-Backed Securities |
| GNII ET DI1267 C     | 2065-01-20      | 6.0000%  | 0.0000% | $40336.31          | $40908.61          | Agency Mortgage-Backed Securities |
| GNII ET DI1268 C     | 2065-02-20      | 6.5000%  | 0.0000% | $11346.58          | $11648.17          | Agency Mortgage-Backed Securities |
| GNII ET DI3218 C     | 2065-05-20      | 6.5000%  | 0.0000% | $54616.19          | $56067.90          | Agency Mortgage-Backed Securities |
| GNII ET DI3614 C     | 2065-04-20      | 6.5000%  | 0.0000% | $337557.97         | $346528.94         | Agency Mortgage-Backed Securities |
| GNII ET DI3932 C     | 2065-02-20      | 5.0000%  | 0.0000% | $5802.83           | $5666.97           | Agency Mortgage-Backed Securities |
| GNII ET DI4080 C     | 2065-05-20      | 6.5000%  | 0.0000% | $262211.32         | $269179.87         | Agency Mortgage-Backed Securities |
| GNII ET DI4286 C     | 2065-03-20      | 4.0000%  | 0.0000% | $20797.66          | $19079.64          | Agency Mortgage-Backed Securities |
| GNII ET DI4290 C     | 2065-03-20      | 6.0000%  | 0.0000% | $57313.09          | $58126.26          | Agency Mortgage-Backed Securities |
| GNII ET DI6283 C     | 2063-12-20      | 7.5000%  | 0.0000% | $12227.77          | $12680.70          | Agency Mortgage-Backed Securities |
| GNII ET DI6286 C     | 2064-12-20      | 6.0000%  | 0.0000% | $41363.41          | $41848.66          | Agency Mortgage-Backed Securities |
| GNII ET DI5839 C     | 2065-03-20      | 3.0000%  | 0.0000% | $9472.47           | $8183.55           | Agency Mortgage-Backed Securities |
| GNII ET DI6726 C     | 2055-06-20      | 5.5000%  | 0.0000% | $27598.78          | $27554.83          | Agency Mortgage-Backed Securities |
| GNII SF DI8042 C     | 2055-04-20      | 5.0000%  | 0.0000% | $69341.56          | $68392.12          | Agency Mortgage-Backed Securities |
| GNII SF DI8359 C     | 2055-05-20      | 5.5000%  | 0.0000% | $70392.86          | $71653.43          | Agency Mortgage-Backed Securities |
| GNII SF DI8364 C     | 2055-05-20      | 6.5000%  | 0.0000% | $85829.48          | $89267.90          | Agency Mortgage-Backed Securities |
| GNMI SF AT7682 X     | 2046-08-15      | 4.5000%  | 0.0000% | $6148.26           | $5998.76           | Agency Mortgage-Backed Securities |
| GNMI SF AU3366 X     | 2046-07-15      | 4.5000%  | 0.0000% | $1541.30           | $1491.95           | Agency Mortgage-Backed Securities |
| GNMI SF AV6117 X     | 2047-02-15      | 4.5000%  | 0.0000% | $21463.63          | $20942.15          | Agency Mortgage-Backed Securities |
| GNMI SF AX5831 X     | 2047-01-15      | 4.0000%  | 0.0000% | $2002.39           | $1888.93           | Agency Mortgage-Backed Securities |
| GNMI SF AX6161 X     | 2047-04-15      | 4.5000%  | 0.0000% | $2424.93           | $2362.25           | Agency Mortgage-Backed Securities |
| GNMI SF AY0512 X     | 2047-06-15      | 4.5000%  | 0.0000% | $11694.43          | $11440.33          | Agency Mortgage-Backed Securities |
| GNMI SF AZ3490 X     | 2049-02-15      | 4.5000%  | 0.0000% | $8618.17           | $8521.47           | Agency Mortgage-Backed Securities |
| GNMI SF 570019 X     | 2032-07-15      | 6.5000%  | 0.0000% | $1965.86           | $2068.31           | Agency Mortgage-Backed Securities |
| GNMI SF 578273 X     | 2032-06-15      | 6.5000%  | 0.0000% | $1117.00           | $1145.20           | Agency Mortgage-Backed Securities |
| GNMI SF 590432 X     | 2032-09-15      | 6.5000%  | 0.0000% | $480.28            | $491.84            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8225 | 2052-07-01      | 3.0000%  | 0.0000% | $16948.01          | $14700.48          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8220 | 2052-06-01      | 3.0000%  | 0.0000% | $479678.76         | $415620.38         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8243 | 2052-09-01      | 3.5000%  | 0.0000% | $84623.81          | $76340.79          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8245 | 2052-09-01      | 4.5000%  | 0.0000% | $8460.11           | $8118.92           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8347 | 2053-08-01      | 4.5000%  | 0.0000% | $134466.40         | $128973.71         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8360 | 2053-09-01      | 4.5000%  | 0.0000% | $104319.62         | $100014.87         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8414 | 2054-02-01      | 4.5000%  | 0.0000% | $24565.14          | $23548.02          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8446 | 2054-07-01      | 5.5000%  | 0.0000% | $5492352.02        | $5509793.29        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8464 | 2054-09-01      | 6.5000%  | 0.0000% | $16225252.05       | $16836507.77       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3720 | 2053-08-01      | 5.0000%  | 0.0000% | $465189.11         | $461331.66         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3846 | 2053-09-01      | 6.0000%  | 0.0000% | $26866.61          | $27503.90          | Agency Mortgage-Backed Securities |
| GNII JM MA5978 M     | 2049-06-20      | 4.5000%  | 0.0000% | $10768.78          | $10294.43          | Agency Mortgage-Backed Securities |
| GNII SF MA6656 M     | 2050-05-20      | 3.0000%  | 0.0000% | $1124844.97        | $998026.20         | Agency Mortgage-Backed Securities |
| GNII SF MA6686 M     | 2035-04-20      | 4.0000%  | 0.0000% | $20970.32          | $20505.87          | Agency Mortgage-Backed Securities |
| GNII SF MA6708 M     | 2050-05-20      | 2.0000%  | 0.0000% | $10850.12          | $8848.48           | Agency Mortgage-Backed Securities |
| FHDN 07/01/25        | 2025-07-01      | 0.0000%  | 0.0000% | $619200.00         | $619200.00         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA3868 | 2049-10-01      | 3.0000%  | 0.0000% | $7925283.33        | $6950042.88        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQB6228 | 2050-12-01      | 2.0000%  | 0.0000% | $1199089.00        | $948600.64         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQB9703 | 2051-02-01      | 2.0000%  | 0.0000% | $188268.62         | $150287.51         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD9879 | 2052-03-01      | 2.5000%  | 0.0000% | $1096514.31        | $909244.90         | Agency Mortgage-Backed Securities |
| GNII JM MA7928 M     | 2052-03-20      | 3.0000%  | 0.0000% | $123989.90         | $107478.99         | Agency Mortgage-Backed Securities |
| GNII SF MA7965 M     | 2037-04-20      | 4.0000%  | 0.0000% | $18077.37          | $17903.32          | Agency Mortgage-Backed Securities |
| GNII JM MA8931 M     | 2052-03-20      | 3.0000%  | 0.0000% | $54012.77          | $46419.42          | Agency Mortgage-Backed Securities |
| GNII SF MA8101 M     | 2052-06-20      | 4.5000%  | 0.0000% | $1231496.43        | $1190099.68        | Agency Mortgage-Backed Securities |
| GNII SF MA8147 M     | 2052-02-20      | 2.5000%  | 0.0000% | $214399.65         | $182388.26         | Agency Mortgage-Backed Securities |
| GNII SF MA8196 M     | 2052-07-20      | 2.0000%  | 0.0000% | $65694.56          | $53587.06          | Agency Mortgage-Backed Securities |
| GNII SF MA8643 M     | 2053-02-20      | 3.0000%  | 0.0000% | $31788.75          | $28158.69          | Agency Mortgage-Backed Securities |
| GNII JM MA8867 M     | 2053-05-20      | 5.5000%  | 0.0000% | $29665.75          | $29673.12          | Agency Mortgage-Backed Securities |
| GNII SF MA9853 M     | 2054-08-20      | 6.5000%  | 0.0000% | $3485383.82        | $3602095.77        | Agency Mortgage-Backed Securities |
| GNII SF 003335 M     | 2033-01-20      | 6.5000%  | 0.0000% | $1643.63           | $1705.52           | Agency Mortgage-Backed Securities |
| GNII SF 005333 M     | 2042-03-20      | 4.5000%  | 0.0000% | $114216.14         | $113481.16         | Agency Mortgage-Backed Securities |
| GNII SF 004804 M     | 2040-09-20      | 6.0000%  | 0.0000% | $2465.51           | $2590.74           | Agency Mortgage-Backed Securities |
| GNII SF 004837 M     | 2040-10-20      | 6.0000%  | 0.0000% | $838.65            | $878.66            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE4220 | 2052-06-01      | 5.0000%  | 0.0000% | $97649.48          | $96422.79          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE4543 | 2052-06-01      | 4.5000%  | 0.0000% | $226560.61         | $218344.16         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE6974 | 2052-08-01      | 5.0000%  | 0.0000% | $1091589.59        | $1079731.41        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE7528 | 2052-08-01      | 4.5000%  | 0.0000% | $2986370.33        | $2865407.40        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF5822 | 2053-01-01      | 5.5000%  | 0.0000% | $45468.15          | $45753.04          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG4185 | 2053-06-01      | 6.0000%  | 0.0000% | $76422.31          | $79333.18          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQH0800 | 2053-08-01      | 4.5000%  | 0.0000% | $56884.32          | $54529.03          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQH0132 | 2053-08-01      | 5.0000%  | 0.0000% | $76206.22          | $75786.69          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH1538 | 2053-09-01      | 6.5000%  | 0.0000% | $26419.32          | $27490.26          | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQH4088 | 2053-11-01      | 7.5000%  | 0.0000% | $38360.49          | $41469.25          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQH5910 | 2053-12-01      | 7.0000%  | 0.0000% | $489497.59         | $522689.88         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ1213 | 2054-08-01      | 6.5000%  | 0.0000% | $105824.82         | $110599.01         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ2533 | 2054-08-01      | 7.0000%  | 0.0000% | $91780.56          | $97295.09          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ3497 | 2054-09-01      | 5.5000%  | 0.0000% | $76679.39          | $77509.49          | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQJ2759 | 2054-09-01      | 7.5000%  | 0.0000% | $70120.76          | $75138.09          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC3410 | 2054-11-01      | 5.0000%  | 0.0000% | $74963.17          | $73723.64          | Agency Mortgage-Backed Securities |
| GNII SF MA9492 M     | 2054-01-20      | 7.5000%  | 0.0000% | $4232.33           | $4420.62           | Agency Mortgage-Backed Securities |
| GNII SF BB4480 C     | 2047-07-20      | 4.0000%  | 0.0000% | $74522.90          | $69667.01          | Agency Mortgage-Backed Securities |
| GNMI SF BC3562 X     | 2047-08-15      | 4.5000%  | 0.0000% | $14318.84          | $13938.92          | Agency Mortgage-Backed Securities |
| GNMI SF BC7378 X     | 2047-11-15      | 3.5000%  | 0.0000% | $7409.75           | $6789.16           | Agency Mortgage-Backed Securities |
| GNMI SF BE0144 X     | 2048-01-15      | 4.0000%  | 0.0000% | $693.11            | $652.81            | Agency Mortgage-Backed Securities |
| GNMI SF BE2169 X     | 2048-03-15      | 3.5000%  | 0.0000% | $1382.21           | $1259.69           | Agency Mortgage-Backed Securities |
| GNII RG CO9991 C     | 2048-05-20      | 3.5000%  | 0.0000% | $121696.31         | $109650.50         | Agency Mortgage-Backed Securities |
| GNCL CL CP8489       | 2065-06-15      | 5.0600%  | 0.0000% | $48868.60          | $50235.12          | Agency Mortgage-Backed Securities |
| GNMI SF BE6179 X     | 2047-12-15      | 4.0000%  | 0.0000% | $464.89            | $437.87            | Agency Mortgage-Backed Securities |
| GNII SF BH8543 C     | 2048-07-20      | 4.5000%  | 0.0000% | $2667.26           | $2561.24           | Agency Mortgage-Backed Securities |
| GNII SF BK2493 C     | 2049-03-20      | 4.5000%  | 0.0000% | $19663.10          | $19077.83          | Agency Mortgage-Backed Securities |
| GNII SF BL4661 C     | 2049-05-20      | 4.5000%  | 0.0000% | $673.38            | $642.27            | Agency Mortgage-Backed Securities |
| GNMI SF BR6259 X     | 2050-01-15      | 3.5000%  | 0.0000% | $1301.35           | $1190.37           | Agency Mortgage-Backed Securities |
| GNMI SF BS5027 X     | 2050-02-15      | 3.5000%  | 0.0000% | $15169.51          | $13786.79          | Agency Mortgage-Backed Securities |
| GNMI SF BW3889 X     | 2050-08-15      | 2.5000%  | 0.0000% | $18723.28          | $15984.92          | Agency Mortgage-Backed Securities |
| GNMI SF 400596 X     | 2038-03-15      | 5.5000%  | 0.0000% | $4592.40           | $4706.05           | Agency Mortgage-Backed Securities |
| GNMI SF 723058 X     | 2040-06-15      | 5.0000%  | 0.0000% | $372.08            | $375.81            | Agency Mortgage-Backed Securities |
| GNMI SF 723225 X     | 2039-10-15      | 5.5000%  | 0.0000% | $741.58            | $768.00            | Agency Mortgage-Backed Securities |
| GNMI SF 733167 X     | 2040-05-15      | 5.0000%  | 0.0000% | $1251.03           | $1263.67           | Agency Mortgage-Backed Securities |
| GNMI SF 743095 X     | 2040-07-15      | 5.0000%  | 0.0000% | $795.95            | $800.81            | Agency Mortgage-Backed Securities |
| GNAR AT 080893 M     | 2034-04-20      | 5.3750%  | 0.0000% | $3667.71           | $3758.80           | Agency Mortgage-Backed Securities |
| GNAR AT 080952 M     | 2034-06-20      | 4.8750%  | 0.0000% | $9591.96           | $9755.41           | Agency Mortgage-Backed Securities |
| GNAR AR 080968 M     | 2034-07-20      | 4.6250%  | 0.0000% | $442.76            | $449.77            | Agency Mortgage-Backed Securities |
| GNAR AT 081179 M     | 2034-12-20      | 4.7500%  | 0.0000% | $3396.53           | $3473.09           | Agency Mortgage-Backed Securities |
| GNAR AT 082997 M     | 2041-12-20      | 4.7500%  | 0.0000% | $475.69            | $488.07            | Agency Mortgage-Backed Securities |
| GNII SP 784421 C     | 2047-12-20      | 3.5000%  | 0.0000% | $30753.66          | $28454.99          | Agency Mortgage-Backed Securities |
| GNMI SP 784439 X     | 2045-02-15      | 3.0000%  | 0.0000% | $27552.22          | $25052.87          | Agency Mortgage-Backed Securities |
| GNMI SP 783760 X     | 2042-02-15      | 5.0000%  | 0.0000% | $390.24            | $396.25            | Agency Mortgage-Backed Securities |
| GNMI SP 783972 X     | 2039-12-15      | 5.0000%  | 0.0000% | $418.76            | $425.20            | Agency Mortgage-Backed Securities |
| GNMI SP 784025 X     | 2044-05-15      | 4.5000%  | 0.0000% | $5910.31           | $5933.66           | Agency Mortgage-Backed Securities |
| GNMI SP 784093 X     | 2040-06-15      | 5.0000%  | 0.0000% | $37155.98          | $37697.63          | Agency Mortgage-Backed Securities |
| GNMI SP 784154 X     | 2044-03-15      | 5.0000%  | 0.0000% | $1742.10           | $1768.27           | Agency Mortgage-Backed Securities |
| GNII JP 784362 M     | 2032-08-20      | 4.0000%  | 0.0000% | $10845.96          | $10799.45          | Agency Mortgage-Backed Securities |
| GNII SP 784626 C     | 2048-10-20      | 4.5000%  | 0.0000% | $9138.90           | $8827.83           | Agency Mortgage-Backed Securities |
| GNMI SP 784605 X     | 2042-01-15      | 4.5000%  | 0.0000% | $516.28            | $507.05            | Agency Mortgage-Backed Securities |
| GNMI SP 784647 X     | 2045-12-15      | 5.0000%  | 0.0000% | $196498.45         | $196810.25         | Agency Mortgage-Backed Securities |
| GNII SP 784705 C     | 2049-03-20      | 4.5000%  | 0.0000% | $620.38            | $597.42            | Agency Mortgage-Backed Securities |
| GNMI SP 784830 X     | 2047-09-15      | 4.5000%  | 0.0000% | $5913.86           | $5770.08           | Agency Mortgage-Backed Securities |
| GNMI SP 786285 X     | 2041-03-15      | 5.0000%  | 0.0000% | $141432.00         | $145131.26         | Agency Mortgage-Backed Securities |
| GNII JP 786298 M     | 2037-12-20      | 2.5000%  | 0.0000% | $2203.72           | $2034.74           | Agency Mortgage-Backed Securities |
| GNMI SP 786309 X     | 2047-11-15      | 3.0000%  | 0.0000% | $46141.53          | $41828.52          | Agency Mortgage-Backed Securities |
| GNII SP 786107 C     | 2052-03-20      | 3.0000%  | 0.0000% | $9799.62           | $8619.03           | Agency Mortgage-Backed Securities |
| GNII SP 786726 C     | 2051-03-20      | 2.0000%  | 0.0000% | $33733.46          | $27066.08          | Agency Mortgage-Backed Securities |
| GNMI SP 786767 X     | 2048-02-15      | 5.0000%  | 0.0000% | $452314.93         | $453535.17         | Agency Mortgage-Backed Securities |
| GNII SP 787112 C     | 2051-12-20      | 2.5000%  | 0.0000% | $3298997.64        | $2778055.85        | Agency Mortgage-Backed Securities |
| GNII EP 787494 C     | 2063-08-20      | 2.0000%  | 0.0000% | $470806.98         | $362775.66         | Agency Mortgage-Backed Securities |
| GNII EP 787847 C     | 2065-02-20      | 7.0000%  | 0.0000% | $1581398.71        | $1633394.92        | Agency Mortgage-Backed Securities |
| GNII SP 788040 C     | 2055-06-20      | 6.0000%  | 0.0000% | $3490406.40        | $3555461.76        | Agency Mortgage-Backed Securities |
| GNMI SF 758921 X     | 2038-06-15      | 3.0000%  | 0.0000% | $1626.44           | $1473.67           | Agency Mortgage-Backed Securities |
| GNMI SP 782694 X     | 2039-06-15      | 5.0000%  | 0.0000% | $458.44            | $465.37            | Agency Mortgage-Backed Securities |
| GNMI SP 782310 X     | 2038-04-15      | 5.0000%  | 0.0000% | $27732.45          | $27597.33          | Agency Mortgage-Backed Securities |
| GNMI SP 782565 X     | 2039-02-15      | 5.0000%  | 0.0000% | $22849.64          | $22864.67          | Agency Mortgage-Backed Securities |
| GNMI SP 782858 X     | 2039-11-15      | 6.0000%  | 0.0000% | $102254.70         | $107821.79         | Agency Mortgage-Backed Securities |
| GNMI SP 783280 X     | 2039-07-15      | 6.0000%  | 0.0000% | $176210.15         | $188377.70         | Agency Mortgage-Backed Securities |
| GNII SP 783366 M     | 2041-07-20      | 5.0000%  | 0.0000% | $4039.31           | $4097.66           | Agency Mortgage-Backed Securities |
| GNMI SF 667703 X     | 2037-05-15      | 5.5000%  | 0.0000% | $1249.09           | $1300.93           | Agency Mortgage-Backed Securities |
| GNMI SF 707098 X     | 2039-01-15      | 5.5000%  | 0.0000% | $855.39            | $883.34            | Agency Mortgage-Backed Securities |
| GNII SF CV1576 C     | 2053-06-20      | 6.5000%  | 0.0000% | $192917.21         | $202597.05         | Agency Mortgage-Backed Securities |
| GNII ET CV4370 C     | 2063-07-20      | 6.5000%  | 0.0000% | $172982.95         | $177578.43         | Agency Mortgage-Backed Securities |
| GNII ET CV4231 C     | 2063-07-20      | 6.5000%  | 0.0000% | $56701.40          | $58207.73          | Agency Mortgage-Backed Securities |
| GNII ET CV5461 C     | 2062-11-20      | 6.5000%  | 0.0000% | $5954.83           | $6113.02           | Agency Mortgage-Backed Securities |
| GNII ET CV7873 C     | 2064-09-20      | 6.5000%  | 0.0000% | $2522.23           | $2589.25           | Agency Mortgage-Backed Securities |
| GNII SF CV9457 C     | 2053-07-20      | 5.5000%  | 0.0000% | $102252.92         | $107210.30         | Agency Mortgage-Backed Securities |
| GNII ET CV9959 C     | 2063-03-20      | 6.0000%  | 0.0000% | $8210.64           | $8327.11           | Agency Mortgage-Backed Securities |
| GNII ET CV9960 C     | 2063-04-20      | 6.5000%  | 0.0000% | $18163.54          | $18646.07          | Agency Mortgage-Backed Securities |
| GNII ET CW6777 C     | 2063-07-20      | 6.0000%  | 0.0000% | $52625.13          | $53371.53          | Agency Mortgage-Backed Securities |
| GNII ET CW8951 C     | 2063-06-20      | 6.0000%  | 0.0000% | $237357.22         | $240141.26         | Agency Mortgage-Backed Securities |
| GNII ET CW9144 C     | 2063-07-20      | 6.5000%  | 0.0000% | $104122.61         | $106888.74         | Agency Mortgage-Backed Securities |
| GNII SF CX0271 C     | 2053-09-20      | 6.5000%  | 0.0000% | $104239.49         | $110201.58         | Agency Mortgage-Backed Securities |
| GNII SF CX0272 C     | 2053-09-20      | 6.5000%  | 0.0000% | $129705.67         | $136329.24         | Agency Mortgage-Backed Securities |
| GNII SF CX0278 C     | 2053-09-20      | 6.5000%  | 0.0000% | $103361.98         | $108640.27         | Agency Mortgage-Backed Securities |
| GNII SF CX2638 C     | 2053-09-20      | 6.5000%  | 0.0000% | $59971.98          | $62539.21          | Agency Mortgage-Backed Securities |
| GNCL CL CX6396       | 2066-01-15      | 5.7400%  | 0.0000% | $853927.47         | $904625.90         | Agency Mortgage-Backed Securities |
| GNII RG CY2477 C     | 2043-06-20      | 3.0000%  | 0.0000% | $83391.71          | $73151.35          | Agency Mortgage-Backed Securities |
| GNII SF CY6902 C     | 2053-11-20      | 7.5000%  | 0.0000% | $98023.00          | $103933.46         | Agency Mortgage-Backed Securities |
| GNPL PN CY8219       | 2059-01-15      | 6.9300%  | 0.0000% | $16876.75          | $18538.96          | Agency Mortgage-Backed Securities |
| GNII SF CY8311 C     | 2054-01-20      | 7.0000%  | 0.0000% | $14985.78          | $15533.57          | Agency Mortgage-Backed Securities |
| GNII ET CZ0411 C     | 2065-03-20      | 6.5000%  | 0.0000% | $48460.67          | $49748.76          | Agency Mortgage-Backed Securities |
| GNII ET DB6349 C     | 2064-05-20      | 5.0000%  | 0.0000% | $36373.21          | $35521.81          | Agency Mortgage-Backed Securities |
| GNII SF DB6406 C     | 2054-10-20      | 6.0000%  | 0.0000% | $1228343.64        | $1263474.68        | Agency Mortgage-Backed Securities |
| GNII SF DB7554 C     | 2054-07-20      | 6.0000%  | 0.0000% | $12661.00          | $13186.29          | Agency Mortgage-Backed Securities |
| GNII ET DB9195 C     | 2064-04-20      | 4.5000%  | 0.0000% | $12782.72          | $12131.39          | Agency Mortgage-Backed Securities |
| GNII ET DD2383 C     | 2065-02-20      | 6.5000%  | 0.0000% | $70208.26          | $72074.40          | Agency Mortgage-Backed Securities |
| GNII ET DD2532 C     | 2064-12-20      | 4.0000%  | 0.0000% | $10379.76          | $9522.29           | Agency Mortgage-Backed Securities |
| GNII ET DD6156 C     | 2064-07-20      | 6.5000%  | 0.0000% | $502.58            | $515.93            | Agency Mortgage-Backed Securities |

### Security 345: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 959JJC004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 959JJC004_4.39_0701
- **C.18 - Value (incl. sponsor support):** $1633850000.00
- **C.18.a - Value (excl. sponsor support):** $1633850000.00
- **C.19 - Percentage of Net Assets:** 1.3000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  | 0.0000% | $1171984393.86     | $1192012608.81     | U.S. Treasuries (including strips) |
| 2 TRIB 26        | 2026-01-15      | 2.0000%  | 0.0000% | $469528404.32      | $474514453.47      | U.S. Treasuries (including strips) |

### Security 346: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 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: 959JJF007, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 959JJF007_4.30_0701
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  | 0.0000% | $108521813.33      | $111476704.00      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27 | 2027-09-30      | 4.1250%  | 0.0000% | $291040640.00      | $296523306.67      | U.S. Treasuries (including strips) |

### Security 347: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.410000%
- **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_4.41_0707
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 2.3800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TINT 11/15/25    | 2025-11-15      | 0.0000%  | 0.0000% | $115994688.30      | $114236440.80      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29 | 2029-06-30      | 4.2500%  | 0.0000% | $6259200.00        | $6370651.32        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  | 0.0000% | $1340611200.00     | $1340853851.00     | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27  | 2027-04-30      | 2.7500%  | 0.0000% | $1022510400.00     | $1008623097.00     | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  | 0.0000% | $588883200.00      | $589915961.00      | U.S. Treasuries (including strips) |

### Security 348: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 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: 959JJH003, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 959JJH003_4.40_0701
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  | 0.0000% | $608578300.00      | $612000031.50      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31  | 2031-08-31      | 3.7500%  | 0.0000% | $407301100.00      | $408000055.20      | U.S. Treasuries (including strips) |

### Security 349: Bank of America NA

- **C.1 - Title:** Bank of America NA 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: 959NLE008, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 959NLE008_4.40_0701
- **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:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury Note/Bond | 2025-09-30      | 0.2500%  | 0.0000% | $27000000.00       | $26743029.80       | U.S. Treasuries (including strips) |
| 0 3/4 NOTE W 26                  | 2026-03-31      | 0.7500%  | 0.0000% | $23027086.67       | $22499323.20       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE AR 25                 | 2025-08-15      | 3.1250%  | 0.0000% | $1740726.67        | $1757650.02        | U.S. Treasuries (including strips) |

### Security 350: RBC Dominion

- **C.1 - Title:** RBC Dominion 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: 964FUR009, C.3 - LEI: N/A, C.5 - Other ID: 964FUR009_4.40_0701
- **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:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.500 CLAK6731        | 2042-03-01      | 3.5000%  | 0.0000% | $4910679.36        | $4625037.15        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK9434        | 2042-03-01      | 3.5000%  | 0.0000% | $4.51              | $4.24              | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1068        | 2054-03-01      | 5.5000%  | 0.0000% | $86235.63          | $86509.48          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1069        | 2054-03-01      | 5.5000%  | 0.0000% | $9369.71           | $9451.59           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1227        | 2054-04-01      | 6.0000%  | 0.0000% | $202.58            | $207.14            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1274        | 2054-04-01      | 6.0000%  | 0.0000% | $1561310.20        | $1599306.77        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRJ1375        | 2054-02-01      | 4.5000%  | 0.0000% | $48.55             | $46.53             | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1540        | 2054-05-01      | 6.5000%  | 0.0000% | $156064.85         | $162394.08         | Agency Mortgage-Backed Securities  |
| GNII SF DK1618 C            | 2055-05-20      | 5.5000%  | 0.0000% | $104604.90         | $104852.66         | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A50739 G        | 2036-07-01      | 6.0000%  | 0.0000% | $3.84              | $4.05              | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB8380        | 2040-04-01      | 6.0000%  | 0.0000% | $1848.66           | $1909.96           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8512        | 2036-05-01      | 2.0000%  | 0.0000% | $523.58            | $480.76            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0958        | 2052-04-01      | 3.5000%  | 0.0000% | $32256.71          | $29394.55          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1305        | 2052-07-01      | 5.0000%  | 0.0000% | $7795.50           | $7694.66           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD2251        | 2052-11-01      | 4.5000%  | 0.0000% | $7819.75           | $7505.20           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2361        | 2053-02-01      | 6.0000%  | 0.0000% | $37.43             | $38.89             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2494        | 2052-03-01      | 3.5000%  | 0.0000% | $671.01            | $604.55            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD2792        | 2047-03-01      | 4.5000%  | 0.0000% | $7578.66           | $7506.69           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD3107        | 2053-03-01      | 4.0000%  | 0.0000% | $1989.03           | $1863.25           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3129        | 2052-10-01      | 5.0000%  | 0.0000% | $1335.72           | $1314.96           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 K2255538        | 2034-11-01      | 5.5000%  | 0.0000% | $1648.15           | $1653.98           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NQ256109        | 2036-01-01      | 6.5000%  | 0.0000% | $3251.91           | $3370.14           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAJ9198        | 2042-01-01      | 3.5000%  | 0.0000% | $1818.80           | $1712.82           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBM3663        | 2047-04-01      | 3.0000%  | 0.0000% | $11.44             | $10.16             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3932        | 2046-10-01      | 3.5000%  | 0.0000% | $11486.26          | $10630.36          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4322        | 2048-07-01      | 4.0000%  | 0.0000% | $17.42             | $16.51             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTBM4645        | 2038-10-01      | 3.0000%  | 0.0000% | $101.69            | $95.88             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBM4862        | 2031-08-01      | 3.0000%  | 0.0000% | $1885.14           | $1860.39           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5019        | 2047-12-01      | 4.0000%  | 0.0000% | $14831.82          | $14126.90          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CJBM7190        | 2034-09-01      | 3.5000%  | 0.0000% | $29642.40          | $28850.64          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CWBM6522        | 2033-11-01      | 3.5000%  | 0.0000% | $43459.00          | $42788.23          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CWBM6665        | 2032-12-01      | 2.5000%  | 0.0000% | $21749.90          | $20952.57          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 REBM7284        | 2048-11-01      | 3.5000%  | 0.0000% | $29415.39          | $26935.72          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CKBM7323        | 2050-01-01      | 5.0000%  | 0.0000% | $74604.04          | $72685.06          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN8491        | 2049-01-01      | 3.5000%  | 0.0000% | $20106.80          | $18383.40          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP5800        | 2050-05-01      | 2.5000%  | 0.0000% | $47.38             | $39.80             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP8105        | 2050-08-01      | 2.0000%  | 0.0000% | $288731.49         | $230481.39         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ4793        | 2050-10-01      | 2.5000%  | 0.0000% | $88.14             | $73.89             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2009        | 2052-05-01      | 3.0000%  | 0.0000% | $1711.05           | $1507.21           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2463        | 2052-02-01      | 3.0000%  | 0.0000% | $40.03             | $34.76             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2707        | 2052-04-01      | 3.5000%  | 0.0000% | $22739.92          | $20656.25          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2946        | 2052-10-01      | 5.0000%  | 0.0000% | $5268.94           | $5233.14           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS3021        | 2052-10-01      | 4.0000%  | 0.0000% | $40.91             | $38.33             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS3168        | 2052-09-01      | 3.0000%  | 0.0000% | $419727.43         | $366954.96         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3347        | 2052-12-01      | 5.0000%  | 0.0000% | $15431.97          | $15305.53          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3827        | 2053-02-01      | 5.5000%  | 0.0000% | $12686.02          | $12746.02          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3978        | 2053-01-01      | 5.0000%  | 0.0000% | $4123.25           | $4095.25           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4136        | 2053-04-01      | 5.0000%  | 0.0000% | $13337.21          | $13242.22          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4523        | 2053-04-01      | 5.0000%  | 0.0000% | $2503.88           | $2473.13           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4683        | 2053-06-01      | 5.0000%  | 0.0000% | $652293.62         | $645191.95         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4748        | 2052-08-01      | 3.5000%  | 0.0000% | $8582.35           | $7743.22           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4943        | 2048-01-01      | 3.5000%  | 0.0000% | $130583.96         | $120278.59         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS5125        | 2051-10-01      | 2.5000%  | 0.0000% | $2948.42           | $2445.21           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6206        | 2053-10-01      | 5.5000%  | 0.0000% | $4341.31           | $4377.59           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6256        | 2052-08-01      | 3.5000%  | 0.0000% | $8452.92           | $7639.12           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS5654        | 2053-08-01      | 5.0000%  | 0.0000% | $44.51             | $44.07             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS5626        | 2053-08-01      | 5.0000%  | 0.0000% | $320.83            | $316.74            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5833        | 2053-10-01      | 6.0000%  | 0.0000% | $3074.18           | $3168.14           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS7082        | 2052-09-01      | 3.5000%  | 0.0000% | $14521.57          | $13101.77          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7155        | 2051-12-01      | 3.0000%  | 0.0000% | $403.86            | $354.03            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS6333        | 2052-10-01      | 4.0000%  | 0.0000% | $173.34            | $163.34            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1706        | 2055-04-01      | 5.0000%  | 0.0000% | $51.20             | $50.77             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1183        | 2054-03-01      | 6.0000%  | 0.0000% | $98.92             | $101.15            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1208        | 2055-01-01      | 5.0000%  | 0.0000% | $50.59             | $50.24             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ0835        | 2054-02-01      | 5.5000%  | 0.0000% | $33564.41          | $33888.83          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0710        | 2054-01-01      | 6.5000%  | 0.0000% | $44.64             | $47.20             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2682        | 2054-10-01      | 6.0000%  | 0.0000% | $47.00             | $48.06             | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4183        | 2055-05-01      | 6.5000%  | 0.0000% | $49.53             | $51.68             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRQ0011        | 2055-06-01      | 4.5000%  | 0.0000% | $101.47            | $97.23             | Agency Mortgage-Backed Securities  |
| GNII SF DJ3572 C            | 2055-02-20      | 6.5000%  | 0.0000% | $2448.00           | $2585.10           | Agency Mortgage-Backed Securities  |
| GNII SF DJ4228 C            | 2055-06-20      | 7.0000%  | 0.0000% | $50.00             | $53.29             | Agency Mortgage-Backed Securities  |
| GNII SF DJ6207 C            | 2055-04-20      | 5.5000%  | 0.0000% | $99.70             | $101.04            | Agency Mortgage-Backed Securities  |
| GNII SF DK0303 C            | 2055-05-20      | 5.5000%  | 0.0000% | $49.94             | $50.42             | Agency Mortgage-Backed Securities  |
| GNII SF DK4601 C            | 2055-05-20      | 6.5000%  | 0.0000% | $49.96             | $52.35             | Agency Mortgage-Backed Securities  |
| GNII SF MB0026 M            | 2054-11-20      | 5.5000%  | 0.0000% | $48.94             | $49.20             | Agency Mortgage-Backed Securities  |
| GNII SF MB0027 M            | 2054-09-20      | 6.0000%  | 0.0000% | $75.47             | $76.94             | Agency Mortgage-Backed Securities  |
| GNII SF MB0092 M            | 2054-12-20      | 5.5000%  | 0.0000% | $50.38             | $50.64             | Agency Mortgage-Backed Securities  |
| GNII SF MB0368 M            | 2055-05-20      | 6.5000%  | 0.0000% | $435646.12         | $450234.21         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC N70075 G        | 2035-01-01      | 5.0000%  | 0.0000% | $18.04             | $18.10             | Agency Mortgage-Backed Securities  |
| 06.000 FGPC G01777 G        | 2035-02-01      | 6.0000%  | 0.0000% | $0.47              | $0.49              | Agency Mortgage-Backed Securities  |
| 07.500 FGPC G20028 G        | 2036-12-01      | 7.5000%  | 0.0000% | $5.16              | $5.33              | Agency Mortgage-Backed Securities  |
| 05.000 FGPC P00062 G        | 2035-01-01      | 5.0000%  | 0.0000% | $2.71              | $2.73              | Agency Mortgage-Backed Securities  |
| 08.000 FGPC P20472 G        | 2031-03-01      | 8.0000%  | 0.0000% | $1.86              | $1.88              | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P20586 G        | 2034-11-01      | 6.0000%  | 0.0000% | $4.15              | $4.26              | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ3868        | 2054-09-01      | 6.5000%  | 0.0000% | $44.88             | $46.58             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA3592        | 2050-09-01      | 3.5000%  | 0.0000% | $457386.32         | $417270.08         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA4728        | 2051-02-01      | 2.0000%  | 0.0000% | $597.74            | $477.10            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA5247        | 2051-05-01      | 2.0000%  | 0.0000% | $35.48             | $28.34             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA5744        | 2051-09-01      | 2.5000%  | 0.0000% | $26819.74          | $22397.54          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIDC9194        | 2039-12-01      | 4.5000%  | 0.0000% | $8367.02           | $8336.19           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC9729        | 2055-01-01      | 4.5000%  | 0.0000% | $4491.00           | $4339.33           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD0258        | 2055-01-01      | 5.0000%  | 0.0000% | $49530.80          | $49374.57          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD0756        | 2055-02-01      | 6.0000%  | 0.0000% | $30307.67          | $30939.93          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD1707        | 2055-03-01      | 6.0000%  | 0.0000% | $103870.28         | $106136.35         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD1660        | 2055-02-01      | 5.5000%  | 0.0000% | $67864.47          | $68625.48          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDD2386        | 2055-03-01      | 4.5000%  | 0.0000% | $23313.60          | $22341.54          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD3470        | 2055-03-01      | 6.0000%  | 0.0000% | $131147.17         | $135026.81         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD3026        | 2055-03-01      | 5.0000%  | 0.0000% | $51056.30          | $50405.52          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDD3814        | 2055-03-01      | 4.5000%  | 0.0000% | $68854.47          | $66110.97          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8982        | 2054-08-01      | 5.0000%  | 0.0000% | $1321.57           | $1300.33           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8348        | 2054-04-01      | 6.0000%  | 0.0000% | $11302.04          | $11769.35          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8512        | 2054-05-01      | 6.5000%  | 0.0000% | $77.91             | $81.00             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8679        | 2054-06-01      | 5.5000%  | 0.0000% | $1174259.95        | $1189967.51        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8699        | 2054-06-01      | 6.0000%  | 0.0000% | $2210.32           | $2283.33           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8847        | 2054-07-01      | 6.0000%  | 0.0000% | $16958.68          | $17612.89          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9784        | 2055-01-01      | 5.0000%  | 0.0000% | $48.07             | $47.55             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9795        | 2055-01-01      | 5.5000%  | 0.0000% | $100100.55         | $101267.58         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9003        | 2054-08-01      | 6.0000%  | 0.0000% | $1894663.93        | $1967753.12        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9208        | 2054-09-01      | 5.5000%  | 0.0000% | $21422.59          | $21629.68          | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB9230        | 2054-08-01      | 7.0000%  | 0.0000% | $64164.02          | $68158.80          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9331        | 2054-10-01      | 5.5000%  | 0.0000% | $1197371.22        | $1211537.99        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0565        | 2054-06-01      | 6.0000%  | 0.0000% | $46.16             | $47.29             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CNMA5434        | 2034-05-01      | 4.0000%  | 0.0000% | $45963.30          | $45413.27          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5558        | 2039-12-01      | 5.0000%  | 0.0000% | $1537.59           | $1553.43           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTMA5540        | 2044-11-01      | 5.5000%  | 0.0000% | $87150.30          | $88906.43          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5674        | 2055-04-01      | 6.0000%  | 0.0000% | $466951.08         | $476674.56         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTMA5741        | 2045-06-01      | 5.5000%  | 0.0000% | $99.65             | $101.29            | Agency Mortgage-Backed Securities  |
| FNMS 08.500 CLAD0273        | 2032-10-01      | 8.5000%  | 0.0000% | $4176.58           | $4387.94           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAD0933        | 2040-04-01      | 5.5000%  | 0.0000% | $73322.31          | $75357.19          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAE8359        | 2040-11-01      | 4.0000%  | 0.0000% | $165018.02         | $160151.84         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX0221        | 2054-12-01      | 5.5000%  | 0.0000% | $32872.74          | $33236.26          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX0292        | 2054-11-01      | 5.5000%  | 0.0000% | $49965.95          | $50722.41          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX0538        | 2054-12-01      | 5.0000%  | 0.0000% | $96.36             | $94.87             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX2415        | 2055-01-01      | 5.5000%  | 0.0000% | $47.77             | $48.12             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX2880        | 2054-12-01      | 5.5000%  | 0.0000% | $49.49             | $50.24             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX3989        | 2055-01-01      | 5.5000%  | 0.0000% | $470496.01         | $474026.41         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX5070        | 2055-02-01      | 6.0000%  | 0.0000% | $64614.92          | $66868.65          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX5543        | 2055-02-01      | 6.0000%  | 0.0000% | $25343.01          | $26092.69          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX6685        | 2055-02-01      | 5.5000%  | 0.0000% | $49.91             | $50.38             | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX8007        | 2055-03-01      | 7.0000%  | 0.0000% | $46.20             | $49.29             | Agency Mortgage-Backed Securities  |
| GNII SF BZ4054 C            | 2050-12-20      | 2.0000%  | 0.0000% | $48.59             | $39.10             | Agency Mortgage-Backed Securities  |
| GNII SF BZ4350 C            | 2051-03-20      | 2.5000%  | 0.0000% | $2634.74           | $2187.58           | Agency Mortgage-Backed Securities  |
| GNCL CL CJ9612              | 2063-12-15      | 2.8700%  | 0.0000% | $50.00             | $43.42             | Agency Mortgage-Backed Securities  |
| GNII SF MA9964 M            | 2054-10-20      | 5.0000%  | 0.0000% | $48.87             | $48.14             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN3921        | 2049-03-01      | 4.5000%  | 0.0000% | $50.59             | $49.24             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6815        | 2052-02-01      | 2.5000%  | 0.0000% | $986.37            | $826.40            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7483        | 2052-06-01      | 4.0000%  | 0.0000% | $1669.68           | $1557.47           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA7678        | 2052-07-01      | 5.0000%  | 0.0000% | $36724.77          | $36249.10          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA7706        | 2052-07-01      | 5.0000%  | 0.0000% | $552.64            | $549.73            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7774        | 2052-08-01      | 4.5000%  | 0.0000% | $1153.51           | $1114.42           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI4601        | 2054-05-01      | 5.5000%  | 0.0000% | $29459.04          | $29625.73          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI8055        | 2054-06-01      | 5.5000%  | 0.0000% | $324.12            | $325.47            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI9010        | 2054-07-01      | 6.0000%  | 0.0000% | $4204.19           | $4314.81           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD7752        | 2055-04-01      | 5.0000%  | 0.0000% | $52931.26          | $52394.20          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD8531        | 2055-05-01      | 5.5000%  | 0.0000% | $161934.69         | $162494.11         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD9817        | 2055-05-01      | 5.5000%  | 0.0000% | $108089.74         | $109241.82         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD9290        | 2055-05-01      | 5.0000%  | 0.0000% | $60332.36          | $59564.32          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE0305        | 2055-06-01      | 5.5000%  | 0.0000% | $50.05             | $50.39             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE0957        | 2055-06-01      | 6.0000%  | 0.0000% | $45356.84          | $46452.59          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1306        | 2055-06-01      | 6.0000%  | 0.0000% | $300.00            | $308.18            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1470        | 2055-06-01      | 6.0000%  | 0.0000% | $300.05            | $308.99            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1717        | 2055-01-01      | 5.5000%  | 0.0000% | $199.69            | $201.56            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA1024        | 2051-05-01      | 2.5000%  | 0.0000% | $101.28            | $84.00             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1148        | 2054-06-01      | 5.5000%  | 0.0000% | $1329732.79        | $1343042.82        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA1140        | 2054-06-01      | 6.5000%  | 0.0000% | $1952612.31        | $2034958.10        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1827        | 2055-05-01      | 5.0000%  | 0.0000% | $53826.16          | $52931.99          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM0076        | 2050-03-01      | 3.0000%  | 0.0000% | $420.23            | $369.40            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM2274        | 2049-08-01      | 4.0000%  | 0.0000% | $102449.36         | $96976.74          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM3055        | 2048-11-01      | 3.5000%  | 0.0000% | $9194.24           | $8469.50           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM3118        | 2050-05-01      | 3.0000%  | 0.0000% | $105742.82         | $93851.26          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM4528        | 2050-10-01      | 2.0000%  | 0.0000% | $14637.38          | $11687.70          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM4904        | 2050-11-01      | 2.5000%  | 0.0000% | $89980.71          | $75654.33          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTFM5721        | 2040-12-01      | 3.0000%  | 0.0000% | $57.84             | $53.44             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX7671        | 2055-03-01      | 6.0000%  | 0.0000% | $390072.17         | $398799.38         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX8610        | 2055-03-01      | 6.0000%  | 0.0000% | $80092.12          | $82421.87          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX9793        | 2055-04-01      | 6.0000%  | 0.0000% | $91936.04          | $94547.98          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX9146        | 2055-04-01      | 6.0000%  | 0.0000% | $10860.90          | $11184.53          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY0631        | 2055-04-01      | 6.0000%  | 0.0000% | $63835.02          | $65865.00          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY0641        | 2055-04-01      | 6.0000%  | 0.0000% | $49.77             | $51.24             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY1751        | 2055-05-01      | 6.0000%  | 0.0000% | $62001.85          | $63849.34          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY1409        | 2055-04-01      | 6.0000%  | 0.0000% | $167826.34         | $171986.81         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY1446        | 2055-04-01      | 6.5000%  | 0.0000% | $64793.69          | $68317.96          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY2593        | 2055-04-01      | 5.5000%  | 0.0000% | $99.81             | $100.99            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY1814        | 2055-05-01      | 6.0000%  | 0.0000% | $112207.02         | $115394.85         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY1872        | 2055-05-01      | 6.0000%  | 0.0000% | $85301.35          | $87724.79          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY2150        | 2050-04-01      | 5.0000%  | 0.0000% | $82381.94          | $81148.99          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZS6993        | 2029-07-01      | 2.5000%  | 0.0000% | $2819.30           | $2757.17           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0543        | 2048-08-01      | 4.5000%  | 0.0000% | $11.25             | $11.01             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZT1502        | 2048-11-01      | 3.5000%  | 0.0000% | $886.52            | $817.17            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZT2086        | 2049-06-01      | 3.5000%  | 0.0000% | $3903.56           | $3559.25           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0661        | 2037-04-01      | 2.5000%  | 0.0000% | $2653.72           | $2493.68           | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB8092        | 2036-03-01      | 1.5000%  | 0.0000% | $14529.40          | $12926.12          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB8183        | 2037-10-01      | 3.5000%  | 0.0000% | $1601.38           | $1547.52           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO3638        | 2040-06-01      | 5.0000%  | 0.0000% | $32616.31          | $33016.14          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC3473        | 2046-01-01      | 3.5000%  | 0.0000% | $8.87              | $8.11              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBD2440        | 2047-01-01      | 3.5000%  | 0.0000% | $589.67            | $543.66            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I3BF0152        | 2046-09-01      | 3.5000%  | 0.0000% | $672712.10         | $632965.88         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH0398        | 2047-05-01      | 4.0000%  | 0.0000% | $10.74             | $10.18             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH2269        | 2047-04-01      | 4.0000%  | 0.0000% | $4.90              | $4.64              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBJ0650        | 2048-03-01      | 3.5000%  | 0.0000% | $8.51              | $7.80              | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ2689        | 2048-04-01      | 4.0000%  | 0.0000% | $90576.93          | $85822.20          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6737        | 2048-07-01      | 4.5000%  | 0.0000% | $2077.62           | $2022.28           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIFM6353        | 2034-08-01      | 4.0000%  | 0.0000% | $27022.21          | $26547.78          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM7411        | 2051-05-01      | 2.0000%  | 0.0000% | $243.80            | $192.88            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM7786        | 2049-01-01      | 4.0000%  | 0.0000% | $7293.01           | $6913.39           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIFM8546        | 2034-07-01      | 4.0000%  | 0.0000% | $90158.05          | $90101.90          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9476        | 2051-11-01      | 2.5000%  | 0.0000% | $106585.62         | $89743.37          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9515        | 2051-11-01      | 2.5000%  | 0.0000% | $40.29             | $33.57             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM9973        | 2051-08-01      | 3.0000%  | 0.0000% | $73.92             | $64.83             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0034        | 2051-12-01      | 3.0000%  | 0.0000% | $27996.25          | $24585.04          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS0067        | 2051-09-01      | 4.5000%  | 0.0000% | $17568.93          | $16982.37          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS0146        | 2043-09-01      | 3.5000%  | 0.0000% | $11951.98          | $11249.52          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0434        | 2051-11-01      | 2.5000%  | 0.0000% | $36.02             | $30.51             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0551        | 2052-02-01      | 2.5000%  | 0.0000% | $7822.82           | $6585.87           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS1069        | 2051-12-01      | 2.0000%  | 0.0000% | $41.92             | $33.16             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1118        | 2052-03-01      | 3.5000%  | 0.0000% | $28513.54          | $25795.28          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS1112        | 2052-03-01      | 2.0000%  | 0.0000% | $61148.41          | $49352.64          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1171        | 2052-01-01      | 3.0000%  | 0.0000% | $205615.71         | $178578.20         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1240        | 2051-12-01      | 3.5000%  | 0.0000% | $3658.88           | $3317.87           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1443        | 2052-04-01      | 3.5000%  | 0.0000% | $39.15             | $35.40             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1603        | 2052-05-01      | 3.5000%  | 0.0000% | $7658.83           | $6953.75           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1891        | 2050-01-01      | 4.0000%  | 0.0000% | $550.80            | $521.87            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1932        | 2051-07-01      | 2.5000%  | 0.0000% | $84777.46          | $70990.43          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5433        | 2055-06-01      | 6.0000%  | 0.0000% | $87507.15          | $90182.10          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY7538        | 2055-07-01      | 6.0000%  | 0.0000% | $50.00             | $51.70             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0792        | 2054-09-01      | 5.0000%  | 0.0000% | $30619.37          | $30217.42          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0096        | 2054-11-01      | 5.0000%  | 0.0000% | $49.68             | $49.10             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0242        | 2054-12-01      | 5.5000%  | 0.0000% | $147.74            | $148.80            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0334        | 2055-02-01      | 5.5000%  | 0.0000% | $106.47            | $107.02            | Agency Mortgage-Backed Securities  |
| GNPL PN DE5560              | 2060-01-15      | 5.6900%  | 0.0000% | $49.82             | $52.29             | Agency Mortgage-Backed Securities  |
| GNPL PN DE5565              | 2060-01-15      | 6.2000%  | 0.0000% | $49.84             | $54.03             | Agency Mortgage-Backed Securities  |
| GNII SF DF6858 C            | 2054-11-20      | 5.0000%  | 0.0000% | $49.99             | $49.62             | Agency Mortgage-Backed Securities  |
| GNII SF DF8850 C            | 2055-02-20      | 5.5000%  | 0.0000% | $191.12            | $192.95            | Agency Mortgage-Backed Securities  |
| GNII SF DG5226 C            | 2054-12-20      | 4.5000%  | 0.0000% | $49.62             | $47.83             | Agency Mortgage-Backed Securities  |
| GNII SF DG6548 C            | 2054-12-20      | 5.5000%  | 0.0000% | $430.11            | $436.83            | Agency Mortgage-Backed Securities  |
| GNII SF DH4485 C            | 2055-03-20      | 6.5000%  | 0.0000% | $21071.27          | $22147.95          | Agency Mortgage-Backed Securities  |
| GNII SF DH4184 C            | 2055-04-20      | 5.5000%  | 0.0000% | $49.86             | $50.68             | Agency Mortgage-Backed Securities  |
| GNII SF DH6706 C            | 2055-03-20      | 5.5000%  | 0.0000% | $44442.90          | $45238.72          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4994        | 2053-07-01      | 5.5000%  | 0.0000% | $5043.89           | $5129.46           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5063        | 2054-03-01      | 5.5000%  | 0.0000% | $31426.66          | $31903.73          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD5134        | 2052-06-01      | 4.0000%  | 0.0000% | $53.67             | $50.86             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5661        | 2054-05-01      | 6.0000%  | 0.0000% | $76549.71          | $79346.86          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6429        | 2054-05-01      | 5.5000%  | 0.0000% | $1880.12           | $1890.74           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8016        | 2049-10-01      | 3.0000%  | 0.0000% | $4490.56           | $3937.97           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7288        | 2055-01-01      | 5.0000%  | 0.0000% | $111.77            | $110.86            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7544        | 2051-07-01      | 3.0000%  | 0.0000% | $162716.05         | $143661.46         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8121        | 2050-12-01      | 2.0000%  | 0.0000% | $137019.63         | $109163.42         | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8133        | 2051-03-01      | 1.5000%  | 0.0000% | $19888.90          | $14972.53          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8221        | 2052-06-01      | 3.5000%  | 0.0000% | $27969.08          | $25234.50          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAL5166        | 2033-11-01      | 3.0000%  | 0.0000% | $3596.35           | $3444.63           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAL5974        | 2037-07-01      | 5.0000%  | 0.0000% | $16425.30          | $16635.75          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAL6144        | 2030-01-01      | 3.0000%  | 0.0000% | $3981.23           | $3906.29           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL6663        | 2039-03-01      | 4.0000%  | 0.0000% | $9174.86           | $9033.00           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL7890        | 2045-12-01      | 3.5000%  | 0.0000% | $9346.97           | $8687.07           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO8301        | 2042-08-01      | 3.5000%  | 0.0000% | $11031.51          | $10378.22          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO8632        | 2042-07-01      | 3.5000%  | 0.0000% | $1898.46           | $1787.22           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO8754        | 2042-08-01      | 3.5000%  | 0.0000% | $30061.61          | $28281.59          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP0354        | 2042-08-01      | 3.5000%  | 0.0000% | $11074.01          | $10408.94          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAP0452        | 2027-07-01      | 3.0000%  | 0.0000% | $33075.26          | $32698.65          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP2134        | 2042-08-01      | 3.5000%  | 0.0000% | $67.40             | $63.44             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CWAQ4542        | 2027-11-01      | 2.5000%  | 0.0000% | $12026.06          | $11806.81          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAS1359        | 2028-12-01      | 3.5000%  | 0.0000% | $4567.66           | $4528.64           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5372        | 2045-07-01      | 3.5000%  | 0.0000% | $7.22              | $6.71              | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4786        | 2045-04-01      | 3.0000%  | 0.0000% | $3570.93           | $3195.12           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5127        | 2045-06-01      | 3.5000%  | 0.0000% | $385794.43         | $358351.11         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6185        | 2045-11-01      | 3.5000%  | 0.0000% | $11.14             | $10.35             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7580        | 2046-07-01      | 3.0000%  | 0.0000% | $6279662.43        | $5548104.79        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT6823        | 2051-10-01      | 2.5000%  | 0.0000% | $8067.46           | $6692.80           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1450        | 2052-01-01      | 2.0000%  | 0.0000% | $135583.65         | $107381.05         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU4047        | 2053-07-01      | 5.5000%  | 0.0000% | $40.62             | $40.84             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4255        | 2053-10-01      | 6.0000%  | 0.0000% | $179.25            | $185.63            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4852        | 2054-08-01      | 6.0000%  | 0.0000% | $45.39             | $46.37             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBU4913        | 2054-08-01      | 5.0000%  | 0.0000% | $177665.10         | $175895.34         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4916        | 2054-08-01      | 6.0000%  | 0.0000% | $67193.21          | $68708.64          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIBU5195        | 2039-11-01      | 5.0000%  | 0.0000% | $36075.27          | $36552.58          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBU8931        | 2052-04-01      | 3.5000%  | 0.0000% | $1578.34           | $1424.03           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBV3042        | 2052-02-01      | 2.5000%  | 0.0000% | $39.88             | $33.24             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV4158        | 2052-03-01      | 3.5000%  | 0.0000% | $9493.33           | $8557.66           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBV7937        | 2052-08-01      | 4.0000%  | 0.0000% | $12974.15          | $12104.13          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV8464        | 2052-04-01      | 3.0000%  | 0.0000% | $41.97             | $36.39             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS6697        | 2051-05-01      | 2.5000%  | 0.0000% | $75372.03          | $63807.24          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6871        | 2054-01-01      | 6.5000%  | 0.0000% | $80.44             | $84.04             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS6883        | 2053-05-01      | 4.0000%  | 0.0000% | $73223.18          | $69136.76          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8087        | 2054-06-01      | 5.5000%  | 0.0000% | $27931.57          | $28092.76          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7684        | 2054-04-01      | 5.5000%  | 0.0000% | $1363893.02        | $1368576.02        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS7879        | 2052-07-01      | 2.5000%  | 0.0000% | $46.82             | $38.82             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS7909        | 2054-02-01      | 6.0000%  | 0.0000% | $44.45             | $45.77             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8154        | 2054-06-01      | 6.0000%  | 0.0000% | $46.35             | $47.73             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8278        | 2054-06-01      | 6.0000%  | 0.0000% | $310586.01         | $323044.96         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8661        | 2054-08-01      | 5.5000%  | 0.0000% | $45988.58          | $46646.98          | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFS9778        | 2054-10-01      | 7.0000%  | 0.0000% | $84.25             | $89.27             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS9881        | 2053-05-01      | 4.5000%  | 0.0000% | $46.41             | $44.95             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9098        | 2054-09-01      | 5.0000%  | 0.0000% | $24547.36          | $24149.15          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS9174        | 2052-08-01      | 3.0000%  | 0.0000% | $301422.47         | $263487.14         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9345        | 2054-10-01      | 5.0000%  | 0.0000% | $47.71             | $46.88             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS9324        | 2052-09-01      | 3.5000%  | 0.0000% | $144.02            | $129.84            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0076        | 2055-03-01      | 5.5000%  | 0.0000% | $49.79             | $50.22             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0218        | 2055-04-01      | 6.0000%  | 0.0000% | $151932.31         | $155312.55         | Agency Mortgage-Backed Securities  |
| GNII SF MA2224 M            | 2044-09-20      | 4.0000%  | 0.0000% | $4.51              | $4.29              | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8244        | 2052-09-01      | 4.0000%  | 0.0000% | $42.38             | $39.53             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8288        | 2053-01-01      | 5.0000%  | 0.0000% | $41.97             | $41.43             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8348        | 2053-08-01      | 5.0000%  | 0.0000% | $2738.59           | $2696.07           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8382        | 2053-12-01      | 5.0000%  | 0.0000% | $12506.86          | $12310.47          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8372        | 2053-11-01      | 5.5000%  | 0.0000% | $8042.99           | $8083.29           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8475        | 2054-11-01      | 5.5000%  | 0.0000% | $46.81             | $46.96             | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8508        | 2055-02-01      | 6.5000%  | 0.0000% | $1149.23           | $1192.52           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3838        | 2053-10-01      | 6.0000%  | 0.0000% | $8386.27           | $8652.23           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3839        | 2053-09-01      | 5.5000%  | 0.0000% | $14987.92          | $15132.78          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8192        | 2046-10-01      | 3.5000%  | 0.0000% | $112230.42         | $103682.78         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8303        | 2046-11-01      | 3.0000%  | 0.0000% | $985109.17         | $874502.75         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8422        | 2046-12-01      | 3.0000%  | 0.0000% | $15.72             | $13.97             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8694        | 2047-01-01      | 3.5000%  | 0.0000% | $18.01             | $16.59             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAT3074        | 2043-04-01      | 3.0000%  | 0.0000% | $12933.95          | $11742.88          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT9653        | 2043-07-01      | 4.0000%  | 0.0000% | $974.88            | $939.79            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAU3746        | 2043-08-01      | 3.5000%  | 0.0000% | $6.13              | $5.77              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAX5308        | 2042-01-01      | 3.5000%  | 0.0000% | $5.40              | $5.08              | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIAY4658        | 2031-04-01      | 4.0000%  | 0.0000% | $1.69              | $1.68              | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL735676        | 2035-07-01      | 5.0000%  | 0.0000% | $68120.11          | $69203.07          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW1139        | 2052-09-01      | 4.0000%  | 0.0000% | $36347.64          | $34184.09          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1330        | 2052-11-01      | 5.0000%  | 0.0000% | $846.56            | $840.23            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBW1412        | 2052-12-01      | 6.0000%  | 0.0000% | $75.47             | $78.49             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW2293        | 2052-08-01      | 5.0000%  | 0.0000% | $47.30             | $46.62             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBW6224        | 2052-08-01      | 6.0000%  | 0.0000% | $30.19             | $31.00             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX6179        | 2053-02-01      | 5.0000%  | 0.0000% | $1266.60           | $1249.51           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6108        | 2053-01-01      | 5.5000%  | 0.0000% | $139324.84         | $140326.66         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX7863        | 2053-03-01      | 6.5000%  | 0.0000% | $81902.80          | $86982.26          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX9208        | 2053-04-01      | 5.5000%  | 0.0000% | $8287.70           | $8404.87           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY0909        | 2053-03-01      | 6.0000%  | 0.0000% | $173725.02         | $177659.08         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY1373        | 2053-10-01      | 5.0000%  | 0.0000% | $639375.78         | $630767.08         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY4146        | 2053-06-01      | 6.0000%  | 0.0000% | $118.60            | $123.36            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY4223        | 2053-06-01      | 5.5000%  | 0.0000% | $90950.04          | $91320.80          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY5373        | 2053-07-01      | 6.0000%  | 0.0000% | $1144.45           | $1177.34           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY6785        | 2053-08-01      | 5.5000%  | 0.0000% | $42.61             | $42.85             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CI890790        | 2032-08-01      | 3.0000%  | 0.0000% | $12575.65          | $12230.66          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB7962        | 2043-02-01      | 3.5000%  | 0.0000% | $8.61              | $8.10              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAB9703        | 2043-06-01      | 3.5000%  | 0.0000% | $212894.75         | $198183.18         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB9672        | 2043-06-01      | 3.5000%  | 0.0000% | $6.21              | $5.84              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA1177        | 2042-08-01      | 3.5000%  | 0.0000% | $75043.72          | $69858.90          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CQMA1372        | 2043-02-01      | 3.5000%  | 0.0000% | $7.97              | $7.40              | Agency Mortgage-Backed Securities  |
| GNII SF MA7194 M            | 2051-02-20      | 3.0000%  | 0.0000% | $25.09             | $22.25             | Agency Mortgage-Backed Securities  |
| GNII SF MA7989 M            | 2052-04-20      | 3.5000%  | 0.0000% | $2945.94           | $2674.51           | Agency Mortgage-Backed Securities  |
| GNII SF MA7990 M            | 2052-04-20      | 4.0000%  | 0.0000% | $38.48             | $35.94             | Agency Mortgage-Backed Securities  |
| GNII SF MA8100 M            | 2052-06-20      | 4.0000%  | 0.0000% | $39.95             | $37.33             | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G67710 G        | 2048-03-01      | 3.5000%  | 0.0000% | $352719.52         | $324538.80         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q59742 G        | 2048-11-01      | 4.0000%  | 0.0000% | $32018.00          | $30372.00          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61748 G        | 2048-11-01      | 3.5000%  | 0.0000% | $52.79             | $48.72             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC6820        | 2051-08-01      | 2.5000%  | 0.0000% | $406.38            | $338.79            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 RE813984        | 2035-06-01      | 4.5000%  | 0.0000% | $0.40              | $0.39              | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA1712        | 2053-10-01      | 7.0000%  | 0.0000% | $99171.02          | $105411.34         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA2597        | 2053-09-01      | 5.5000%  | 0.0000% | $48.77             | $49.43             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA5787        | 2054-01-01      | 6.0000%  | 0.0000% | $9641.50           | $9848.93           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA6382        | 2053-10-01      | 6.0000%  | 0.0000% | $22246.72          | $22848.01          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA7801        | 2054-01-01      | 5.5000%  | 0.0000% | $1438.06           | $1442.99           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0483        | 2047-10-01      | 3.5000%  | 0.0000% | $13.07             | $12.01             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0997        | 2048-01-01      | 3.5000%  | 0.0000% | $3112.50           | $2855.96           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA1056        | 2048-01-01      | 4.0000%  | 0.0000% | $21.95             | $20.80             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2632        | 2048-11-01      | 4.0000%  | 0.0000% | $12.36             | $11.64             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CICA2897        | 2034-01-01      | 4.5000%  | 0.0000% | $23644.31          | $23963.63          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2950        | 2049-01-01      | 4.5000%  | 0.0000% | $5323.92           | $5191.70           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA3838        | 2049-07-01      | 4.5000%  | 0.0000% | $2733.23           | $2663.33           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA4114        | 2049-09-01      | 3.5000%  | 0.0000% | $14.05             | $12.89             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA4316        | 2049-10-01      | 3.5000%  | 0.0000% | $3088.66           | $2849.14           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CICA5291        | 2035-02-01      | 3.5000%  | 0.0000% | $20750.08          | $20187.53          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA4804        | 2049-12-01      | 3.5000%  | 0.0000% | $40390.06          | $36995.86          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6141        | 2050-06-01      | 2.0000%  | 0.0000% | $12440.07          | $9997.43           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA6381        | 2050-07-01      | 4.5000%  | 0.0000% | $352950.86         | $341723.49         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8799        | 2051-02-01      | 2.0000%  | 0.0000% | $19872.88          | $15968.24          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9380        | 2051-03-01      | 2.0000%  | 0.0000% | $58235.77          | $46653.90          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0370        | 2051-05-01      | 2.0000%  | 0.0000% | $88717.30          | $70824.01          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0496        | 2051-05-01      | 2.0000%  | 0.0000% | $10319.84          | $8215.29           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0988        | 2051-07-01      | 2.5000%  | 0.0000% | $36.95             | $31.03             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA1627        | 2043-09-01      | 3.5000%  | 0.0000% | $200463.57         | $186612.63         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA2230        | 2035-04-01      | 3.0000%  | 0.0000% | $5.41              | $5.14              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3520        | 2048-11-01      | 3.5000%  | 0.0000% | $1728.03           | $1573.55           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3597        | 2049-02-01      | 3.5000%  | 0.0000% | $8586.15           | $7834.14           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3238        | 2048-01-01      | 3.5000%  | 0.0000% | $864439.46         | $792608.38         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3332        | 2048-04-01      | 3.5000%  | 0.0000% | $7.13              | $6.53              | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4378        | 2051-07-01      | 2.0000%  | 0.0000% | $2813.07           | $2235.14           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4497        | 2036-12-01      | 2.0000%  | 0.0000% | $1454.33           | $1327.39           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3692        | 2049-07-01      | 3.5000%  | 0.0000% | $22898.81          | $20874.31          | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLMA4181        | 2050-11-01      | 1.5000%  | 0.0000% | $143832.62         | $108121.19         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4325        | 2051-05-01      | 2.0000%  | 0.0000% | $85213.06          | $67716.35          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4327        | 2051-05-01      | 3.0000%  | 0.0000% | $1700.63           | $1485.35           | Agency Mortgage-Backed Securities  |
| GNII SF MA7591 M            | 2051-09-20      | 3.5000%  | 0.0000% | $33.18             | $30.19             | Agency Mortgage-Backed Securities  |
| GNII SF MA7828 M            | 2052-01-20      | 3.0000%  | 0.0000% | $36.53             | $32.31             | Agency Mortgage-Backed Securities  |
| GNII SF MA8948 M            | 2053-06-20      | 5.5000%  | 0.0000% | $253.07            | $255.48            | Agency Mortgage-Backed Securities  |
| GNII SF MA8149 M            | 2052-07-20      | 3.5000%  | 0.0000% | $205.64            | $186.66            | Agency Mortgage-Backed Securities  |
| GNII SF MA8268 M            | 2052-09-20      | 4.5000%  | 0.0000% | $84.96             | $82.14             | Agency Mortgage-Backed Securities  |
| GNII SF MA8348 M            | 2052-10-20      | 5.0000%  | 0.0000% | $223417.14         | $221151.20         | Agency Mortgage-Backed Securities  |
| GNII SF MA8427 M            | 2052-11-20      | 4.5000%  | 0.0000% | $26243.69          | $25361.51          | Agency Mortgage-Backed Securities  |
| GNII SF MA8569 M            | 2053-01-20      | 5.0000%  | 0.0000% | $79.90             | $79.03             | Agency Mortgage-Backed Securities  |
| GNII SF MA8571 M            | 2053-01-20      | 6.0000%  | 0.0000% | $30.07             | $30.66             | Agency Mortgage-Backed Securities  |
| GNII SF MA8571 M            | 2053-01-20      | 6.0000%  | 0.0000% | $30.79             | $31.40             | Agency Mortgage-Backed Securities  |
| GNII SF MA8801 M            | 2053-04-20      | 5.5000%  | 0.0000% | $39.17             | $39.55             | Agency Mortgage-Backed Securities  |
| GNII SF MA8801 M            | 2053-04-20      | 5.5000%  | 0.0000% | $7110.60           | $7180.18           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE2559        | 2047-05-01      | 3.0000%  | 0.0000% | $205925.49         | $181050.44         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE7123        | 2052-08-01      | 4.0000%  | 0.0000% | $586355.13         | $547401.93         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE7444        | 2052-08-01      | 4.5000%  | 0.0000% | $5809.25           | $5574.96           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG2351        | 2053-05-01      | 5.0000%  | 0.0000% | $176391.42         | $174057.19         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG2360        | 2053-05-01      | 6.0000%  | 0.0000% | $13488.27          | $13804.39          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG5775        | 2053-06-01      | 6.5000%  | 0.0000% | $4008.97           | $4172.24           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH2611        | 2053-10-01      | 6.0000%  | 0.0000% | $45509.08          | $46720.59          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH5263        | 2053-11-01      | 6.5000%  | 0.0000% | $398.19            | $416.42            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH5503        | 2053-11-01      | 6.5000%  | 0.0000% | $144087.57         | $152847.82         | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQH7578        | 2053-12-01      | 7.5000%  | 0.0000% | $34.28             | $37.02             | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH9923        | 2054-01-01      | 6.5000%  | 0.0000% | $51057.61          | $53107.78          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQJ3011        | 2054-08-01      | 5.0000%  | 0.0000% | $152625.68         | $151459.59         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB0508        | 2054-07-01      | 6.5000%  | 0.0000% | $19875.69          | $20799.64          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB1908        | 2054-08-01      | 6.0000%  | 0.0000% | $100918.54         | $103903.74         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB1928        | 2054-08-01      | 7.0000%  | 0.0000% | $50840.11          | $53945.36          | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB6488        | 2054-06-01      | 7.0000%  | 0.0000% | $59461.10          | $63322.02          | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB9800        | 2054-08-01      | 7.0000%  | 0.0000% | $70344.90          | $75793.11          | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB9369        | 2054-08-01      | 7.0000%  | 0.0000% | $18780.26          | $19970.41          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB9724        | 2054-08-01      | 5.5000%  | 0.0000% | $149325.19         | $151184.23         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC1417        | 2054-08-01      | 6.5000%  | 0.0000% | $52117.26          | $54566.93          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC2047        | 2054-09-01      | 6.0000%  | 0.0000% | $99962.36          | $103318.23         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC2392        | 2054-09-01      | 6.0000%  | 0.0000% | $47.64             | $49.13             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC2834        | 2054-07-01      | 6.5000%  | 0.0000% | $24902.07          | $26009.69          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3199        | 2054-10-01      | 5.5000%  | 0.0000% | $101337.37         | $102176.10         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC4434        | 2054-11-01      | 4.5000%  | 0.0000% | $61958.39          | $59366.91          | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDC4022        | 2054-10-01      | 7.5000%  | 0.0000% | $43.53             | $47.06             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLDC6428        | 2054-11-01      | 4.0000%  | 0.0000% | $57196.42          | $53436.69          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC7878        | 2054-11-01      | 5.0000%  | 0.0000% | $93952.37          | $92711.24          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1331        | 2051-08-01      | 2.5000%  | 0.0000% | $36.65             | $30.69             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2664        | 2052-01-01      | 3.0000%  | 0.0000% | $1885.29           | $1650.24           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1869        | 2051-10-01      | 2.5000%  | 0.0000% | $70.14             | $58.17             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1876        | 2051-10-01      | 3.0000%  | 0.0000% | $42.54             | $36.86             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3596        | 2052-05-01      | 3.5000%  | 0.0000% | $378.34            | $346.33            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2899        | 2052-02-01      | 3.0000%  | 0.0000% | $70.19             | $61.24             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3255        | 2052-04-01      | 3.5000%  | 0.0000% | $230.86            | $209.94            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4563        | 2052-09-01      | 5.0000%  | 0.0000% | $2460.36           | $2430.53           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4613        | 2052-09-01      | 4.5000%  | 0.0000% | $1968.37           | $1888.33           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CICB4752        | 2037-09-01      | 4.5000%  | 0.0000% | $1456.31           | $1452.06           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5108        | 2052-11-01      | 5.5000%  | 0.0000% | $4064.57           | $4103.83           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5525        | 2053-01-01      | 6.0000%  | 0.0000% | $1379.99           | $1415.05           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5326        | 2054-04-01      | 4.5000%  | 0.0000% | $47.02             | $45.06             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4512        | 2052-01-01      | 2.5000%  | 0.0000% | $2326.84           | $1935.49           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4547        | 2052-02-01      | 2.0000%  | 0.0000% | $480232.74         | $380736.74         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA4604        | 2037-05-01      | 3.0000%  | 0.0000% | $15590.30          | $14855.79          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4628        | 2037-06-01      | 2.5000%  | 0.0000% | $427.67            | $398.98            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4786        | 2052-10-01      | 5.5000%  | 0.0000% | $3351.01           | $3370.45           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4840        | 2052-12-01      | 4.5000%  | 0.0000% | $128.11            | $122.95            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5073        | 2053-07-01      | 6.0000%  | 0.0000% | $178865.17         | $182833.00         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5236        | 2053-12-01      | 4.0000%  | 0.0000% | $45.57             | $42.44             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5245        | 2054-01-01      | 5.0000%  | 0.0000% | $46.34             | $45.64             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CNMA5256        | 2033-11-01      | 4.0000%  | 0.0000% | $4765.19           | $4737.47           | Agency Mortgage-Backed Securities  |
| GNII SF MA9360 M            | 2053-09-20      | 4.5000%  | 0.0000% | $47.53             | $45.66             | Agency Mortgage-Backed Securities  |
| GNII SF MA9488 M            | 2054-01-20      | 5.5000%  | 0.0000% | $80057.07          | $80659.14          | Agency Mortgage-Backed Securities  |
| GNII SF MA9489 M            | 2054-02-20      | 6.0000%  | 0.0000% | $34.00             | $34.78             | Agency Mortgage-Backed Securities  |
| GNCL CL CN7591              | 2065-02-15      | 4.4700%  | 0.0000% | $50.00             | $47.80             | Agency Mortgage-Backed Securities  |
| GNII SF BS8546 C            | 2050-12-20      | 2.5000%  | 0.0000% | $31.33             | $26.39             | Agency Mortgage-Backed Securities  |
| GNPL PN BW0715              | 2062-10-15      | 2.9000%  | 0.0000% | $48.83             | $42.86             | Agency Mortgage-Backed Securities  |
| GNII SF CV9045 C            | 2053-09-20      | 6.5000%  | 0.0000% | $48.78             | $53.24             | Agency Mortgage-Backed Securities  |
| GNII SF CX3231 C            | 2053-10-20      | 6.0000%  | 0.0000% | $80.67             | $83.24             | Agency Mortgage-Backed Securities  |
| GNPL PN DA4291              | 2059-10-15      | 4.6700%  | 0.0000% | $198.60            | $194.17            | Agency Mortgage-Backed Securities  |
| GNPL PN DD2263              | 2060-04-15      | 5.7900%  | 0.0000% | $49.93             | $52.46             | Agency Mortgage-Backed Securities  |
| 4 1/8 NOTE BJ 26            | 2026-10-31      | 4.1250%  | 0.0000% | $50.00             | $50.47             | U.S. Treasuries (including strips) |
| T 4 1/4 11/30/26            | 2026-11-30      | 4.2500%  | 0.0000% | $15.00             | $15.13             | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29            | 2029-11-30      | 4.1250%  | 0.0000% | $5.00              | $5.08              | U.S. Treasuries (including strips) |
| T 4.375 12/31/29            | 2029-12-31      | 4.3750%  | 0.0000% | $3910.00           | $4000.71           | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30             | 2030-01-31      | 4.2500%  | 0.0000% | $5.00              | $5.18              | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32             | 2032-01-31      | 4.3750%  | 0.0000% | $60.00             | $62.35             | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27            | 2027-02-28      | 4.1250%  | 0.0000% | $40.00             | $40.74             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27            | 2027-03-31      | 3.8750%  | 0.0000% | $183550.00         | $185547.86         | U.S. Treasuries (including strips) |
| 4 NOTE K 32                 | 2032-04-30      | 4.0000%  | 0.0000% | $5.00              | $5.03              | U.S. Treasuries (including strips) |
| 4 NOTE Z 30                 | 2030-05-31      | 4.0000%  | 0.0000% | $4925.00           | $4980.01           | U.S. Treasuries (including strips) |
| T 4 5/8 06/15/27            | 2027-06-15      | 4.6250%  | 0.0000% | $10.00             | $10.18             | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31             | 2031-06-30      | 4.2500%  | 0.0000% | $1016805.00        | $1033165.39        | U.S. Treasuries (including strips) |
| 1 7/8 TRIN D 34             | 2034-07-15      | 1.8750%  | 0.0000% | $1005988.27        | $1012656.02        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34             | 2034-08-15      | 3.8750%  | 0.0000% | $76200.00          | $75217.86          | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27            | 2027-08-15      | 3.7500%  | 0.0000% | $5.00              | $5.07              | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BG 26            | 2026-08-31      | 3.7500%  | 0.0000% | $1760.00           | $1777.41           | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31             | 2031-08-31      | 3.7500%  | 0.0000% | $5.00              | $5.00              | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27            | 2027-09-15      | 3.3750%  | 0.0000% | $123925.00         | $124206.70         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29            | 2029-09-30      | 3.5000%  | 0.0000% | $30.00             | $29.92             | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AN 26            | 2026-05-15      | 3.6250%  | 0.0000% | $10.00             | $10.01             | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26            | 2026-11-15      | 4.6250%  | 0.0000% | $24980.00          | $25361.58          | U.S. Treasuries (including strips) |
| 4 NOTE G 31                 | 2031-01-31      | 4.0000%  | 0.0000% | $32760.00          | $33466.78          | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34             | 2034-05-15      | 4.3750%  | 0.0000% | $5.00              | $5.09              | U.S. Treasuries (including strips) |
| 0 1/4 NOTE AC 25            | 2025-08-31      | 0.2500%  | 0.0000% | $84590.00          | $84048.95          | U.S. Treasuries (including strips) |
| 0 3/8 NOTE AG 25            | 2025-11-30      | 0.3750%  | 0.0000% | $10.00             | $9.84              | U.S. Treasuries (including strips) |
| 0 3/8 NOTE U 26             | 2026-01-31      | 0.3750%  | 0.0000% | $5105.00           | $4999.42           | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28             | 2028-01-31      | 0.7500%  | 0.0000% | $5.00              | $4.65              | U.S. Treasuries (including strips) |
| T 1 07/31/28                | 2028-07-31      | 1.0000%  | 0.0000% | $5.00              | $4.63              | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31             | 2031-08-15      | 1.2500%  | 0.0000% | $785440.00         | $673767.40         | U.S. Treasuries (including strips) |
| 1 1/2 NOTE S 28             | 2028-11-30      | 1.5000%  | 0.0000% | $50.00             | $46.48             | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-12-26      | 0.0000%  | 0.0000% | $89680.00          | $87850.71          | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-07-22      | 0.0000%  | 0.0000% | $635.00            | $633.40            | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-08-12      | 0.0000%  | 0.0000% | $5.00              | $4.97              | U.S. Treasuries (including strips) |
| 2 7/8 TPRN 45               | 2045-08-15      | 0.0000%  | 0.0000% | $10.00             | $3.68              | U.S. Treasuries (including strips) |
| 2 1/4 TPRN 46               | 2046-08-15      | 0.0000%  | 0.0000% | $74370.00          | $25964.35          | U.S. Treasuries (including strips) |
| 2 3/4 TPRN 47               | 2047-11-15      | 0.0000%  | 0.0000% | $16855.00          | $5504.57           | U.S. Treasuries (including strips) |
| 2 7/8 TPRN 49               | 2049-05-15      | 0.0000%  | 0.0000% | $16960.00          | $5133.54           | U.S. Treasuries (including strips) |
| 1 3/8 TPRN 50               | 2050-08-15      | 0.0000%  | 0.0000% | $120670.00         | $34621.31          | U.S. Treasuries (including strips) |
| 3 7/8 TRIB 29               | 2029-04-15      | 3.8750%  | 0.0000% | $4457.08           | $4895.92           | U.S. Treasuries (including strips) |
| 2 1/2 TRIB 29               | 2029-01-15      | 2.5000%  | 0.0000% | $14.94             | $15.69             | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40               | 2040-02-15      | 4.6250%  | 0.0000% | $10.00             | $10.16             | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42               | 2042-11-15      | 2.7500%  | 0.0000% | $5.00              | $3.79              | U.S. Treasuries (including strips) |
| 0 7/8 TRIB 47               | 2047-02-15      | 0.8750%  | 0.0000% | $345.38            | $249.13            | U.S. Treasuries (including strips) |
| 1 TRIB 48                   | 2048-02-15      | 1.0000%  | 0.0000% | $6.50              | $4.76              | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48               | 2048-05-15      | 3.1250%  | 0.0000% | $5.00              | $3.78              | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48               | 2048-11-15      | 3.3750%  | 0.0000% | $148885.00         | $117270.28         | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50               | 2050-08-15      | 1.3750%  | 0.0000% | $572355.00         | $281723.30         | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40               | 2040-08-15      | 1.1250%  | 0.0000% | $5.00              | $3.07              | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51               | 2051-02-15      | 1.8750%  | 0.0000% | $175.00            | $98.41             | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 32             | 2032-01-15      | 0.1250%  | 0.0000% | $625817.98         | $566179.53         | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32             | 2032-02-15      | 1.8750%  | 0.0000% | $22400.00          | $19774.86          | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32             | 2032-05-15      | 2.8750%  | 0.0000% | $1801680.00        | $1682592.10        | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27            | 2027-06-30      | 3.2500%  | 0.0000% | $245.00            | $242.68            | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27            | 2027-07-31      | 2.7500%  | 0.0000% | $5.00              | $4.96              | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27            | 2027-09-30      | 4.1250%  | 0.0000% | $6485.00           | $6606.18           | U.S. Treasuries (including strips) |
| 1 1/4 TRIN X 28             | 2028-04-15      | 1.2500%  | 0.0000% | $126452.58         | $126425.34         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28             | 2028-04-30      | 3.5000%  | 0.0000% | $560.00            | $559.70            | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 51               | 2051-02-15      | 0.1250%  | 0.0000% | $117.01            | $63.06             | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42               | 2042-02-15      | 2.3750%  | 0.0000% | $1255.00           | $915.89            | U.S. Treasuries (including strips) |
| 2 7/8 BOND 52               | 2052-05-15      | 2.8750%  | 0.0000% | $55.00             | $38.51             | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42               | 2042-08-15      | 3.3750%  | 0.0000% | $5.00              | $4.23              | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53               | 2053-02-15      | 1.5000%  | 0.0000% | $43.15             | $34.12             | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43               | 2043-05-15      | 3.8750%  | 0.0000% | $305.00            | $271.84            | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53               | 2053-08-15      | 4.1250%  | 0.0000% | $55.00             | $49.50             | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 54               | 2054-02-15      | 2.1250%  | 0.0000% | $5.22              | $4.78              | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44               | 2044-02-15      | 4.5000%  | 0.0000% | $223440.00         | $218050.35         | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54               | 2054-08-15      | 4.2500%  | 0.0000% | $15.00             | $13.81             | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44               | 2044-08-15      | 4.1250%  | 0.0000% | $20.00             | $18.50             | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54               | 2054-11-15      | 4.5000%  | 0.0000% | $10.00             | $9.50              | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55               | 2055-05-15      | 4.7500%  | 0.0000% | $10.00             | $9.91              | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27             | 2027-11-15      | 2.2500%  | 0.0000% | $5.00              | $4.85              | U.S. Treasuries (including strips) |
| 0 7/8 TRIN A 29             | 2029-01-15      | 0.8750%  | 0.0000% | $3828970.70        | $3780926.42        | U.S. Treasuries (including strips) |
| 0 1/4 TRIN D 29             | 2029-07-15      | 0.2500%  | 0.0000% | $10705.74          | $10277.44          | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 26             | 2026-07-15      | 0.1250%  | 0.0000% | $285344.21         | $282878.32         | U.S. Treasuries (including strips) |
| 0 3/4 TRIN D 28             | 2028-07-15      | 0.7500%  | 0.0000% | $580102.82         | $574472.47         | U.S. Treasuries (including strips) |

### Security 351: Citibank NA

- **C.1 - Title:** Citibank NA 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: 981ZCK009, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395, C.5 - Other ID: 981ZCK009_4.40_0701
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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 LBAK0714 | 2042-02-01      | 6.7070%  | 0.0000% | $10750.14          | $11137.44          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAK8184 | 2042-04-01      | 6.6250%  | 0.0000% | $3049.55           | $3133.09           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL1280 | 2042-01-01      | 6.8190%  | 0.0000% | $20586.51          | $21282.25          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL1437 | 2042-01-01      | 6.6960%  | 0.0000% | $5679.40           | $5878.73           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL1497 | 2036-10-01      | 6.5500%  | 0.0000% | $6480.33           | $6692.02           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL1666 | 2035-07-01      | 6.9870%  | 0.0000% | $13526.99          | $13924.43          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL2478 | 2040-01-01      | 6.6590%  | 0.0000% | $26739.46          | $27485.55          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL3544 | 2043-05-01      | 6.4210%  | 0.0000% | $2612.05           | $2676.92           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAL2908 | 2027-08-01      | 3.0000%  | 0.0000% | $889.63            | $880.72            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL2983 | 2043-01-01      | 6.5670%  | 0.0000% | $4729.41           | $4886.89           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL4089 | 2042-10-01      | 6.8400%  | 0.0000% | $6955.24           | $7239.22           | Agency Mortgage-Backed Securities  |
| FMAR 2B0811 G        | 2042-09-01      | 7.3520%  | 0.0000% | $10256.04          | $10707.54          | Agency Mortgage-Backed Securities  |
| FMAR 1J0780 G        | 2037-12-01      | 6.8010%  | 0.0000% | $1782.35           | $1849.69           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LA255720 | 2035-03-01      | 6.6250%  | 0.0000% | $131.03            | $133.77            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LA255883 | 2035-08-01      | 7.5220%  | 0.0000% | $10010.20          | $10332.88          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX AS303469 | 2028-11-01      | 4.4480%  | 0.0000% | $6671.13           | $6617.42           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX W2313449 | 2027-04-01      | 6.4790%  | 0.0000% | $6107.40           | $6150.33           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS313783 | 2036-05-01      | 4.4070%  | 0.0000% | $15477.29          | $15348.54          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS323919 | 2029-08-01      | 7.2500%  | 0.0000% | $3700.57           | $3741.05           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WN347547 | 2026-08-01      | 7.2500%  | 0.0000% | $21.22             | $21.32             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD361373 | 2026-07-01      | 7.2650%  | 0.0000% | $203.25            | $204.05            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD399907 | 2027-08-01      | 6.4640%  | 0.0000% | $757.35            | $761.59            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS434001 | 2027-12-01      | 7.4250%  | 0.0000% | $10917.28          | $11048.63          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX GA520790 | 2028-04-01      | 6.0860%  | 0.0000% | $700.79            | $707.01            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD533019 | 2030-03-01      | 6.4020%  | 0.0000% | $3253.65           | $3286.07           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS534988 | 2028-10-01      | 6.4110%  | 0.0000% | $5530.14           | $5564.72           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS544860 | 2034-09-01      | 5.6130%  | 0.0000% | $4811.54           | $4795.14           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS544861 | 2036-12-01      | 4.8870%  | 0.0000% | $3608.19           | $3592.28           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS545176 | 2031-08-01      | 7.3090%  | 0.0000% | $1025.06           | $1048.60           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS545255 | 2040-12-01      | 6.9200%  | 0.0000% | $152.93            | $154.50            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS555378 | 2033-04-01      | 6.4510%  | 0.0000% | $12848.40          | $13159.45          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS555258 | 2033-01-01      | 6.2770%  | 0.0000% | $3914.02           | $3931.62           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS555566 | 2033-04-01      | 6.4800%  | 0.0000% | $857.13            | $874.82            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD555610 | 2032-11-01      | 7.3630%  | 0.0000% | $529.16            | $543.05            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS555715 | 2033-07-01      | 6.2240%  | 0.0000% | $163.36            | $167.10            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS555847 | 2033-09-01      | 5.1050%  | 0.0000% | $109.80            | $110.82            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS555958 | 2036-10-01      | 4.6440%  | 0.0000% | $3029.42           | $3001.88           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD556438 | 2028-03-01      | 6.4750%  | 0.0000% | $3096.26           | $3118.22           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS559813 | 2040-09-01      | 5.8970%  | 0.0000% | $6871.00           | $6917.83           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX W2573657 | 2030-08-01      | 6.6500%  | 0.0000% | $3091.00           | $3115.10           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB597590 | 2031-09-01      | 6.9950%  | 0.0000% | $3520.43           | $3586.15           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD629133 | 2032-05-01      | 6.3750%  | 0.0000% | $572.97            | $587.30            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB629640 | 2026-12-01      | 5.1050%  | 0.0000% | $14307.45          | $14347.01          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAH8844 | 2041-05-01      | 6.7290%  | 0.0000% | $18662.24          | $19323.86          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAI4027 | 2041-08-01      | 7.5360%  | 0.0000% | $8996.12           | $9354.29           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAJ1463 | 2041-11-01      | 6.8670%  | 0.0000% | $9267.77           | $9573.53           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAJ2126 | 2043-07-01      | 7.1290%  | 0.0000% | $22892.15          | $23588.88          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAJ3210 | 2041-07-01      | 7.3750%  | 0.0000% | $37475.98          | $38682.78          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL4611 | 2043-11-01      | 6.8770%  | 0.0000% | $20248.22          | $20876.46          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL4664 | 2043-10-01      | 6.8800%  | 0.0000% | $29556.02          | $30668.22          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM3344 | 2047-12-01      | 6.8840%  | 0.0000% | $6534.56           | $6770.28           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM4372 | 2048-03-01      | 4.0540%  | 0.0000% | $20944.12          | $20937.97          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM4564 | 2046-08-01      | 6.6630%  | 0.0000% | $9106.64           | $9414.37           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM4576 | 2047-11-01      | 7.0290%  | 0.0000% | $16836.49          | $17468.09          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM6249 | 2044-04-01      | 6.9580%  | 0.0000% | $43191.25          | $44874.37          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM6054 | 2045-06-01      | 6.8280%  | 0.0000% | $45734.65          | $47397.05          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM6056 | 2048-09-01      | 6.8360%  | 0.0000% | $37698.38          | $39038.23          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM6120 | 2049-09-01      | 2.9940%  | 0.0000% | $9879.50           | $9984.79           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM6557 | 2050-01-01      | 6.4860%  | 0.0000% | $10633.70          | $11011.38          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM6760 | 2046-08-01      | 6.6560%  | 0.0000% | $39528.08          | $41120.53          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBN3064 | 2049-02-01      | 3.9690%  | 0.0000% | $3124.73           | $3213.80           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBO1843 | 2049-08-01      | 3.0210%  | 0.0000% | $38013.69          | $38320.94          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBO4956 | 2049-11-01      | 2.8470%  | 0.0000% | $18775.53          | $18743.58          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBO5007 | 2049-12-01      | 2.8080%  | 0.0000% | $15653.19          | $15605.12          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBO6254 | 2049-12-01      | 2.7450%  | 0.0000% | $41013.57          | $40571.41          | Agency Mortgage-Backed Securities  |
| FKAR 03.000 WAWA4840 | 2042-03-01      | 3.0000%  | 0.0000% | $56745.05          | $44118.01          | Agency Mortgage-Backed Securities  |
| FKAR 03.900 WAWA4841 | 2039-01-01      | 3.9000%  | 0.0000% | $51426.04          | $46615.73          | Agency Mortgage-Backed Securities  |
| FMAR 8D0268 G        | 2052-08-01      | 3.9510%  | 0.0000% | $148018.10         | $143407.15         | Agency Mortgage-Backed Securities  |
| GNII SF MA0851 M     | 2043-03-20      | 3.0000%  | 0.0000% | $3087.70           | $2809.24           | Agency Mortgage-Backed Securities  |
| GNII SF DJ2692 C     | 2055-05-20      | 6.5000%  | 0.0000% | $597536.95         | $628070.56         | Agency Mortgage-Backed Securities  |
| GNII SF DJ4256 C     | 2055-04-20      | 6.5000%  | 0.0000% | $235215.39         | $246080.48         | Agency Mortgage-Backed Securities  |
| GNII SF DK0063 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1153881.15        | $1186894.07        | Agency Mortgage-Backed Securities  |
| GNII SF MB0024 M     | 2054-11-20      | 4.5000%  | 0.0000% | $10732.81          | $10292.29          | Agency Mortgage-Backed Securities  |
| GNII SF MB0025 M     | 2054-11-20      | 5.0000%  | 0.0000% | $2155011.31        | $2122853.75        | Agency Mortgage-Backed Securities  |
| GNII SF MB0091 M     | 2054-12-20      | 5.0000%  | 0.0000% | $7623829.28        | $7510064.81        | Agency Mortgage-Backed Securities  |
| GNII SF MB0307 M     | 2052-07-20      | 5.0000%  | 0.0000% | $996.50            | $981.47            | Agency Mortgage-Backed Securities  |
| FMAR 841019 G        | 2046-11-01      | 6.8150%  | 0.0000% | $562808.01         | $586309.10         | Agency Mortgage-Backed Securities  |
| FMAR 841073 G        | 2045-09-01      | 6.7530%  | 0.0000% | $96826.35          | $100365.15         | Agency Mortgage-Backed Securities  |
| FMAR 841076 G        | 2048-11-01      | 3.0080%  | 0.0000% | $179562.75         | $176361.35         | Agency Mortgage-Backed Securities  |
| FMAR 841077 G        | 2047-11-01      | 3.5150%  | 0.0000% | $40700.46          | $41459.83          | Agency Mortgage-Backed Securities  |
| FMAR 841081 G        | 2050-02-01      | 3.1020%  | 0.0000% | $1441957.06        | $1445312.25        | Agency Mortgage-Backed Securities  |
| FMAR 841084 G        | 2047-08-01      | 6.7410%  | 0.0000% | $31341.95          | $32443.32          | Agency Mortgage-Backed Securities  |
| FMAR 841249 G        | 2049-03-01      | 6.8490%  | 0.0000% | $184067.64         | $190249.22         | Agency Mortgage-Backed Securities  |
| FMAR 841383 G        | 2048-04-01      | 6.9360%  | 0.0000% | $396932.96         | $411249.28         | Agency Mortgage-Backed Securities  |
| FMAR 841384 G        | 2047-09-01      | 6.7940%  | 0.0000% | $73429.09          | $75993.45          | Agency Mortgage-Backed Securities  |
| FMAR 1B1225 G        | 2033-09-01      | 7.2500%  | 0.0000% | $305.65            | $312.55            | Agency Mortgage-Backed Securities  |
| FMAR 1B2566 G        | 2034-11-01      | 7.4000%  | 0.0000% | $223.95            | $230.24            | Agency Mortgage-Backed Securities  |
| FMAR 1B2632 G        | 2034-11-01      | 6.5250%  | 0.0000% | $202.40            | $206.33            | Agency Mortgage-Backed Securities  |
| FMAR 1B2642 G        | 2034-11-01      | 7.0170%  | 0.0000% | $674.73            | $694.65            | Agency Mortgage-Backed Securities  |
| FMAR 1B2810 G        | 2035-02-01      | 6.8410%  | 0.0000% | $887.29            | $920.67            | Agency Mortgage-Backed Securities  |
| FMAR 1B4060 G        | 2038-05-01      | 6.7670%  | 0.0000% | $102919.45         | $106050.38         | Agency Mortgage-Backed Securities  |
| FMAR 1B4843 G        | 2040-07-01      | 7.6300%  | 0.0000% | $27307.89          | $28323.05          | Agency Mortgage-Backed Securities  |
| FMAR 848005 G        | 2038-07-01      | 7.2760%  | 0.0000% | $202454.04         | $206769.60         | Agency Mortgage-Backed Securities  |
| FMAR 847340 G        | 2034-11-01      | 7.6470%  | 0.0000% | $298.86            | $306.15            | Agency Mortgage-Backed Securities  |
| FMAR 847415 G        | 2035-06-01      | 6.8260%  | 0.0000% | $1368.05           | $1418.47           | Agency Mortgage-Backed Securities  |
| FMAR 847581 G        | 2036-07-01      | 7.6900%  | 0.0000% | $1098.98           | $1128.34           | Agency Mortgage-Backed Securities  |
| FMAR 847640 G        | 2036-05-01      | 6.6860%  | 0.0000% | $8348.00           | $8560.25           | Agency Mortgage-Backed Securities  |
| FMAR 847797 G        | 2037-07-01      | 6.6400%  | 0.0000% | $137795.05         | $139152.18         | Agency Mortgage-Backed Securities  |
| FMAR 847864 G        | 2038-01-01      | 6.0800%  | 0.0000% | $117774.63         | $119414.97         | Agency Mortgage-Backed Securities  |
| FMAR 1G0218 G        | 2035-04-01      | 6.7610%  | 0.0000% | $120245.23         | $123935.72         | Agency Mortgage-Backed Securities  |
| FMAR 1G0438 G        | 2035-11-01      | 6.4370%  | 0.0000% | $249370.51         | $256838.25         | Agency Mortgage-Backed Securities  |
| FMAR 1A0051 G        | 2035-12-01      | 6.2050%  | 0.0000% | $30118.41          | $30414.81          | Agency Mortgage-Backed Securities  |
| FMAR 1A1085 G        | 2036-08-01      | 6.5300%  | 0.0000% | $2106.20           | $2162.74           | Agency Mortgage-Backed Securities  |
| FMAR 1A1077 G        | 2036-03-01      | 6.1330%  | 0.0000% | $51607.61          | $52068.90          | Agency Mortgage-Backed Securities  |
| FMAR 1J1680 G        | 2037-06-01      | 6.8910%  | 0.0000% | $880.14            | $910.20            | Agency Mortgage-Backed Securities  |
| FMAR 1J1378 G        | 2036-11-01      | 6.2650%  | 0.0000% | $1966.22           | $2018.73           | Agency Mortgage-Backed Securities  |
| FMAR 1J1418 G        | 2036-12-01      | 6.3150%  | 0.0000% | $941.34            | $960.78            | Agency Mortgage-Backed Securities  |
| FMAR 1J1516 G        | 2037-02-01      | 6.5960%  | 0.0000% | $1432.78           | $1487.20           | Agency Mortgage-Backed Securities  |
| FMAR 1J1621 G        | 2037-05-01      | 7.1800%  | 0.0000% | $4256.38           | $4434.27           | Agency Mortgage-Backed Securities  |
| FMAR 1L0183 G        | 2035-08-01      | 6.9840%  | 0.0000% | $676.68            | $698.04            | Agency Mortgage-Backed Securities  |
| FMAR 1M1044 G        | 2036-09-01      | 6.5000%  | 0.0000% | $519880.24         | $536077.69         | Agency Mortgage-Backed Securities  |
| FMAR 1M1049 G        | 2036-10-01      | 6.3440%  | 0.0000% | $194425.59         | $197574.40         | Agency Mortgage-Backed Securities  |
| FMAR 1M1083 G        | 2037-10-01      | 6.6780%  | 0.0000% | $76118.00          | $77290.03          | Agency Mortgage-Backed Securities  |
| FMAR 1M1099 G        | 2035-09-01      | 6.3330%  | 0.0000% | $254926.77         | $260072.61         | Agency Mortgage-Backed Securities  |
| FMAR 1N0002 G        | 2035-04-01      | 6.2880%  | 0.0000% | $284392.09         | $293055.05         | Agency Mortgage-Backed Securities  |
| FMAR 1N0057 G        | 2035-11-01      | 6.5600%  | 0.0000% | $190555.55         | $193436.65         | Agency Mortgage-Backed Securities  |
| FMAR 1N0064 G        | 2035-10-01      | 6.1450%  | 0.0000% | $29058.93          | $29491.36          | Agency Mortgage-Backed Securities  |
| FMAR 1N0117 G        | 2035-12-01      | 6.3320%  | 0.0000% | $342838.22         | $348172.37         | Agency Mortgage-Backed Securities  |
| FMAR 1N0172 G        | 2036-07-01      | 6.3850%  | 0.0000% | $121250.87         | $123815.26         | Agency Mortgage-Backed Securities  |
| FMAR 1N0333 G        | 2036-12-01      | 6.3650%  | 0.0000% | $54101.22          | $56170.40          | Agency Mortgage-Backed Securities  |
| FMAR 1N1726 G        | 2037-08-01      | 6.3950%  | 0.0000% | $59332.37          | $59793.59          | Agency Mortgage-Backed Securities  |
| FMAR 1N1790 G        | 2037-08-01      | 5.9290%  | 0.0000% | $125842.74         | $126307.37         | Agency Mortgage-Backed Securities  |
| FMAR 1N1458 G        | 2037-03-01      | 6.1950%  | 0.0000% | $145720.54         | $149835.17         | Agency Mortgage-Backed Securities  |
| FMAR 1N1481 G        | 2037-06-01      | 6.5020%  | 0.0000% | $182086.30         | $187201.60         | Agency Mortgage-Backed Securities  |
| FMAR 1N1568 G        | 2037-03-01      | 6.2180%  | 0.0000% | $353600.66         | $360424.07         | Agency Mortgage-Backed Securities  |
| FMAR 1G1744 G        | 2035-08-01      | 6.5000%  | 0.0000% | $14156.77          | $14473.77          | Agency Mortgage-Backed Securities  |
| FMAR 1G1555 G        | 2037-02-01      | 7.2270%  | 0.0000% | $2493.32           | $2584.01           | Agency Mortgage-Backed Securities  |
| FMAR 1G1642 G        | 2037-04-01      | 6.3200%  | 0.0000% | $2289.84           | $2325.25           | Agency Mortgage-Backed Securities  |
| FMAR 1G5120 G        | 2037-09-01      | 6.6050%  | 0.0000% | $2312.19           | $2375.56           | Agency Mortgage-Backed Securities  |
| FMAR 1G5114 G        | 2036-10-01      | 7.3550%  | 0.0000% | $81636.00          | $83297.36          | Agency Mortgage-Backed Securities  |
| FMAR 1G5143 G        | 2036-06-01      | 6.4860%  | 0.0000% | $143396.97         | $145805.30         | Agency Mortgage-Backed Securities  |
| FMAR 1H2520 G        | 2035-06-01      | 6.7640%  | 0.0000% | $21055.58          | $21858.51          | Agency Mortgage-Backed Securities  |
| FMAR 1H2623 G        | 2036-07-01      | 7.3750%  | 0.0000% | $358881.00         | $373408.85         | Agency Mortgage-Backed Securities  |
| FMAR 1B7215 G        | 2036-12-01      | 6.5050%  | 0.0000% | $2178.97           | $2244.00           | Agency Mortgage-Backed Securities  |
| FMAR 1B7341 G        | 2037-05-01      | 7.1800%  | 0.0000% | $14608.33          | $15147.39          | Agency Mortgage-Backed Securities  |
| FMAR 1B7536 G        | 2037-11-01      | 6.7500%  | 0.0000% | $190919.02         | $196421.40         | Agency Mortgage-Backed Securities  |
| FMAR 1G2602 G        | 2036-10-01      | 6.8940%  | 0.0000% | $2429.33           | $2486.57           | Agency Mortgage-Backed Securities  |
| FMAR 1G2975 G        | 2038-11-01      | 6.3700%  | 0.0000% | $180281.62         | $184780.26         | Agency Mortgage-Backed Securities  |
| FMAR 1Q0895 G        | 2039-09-01      | 7.6040%  | 0.0000% | $129705.37         | $133873.51         | Agency Mortgage-Backed Securities  |
| FMAR 1Q0074 G        | 2036-05-01      | 6.4390%  | 0.0000% | $94758.37          | $96269.00          | Agency Mortgage-Backed Securities  |
| FMAR 1Q0105 G        | 2036-09-01      | 7.5790%  | 0.0000% | $2476.61           | $2550.40           | Agency Mortgage-Backed Securities  |
| FMAR 1Q0219 G        | 2037-02-01      | 6.6320%  | 0.0000% | $39008.84          | $40509.61          | Agency Mortgage-Backed Securities  |
| FMAR 1Q0223 G        | 2036-11-01      | 7.0350%  | 0.0000% | $11864.64          | $12174.77          | Agency Mortgage-Backed Securities  |
| FMAR 1Q0287 G        | 2037-07-01      | 6.3250%  | 0.0000% | $3803.25           | $3863.12           | Agency Mortgage-Backed Securities  |
| FMAR 1Q0550 G        | 2035-12-01      | 6.4740%  | 0.0000% | $329760.40         | $342470.74         | Agency Mortgage-Backed Securities  |
| FMAR 1Q0611 G        | 2037-08-01      | 6.0750%  | 0.0000% | $179172.59         | $181313.30         | Agency Mortgage-Backed Securities  |
| FMAR 1Q1673 G        | 2037-09-01      | 6.1580%  | 0.0000% | $249310.43         | $252106.10         | Agency Mortgage-Backed Securities  |
| FMAR 1Q1674 G        | 2036-07-01      | 6.2800%  | 0.0000% | $106900.88         | $108651.48         | Agency Mortgage-Backed Securities  |
| FMAR 1Q1676 G        | 2038-02-01      | 6.3010%  | 0.0000% | $677884.85         | $698491.06         | Agency Mortgage-Backed Securities  |
| FMAR 1Q1208 G        | 2038-04-01      | 5.2570%  | 0.0000% | $60237.49          | $60197.18          | Agency Mortgage-Backed Securities  |
| FMAR 1Q1399 G        | 2038-06-01      | 6.8590%  | 0.0000% | $140675.91         | $145093.45         | Agency Mortgage-Backed Securities  |
| FMAR 1Q1453 G        | 2038-02-01      | 6.7520%  | 0.0000% | $457026.42         | $471684.22         | Agency Mortgage-Backed Securities  |
| FMAR 1Q1829 G        | 2038-10-01      | 7.0270%  | 0.0000% | $96359.92          | $98472.97          | Agency Mortgage-Backed Securities  |
| FMAR 1Q1830 G        | 2037-05-01      | 6.3500%  | 0.0000% | $38895.65          | $39212.93          | Agency Mortgage-Backed Securities  |
| FMAR 1Q1902 G        | 2037-01-01      | 6.3240%  | 0.0000% | $805782.28         | $825052.83         | Agency Mortgage-Backed Securities  |
| FMAR 1Q1903 G        | 2038-04-01      | 7.2120%  | 0.0000% | $1595832.19        | $1658128.16        | Agency Mortgage-Backed Securities  |
| FMAR 1Q1904 G        | 2040-09-01      | 6.8500%  | 0.0000% | $1158354.81        | $1201984.31        | Agency Mortgage-Backed Securities  |
| FMAR 1B8197 G        | 2041-05-01      | 6.8800%  | 0.0000% | $331271.84         | $345105.50         | Agency Mortgage-Backed Securities  |
| FMAR 1B8855 G        | 2041-10-01      | 6.8800%  | 0.0000% | $261606.37         | $270501.83         | Agency Mortgage-Backed Securities  |
| FMAR 1A1841 G        | 2037-06-01      | 6.2300%  | 0.0000% | $22674.76          | $23074.32          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX SOCB8059 | 2054-02-01      | 5.8160%  | 0.0000% | $970.01            | $993.28            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX SOCB7766 | 2054-01-01      | 6.0040%  | 0.0000% | $8862.62           | $9113.57           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAD0898 | 2040-03-01      | 6.9010%  | 0.0000% | $51.34             | $53.73             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAD3532 | 2040-04-01      | 6.7050%  | 0.0000% | $20184.30          | $20776.23          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAE0881 | 2041-02-01      | 6.7720%  | 0.0000% | $27420.94          | $28528.03          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAE0054 | 2040-06-01      | 6.7400%  | 0.0000% | $4818.85           | $5021.34           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAE0277 | 2039-09-01      | 6.8790%  | 0.0000% | $15237.21          | $15758.74          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAE0279 | 2038-11-01      | 6.8340%  | 0.0000% | $18411.46          | $18896.57          | Agency Mortgage-Backed Securities  |
| FKAR WG9005          | 2029-09-01      | 4.0000%  | 0.0000% | $1000.00           | $993.23            | Agency Mortgage-Backed Securities  |
| GNII SF BZ6343 C     | 2050-11-20      | 2.0000%  | 0.0000% | $3972.97           | $3190.13           | Agency Mortgage-Backed Securities  |
| GNII SF CD8312 C     | 2051-05-20      | 2.5000%  | 0.0000% | $5041.41           | $4244.92           | Agency Mortgage-Backed Securities  |
| GNII SF CE3767 C     | 2051-08-20      | 3.5000%  | 0.0000% | $2781.35           | $2586.07           | Agency Mortgage-Backed Securities  |
| GNII SF MA9963 M     | 2054-10-20      | 4.5000%  | 0.0000% | $1959.49           | $1879.06           | Agency Mortgage-Backed Securities  |
| GNII SF AD1755 C     | 2043-02-20      | 3.5000%  | 0.0000% | $256.11            | $232.95            | Agency Mortgage-Backed Securities  |
| GNII SF AE8491 C     | 2044-07-20      | 4.0000%  | 0.0000% | $133.06            | $125.84            | Agency Mortgage-Backed Securities  |
| GNII SF AF5104 C     | 2043-08-20      | 4.5000%  | 0.0000% | $220034.82         | $212731.86         | Agency Mortgage-Backed Securities  |
| GNII SF AJ4118 C     | 2044-08-20      | 3.5000%  | 0.0000% | $1953.63           | $1785.19           | Agency Mortgage-Backed Securities  |
| GNII SF AL9364 C     | 2045-03-20      | 3.5000%  | 0.0000% | $789.87            | $718.39            | Agency Mortgage-Backed Securities  |
| GNII SF CR3025 C     | 2052-12-20      | 5.5000%  | 0.0000% | $1989.32           | $2007.31           | Agency Mortgage-Backed Securities  |
| GNII SF CT2648 C     | 2053-06-20      | 6.5000%  | 0.0000% | $223151.71         | $234957.58         | Agency Mortgage-Backed Securities  |
| GNII SF CU1579 C     | 2053-09-20      | 6.0000%  | 0.0000% | $3263.05           | $3378.01           | Agency Mortgage-Backed Securities  |
| FMAR 788825 G        | 2031-11-01      | 6.9810%  | 0.0000% | $218.64            | $224.82            | Agency Mortgage-Backed Securities  |
| FMAR 848954 G        | 2043-02-01      | 6.7170%  | 0.0000% | $21065.29          | $21907.44          | Agency Mortgage-Backed Securities  |
| FMAR 848445 G        | 2035-08-01      | 7.0590%  | 0.0000% | $380351.61         | $392966.89         | Agency Mortgage-Backed Securities  |
| FMAR 848520 G        | 2040-05-01      | 6.9260%  | 0.0000% | $47121.31          | $48211.43          | Agency Mortgage-Backed Securities  |
| FMAR 848528 G        | 2038-06-01      | 6.7390%  | 0.0000% | $93037.00          | $95624.89          | Agency Mortgage-Backed Securities  |
| FMAR 848558 G        | 2041-08-01      | 7.1180%  | 0.0000% | $15373.72          | $15988.84          | Agency Mortgage-Backed Securities  |
| FMAR 848644 G        | 2040-09-01      | 7.4160%  | 0.0000% | $117013.23         | $120582.13         | Agency Mortgage-Backed Securities  |
| FMAR 849128 G        | 2043-09-01      | 7.0640%  | 0.0000% | $5922.50           | $6090.87           | Agency Mortgage-Backed Securities  |
| FMAR 849154 G        | 2043-10-01      | 7.0970%  | 0.0000% | $15709.92          | $16301.19          | Agency Mortgage-Backed Securities  |
| FMAR 849135 G        | 2043-08-01      | 7.2630%  | 0.0000% | $163570.82         | $168095.64         | Agency Mortgage-Backed Securities  |
| FMAR 849147 G        | 2043-10-01      | 7.1920%  | 0.0000% | $11119.96          | $11512.27          | Agency Mortgage-Backed Securities  |
| FMAR 849218 G        | 2044-01-01      | 6.7510%  | 0.0000% | $28217.38          | $29379.24          | Agency Mortgage-Backed Securities  |
| FMAR 849198 G        | 2043-11-01      | 6.7920%  | 0.0000% | $10184.60          | $10545.05          | Agency Mortgage-Backed Securities  |
| FMAR 849266 G        | 2043-08-01      | 7.1100%  | 0.0000% | $14671.17          | $15212.35          | Agency Mortgage-Backed Securities  |
| FMAR 849336 G        | 2034-12-01      | 6.4370%  | 0.0000% | $6348.48           | $6439.92           | Agency Mortgage-Backed Securities  |
| FMAR 849479 G        | 2037-10-01      | 6.4850%  | 0.0000% | $332701.35         | $340830.92         | Agency Mortgage-Backed Securities  |
| FMAR 849504 G        | 2044-10-01      | 7.2010%  | 0.0000% | $326649.33         | $339264.79         | Agency Mortgage-Backed Securities  |
| FMAR 849565 G        | 2038-08-01      | 6.6700%  | 0.0000% | $63232.72          | $65366.64          | Agency Mortgage-Backed Securities  |
| FMAR 2B1277 G        | 2043-03-01      | 6.6130%  | 0.0000% | $15710.70          | $16314.42          | Agency Mortgage-Backed Securities  |
| FMAR 2B1341 G        | 2043-05-01      | 6.5090%  | 0.0000% | $55422.32          | $56853.45          | Agency Mortgage-Backed Securities  |
| FMAR 2B1384 G        | 2043-05-01      | 6.4220%  | 0.0000% | $6124.61           | $6351.89           | Agency Mortgage-Backed Securities  |
| FMAR 2B1454 G        | 2043-06-01      | 6.9070%  | 0.0000% | $157314.85         | $161907.97         | Agency Mortgage-Backed Securities  |
| FMAR 2B1538 G        | 2043-07-01      | 7.2740%  | 0.0000% | $8349.39           | $8662.24           | Agency Mortgage-Backed Securities  |
| FMAR 2B1569 G        | 2043-08-01      | 7.3500%  | 0.0000% | $1227.38           | $1257.53           | Agency Mortgage-Backed Securities  |
| FMAR 2B3360 G        | 2044-11-01      | 6.9410%  | 0.0000% | $3157.13           | $3268.81           | Agency Mortgage-Backed Securities  |
| FMAR 2B3957 G        | 2042-07-01      | 6.6330%  | 0.0000% | $247269.20         | $257544.29         | Agency Mortgage-Backed Securities  |
| FMAR 2B4849 G        | 2045-10-01      | 3.0640%  | 0.0000% | $783168.04         | $799474.56         | Agency Mortgage-Backed Securities  |
| FMAR 2B5033 G        | 2046-01-01      | 2.7810%  | 0.0000% | $5871.38           | $5940.58           | Agency Mortgage-Backed Securities  |
| FMAR 2B5201 G        | 2046-03-01      | 6.5000%  | 0.0000% | $8130.99           | $8437.87           | Agency Mortgage-Backed Securities  |
| FMAR 2B5188 G        | 2046-03-01      | 2.8710%  | 0.0000% | $5070.49           | $5101.95           | Agency Mortgage-Backed Securities  |
| FMAR 2B6174 G        | 2047-06-01      | 3.0850%  | 0.0000% | $17468.57          | $17057.71          | Agency Mortgage-Backed Securities  |
| FMAR 2B6154 G        | 2047-06-01      | 6.3800%  | 0.0000% | $27541.90          | $28481.89          | Agency Mortgage-Backed Securities  |
| FMAR 2B6311 G        | 2047-07-01      | 7.5090%  | 0.0000% | $4562.90           | $4715.76           | Agency Mortgage-Backed Securities  |
| FMAR 2B6384 G        | 2047-08-01      | 7.4080%  | 0.0000% | $7401.81           | $7665.51           | Agency Mortgage-Backed Securities  |
| FMAR 2B6451 G        | 2047-08-01      | 7.3900%  | 0.0000% | $22057.46          | $22868.27          | Agency Mortgage-Backed Securities  |
| FMAR 2B6628 G        | 2047-11-01      | 6.5670%  | 0.0000% | $20273.10          | $20962.69          | Agency Mortgage-Backed Securities  |
| FMAR 2B7592 G        | 2049-08-01      | 3.2850%  | 0.0000% | $922656.28         | $886830.69         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1742 | 2055-01-01      | 5.0000%  | 0.0000% | $1060.02           | $1046.51           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM5750 | 2050-08-01      | 4.0000%  | 0.0000% | $261.97            | $246.09            | Agency Mortgage-Backed Securities  |
| FMAR 780870 G        | 2033-09-01      | 7.3020%  | 0.0000% | $893.64            | $920.21            | Agency Mortgage-Backed Securities  |
| FMAR 840207 G        | 2045-09-01      | 6.6860%  | 0.0000% | $341777.77         | $353366.07         | Agency Mortgage-Backed Securities  |
| FMAR 840214 G        | 2043-09-01      | 7.1090%  | 0.0000% | $19754.42          | $20607.80          | Agency Mortgage-Backed Securities  |
| FMAR 840321 G        | 2045-11-01      | 6.5270%  | 0.0000% | $259404.61         | $267653.64         | Agency Mortgage-Backed Securities  |
| FMAR 840324 G        | 2037-06-01      | 6.4120%  | 0.0000% | $1147249.31        | $1183704.56        | Agency Mortgage-Backed Securities  |
| FMAR 840623 G        | 2047-05-01      | 6.5680%  | 0.0000% | $28381.98          | $29412.50          | Agency Mortgage-Backed Securities  |
| FMAR 840698 G        | 2047-03-01      | 2.5770%  | 0.0000% | $237808.89         | $227905.08         | Agency Mortgage-Backed Securities  |
| FMAR 786190 G        | 2027-07-01      | 7.4820%  | 0.0000% | $257.89            | $259.64            | Agency Mortgage-Backed Securities  |
| FMAR 786223 G        | 2028-01-01      | 7.4820%  | 0.0000% | $286.22            | $288.10            | Agency Mortgage-Backed Securities  |
| FMAR 782630 G        | 2036-01-01      | 6.5810%  | 0.0000% | $279037.73         | $288631.71         | Agency Mortgage-Backed Securities  |
| FMAR 782785 G        | 2034-10-01      | 6.9320%  | 0.0000% | $783.33            | $805.89            | Agency Mortgage-Backed Securities  |
| FMAR 782837 G        | 2034-11-01      | 6.4020%  | 0.0000% | $940.16            | $975.55            | Agency Mortgage-Backed Securities  |
| FMAR 782967 G        | 2035-01-01      | 6.5000%  | 0.0000% | $25564.37          | $26556.68          | Agency Mortgage-Backed Securities  |
| FMAR 783022 G        | 2035-02-01      | 6.5000%  | 0.0000% | $772.39            | $802.67            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX AS037029 | 2026-11-01      | 5.0000%  | 0.0000% | $101.05            | $101.06            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX AS072163 | 2028-02-01      | 5.2500%  | 0.0000% | $433.83            | $434.71            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WE238575 | 2033-03-01      | 4.2170%  | 0.0000% | $14593.54          | $14479.13          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBA1645 | 2045-12-01      | 7.0900%  | 0.0000% | $135.41            | $138.65            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBC1196 | 2046-06-01      | 7.0470%  | 0.0000% | $42587.55          | $44166.79          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBD8032 | 2046-09-01      | 7.1280%  | 0.0000% | $24714.58          | $25664.64          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBH5134 | 2047-09-01      | 7.3700%  | 0.0000% | $3381.04           | $3504.73           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBH5135 | 2047-09-01      | 7.3700%  | 0.0000% | $1473.62           | $1518.78           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBH5928 | 2047-07-01      | 7.2210%  | 0.0000% | $23794.31          | $24707.30          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBH9206 | 2047-09-01      | 7.3500%  | 0.0000% | $29715.14          | $31006.88          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBJ0705 | 2047-10-01      | 7.1000%  | 0.0000% | $2801.31           | $2908.55           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBK7907 | 2048-11-01      | 3.6720%  | 0.0000% | $15172.42          | $15529.18          | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL0477 | 2028-11-01      | 4.0000%  | 0.0000% | $977.04            | $977.10            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL9551 | 2030-12-01      | 1.3200%  | 0.0000% | $2816.00           | $2429.31           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL9766 | 2030-12-01      | 1.3200%  | 0.0000% | $607944.00         | $524462.55         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM1332 | 2047-05-01      | 6.4500%  | 0.0000% | $17119.47          | $17762.03          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM1806 | 2047-09-01      | 3.1130%  | 0.0000% | $2294.56           | $2246.48           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX JUBM1876 | 2044-09-01      | 5.1940%  | 0.0000% | $5714.92           | $5844.67           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM7460 | 2051-03-01      | 4.0000%  | 0.0000% | $11422.42          | $10796.95          | Agency Mortgage-Backed Securities  |
| GNII SF DE1128 C     | 2054-09-20      | 6.5000%  | 0.0000% | $6614.31           | $6972.10           | Agency Mortgage-Backed Securities  |
| GNII SF DF5203 C     | 2054-10-20      | 6.5000%  | 0.0000% | $1985.89           | $2099.49           | Agency Mortgage-Backed Securities  |
| GNII SF DH6513 C     | 2055-03-20      | 6.5000%  | 0.0000% | $430299.40         | $451362.17         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL7160 | 2045-07-01      | 6.6690%  | 0.0000% | $47565.52          | $49267.90          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL7309 | 2045-09-01      | 7.0970%  | 0.0000% | $46435.88          | $48094.17          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL7335 | 2045-04-01      | 7.2950%  | 0.0000% | $10062.08          | $10319.12          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL7730 | 2044-04-01      | 6.6090%  | 0.0000% | $1107.09           | $1154.04           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL9645 | 2044-07-01      | 6.6970%  | 0.0000% | $3003.11           | $3114.22           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL9684 | 2043-08-01      | 6.5630%  | 0.0000% | $6377.95           | $6533.98           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL8332 | 2043-12-01      | 6.7520%  | 0.0000% | $3745.06           | $3897.64           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL8786 | 2044-05-01      | 6.7840%  | 0.0000% | $1150.59           | $1187.78           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL8787 | 2046-07-01      | 2.6830%  | 0.0000% | $1412729.73        | $1416257.75        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN0700 | 2026-01-01      | 3.1100%  | 0.0000% | $871.09            | $865.28            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN6754 | 2037-09-01      | 3.1700%  | 0.0000% | $419918.00         | $364916.98         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAP1961 | 2042-08-01      | 7.5210%  | 0.0000% | $19612.14          | $20392.06          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS4271 | 2045-01-01      | 4.5000%  | 0.0000% | $24795.86          | $24384.87          | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS3222 | 2031-10-01      | 1.9100%  | 0.0000% | $1156170.41        | $1012315.77        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV7920 | 2052-08-01      | 3.5000%  | 0.0000% | $3784.84           | $3410.10           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB886970 | 2036-06-01      | 7.5000%  | 0.0000% | $5322.57           | $5418.96           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1888307 | 2037-04-01      | 6.6220%  | 0.0000% | $1128.42           | $1157.63           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS888321 | 2034-08-01      | 6.5120%  | 0.0000% | $3282.01           | $3380.06           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS888370 | 2035-07-01      | 6.3970%  | 0.0000% | $6284.44           | $6485.22           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS888386 | 2038-03-01      | 6.6480%  | 0.0000% | $3618.50           | $3735.95           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1888148 | 2037-02-01      | 6.4800%  | 0.0000% | $13123.58          | $13593.08          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB888241 | 2034-05-01      | 6.7150%  | 0.0000% | $1863.78           | $1912.53           | Agency Mortgage-Backed Securities  |
| GNII SF MA0072 M     | 2027-05-20      | 2.5000%  | 0.0000% | $1350.98           | $1332.02           | Agency Mortgage-Backed Securities  |
| GNII SF MA0158 M     | 2042-06-20      | 5.5000%  | 0.0000% | $505.78            | $520.79            | Agency Mortgage-Backed Securities  |
| GNII SF MA0463 M     | 2042-10-20      | 4.0000%  | 0.0000% | $189.02            | $180.79            | Agency Mortgage-Backed Securities  |
| GNII SF MA0466 M     | 2042-10-20      | 5.5000%  | 0.0000% | $4755.63           | $4896.58           | Agency Mortgage-Backed Securities  |
| GNII SF MA0624 M     | 2042-12-20      | 3.0000%  | 0.0000% | $125686.13         | $114455.41         | Agency Mortgage-Backed Securities  |
| GNII SF MA0625 M     | 2042-12-20      | 3.5000%  | 0.0000% | $517485.84         | $481787.83         | Agency Mortgage-Backed Securities  |
| GNII SF MA0626 M     | 2042-12-20      | 4.0000%  | 0.0000% | $49884.04          | $47712.55          | Agency Mortgage-Backed Securities  |
| GNII SF MA1063 M     | 2028-05-20      | 2.0000%  | 0.0000% | $4605.40           | $4486.35           | Agency Mortgage-Backed Securities  |
| GNII SF MA1291 M     | 2038-11-20      | 6.5000%  | 0.0000% | $2106.13           | $2188.08           | Agency Mortgage-Backed Securities  |
| GNII SF MA1374 M     | 2043-10-20      | 3.0000%  | 0.0000% | $5373.52           | $4875.59           | Agency Mortgage-Backed Securities  |
| GNII SF MA1380 M     | 2035-06-20      | 6.0000%  | 0.0000% | $138.05            | $145.07            | Agency Mortgage-Backed Securities  |
| GNII SF MA1452 M     | 2043-11-20      | 5.5000%  | 0.0000% | $2166.33           | $2239.41           | Agency Mortgage-Backed Securities  |
| GNII SF MA2600 M     | 2045-02-20      | 3.0000%  | 0.0000% | $3920.90           | $3513.25           | Agency Mortgage-Backed Securities  |
| GNII SF MA2076 M     | 2044-07-20      | 5.0000%  | 0.0000% | $1671.89           | $1690.94           | Agency Mortgage-Backed Securities  |
| GNII SF MA2310 M     | 2032-06-20      | 7.0000%  | 0.0000% | $4749.23           | $4937.95           | Agency Mortgage-Backed Securities  |
| GNII SF MA2499 M     | 2030-01-20      | 8.0000%  | 0.0000% | $3198.89           | $3231.18           | Agency Mortgage-Backed Securities  |
| GNII SF MA2521 M     | 2045-01-20      | 3.5000%  | 0.0000% | $1925.06           | $1781.72           | Agency Mortgage-Backed Securities  |
| GNII SF MA3504 M     | 2027-03-20      | 7.0000%  | 0.0000% | $4469.50           | $4647.10           | Agency Mortgage-Backed Securities  |
| GNII SF MA3582 M     | 2031-07-20      | 8.0000%  | 0.0000% | $1119.01           | $1128.40           | Agency Mortgage-Backed Securities  |
| GNII SF MA2895 M     | 2045-06-20      | 5.0000%  | 0.0000% | $1031.74           | $1042.87           | Agency Mortgage-Backed Securities  |
| GNII SF MA2937 M     | 2030-06-20      | 4.0000%  | 0.0000% | $1866.10           | $1853.09           | Agency Mortgage-Backed Securities  |
| GNII SF MA2965 M     | 2045-07-20      | 5.5000%  | 0.0000% | $2500.40           | $2574.63           | Agency Mortgage-Backed Securities  |
| GNII SF MA3087 M     | 2027-03-20      | 7.5000%  | 0.0000% | $1421.88           | $1429.16           | Agency Mortgage-Backed Securities  |
| GNII SF MA3180 M     | 2038-08-20      | 7.0000%  | 0.0000% | $28543.27          | $29817.73          | Agency Mortgage-Backed Securities  |
| GNII SF MA3293 M     | 2029-12-20      | 8.0000%  | 0.0000% | $1159.12           | $1169.54           | Agency Mortgage-Backed Securities  |
| GNII SF MA3314 M     | 2045-12-20      | 5.5000%  | 0.0000% | $596.07            | $613.75            | Agency Mortgage-Backed Securities  |
| GNII SF MA3351 M     | 2031-01-20      | 4.0000%  | 0.0000% | $2759.18           | $2731.18           | Agency Mortgage-Backed Securities  |
| GNII SF MA4494 M     | 2029-11-20      | 8.0000%  | 0.0000% | $1892.61           | $1923.39           | Agency Mortgage-Backed Securities  |
| GNII SF MA3780 M     | 2031-07-20      | 4.0000%  | 0.0000% | $2473.30           | $2459.90           | Agency Mortgage-Backed Securities  |
| GNII SF MA4237 M     | 2032-02-20      | 4.0000%  | 0.0000% | $850.43            | $840.88            | Agency Mortgage-Backed Securities  |
| GNII SF MA4362 M     | 2026-04-20      | 6.0000%  | 0.0000% | $312.49            | $319.23            | Agency Mortgage-Backed Securities  |
| GNII SF MA5375 M     | 2028-02-20      | 7.5000%  | 0.0000% | $1384.87           | $1396.28           | Agency Mortgage-Backed Securities  |
| GNII SF MA4566 M     | 2031-04-20      | 6.5000%  | 0.0000% | $4192.15           | $4332.53           | Agency Mortgage-Backed Securities  |
| GNII SF MA4631 M     | 2031-04-20      | 6.5000%  | 0.0000% | $1859.02           | $1921.28           | Agency Mortgage-Backed Securities  |
| GNII SF MA4632 M     | 2031-09-20      | 7.0000%  | 0.0000% | $3098.78           | $3221.92           | Agency Mortgage-Backed Securities  |
| GNII SF MA4719 M     | 2047-09-20      | 3.5000%  | 0.0000% | $1638.58           | $1501.16           | Agency Mortgage-Backed Securities  |
| GNII SF MA4775 M     | 2041-12-20      | 2.0000%  | 0.0000% | $57068.56          | $46835.95          | Agency Mortgage-Backed Securities  |
| GNII SF MA5120 M     | 2027-08-20      | 8.0000%  | 0.0000% | $3806.34           | $3843.62           | Agency Mortgage-Backed Securities  |
| GNII SF MA5196 M     | 2048-05-20      | 6.0000%  | 0.0000% | $3485.38           | $3662.50           | Agency Mortgage-Backed Securities  |
| GNII SF MA6291 M     | 2037-10-20      | 7.0000%  | 0.0000% | $820.59            | $853.19            | Agency Mortgage-Backed Securities  |
| GNII SF MA5439 M     | 2026-03-20      | 5.5000%  | 0.0000% | $450.55            | $456.43            | Agency Mortgage-Backed Securities  |
| GNII SF MA5469 M     | 2048-09-20      | 5.5000%  | 0.0000% | $4157.97           | $4255.79           | Agency Mortgage-Backed Securities  |
| GNII SF DI0814 C     | 2055-04-20      | 6.5000%  | 0.0000% | $3270.69           | $3469.89           | Agency Mortgage-Backed Securities  |
| GNII SF DI1666 C     | 2055-03-20      | 6.5000%  | 0.0000% | $3452.61           | $3561.28           | Agency Mortgage-Backed Securities  |
| GNII SF DI9689 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1305.90           | $1365.34           | Agency Mortgage-Backed Securities  |
| GNII SF AX3516 C     | 2046-12-20      | 3.5000%  | 0.0000% | $2835.93           | $2601.99           | Agency Mortgage-Backed Securities  |
| GNMI SF 595077 X     | 2032-10-15      | 6.0000%  | 0.0000% | $1683.94           | $1780.40           | Agency Mortgage-Backed Securities  |
| GNMI SF 592498 X     | 2033-03-15      | 6.0000%  | 0.0000% | $2106.37           | $2168.57           | Agency Mortgage-Backed Securities  |
| GNII SF 002577 M     | 2028-04-20      | 6.5000%  | 0.0000% | $3720.92           | $3845.52           | Agency Mortgage-Backed Securities  |
| GNII SF 002578 M     | 2028-04-20      | 7.0000%  | 0.0000% | $326.84            | $339.83            | Agency Mortgage-Backed Securities  |
| GNII SF 002580 M     | 2028-04-20      | 7.5000%  | 0.0000% | $191.68            | $195.95            | Agency Mortgage-Backed Securities  |
| GNII SF 002590 M     | 2028-05-20      | 6.5000%  | 0.0000% | $144.58            | $149.42            | Agency Mortgage-Backed Securities  |
| GNII SF 002591 M     | 2028-05-20      | 7.0000%  | 0.0000% | $1072.98           | $1115.62           | Agency Mortgage-Backed Securities  |
| GNII SF 002592 M     | 2028-05-20      | 7.5000%  | 0.0000% | $1448.33           | $1488.50           | Agency Mortgage-Backed Securities  |
| GNII SF 002602 M     | 2028-06-20      | 6.0000%  | 0.0000% | $37.70             | $38.87             | Agency Mortgage-Backed Securities  |
| GNII SF 002604 M     | 2028-06-20      | 7.0000%  | 0.0000% | $104.29            | $108.44            | Agency Mortgage-Backed Securities  |
| GNII SF 002605 M     | 2028-06-20      | 7.5000%  | 0.0000% | $873.12            | $888.93            | Agency Mortgage-Backed Securities  |
| GNII SF 002616 M     | 2028-07-20      | 7.0000%  | 0.0000% | $1061.27           | $1103.45           | Agency Mortgage-Backed Securities  |
| GNII SF 002631 M     | 2028-08-20      | 7.0000%  | 0.0000% | $1640.18           | $1705.36           | Agency Mortgage-Backed Securities  |
| GNII SF 002632 M     | 2028-08-20      | 7.5000%  | 0.0000% | $138.82            | $142.32            | Agency Mortgage-Backed Securities  |
| GNII SF 002634 M     | 2028-08-20      | 8.5000%  | 0.0000% | $2042.71           | $2064.47           | Agency Mortgage-Backed Securities  |
| GNII SF 002645 M     | 2028-09-20      | 7.0000%  | 0.0000% | $907.06            | $943.11            | Agency Mortgage-Backed Securities  |
| GNII SF 002646 M     | 2028-09-20      | 7.5000%  | 0.0000% | $240.40            | $246.84            | Agency Mortgage-Backed Securities  |
| GNII SF 002647 M     | 2028-09-20      | 8.0000%  | 0.0000% | $170.23            | $171.66            | Agency Mortgage-Backed Securities  |
| GNII SF 002657 M     | 2028-10-20      | 6.0000%  | 0.0000% | $163.84            | $169.06            | Agency Mortgage-Backed Securities  |
| GNII SF 002660 M     | 2028-10-20      | 7.5000%  | 0.0000% | $257.84            | $259.72            | Agency Mortgage-Backed Securities  |
| GNII SF 002671 M     | 2028-11-20      | 6.0000%  | 0.0000% | $67.24             | $69.32             | Agency Mortgage-Backed Securities  |
| GNII SF 002673 M     | 2028-11-20      | 6.5000%  | 0.0000% | $3010.23           | $3111.03           | Agency Mortgage-Backed Securities  |
| GNII SF 002675 M     | 2028-11-20      | 7.0000%  | 0.0000% | $535.24            | $556.51            | Agency Mortgage-Backed Securities  |
| GNII SF 002690 M     | 2028-12-20      | 7.0000%  | 0.0000% | $176.70            | $183.73            | Agency Mortgage-Backed Securities  |
| GNII SF 002691 M     | 2028-12-20      | 7.5000%  | 0.0000% | $267.36            | $271.28            | Agency Mortgage-Backed Securities  |
| GNII SF 002054 M     | 2025-08-20      | 7.0000%  | 0.0000% | $11.32             | $11.35             | Agency Mortgage-Backed Securities  |
| GNII SF 002082 M     | 2025-09-20      | 8.0000%  | 0.0000% | $4.77              | $4.79              | Agency Mortgage-Backed Securities  |
| GNII SF 002059 M     | 2025-08-20      | 8.0000%  | 0.0000% | $2.70              | $2.71              | Agency Mortgage-Backed Securities  |
| GNII SF 002077 M     | 2025-09-20      | 7.0000%  | 0.0000% | $2.11              | $2.11              | Agency Mortgage-Backed Securities  |
| GNII SF 002080 M     | 2025-09-20      | 7.5000%  | 0.0000% | $0.45              | $0.45              | Agency Mortgage-Backed Securities  |
| GNII SF 002116 M     | 2025-11-20      | 7.0000%  | 0.0000% | $8.06              | $8.38              | Agency Mortgage-Backed Securities  |
| GNII SF 002118 M     | 2025-11-20      | 7.5000%  | 0.0000% | $6.78              | $6.82              | Agency Mortgage-Backed Securities  |
| GNII SF 002097 M     | 2025-10-20      | 7.0000%  | 0.0000% | $16.78             | $17.45             | Agency Mortgage-Backed Securities  |
| GNII SF 002102 M     | 2025-10-20      | 8.0000%  | 0.0000% | $0.42              | $0.42              | Agency Mortgage-Backed Securities  |
| GNII SF 002152 M     | 2026-01-20      | 6.5000%  | 0.0000% | $0.04              | $0.04              | Agency Mortgage-Backed Securities  |
| GNII SF 002122 M     | 2025-11-20      | 8.0000%  | 0.0000% | $1.79              | $1.81              | Agency Mortgage-Backed Securities  |
| GNII SF 002135 M     | 2025-12-20      | 6.5000%  | 0.0000% | $27.51             | $28.44             | Agency Mortgage-Backed Securities  |
| GNII SF 002136 M     | 2025-12-20      | 7.0000%  | 0.0000% | $152.89            | $158.96            | Agency Mortgage-Backed Securities  |
| GNII SF 002139 M     | 2025-12-20      | 7.5000%  | 0.0000% | $2.24              | $2.25              | Agency Mortgage-Backed Securities  |
| GNII SF 002141 M     | 2025-12-20      | 8.0000%  | 0.0000% | $15.74             | $15.83             | Agency Mortgage-Backed Securities  |
| GNII SF 002142 M     | 2025-12-20      | 8.5000%  | 0.0000% | $4.25              | $4.28              | Agency Mortgage-Backed Securities  |
| GNII SF 002183 M     | 2026-03-20      | 6.5000%  | 0.0000% | $18.85             | $19.48             | Agency Mortgage-Backed Securities  |
| GNII SF 002184 M     | 2026-03-20      | 7.0000%  | 0.0000% | $102.87            | $106.96            | Agency Mortgage-Backed Securities  |
| GNII SF 002153 M     | 2026-01-20      | 7.0000%  | 0.0000% | $5.95              | $6.18              | Agency Mortgage-Backed Securities  |
| GNII SF 002154 M     | 2026-01-20      | 7.5000%  | 0.0000% | $11.18             | $11.23             | Agency Mortgage-Backed Securities  |
| GNII SF 002156 M     | 2026-01-20      | 8.0000%  | 0.0000% | $25.78             | $25.95             | Agency Mortgage-Backed Securities  |
| GNII SF 002167 M     | 2026-02-20      | 6.5000%  | 0.0000% | $37.91             | $39.18             | Agency Mortgage-Backed Securities  |
| GNII SF 002168 M     | 2026-02-20      | 7.0000%  | 0.0000% | $19.40             | $20.17             | Agency Mortgage-Backed Securities  |
| GNII SF 002169 M     | 2026-02-20      | 7.5000%  | 0.0000% | $2.01              | $2.02              | Agency Mortgage-Backed Securities  |
| GNII SF 002171 M     | 2026-02-20      | 8.0000%  | 0.0000% | $7.59              | $7.63              | Agency Mortgage-Backed Securities  |
| GNII SF 002172 M     | 2026-02-20      | 8.5000%  | 0.0000% | $4.03              | $4.06              | Agency Mortgage-Backed Securities  |
| GNII SF 002185 M     | 2026-03-20      | 7.5000%  | 0.0000% | $38.48             | $38.71             | Agency Mortgage-Backed Securities  |
| GNII SF 002200 M     | 2026-04-20      | 6.5000%  | 0.0000% | $83.25             | $86.04             | Agency Mortgage-Backed Securities  |
| GNII SF 002202 M     | 2026-04-20      | 7.0000%  | 0.0000% | $306.73            | $318.92            | Agency Mortgage-Backed Securities  |
| GNII SF 002204 M     | 2026-04-20      | 7.5000%  | 0.0000% | $120.52            | $121.26            | Agency Mortgage-Backed Securities  |
| GNII SF 002247 M     | 2026-07-20      | 7.0000%  | 0.0000% | $12.24             | $12.72             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAT2075 | 2043-06-01      | 7.0080%  | 0.0000% | $9942.83           | $10298.50          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAT7897 | 2043-08-01      | 6.8250%  | 0.0000% | $2164.25           | $2239.16           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAV9481 | 2043-07-01      | 6.3680%  | 0.0000% | $30964.36          | $31804.15          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB665387 | 2032-08-01      | 5.6640%  | 0.0000% | $3710.67           | $3713.54           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD669201 | 2032-11-01      | 6.4150%  | 0.0000% | $152.08            | $156.98            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX GA670672 | 2033-08-01      | 5.4000%  | 0.0000% | $1289.56           | $1315.45           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD671155 | 2033-02-01      | 6.5230%  | 0.0000% | $903.41            | $930.33            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS674190 | 2042-11-01      | 5.6970%  | 0.0000% | $6452.72           | $6479.04           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB675490 | 2033-03-01      | 6.8820%  | 0.0000% | $1117.23           | $1160.25           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD681767 | 2033-01-01      | 6.2500%  | 0.0000% | $43.54             | $44.66             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD681874 | 2033-03-01      | 6.3740%  | 0.0000% | $594.48            | $610.18            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD685511 | 2033-07-01      | 7.4050%  | 0.0000% | $4712.70           | $4862.61           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD687125 | 2033-04-01      | 6.5400%  | 0.0000% | $190.98            | $196.96            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD690595 | 2033-10-01      | 6.7730%  | 0.0000% | $26016.10          | $26842.87          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB695016 | 2033-02-01      | 6.1390%  | 0.0000% | $10992.13          | $11171.75          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS696488 | 2033-05-01      | 6.4650%  | 0.0000% | $14145.24          | $14555.82          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD705324 | 2033-06-01      | 6.2730%  | 0.0000% | $7265.26           | $7476.42           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD705715 | 2033-06-01      | 7.2970%  | 0.0000% | $1195.78           | $1233.14           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX W2709092 | 2033-06-01      | 5.7600%  | 0.0000% | $779.74            | $789.26            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB722439 | 2033-07-01      | 6.1630%  | 0.0000% | $2600.40           | $2611.46           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD723639 | 2033-06-01      | 6.3660%  | 0.0000% | $7642.22           | $7872.86           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LA723653 | 2033-07-01      | 6.9960%  | 0.0000% | $4715.96           | $4823.73           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS725008 | 2033-12-01      | 6.9800%  | 0.0000% | $12014.20          | $12383.92          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB725216 | 2034-01-01      | 7.0000%  | 0.0000% | $1776.46           | $1849.70           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS725286 | 2032-06-01      | 6.6750%  | 0.0000% | $11.37             | $11.46             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS725557 | 2034-06-01      | 6.4380%  | 0.0000% | $2480.18           | $2566.90           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS725639 | 2033-09-01      | 7.2810%  | 0.0000% | $394.63            | $404.84            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB725829 | 2034-06-01      | 6.8750%  | 0.0000% | $521.94            | $541.50            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS725896 | 2034-10-01      | 6.9200%  | 0.0000% | $2255.52           | $2332.54           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD728646 | 2033-07-01      | 7.3000%  | 0.0000% | $436.52            | $448.98            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS732218 | 2043-06-01      | 5.6960%  | 0.0000% | $45942.38          | $46563.46          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735322 | 2034-07-01      | 6.3780%  | 0.0000% | $1107.60           | $1135.89           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735332 | 2034-08-01      | 6.5200%  | 0.0000% | $2870.05           | $2950.50           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB735362 | 2035-03-01      | 6.1180%  | 0.0000% | $5721.50           | $5789.24           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735086 | 2034-06-01      | 6.7580%  | 0.0000% | $7755.87           | $7993.84           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735259 | 2038-05-01      | 6.5330%  | 0.0000% | $158.16            | $161.95            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735442 | 2034-04-01      | 6.5120%  | 0.0000% | $591.17            | $609.68            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735539 | 2035-04-01      | 6.4220%  | 0.0000% | $3027.06           | $3135.77           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WZ735654 | 2044-10-01      | 5.6970%  | 0.0000% | $5327.08           | $5397.50           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735691 | 2032-04-01      | 6.4530%  | 0.0000% | $1006.84           | $1031.35           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB735805 | 2035-07-01      | 6.3310%  | 0.0000% | $13619.91          | $13762.31          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735858 | 2035-08-01      | 6.8650%  | 0.0000% | $3116.52           | $3205.00           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB735961 | 2035-09-01      | 6.0960%  | 0.0000% | $1389.68           | $1401.98           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD739403 | 2033-09-01      | 7.1310%  | 0.0000% | $6638.93           | $6831.69           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS742955 | 2033-10-01      | 6.5150%  | 0.0000% | $3750.37           | $3843.48           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX GA743602 | 2033-09-01      | 5.4920%  | 0.0000% | $3518.62           | $3596.83           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS745054 | 2035-09-01      | 7.1920%  | 0.0000% | $240.73            | $248.42            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB745059 | 2035-09-01      | 6.9660%  | 0.0000% | $8013.81           | $8239.46           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS745362 | 2033-05-01      | 6.8590%  | 0.0000% | $11639.61          | $11969.02          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS745445 | 2036-01-01      | 6.5210%  | 0.0000% | $361.67            | $374.30            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS745446 | 2033-04-01      | 6.5820%  | 0.0000% | $14746.21          | $15209.85          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1745466 | 2036-04-01      | 6.6570%  | 0.0000% | $2618.26           | $2699.45           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS745539 | 2034-08-01      | 6.7170%  | 0.0000% | $418.13            | $430.65            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD745688 | 2034-07-01      | 6.5790%  | 0.0000% | $10713.81          | $11061.79          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB745702 | 2034-11-01      | 7.2650%  | 0.0000% | $310.57            | $318.78            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS745705 | 2032-11-01      | 7.1410%  | 0.0000% | $186.59            | $189.64            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB745777 | 2036-07-01      | 6.7310%  | 0.0000% | $9247.30           | $9540.34           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB745768 | 2036-07-01      | 6.5580%  | 0.0000% | $561.46            | $579.17            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW9898 | 2052-10-01      | 4.5000%  | 0.0000% | $28811.35          | $27713.73          | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ0972 | 2034-05-01      | 5.3300%  | 0.0000% | $1000.00           | $1046.70           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ1441 | 2034-07-01      | 4.4800%  | 0.0000% | $1000.00           | $991.99            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ1461 | 2034-07-01      | 4.4900%  | 0.0000% | $17187000.00       | $17045979.70       | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ2734 | 2035-01-01      | 4.7550%  | 0.0000% | $120241.00         | $121035.00         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ2737 | 2035-01-01      | 4.6200%  | 0.0000% | $1355000.00        | $1348822.10        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ2740 | 2035-01-01      | 4.8850%  | 0.0000% | $679420.00         | $689129.01         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ3088 | 2035-02-01      | 5.1700%  | 0.0000% | $902166.02         | $932345.03         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ3245 | 2035-03-01      | 4.7300%  | 0.0000% | $56616.00          | $56775.67          | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ3705 | 2032-05-01      | 4.7900%  | 0.0000% | $332831.00         | $338956.63         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ3861 | 2032-05-01      | 4.9450%  | 0.0000% | $1000.00           | $1027.89           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ3866 | 2030-06-01      | 4.5100%  | 0.0000% | $1458.00           | $1475.87           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ3952 | 2032-06-01      | 4.5100%  | 0.0000% | $890728.00         | $894017.51         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ4039 | 2035-06-01      | 4.6500%  | 0.0000% | $1000.00           | $996.45            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ4081 | 2032-06-01      | 4.7400%  | 0.0000% | $139280.00         | $141523.43         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ4173 | 2032-06-01      | 4.8100%  | 0.0000% | $1000.00           | $1020.20           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ4177 | 2030-06-01      | 5.0200%  | 0.0000% | $9400.00           | $9676.60           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB888490 | 2035-05-01      | 6.3980%  | 0.0000% | $9452.96           | $9662.86           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD888527 | 2034-04-01      | 6.9300%  | 0.0000% | $92.60             | $96.13             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB888498 | 2034-09-01      | 7.3250%  | 0.0000% | $14500.24          | $14683.72          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS888501 | 2035-06-01      | 6.0600%  | 0.0000% | $3944.12           | $3978.14           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB888502 | 2033-06-01      | 6.0780%  | 0.0000% | $412.93            | $419.29            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS888507 | 2035-02-01      | 6.4290%  | 0.0000% | $1183.49           | $1230.06           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB888515 | 2033-02-01      | 6.4250%  | 0.0000% | $3817.04           | $3883.95           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB888518 | 2035-04-01      | 6.6230%  | 0.0000% | $1905.03           | $1952.91           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB888520 | 2033-07-01      | 7.0260%  | 0.0000% | $27440.01          | $27858.69          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB888553 | 2037-04-01      | 6.4690%  | 0.0000% | $668.16            | $682.39            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB888715 | 2035-10-01      | 7.1980%  | 0.0000% | $3322.77           | $3411.74           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB888757 | 2037-09-01      | 7.5940%  | 0.0000% | $2940.51           | $3037.94           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1888760 | 2037-09-01      | 6.3150%  | 0.0000% | $352.52            | $358.21            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS889017 | 2040-12-01      | 6.5550%  | 0.0000% | $2142.71           | $2206.28           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS889611 | 2035-07-01      | 5.9970%  | 0.0000% | $44332.94          | $45081.73          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1893424 | 2036-09-01      | 7.2750%  | 0.0000% | $14455.64          | $14799.54          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1893580 | 2036-09-01      | 7.0650%  | 0.0000% | $11211.88          | $11507.89          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB894571 | 2036-03-01      | 7.4230%  | 0.0000% | $2421.40           | $2553.21           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1893933 | 2036-10-01      | 6.4020%  | 0.0000% | $27709.99          | $28579.09          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB894452 | 2036-09-01      | 7.4450%  | 0.0000% | $5159.21           | $5332.77           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS896463 | 2034-10-01      | 7.3890%  | 0.0000% | $12238.36          | $12721.98          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB896286 | 2036-06-01      | 6.2790%  | 0.0000% | $8340.86           | $8590.08           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB897494 | 2036-12-01      | 6.6550%  | 0.0000% | $5737.14           | $5879.51           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB898756 | 2034-06-01      | 6.3000%  | 0.0000% | $11466.84          | $11649.19          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1902818 | 2036-11-01      | 6.5710%  | 0.0000% | $424.90            | $436.91            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1902955 | 2036-12-01      | 6.2600%  | 0.0000% | $3034.97           | $3098.58           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB904688 | 2036-12-01      | 6.4670%  | 0.0000% | $2542.27           | $2631.91           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1905857 | 2036-12-01      | 6.5000%  | 0.0000% | $4037.32           | $4134.24           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1905946 | 2037-01-01      | 6.7500%  | 0.0000% | $369.95            | $379.63            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS907897 | 2036-12-01      | 6.2800%  | 0.0000% | $578.35            | $596.70            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB912244 | 2037-02-01      | 6.7350%  | 0.0000% | $4784.71           | $4975.06           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1918782 | 2037-06-01      | 6.2350%  | 0.0000% | $455.93            | $462.11            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB920961 | 2037-01-01      | 6.1660%  | 0.0000% | $1375.96           | $1397.44           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB922881 | 2037-02-01      | 6.0850%  | 0.0000% | $3074.07           | $3137.03           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1938298 | 2037-06-01      | 7.2730%  | 0.0000% | $4984.02           | $5147.61           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1938346 | 2037-07-01      | 7.6820%  | 0.0000% | $5966.81           | $6133.59           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1946362 | 2037-09-01      | 7.2620%  | 0.0000% | $2218.09           | $2276.07           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1946664 | 2037-09-01      | 7.4760%  | 0.0000% | $1180.28           | $1214.63           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB948208 | 2037-07-01      | 6.1060%  | 0.0000% | $12217.17          | $12394.68          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB949782 | 2037-08-01      | 7.5300%  | 0.0000% | $1719.34           | $1760.57           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB952182 | 2037-11-01      | 6.7000%  | 0.0000% | $3182.67           | $3279.50           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD995552 | 2035-05-01      | 6.8180%  | 0.0000% | $8863.54           | $9134.22           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS995108 | 2037-11-01      | 7.2080%  | 0.0000% | $2489.15           | $2567.64           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB995604 | 2035-11-01      | 7.0800%  | 0.0000% | $14530.68          | $15109.38          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB995641 | 2038-07-01      | 6.7720%  | 0.0000% | $4757.66           | $4885.94           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1995919 | 2037-07-01      | 7.3190%  | 0.0000% | $4016.45           | $4138.47           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAA7730 | 2039-08-01      | 7.4400%  | 0.0000% | $10318.75          | $10618.95          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAC7995 | 2040-01-01      | 6.7080%  | 0.0000% | $2641.17           | $2750.52           | Agency Mortgage-Backed Securities  |
| GNII SF MA5988 M     | 2049-06-20      | 5.0000%  | 0.0000% | $2873.13           | $2873.49           | Agency Mortgage-Backed Securities  |
| GNII SF MA6152 M     | 2049-09-20      | 2.5000%  | 0.0000% | $4956.76           | $4242.12           | Agency Mortgage-Backed Securities  |
| GNII SF MA7135 M     | 2051-01-20      | 2.0000%  | 0.0000% | $621.00            | $506.36            | Agency Mortgage-Backed Securities  |
| GNII SF MA7137 M     | 2051-01-20      | 3.0000%  | 0.0000% | $1784.02           | $1582.47           | Agency Mortgage-Backed Securities  |
| GNII SF MA6541 M     | 2050-02-20      | 3.0000%  | 0.0000% | $1648.40           | $1460.87           | Agency Mortgage-Backed Securities  |
| GNII SF MA6543 M     | 2050-03-20      | 4.0000%  | 0.0000% | $3924.41           | $3693.11           | Agency Mortgage-Backed Securities  |
| GNII SF MA6604 M     | 2039-08-20      | 5.5000%  | 0.0000% | $4041.45           | $4161.55           | Agency Mortgage-Backed Securities  |
| GNII SF MA6710 M     | 2050-06-20      | 3.0000%  | 0.0000% | $3197.96           | $2836.10           | Agency Mortgage-Backed Securities  |
| GNII SF MA6746 M     | 2034-07-20      | 5.5000%  | 0.0000% | $542.65            | $553.06            | Agency Mortgage-Backed Securities  |
| GNII SF MA6766 M     | 2050-07-20      | 3.0000%  | 0.0000% | $1250.58           | $1108.81           | Agency Mortgage-Backed Securities  |
| GNII SF MA6818 M     | 2050-08-20      | 2.0000%  | 0.0000% | $2166.56           | $1766.98           | Agency Mortgage-Backed Securities  |
| GNII SF MA6865 M     | 2050-09-20      | 2.5000%  | 0.0000% | $4098.26           | $3490.26           | Agency Mortgage-Backed Securities  |
| GNII SF MA6994 M     | 2050-11-20      | 2.0000%  | 0.0000% | $2972.27           | $2424.14           | Agency Mortgage-Backed Securities  |
| GNII SF MA7051 M     | 2050-12-20      | 2.0000%  | 0.0000% | $16234.46          | $13236.95          | Agency Mortgage-Backed Securities  |
| GNII SF MA7056 M     | 2050-11-20      | 4.5000%  | 0.0000% | $2648.20           | $2574.30           | Agency Mortgage-Backed Securities  |
| GNII SF MA7987 M     | 2052-03-20      | 2.5000%  | 0.0000% | $1543.11           | $1312.63           | Agency Mortgage-Backed Securities  |
| GNII SF MA7988 M     | 2052-04-20      | 3.0000%  | 0.0000% | $1126923.19        | $996359.75         | Agency Mortgage-Backed Securities  |
| GNII SF MA8042 M     | 2052-05-20      | 2.5000%  | 0.0000% | $5491.69           | $4671.45           | Agency Mortgage-Backed Securities  |
| GNII SF MA8098 M     | 2052-06-20      | 3.0000%  | 0.0000% | $13142.16          | $11619.55          | Agency Mortgage-Backed Securities  |
| GNII SF MA8100 M     | 2052-06-20      | 4.0000%  | 0.0000% | $14721.04          | $13757.86          | Agency Mortgage-Backed Securities  |
| GNII SF MA7367 M     | 2051-05-20      | 2.5000%  | 0.0000% | $47807.07          | $40684.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA7368 M     | 2051-05-20      | 3.0000%  | 0.0000% | $1123.52           | $994.56            | Agency Mortgage-Backed Securities  |
| GNII SF MA7418 M     | 2051-06-20      | 2.5000%  | 0.0000% | $16280814.13       | $13849337.86       | Agency Mortgage-Backed Securities  |
| GNII SF MA7477 M     | 2051-07-20      | 5.0000%  | 0.0000% | $83698.66          | $83726.10          | Agency Mortgage-Backed Securities  |
| GNII SF MA7534 M     | 2051-08-20      | 2.5000%  | 0.0000% | $3488.50           | $2967.49           | Agency Mortgage-Backed Securities  |
| GNII SF 002248 M     | 2026-07-20      | 7.5000%  | 0.0000% | $304.47            | $306.97            | Agency Mortgage-Backed Securities  |
| GNII SF 002217 M     | 2026-05-20      | 7.0000%  | 0.0000% | $150.59            | $156.58            | Agency Mortgage-Backed Securities  |
| GNII SF 002218 M     | 2026-05-20      | 7.5000%  | 0.0000% | $34.60             | $34.87             | Agency Mortgage-Backed Securities  |
| GNII SF 002219 M     | 2026-05-20      | 8.0000%  | 0.0000% | $29.57             | $29.81             | Agency Mortgage-Backed Securities  |
| GNII SF 002231 M     | 2026-06-20      | 7.0000%  | 0.0000% | $23.10             | $24.01             | Agency Mortgage-Backed Securities  |
| GNII SF 002233 M     | 2026-06-20      | 7.5000%  | 0.0000% | $540.91            | $545.80            | Agency Mortgage-Backed Securities  |
| GNII SF 002234 M     | 2026-06-20      | 8.0000%  | 0.0000% | $129.27            | $130.36            | Agency Mortgage-Backed Securities  |
| GNII SF 002235 M     | 2026-06-20      | 8.5000%  | 0.0000% | $29.85             | $30.13             | Agency Mortgage-Backed Securities  |
| GNII SF 002250 M     | 2026-07-20      | 8.5000%  | 0.0000% | $17.24             | $17.41             | Agency Mortgage-Backed Securities  |
| GNII SF 002266 M     | 2026-08-20      | 7.0000%  | 0.0000% | $174.36            | $181.29            | Agency Mortgage-Backed Securities  |
| GNII SF 002268 M     | 2026-08-20      | 7.5000%  | 0.0000% | $29.14             | $29.33             | Agency Mortgage-Backed Securities  |
| GNII SF 002270 M     | 2026-08-20      | 8.0000%  | 0.0000% | $119.37            | $120.84            | Agency Mortgage-Backed Securities  |
| GNII SF 002305 M     | 2026-10-20      | 8.0000%  | 0.0000% | $49.15             | $49.93             | Agency Mortgage-Backed Securities  |
| GNII SF 002306 M     | 2026-10-20      | 8.5000%  | 0.0000% | $8.92              | $9.02              | Agency Mortgage-Backed Securities  |
| GNII SF 002283 M     | 2026-09-20      | 7.0000%  | 0.0000% | $73.38             | $76.29             | Agency Mortgage-Backed Securities  |
| GNII SF 002284 M     | 2026-09-20      | 7.5000%  | 0.0000% | $42.04             | $42.32             | Agency Mortgage-Backed Securities  |
| GNII SF 002285 M     | 2026-09-20      | 8.0000%  | 0.0000% | $51.26             | $51.95             | Agency Mortgage-Backed Securities  |
| GNII SF 002286 M     | 2026-09-20      | 8.5000%  | 0.0000% | $12.87             | $12.94             | Agency Mortgage-Backed Securities  |
| GNII SF 002301 M     | 2026-10-20      | 7.0000%  | 0.0000% | $161.50            | $167.91            | Agency Mortgage-Backed Securities  |
| GNII SF 002303 M     | 2026-10-20      | 7.5000%  | 0.0000% | $63.38             | $63.95             | Agency Mortgage-Backed Securities  |
| GNII SF 002340 M     | 2026-12-20      | 7.0000%  | 0.0000% | $42.34             | $44.02             | Agency Mortgage-Backed Securities  |
| GNII SF 002344 M     | 2026-12-20      | 8.0000%  | 0.0000% | $2.49              | $2.52              | Agency Mortgage-Backed Securities  |
| GNII SF 002322 M     | 2026-11-20      | 7.5000%  | 0.0000% | $57.79             | $58.50             | Agency Mortgage-Backed Securities  |
| GNII SF 002324 M     | 2026-11-20      | 8.0000%  | 0.0000% | $86.49             | $87.39             | Agency Mortgage-Backed Securities  |
| GNII SF 002325 M     | 2026-11-20      | 8.2500%  | 0.0000% | $33.10             | $33.29             | Agency Mortgage-Backed Securities  |
| GNII SF 002376 M     | 2027-02-20      | 7.0000%  | 0.0000% | $96.95             | $100.81            | Agency Mortgage-Backed Securities  |
| GNII SF 002356 M     | 2027-01-20      | 6.5000%  | 0.0000% | $194.89            | $201.41            | Agency Mortgage-Backed Securities  |
| GNII SF 002359 M     | 2027-01-20      | 7.0000%  | 0.0000% | $269.64            | $280.36            | Agency Mortgage-Backed Securities  |
| GNII SF 002378 M     | 2027-02-20      | 7.5000%  | 0.0000% | $154.63            | $156.67            | Agency Mortgage-Backed Securities  |
| GNII SF 002379 M     | 2027-02-20      | 8.0000%  | 0.0000% | $1187.06           | $1204.88           | Agency Mortgage-Backed Securities  |
| GNII SF 002394 M     | 2027-03-20      | 7.0000%  | 0.0000% | $178.95            | $186.06            | Agency Mortgage-Backed Securities  |
| GNII SF 002396 M     | 2027-03-20      | 7.5000%  | 0.0000% | $186.16            | $188.94            | Agency Mortgage-Backed Securities  |
| GNII SF 002397 M     | 2027-03-20      | 8.0000%  | 0.0000% | $1033.44           | $1043.86           | Agency Mortgage-Backed Securities  |
| GNII SF 002433 M     | 2027-05-20      | 8.0000%  | 0.0000% | $467.24            | $475.49            | Agency Mortgage-Backed Securities  |
| GNII SF 002412 M     | 2027-04-20      | 7.0000%  | 0.0000% | $16.30             | $16.95             | Agency Mortgage-Backed Securities  |
| GNII SF 002413 M     | 2027-04-20      | 7.5000%  | 0.0000% | $41.89             | $42.50             | Agency Mortgage-Backed Securities  |
| GNII SF 002414 M     | 2027-04-20      | 8.0000%  | 0.0000% | $692.81            | $703.04            | Agency Mortgage-Backed Securities  |
| GNII SF 002430 M     | 2027-05-20      | 7.0000%  | 0.0000% | $288.26            | $299.71            | Agency Mortgage-Backed Securities  |
| GNII SF 002432 M     | 2027-05-20      | 7.5000%  | 0.0000% | $192.30            | $195.18            | Agency Mortgage-Backed Securities  |
| GNII SF 002471 M     | 2027-08-20      | 7.0000%  | 0.0000% | $2740.23           | $2849.12           | Agency Mortgage-Backed Securities  |
| GNII SF 002443 M     | 2027-06-20      | 7.0000%  | 0.0000% | $369.78            | $384.47            | Agency Mortgage-Backed Securities  |
| GNII SF 002444 M     | 2027-06-20      | 7.5000%  | 0.0000% | $491.52            | $497.82            | Agency Mortgage-Backed Securities  |
| GNII SF 002445 M     | 2027-06-20      | 8.0000%  | 0.0000% | $406.71            | $415.93            | Agency Mortgage-Backed Securities  |
| GNII SF 002446 M     | 2027-06-20      | 8.5000%  | 0.0000% | $35.84             | $36.22             | Agency Mortgage-Backed Securities  |
| GNII SF 002457 M     | 2027-07-20      | 7.5000%  | 0.0000% | $218.90            | $222.90            | Agency Mortgage-Backed Securities  |
| GNII SF 002459 M     | 2027-07-20      | 8.0000%  | 0.0000% | $3293.44           | $3368.17           | Agency Mortgage-Backed Securities  |
| GNII SF 002460 M     | 2027-07-20      | 8.5000%  | 0.0000% | $83.55             | $84.44             | Agency Mortgage-Backed Securities  |
| GNII SF 002499 M     | 2027-10-20      | 8.0000%  | 0.0000% | $324.78            | $332.36            | Agency Mortgage-Backed Securities  |
| GNII SF 002500 M     | 2027-10-20      | 8.5000%  | 0.0000% | $57.74             | $58.35             | Agency Mortgage-Backed Securities  |
| GNII SF 002473 M     | 2027-08-20      | 7.5000%  | 0.0000% | $11.25             | $11.43             | Agency Mortgage-Backed Securities  |
| GNII SF 002474 M     | 2027-08-20      | 8.0000%  | 0.0000% | $500.60            | $513.91            | Agency Mortgage-Backed Securities  |
| GNII SF 002476 M     | 2027-08-20      | 9.0000%  | 0.0000% | $21.22             | $21.46             | Agency Mortgage-Backed Securities  |
| GNII SF 002482 M     | 2027-09-20      | 6.5000%  | 0.0000% | $636.96            | $658.29            | Agency Mortgage-Backed Securities  |
| GNII SF 002486 M     | 2027-09-20      | 8.0000%  | 0.0000% | $145.80            | $147.70            | Agency Mortgage-Backed Securities  |
| GNII SF 002534 M     | 2028-01-20      | 6.5000%  | 0.0000% | $141.34            | $146.07            | Agency Mortgage-Backed Securities  |
| GNII SF 002535 M     | 2028-01-20      | 7.0000%  | 0.0000% | $2849.13           | $2962.34           | Agency Mortgage-Backed Securities  |
| GNII SF 002536 M     | 2028-01-20      | 7.5000%  | 0.0000% | $1119.09           | $1141.34           | Agency Mortgage-Backed Securities  |
| GNII SF 002508 M     | 2027-11-20      | 6.5000%  | 0.0000% | $118.55            | $122.52            | Agency Mortgage-Backed Securities  |
| GNII SF 002510 M     | 2027-11-20      | 7.0000%  | 0.0000% | $592.29            | $615.82            | Agency Mortgage-Backed Securities  |
| GNII SF 002511 M     | 2027-11-20      | 7.5000%  | 0.0000% | $545.82            | $557.25            | Agency Mortgage-Backed Securities  |
| GNII SF 002512 M     | 2027-11-20      | 8.0000%  | 0.0000% | $324.18            | $331.95            | Agency Mortgage-Backed Securities  |
| GNII SF 002521 M     | 2027-12-20      | 6.5000%  | 0.0000% | $11.96             | $12.36             | Agency Mortgage-Backed Securities  |
| GNII SF 002522 M     | 2027-12-20      | 7.0000%  | 0.0000% | $60.06             | $62.44             | Agency Mortgage-Backed Securities  |
| GNII SF 002524 M     | 2027-12-20      | 7.5000%  | 0.0000% | $1126.72           | $1148.99           | Agency Mortgage-Backed Securities  |
| GNII SF 002525 M     | 2027-12-20      | 8.0000%  | 0.0000% | $3281.98           | $3358.16           | Agency Mortgage-Backed Securities  |
| GNII SF 002564 M     | 2028-03-20      | 7.0000%  | 0.0000% | $293.13            | $304.78            | Agency Mortgage-Backed Securities  |
| GNII SF 002565 M     | 2028-03-20      | 7.5000%  | 0.0000% | $25.92             | $26.52             | Agency Mortgage-Backed Securities  |
| GNII SF 002566 M     | 2028-03-20      | 8.0000%  | 0.0000% | $42.38             | $42.74             | Agency Mortgage-Backed Securities  |
| GNII SF 002538 M     | 2028-01-20      | 8.0000%  | 0.0000% | $190.72            | $192.56            | Agency Mortgage-Backed Securities  |
| GNII SF 002547 M     | 2028-02-20      | 6.5000%  | 0.0000% | $965.97            | $998.31            | Agency Mortgage-Backed Securities  |
| GNII SF 002548 M     | 2028-02-20      | 7.0000%  | 0.0000% | $271.27            | $282.05            | Agency Mortgage-Backed Securities  |
| GNII SF 002549 M     | 2028-02-20      | 7.5000%  | 0.0000% | $301.98            | $305.82            | Agency Mortgage-Backed Securities  |
| GNII SF 002550 M     | 2028-02-20      | 8.0000%  | 0.0000% | $3.84              | $3.87              | Agency Mortgage-Backed Securities  |
| GNII SF 003470 M     | 2033-11-20      | 4.5000%  | 0.0000% | $1812.61           | $1808.04           | Agency Mortgage-Backed Securities  |
| GNII SF 003471 M     | 2033-09-20      | 4.7500%  | 0.0000% | $970.65            | $962.14            | Agency Mortgage-Backed Securities  |
| GNII SF 003474 M     | 2033-11-20      | 6.0000%  | 0.0000% | $228.10            | $236.48            | Agency Mortgage-Backed Securities  |
| GNII SF 003476 M     | 2033-11-20      | 7.0000%  | 0.0000% | $229.36            | $238.47            | Agency Mortgage-Backed Securities  |
| GNII SF 003501 M     | 2034-01-20      | 6.0000%  | 0.0000% | $842.35            | $880.46            | Agency Mortgage-Backed Securities  |
| GNII SF 003512 M     | 2034-02-20      | 4.5000%  | 0.0000% | $4013.31           | $4049.44           | Agency Mortgage-Backed Securities  |
| GNII SF 003514 M     | 2034-02-20      | 5.2500%  | 0.0000% | $3819.54           | $3819.44           | Agency Mortgage-Backed Securities  |
| GNII SF 003520 M     | 2034-01-20      | 7.0000%  | 0.0000% | $457.24            | $475.41            | Agency Mortgage-Backed Securities  |
| GNII SF 003528 M     | 2034-03-20      | 4.5000%  | 0.0000% | $658.84            | $656.28            | Agency Mortgage-Backed Securities  |
| GNII SF 003544 M     | 2034-04-20      | 5.5000%  | 0.0000% | $2196.61           | $2268.28           | Agency Mortgage-Backed Securities  |
| GNII SF 003546 M     | 2034-04-20      | 6.5000%  | 0.0000% | $2124.57           | $2221.08           | Agency Mortgage-Backed Securities  |
| GNII SF 003567 M     | 2034-06-20      | 4.5000%  | 0.0000% | $1768.07           | $1753.72           | Agency Mortgage-Backed Securities  |
| GNII SF 003572 M     | 2034-06-20      | 7.0000%  | 0.0000% | $835.85            | $869.06            | Agency Mortgage-Backed Securities  |
| GNII SF 003583 M     | 2034-07-20      | 5.5000%  | 0.0000% | $3796.78           | $3921.43           | Agency Mortgage-Backed Securities  |
| GNII SF 003586 M     | 2034-07-20      | 6.5000%  | 0.0000% | $511.21            | $540.46            | Agency Mortgage-Backed Securities  |
| GNII SF 003596 M     | 2034-08-20      | 5.5000%  | 0.0000% | $884.72            | $920.65            | Agency Mortgage-Backed Securities  |
| GNII SF 003599 M     | 2034-08-20      | 6.5000%  | 0.0000% | $3677.02           | $3962.27           | Agency Mortgage-Backed Securities  |
| GNII SF 002727 M     | 2029-03-20      | 5.5000%  | 0.0000% | $138.85            | $141.80            | Agency Mortgage-Backed Securities  |
| GNII SF 002728 M     | 2029-03-20      | 6.0000%  | 0.0000% | $1353.37           | $1396.04           | Agency Mortgage-Backed Securities  |
| GNII SF 002730 M     | 2029-03-20      | 7.0000%  | 0.0000% | $73.41             | $76.32             | Agency Mortgage-Backed Securities  |
| GNII SF 002702 M     | 2029-01-20      | 7.0000%  | 0.0000% | $247.61            | $257.45            | Agency Mortgage-Backed Securities  |
| GNII SF 002704 M     | 2029-01-20      | 7.5000%  | 0.0000% | $260.02            | $267.49            | Agency Mortgage-Backed Securities  |
| GNII SF 002713 M     | 2029-02-20      | 6.0000%  | 0.0000% | $72.34             | $74.32             | Agency Mortgage-Backed Securities  |
| GNII SF 002714 M     | 2029-02-20      | 6.5000%  | 0.0000% | $4378.72           | $4525.34           | Agency Mortgage-Backed Securities  |
| GNII SF 002716 M     | 2029-02-20      | 7.0000%  | 0.0000% | $242.83            | $252.47            | Agency Mortgage-Backed Securities  |
| GNII SF 002742 M     | 2029-04-20      | 7.0000%  | 0.0000% | $360.02            | $374.33            | Agency Mortgage-Backed Securities  |
| GNII SF 002743 M     | 2029-04-20      | 7.5000%  | 0.0000% | $34.01             | $34.61             | Agency Mortgage-Backed Securities  |
| GNII SF 002744 M     | 2029-04-20      | 8.0000%  | 0.0000% | $335.91            | $338.47            | Agency Mortgage-Backed Securities  |
| GNII SF 002754 M     | 2029-05-20      | 6.5000%  | 0.0000% | $71.72             | $74.12             | Agency Mortgage-Backed Securities  |
| GNII SF 002755 M     | 2029-05-20      | 7.0000%  | 0.0000% | $2588.20           | $2691.05           | Agency Mortgage-Backed Securities  |
| GNII SF 002796 M     | 2029-08-20      | 7.0000%  | 0.0000% | $4416.56           | $4592.06           | Agency Mortgage-Backed Securities  |
| GNII SF 002767 M     | 2029-06-20      | 6.5000%  | 0.0000% | $782.45            | $808.65            | Agency Mortgage-Backed Securities  |
| GNII SF 002769 M     | 2029-06-20      | 7.5000%  | 0.0000% | $33.69             | $34.76             | Agency Mortgage-Backed Securities  |
| GNII SF 002781 M     | 2029-07-20      | 6.5000%  | 0.0000% | $3623.01           | $3744.34           | Agency Mortgage-Backed Securities  |
| GNII SF 002783 M     | 2029-07-20      | 7.0000%  | 0.0000% | $1687.64           | $1754.71           | Agency Mortgage-Backed Securities  |
| GNII SF 002785 M     | 2029-07-20      | 8.0000%  | 0.0000% | $412.17            | $416.15            | Agency Mortgage-Backed Securities  |
| GNII SF 002824 M     | 2029-10-20      | 7.0000%  | 0.0000% | $2113.51           | $2197.49           | Agency Mortgage-Backed Securities  |
| GNII SF 002826 M     | 2029-10-20      | 8.0000%  | 0.0000% | $74.97             | $78.31             | Agency Mortgage-Backed Securities  |
| GNII SF 002798 M     | 2029-08-20      | 7.5000%  | 0.0000% | $667.91            | $690.66            | Agency Mortgage-Backed Securities  |
| GNII SF 002799 M     | 2029-08-20      | 8.0000%  | 0.0000% | $66.93             | $67.43             | Agency Mortgage-Backed Securities  |
| GNII SF 002808 M     | 2029-09-20      | 6.5000%  | 0.0000% | $221.28            | $228.69            | Agency Mortgage-Backed Securities  |
| GNII SF 002809 M     | 2029-09-20      | 7.0000%  | 0.0000% | $230.10            | $239.24            | Agency Mortgage-Backed Securities  |
| GNII SF 002810 M     | 2029-09-20      | 7.5000%  | 0.0000% | $654.90            | $678.13            | Agency Mortgage-Backed Securities  |
| GNII SF 002811 M     | 2029-09-20      | 8.0000%  | 0.0000% | $118.53            | $123.53            | Agency Mortgage-Backed Securities  |
| GNII SF 002853 M     | 2029-12-20      | 7.5000%  | 0.0000% | $1111.56           | $1146.08           | Agency Mortgage-Backed Securities  |
| GNII SF 002854 M     | 2029-12-20      | 8.0000%  | 0.0000% | $144.16            | $152.73            | Agency Mortgage-Backed Securities  |
| GNII SF 002855 M     | 2029-12-20      | 8.5000%  | 0.0000% | $17.55             | $17.73             | Agency Mortgage-Backed Securities  |
| GNII SF 002838 M     | 2029-11-20      | 7.0000%  | 0.0000% | $2490.57           | $2589.54           | Agency Mortgage-Backed Securities  |
| GNII SF 002839 M     | 2029-11-20      | 7.5000%  | 0.0000% | $88.15             | $91.95             | Agency Mortgage-Backed Securities  |
| GNII SF 002840 M     | 2029-11-20      | 8.0000%  | 0.0000% | $35.01             | $36.57             | Agency Mortgage-Backed Securities  |
| GNII SF 002851 M     | 2029-12-20      | 6.5000%  | 0.0000% | $5.21              | $5.38              | Agency Mortgage-Backed Securities  |
| GNII SF 002852 M     | 2029-12-20      | 7.0000%  | 0.0000% | $58.88             | $61.23             | Agency Mortgage-Backed Securities  |
| GNII SF 002885 M     | 2030-02-20      | 8.5000%  | 0.0000% | $35.44             | $36.06             | Agency Mortgage-Backed Securities  |
| FKAR 04.750 WAWA3430 | 2043-02-01      | 4.7500%  | 0.0000% | $1056468.49        | $1007486.80        | Agency Mortgage-Backed Securities  |
| FKAR 04.290 WNWN1549 | 2030-03-01      | 4.2900%  | 0.0000% | $1130789.00        | $1134004.78        | Agency Mortgage-Backed Securities  |
| 08.500 FRPC G80204 G | 2027-10-20      | 8.5000%  | 0.0000% | $3147.46           | $3186.46           | Agency Mortgage-Backed Securities  |
| 06.875 FRPC G80338 G | 2039-05-01      | 6.8750%  | 0.0000% | $2784.34           | $2861.90           | Agency Mortgage-Backed Securities  |
| 09.000 FRPC G80360 G | 2040-09-01      | 9.0000%  | 0.0000% | $195.22            | $196.05            | Agency Mortgage-Backed Securities  |
| FMAR 972136 G        | 2034-01-01      | 6.4300%  | 0.0000% | $1240.22           | $1277.04           | Agency Mortgage-Backed Securities  |
| FMAR 1B0097 G        | 2031-08-01      | 7.6580%  | 0.0000% | $2469.96           | $2524.09           | Agency Mortgage-Backed Securities  |
| FMAR 1B0118 G        | 2031-08-01      | 7.6580%  | 0.0000% | $443.48            | $452.49            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS745862 | 2035-04-01      | 6.5680%  | 0.0000% | $2265.96           | $2335.47           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1745895 | 2036-10-01      | 7.5940%  | 0.0000% | $3984.68           | $4088.51           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB745982 | 2035-12-01      | 6.6260%  | 0.0000% | $1323.91           | $1354.49           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD747302 | 2034-07-01      | 7.2800%  | 0.0000% | $17735.10          | $18238.29          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB749306 | 2033-10-01      | 6.9250%  | 0.0000% | $2918.26           | $3013.12           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS751531 | 2034-05-01      | 6.2100%  | 0.0000% | $3115.00           | $3216.40           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS754031 | 2033-12-01      | 6.4350%  | 0.0000% | $988.22            | $1015.76           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB758614 | 2033-11-01      | 6.1750%  | 0.0000% | $4070.82           | $4147.73           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB758900 | 2033-12-01      | 6.6060%  | 0.0000% | $279.00            | $285.69            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD767672 | 2034-03-01      | 6.3850%  | 0.0000% | $360.60            | $369.70            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS768435 | 2034-01-01      | 6.2720%  | 0.0000% | $950.19            | $981.45            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS770140 | 2034-03-01      | 6.3180%  | 0.0000% | $622.85            | $639.37            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS773341 | 2035-06-01      | 6.7980%  | 0.0000% | $17925.31          | $18435.48          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB773856 | 2034-04-01      | 7.2080%  | 0.0000% | $12828.06          | $13273.88          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS775852 | 2044-03-01      | 5.6970%  | 0.0000% | $8576.99           | $8704.59           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB776488 | 2034-03-01      | 6.2020%  | 0.0000% | $8752.16           | $9019.69           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB777058 | 2034-05-01      | 6.7770%  | 0.0000% | $4684.08           | $4782.80           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD780365 | 2034-06-01      | 6.2730%  | 0.0000% | $1517.33           | $1564.46           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS781309 | 2034-07-01      | 7.4350%  | 0.0000% | $3645.68           | $3772.27           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD781563 | 2034-11-01      | 6.4990%  | 0.0000% | $1970.81           | $2021.37           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WN784124 | 2034-12-01      | 6.4550%  | 0.0000% | $2534.00           | $2613.57           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB786142 | 2034-07-01      | 7.4750%  | 0.0000% | $10123.16          | $10334.68          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB788987 | 2034-10-01      | 6.5000%  | 0.0000% | $18489.31          | $18865.98          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB790762 | 2034-09-01      | 7.1650%  | 0.0000% | $1076.77           | $1095.10           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB790764 | 2034-09-01      | 7.1420%  | 0.0000% | $17730.17          | $18232.27          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB790964 | 2034-09-01      | 7.3960%  | 0.0000% | $12323.06          | $12610.75          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD791972 | 2034-09-01      | 7.3930%  | 0.0000% | $620.85            | $641.93            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB791961 | 2034-09-01      | 5.9380%  | 0.0000% | $3026.64           | $3061.38           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB793025 | 2034-07-01      | 6.3660%  | 0.0000% | $17584.89          | $17866.52          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB793065 | 2034-08-01      | 7.6520%  | 0.0000% | $801.21            | $822.28            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB794792 | 2034-10-01      | 7.0700%  | 0.0000% | $2060.39           | $2110.46           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS795297 | 2044-07-01      | 5.6970%  | 0.0000% | $20975.60          | $21261.70          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WN795718 | 2034-09-01      | 7.3000%  | 0.0000% | $3748.64           | $3864.54           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB800165 | 2034-12-01      | 6.0200%  | 0.0000% | $936.38            | $949.76            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB800171 | 2034-12-01      | 6.0090%  | 0.0000% | $2872.94           | $2911.76           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS801344 | 2034-10-01      | 7.4400%  | 0.0000% | $1224.34           | $1266.80           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB803594 | 2034-10-01      | 6.5850%  | 0.0000% | $2311.11           | $2360.29           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS806506 | 2044-10-01      | 5.6970%  | 0.0000% | $1049.42           | $1065.12           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS806513 | 2034-12-01      | 6.4260%  | 0.0000% | $33128.08          | $34183.39          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB806721 | 2034-11-01      | 6.8480%  | 0.0000% | $839.35            | $870.59            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB806776 | 2034-11-01      | 6.2100%  | 0.0000% | $3771.81           | $3819.57           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB809181 | 2035-01-01      | 6.5980%  | 0.0000% | $23046.69          | $23538.34          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB809319 | 2035-01-01      | 6.6700%  | 0.0000% | $949.56            | $975.64            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB809347 | 2035-01-01      | 6.7350%  | 0.0000% | $1841.74           | $1880.76           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB810896 | 2035-01-01      | 6.2100%  | 0.0000% | $13473.26          | $13868.10          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD813570 | 2034-10-01      | 6.9940%  | 0.0000% | $24212.79          | $24930.19          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WN813586 | 2035-03-01      | 6.4250%  | 0.0000% | $55.69             | $57.44             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS813714 | 2035-01-01      | 6.1940%  | 0.0000% | $1250.52           | $1284.73           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB813842 | 2035-01-01      | 6.2640%  | 0.0000% | $1047.78           | $1078.42           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB815195 | 2035-05-01      | 6.3150%  | 0.0000% | $2158.61           | $2187.18           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB815261 | 2035-05-01      | 6.1420%  | 0.0000% | $6866.45           | $6949.16           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS815587 | 2035-04-01      | 6.4580%  | 0.0000% | $917.02            | $947.02            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB816597 | 2035-02-01      | 6.4200%  | 0.0000% | $1828.42           | $1866.62           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB819423 | 2035-04-01      | 6.8100%  | 0.0000% | $1398.67           | $1453.16           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB821378 | 2035-05-01      | 6.0390%  | 0.0000% | $1806.73           | $1817.88           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB821365 | 2035-05-01      | 6.4600%  | 0.0000% | $3977.16           | $4052.38           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB823660 | 2035-05-01      | 6.5860%  | 0.0000% | $3730.48           | $3817.00           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS825395 | 2035-07-01      | 7.3480%  | 0.0000% | $7567.96           | $7817.04           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB826046 | 2035-07-01      | 7.4310%  | 0.0000% | $343.60            | $349.43            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB826082 | 2035-07-01      | 7.4300%  | 0.0000% | $281.97            | $286.15            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB826128 | 2035-07-01      | 7.5290%  | 0.0000% | $7944.51           | $8132.99           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB826362 | 2035-07-01      | 6.9630%  | 0.0000% | $3375.89           | $3419.40           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB826364 | 2035-07-01      | 7.0200%  | 0.0000% | $1746.67           | $1765.33           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB828056 | 2035-06-01      | 7.6110%  | 0.0000% | $24524.50          | $25118.26          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS829596 | 2035-07-01      | 7.4380%  | 0.0000% | $1744.55           | $1807.20           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB829708 | 2035-06-01      | 7.1600%  | 0.0000% | $667.46            | $686.44            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB832801 | 2035-09-01      | 7.2050%  | 0.0000% | $3193.95           | $3265.56           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB835058 | 2035-06-01      | 6.8100%  | 0.0000% | $740.90            | $757.31            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS836852 | 2035-10-01      | 6.4430%  | 0.0000% | $4746.93           | $4873.11           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS837329 | 2035-09-01      | 7.1680%  | 0.0000% | $5505.58           | $5640.14           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB839175 | 2035-11-01      | 6.5370%  | 0.0000% | $11226.02          | $11440.18          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD841068 | 2034-11-01      | 7.0370%  | 0.0000% | $14613.27          | $15272.26          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB841775 | 2035-09-01      | 7.1900%  | 0.0000% | $14154.35          | $14605.48          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS841978 | 2035-03-01      | 5.2010%  | 0.0000% | $18238.98          | $18102.60          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB843026 | 2035-09-01      | 6.1600%  | 0.0000% | $10367.22          | $10516.89          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS844237 | 2035-11-01      | 6.1820%  | 0.0000% | $4019.32           | $4116.65           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS843823 | 2035-11-01      | 6.4310%  | 0.0000% | $3304.89           | $3392.10           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS843997 | 2035-11-01      | 6.3350%  | 0.0000% | $6317.42           | $6488.77           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB844000 | 2035-11-01      | 6.5830%  | 0.0000% | $10374.21          | $10507.96          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS844532 | 2035-11-01      | 6.2130%  | 0.0000% | $25823.77          | $26445.82          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS846171 | 2035-10-01      | 6.6080%  | 0.0000% | $15559.50          | $16017.69          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1849025 | 2036-01-01      | 6.4300%  | 0.0000% | $480.34            | $493.06            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB849264 | 2036-01-01      | 6.6280%  | 0.0000% | $33935.02          | $34811.47          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS849930 | 2034-08-01      | 6.4550%  | 0.0000% | $22839.61          | $23200.58          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS863729 | 2036-01-01      | 6.5180%  | 0.0000% | $13586.23          | $14039.04          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1865915 | 2036-03-01      | 6.4970%  | 0.0000% | $921.57            | $947.92            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS866920 | 2036-02-01      | 6.5630%  | 0.0000% | $1233.24           | $1275.77           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1868877 | 2036-04-01      | 6.4320%  | 0.0000% | $820.91            | $849.51            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1868952 | 2036-05-01      | 6.8010%  | 0.0000% | $5064.47           | $5198.33           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS877000 | 2035-06-01      | 6.2600%  | 0.0000% | $2107.83           | $2179.24           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB881670 | 2036-03-01      | 6.1750%  | 0.0000% | $25748.18          | $26576.06          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB881857 | 2036-04-01      | 6.9430%  | 0.0000% | $3209.20           | $3328.07           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBCA2903 | 2048-12-01      | 6.9880%  | 0.0000% | $25070.49          | $26003.39          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4361 | 2036-06-01      | 2.5000%  | 0.0000% | $4344.31           | $4063.06           | Agency Mortgage-Backed Securities  |
| GNII SF MA7650 M     | 2051-10-20      | 3.0000%  | 0.0000% | $718.32            | $635.59            | Agency Mortgage-Backed Securities  |
| GNII SF MA7651 M     | 2051-10-20      | 3.5000%  | 0.0000% | $453535.75         | $412181.20         | Agency Mortgage-Backed Securities  |
| GNII SF MA7703 M     | 2051-11-20      | 1.5000%  | 0.0000% | $24985.41          | $19429.61          | Agency Mortgage-Backed Securities  |
| GNII SF MA7827 M     | 2052-01-20      | 2.5000%  | 0.0000% | $3729.46           | $3172.44           | Agency Mortgage-Backed Securities  |
| GNII SF MA7830 M     | 2052-01-20      | 4.0000%  | 0.0000% | $2091.33           | $1957.09           | Agency Mortgage-Backed Securities  |
| GNII SF MA7881 M     | 2052-02-20      | 2.5000%  | 0.0000% | $1533.24           | $1304.24           | Agency Mortgage-Backed Securities  |
| GNII SF MA7937 M     | 2052-03-20      | 3.0000%  | 0.0000% | $42074514.85       | $37209719.21       | Agency Mortgage-Backed Securities  |
| GNII SF MA8103 M     | 2052-06-20      | 5.5000%  | 0.0000% | $29360.27          | $29743.12          | Agency Mortgage-Backed Securities  |
| GNII SF MA8150 M     | 2052-07-20      | 4.0000%  | 0.0000% | $808.20            | $755.32            | Agency Mortgage-Backed Securities  |
| GNII SF MA8151 M     | 2052-07-20      | 4.5000%  | 0.0000% | $958907.32         | $926079.13         | Agency Mortgage-Backed Securities  |
| GNII SF MA8154 M     | 2052-07-20      | 6.0000%  | 0.0000% | $32501.13          | $33381.63          | Agency Mortgage-Backed Securities  |
| GNII SF MA8204 M     | 2052-08-20      | 6.0000%  | 0.0000% | $30856.65          | $31685.26          | Agency Mortgage-Backed Securities  |
| GNII SF MA8264 M     | 2052-09-20      | 2.5000%  | 0.0000% | $1510.86           | $1285.20           | Agency Mortgage-Backed Securities  |
| GNII SF MA8268 M     | 2052-09-20      | 4.5000%  | 0.0000% | $30424385.53       | $29414052.54       | Agency Mortgage-Backed Securities  |
| GNII SF MA8347 M     | 2052-10-20      | 4.5000%  | 0.0000% | $20478.01          | $19802.14          | Agency Mortgage-Backed Securities  |
| GNII SF MA8426 M     | 2052-11-20      | 4.0000%  | 0.0000% | $1670.93           | $1560.05           | Agency Mortgage-Backed Securities  |
| GNII SF MA8429 M     | 2052-10-20      | 5.5000%  | 0.0000% | $29863440.35       | $30282142.39       | Agency Mortgage-Backed Securities  |
| GNII SF MA8486 M     | 2052-11-20      | 3.0000%  | 0.0000% | $1533.06           | $1356.05           | Agency Mortgage-Backed Securities  |
| GNII SF MA8487 M     | 2052-11-20      | 3.5000%  | 0.0000% | $2528.84           | $2297.02           | Agency Mortgage-Backed Securities  |
| GNII SF MA8493 M     | 2052-12-20      | 6.5000%  | 0.0000% | $71675.51          | $74251.75          | Agency Mortgage-Backed Securities  |
| GNII SF MA8725 M     | 2053-03-20      | 5.0000%  | 0.0000% | $185436.79         | $183516.92         | Agency Mortgage-Backed Securities  |
| GNII SF MA9772 M     | 2051-01-20      | 2.0000%  | 0.0000% | $1649.79           | $1345.16           | Agency Mortgage-Backed Securities  |
| GNII SF MA9781 M     | 2054-07-20      | 6.5000%  | 0.0000% | $707.00            | $730.67            | Agency Mortgage-Backed Securities  |
| GNII SF MA9010 M     | 2053-07-20      | 2.0000%  | 0.0000% | $770.38            | $628.24            | Agency Mortgage-Backed Securities  |
| GNII SF MA9012 M     | 2053-05-20      | 3.0000%  | 0.0000% | $1680.42           | $1489.16           | Agency Mortgage-Backed Securities  |
| GNII SF MA9013 M     | 2053-07-20      | 3.5000%  | 0.0000% | $2571.86           | $2344.40           | Agency Mortgage-Backed Securities  |
| GNII SF MA9015 M     | 2053-04-20      | 4.5000%  | 0.0000% | $1801.73           | $1734.47           | Agency Mortgage-Backed Securities  |
| GNII SF MA9018 M     | 2053-07-20      | 6.0000%  | 0.0000% | $471414.79         | $482908.51         | Agency Mortgage-Backed Securities  |
| GNII SF MA9099 M     | 2052-05-20      | 2.0000%  | 0.0000% | $786.67            | $641.47            | Agency Mortgage-Backed Securities  |
| GNII SF MA9101 M     | 2053-07-20      | 3.0000%  | 0.0000% | $2534.94           | $2243.43           | Agency Mortgage-Backed Securities  |
| GNII SF MA9104 M     | 2053-07-20      | 4.5000%  | 0.0000% | $2736.24           | $2631.56           | Agency Mortgage-Backed Securities  |
| GNII SF MA9107 M     | 2053-08-20      | 6.0000%  | 0.0000% | $688.28            | $704.90            | Agency Mortgage-Backed Securities  |
| GNII SF MA9109 M     | 2053-08-20      | 7.0000%  | 0.0000% | $406.14            | $423.57            | Agency Mortgage-Backed Securities  |
| GNII SF MA9110 M     | 2053-08-20      | 7.5000%  | 0.0000% | $31749.91          | $33241.54          | Agency Mortgage-Backed Securities  |
| GNII SF MA9171 M     | 2053-09-20      | 5.5000%  | 0.0000% | $800.19            | $808.26            | Agency Mortgage-Backed Securities  |
| GNII SF MA9174 M     | 2053-08-20      | 7.0000%  | 0.0000% | $409.43            | $426.32            | Agency Mortgage-Backed Securities  |
| GNII SF MA9234 M     | 2052-02-20      | 2.0000%  | 0.0000% | $1751.02           | $1427.92           | Agency Mortgage-Backed Securities  |
| GNII SF 002864 M     | 2030-01-20      | 6.0000%  | 0.0000% | $38.47             | $39.22             | Agency Mortgage-Backed Securities  |
| GNII SF 002866 M     | 2030-01-20      | 7.0000%  | 0.0000% | $1570.40           | $1632.80           | Agency Mortgage-Backed Securities  |
| GNII SF 002867 M     | 2030-01-20      | 7.5000%  | 0.0000% | $192.84            | $200.65            | Agency Mortgage-Backed Securities  |
| GNII SF 002868 M     | 2030-01-20      | 8.0000%  | 0.0000% | $588.92            | $626.48            | Agency Mortgage-Backed Securities  |
| GNII SF 002882 M     | 2030-02-20      | 7.0000%  | 0.0000% | $767.59            | $798.09            | Agency Mortgage-Backed Securities  |
| GNII SF 002883 M     | 2030-02-20      | 7.5000%  | 0.0000% | $136.55            | $141.62            | Agency Mortgage-Backed Securities  |
| GNII SF 002884 M     | 2030-02-20      | 8.0000%  | 0.0000% | $39.18             | $41.64             | Agency Mortgage-Backed Securities  |
| GNII SF 002921 M     | 2030-05-20      | 7.5000%  | 0.0000% | $1224.08           | $1275.24           | Agency Mortgage-Backed Securities  |
| GNII SF 002922 M     | 2030-05-20      | 8.0000%  | 0.0000% | $315.82            | $334.58            | Agency Mortgage-Backed Securities  |
| GNII SF 002924 M     | 2030-05-20      | 8.5000%  | 0.0000% | $93.66             | $97.48             | Agency Mortgage-Backed Securities  |
| GNII SF 002895 M     | 2030-03-20      | 7.0000%  | 0.0000% | $82.44             | $85.72             | Agency Mortgage-Backed Securities  |
| GNII SF 002896 M     | 2030-03-20      | 7.5000%  | 0.0000% | $70.66             | $73.25             | Agency Mortgage-Backed Securities  |
| GNII SF 002897 M     | 2030-03-20      | 8.0000%  | 0.0000% | $624.00            | $659.32            | Agency Mortgage-Backed Securities  |
| GNII SF 002898 M     | 2030-03-20      | 8.5000%  | 0.0000% | $30.75             | $32.38             | Agency Mortgage-Backed Securities  |
| GNII SF 002908 M     | 2030-04-20      | 7.5000%  | 0.0000% | $655.59            | $675.09            | Agency Mortgage-Backed Securities  |
| GNII SF 002909 M     | 2030-04-20      | 8.0000%  | 0.0000% | $1471.82           | $1526.07           | Agency Mortgage-Backed Securities  |
| GNII SF 002910 M     | 2030-04-20      | 8.5000%  | 0.0000% | $316.81            | $327.99            | Agency Mortgage-Backed Securities  |
| GNII SF 002956 M     | 2030-08-20      | 7.0000%  | 0.0000% | $2431.63           | $2528.25           | Agency Mortgage-Backed Securities  |
| GNII SF 002935 M     | 2030-06-20      | 8.0000%  | 0.0000% | $1071.24           | $1140.44           | Agency Mortgage-Backed Securities  |
| GNII SF 002936 M     | 2030-06-20      | 8.5000%  | 0.0000% | $595.66            | $623.97            | Agency Mortgage-Backed Securities  |
| GNII SF 002944 M     | 2030-07-20      | 7.0000%  | 0.0000% | $32.24             | $33.53             | Agency Mortgage-Backed Securities  |
| GNII SF 002945 M     | 2030-07-20      | 7.5000%  | 0.0000% | $208.37            | $214.61            | Agency Mortgage-Backed Securities  |
| GNII SF 002946 M     | 2030-07-20      | 8.0000%  | 0.0000% | $97.37             | $102.35            | Agency Mortgage-Backed Securities  |
| GNII SF 002947 M     | 2030-07-20      | 8.5000%  | 0.0000% | $497.30            | $523.07            | Agency Mortgage-Backed Securities  |
| GNII SF 002960 M     | 2030-08-20      | 9.0000%  | 0.0000% | $5.74              | $5.79              | Agency Mortgage-Backed Securities  |
| GNII SF 002971 M     | 2030-09-20      | 7.0000%  | 0.0000% | $350.01            | $365.03            | Agency Mortgage-Backed Securities  |
| GNII SF 002972 M     | 2030-09-20      | 7.5000%  | 0.0000% | $567.85            | $602.60            | Agency Mortgage-Backed Securities  |
| GNII SF 002973 M     | 2030-09-20      | 8.0000%  | 0.0000% | $123.62            | $128.56            | Agency Mortgage-Backed Securities  |
| GNII SF 002974 M     | 2030-09-20      | 8.5000%  | 0.0000% | $8.45              | $8.93              | Agency Mortgage-Backed Securities  |
| GNII SF 002975 M     | 2030-09-20      | 9.0000%  | 0.0000% | $199.33            | $202.01            | Agency Mortgage-Backed Securities  |
| GNII SF 002989 M     | 2030-10-20      | 8.5000%  | 0.0000% | $25.74             | $27.14             | Agency Mortgage-Backed Securities  |
| GNII SF 002990 M     | 2030-10-20      | 9.0000%  | 0.0000% | $198.92            | $201.23            | Agency Mortgage-Backed Securities  |
| GNII SF 002998 M     | 2030-11-20      | 7.0000%  | 0.0000% | $49.70             | $51.68             | Agency Mortgage-Backed Securities  |
| GNII SF 002999 M     | 2030-11-20      | 7.5000%  | 0.0000% | $3309.81           | $3501.91           | Agency Mortgage-Backed Securities  |
| GNII SF 003010 M     | 2030-12-20      | 7.0000%  | 0.0000% | $323.63            | $336.49            | Agency Mortgage-Backed Securities  |
| GNII SF 003011 M     | 2030-12-20      | 7.5000%  | 0.0000% | $271.53            | $284.10            | Agency Mortgage-Backed Securities  |
| GNII SF 003012 M     | 2030-12-20      | 8.0000%  | 0.0000% | $668.78            | $703.91            | Agency Mortgage-Backed Securities  |
| GNII SF 003024 M     | 2031-01-20      | 6.0000%  | 0.0000% | $105.21            | $107.41            | Agency Mortgage-Backed Securities  |
| GNII SF 003026 M     | 2031-01-20      | 7.0000%  | 0.0000% | $1899.69           | $1994.39           | Agency Mortgage-Backed Securities  |
| GNII SF 003027 M     | 2031-01-20      | 7.5000%  | 0.0000% | $90.35             | $96.24             | Agency Mortgage-Backed Securities  |
| GNII SF 003028 M     | 2031-01-20      | 8.0000%  | 0.0000% | $26.81             | $28.10             | Agency Mortgage-Backed Securities  |
| GNII SF 003029 M     | 2031-01-20      | 8.5000%  | 0.0000% | $4419.03           | $4662.66           | Agency Mortgage-Backed Securities  |
| GNII SF 003038 M     | 2031-02-20      | 6.0000%  | 0.0000% | $42.54             | $44.31             | Agency Mortgage-Backed Securities  |
| GNII SF 003040 M     | 2031-02-20      | 7.0000%  | 0.0000% | $773.42            | $809.02            | Agency Mortgage-Backed Securities  |
| GNII SF 003041 M     | 2031-02-20      | 7.5000%  | 0.0000% | $249.82            | $260.78            | Agency Mortgage-Backed Securities  |
| GNII SF 003042 M     | 2031-02-20      | 8.0000%  | 0.0000% | $600.52            | $632.05            | Agency Mortgage-Backed Securities  |
| GNII SF 003081 M     | 2031-05-20      | 7.0000%  | 0.0000% | $1470.42           | $1528.85           | Agency Mortgage-Backed Securities  |
| GNII SF 003082 M     | 2031-05-20      | 7.5000%  | 0.0000% | $869.01            | $893.12            | Agency Mortgage-Backed Securities  |
| GNII SF 003083 M     | 2031-05-20      | 8.0000%  | 0.0000% | $35.39             | $35.80             | Agency Mortgage-Backed Securities  |
| GNII SF 003053 M     | 2031-03-20      | 6.5000%  | 0.0000% | $1014.91           | $1063.77           | Agency Mortgage-Backed Securities  |
| GNII SF 003096 M     | 2031-06-20      | 7.0000%  | 0.0000% | $1755.46           | $1825.22           | Agency Mortgage-Backed Securities  |
| GNII SF 003097 M     | 2031-06-20      | 7.5000%  | 0.0000% | $76.89             | $80.35             | Agency Mortgage-Backed Securities  |
| GNII SF 003098 M     | 2031-06-20      | 8.0000%  | 0.0000% | $37.59             | $37.95             | Agency Mortgage-Backed Securities  |
| GNII SF 003121 M     | 2031-08-20      | 7.0000%  | 0.0000% | $1576.07           | $1675.51           | Agency Mortgage-Backed Securities  |
| GNII SF 003122 M     | 2031-08-20      | 7.5000%  | 0.0000% | $333.80            | $346.49            | Agency Mortgage-Backed Securities  |
| GNII SF 003123 M     | 2031-08-20      | 8.0000%  | 0.0000% | $112.68            | $113.53            | Agency Mortgage-Backed Securities  |
| GNII SF 003135 M     | 2031-09-20      | 7.5000%  | 0.0000% | $50.00             | $52.46             | Agency Mortgage-Backed Securities  |
| GNII SF 003309 M     | 2032-11-20      | 7.0000%  | 0.0000% | $678.35            | $705.30            | Agency Mortgage-Backed Securities  |
| GNII SF 003323 M     | 2032-12-20      | 7.0000%  | 0.0000% | $798.78            | $830.52            | Agency Mortgage-Backed Securities  |
| GNII SF 003346 M     | 2033-02-20      | 5.5000%  | 0.0000% | $315.21            | $325.59            | Agency Mortgage-Backed Securities  |
| GNII SF 003348 M     | 2033-02-20      | 6.5000%  | 0.0000% | $148.04            | $154.13            | Agency Mortgage-Backed Securities  |
| GNII SF 003358 M     | 2033-03-20      | 4.5000%  | 0.0000% | $2942.57           | $2925.21           | Agency Mortgage-Backed Securities  |
| GNII SF 004372 M     | 2039-02-20      | 6.5000%  | 0.0000% | $598.21            | $638.43            | Agency Mortgage-Backed Securities  |
| GNII SF 004373 M     | 2039-02-20      | 7.0000%  | 0.0000% | $708.75            | $741.78            | Agency Mortgage-Backed Securities  |
| GNII SF 004422 M     | 2039-04-20      | 4.0000%  | 0.0000% | $3254.28           | $3116.81           | Agency Mortgage-Backed Securities  |
| GNII SF 004427 M     | 2039-04-20      | 6.5000%  | 0.0000% | $2962.47           | $3109.93           | Agency Mortgage-Backed Securities  |
| GNII SF 004446 M     | 2039-05-20      | 4.5000%  | 0.0000% | $2001.19           | $1988.33           | Agency Mortgage-Backed Securities  |
| GNII SF 004473 M     | 2038-11-20      | 7.0000%  | 0.0000% | $2207.21           | $2310.41           | Agency Mortgage-Backed Securities  |
| GNII SF 004495 M     | 2039-07-20      | 4.5000%  | 0.0000% | $1117.79           | $1110.60           | Agency Mortgage-Backed Securities  |
| GNII SF 003912 M     | 2036-10-20      | 7.0000%  | 0.0000% | $1538.63           | $1624.22           | Agency Mortgage-Backed Securities  |
| GNII SF 003921 M     | 2036-11-20      | 6.5000%  | 0.0000% | $703.31            | $739.71            | Agency Mortgage-Backed Securities  |
| GNII SF 003922 M     | 2036-11-20      | 7.0000%  | 0.0000% | $499.96            | $527.70            | Agency Mortgage-Backed Securities  |
| GNII SF 004019 M     | 2037-08-20      | 7.0000%  | 0.0000% | $2348.31           | $2483.97           | Agency Mortgage-Backed Securities  |
| GNII SF 004027 M     | 2037-09-20      | 5.5000%  | 0.0000% | $2533.85           | $2609.05           | Agency Mortgage-Backed Securities  |
| GNII SF 004039 M     | 2037-10-20      | 6.0000%  | 0.0000% | $3643.32           | $3828.41           | Agency Mortgage-Backed Securities  |
| GNII SF 004075 M     | 2038-01-20      | 7.0000%  | 0.0000% | $313.28            | $327.79            | Agency Mortgage-Backed Securities  |
| GNII SF 004058 M     | 2037-12-20      | 5.0000%  | 0.0000% | $1811.20           | $1830.43           | Agency Mortgage-Backed Securities  |
| GNII SF 004062 M     | 2037-12-20      | 7.0000%  | 0.0000% | $693.95            | $734.59            | Agency Mortgage-Backed Securities  |
| GNII SF 004063 M     | 2037-12-20      | 7.5000%  | 0.0000% | $184.48            | $188.75            | Agency Mortgage-Backed Securities  |
| GNII SF 004112 M     | 2038-04-20      | 4.5000%  | 0.0000% | $843.65            | $838.23            | Agency Mortgage-Backed Securities  |
| GNII SF 004085 M     | 2038-02-20      | 6.0000%  | 0.0000% | $3066.80           | $3222.63           | Agency Mortgage-Backed Securities  |
| GNII SF 004086 M     | 2038-02-20      | 6.5000%  | 0.0000% | $3431.99           | $3605.79           | Agency Mortgage-Backed Securities  |
| GNII SF 004101 M     | 2038-03-20      | 7.0000%  | 0.0000% | $3336.46           | $3469.04           | Agency Mortgage-Backed Securities  |
| GNII SF 004347 M     | 2039-01-20      | 7.5000%  | 0.0000% | $2989.25           | $3064.01           | Agency Mortgage-Backed Securities  |
| GNII SF 005332 M     | 2042-03-20      | 4.0000%  | 0.0000% | $2785.03           | $2663.80           | Agency Mortgage-Backed Securities  |
| GNII SF 004519 M     | 2039-08-20      | 4.5000%  | 0.0000% | $2652.70           | $2635.64           | Agency Mortgage-Backed Securities  |
| GNII SF 004523 M     | 2039-08-20      | 6.5000%  | 0.0000% | $446.81            | $468.99            | Agency Mortgage-Backed Securities  |
| GNII SF 004539 M     | 2039-09-20      | 4.0000%  | 0.0000% | $2785.86           | $2664.71           | Agency Mortgage-Backed Securities  |
| GNII JM 004554 M     | 2039-10-20      | 5.0000%  | 0.0000% | $72.72             | $72.59             | Agency Mortgage-Backed Securities  |
| GNII SF 004579 M     | 2039-11-20      | 5.5000%  | 0.0000% | $1924.78           | $1981.95           | Agency Mortgage-Backed Securities  |
| GNII SF 004582 M     | 2039-11-20      | 7.0000%  | 0.0000% | $803.58            | $840.31            | Agency Mortgage-Backed Securities  |
| GNII SF 004656 M     | 2040-03-20      | 4.0000%  | 0.0000% | $4444.95           | $4251.60           | Agency Mortgage-Backed Securities  |
| GNII SF 004657 M     | 2040-03-20      | 4.5000%  | 0.0000% | $1429.39           | $1420.19           | Agency Mortgage-Backed Securities  |
| GNII SF 004636 M     | 2040-02-20      | 4.5000%  | 0.0000% | $1984.02           | $1971.26           | Agency Mortgage-Backed Securities  |
| GNII SF 004678 M     | 2040-04-20      | 4.5000%  | 0.0000% | $3163.42           | $3143.07           | Agency Mortgage-Backed Securities  |
| GNII SF 004713 M     | 2040-06-20      | 4.5000%  | 0.0000% | $4250.74           | $4223.38           | Agency Mortgage-Backed Securities  |
| GNII SF 004716 M     | 2040-06-20      | 5.5000%  | 0.0000% | $1338.50           | $1378.27           | Agency Mortgage-Backed Securities  |
| GNII SF 004751 M     | 2038-12-20      | 7.0000%  | 0.0000% | $2050.16           | $2131.62           | Agency Mortgage-Backed Securities  |
| GNII SF 004815 M     | 2025-10-20      | 4.0000%  | 0.0000% | $1323.28           | $1323.55           | Agency Mortgage-Backed Securities  |
| GNII SF 004803 M     | 2040-09-20      | 5.5000%  | 0.0000% | $3111.07           | $3203.43           | Agency Mortgage-Backed Securities  |
| GNII SF 004806 M     | 2039-01-20      | 7.0000%  | 0.0000% | $2709.60           | $2824.95           | Agency Mortgage-Backed Securities  |
| GNII SF 004852 M     | 2040-11-20      | 3.5000%  | 0.0000% | $2273.65           | $2119.93           | Agency Mortgage-Backed Securities  |
| GNII SF 004839 M     | 2038-12-20      | 7.0000%  | 0.0000% | $1658.97           | $1724.89           | Agency Mortgage-Backed Securities  |
| GNII SF 004840 M     | 2037-09-20      | 7.5000%  | 0.0000% | $4603.41           | $4744.79           | Agency Mortgage-Backed Securities  |
| GNII SF 004841 M     | 2031-08-20      | 8.0000%  | 0.0000% | $284.10            | $293.83            | Agency Mortgage-Backed Securities  |
| GNII SF 004878 M     | 2025-12-20      | 4.0000%  | 0.0000% | $624.95            | $624.63            | Agency Mortgage-Backed Securities  |
| GNII SF 004921 M     | 2041-01-20      | 3.5000%  | 0.0000% | $3456.03           | $3214.87           | Agency Mortgage-Backed Securities  |
| GNII SF 005016 M     | 2041-04-20      | 4.0000%  | 0.0000% | $1381.97           | $1321.84           | Agency Mortgage-Backed Securities  |
| GNII JM 005029 M     | 2041-04-20      | 4.0000%  | 0.0000% | $523.88            | $494.93            | Agency Mortgage-Backed Securities  |
| GNII SF 005072 M     | 2037-11-20      | 6.5000%  | 0.0000% | $2212.34           | $2353.16           | Agency Mortgage-Backed Securities  |
| GNII SF 005050 M     | 2026-05-20      | 4.0000%  | 0.0000% | $3159.49           | $3156.38           | Agency Mortgage-Backed Securities  |
| GNII SF 005054 M     | 2041-05-20      | 4.0000%  | 0.0000% | $51.48             | $49.24             | Agency Mortgage-Backed Securities  |
| GNII SF 005063 M     | 2041-05-20      | 6.0000%  | 0.0000% | $1405.00           | $1472.38           | Agency Mortgage-Backed Securities  |
| GNII SF 005108 M     | 2026-07-20      | 4.5000%  | 0.0000% | $2398.78           | $2399.53           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3582 | 2052-05-01      | 3.0000%  | 0.0000% | $1111.11           | $971.00            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3897 | 2052-06-01      | 3.5000%  | 0.0000% | $4193.59           | $3778.38           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4598 | 2052-05-01      | 2.5000%  | 0.0000% | $2527.84           | $2100.64           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4730 | 2052-09-01      | 3.0000%  | 0.0000% | $2584.86           | $2241.81           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  | 0.0000% | $6870.16           | $6197.37           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  | 0.0000% | $8441.57           | $7872.88           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5215 | 2053-12-01      | 5.5000%  | 0.0000% | $2262.34           | $2270.98           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5245 | 2054-01-01      | 5.0000%  | 0.0000% | $3707.17           | $3651.13           | Agency Mortgage-Backed Securities  |
| GNII SF MA9237 M     | 2053-10-20      | 3.5000%  | 0.0000% | $1711.48           | $1552.82           | Agency Mortgage-Backed Securities  |
| GNII SF MA9242 M     | 2053-09-20      | 6.0000%  | 0.0000% | $4852.46           | $4968.54           | Agency Mortgage-Backed Securities  |
| GNII SF MA9244 M     | 2053-09-20      | 7.0000%  | 0.0000% | $413.04            | $430.77            | Agency Mortgage-Backed Securities  |
| GNII SF MA9301 M     | 2053-11-20      | 3.5000%  | 0.0000% | $855.59            | $774.61            | Agency Mortgage-Backed Securities  |
| GNII SF MA9303 M     | 2053-11-20      | 4.5000%  | 0.0000% | $2093.38           | $2010.07           | Agency Mortgage-Backed Securities  |
| GNII SF MA9355 M     | 2051-11-20      | 2.0000%  | 0.0000% | $3165.72           | $2581.62           | Agency Mortgage-Backed Securities  |
| GNII SF MA9361 M     | 2053-11-20      | 5.0000%  | 0.0000% | $3730.29           | $3676.15           | Agency Mortgage-Backed Securities  |
| GNII SF MA9365 M     | 2053-12-20      | 7.0000%  | 0.0000% | $2886.66           | $3013.15           | Agency Mortgage-Backed Securities  |
| GNII SF MA9426 M     | 2053-12-20      | 7.0000%  | 0.0000% | $433.14            | $452.09            | Agency Mortgage-Backed Securities  |
| GNII SF MA9486 M     | 2054-01-20      | 4.5000%  | 0.0000% | $1894.41           | $1818.42           | Agency Mortgage-Backed Securities  |
| GNII SF MA9491 M     | 2053-12-20      | 7.0000%  | 0.0000% | $976.84            | $1018.18           | Agency Mortgage-Backed Securities  |
| GNII SF MA9536 M     | 2046-12-20      | 3.0000%  | 0.0000% | $1730.92           | $1535.42           | Agency Mortgage-Backed Securities  |
| GNII SF MA9545 M     | 2054-01-20      | 7.5000%  | 0.0000% | $518.75            | $541.88            | Agency Mortgage-Backed Securities  |
| GNII SF MA9601 M     | 2054-04-20      | 3.5000%  | 0.0000% | $938.29            | $855.46            | Agency Mortgage-Backed Securities  |
| GNII SF MA9604 M     | 2054-04-20      | 5.0000%  | 0.0000% | $938.22            | $924.07            | Agency Mortgage-Backed Securities  |
| GNII SF MA9606 M     | 2054-02-20      | 6.0000%  | 0.0000% | $3879.69           | $3963.93           | Agency Mortgage-Backed Securities  |
| GNII SF MA9598 M     | 2053-10-20      | 2.0000%  | 0.0000% | $888.23            | $724.34            | Agency Mortgage-Backed Securities  |
| GNII SF MA9599 M     | 2054-02-20      | 2.5000%  | 0.0000% | $1836.42           | $1562.24           | Agency Mortgage-Backed Securities  |
| GNII SF MA9666 M     | 2054-05-20      | 4.5000%  | 0.0000% | $1936.21           | $1857.74           | Agency Mortgage-Backed Securities  |
| GNII SF MA9668 M     | 2054-05-20      | 5.5000%  | 0.0000% | $38051116.25       | $38296186.60       | Agency Mortgage-Backed Securities  |
| GNII SF AO1099 C     | 2045-09-20      | 3.5000%  | 0.0000% | $3441.27           | $3144.67           | Agency Mortgage-Backed Securities  |
| GNII SF AO1103 C     | 2045-09-20      | 3.5000%  | 0.0000% | $192.73            | $176.12            | Agency Mortgage-Backed Securities  |
| GNII SF BA0259 C     | 2047-06-20      | 4.0000%  | 0.0000% | $203.16            | $192.15            | Agency Mortgage-Backed Securities  |
| GNII SF BC1888 C     | 2047-08-20      | 3.5000%  | 0.0000% | $501.80            | $458.53            | Agency Mortgage-Backed Securities  |
| GNII SF BC4862 C     | 2047-10-20      | 3.5000%  | 0.0000% | $3550.15           | $3257.20           | Agency Mortgage-Backed Securities  |
| GNII SF BI6900 C     | 2049-03-20      | 6.0000%  | 0.0000% | $528.18            | $548.22            | Agency Mortgage-Backed Securities  |
| GNII SF BO3369 C     | 2049-06-20      | 5.0000%  | 0.0000% | $4622.16           | $4637.59           | Agency Mortgage-Backed Securities  |
| GNII SF BP2045 C     | 2049-07-20      | 5.0000%  | 0.0000% | $2225.45           | $2263.24           | Agency Mortgage-Backed Securities  |
| GNII SF BQ6394 C     | 2049-11-20      | 3.0000%  | 0.0000% | $3032.08           | $2598.50           | Agency Mortgage-Backed Securities  |
| GNII SF BT0303 C     | 2050-02-20      | 4.5000%  | 0.0000% | $3255.48           | $3122.16           | Agency Mortgage-Backed Securities  |
| GNII SF BV9153 C     | 2035-07-20      | 2.0000%  | 0.0000% | $1199960.94        | $1095389.28        | Agency Mortgage-Backed Securities  |
| GNII SF 005114 M     | 2041-07-20      | 4.0000%  | 0.0000% | $131.35            | $125.64            | Agency Mortgage-Backed Securities  |
| GNII SF 411153 C     | 2026-07-20      | 7.0000%  | 0.0000% | $182.86            | $183.65            | Agency Mortgage-Backed Securities  |
| GNAR AT 082547 M     | 2040-06-20      | 4.8750%  | 0.0000% | $765.04            | $780.21            | Agency Mortgage-Backed Securities  |
| GNII SP 786107 C     | 2052-03-20      | 3.0000%  | 0.0000% | $4270.92           | $3756.39           | Agency Mortgage-Backed Securities  |
| GNII SP 786150 C     | 2052-03-20      | 3.0000%  | 0.0000% | $784.35            | $687.67            | Agency Mortgage-Backed Securities  |
| GNII SF CV1406 C     | 2053-09-20      | 6.0000%  | 0.0000% | $1909.21           | $1966.30           | Agency Mortgage-Backed Securities  |
| GNII SF CY9482 C     | 2054-01-20      | 6.0000%  | 0.0000% | $2669.60           | $2759.06           | Agency Mortgage-Backed Securities  |
| GNII SF CZ0884 C     | 2054-03-20      | 6.0000%  | 0.0000% | $1529.25           | $1574.97           | Agency Mortgage-Backed Securities  |
| GNII SF CZ0289 C     | 2054-01-20      | 6.0000%  | 0.0000% | $15553.92          | $16012.08          | Agency Mortgage-Backed Securities  |
| GNII SF CZ6387 C     | 2054-03-20      | 6.0000%  | 0.0000% | $1173.25           | $1209.43           | Agency Mortgage-Backed Securities  |
| GNII SF DA0499 C     | 2054-03-20      | 6.0000%  | 0.0000% | $958.56            | $987.91            | Agency Mortgage-Backed Securities  |
| GNII SF DA5506 C     | 2054-06-20      | 6.0000%  | 0.0000% | $1230.77           | $1267.85           | Agency Mortgage-Backed Securities  |
| GNII SF DA5507 C     | 2054-06-20      | 6.0000%  | 0.0000% | $1726.85           | $1769.46           | Agency Mortgage-Backed Securities  |
| GNII SF DA6077 C     | 2054-03-20      | 6.0000%  | 0.0000% | $555.09            | $570.96            | Agency Mortgage-Backed Securities  |
| GNII SF DA6119 C     | 2054-04-20      | 6.0000%  | 0.0000% | $1183.79           | $1219.46           | Agency Mortgage-Backed Securities  |
| GNII SF DA8063 C     | 2054-03-20      | 6.0000%  | 0.0000% | $3527.46           | $3646.85           | Agency Mortgage-Backed Securities  |
| GNII SF DA8064 C     | 2054-03-20      | 6.0000%  | 0.0000% | $2293.87           | $2372.18           | Agency Mortgage-Backed Securities  |
| GNII SF DA7868 C     | 2054-04-20      | 6.0000%  | 0.0000% | $4091.07           | $4226.39           | Agency Mortgage-Backed Securities  |
| GNII SF DA9639 C     | 2054-04-20      | 6.0000%  | 0.0000% | $869.44            | $894.30            | Agency Mortgage-Backed Securities  |
| GNII SF DB0304 C     | 2054-03-20      | 6.0000%  | 0.0000% | $1277.61           | $1318.22           | Agency Mortgage-Backed Securities  |
| GNII SF DB0305 C     | 2054-03-20      | 6.0000%  | 0.0000% | $1170.31           | $1207.63           | Agency Mortgage-Backed Securities  |
| GNII SF DB0674 C     | 2054-04-20      | 6.0000%  | 0.0000% | $3503.13           | $3603.54           | Agency Mortgage-Backed Securities  |
| GNII SF DB0675 C     | 2054-04-20      | 6.0000%  | 0.0000% | $2595.12           | $2668.98           | Agency Mortgage-Backed Securities  |
| GNII SF DC0195 C     | 2054-06-20      | 6.0000%  | 0.0000% | $892.34            | $919.23            | Agency Mortgage-Backed Securities  |
| GNII SF DC4725 C     | 2054-05-20      | 7.5000%  | 0.0000% | $2023.83           | $2172.88           | Agency Mortgage-Backed Securities  |
| GNII SF DD0117 C     | 2054-06-20      | 7.0000%  | 0.0000% | $919.42            | $979.98            | Agency Mortgage-Backed Securities  |
| 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  | 0.0000% | $100.00            | $101.84            | U.S. Treasuries (including strips) |
| 0 3/4 NOTE W 26      | 2026-03-31      | 0.7500%  | 0.0000% | $38965800.00       | $38072733.24       | U.S. Treasuries (including strips) |

### Security 352: Citibank NA

- **C.1 - Title:** Citibank NA 4.380000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 981ZCM005, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395, C.5 - Other ID: 981ZCM005_4.38_0703
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNAR XX.XXX LBBM3844 | 2044-12-01      | 6.4200%  | 0.0000% | $129234.99         | $134016.59         | Agency Mortgage-Backed Securities  |
| FMAR 8B0379 G        | 2054-10-01      | 5.4790%  | 0.0000% | $21756.93          | $22189.06          | Agency Mortgage-Backed Securities  |
| FMAR 8C6044 G        | 2055-05-01      | 4.9920%  | 0.0000% | $30787765.64       | $30977336.17       | Agency Mortgage-Backed Securities  |
| GNII SF AC0071 C     | 2042-10-20      | 3.5000%  | 0.0000% | $241.09            | $216.90            | Agency Mortgage-Backed Securities  |
| GNII SF MA0784 M     | 2043-02-20      | 4.0000%  | 0.0000% | $353386.70         | $338000.32         | Agency Mortgage-Backed Securities  |
| GNII SF DJ3597 C     | 2055-04-20      | 6.0000%  | 0.0000% | $139951.80         | $143955.73         | Agency Mortgage-Backed Securities  |
| GNII SF DJ6662 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1318215.87        | $1435652.94        | Agency Mortgage-Backed Securities  |
| GNII SF DJ6748 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1838940.69        | $1910178.19        | Agency Mortgage-Backed Securities  |
| GNII SF DJ8575 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1002.00           | $1030.67           | Agency Mortgage-Backed Securities  |
| GNII SF DJ9524 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1010685.37        | $1044873.15        | Agency Mortgage-Backed Securities  |
| GNII SF MB0308 M     | 2055-04-20      | 5.5000%  | 0.0000% | $530807.25         | $533546.51         | Agency Mortgage-Backed Securities  |
| GNII SF BX2402 C     | 2050-10-20      | 2.5000%  | 0.0000% | $11444296.85       | $9734906.74        | Agency Mortgage-Backed Securities  |
| GNII SF CB1024 C     | 2051-02-20      | 2.5000%  | 0.0000% | $713.10            | $595.14            | Agency Mortgage-Backed Securities  |
| GNII SF CD7215 C     | 2051-05-20      | 2.5000%  | 0.0000% | $2915860.17        | $2451946.50        | Agency Mortgage-Backed Securities  |
| GNII SF CH7881 C     | 2051-10-20      | 3.0000%  | 0.0000% | $1329.21           | $1201.57           | Agency Mortgage-Backed Securities  |
| GNII SF CJ2896 C     | 2051-11-20      | 2.5000%  | 0.0000% | $918.15            | $766.26            | Agency Mortgage-Backed Securities  |
| GNII SF AD1755 C     | 2043-02-20      | 3.5000%  | 0.0000% | $1235.79           | $1124.02           | Agency Mortgage-Backed Securities  |
| GNII SF AL9364 C     | 2045-03-20      | 3.5000%  | 0.0000% | $4423.26           | $4022.98           | Agency Mortgage-Backed Securities  |
| GNPL PN CQ0057       | 2060-03-15      | 5.8500%  | 0.0000% | $2958.87           | $3135.09           | Agency Mortgage-Backed Securities  |
| GNII SF CR3025 C     | 2052-12-20      | 5.5000%  | 0.0000% | $2652.43           | $2676.41           | Agency Mortgage-Backed Securities  |
| GNII SF CR9210 C     | 2053-01-20      | 5.5000%  | 0.0000% | $3362.71           | $3376.53           | Agency Mortgage-Backed Securities  |
| GNII SF CT2648 C     | 2053-06-20      | 6.5000%  | 0.0000% | $831617.21         | $875614.01         | Agency Mortgage-Backed Securities  |
| GNII SF CV1213 C     | 2053-08-20      | 7.0000%  | 0.0000% | $147.80            | $153.57            | Agency Mortgage-Backed Securities  |
| TVIN 03/15/41        | 2041-03-15      | 0.0000%  | 0.0000% | $2000.00           | $842.66            | Agency Mortgage-Backed Securities  |
| TVIN 09/15/41        | 2041-09-15      | 0.0000%  | 0.0000% | $2000.00           | $817.38            | Agency Mortgage-Backed Securities  |
| TVIN 03/15/57        | 2057-03-15      | 0.0000%  | 0.0000% | $12000.00          | $1961.88           | Agency Mortgage-Backed Securities  |
| FMIN 07/15/2028 F    | 2028-07-15      | 0.0000%  | 0.0000% | $8000.00           | $7106.67           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL9551 | 2030-12-01      | 1.3200%  | 0.0000% | $174051.00         | $150150.72         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL9766 | 2030-12-01      | 1.3200%  | 0.0000% | $1001.00           | $863.55            | Agency Mortgage-Backed Securities  |
| GNII SF DD6896 C     | 2054-08-20      | 6.5000%  | 0.0000% | $2274.38           | $2376.51           | Agency Mortgage-Backed Securities  |
| GNII SF DE1878 C     | 2054-08-20      | 8.0000%  | 0.0000% | $392303.73         | $418367.78         | Agency Mortgage-Backed Securities  |
| GNII SF DF5139 C     | 2054-10-20      | 6.5000%  | 0.0000% | $1002.73           | $1060.05           | Agency Mortgage-Backed Securities  |
| GNII SF DF5203 C     | 2054-10-20      | 6.5000%  | 0.0000% | $4242331.20        | $4485018.47        | Agency Mortgage-Backed Securities  |
| GNII SF DG2280 C     | 2054-12-20      | 7.0000%  | 0.0000% | $2008.73           | $2142.89           | Agency Mortgage-Backed Securities  |
| GNCL CL DG2524       | 2065-02-15      | 6.2600%  | 0.0000% | $620000.00         | $668472.70         | Agency Mortgage-Backed Securities  |
| GNII SF DG4485 C     | 2054-12-20      | 6.5000%  | 0.0000% | $995.56            | $1045.21           | Agency Mortgage-Backed Securities  |
| GNII SF DG4180 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1004.68           | $1043.84           | Agency Mortgage-Backed Securities  |
| GNII SF DG7403 C     | 2055-01-20      | 7.0000%  | 0.0000% | $2008.79           | $2126.38           | Agency Mortgage-Backed Securities  |
| GNII SF DH8018 C     | 2055-02-20      | 7.0000%  | 0.0000% | $3014.51           | $3190.96           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL5548 | 2038-05-01      | 7.0180%  | 0.0000% | $20935.61          | $21800.25          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL9012 | 2046-09-01      | 7.2290%  | 0.0000% | $122181.52         | $126724.92         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN0360 | 2045-12-01      | 3.9500%  | 0.0000% | $15965.00          | $13845.52          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN6754 | 2037-09-01      | 3.1700%  | 0.0000% | $344766.00         | $299608.42         | Agency Mortgage-Backed Securities  |
| GNII SF MA0852 M     | 2043-01-20      | 3.5000%  | 0.0000% | $98.85             | $92.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA0859 M     | 2038-11-20      | 7.0000%  | 0.0000% | $1762.97           | $1843.80           | Agency Mortgage-Backed Securities  |
| GNII SF MA0153 M     | 2042-06-20      | 3.0000%  | 0.0000% | $340.93            | $310.75            | Agency Mortgage-Backed Securities  |
| GNII SF MA0158 M     | 2042-06-20      | 5.5000%  | 0.0000% | $1620.71           | $1668.80           | Agency Mortgage-Backed Securities  |
| GNII SF MA1012 M     | 2043-05-20      | 3.5000%  | 0.0000% | $110.22            | $102.57            | Agency Mortgage-Backed Securities  |
| GNII SF MA1523 M     | 2043-12-20      | 4.5000%  | 0.0000% | $194.65            | $191.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA1602 M     | 2044-01-20      | 4.5000%  | 0.0000% | $78.05             | $76.61             | Agency Mortgage-Backed Securities  |
| GNII SF MA2223 M     | 2044-09-20      | 3.5000%  | 0.0000% | $117.65            | $109.10            | Agency Mortgage-Backed Securities  |
| GNII SF MA2224 M     | 2044-09-20      | 4.0000%  | 0.0000% | $150.24            | $142.83            | Agency Mortgage-Backed Securities  |
| GNII SF MA2304 M     | 2044-10-20      | 4.0000%  | 0.0000% | $70.26             | $66.77             | Agency Mortgage-Backed Securities  |
| GNII SF MA2450 M     | 2038-02-20      | 6.0000%  | 0.0000% | $4313.14           | $4527.78           | Agency Mortgage-Backed Securities  |
| GNII SF MA2754 M     | 2045-04-20      | 3.5000%  | 0.0000% | $81.68             | $75.66             | Agency Mortgage-Backed Securities  |
| GNII SF MA2892 M     | 2045-06-20      | 3.5000%  | 0.0000% | $101576.31         | $94074.84          | Agency Mortgage-Backed Securities  |
| GNII SF MA3173 M     | 2045-10-20      | 3.5000%  | 0.0000% | $410.18            | $379.89            | Agency Mortgage-Backed Securities  |
| GNII SF MA4382 M     | 2047-04-20      | 3.5000%  | 0.0000% | $129.55            | $119.31            | Agency Mortgage-Backed Securities  |
| GNII SF MA3666 M     | 2046-05-20      | 5.0000%  | 0.0000% | $1337.60           | $1352.03           | Agency Mortgage-Backed Securities  |
| GNII SF MA3736 M     | 2046-06-20      | 3.5000%  | 0.0000% | $362.64            | $335.67            | Agency Mortgage-Backed Securities  |
| GNII SF MA3937 M     | 2046-09-20      | 3.5000%  | 0.0000% | $1272837.42        | $1176223.26        | Agency Mortgage-Backed Securities  |
| GNII SF MA4069 M     | 2046-11-20      | 3.5000%  | 0.0000% | $1014.80           | $936.72            | Agency Mortgage-Backed Securities  |
| GNII SF MA4195 M     | 2047-01-20      | 3.0000%  | 0.0000% | $70634.39          | $63311.49          | Agency Mortgage-Backed Securities  |
| GNII SF MA4264 M     | 2047-02-20      | 4.5000%  | 0.0000% | $200.41            | $195.97            | Agency Mortgage-Backed Securities  |
| GNII SF MA5329 M     | 2048-06-20      | 3.5000%  | 0.0000% | $115895.93         | $106498.91         | Agency Mortgage-Backed Securities  |
| GNII SF MA5330 M     | 2048-07-20      | 4.0000%  | 0.0000% | $390.96            | $368.61            | Agency Mortgage-Backed Securities  |
| GNII SF MA5331 M     | 2048-06-20      | 4.5000%  | 0.0000% | $365.13            | $356.32            | Agency Mortgage-Backed Securities  |
| GNII SF MA5398 M     | 2048-08-20      | 4.0000%  | 0.0000% | $283785.88         | $267482.16         | Agency Mortgage-Backed Securities  |
| GNII SF MA4511 M     | 2047-06-20      | 4.0000%  | 0.0000% | $210.52            | $198.49            | Agency Mortgage-Backed Securities  |
| GNII SF MA4586 M     | 2047-07-20      | 3.5000%  | 0.0000% | $1083.85           | $996.75            | Agency Mortgage-Backed Securities  |
| GNII SF MA4587 M     | 2047-07-20      | 4.0000%  | 0.0000% | $105.32            | $99.33             | Agency Mortgage-Backed Securities  |
| GNII SF MA4654 M     | 2047-08-20      | 4.5000%  | 0.0000% | $188.76            | $184.52            | Agency Mortgage-Backed Securities  |
| GNII SF MA4718 M     | 2047-09-20      | 3.0000%  | 0.0000% | $3342.22           | $2989.20           | Agency Mortgage-Backed Securities  |
| GNII SF MA4720 M     | 2047-09-20      | 4.0000%  | 0.0000% | $115.81            | $109.19            | Agency Mortgage-Backed Securities  |
| GNII SF MA4778 M     | 2047-10-20      | 3.5000%  | 0.0000% | $137.76            | $126.65            | Agency Mortgage-Backed Securities  |
| GNII SF MA4837 M     | 2047-11-20      | 3.5000%  | 0.0000% | $1389.61           | $1277.36           | Agency Mortgage-Backed Securities  |
| GNII SF MA4900 M     | 2047-12-20      | 3.5000%  | 0.0000% | $2327.53           | $2148.38           | Agency Mortgage-Backed Securities  |
| GNII SF MA4962 M     | 2048-01-20      | 3.5000%  | 0.0000% | $3268.93           | $3004.22           | Agency Mortgage-Backed Securities  |
| GNII SF MA5019 M     | 2048-02-20      | 3.5000%  | 0.0000% | $4544.26           | $4175.81           | Agency Mortgage-Backed Securities  |
| GNII SF MA5078 M     | 2048-03-20      | 4.0000%  | 0.0000% | $195.51            | $184.34            | Agency Mortgage-Backed Securities  |
| GNII SF MA5079 M     | 2048-03-20      | 4.5000%  | 0.0000% | $184.99            | $180.83            | Agency Mortgage-Backed Securities  |
| GNII SF MA5136 M     | 2048-04-20      | 3.5000%  | 0.0000% | $2949.81           | $2707.45           | Agency Mortgage-Backed Securities  |
| GNII SF MA5137 M     | 2048-04-20      | 4.0000%  | 0.0000% | $481.14            | $452.46            | Agency Mortgage-Backed Securities  |
| GNII SF MA5191 M     | 2048-05-20      | 3.5000%  | 0.0000% | $4376.70           | $4022.74           | Agency Mortgage-Backed Securities  |
| GNII SF MA5194 M     | 2048-04-20      | 5.0000%  | 0.0000% | $232.72            | $232.80            | Agency Mortgage-Backed Securities  |
| GNII SF MA5265 M     | 2048-05-20      | 4.5000%  | 0.0000% | $87.05             | $85.02             | Agency Mortgage-Backed Securities  |
| GNII SF MA6219 M     | 2049-10-20      | 3.5000%  | 0.0000% | $400.80            | $365.58            | Agency Mortgage-Backed Securities  |
| GNII SF MA6287 M     | 2049-10-20      | 5.0000%  | 0.0000% | $156.93            | $156.98            | Agency Mortgage-Backed Securities  |
| GNII SF MA5465 M     | 2048-09-20      | 3.5000%  | 0.0000% | $361.44            | $331.75            | Agency Mortgage-Backed Securities  |
| GNII SF MA5466 M     | 2048-09-20      | 4.0000%  | 0.0000% | $308.77            | $291.12            | Agency Mortgage-Backed Securities  |
| GNII SF MA5467 M     | 2048-09-20      | 4.5000%  | 0.0000% | $1370.05           | $1335.88           | Agency Mortgage-Backed Securities  |
| GNII SF MA5530 M     | 2048-10-20      | 5.0000%  | 0.0000% | $105989.59         | $106242.25         | Agency Mortgage-Backed Securities  |
| GNII SF MA5594 M     | 2048-11-20      | 3.5000%  | 0.0000% | $1027.77           | $942.10            | Agency Mortgage-Backed Securities  |
| GNII SF MA5596 M     | 2048-11-20      | 4.5000%  | 0.0000% | $155.57            | $152.30            | Agency Mortgage-Backed Securities  |
| GNII SF MA5650 M     | 2048-12-20      | 3.5000%  | 0.0000% | $3432.35           | $3154.06           | Agency Mortgage-Backed Securities  |
| GNII SF MA5653 M     | 2048-12-20      | 5.0000%  | 0.0000% | $126.94            | $127.20            | Agency Mortgage-Backed Securities  |
| GNII SF MA5711 M     | 2049-01-20      | 4.5000%  | 0.0000% | $136.65            | $133.67            | Agency Mortgage-Backed Securities  |
| GNII SF MA5762 M     | 2049-02-20      | 3.5000%  | 0.0000% | $228.97            | $210.38            | Agency Mortgage-Backed Securities  |
| GNII SF MA5763 M     | 2049-02-20      | 4.0000%  | 0.0000% | $109.93            | $103.65            | Agency Mortgage-Backed Securities  |
| GNII SF MA5766 M     | 2049-02-20      | 5.5000%  | 0.0000% | $176.54            | $180.19            | Agency Mortgage-Backed Securities  |
| GNII SF MA5818 M     | 2049-03-20      | 4.5000%  | 0.0000% | $78.86             | $77.12             | Agency Mortgage-Backed Securities  |
| GNII SF MA5819 M     | 2049-03-20      | 5.0000%  | 0.0000% | $216.40            | $216.40            | Agency Mortgage-Backed Securities  |
| GNII SF MB0368 M     | 2055-05-20      | 6.5000%  | 0.0000% | $365467.45         | $377705.53         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ0972 | 2034-05-01      | 5.3300%  | 0.0000% | $1000.00           | $1046.70           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ2050 | 2034-10-01      | 4.1900%  | 0.0000% | $1100.00           | $1062.88           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ2074 | 2034-10-01      | 4.4200%  | 0.0000% | $1981.00           | $1949.66           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ3525 | 2032-05-01      | 4.8300%  | 0.0000% | $34278.00          | $35041.61          | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ3705 | 2032-05-01      | 4.7900%  | 0.0000% | $247030.00         | $251576.49         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ3784 | 2030-06-01      | 4.0050%  | 0.0000% | $42305.00          | $41842.49          | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ3859 | 2030-05-01      | 4.6700%  | 0.0000% | $3473300.00        | $3533877.63        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ3979 | 2030-06-01      | 4.5000%  | 0.0000% | $910000.00         | $920878.14         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ3952 | 2032-06-01      | 4.5100%  | 0.0000% | $2193600.00        | $2201701.09        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ3987 | 2032-06-01      | 4.9100%  | 0.0000% | $299506.00         | $307025.48         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ4039 | 2035-06-01      | 4.6500%  | 0.0000% | $1000.00           | $996.45            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ4081 | 2032-06-01      | 4.7400%  | 0.0000% | $133690.00         | $135843.39         | Agency Mortgage-Backed Securities  |
| GNII SF MA5876 M     | 2049-04-20      | 4.0000%  | 0.0000% | $260.07            | $246.90            | Agency Mortgage-Backed Securities  |
| GNII SF MA5878 M     | 2049-03-20      | 5.0000%  | 0.0000% | $283.45            | $284.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA5930 M     | 2049-05-20      | 3.5000%  | 0.0000% | $620.39            | $566.10            | Agency Mortgage-Backed Securities  |
| GNII SF MA5985 M     | 2049-06-20      | 3.5000%  | 0.0000% | $465.39            | $422.59            | Agency Mortgage-Backed Securities  |
| GNII SF MA6039 M     | 2049-07-20      | 3.5000%  | 0.0000% | $244.09            | $222.69            | Agency Mortgage-Backed Securities  |
| GNII SF MA6090 M     | 2049-08-20      | 3.5000%  | 0.0000% | $134.04            | $122.02            | Agency Mortgage-Backed Securities  |
| GNII SF MA6154 M     | 2049-09-20      | 3.5000%  | 0.0000% | $1039.40           | $948.05            | Agency Mortgage-Backed Securities  |
| GNII SF MA6157 M     | 2049-09-20      | 5.0000%  | 0.0000% | $259.35            | $259.44            | Agency Mortgage-Backed Securities  |
| GNII SF MA7135 M     | 2051-01-20      | 2.0000%  | 0.0000% | $308342.07         | $251421.85         | Agency Mortgage-Backed Securities  |
| GNII SF MA7192 M     | 2051-02-20      | 2.0000%  | 0.0000% | $2823266.37        | $2303497.70        | Agency Mortgage-Backed Securities  |
| GNII SF MA7193 M     | 2051-02-20      | 2.5000%  | 0.0000% | $540.34            | $459.85            | Agency Mortgage-Backed Securities  |
| GNII SF MA6338 M     | 2049-12-20      | 3.0000%  | 0.0000% | $450.89            | $400.21            | Agency Mortgage-Backed Securities  |
| GNII SF MA6413 M     | 2050-01-20      | 5.0000%  | 0.0000% | $60331.92          | $60352.06          | Agency Mortgage-Backed Securities  |
| GNII SF MA6476 M     | 2050-02-20      | 4.0000%  | 0.0000% | $794.61            | $747.43            | Agency Mortgage-Backed Securities  |
| GNII SF MA6477 M     | 2050-01-20      | 4.5000%  | 0.0000% | $136.52            | $132.83            | Agency Mortgage-Backed Securities  |
| GNII SF MA6544 M     | 2049-07-20      | 4.5000%  | 0.0000% | $144.51            | $140.51            | Agency Mortgage-Backed Securities  |
| GNII SF MA6656 M     | 2050-05-20      | 3.0000%  | 0.0000% | $280.11            | $248.53            | Agency Mortgage-Backed Securities  |
| GNII SF MA6714 M     | 2050-06-20      | 5.0000%  | 0.0000% | $45951.42          | $45966.76          | Agency Mortgage-Backed Securities  |
| GNII SF MA6818 M     | 2050-08-20      | 2.0000%  | 0.0000% | $64483.35          | $52590.76          | Agency Mortgage-Backed Securities  |
| GNII SF MA6865 M     | 2050-09-20      | 2.5000%  | 0.0000% | $2277.27           | $1939.42           | Agency Mortgage-Backed Securities  |
| GNII SF MA6930 M     | 2050-10-20      | 2.0000%  | 0.0000% | $2009.44           | $1638.42           | Agency Mortgage-Backed Securities  |
| GNII SF MA6994 M     | 2050-11-20      | 2.0000%  | 0.0000% | $407563.07         | $332403.60         | Agency Mortgage-Backed Securities  |
| GNII SF MA7051 M     | 2050-12-20      | 2.0000%  | 0.0000% | $60665.24          | $49464.08          | Agency Mortgage-Backed Securities  |
| GNII SF MA7988 M     | 2052-04-20      | 3.0000%  | 0.0000% | $4313087.57        | $3813380.43        | Agency Mortgage-Backed Securities  |
| GNII SF MA8045 M     | 2052-05-20      | 4.0000%  | 0.0000% | $1580.49           | $1477.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA8046 M     | 2052-05-20      | 4.5000%  | 0.0000% | $1563.89           | $1511.32           | Agency Mortgage-Backed Securities  |
| GNII SF MA7311 M     | 2051-04-20      | 2.0000%  | 0.0000% | $655.14            | $534.27            | Agency Mortgage-Backed Securities  |
| GNII SF MA7312 M     | 2051-04-20      | 2.5000%  | 0.0000% | $609.02            | $518.19            | Agency Mortgage-Backed Securities  |
| GNII SF MA7366 M     | 2051-05-20      | 2.0000%  | 0.0000% | $1339426.14        | $1092101.25        | Agency Mortgage-Backed Securities  |
| GNII SF MA7367 M     | 2051-05-20      | 2.5000%  | 0.0000% | $3690355.32        | $3140506.73        | Agency Mortgage-Backed Securities  |
| GNII SF MA7417 M     | 2051-06-20      | 2.0000%  | 0.0000% | $2264279.75        | $1846173.95        | Agency Mortgage-Backed Securities  |
| GNII SF MA7418 M     | 2051-06-20      | 2.5000%  | 0.0000% | $2787122.14        | $2370876.29        | Agency Mortgage-Backed Securities  |
| GNII SF MA7419 M     | 2051-06-20      | 3.0000%  | 0.0000% | $596.17            | $527.51            | Agency Mortgage-Backed Securities  |
| GNII SF MA7471 M     | 2051-07-20      | 2.0000%  | 0.0000% | $2097.79           | $1710.41           | Agency Mortgage-Backed Securities  |
| GNII SF MA7472 M     | 2051-07-20      | 2.5000%  | 0.0000% | $685.28            | $582.94            | Agency Mortgage-Backed Securities  |
| GNII SF MA7475 M     | 2051-07-20      | 4.0000%  | 0.0000% | $328640.22         | $309445.07         | Agency Mortgage-Backed Securities  |
| GNII SF 003542 M     | 2034-04-20      | 4.5000%  | 0.0000% | $210253.03         | $209671.68         | Agency Mortgage-Backed Securities  |
| FKAR 02.380 WAWA2408 | 2040-12-01      | 2.3800%  | 0.0000% | $944.56            | $710.55            | Agency Mortgage-Backed Securities  |
| FKAR 04.750 WAWA3430 | 2043-02-01      | 4.7500%  | 0.0000% | $20766.93          | $19804.10          | Agency Mortgage-Backed Securities  |
| FKAR 04.290 WNWN1549 | 2030-03-01      | 4.2900%  | 0.0000% | $908748.00         | $911332.33         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ4177 | 2030-06-01      | 5.0200%  | 0.0000% | $2367400.00        | $2437062.85        | Agency Mortgage-Backed Securities  |
| GNII SF MA7648 M     | 2051-10-20      | 2.0000%  | 0.0000% | $741.13            | $604.27            | Agency Mortgage-Backed Securities  |
| GNII SF MA7650 M     | 2051-10-20      | 3.0000%  | 0.0000% | $20319.17          | $17978.94          | Agency Mortgage-Backed Securities  |
| GNII SF MA7706 M     | 2051-11-20      | 3.0000%  | 0.0000% | $2499379.78        | $2209968.27        | Agency Mortgage-Backed Securities  |
| GNII SF MA7707 M     | 2051-11-20      | 3.5000%  | 0.0000% | $511844.72         | $465368.94         | Agency Mortgage-Backed Securities  |
| GNII SF MA7773 M     | 2039-09-20      | 5.5000%  | 0.0000% | $82290.98          | $84292.10          | Agency Mortgage-Backed Securities  |
| GNII SF MA7767 M     | 2051-12-20      | 2.5000%  | 0.0000% | $26736.90          | $22743.56          | Agency Mortgage-Backed Securities  |
| GNII SF MA7832 M     | 2052-01-20      | 5.0000%  | 0.0000% | $1052.90           | $1046.98           | Agency Mortgage-Backed Securities  |
| GNII SF MA7881 M     | 2052-02-20      | 2.5000%  | 0.0000% | $1513419.41        | $1287379.46        | Agency Mortgage-Backed Securities  |
| GNII SF MA7936 M     | 2052-03-20      | 2.5000%  | 0.0000% | $765.04            | $650.78            | Agency Mortgage-Backed Securities  |
| GNII SF MA7938 M     | 2052-03-20      | 3.5000%  | 0.0000% | $2450.80           | $2225.37           | Agency Mortgage-Backed Securities  |
| GNII SF MA7941 M     | 2048-07-20      | 5.0000%  | 0.0000% | $1255.51           | $1246.64           | Agency Mortgage-Backed Securities  |
| GNII SF MA8874 M     | 2051-05-20      | 3.0000%  | 0.0000% | $5701687.85        | $5090596.15        | Agency Mortgage-Backed Securities  |
| GNII SF MA8877 M     | 2053-05-20      | 4.5000%  | 0.0000% | $1229.09           | $1184.72           | Agency Mortgage-Backed Securities  |
| GNII SF MA8202 M     | 2052-08-20      | 5.0000%  | 0.0000% | $776.85            | $770.09            | Agency Mortgage-Backed Securities  |
| GNII SF MA8427 M     | 2052-11-20      | 4.5000%  | 0.0000% | $751693.00         | $726424.84         | Agency Mortgage-Backed Securities  |
| GNII SF MA8429 M     | 2052-10-20      | 5.5000%  | 0.0000% | $11999610.92       | $12167852.13       | Agency Mortgage-Backed Securities  |
| GNII SF MA8726 M     | 2053-03-20      | 5.5000%  | 0.0000% | $752.37            | $759.74            | Agency Mortgage-Backed Securities  |
| GNII SF MA8729 M     | 2052-12-20      | 7.0000%  | 0.0000% | $421.51            | $439.88            | Agency Mortgage-Backed Securities  |
| GNII SF MA8795 M     | 2053-02-20      | 2.5000%  | 0.0000% | $2029657.70        | $1728312.17        | Agency Mortgage-Backed Securities  |
| GNII SF MA9781 M     | 2054-07-20      | 6.5000%  | 0.0000% | $4371563.22        | $4517949.87        | Agency Mortgage-Backed Securities  |
| GNII SF MA9010 M     | 2053-07-20      | 2.0000%  | 0.0000% | $220197.66         | $179568.79         | Agency Mortgage-Backed Securities  |
| GNII SF MA9018 M     | 2053-07-20      | 6.0000%  | 0.0000% | $953774.42         | $977028.72         | Agency Mortgage-Backed Securities  |
| GNII SF MA9169 M     | 2053-06-20      | 4.5000%  | 0.0000% | $2758.99           | $2652.02           | Agency Mortgage-Backed Securities  |
| GNII SF 005305 M     | 2042-02-20      | 4.0000%  | 0.0000% | $61006.64          | $58351.58          | Agency Mortgage-Backed Securities  |
| GNII SF MA9238 M     | 2053-09-20      | 4.0000%  | 0.0000% | $244861.54         | $227829.02         | Agency Mortgage-Backed Securities  |
| GNII SF MA9241 M     | 2053-10-20      | 5.5000%  | 0.0000% | $2807934.87        | $2833755.39        | Agency Mortgage-Backed Securities  |
| GNII SF MA9244 M     | 2053-09-20      | 7.0000%  | 0.0000% | $412.63            | $430.33            | Agency Mortgage-Backed Securities  |
| GNII SF MA9305 M     | 2053-11-20      | 5.5000%  | 0.0000% | $834.04            | $844.08            | Agency Mortgage-Backed Securities  |
| GNII SF MA9363 M     | 2053-11-20      | 6.0000%  | 0.0000% | $662.91            | $678.62            | Agency Mortgage-Backed Securities  |
| GNII SF MA9365 M     | 2053-12-20      | 7.0000%  | 0.0000% | $412.32            | $430.39            | Agency Mortgage-Backed Securities  |
| GNII SF MA9669 M     | 2054-05-20      | 6.0000%  | 0.0000% | $3306081.80        | $3377894.31        | Agency Mortgage-Backed Securities  |
| GNII SF MA9671 M     | 2054-05-20      | 7.0000%  | 0.0000% | $596846.09         | $621014.71         | Agency Mortgage-Backed Securities  |
| GNII SF MA9664 M     | 2054-05-20      | 3.5000%  | 0.0000% | $15970320.82       | $14458864.81       | Agency Mortgage-Backed Securities  |
| GNII SF BA0259 C     | 2047-06-20      | 4.0000%  | 0.0000% | $202.56            | $191.58            | Agency Mortgage-Backed Securities  |
| GNII SF BS7604 C     | 2050-04-20      | 4.0000%  | 0.0000% | $435404.83         | $406775.75         | Agency Mortgage-Backed Securities  |
| GNAR AR 008874 M     | 2026-05-20      | 4.8750%  | 0.0000% | $129.94            | $130.09            | Agency Mortgage-Backed Securities  |
| GNAR AR 008911 M     | 2026-07-20      | 4.6250%  | 0.0000% | $105.02            | $105.48            | Agency Mortgage-Backed Securities  |
| GNAR AR 008913 M     | 2026-07-20      | 4.6250%  | 0.0000% | $738.37            | $742.78            | Agency Mortgage-Backed Securities  |
| GNAR AR 008928 M     | 2026-07-20      | 5.0000%  | 0.0000% | $67.50             | $67.69             | Agency Mortgage-Backed Securities  |
| GNAR AR 008959 M     | 2026-08-20      | 5.0000%  | 0.0000% | $317.37            | $318.38            | Agency Mortgage-Backed Securities  |
| GNAR AR 008967 M     | 2026-09-20      | 4.6250%  | 0.0000% | $337.27            | $337.02            | Agency Mortgage-Backed Securities  |
| GNAR AR 008968 M     | 2026-09-20      | 4.6250%  | 0.0000% | $129.30            | $130.13            | Agency Mortgage-Backed Securities  |
| GNAR AR 008971 M     | 2026-09-20      | 4.6250%  | 0.0000% | $29.86             | $29.89             | Agency Mortgage-Backed Securities  |
| GNAR AR 008651 M     | 2025-07-20      | 4.6250%  | 0.0000% | $4.40              | $4.41              | Agency Mortgage-Backed Securities  |
| GNAR AR 008703 M     | 2025-09-20      | 4.6250%  | 0.0000% | $1.31              | $1.31              | Agency Mortgage-Backed Securities  |
| GNAR AR 008685 M     | 2025-08-20      | 4.6250%  | 0.0000% | $0.42              | $0.42              | Agency Mortgage-Backed Securities  |
| GNAR AR 008770 M     | 2025-12-20      | 4.7500%  | 0.0000% | $8.01              | $8.03              | Agency Mortgage-Backed Securities  |
| GNAR AR 008744 M     | 2025-11-20      | 4.7500%  | 0.0000% | $15.40             | $15.44             | Agency Mortgage-Backed Securities  |
| GNAR AR 008746 M     | 2025-11-20      | 4.7500%  | 0.0000% | $95.84             | $96.12             | Agency Mortgage-Backed Securities  |
| GNAR AR 008747 M     | 2025-11-20      | 4.7500%  | 0.0000% | $436.87            | $438.20            | Agency Mortgage-Backed Securities  |
| GNAR AR 008816 M     | 2026-02-20      | 5.6250%  | 0.0000% | $542.01            | $543.27            | Agency Mortgage-Backed Securities  |
| GNAR AR 008865 M     | 2026-05-20      | 4.8750%  | 0.0000% | $1020.85           | $1023.61           | Agency Mortgage-Backed Securities  |
| GNAR AR 008844 M     | 2026-03-20      | 5.6250%  | 0.0000% | $245.65            | $246.44            | Agency Mortgage-Backed Securities  |
| GNAR AR 080024 M     | 2026-12-20      | 5.0000%  | 0.0000% | $347.34            | $348.45            | Agency Mortgage-Backed Securities  |
| GNAR AR 080010 M     | 2026-11-20      | 4.7500%  | 0.0000% | $53.69             | $53.75             | Agency Mortgage-Backed Securities  |
| GNAR AR 080011 M     | 2026-11-20      | 4.7500%  | 0.0000% | $224.30            | $225.41            | Agency Mortgage-Backed Securities  |
| GNAR AR 080012 M     | 2026-11-20      | 4.7500%  | 0.0000% | $677.91            | $680.42            | Agency Mortgage-Backed Securities  |
| GNAR AR 080013 M     | 2026-11-20      | 5.0000%  | 0.0000% | $176.98            | $177.77            | Agency Mortgage-Backed Securities  |
| GNAR AR 080022 M     | 2026-12-20      | 4.7500%  | 0.0000% | $1870.74           | $1885.27           | Agency Mortgage-Backed Securities  |
| GNAR AR 080023 M     | 2026-12-20      | 4.7500%  | 0.0000% | $878.88            | $887.94            | Agency Mortgage-Backed Securities  |
| GNAR AR 080061 M     | 2027-04-20      | 4.8750%  | 0.0000% | $177.34            | $177.89            | Agency Mortgage-Backed Securities  |
| GNAR AR 080046 M     | 2027-02-20      | 5.6250%  | 0.0000% | $439.59            | $439.90            | Agency Mortgage-Backed Securities  |
| GNAR AR 080047 M     | 2027-02-20      | 5.6250%  | 0.0000% | $2014.00           | $2023.39           | Agency Mortgage-Backed Securities  |
| GNAR AR 080076 M     | 2027-05-20      | 4.8750%  | 0.0000% | $1879.16           | $1884.99           | Agency Mortgage-Backed Securities  |
| GNAR AR 080086 M     | 2027-06-20      | 4.8750%  | 0.0000% | $579.75            | $584.24            | Agency Mortgage-Backed Securities  |
| GNAR AR 080143 M     | 2027-12-20      | 4.7500%  | 0.0000% | $414.57            | $419.09            | Agency Mortgage-Backed Securities  |
| GNAR AR 080180 M     | 2028-03-20      | 5.6250%  | 0.0000% | $727.41            | $731.66            | Agency Mortgage-Backed Securities  |
| GNAR AR 080408 M     | 2030-05-20      | 4.8750%  | 0.0000% | $977.15            | $981.43            | Agency Mortgage-Backed Securities  |
| GNAR AR 080393 M     | 2030-04-20      | 4.8750%  | 0.0000% | $3882.52           | $3891.01           | Agency Mortgage-Backed Securities  |
| GNAR AR 080395 M     | 2030-04-20      | 4.8750%  | 0.0000% | $472.67            | $475.21            | Agency Mortgage-Backed Securities  |
| GNAR AR 080397 M     | 2030-04-20      | 5.0000%  | 0.0000% | $3596.41           | $3613.29           | Agency Mortgage-Backed Securities  |
| GNAR AR 080407 M     | 2030-05-20      | 4.8750%  | 0.0000% | $3127.87           | $3136.14           | Agency Mortgage-Backed Securities  |
| GNAR AR 080418 M     | 2030-06-20      | 5.0000%  | 0.0000% | $4168.35           | $4189.85           | Agency Mortgage-Backed Securities  |
| GNAR AR 080471 M     | 2030-11-20      | 4.7500%  | 0.0000% | $3313.23           | $3322.80           | Agency Mortgage-Backed Securities  |
| GNAR AF 081882 M     | 2037-04-20      | 4.8750%  | 0.0000% | $4410.13           | $4450.06           | Agency Mortgage-Backed Securities  |
| GNAR AF 082138 M     | 2038-08-20      | 4.6250%  | 0.0000% | $1350.56           | $1374.50           | Agency Mortgage-Backed Securities  |
| GNII SF CV6207 C     | 2053-07-20      | 7.0000%  | 0.0000% | $1961.83           | $2092.92           | Agency Mortgage-Backed Securities  |
| GNII SF CY3694 C     | 2053-11-20      | 7.0000%  | 0.0000% | $357.12            | $374.19            | Agency Mortgage-Backed Securities  |
| GNII SF CZ1338 C     | 2054-04-20      | 6.5000%  | 0.0000% | $1160692.52        | $1251198.80        | Agency Mortgage-Backed Securities  |
| GNII SF CZ1439 C     | 2054-05-20      | 7.0000%  | 0.0000% | $670.48            | $696.62            | Agency Mortgage-Backed Securities  |
| GNII SF CZ1486 C     | 2054-05-20      | 7.0000%  | 0.0000% | $2279691.65        | $2429854.69        | Agency Mortgage-Backed Securities  |
| GNII SF CZ4781 C     | 2054-01-20      | 7.5000%  | 0.0000% | $1061.23           | $1107.02           | Agency Mortgage-Backed Securities  |
| GNII SF CZ8986 C     | 2054-03-20      | 6.0000%  | 0.0000% | $2957.68           | $3078.11           | Agency Mortgage-Backed Securities  |
| GNII SF DA5250 C     | 2054-05-20      | 7.0000%  | 0.0000% | $739.47            | $768.30            | Agency Mortgage-Backed Securities  |
| GNII SF DA9485 C     | 2054-05-20      | 7.0000%  | 0.0000% | $912534.32         | $958982.21         | Agency Mortgage-Backed Securities  |
| GNII SF DA9714 C     | 2054-05-20      | 6.5000%  | 0.0000% | $1281884.64        | $1359924.63        | Agency Mortgage-Backed Securities  |
| GNII SF DB0503 C     | 2054-05-20      | 6.5000%  | 0.0000% | $4907805.66        | $5128392.44        | Agency Mortgage-Backed Securities  |
| GNII SF DB1839 C     | 2054-03-20      | 7.0000%  | 0.0000% | $1490.02           | $1575.14           | Agency Mortgage-Backed Securities  |
| GNII SF DB3625 C     | 2054-04-20      | 7.0000%  | 0.0000% | $1737.65           | $1827.47           | Agency Mortgage-Backed Securities  |
| GNII SF DB4732 C     | 2054-05-20      | 7.5000%  | 0.0000% | $796242.15         | $830600.53         | Agency Mortgage-Backed Securities  |
| GNII SF DB6117 C     | 2054-05-20      | 7.0000%  | 0.0000% | $1346804.25        | $1411895.15        | Agency Mortgage-Backed Securities  |
| GNII SF DB8038 C     | 2054-07-20      | 6.5000%  | 0.0000% | $486.21            | $498.67            | Agency Mortgage-Backed Securities  |
| GNII SF DB8113 C     | 2054-06-20      | 6.5000%  | 0.0000% | $459.35            | $473.90            | Agency Mortgage-Backed Securities  |
| GNII SF DB9877 C     | 2054-04-20      | 6.5000%  | 0.0000% | $3935.51           | $4112.24           | Agency Mortgage-Backed Securities  |
| GNII SF DB9981 C     | 2054-05-20      | 8.0000%  | 0.0000% | $1376617.16        | $1517067.13        | Agency Mortgage-Backed Securities  |
| GNII SF DB9982 C     | 2054-05-20      | 8.0000%  | 0.0000% | $1436813.25        | $1602793.12        | Agency Mortgage-Backed Securities  |
| GNII SF DB9983 C     | 2054-05-20      | 8.0000%  | 0.0000% | $2127296.65        | $2364084.86        | Agency Mortgage-Backed Securities  |
| GNII SF DB9984 C     | 2054-05-20      | 8.0000%  | 0.0000% | $1013940.94        | $1126876.16        | Agency Mortgage-Backed Securities  |
| GNII SF DC0526 C     | 2054-09-20      | 7.0000%  | 0.0000% | $1089.17           | $1139.61           | Agency Mortgage-Backed Securities  |
| GNII SF DC1676 C     | 2054-05-20      | 7.0000%  | 0.0000% | $1059711.37        | $1126923.44        | Agency Mortgage-Backed Securities  |
| GNII SF DC1603 C     | 2054-05-20      | 7.0000%  | 0.0000% | $994855.37         | $1057956.95        | Agency Mortgage-Backed Securities  |
| GNII SF DC1627 C     | 2054-05-20      | 7.0000%  | 0.0000% | $1105084.60        | $1175177.78        | Agency Mortgage-Backed Securities  |
| GNII SF DC4641 C     | 2054-05-20      | 6.5000%  | 0.0000% | $1096676.41        | $1167745.55        | Agency Mortgage-Backed Securities  |
| GNII SF DC4705 C     | 2054-05-20      | 7.0000%  | 0.0000% | $1092675.19        | $1165649.38        | Agency Mortgage-Backed Securities  |
| GNII SF DC4725 C     | 2054-05-20      | 7.5000%  | 0.0000% | $2274792.57        | $2442321.18        | Agency Mortgage-Backed Securities  |
| GNII SF DC4727 C     | 2054-05-20      | 7.5000%  | 0.0000% | $2409708.20        | $2587175.17        | Agency Mortgage-Backed Securities  |
| GNII SF DC4728 C     | 2054-05-20      | 7.5000%  | 0.0000% | $3558887.00        | $3820987.16        | Agency Mortgage-Backed Securities  |
| RFIN 01/15/30        | 2030-01-15      | 0.0000%  | 0.0000% | $301000.00         | $250578.89         | Corporate Debt Securities          |
| 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  | 0.0000% | $56025600.00       | $56310559.09       | U.S. Treasuries (including strips) |
| 0 3/4 NOTE W 26      | 2026-03-31      | 0.7500%  | 0.0000% | $1349600.00        | $1318668.19        | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AA 26     | 2026-06-30      | 0.8750%  | 0.0000% | $28846200.00       | $27960794.74       | U.S. Treasuries (including strips) |

### Security 353: Societe Generale

- **C.1 - Title:** Societe Generale 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 988APT004, C.3 - LEI: N/A, C.5 - Other ID: 988APT004_4.35_0716
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-16
- **C.12 - Maturity Date (WAL):** 2025-07-16
- **C.13 - Final Legal Maturity Date:** 2025-07-16
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/8 NOTE AU 27 | 2027-11-15      | 4.1250%  | 0.0000% | $61546500.00       | $62392533.60       | U.S. Treasuries (including strips) |
| T 1 3/8 11/15/31 | 2031-11-15      | 1.3750%  | 0.0000% | $87826300.00       | $75083911.50       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  | 0.0000% | $120661300.00      | $117523561.55      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Allspring Funds Trust

**Date:** 2025-07-08

**By:** David Berardi

**Name of Signing Officer:** David Berardi

**Title of Signing Officer:** Assistant Treasurer