# EDGAR Filing Document

**Accession Number:** 0001081400
**File Stem:** 0001410368-26-057270
**Filing Date:** 2026-6
**Character Count:** 1311529
**Document Hash:** 636cf599ebafb16c8b8799e97b2be1ed
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-057270.hdr.sgml**: 20260605

**ACCESSION NUMBER**: 0001410368-26-057270

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260531

**FILED AS OF DATE**: 20260605

**DATE AS OF CHANGE**: 20260605

**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:** 261067977

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

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

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

## Series and Classes Contracts Data

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

| Class ID   | Class Name             | Ticker Symbol   |
|:---|:---|:---|
| C000020369 | Class A                | WFGXX           |
| C000020370 | Administrator Class    | WGAXX           |
| C000020371 | Institutional Class    | GVIXX           |
| C000020372 | Service Class          | NWGXX           |
| C000159700 | Select Class           | WFFXX           |
| C000221203 | Sweep Class            |  |
| C000240629 | Tribal Inclusion Class | AGTXX           |
| C000246242 | Roberts & Ryan Class   | RNRXX           |
| C000275148 | Capital Class          | ALGXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-05-31

**Registrant Full Name:** Allspring Funds Trust

**CIK Number of Registrant:** 0001081400

**LEI of Registrant:** 549300XROIY0CTN7RZ24

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

**LEI of Series:** 549300GFSYYLVYEWA041

**EDGAR Series Identifier:** S000007421

**Total number of share classes in the series:** 9

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 43 days

- **WAL:** 110 days

- **Total Value of Portfolio Securities:** $128166614900.83

- **Amortized Cost of Portfolio Securities:** $128179040054.36

- **Cash:** $4358810889.91

- **Total Other Assets:** $374351955.04

- **Total Liabilities:** $2323829170.74

- **Net Assets of Series:** $130588373728.57

- **Number of Shares Outstanding (Series):** 130588621432.0230

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-05-01 | $86159973475.97           | $95299838760.14            | 66.1800%                  | 73.2000%                   |
| 2026-05-04 | $86622839154.51           | $95762731943.45            | 66.3100%                  | 73.3100%                   |
| 2026-05-05 | $87567172611.89           | $96457073007.84            | 66.6900%                  | 73.4700%                   |
| 2026-05-06 | $88541961360.75           | $97233719560.25            | 66.8800%                  | 73.4400%                   |
| 2026-05-07 | $90777824746.98           | $98444719216.87            | 67.9400%                  | 73.6800%                   |
| 2026-05-08 | $86296583940.76           | $94062889336.75            | 66.3000%                  | 72.2700%                   |
| 2026-05-11 | $85157364772.23           | $92908728248.67            | 66.0000%                  | 72.0100%                   |
| 2026-05-12 | $87230166801.61           | $94809664270.95            | 66.6600%                  | 72.4500%                   |
| 2026-05-13 | $86659709810.59           | $94791244135.77            | 66.2700%                  | 72.4900%                   |
| 2026-05-14 | $88287158423.40           | $96314800646.34            | 66.7400%                  | 72.8000%                   |
| 2026-05-15 | $85138194013.64           | $93345656470.83            | 65.7900%                  | 72.1300%                   |
| 2026-05-18 | $83596489710.61           | $92496024823.88            | 65.3800%                  | 72.3400%                   |
| 2026-05-19 | $83150168430.41           | $91653020761.52            | 65.4600%                  | 72.1500%                   |
| 2026-05-20 | $81718113589.14           | $90921063665.61            | 64.9400%                  | 72.2500%                   |
| 2026-05-21 | $81583343925.66           | $91394348968.05            | 64.9500%                  | 72.7600%                   |
| 2026-05-22 | $78857470347.27           | $88668565380.10            | 64.5600%                  | 72.5900%                   |
| 2026-05-26 | $78444243339.11           | $88275108319.63            | 64.5800%                  | 72.6700%                   |
| 2026-05-27 | $80564498849.09           | $90195469689.61            | 65.2900%                  | 73.1000%                   |
| 2026-05-28 | $87870714616.84           | $96913725713.23            | 67.1500%                  | 74.0600%                   |
| 2026-05-29 | $89246921523.58           | $98311784013.70            | 67.1500%                  | 73.9700%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-05-01 | 3.7400%             |
| 2026-05-04 | 3.7300%             |
| 2026-05-05 | 3.7300%             |
| 2026-05-06 | 3.7300%             |
| 2026-05-07 | 3.7200%             |
| 2026-05-08 | 3.7000%             |
| 2026-05-11 | 3.7000%             |
| 2026-05-12 | 3.6900%             |
| 2026-05-13 | 3.6900%             |
| 2026-05-14 | 3.6900%             |
| 2026-05-15 | 3.6800%             |
| 2026-05-18 | 3.6700%             |
| 2026-05-19 | 3.6700%             |
| 2026-05-20 | 3.6600%             |
| 2026-05-21 | 3.6500%             |
| 2026-05-22 | 3.6500%             |
| 2026-05-26 | 3.6600%             |
| 2026-05-27 | 3.6700%             |
| 2026-05-28 | 3.6800%             |
| 2026-05-29 | 3.7000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-05-01 | 0.9999                      |
|  |  |
| 2026-05-04 | 0.9999                      |
|  |  |
| 2026-05-05 | 0.9999                      |
|  |  |
| 2026-05-06 | 1.0000                      |
|  |  |
| 2026-05-07 | 1.0000                      |
|  |  |
| 2026-05-08 | 0.9999                      |
|  |  |
| 2026-05-11 | 0.9999                      |
|  |  |
| 2026-05-12 | 0.9999                      |
|  |  |
| 2026-05-13 | 0.9999                      |
|  |  |
| 2026-05-14 | 0.9999                      |
|  |  |
| 2026-05-15 | 0.9999                      |
|  |  |
| 2026-05-18 | 0.9999                      |
|  |  |
| 2026-05-19 | 0.9999                      |
|  |  |
| 2026-05-20 | 0.9999                      |
|  |  |
| 2026-05-21 | 0.9999                      |
|  |  |
| 2026-05-22 | 0.9999                      |
|  |  |
| 2026-05-26 | 0.9999                      |
|  |  |
| 2026-05-27 | 0.9999                      |
|  |  |
| 2026-05-28 | 0.9999                      |
|  |  |
| 2026-05-29 | 0.9999                      |
|  |  |

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

### Class: Class A

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $870595923.56

- **Number of Shares Outstanding:** 870597722.3090

- **Expense Reimbursement/Waiver:** 443.28

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9999          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 0.9999          |
|  |  |
| 2026-05-11 | 0.9999          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $2273830.70               | $481057.15              |
| 2026-05-04 | $59797.21                 | $151006.26              |
| 2026-05-05 | $916065.59                | $371690.75              |
| 2026-05-06 | $1662725.92               | $179666.51              |
| 2026-05-07 | $6211.25                  | $358584.92              |
| 2026-05-08 | $22572.37                 | $1060287.65             |
| 2026-05-11 | $146676.22                | $28618.33               |
| 2026-05-12 | $1192429.47               | $452009.91              |
| 2026-05-13 | $5523.75                  | $525563.47              |
| 2026-05-14 | $345603.07                | $328776.46              |
| 2026-05-15 | $221204.44                | $455482.89              |
| 2026-05-18 | $139590.19                | $292678.35              |
| 2026-05-19 | $905445.62                | $371468.76              |
| 2026-05-20 | $62136.01                 | $1206460.03             |
| 2026-05-21 | $2683.25                  | $629099.83              |
| 2026-05-22 | $1970.00                  | $430692.33              |
| 2026-05-26 | $490983.18                | $144098.53              |
| 2026-05-27 | $1406135.17               | $269760.49              |
| 2026-05-28 | $6797.57                  | $492160.43              |
| 2026-05-29 | $39369.95                 | $231101.52              |

**Total Gross Subscriptions (Month):** $9907750.93

**Total Gross Redemptions (Month):** $8460264.57

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.1800%           |
| 2026-05-04 | 3.1700%           |
| 2026-05-05 | 3.1700%           |
| 2026-05-06 | 3.1700%           |
| 2026-05-07 | 3.1600%           |
| 2026-05-08 | 3.1500%           |
| 2026-05-11 | 3.1400%           |
| 2026-05-12 | 3.1300%           |
| 2026-05-13 | 3.1300%           |
| 2026-05-14 | 3.1300%           |
| 2026-05-15 | 3.1200%           |
| 2026-05-18 | 3.1100%           |
| 2026-05-19 | 3.1000%           |
| 2026-05-20 | 3.1000%           |
| 2026-05-21 | 3.0900%           |
| 2026-05-22 | 3.0900%           |
| 2026-05-26 | 3.1000%           |
| 2026-05-27 | 3.1100%           |
| 2026-05-28 | 3.1200%           |
| 2026-05-29 | 3.1300%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 59.8100%         | 0.0000%              |

### Class: Administrator Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $3779964841.90

- **Number of Shares Outstanding:** 3779972541.4060

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9999          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 0.9999          |
|  |  |
| 2026-05-11 | 0.9999          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $18278521.92              | $46917041.89            |
| 2026-05-04 | $222026367.58             | $25603068.85            |
| 2026-05-05 | $117866.79                | $209518110.27           |
| 2026-05-06 | $47194097.80              | $12960535.17            |
| 2026-05-07 | $230820292.50             | $260523.59              |
| 2026-05-08 | $73426055.64              | $23084979.80            |
| 2026-05-11 | $13629271.72              | $145697767.90           |
| 2026-05-12 | $49545264.64              | $1554279.70             |
| 2026-05-13 | $148178885.25             | $14971465.21            |
| 2026-05-14 | $32571818.74              | $109046509.94           |
| 2026-05-15 | $2922267.44               | $162101475.09           |
| 2026-05-18 | $10527003.24              | $28036013.36            |
| 2026-05-19 | $3232218.28               | $41481353.90            |
| 2026-05-20 | $3183742.68               | $78843275.62            |
| 2026-05-21 | $6946109.19               | $19220086.59            |
| 2026-05-22 | $250648.77                | $27959233.19            |
| 2026-05-26 | $136628924.01             | $169390.64              |
| 2026-05-27 | $69273839.99              | $8834966.96             |
| 2026-05-28 | $16700711.01              | $89131724.63            |
| 2026-05-29 | $88188959.06              | $23685252.26            |

**Total Gross Subscriptions (Month):** $1173642866.25

**Total Gross Redemptions (Month):** $1069077054.56

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.4100%           |
| 2026-05-04 | 3.4000%           |
| 2026-05-05 | 3.4000%           |
| 2026-05-06 | 3.4000%           |
| 2026-05-07 | 3.3900%           |
| 2026-05-08 | 3.3800%           |
| 2026-05-11 | 3.3700%           |
| 2026-05-12 | 3.3600%           |
| 2026-05-13 | 3.3600%           |
| 2026-05-14 | 3.3600%           |
| 2026-05-15 | 3.3600%           |
| 2026-05-18 | 3.3400%           |
| 2026-05-19 | 3.3300%           |
| 2026-05-20 | 3.3300%           |
| 2026-05-21 | 3.3200%           |
| 2026-05-22 | 3.3200%           |
| 2026-05-26 | 3.3300%           |
| 2026-05-27 | 3.3400%           |
| 2026-05-28 | 3.3500%           |
| 2026-05-29 | 3.3600%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 89.0800%         | 0.0000%              |

### Class: Institutional Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $27507949244.64

- **Number of Shares Outstanding:** 27508005454.2680

- **Expense Reimbursement/Waiver:** 253782.94

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9999          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 0.9999          |
|  |  |
| 2026-05-11 | 0.9999          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $555339360.96             | $1224443899.05          |
| 2026-05-04 | $1895017059.40            | $701254404.80           |
| 2026-05-05 | $305967702.38             | $836963769.52           |
| 2026-05-06 | $511512729.17             | $600026205.11           |
| 2026-05-07 | $964421326.53             | $306961702.00           |
| 2026-05-08 | $774546510.67             | $411052329.77           |
| 2026-05-11 | $157087694.78             | $3081124377.01          |
| 2026-05-12 | $147178866.67             | $234888303.10           |
| 2026-05-13 | $206814821.67             | $592929878.61           |
| 2026-05-14 | $375102673.94             | $103098634.61           |
| 2026-05-15 | $487214238.15             | $445232222.14           |
| 2026-05-18 | $628871872.59             | $419183389.10           |
| 2026-05-19 | $269142442.32             | $101925525.36           |
| 2026-05-20 | $163342691.01             | $283184253.51           |
| 2026-05-21 | $96412417.28              | $432816744.99           |
| 2026-05-22 | $239418400.52             | $444998435.97           |
| 2026-05-26 | $399289239.44             | $389959448.01           |
| 2026-05-27 | $674262300.68             | $365286511.06           |
| 2026-05-28 | $146171972.74             | $909843798.27           |
| 2026-05-29 | $777887619.43             | $97523372.31            |

**Total Gross Subscriptions (Month):** $9775001940.33

**Total Gross Redemptions (Month):** $11982697204.30

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5400%           |
| 2026-05-04 | 3.5300%           |
| 2026-05-05 | 3.5300%           |
| 2026-05-06 | 3.5300%           |
| 2026-05-07 | 3.5200%           |
| 2026-05-08 | 3.5100%           |
| 2026-05-11 | 3.5000%           |
| 2026-05-12 | 3.4900%           |
| 2026-05-13 | 3.4900%           |
| 2026-05-14 | 3.4900%           |
| 2026-05-15 | 3.4900%           |
| 2026-05-18 | 3.4700%           |
| 2026-05-19 | 3.4700%           |
| 2026-05-20 | 3.4600%           |
| 2026-05-21 | 3.4500%           |
| 2026-05-22 | 3.4500%           |
| 2026-05-26 | 3.4600%           |
| 2026-05-27 | 3.4700%           |
| 2026-05-28 | 3.4800%           |
| 2026-05-29 | 3.4900%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 62.7000%         | 0.0000%              |
| Non-financial corporation |  | 21.6600%         | 0.0000%              |

### Class: Service Class

- **Minimum Initial Investment:** $100000.00

- **Net Assets of Class:** $1015615678.49

- **Number of Shares Outstanding:** 1015617818.3170

- **Expense Reimbursement/Waiver:** 500.62

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9999          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 0.9999          |
|  |  |
| 2026-05-11 | 0.9999          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $353233.86                | $8182978.74             |
| 2026-05-04 | $799706.78                | $5836020.26             |
| 2026-05-05 | $6211891.91               | $2613755.43             |
| 2026-05-06 | $15377823.06              | $60890.41               |
| 2026-05-07 | $15515385.75              | $6588370.84             |
| 2026-05-08 | $17477446.84              | $94084.14               |
| 2026-05-11 | $7665823.84               | $5475788.12             |
| 2026-05-12 | $23712778.48              | $204955.51              |
| 2026-05-13 | $17316019.16              | $926288.81              |
| 2026-05-14 | $12839047.87              | $109864.79              |
| 2026-05-15 | $15730544.13              | $31418858.85            |
| 2026-05-18 | $39806385.87              | $71027.34               |
| 2026-05-19 | $13445.95                 | $22807548.51            |
| 2026-05-20 | $3545654.63               | $25717855.59            |
| 2026-05-21 | $14238691.71              | $8068915.50             |
| 2026-05-22 | $3500153.87               | $13791970.47            |
| 2026-05-26 | $985701.01                | $18273272.41            |
| 2026-05-27 | $3874275.49               | $6643014.99             |
| 2026-05-28 | $14082560.00              | $7792286.92             |
| 2026-05-29 | $2457410.99               | $14296084.25            |

**Total Gross Subscriptions (Month):** $215503981.20

**Total Gross Redemptions (Month):** $178973831.88

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.2400%           |
| 2026-05-04 | 3.2300%           |
| 2026-05-05 | 3.2300%           |
| 2026-05-06 | 3.2300%           |
| 2026-05-07 | 3.2200%           |
| 2026-05-08 | 3.2100%           |
| 2026-05-11 | 3.2000%           |
| 2026-05-12 | 3.1900%           |
| 2026-05-13 | 3.1900%           |
| 2026-05-14 | 3.1900%           |
| 2026-05-15 | 3.1900%           |
| 2026-05-18 | 3.1700%           |
| 2026-05-19 | 3.1700%           |
| 2026-05-20 | 3.1600%           |
| 2026-05-21 | 3.1500%           |
| 2026-05-22 | 3.1500%           |
| 2026-05-26 | 3.1600%           |
| 2026-05-27 | 3.1700%           |
| 2026-05-28 | 3.1800%           |
| 2026-05-29 | 3.1900%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 5.8200%          | 0.0000%              |
| Non-financial corporation |  | 86.5200%         | 0.0000%              |

### Class: Select Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $96323271470.76

- **Number of Shares Outstanding:** 96323449244.9330

- **Expense Reimbursement/Waiver:** 2411318.06

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9999          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 0.9999          |
|  |  |
| 2026-05-11 | 0.9999          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $4970103716.31            | $8463830155.81          |
| 2026-05-04 | $2942573286.54            | $3909379323.54          |
| 2026-05-05 | $3645307898.04            | $2454824761.92          |
| 2026-05-06 | $2929498971.79            | $2876135198.00          |
| 2026-05-07 | $4629777592.44            | $3124486366.90          |
| 2026-05-08 | $2649167312.81            | $6425957247.26          |
| 2026-05-11 | $4170726687.83            | $2285743609.92          |
| 2026-05-12 | $4457404253.24            | $3750075370.69          |
| 2026-05-13 | $3571427361.10            | $2681598661.36          |
| 2026-05-14 | $7001554666.42            | $5725767470.89          |
| 2026-05-15 | $3104106447.31            | $5687674184.81          |
| 2026-05-18 | $2318940689.53            | $4816577121.74          |
| 2026-05-19 | $3895978596.77            | $4520039817.05          |
| 2026-05-20 | $2075933512.68            | $2421645832.81          |
| 2026-05-21 | $4282914120.64            | $4191904349.76          |
| 2026-05-22 | $1721384079.51            | $5611378943.10          |
| 2026-05-26 | $2982965530.18            | $3110706896.50          |
| 2026-05-27 | $2795037205.32            | $1873808158.60          |
| 2026-05-28 | $10521465360.89           | $2688235495.17          |
| 2026-05-29 | $4761708311.40            | $4318686350.78          |

**Total Gross Subscriptions (Month):** $79427975600.75

**Total Gross Redemptions (Month):** $80938455316.61

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.6000%           |
| 2026-05-04 | 3.5900%           |
| 2026-05-05 | 3.5900%           |
| 2026-05-06 | 3.5900%           |
| 2026-05-07 | 3.5800%           |
| 2026-05-08 | 3.5700%           |
| 2026-05-11 | 3.5600%           |
| 2026-05-12 | 3.5500%           |
| 2026-05-13 | 3.5500%           |
| 2026-05-14 | 3.5500%           |
| 2026-05-15 | 3.5500%           |
| 2026-05-18 | 3.5300%           |
| 2026-05-19 | 3.5300%           |
| 2026-05-20 | 3.5200%           |
| 2026-05-21 | 3.5100%           |
| 2026-05-22 | 3.5100%           |
| 2026-05-26 | 3.5200%           |
| 2026-05-27 | 3.5300%           |
| 2026-05-28 | 3.5400%           |
| 2026-05-29 | 3.5500%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 38.5500%         | 0.0000%              |
| Non-financial corporation |  | 11.6600%         | 0.0000%              |
| Retail investor           |  | 5.9100%          | 0.0000%              |

### Class: Sweep Class

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $849369407.15

- **Number of Shares Outstanding:** 849371195.9900

- **Expense Reimbursement/Waiver:** 8098.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9999          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 0.9999          |
|  |  |
| 2026-05-11 | 0.9999          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $51369300.20              | $76310243.23            |
| 2026-05-04 | $46482877.17              | $46831533.09            |
| 2026-05-05 | $100984745.43             | $52307143.50            |
| 2026-05-06 | $64301048.11              | $47084005.84            |
| 2026-05-07 | $53353684.33              | $36950871.97            |
| 2026-05-08 | $48187232.63              | $42904961.80            |
| 2026-05-11 | $45031769.17              | $52797507.87            |
| 2026-05-12 | $68730697.07              | $46864789.41            |
| 2026-05-13 | $34091313.98              | $72273314.86            |
| 2026-05-14 | $38684829.80              | $44743712.46            |
| 2026-05-15 | $60398532.81              | $47883830.50            |
| 2026-05-18 | $71424078.31              | $94622480.18            |
| 2026-05-19 | $65210379.64              | $34173206.62            |
| 2026-05-20 | $43746507.95              | $136379980.53           |
| 2026-05-21 | $45098939.01              | $42228339.59            |
| 2026-05-22 | $28332343.69              | $43541752.21            |
| 2026-05-26 | $56900727.80              | $35902988.41            |
| 2026-05-27 | $66741416.73              | $47520696.07            |
| 2026-05-28 | $41819075.00              | $68520197.98            |
| 2026-05-29 | $43966133.51              | $52459525.81            |

**Total Gross Subscriptions (Month):** $1074855632.34

**Total Gross Redemptions (Month):** $1122301081.93

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.2400%           |
| 2026-05-04 | 3.2300%           |
| 2026-05-05 | 3.2300%           |
| 2026-05-06 | 3.2300%           |
| 2026-05-07 | 3.2200%           |
| 2026-05-08 | 3.2100%           |
| 2026-05-11 | 3.2000%           |
| 2026-05-12 | 3.1900%           |
| 2026-05-13 | 3.1900%           |
| 2026-05-14 | 3.1900%           |
| 2026-05-15 | 3.1900%           |
| 2026-05-18 | 3.1700%           |
| 2026-05-19 | 3.1700%           |
| 2026-05-20 | 3.1600%           |
| 2026-05-21 | 3.1500%           |
| 2026-05-22 | 3.1500%           |
| 2026-05-26 | 3.1600%           |
| 2026-05-27 | 3.1700%           |
| 2026-05-28 | 3.1800%           |
| 2026-05-29 | 3.1900%           |

**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:** $141395226.00

- **Number of Shares Outstanding:** 141395518.2900

- **Expense Reimbursement/Waiver:** 3699.36

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9999          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 0.9999          |
|  |  |
| 2026-05-11 | 0.9999          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $426164.92                | $0.00                   |
| 2026-05-08 | $0.00                     | $4300000.00             |

**Total Gross Subscriptions (Month):** $426164.92

**Total Gross Redemptions (Month):** $4300000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5800%           |
| 2026-05-04 | 3.5700%           |
| 2026-05-05 | 3.5700%           |
| 2026-05-06 | 3.5700%           |
| 2026-05-07 | 3.5600%           |
| 2026-05-08 | 3.5500%           |
| 2026-05-11 | 3.5400%           |
| 2026-05-12 | 3.5300%           |
| 2026-05-13 | 3.5300%           |
| 2026-05-14 | 3.5300%           |
| 2026-05-15 | 3.5300%           |
| 2026-05-18 | 3.5100%           |
| 2026-05-19 | 3.5100%           |
| 2026-05-20 | 3.5000%           |
| 2026-05-21 | 3.4900%           |
| 2026-05-22 | 3.4900%           |
| 2026-05-26 | 3.5000%           |
| 2026-05-27 | 3.5100%           |
| 2026-05-28 | 3.5200%           |
| 2026-05-29 | 3.5300%           |

**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:** $100111936.28

- **Number of Shares Outstanding:** 100111936.5100

- **Expense Reimbursement/Waiver:** 775.10

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9999          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 0.9999          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 1.0002          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $323.75                   | $0.00                   |
| 2026-05-04 | $100000000.00             | $100000000.00           |
| 2026-05-22 | $0.00                     | $100000000.00           |
| 2026-05-26 | $100000000.00             | $0.00                   |

**Total Gross Subscriptions (Month):** $200000323.75

**Total Gross Redemptions (Month):** $200000000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5400%           |
| 2026-05-04 | 3.5300%           |
| 2026-05-05 | 3.5300%           |
| 2026-05-06 | 3.5300%           |
| 2026-05-07 | 3.5200%           |
| 2026-05-08 | 3.5100%           |
| 2026-05-11 | 3.5000%           |
| 2026-05-12 | 3.4900%           |
| 2026-05-13 | 3.4900%           |
| 2026-05-14 | 3.4900%           |
| 2026-05-15 | 3.4900%           |
| 2026-05-18 | 3.4700%           |
| 2026-05-19 | 3.4700%           |
| 2026-05-20 | 3.4600%           |
| 2026-05-21 | 3.4500%           |
| 2026-05-22 | 3.4500%           |
| 2026-05-26 | 3.4600%           |
| 2026-05-27 | 3.4700%           |
| 2026-05-28 | 3.4800%           |
| 2026-05-29 | 3.4900%           |

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

### Class: Capital Class

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $99999.79

- **Number of Shares Outstanding:** 100000.0000

- **Expense Reimbursement/Waiver:** 1.31

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9999          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 0.9999          |
|  |  |
| 2026-05-11 | 0.9999          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $99999.00                 | $0.00                   |

**Total Gross Subscriptions (Month):** $99999.00

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-06 | 3.0400%           |
| 2026-05-07 | 3.5500%           |
| 2026-05-08 | 3.5400%           |
| 2026-05-11 | 3.5200%           |
| 2026-05-12 | 3.5200%           |
| 2026-05-13 | 3.5200%           |
| 2026-05-14 | 3.5200%           |
| 2026-05-15 | 3.5100%           |
| 2026-05-18 | 3.5000%           |
| 2026-05-19 | 3.4900%           |
| 2026-05-20 | 3.4900%           |
| 2026-05-21 | 3.4800%           |
| 2026-05-22 | 3.4800%           |
| 2026-05-26 | 3.4900%           |
| 2026-05-27 | 3.5000%           |
| 2026-05-28 | 3.5100%           |
| 2026-05-29 | 3.5200%           |

**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: Fixed Income Clearing Corp. - Barclays

- **C.1 - Title:** Fixed Income Clearing Corp. - Barclays 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 00799J004, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: 00799J004_3.63_0601
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 3.8300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| BILL 04/15/27    | 2027-04-15      | 0.0000%  | 0.0000% | $573962000.00      | $555571109.60      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE P 32  | 2032-08-31      | 3.8750%  | 0.0000% | $100249000.00      | $99226751.14       | U.S. Treasuries (including strips) |
| 4 NOTE AV 27     | 2027-12-15      | 4.0000%  | 0.0000% | $95837000.00       | $97621855.65       | U.S. Treasuries (including strips) |
| 4 NOTE M 32      | 2032-06-30      | 4.0000%  | 0.0000% | $634308000.00      | $637346391.40      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  | 0.0000% | $448251200.00      | $456827456.20      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  | 0.0000% | $20553800.00       | $21009911.31       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  | 0.0000% | $105480000.00      | $101916846.60      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  | 0.0000% | $147743400.00      | $150354038.90      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  | 0.0000% | $435900.00         | $438350.17         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28  | 2028-09-30      | 1.2500%  | 0.0000% | $510371000.00      | $480103461.80      | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55    | 2055-08-15      | 4.7500%  | 0.0000% | $20281900.00       | $19808260.71       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  | 0.0000% | $106005000.00      | $104594914.50      | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  | 0.0000% | $160217000.00      | $157009095.20      | U.S. Treasuries (including strips) |
| T 1 7/8 02/15/51 | 2051-02-15      | 1.8750%  | 0.0000% | $924635200.00      | $513932535.10      | U.S. Treasuries (including strips) |
| T 1 7/8 11/15/51 | 2051-11-15      | 1.8750%  | 0.0000% | $57970900.00       | $31601115.28       | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  | 0.0000% | $182127600.00      | $153176942.90      | U.S. Treasuries (including strips) |
| 4 3/8 BOND 40    | 2040-05-15      | 4.3750%  | 0.0000% | $108647000.00      | $104887314.30      | U.S. Treasuries (including strips) |
| 4 3/4 BOND 41    | 2041-02-15      | 4.7500%  | 0.0000% | $315813000.00      | $319242474.40      | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  | 0.0000% | $165592900.00      | $142795498.70      | U.S. Treasuries (including strips) |
| T 3 5/8 02/15/44 | 2044-02-15      | 3.6250%  | 0.0000% | $184948300.00      | $157949404.10      | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  | 0.0000% | $465592800.00      | $294621319.10      | U.S. Treasuries (including strips) |
| 2 BOND 50        | 2050-02-15      | 2.0000%  | 0.0000% | $857163200.00      | $499964957.90      | U.S. Treasuries (including strips) |

### Security 2: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.650000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 01399W007, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 01399W007_3.65_0605
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2050-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 02.500 CLRA6435                  | 2051-12-01      | 2.5000%  | 0.0000% | $109772.11         | $93925.35          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6652                  | 2052-01-01      | 2.5000%  | 0.0000% | $1302542.07        | $1096134.02        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRA8432                  | 2053-01-01      | 6.5000%  | 0.0000% | $3455973.68        | $3609455.39        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CTRB5077                  | 2040-10-01      | 2.0000%  | 0.0000% | $24740795.40       | $21631682.88       | Agency Mortgage-Backed Securities  |
| FEPC 01.500 3JRE0021                  | 2050-12-01      | 1.5000%  | 0.0000% | $7305658.81        | $5736152.47        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI0295                  | 2054-02-01      | 6.0000%  | 0.0000% | $1060943.85        | $1097256.42        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX3224                  | 2054-12-01      | 6.5000%  | 0.0000% | $1292580.33        | $1377374.32        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY4508                  | 2055-06-01      | 6.5000%  | 0.0000% | $3022478.89        | $3175998.32        | Agency Mortgage-Backed Securities  |
| 4.15 FHOR 23-38 Z                     | 2038-06-01      | 4.1500%  | 0.0000% | $5655000.00        | $5332967.23        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZJ6425                  | 2032-09-01      | 6.5000%  | 0.0000% | $19174.82          | $19994.36          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO5077                  | 2041-03-01      | 5.5000%  | 0.0000% | $979752.35         | $1006064.36        | Agency Mortgage-Backed Securities  |
| 1.52 FMNT 21-34 F7                    | 2034-04-13      | 1.5200%  | 0.0000% | $15000000.00       | $12020883.33       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ3811                  | 2055-09-01      | 6.5000%  | 0.0000% | $6807323.30        | $7131362.48        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQZ3842                  | 2055-09-01      | 7.0000%  | 0.0000% | $968803.72         | $1031013.95        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2859                  | 2055-10-01      | 6.0000%  | 0.0000% | $89440719.36       | $92013541.31       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL3000                  | 2055-08-01      | 6.5000%  | 0.0000% | $265706050.42      | $278842971.00      | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM6576                  | 2048-05-01      | 4.0000%  | 0.0000% | $272348.23         | $259526.65         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2048                  | 2048-07-01      | 4.5000%  | 0.0000% | $504298.97         | $494545.83         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL5378                  | 2056-05-01      | 4.5000%  | 0.0000% | $92300544.00       | $88830505.05       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL5204                  | 2056-05-01      | 5.0000%  | 0.0000% | $54089418.85       | $53487451.71       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2091                  | 2054-04-01      | 5.5000%  | 0.0000% | $28849.61          | $29131.41          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2290                  | 2054-08-01      | 6.0000%  | 0.0000% | $2144211.08        | $2202968.19        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0731                  | 2037-06-01      | 2.5000%  | 0.0000% | $3128683.16        | $2959012.94        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB1388                  | 2038-01-01      | 2.5000%  | 0.0000% | $4447375.99        | $4196452.56        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CISB8332                  | 2039-10-01      | 4.0000%  | 0.0000% | $463829.09         | $451407.34         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRQ0130                  | 2056-05-01      | 6.5000%  | 0.0000% | $53274720.00       | $55551711.15       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA0147                  | 2055-12-01      | 6.0000%  | 0.0000% | $3216679.23        | $3346007.97        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1631                  | 2052-09-01      | 5.0000%  | 0.0000% | $7567865.77        | $7518060.81        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6621                  | 2054-10-01      | 6.0000%  | 0.0000% | $2358112.06        | $2451669.37        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA3602                  | 2056-01-01      | 5.0000%  | 0.0000% | $709409.87         | $700880.56         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA5298                  | 2056-01-01      | 6.0000%  | 0.0000% | $9165213.99        | $9473116.30        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA4746                  | 2056-01-01      | 6.0000%  | 0.0000% | $1215151.06        | $1265963.42        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA6575                  | 2056-01-01      | 5.0000%  | 0.0000% | $1155285.85        | $1143416.31        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA8833                  | 2056-03-01      | 5.0000%  | 0.0000% | $3541123.45        | $3497149.38        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA8860                  | 2056-03-01      | 5.5000%  | 0.0000% | $1118517.30        | $1133841.85        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA9968                  | 2056-03-01      | 6.0000%  | 0.0000% | $3006748.18        | $3140794.02        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLTB1297                  | 2056-04-01      | 4.5000%  | 0.0000% | $14057970.47       | $13552038.17       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTB2105                  | 2056-04-01      | 5.0000%  | 0.0000% | $2795492.00        | $2775151.69        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTB2337                  | 2056-05-01      | 5.0000%  | 0.0000% | $33287247.18       | $32998876.06       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTB3386                  | 2056-05-01      | 5.5000%  | 0.0000% | $1413000.00        | $1447171.68        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8266                  | 2052-11-01      | 4.5000%  | 0.0000% | $88399.80          | $85396.50          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8413                  | 2054-02-01      | 4.0000%  | 0.0000% | $14520.02          | $13632.57          | Agency Mortgage-Backed Securities  |
| GNII SF MA0139 M                      | 2027-06-20      | 3.0000%  | 0.0000% | $9836.58           | $9799.43           | Agency Mortgage-Backed Securities  |
| GNAR AT MA0483 M                      | 2042-10-20      | 5.1250%  | 0.0000% | $8966.26           | $9158.55           | Agency Mortgage-Backed Securities  |
| GNAR FB MA1114 M                      | 2043-06-20      | 6.2500%  | 0.0000% | $60157.67          | $61617.40          | Agency Mortgage-Backed Securities  |
| GNII SF MA1967 M                      | 2029-06-20      | 3.5000%  | 0.0000% | $9814.35           | $9741.35           | Agency Mortgage-Backed Securities  |
| GNII SF MA2935 M                      | 2030-07-20      | 3.0000%  | 0.0000% | $42842.52          | $41962.98          | Agency Mortgage-Backed Securities  |
| GNII FS MA2997 M                      | 2045-04-20      | 3.5000%  | 0.0000% | $69015.72          | $61571.56          | Agency Mortgage-Backed Securities  |
| GNAR AT MA4854 M                      | 2047-11-20      | 5.1250%  | 0.0000% | $128120.06         | $129766.29         | Agency Mortgage-Backed Securities  |
| GNII JM MA6213 M                      | 2049-10-20      | 5.0000%  | 0.0000% | $27324.15          | $26953.06          | Agency Mortgage-Backed Securities  |
| GNII SF MA6381 M                      | 2035-01-20      | 3.0000%  | 0.0000% | $126650.15         | $121801.90         | Agency Mortgage-Backed Securities  |
| GNII JM MA6530 M                      | 2050-03-20      | 2.5000%  | 0.0000% | $28888.77          | $24475.85          | Agency Mortgage-Backed Securities  |
| GNII SF MA6654 M                      | 2050-05-20      | 2.0000%  | 0.0000% | $263008.46         | $216980.81         | Agency Mortgage-Backed Securities  |
| GNII SF MA7802 M                      | 2035-11-20      | 4.5000%  | 0.0000% | $14702.59          | $14533.91          | Agency Mortgage-Backed Securities  |
| GNII SF MA7912 M                      | 2037-03-20      | 3.5000%  | 0.0000% | $192617.76         | $184227.76         | Agency Mortgage-Backed Securities  |
| GNII SF MA8878 M                      | 2053-05-20      | 5.0000%  | 0.0000% | $817651.27         | $814256.29         | Agency Mortgage-Backed Securities  |
| GNII SF MA8572 M                      | 2052-12-20      | 6.5000%  | 0.0000% | $157649.20         | $165735.90         | Agency Mortgage-Backed Securities  |
| GNII SF MA8648 M                      | 2053-02-20      | 5.5000%  | 0.0000% | $53735934.60       | $54558404.89       | Agency Mortgage-Backed Securities  |
| GNII SF MA9298 M                      | 2052-04-20      | 2.0000%  | 0.0000% | $715380.91         | $588383.31         | Agency Mortgage-Backed Securities  |
| GNII SF MA9544 M                      | 2054-02-20      | 7.0000%  | 0.0000% | $2940521.67        | $3056682.40        | Agency Mortgage-Backed Securities  |
| GNII SF MA9536 M                      | 2046-12-20      | 3.0000%  | 0.0000% | $110904.23         | $99257.44          | Agency Mortgage-Backed Securities  |
| GNMI SF BS5027 X                      | 2050-02-15      | 3.5000%  | 0.0000% | $221773.91         | $200933.20         | Agency Mortgage-Backed Securities  |
| GNII SF BZ3999 C                      | 2050-11-20      | 2.0000%  | 0.0000% | $842249.12         | $691646.18         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank Discount Notes | 2026-07-24      | 0.0000%  | 0.0000% | $25000000.00       | $24866025.00       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE2538                  | 2052-05-01      | 5.0000%  | 0.0000% | $129859.39         | $128601.82         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQF0212                  | 2052-09-01      | 4.5000%  | 0.0000% | $742886.93         | $717877.65         | Agency Mortgage-Backed Securities  |
| GNII SF CM7566 C                      | 2052-03-20      | 2.5000%  | 0.0000% | $982307.67         | $825409.99         | Agency Mortgage-Backed Securities  |
| GNII SF CM9476 C                      | 2052-06-20      | 2.5000%  | 0.0000% | $3537718.04        | $2996742.38        | Agency Mortgage-Backed Securities  |
| GNMI SF AD5950 X                      | 2043-03-15      | 3.5000%  | 0.0000% | $5665.83           | $5245.25           | Agency Mortgage-Backed Securities  |
| GNII SF AD8811 C                      | 2043-03-20      | 3.0000%  | 0.0000% | $917531.83         | $840994.38         | Agency Mortgage-Backed Securities  |
| GNII SF AG2586 C                      | 2043-09-20      | 3.5000%  | 0.0000% | $430243.13         | $392807.77         | Agency Mortgage-Backed Securities  |
| GNMI SF AN6559 X                      | 2045-07-15      | 4.5000%  | 0.0000% | $162100.40         | $159532.89         | Agency Mortgage-Backed Securities  |
| GNII SF CT9598 C                      | 2053-04-20      | 5.0000%  | 0.0000% | $831167.31         | $841777.90         | Agency Mortgage-Backed Securities  |
| GNPL PN CW8886                        | 2059-04-15      | 5.6300%  | 0.0000% | $28516.54          | $29703.68          | Agency Mortgage-Backed Securities  |
| GNII SF DB0439 C                      | 2054-02-20      | 6.5000%  | 0.0000% | $820544.94         | $878086.11         | Agency Mortgage-Backed Securities  |
| GNII SF DC1385 C                      | 2054-05-20      | 7.5000%  | 0.0000% | $1829600.12        | $1978087.42        | Agency Mortgage-Backed Securities  |
| GNII SF DE1090 C                      | 2054-10-20      | 7.0000%  | 0.0000% | $876340.09         | $896704.00         | Agency Mortgage-Backed Securities  |
| GNPL PN DF9974                        | 2059-11-15      | 4.9800%  | 0.0000% | $36545.04          | $36724.09          | Agency Mortgage-Backed Securities  |
| GNII SF DH4866 C                      | 2055-06-20      | 6.5000%  | 0.0000% | $557848.01         | $587217.91         | Agency Mortgage-Backed Securities  |
| GNII SF DJ9249 C                      | 2055-05-20      | 7.0000%  | 0.0000% | $1423291.37        | $1493828.90        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9737 C                      | 2055-06-20      | 6.5000%  | 0.0000% | $1562676.30        | $1644947.39        | Agency Mortgage-Backed Securities  |
| GNII SF DK4128 C                      | 2055-06-20      | 7.0000%  | 0.0000% | $309735.08         | $324457.55         | Agency Mortgage-Backed Securities  |
| GNII SF DK7113 C                      | 2055-07-20      | 6.5000%  | 0.0000% | $1927872.14        | $2034596.36        | Agency Mortgage-Backed Securities  |
| GNII SF DL5879 C                      | 2055-08-20      | 7.0000%  | 0.0000% | $2536419.08        | $2672724.83        | Agency Mortgage-Backed Securities  |
| GNII SF DL5885 C                      | 2055-08-20      | 6.5000%  | 0.0000% | $952240.81         | $1003809.94        | Agency Mortgage-Backed Securities  |
| GNII SF DM3435 C                      | 2055-09-20      | 6.5000%  | 0.0000% | $6362995.54        | $6688370.85        | Agency Mortgage-Backed Securities  |
| GNII SF DN2062 C                      | 2055-11-20      | 6.5000%  | 0.0000% | $3249855.83        | $3423864.67        | Agency Mortgage-Backed Securities  |
| GNII SF DN5356 C                      | 2055-11-20      | 6.0000%  | 0.0000% | $2662396.58        | $2749147.22        | Agency Mortgage-Backed Securities  |
| GNII SF DP5017 C                      | 2056-05-20      | 6.0000%  | 0.0000% | $414768.00         | $436234.59         | Agency Mortgage-Backed Securities  |
| GNII SF DQ2493 C                      | 2056-04-20      | 6.0000%  | 0.0000% | $1747231.42        | $1830220.83        | Agency Mortgage-Backed Securities  |
| GNII SF MB0457 M                      | 2040-07-20      | 4.5000%  | 0.0000% | $88224.03          | $87621.29          | Agency Mortgage-Backed Securities  |
| GNII SF MB0597 M                      | 2040-09-20      | 6.5000%  | 0.0000% | $245982.66         | $257176.24         | Agency Mortgage-Backed Securities  |
| GNII SF DO5647 C                      | 2056-01-20      | 6.5000%  | 0.0000% | $1206023.37        | $1273152.51        | Agency Mortgage-Backed Securities  |
| GNII SF DO9873 C                      | 2056-01-20      | 5.5000%  | 0.0000% | $23275792.92       | $23727245.03       | Agency Mortgage-Backed Securities  |
| GNII SF DO9884 C                      | 2056-01-20      | 6.0000%  | 0.0000% | $4914195.45        | $5074327.78        | Agency Mortgage-Backed Securities  |
| GNII SF DR4207 C                      | 2056-03-20      | 6.0000%  | 0.0000% | $1266943.21        | $1312527.40        | Agency Mortgage-Backed Securities  |
| GNII ET DR6151 C                      | 2066-04-20      | 6.0000%  | 0.0000% | $37075522.65       | $38140356.39       | Agency Mortgage-Backed Securities  |
| GNII SF DR6885 C                      | 2056-05-20      | 5.0000%  | 0.0000% | $11946192.00       | $11762900.25       | Agency Mortgage-Backed Securities  |
| GNII SF DR7477 C                      | 2056-05-20      | 5.5000%  | 0.0000% | $10078528.00       | $10241666.90       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8178                  | 2053-02-01      | 6.0000%  | 0.0000% | $1284534.87        | $1323708.90        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ0658                  | 2054-08-01      | 6.0000%  | 0.0000% | $1398200.24        | $1454021.53        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ3945                  | 2054-09-01      | 6.0000%  | 0.0000% | $179080.86         | $183856.35         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQJ7681                  | 2054-11-01      | 4.5000%  | 0.0000% | $3392573.14        | $3274996.74        | Agency Mortgage-Backed Securities  |
| 3.57 FCSB 38 R                        | 2038-03-02      | 3.5700%  | 0.0000% | $6000000.00        | $5399973.00        | Agency Mortgage-Backed Securities  |
| 3.56 FCSB 33 AM                       | 2033-05-17      | 3.5600%  | 0.0000% | $6445000.00        | $6162178.36        | Agency Mortgage-Backed Securities  |
| 2.76 FCSB 50 A                        | 2050-02-03      | 2.7600%  | 0.0000% | $2090000.00        | $1382539.88        | Agency Mortgage-Backed Securities  |
| 2.68 FCOR 22-37 AD                    | 2037-01-05      | 2.6800%  | 0.0000% | $6646000.00        | $5556760.48        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA1744                  | 2049-11-01      | 4.0000%  | 0.0000% | $5816530.47        | $5532341.25        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA3174                  | 2050-07-01      | 3.0000%  | 0.0000% | $30207.57          | $26731.02          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4175                  | 2050-12-01      | 2.5000%  | 0.0000% | $595665.71         | $509641.13         | Agency Mortgage-Backed Securities  |
| GNII SF DR8744 C                      | 2056-05-20      | 5.5000%  | 0.0000% | $1666466.00        | $1693439.05        | Agency Mortgage-Backed Securities  |
| GNII SF DR9283 C                      | 2056-05-20      | 6.5000%  | 0.0000% | $1153598.00        | $1217460.67        | Agency Mortgage-Backed Securities  |
| GNMI SF 595412 X                      | 2032-09-15      | 6.5000%  | 0.0000% | $36047.67          | $37223.32          | Agency Mortgage-Backed Securities  |
| GNMI SF 744018 X                      | 2041-01-15      | 5.0000%  | 0.0000% | $6081.34           | $6140.55           | Agency Mortgage-Backed Securities  |
| GNII SP 784328 C                      | 2046-11-20      | 3.0000%  | 0.0000% | $6174080.80        | $5570924.55        | Agency Mortgage-Backed Securities  |
| GNII SP 785564 C                      | 2051-08-20      | 2.5000%  | 0.0000% | $73517481.08       | $62501213.25       | Agency Mortgage-Backed Securities  |
| GNII SP 785751 C                      | 2051-11-20      | 3.5000%  | 0.0000% | $1994119.15        | $1774983.85        | Agency Mortgage-Backed Securities  |
| GNII SP 786247 C                      | 2052-07-20      | 4.0000%  | 0.0000% | $918592.70         | $857700.21         | Agency Mortgage-Backed Securities  |
| GNII SP 788606 C                      | 2055-11-20      | 6.5000%  | 0.0000% | $108373370.40      | $113893103.20      | Agency Mortgage-Backed Securities  |
| GNMI SF 613046 X                      | 2033-09-15      | 5.0000%  | 0.0000% | $9228.80           | $9284.22           | Agency Mortgage-Backed Securities  |
| GNMI SF 667703 X                      | 2037-05-15      | 5.5000%  | 0.0000% | $14134.60          | $14696.22          | Agency Mortgage-Backed Securities  |
| GNMI SF 693564 X                      | 2038-07-15      | 6.5000%  | 0.0000% | $8176.87           | $8676.24           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI6758                  | 2054-05-01      | 5.5000%  | 0.0000% | $612296.91         | $617762.13         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI7406                  | 2054-06-01      | 6.5000%  | 0.0000% | $332127.33         | $352869.53         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY8882                  | 2055-07-01      | 5.0000%  | 0.0000% | $244051.38         | $241317.49         | Agency Mortgage-Backed Securities  |
| 8.625 RFPR 30 A                       | 2030-01-15      | 0.0000%  | 0.0000% | $450000.00         | $385881.30         | Corporate Debt Securities          |
| 8.875 RFPR 30 B                       | 2030-04-15      | 0.0000%  | 0.0000% | $70445000.00       | $59771525.83       | Corporate Debt Securities          |
| 3 7/8 NOTE AB 30                      | 2030-07-31      | 3.8750%  | 0.0000% | $826150400.00      | $829252772.80      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of America 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 03199U009, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 03199U009_3.63_0601
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  | 0.0000% | $74218000.00       | $73647014.97       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AH 30 | 2030-12-31      | 3.6250%  | 0.0000% | $199833000.00      | $198667090.40      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE W 31  | 2031-03-31      | 3.8750%  | 0.0000% | $19284600.00       | $19189056.08       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE K 33  | 2033-04-30      | 4.1250%  | 0.0000% | $111953000.00      | $111303972.60      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27 | 2027-11-15      | 4.1250%  | 0.0000% | $211208000.00      | $211994389.40      | U.S. Treasuries (including strips) |
| T 4 5/8 04/30/29 | 2029-04-30      | 4.6250%  | 0.0000% | $303998800.00      | $309815118.20      | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  | 0.0000% | $100.00            | $93.09             | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  | 0.0000% | $1000.00           | $1015.66           | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27  | 2027-05-15      | 2.3750%  | 0.0000% | $200.00            | $197.31            | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27  | 2027-08-31      | 0.5000%  | 0.0000% | $1000.00           | $959.76            | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  | 0.0000% | $1563900.00        | $1491382.46        | U.S. Treasuries (including strips) |
| 4 BOND 42        | 2042-11-15      | 4.0000%  | 0.0000% | $100.00            | $90.11             | U.S. Treasuries (including strips) |
| 4 3/8 BOND 40    | 2040-05-15      | 4.3750%  | 0.0000% | $97255100.00       | $93889626.38       | U.S. Treasuries (including strips) |
| T 2 1/2 05/15/46 | 2046-05-15      | 2.5000%  | 0.0000% | $100.00            | $68.33             | U.S. Treasuries (including strips) |

### Security 4: Ashton Portfolio Borrowers

- **C.1 - Title:** Ashton Portfolio Borrowers 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 034154AA2, C.4 - ISIN: US034154AA27, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2066-05-01
- **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 5: Banco Bilbao Vizcaya Argentaria

- **C.1 - Title:** Banco Bilbao Vizcaya Argentaria 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 05499W007, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: 05499W007_3.62_0601
- **C.18 - Value (incl. sponsor support):** $379950000.00
- **C.18.a - Value (excl. sponsor support):** $379950000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 Bill      | 2026-07-09      | 0.0000%  | 0.0000% | $922290.63         | $918761.95         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27                 | 2027-10-31      | 3.5000%  | 0.0000% | $811763.18         | $808918.07         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AV 28                 | 2028-12-15      | 3.5000%  | 0.0000% | $8772323.60        | $8799073.78        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AJ 29                 | 2029-01-15      | 3.5000%  | 0.0000% | $8589947.60        | $8586612.99        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE B 36                  | 2036-02-15      | 4.1250%  | 0.0000% | $29636.10          | $29269.62          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE W 31                  | 2031-03-31      | 3.8750%  | 0.0000% | $560046.30         | $557271.60         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 28                 | 2028-04-30      | 3.7500%  | 0.0000% | $313230.78         | $312725.90         | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 29                 | 2029-10-15      | 1.6250%  | 0.0000% | $3184017.39        | $3215846.59        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30                  | 2030-01-31      | 4.2500%  | 0.0000% | $1899788.00        | $1936084.57        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35                  | 2035-02-15      | 4.6250%  | 0.0000% | $2851486.76        | $2938681.03        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27                 | 2027-02-28      | 4.1250%  | 0.0000% | $205248.99         | $207748.78         | U.S. Treasuries (including strips) |
| 4 NOTE Z 30                      | 2030-05-31      | 4.0000%  | 0.0000% | $16749145.88       | $17017839.35       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28                 | 2028-06-15      | 3.8750%  | 0.0000% | $38.00             | $38.56             | U.S. Treasuries (including strips) |
| 4 7/8 NOTE R 30                  | 2030-10-31      | 4.8750%  | 0.0000% | $43025234.04       | $44481754.89       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE S 30                  | 2030-11-30      | 4.3750%  | 0.0000% | $759862.00         | $783946.30         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29                  | 2029-03-31      | 4.1250%  | 0.0000% | $89630.20          | $90398.93          | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AM 27                 | 2027-04-15      | 4.5000%  | 0.0000% | $1146803.08        | $1159101.21        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31                  | 2031-05-31      | 4.6250%  | 0.0000% | $30391554.58       | $31729660.67       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34                  | 2034-08-15      | 3.8750%  | 0.0000% | $8136325.29        | $7958640.58        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29                 | 2029-08-31      | 3.6250%  | 0.0000% | $79532349.84       | $79175208.96       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27                  | 2027-02-28      | 1.8750%  | 0.0000% | $144419.00         | $143003.78         | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32                  | 2032-05-15      | 2.8750%  | 0.0000% | $10606798.18       | $9873600.61        | U.S. Treasuries (including strips) |
| 0 5/8 TRIN D 32                  | 2032-07-15      | 0.6250%  | 0.0000% | $1443746.56        | $1361244.43        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32                  | 2032-08-15      | 2.7500%  | 0.0000% | $31669554.40       | $29367988.08       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29                  | 2029-11-30      | 3.8750%  | 0.0000% | $75.99             | $76.94             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27                 | 2027-12-31      | 3.8750%  | 0.0000% | $5502169.94        | $5580557.07        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33                  | 2033-05-15      | 3.3750%  | 0.0000% | $3769142.00        | $3569497.96        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-07-15      | 4.5000%  | 0.0000% | $5240802.33        | $5332440.16        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30                  | 2030-08-31      | 4.1250%  | 0.0000% | $38.00             | $38.38             | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30                  | 2030-09-30      | 4.6250%  | 0.0000% | $1262117.91        | $1296667.88        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28                 | 2028-09-30      | 4.6250%  | 0.0000% | $1898268.20        | $1937599.56        | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27                  | 2027-05-15      | 2.3750%  | 0.0000% | $38.00             | $37.49             | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27                  | 2027-01-31      | 1.5000%  | 0.0000% | $38.00             | $37.60             | U.S. Treasuries (including strips) |
| T 0 5/8 05/15/30                 | 2030-05-15      | 0.6250%  | 0.0000% | $3479506.11        | $3042312.33        | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30                  | 2030-11-15      | 0.8750%  | 0.0000% | $379.95            | $330.29            | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 31                  | 2031-01-15      | 0.1250%  | 0.0000% | $48.13             | $45.11             | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28                  | 2028-04-30      | 1.2500%  | 0.0000% | $20908230.56       | $19875971.44       | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 31                  | 2031-07-15      | 0.1250%  | 0.0000% | $970829.59         | $904130.40         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31                  | 2031-08-15      | 1.2500%  | 0.0000% | $28377895.58       | $24640033.80       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28                  | 2028-08-31      | 1.1250%  | 0.0000% | $75.99             | $71.51             | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-09-30      | 0.8750%  | 0.0000% | $737444.96         | $731581.18         | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26                 | 2026-10-31      | 1.1250%  | 0.0000% | $308177.44         | $305044.68         | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31                  | 2031-11-15      | 1.3750%  | 0.0000% | $26734079.90       | $23109903.70       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-11-30      | 1.2500%  | 0.0000% | $5712016.32        | $5676329.46        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44                    | 2044-05-15      | 4.6250%  | 0.0000% | $2057049.30        | $1983502.61        | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54                    | 2054-08-15      | 4.2500%  | 0.0000% | $18161.61          | $16315.06          | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54                    | 2054-11-15      | 4.5000%  | 0.0000% | $1554527.43        | $1439085.05        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44                    | 2044-11-15      | 4.6250%  | 0.0000% | $759900.00         | $730769.62         | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55                    | 2055-02-15      | 4.6250%  | 0.0000% | $82449.15          | $78871.23          | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55                    | 2055-11-15      | 4.6250%  | 0.0000% | $338155.50         | $319917.93         | U.S. Treasuries (including strips) |
| 4 5/8 BOND 45                    | 2045-11-15      | 4.6250%  | 0.0000% | $1057780.80        | $1013308.01        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 46                    | 2046-02-15      | 4.6250%  | 0.0000% | $257606.10         | $249582.07         | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27                  | 2027-11-15      | 2.2500%  | 0.0000% | $141987.32         | $138666.51         | U.S. Treasuries (including strips) |
| 0 1/2 TRIN A 28                  | 2028-01-15      | 0.5000%  | 0.0000% | $5240866.51        | $5177414.44        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28                  | 2028-08-15      | 2.8750%  | 0.0000% | $13179857.58       | $12972264.92       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28                  | 2028-11-15      | 3.1250%  | 0.0000% | $2735.64           | $2681.08           | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42                    | 2042-02-15      | 2.3750%  | 0.0000% | $38.00             | $27.84             | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                    | 2043-05-15      | 3.8750%  | 0.0000% | $38.00             | $33.51             | U.S. Treasuries (including strips) |
| 4 3/8 BOND 38                    | 2038-02-15      | 4.3750%  | 0.0000% | $3799500.00        | $3807225.16        | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 40                    | 2040-02-15      | 2.1250%  | 0.0000% | $8733776.98        | $8615969.42        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46                    | 2046-02-15      | 2.5000%  | 0.0000% | $4559438.00        | $3155948.41        | U.S. Treasuries (including strips) |
| 0 7/8 TRIB 47                    | 2047-02-15      | 0.8750%  | 0.0000% | $51.91             | $37.09             | U.S. Treasuries (including strips) |
| TINT 08/15/44                    | 2044-08-15      | 0.0000%  | 0.0000% | $762313.44         | $297399.82         | U.S. Treasuries (including strips) |
| TINT 02/15/48                    | 2048-02-15      | 0.0000%  | 0.0000% | $195294.30         | $63183.17          | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 45                    | 2045-02-15      | 0.7500%  | 0.0000% | $42513.65          | $30704.55          | U.S. Treasuries (including strips) |

### Security 6: Fixed Income Clearing Corp. - BBVA

- **C.1 - Title:** Fixed Income Clearing Corp. - BBVA 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 05499X005, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: 05499X005_3.62_0601
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury Bill | 2026-07-02      | 0.0000%  | 0.0000% | $824100.00         | $821288.99         | U.S. Treasuries (including strips) |
| B 10/22/26                  | 2026-10-22      | 0.0000%  | 0.0000% | $21524600.00       | $21207112.15       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE P 32             | 2032-08-31      | 3.8750%  | 0.0000% | $1738800.00        | $1718822.76        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29            | 2029-11-30      | 4.1250%  | 0.0000% | $100.00            | $102.09            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27            | 2027-06-30      | 3.7500%  | 0.0000% | $5266300.00        | $5338090.64        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27            | 2027-07-31      | 3.8750%  | 0.0000% | $3838700.00        | $3883732.62        | U.S. Treasuries (including strips) |
| 1 7/8 TRIN D 35             | 2035-07-15      | 1.8750%  | 0.0000% | $1232.41           | $1231.51           | U.S. Treasuries (including strips) |
| 2 3/8 TRIN AE 28            | 2028-10-15      | 2.3750%  | 0.0000% | $1594944.11        | $1641572.61        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29            | 2029-10-31      | 4.1250%  | 0.0000% | $200.00            | $200.77            | U.S. Treasuries (including strips) |
| TII 1 1/4 04/15/28          | 2028-04-15      | 1.2500%  | 0.0000% | $109.98            | $109.83            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30             | 2030-06-30      | 3.7500%  | 0.0000% | $11918100.00       | $11930722.26       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33             | 2033-08-15      | 3.8750%  | 0.0000% | $12386800.00       | $12186660.93       | U.S. Treasuries (including strips) |
| 0 1/4 TRIN D 29             | 2029-07-15      | 0.2500%  | 0.0000% | $386.76            | $374.26            | U.S. Treasuries (including strips) |
| 1 5/8 NOTE R 26             | 2026-10-31      | 1.6250%  | 0.0000% | $247900.00         | $245953.88         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31             | 2031-08-15      | 1.2500%  | 0.0000% | $25759200.00       | $22332675.92       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43               | 2043-11-15      | 4.7500%  | 0.0000% | $5497100.00        | $5388532.63        | U.S. Treasuries (including strips) |
| 4 7/8 BOND 45               | 2045-08-15      | 4.8750%  | 0.0000% | $2138000.00        | $2139269.66        | U.S. Treasuries (including strips) |
| 0 1/2 TRIN A 28             | 2028-01-15      | 0.5000%  | 0.0000% | $107353.87         | $106118.21         | U.S. Treasuries (including strips) |
| 1 TRIB 49                   | 2049-02-15      | 1.0000%  | 0.0000% | $5135888.69        | $3662434.60        | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 51               | 2051-02-15      | 0.1250%  | 0.0000% | $136507059.44      | $72875339.73       | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41               | 2041-02-15      | 1.8750%  | 0.0000% | $2230000.00        | $1547104.75        | U.S. Treasuries (including strips) |
| 3 BOND 52                   | 2052-08-15      | 3.0000%  | 0.0000% | $4226300.00        | $3004869.34        | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53               | 2053-02-15      | 3.6250%  | 0.0000% | $100.00            | $80.30             | U.S. Treasuries (including strips) |
| 2 7/8 TPRN 43               | 2043-05-15      | 0.0000%  | 0.0000% | $43264000.00       | $18488783.87       | U.S. Treasuries (including strips) |
| 2 1/2 TPRN 46               | 2046-02-15      | 0.0000%  | 0.0000% | $1100.00           | $402.80            | U.S. Treasuries (including strips) |
| 2 1/4 TPRN 46               | 2046-08-15      | 0.0000%  | 0.0000% | $45333400.00       | $16171058.45       | U.S. Treasuries (including strips) |
| 2 3/4 TPRN 47               | 2047-08-15      | 0.0000%  | 0.0000% | $15365300.00       | $5194777.45        | U.S. Treasuries (including strips) |
| 3 TPRN 49                   | 2049-02-15      | 0.0000%  | 0.0000% | $131452400.00      | $41101221.91       | U.S. Treasuries (including strips) |
| 0 5/8 TRIB 43               | 2043-02-15      | 0.6250%  | 0.0000% | $1337808.92        | $992424.54         | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46               | 2046-02-15      | 2.5000%  | 0.0000% | $2999300.00        | $2071947.21        | U.S. Treasuries (including strips) |
| TINT 02/15/34               | 2034-02-15      | 0.0000%  | 0.0000% | $270257.61         | $192749.08         | U.S. Treasuries (including strips) |
| TINT 08/15/34               | 2034-08-15      | 0.0000%  | 0.0000% | $1696.48           | $1180.40           | U.S. Treasuries (including strips) |
| TINT 02/15/35               | 2035-02-15      | 0.0000%  | 0.0000% | $32297.08          | $21902.88          | U.S. Treasuries (including strips) |
| TINT 08/15/39               | 2039-08-15      | 0.0000%  | 0.0000% | $1102.23           | $580.17            | U.S. Treasuries (including strips) |
| TINT 08/15/40               | 2040-08-15      | 0.0000%  | 0.0000% | $10.00             | $4.95              | U.S. Treasuries (including strips) |
| 0 1/4 TRIB 50               | 2050-02-15      | 0.2500%  | 0.0000% | $1283193.07        | $730565.86         | U.S. Treasuries (including strips) |

### Security 7: Fehr Family Investments Project

- **C.1 - Title:** Fehr Family Investments Project 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 05557FAA0, C.4 - ISIN: US05557FAA03, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2056-02-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Fixed Income Clearing Corp. - Barclays 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 06799C006, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: 06799C006_3.63_0601
- **C.18 - Value (incl. sponsor support):** $13500000000.00
- **C.18.a - Value (excl. sponsor support):** $13500000000.00
- **C.19 - Percentage of Net Assets:** 10.3400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury Bill               | 2026-06-11      | 0.0000%  | 0.0000% | $100.00            | $99.90             | U.S. Treasuries (including strips) |
| BILL 07/09/26                             | 2026-07-09      | 0.0000%  | 0.0000% | $300.00            | $298.85            | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-08-06      | 0.0000%  | 0.0000% | $1100.00           | $1092.74           | U.S. Treasuries (including strips) |
| BILL 08/06/26                             | 2026-08-06      | 0.0000%  | 0.0000% | $3240900.00        | $3219516.54        | U.S. Treasuries (including strips) |
| B 12/24/26                                | 2026-12-24      | 0.0000%  | 0.0000% | $2000000.00        | $1958930.00        | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-06-18      | 0.0000%  | 0.0000% | $613800.00         | $612749.17         | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-08-20      | 0.0000%  | 0.0000% | $810000.00         | $803533.77         | U.S. Treasuries (including strips) |
| B 08/20/26                                | 2026-08-20      | 0.0000%  | 0.0000% | $332107600.00      | $329456385.00      | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-08-27      | 0.0000%  | 0.0000% | $384321600.00      | $380986072.80      | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-06-16      | 0.0000%  | 0.0000% | $18866000.00       | $18837512.34       | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-06-23      | 0.0000%  | 0.0000% | $34000.00          | $33924.62          | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-09-24      | 0.0000%  | 0.0000% | $28000.00          | $27677.33          | U.S. Treasuries (including strips) |
| BILL 11/05/26                             | 2026-11-05      | 0.0000%  | 0.0000% | $46979700.00       | $46237796.58       | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-07-07      | 0.0000%  | 0.0000% | $600.00            | $597.83            | U.S. Treasuries (including strips) |
| BILL 09/01/26                             | 2026-09-01      | 0.0000%  | 0.0000% | $146081400.00      | $144738327.60      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AR 28                          | 2028-08-15      | 3.6250%  | 0.0000% | $78997000.00       | $79162516.61       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE P 32                           | 2032-08-31      | 3.8750%  | 0.0000% | $300.00            | $296.94            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32                           | 2032-09-30      | 3.8750%  | 0.0000% | $2251800.00        | $2220584.61        | U.S. Treasuries (including strips) |
| T 4 11/15/35                              | 2035-11-15      | 4.0000%  | 0.0000% | $500.00            | $484.49            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AG 30                          | 2030-11-30      | 3.5000%  | 0.0000% | $108251600.00      | $107386852.90      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AV 28                          | 2028-12-15      | 3.5000%  | 0.0000% | $207536000.00      | $208168857.10      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AH 30                          | 2030-12-31      | 3.6250%  | 0.0000% | $866653900.00      | $861597477.30      | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BM 27                          | 2027-12-31      | 3.3750%  | 0.0000% | $798086800.00      | $801785592.80      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AK 29                          | 2029-02-15      | 3.5000%  | 0.0000% | $100.00            | $99.61             | U.S. Treasuries (including strips) |
| 4 1/4 NOTE J 33                           | 2033-03-31      | 4.2500%  | 0.0000% | $146268500.00      | $147112190.30      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AM 29                          | 2029-04-15      | 3.8750%  | 0.0000% | $100.00            | $100.01            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AM 29                          | 2029-04-15      | 3.8750%  | 0.0000% | $106834800.00      | $106841474.00      | U.S. Treasuries (including strips) |
| T 3 7/8 04/30/31                          | 2031-04-30      | 3.8750%  | 0.0000% | $29512400.00       | $29268175.11       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31                           | 2031-11-30      | 4.1250%  | 0.0000% | $261632000.00      | $266323677.00      | U.S. Treasuries (including strips) |
| 4 NOTE AV 27                              | 2027-12-15      | 4.0000%  | 0.0000% | $921000.00         | $938152.58         | U.S. Treasuries (including strips) |
| 4 NOTE AV 27                              | 2027-12-15      | 4.0000%  | 0.0000% | $25241000.00       | $25711085.06       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31                           | 2031-12-31      | 4.5000%  | 0.0000% | $38270000.00       | $39573671.36       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29                          | 2029-12-31      | 4.3750%  | 0.0000% | $694500000.00      | $713645001.40      | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2027-01-31      | 3.7260%  | 0.0000% | $2320000.00        | $2327675.50        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35                           | 2035-02-15      | 4.6250%  | 0.0000% | $888030400.00      | $915185064.60      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27                          | 2027-02-28      | 4.1250%  | 0.0000% | $185825200.00      | $188088423.70      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28                          | 2028-03-15      | 3.8750%  | 0.0000% | $932869200.00      | $938378183.00      | U.S. Treasuries (including strips) |
| 4 NOTE W 30                               | 2030-03-31      | 4.0000%  | 0.0000% | $70782200.00       | $70999012.07       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30                          | 2030-06-30      | 3.8750%  | 0.0000% | $512658400.00      | $516379062.20      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27                          | 2027-06-30      | 3.7500%  | 0.0000% | $693317600.00      | $702836214.80      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AQ 28                          | 2028-07-15      | 3.8750%  | 0.0000% | $56374200.00       | $57020920.46       | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2027-07-31      | 3.7870%  | 0.0000% | $21698700.00       | $21787177.42       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE R 30                           | 2030-10-31      | 4.8750%  | 0.0000% | $5200000.00        | $5376034.10        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33                           | 2033-11-15      | 4.5000%  | 0.0000% | $200.00            | $202.79            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26                          | 2026-11-15      | 4.6250%  | 0.0000% | $100.00            | $100.53            | U.S. Treasuries (including strips) |
| T 4 01/31/31                              | 2031-01-31      | 4.0000%  | 0.0000% | $700.00            | $705.19            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31                           | 2031-02-28      | 4.2500%  | 0.0000% | $693829200.00      | $704473248.80      | U.S. Treasuries (including strips) |
| T 4 1/4 02/28/29                          | 2029-02-28      | 4.2500%  | 0.0000% | $420092800.00      | $426652558.20      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 31                           | 2031-03-31      | 4.1250%  | 0.0000% | $32502000.00       | $32697063.68       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-06-30      | 4.6250%  | 0.0000% | $600.00            | $611.86            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27                          | 2027-07-15      | 4.3750%  | 0.0000% | $23022400.00       | $23507107.89       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31                           | 2031-08-31      | 3.7500%  | 0.0000% | $59380000.00       | $58774216.86       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27                          | 2027-09-15      | 3.3750%  | 0.0000% | $207153600.00      | $207141667.30      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27                          | 2027-10-15      | 3.8750%  | 0.0000% | $62201800.00       | $62427808.37       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29                          | 2029-10-31      | 4.1250%  | 0.0000% | $440309600.00      | $442305822.50      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31                           | 2031-10-31      | 4.1250%  | 0.0000% | $378984100.00      | $379333022.80      | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32                           | 2032-02-15      | 1.8750%  | 0.0000% | $28493900.00       | $25303322.47       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29                           | 2029-03-31      | 2.3750%  | 0.0000% | $250000000.00      | $239865388.00      | U.S. Treasuries (including strips) |
| T 2 7/8 04/30/29                          | 2029-04-30      | 2.8750%  | 0.0000% | $63868000.00       | $61965348.33       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29                           | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $97.02             | U.S. Treasuries (including strips) |
| T 4 1/8 10/31/27                          | 2027-10-31      | 4.1250%  | 0.0000% | $268626000.00      | $270093686.30      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29                           | 2029-12-31      | 3.8750%  | 0.0000% | $17816700.00       | $17974869.28       | U.S. Treasuries (including strips) |
| 4 NOTE H 30                               | 2030-02-28      | 4.0000%  | 0.0000% | $171451000.00      | $172579080.50      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE J 30                           | 2030-03-31      | 3.6250%  | 0.0000% | $40658200.00       | $40222326.99       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE K 30                           | 2030-04-30      | 3.5000%  | 0.0000% | $345746000.00      | $339213181.90      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28                           | 2028-04-30      | 3.5000%  | 0.0000% | $100.00            | $99.35             | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28                           | 2028-05-31      | 3.6250%  | 0.0000% | $421652800.00      | $426136160.10      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30                           | 2030-05-31      | 3.7500%  | 0.0000% | $140608200.00      | $141398552.50      | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-06-15      | 4.1250%  | 0.0000% | $59293500.00       | $60403206.85       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AQ 26                          | 2026-07-15      | 4.5000%  | 0.0000% | $10000000.00       | $10174854.59       | U.S. Treasuries (including strips) |
| 4  NOTE N 30                              | 2030-07-31      | 4.0000%  | 0.0000% | $199082400.00      | $200830278.60      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33                           | 2033-08-15      | 3.8750%  | 0.0000% | $254853400.00      | $251112802.60      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AR 26                          | 2026-08-15      | 4.3750%  | 0.0000% | $836800.00         | $848094.46         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28                          | 2028-09-30      | 4.6250%  | 0.0000% | $597017600.00      | $609387566.50      | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29                           | 2029-05-15      | 2.3750%  | 0.0000% | $219700.00         | $209734.53         | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-06-30      | 1.8750%  | 0.0000% | $49993800.00       | $50303938.61       | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29                           | 2029-11-15      | 1.7500%  | 0.0000% | $8448000.00        | $7828125.98        | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30                           | 2030-02-15      | 1.5000%  | 0.0000% | $101498800.00      | $92991267.60       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27                           | 2027-08-31      | 0.5000%  | 0.0000% | $2256000.00        | $2165215.91        | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31                           | 2031-02-15      | 1.1250%  | 0.0000% | $200.00            | $175.26            | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31                           | 2031-05-15      | 1.6250%  | 0.0000% | $295302000.00      | $262405713.50      | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28                           | 2028-05-31      | 1.2500%  | 0.0000% | $351862400.00      | $335546652.60      | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31                           | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $86.83             | U.S. Treasuries (including strips) |
| 1 1/2 NOTE S 28                           | 2028-11-30      | 1.5000%  | 0.0000% | $83041000.00       | $78697422.78       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27                           | 2027-08-15      | 2.2500%  | 0.0000% | $200.00            | $197.34            | U.S. Treasuries (including strips) |

### Security 9: Fixed Income Clearing Corp. - CIBC

- **C.1 - Title:** Fixed Income Clearing Corp. - CIBC 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 12599G007, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: 12599G007_3.63_0601
- **C.18 - Value (incl. sponsor support):** $3999999999.94
- **C.18.a - Value (excl. sponsor support):** $3999999999.94
- **C.19 - Percentage of Net Assets:** 3.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| T 3.625 08/15/28 | 2028-08-15      | 3.6250%  | 0.0000% | $1250000000.00     | $1251649735.62     | U.S. Treasuries (including strips) |
| T 3.5 01/15/29   | 2029-01-15      | 3.5000%  | 0.0000% | $500000000.00      | $499364012.50      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  | 0.0000% | $1600000000.00     | $1623237807.04     | U.S. Treasuries (including strips) |
| T 3.875 07/31/30 | 2030-07-31      | 3.8750%  | 0.0000% | $703848000.00      | $705748444.36      | U.S. Treasuries (including strips) |

### Security 10: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 196480D79, C.4 - ISIN: US196480D793, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $24765000.00
- **C.18.a - Value (excl. sponsor support):** $24765000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 11: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 196480YP6, C.4 - ISIN: US196480YP65, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $39370000.00
- **C.18.a - Value (excl. sponsor support):** $39370000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 12: Columbus Hotel Investment One LLC

- **C.1 - Title:** Columbus Hotel Investment One LLC 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 13: Credit Agricole

- **C.1 - Title:** Credit Agricole 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 22599G006, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: 22599G006_3.63_0601
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TINT 02/15/32    | 2032-02-15      | 0.0000%  | 0.0000% | $3256412.16        | $2560568.98        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32  | 2032-02-29      | 4.1250%  | 0.0000% | $365652000.00      | $368032144.10      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27 | 2027-10-15      | 3.8750%  | 0.0000% | $100.00            | $100.36            | U.S. Treasuries (including strips) |
| 0 3/8 TRIN D 27  | 2027-07-15      | 0.3750%  | 0.0000% | $77977878.68       | $77597823.98       | U.S. Treasuries (including strips) |
| TINT 08/15/32    | 2032-08-15      | 0.0000%  | 0.0000% | $30047109.12       | $23101209.05       | U.S. Treasuries (including strips) |
| TINT 08/15/33    | 2033-08-15      | 0.0000%  | 0.0000% | $110000000.00      | $80608880.00       | U.S. Treasuries (including strips) |
| TINT 02/15/34    | 2034-02-15      | 0.0000%  | 0.0000% | $51254476.84       | $36630549.51       | U.S. Treasuries (including strips) |
| TINT 08/15/34    | 2034-08-15      | 0.0000%  | 0.0000% | $62074060.80       | $43273565.86       | U.S. Treasuries (including strips) |
| TINT 08/15/35    | 2035-08-15      | 0.0000%  | 0.0000% | $28698828.80       | $19012974.08       | U.S. Treasuries (including strips) |
| TINT 02/15/36    | 2036-02-15      | 0.0000%  | 0.0000% | $7761804.80        | $5006705.62        | U.S. Treasuries (including strips) |
| TINT 05/15/32    | 2032-05-15      | 0.0000%  | 0.0000% | $16992317.44       | $13218221.78       | U.S. Treasuries (including strips) |
| TINT 11/15/33    | 2033-11-15      | 0.0000%  | 0.0000% | $12928491.52       | $9361662.92        | U.S. Treasuries (including strips) |
| TINT 05/15/34    | 2034-05-15      | 0.0000%  | 0.0000% | $6774758.40        | $4782356.15        | U.S. Treasuries (including strips) |
| TINT 11/15/34    | 2034-11-15      | 0.0000%  | 0.0000% | $7871457.28        | $5417105.41        | U.S. Treasuries (including strips) |
| TINT 11/15/35    | 2035-11-15      | 0.0000%  | 0.0000% | $161846558.70      | $105772067.10      | U.S. Treasuries (including strips) |
| TINT 02/15/29    | 2029-02-15      | 0.0000%  | 0.0000% | $147999293.40      | $132651322.70      | U.S. Treasuries (including strips) |
| TINT 08/15/29    | 2029-08-15      | 0.0000%  | 0.0000% | $47585034.24       | $41731361.25       | U.S. Treasuries (including strips) |
| TINT 02/15/30    | 2030-02-15      | 0.0000%  | 0.0000% | $3565091.84        | $3060085.89        | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 45    | 2045-02-15      | 0.7500%  | 0.0000% | $66712031.38       | $48181295.52       | U.S. Treasuries (including strips) |

### Security 14: DMA Lancaster LLC

- **C.1 - Title:** DMA Lancaster LLC 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 23346PAA7, C.4 - ISIN: US23346PAA75, C.3 - LEI: 2549005Z5PNNRPOHZP76
- **C.18 - Value (incl. sponsor support):** $33150000.00
- **C.18.a - Value (excl. sponsor support):** $33150000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2064-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 15: Daiwa Capital Markets, Inc.

- **C.1 - Title:** Daiwa Capital Markets, Inc. 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 234993004, C.3 - LEI: 549300ZFEEJ2IP5VME73, C.5 - Other ID: 234993004_3.62_0601
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 CLRA7762 | 2052-10-01      | 5.0000%  | 0.0000% | $64837.94          | $64895.96          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4796 | 2048-09-01      | 4.5000%  | 0.0000% | $262305.90         | $256275.23         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5244 | 2049-01-01      | 4.0000%  | 0.0000% | $82052.25          | $78115.47          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6803 | 2049-02-01      | 4.5000%  | 0.0000% | $5884.55           | $5758.03           | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CLBP8004 | 2054-01-01      | 8.0000%  | 0.0000% | $23293.46          | $24935.15          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM3272 | 2035-06-01      | 2.5000%  | 0.0000% | $58074.84          | $55004.68          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX5744 | 2055-02-01      | 5.5000%  | 0.0000% | $20660.60          | $21003.04          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX5720 | 2055-02-01      | 5.5000%  | 0.0000% | $29452.97          | $29955.58          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQX8157 | 2055-03-01      | 4.0000%  | 0.0000% | $20968.75          | $19687.21          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY1386 | 2055-04-01      | 5.5000%  | 0.0000% | $205789.39         | $208297.92         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0917 | 2055-08-01      | 6.0000%  | 0.0000% | $5609.40           | $5851.59           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ1305 | 2055-05-01      | 5.0000%  | 0.0000% | $47637.65          | $47015.88          | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G04153 G | 2038-03-01      | 5.5000%  | 0.0000% | $855.58            | $884.33            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08779 G | 2047-09-01      | 3.5000%  | 0.0000% | $560823.54         | $515738.50         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT7954 | 2052-10-01      | 4.5000%  | 0.0000% | $66090.51          | $63865.84          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX3529 | 2055-10-01      | 5.5000%  | 0.0000% | $27592.66          | $27826.75          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1528 | 2052-04-01      | 3.0000%  | 0.0000% | $335640.29         | $298752.86         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3353 | 2052-11-01      | 4.5000%  | 0.0000% | $76020.44          | $73785.06          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ6812 | 2055-11-01      | 5.0000%  | 0.0000% | $105185.46         | $104008.32         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQZ8766 | 2055-11-01      | 4.5000%  | 0.0000% | $2748.37           | $2645.05           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ9876 | 2055-12-01      | 5.5000%  | 0.0000% | $79906.09          | $81087.25          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0875 | 2055-04-01      | 6.0000%  | 0.0000% | $238269.91         | $244366.45         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0296 | 2055-01-01      | 5.0000%  | 0.0000% | $84166.69          | $83671.87          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0660 | 2055-04-01      | 6.0000%  | 0.0000% | $345599.73         | $356629.77         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1234 | 2055-04-01      | 5.0000%  | 0.0000% | $18532.00          | $18391.14          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL2653 | 2054-12-01      | 4.5000%  | 0.0000% | $126843.65         | $122075.60         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL2061 | 2055-08-01      | 5.5000%  | 0.0000% | $8227.64           | $8337.44           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL3077 | 2055-10-01      | 6.5000%  | 0.0000% | $43426.55          | $45616.79          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL3462 | 2054-12-01      | 6.0000%  | 0.0000% | $523853.48         | $542756.03         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL2535 | 2041-12-01      | 4.0000%  | 0.0000% | $23.69             | $22.85             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZL5313 | 2043-03-01      | 3.0000%  | 0.0000% | $102520.13         | $93854.45          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0465 | 2042-09-01      | 3.5000%  | 0.0000% | $145932.91         | $136708.52         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0531 | 2042-06-01      | 3.5000%  | 0.0000% | $32563.44          | $30505.18          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA4883 | 2047-03-01      | 4.0000%  | 0.0000% | $70737.40          | $67436.16          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI9484 | 2041-09-01      | 4.5000%  | 0.0000% | $4.00              | $3.96              | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAJ4077 | 2041-10-01      | 4.0000%  | 0.0000% | $3.44              | $3.33              | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTAK9325 | 2032-04-01      | 4.0000%  | 0.0000% | $2272.75           | $2238.38           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL2063 | 2042-01-01      | 4.5000%  | 0.0000% | $4386.31           | $4356.69           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL2065 | 2041-06-01      | 4.5000%  | 0.0000% | $2.85              | $2.83              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL3521 | 2043-03-01      | 3.5000%  | 0.0000% | $95968.75          | $89902.78          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAL5971 | 2044-10-01      | 4.0000%  | 0.0000% | $199405.89         | $192612.36         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO2159 | 2042-05-01      | 4.0000%  | 0.0000% | $93213.76          | $90160.18          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO5989 | 2042-06-01      | 4.0000%  | 0.0000% | $1724.07           | $1663.21           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP3244 | 2042-08-01      | 3.5000%  | 0.0000% | $3732.95           | $3496.94           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ6885 | 2031-05-01      | 4.0200%  | 0.0000% | $7936.98           | $7805.83           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2305 | 2048-09-01      | 4.0000%  | 0.0000% | $231473.65         | $220787.92         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS4731 | 2053-02-01      | 6.5000%  | 0.0000% | $75952.18          | $81012.23          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS4858 | 2053-02-01      | 6.0000%  | 0.0000% | $135911.96         | $142363.24         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6378 | 2053-10-01      | 5.5000%  | 0.0000% | $446410.41         | $454467.58         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS6578 | 2053-12-01      | 6.0000%  | 0.0000% | $89117.31          | $92843.01          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6809 | 2054-02-01      | 5.5000%  | 0.0000% | $16.80             | $16.98             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8011 | 2054-05-01      | 6.0000%  | 0.0000% | $658060.75         | $678004.38         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS7804 | 2038-02-01      | 2.5000%  | 0.0000% | $65637.16          | $61917.60          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8960 | 2054-09-01      | 5.5000%  | 0.0000% | $11025.77          | $11209.96          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL4395 | 2056-03-01      | 5.0000%  | 0.0000% | $38638.18          | $38243.91          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL4459 | 2056-03-01      | 5.0000%  | 0.0000% | $1166612.25        | $1154521.35        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL3671 | 2055-07-01      | 6.0000%  | 0.0000% | $19998.01          | $20500.83          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3765 | 2056-01-01      | 5.5000%  | 0.0000% | $123514.03         | $124984.68         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL4009 | 2055-08-01      | 6.0000%  | 0.0000% | $16.91             | $17.34             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL4180 | 2055-09-01      | 6.0000%  | 0.0000% | $22105.84          | $22772.55          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL4539 | 2056-04-01      | 4.5000%  | 0.0000% | $49160.12          | $47311.89          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL4832 | 2056-05-01      | 4.5000%  | 0.0000% | $2425.13           | $2333.96           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1533 | 2054-05-01      | 6.5000%  | 0.0000% | $540378.83         | $566572.37         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ2627 | 2054-10-01      | 6.5000%  | 0.0000% | $137310.30         | $144318.01         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3053 | 2054-12-01      | 5.0000%  | 0.0000% | $49794.20          | $49508.72          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3159 | 2054-12-01      | 6.0000%  | 0.0000% | $382127.58         | $394395.66         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4379 | 2055-06-01      | 6.0000%  | 0.0000% | $391319.14         | $408809.80         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3SZT0945 | 2045-02-01      | 4.0000%  | 0.0000% | $107462.77         | $103534.91         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3VZT1142 | 2042-10-01      | 4.0000%  | 0.0000% | $119352.19         | $115288.14         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CTZT1806 | 2029-02-01      | 5.5000%  | 0.0000% | $0.55              | $0.55              | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0837 | 2052-01-01      | 3.0000%  | 0.0000% | $261815.04         | $233916.64         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1275 | 2052-07-01      | 4.5000%  | 0.0000% | $293622.48         | $283908.57         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1445 | 2052-08-01      | 4.5000%  | 0.0000% | $82266.20          | $79956.74          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAQ0087 | 2042-10-01      | 3.5000%  | 0.0000% | $12863.23          | $12117.70          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTAQ4646 | 2032-11-01      | 3.5000%  | 0.0000% | $4680.25           | $4551.96           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CVAQ8712 | 2027-12-01      | 3.0000%  | 0.0000% | $0.28              | $0.28              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR1126 | 2043-02-01      | 3.5000%  | 0.0000% | $6462.54           | $6041.26           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR8718 | 2043-04-01      | 3.5000%  | 0.0000% | $5820.44           | $5458.60           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS2892 | 2044-07-01      | 4.0000%  | 0.0000% | $257243.04         | $247287.00         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6487 | 2046-01-01      | 4.0000%  | 0.0000% | $207974.19         | $199394.44         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAT6319 | 2043-06-01      | 3.5000%  | 0.0000% | $119255.84         | $111715.56         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA9297 | 2051-02-01      | 3.0000%  | 0.0000% | $80508.20          | $72133.20          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1876 | 2051-10-01      | 3.0000%  | 0.0000% | $19625.38          | $17184.24          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4388 | 2052-08-01      | 4.5000%  | 0.0000% | $1169035.44        | $1129437.87        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4402 | 2052-08-01      | 5.0000%  | 0.0000% | $342716.82         | $345635.70         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8961 | 2054-09-01      | 5.5000%  | 0.0000% | $236924.35         | $240875.96         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8970 | 2054-09-01      | 5.5000%  | 0.0000% | $11547.57          | $11719.72          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8322 | 2054-06-01      | 5.5000%  | 0.0000% | $191628.97         | $193618.61         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0875 | 2055-01-01      | 6.0000%  | 0.0000% | $39996.02          | $41001.67          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC1710 | 2055-12-01      | 6.0000%  | 0.0000% | $299956.50         | $313704.61         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC1065 | 2055-09-01      | 6.5000%  | 0.0000% | $725310.95         | $762331.23         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC1465 | 2055-11-01      | 6.5000%  | 0.0000% | $614134.11         | $653078.54         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC1823 | 2056-01-01      | 5.0000%  | 0.0000% | $38513.38          | $38413.17          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ4355 | 2055-06-01      | 5.0000%  | 0.0000% | $20834.31          | $20631.36          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRJ4615 | 2055-08-01      | 4.5000%  | 0.0000% | $98473.25          | $94999.70          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ5105 | 2055-10-01      | 6.5000%  | 0.0000% | $611698.26         | $649360.86         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ5107 | 2055-10-01      | 6.5000%  | 0.0000% | $468723.07         | $496877.65         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ6566 | 2056-05-01      | 5.5000%  | 0.0000% | $1688264.76        | $1710625.45        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0028 | 2055-07-01      | 6.0000%  | 0.0000% | $19998.01          | $20500.83          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRQ0000 | 2055-03-01      | 4.0000%  | 0.0000% | $19998.01          | $18775.76          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRQ0010 | 2055-06-01      | 4.0000%  | 0.0000% | $23255.25          | $21833.91          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRQ0011 | 2055-06-01      | 4.5000%  | 0.0000% | $3190.42           | $3070.49           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRQ0019 | 2055-05-01      | 4.0000%  | 0.0000% | $30510.42          | $28645.66          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0041 | 2055-08-01      | 6.0000%  | 0.0000% | $39627.14          | $40623.51          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRQ0092 | 2056-02-01      | 4.0000%  | 0.0000% | $20823.02          | $19550.34          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRQ0093 | 2056-02-01      | 4.5000%  | 0.0000% | $793192.55         | $763372.48         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRQ0067 | 2055-11-01      | 7.0000%  | 0.0000% | $2146.80           | $2280.61           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRQ0073 | 2055-12-01      | 4.0000%  | 0.0000% | $80000.03          | $75110.52          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRQ0074 | 2055-12-01      | 4.5000%  | 0.0000% | $4999.96           | $4811.99           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRQ0083 | 2056-01-01      | 4.5000%  | 0.0000% | $53866.95          | $51841.82          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRQ0125 | 2056-05-01      | 4.0000%  | 0.0000% | $593633.46         | $557351.24         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0127 | 2056-05-01      | 5.0000%  | 0.0000% | $531707.10         | $524767.20         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0102 | 2056-03-01      | 5.0000%  | 0.0000% | $2666944.55        | $2632135.29        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRQ0108 | 2056-04-01      | 4.0000%  | 0.0000% | $20368.00          | $19123.13          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRQ0109 | 2056-04-01      | 4.5000%  | 0.0000% | $132234.43         | $127263.08         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRQ0115 | 2056-05-01      | 3.5000%  | 0.0000% | $6835.86           | $6230.15           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRQ0116 | 2056-05-01      | 4.0000%  | 0.0000% | $598452.17         | $561875.43         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0118 | 2056-05-01      | 5.0000%  | 0.0000% | $2870692.48        | $2833223.88        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIRR0027 | 2040-09-01      | 6.0000%  | 0.0000% | $347.27            | $358.94            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLTA0871 | 2055-12-01      | 4.0000%  | 0.0000% | $7120.24           | $6685.06           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA0400 | 2055-12-01      | 5.0000%  | 0.0000% | $35167.13          | $34748.61          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLTA2580 | 2055-12-01      | 4.0000%  | 0.0000% | $21975.62          | $20632.53          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLTA2314 | 2055-12-01      | 4.5000%  | 0.0000% | $390713.68         | $376024.80         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLTA2319 | 2055-12-01      | 4.0000%  | 0.0000% | $22995.50          | $21590.08          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1533 | 2052-09-01      | 4.5000%  | 0.0000% | $4489.28           | $4343.10           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2822 | 2053-03-01      | 6.0000%  | 0.0000% | $267104.26         | $278089.37         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3316 | 2053-07-01      | 6.0000%  | 0.0000% | $352084.95         | $367777.96         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3389 | 2053-07-01      | 6.0000%  | 0.0000% | $81856.77          | $85613.80          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7192 | 2054-12-01      | 5.0000%  | 0.0000% | $7298.95           | $7203.68           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD6584 | 2052-09-01      | 3.5000%  | 0.0000% | $21172.74          | $19292.22          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4126 | 2052-07-01      | 4.5000%  | 0.0000% | $98.96             | $95.68             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5024 | 2052-11-01      | 5.0000%  | 0.0000% | $254654.29         | $253508.06         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6046 | 2053-04-01      | 4.5000%  | 0.0000% | $8958.55           | $8680.02           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6482 | 2053-06-01      | 5.5000%  | 0.0000% | $431905.20         | $444203.17         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6733 | 2053-07-01      | 5.0000%  | 0.0000% | $50530.53          | $50192.42          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5737 | 2037-07-01      | 3.5000%  | 0.0000% | $1817.49           | $1725.07           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA3505 | 2056-01-01      | 5.0000%  | 0.0000% | $525.92            | $519.78            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLTA3819 | 2055-12-01      | 3.5000%  | 0.0000% | $1921.99           | $1751.69           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLTA3820 | 2056-01-01      | 4.0000%  | 0.0000% | $22884.86          | $21486.21          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLTA4206 | 2056-01-01      | 4.0000%  | 0.0000% | $22291.53          | $20929.14          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA5163 | 2056-02-01      | 5.0000%  | 0.0000% | $29106.55          | $28760.15          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA5409 | 2056-02-01      | 5.0000%  | 0.0000% | $18879.00          | $18640.03          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLTA5519 | 2056-01-01      | 4.0000%  | 0.0000% | $35449.95          | $33283.36          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLTA6769 | 2056-02-01      | 4.0000%  | 0.0000% | $38170.71          | $35837.84          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA6771 | 2056-02-01      | 5.0000%  | 0.0000% | $584.92            | $577.33            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLTA6878 | 2056-02-01      | 4.0000%  | 0.0000% | $2791.22           | $2620.63           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLTA7547 | 2056-02-01      | 4.0000%  | 0.0000% | $38237.58          | $35900.62          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA8318 | 2056-03-01      | 5.0000%  | 0.0000% | $4999.99           | $4934.91           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA8380 | 2056-03-01      | 5.0000%  | 0.0000% | $135359.87         | $134062.97         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLTA8367 | 2056-03-01      | 4.0000%  | 0.0000% | $23277.80          | $21855.14          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA8414 | 2056-03-01      | 5.5000%  | 0.0000% | $21208.41          | $21506.68          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA8484 | 2056-03-01      | 5.0000%  | 0.0000% | $17354.45          | $17127.94          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLTA9361 | 2056-03-01      | 4.0000%  | 0.0000% | $23340.89          | $21914.37          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLTB0801 | 2056-04-01      | 4.0000%  | 0.0000% | $22705.91          | $21318.20          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLTB2193 | 2056-05-01      | 4.0000%  | 0.0000% | $26545.60          | $24923.22          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTB2223 | 2056-05-01      | 5.0000%  | 0.0000% | $543586.69         | $537578.91         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTB2249 | 2056-05-01      | 5.5000%  | 0.0000% | $197253.00         | $199421.95         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLTB2374 | 2056-05-01      | 4.0000%  | 0.0000% | $21630.21          | $20308.24          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLTB2349 | 2056-04-01      | 4.5000%  | 0.0000% | $292505.16         | $281508.43         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTB4470 | 2056-05-01      | 5.5000%  | 0.0000% | $7331.90           | $7457.04           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLTB3622 | 2056-05-01      | 4.0000%  | 0.0000% | $22315.80          | $20951.88          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8173 | 2051-10-01      | 2.5000%  | 0.0000% | $19.96             | $16.84             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8178 | 2051-11-01      | 2.5000%  | 0.0000% | $170.87            | $144.22            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8453 | 2054-08-01      | 5.5000%  | 0.0000% | $14.46             | $14.59             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8499 | 2054-12-01      | 3.5000%  | 0.0000% | $2024.73           | $1844.88           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3605 | 2053-08-01      | 5.5000%  | 0.0000% | $230059.13         | $235058.03         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3652 | 2053-08-01      | 6.0000%  | 0.0000% | $14.70             | $15.40             | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q04359 G | 2041-11-01      | 4.0000%  | 0.0000% | $7276.63           | $7027.98           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDA6775 | 2056-02-01      | 4.5000%  | 0.0000% | $20788.60          | $20007.05          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC4146 | 2054-09-01      | 6.5000%  | 0.0000% | $94710.64          | $101371.59         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDC4147 | 2054-09-01      | 7.0000%  | 0.0000% | $35656.99          | $38877.73          | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDC4148 | 2054-09-01      | 7.0000%  | 0.0000% | $22706.64          | $24757.65          | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDC4149 | 2054-09-01      | 7.0000%  | 0.0000% | $29838.32          | $32524.53          | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDC4150 | 2054-09-01      | 7.0000%  | 0.0000% | $64011.94          | $69318.94          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6990 | 2054-12-01      | 5.0000%  | 0.0000% | $498771.13         | $493712.04         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC8436 | 2054-12-01      | 5.0000%  | 0.0000% | $215502.15         | $212771.50         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLDC9872 | 2054-12-01      | 4.0000%  | 0.0000% | $21587.23          | $20267.84          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLDD6972 | 2055-04-01      | 4.0000%  | 0.0000% | $20262.84          | $19024.44          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7313 | 2055-06-01      | 6.0000%  | 0.0000% | $16.99             | $17.41             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7305 | 2053-10-01      | 6.0000%  | 0.0000% | $56983.87          | $59627.50          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8871 | 2054-07-01      | 6.5000%  | 0.0000% | $2174.34           | $2281.83           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB8311 | 2054-04-01      | 4.5000%  | 0.0000% | $10779.41          | $10381.00          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB8474 | 2054-04-01      | 4.5000%  | 0.0000% | $11134.63          | $10750.57          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB8658 | 2054-06-01      | 4.5000%  | 0.0000% | $56662.53          | $54561.48          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9645 | 2054-12-01      | 5.0000%  | 0.0000% | $765537.69         | $762020.72         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9949 | 2055-02-01      | 4.5000%  | 0.0000% | $2696.69           | $2595.31           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLDG0492 | 2056-02-01      | 4.0000%  | 0.0000% | $21314.69          | $20011.96          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG1798 | 2056-02-01      | 5.0000%  | 0.0000% | $536.06            | $529.16            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDG1529 | 2056-02-01      | 4.5000%  | 0.0000% | $14087.49          | $13557.80          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4255 | 2051-02-01      | 2.0000%  | 0.0000% | $506098.82         | $409343.13         | Agency Mortgage-Backed Securities  |
| GNMI SF 760393 X     | 2041-10-15      | 5.0000%  | 0.0000% | $0.46              | $0.46              | Agency Mortgage-Backed Securities  |
| GNII SF MA7192 M     | 2051-02-20      | 2.0000%  | 0.0000% | $34523.78          | $28354.23          | Agency Mortgage-Backed Securities  |
| GNII SF MA7193 M     | 2051-02-20      | 2.5000%  | 0.0000% | $8673.79           | $7435.97           | Agency Mortgage-Backed Securities  |
| GNII SF MA8043 M     | 2052-05-20      | 3.0000%  | 0.0000% | $1679.99           | $1497.11           | Agency Mortgage-Backed Securities  |
| GNII SF MA7937 M     | 2052-03-20      | 3.0000%  | 0.0000% | $7600.01           | $6772.73           | Agency Mortgage-Backed Securities  |
| GNII SF MA8879 M     | 2053-05-20      | 5.5000%  | 0.0000% | $579399.02         | $589257.37         | Agency Mortgage-Backed Securities  |
| GNII SF MA8881 M     | 2053-05-20      | 6.5000%  | 0.0000% | $242025.27         | $253975.41         | Agency Mortgage-Backed Securities  |
| GNII SF MA8950 M     | 2053-06-20      | 6.5000%  | 0.0000% | $212751.11         | $223523.67         | Agency Mortgage-Backed Securities  |
| GNII SF MA9779 M     | 2054-07-20      | 5.5000%  | 0.0000% | $74532.51          | $75523.63          | Agency Mortgage-Backed Securities  |
| GNII SF MA9017 M     | 2053-07-20      | 5.5000%  | 0.0000% | $1706395.49        | $1734011.41        | Agency Mortgage-Backed Securities  |
| GNII SF MA9305 M     | 2053-11-20      | 5.5000%  | 0.0000% | $245915.61         | $250036.61         | Agency Mortgage-Backed Securities  |
| GNII SF MA9358 M     | 2046-09-20      | 3.5000%  | 0.0000% | $290375.40         | $267157.63         | Agency Mortgage-Backed Securities  |
| GNII SF MA9423 M     | 2054-01-20      | 5.5000%  | 0.0000% | $198465.28         | $201415.23         | Agency Mortgage-Backed Securities  |
| GNII SF MA9541 M     | 2054-03-20      | 5.5000%  | 0.0000% | $349522.10         | $354512.15         | Agency Mortgage-Backed Securities  |
| GNII SF MA9605 M     | 2054-04-20      | 5.5000%  | 0.0000% | $46981.70          | $47634.08          | Agency Mortgage-Backed Securities  |
| GNII SF MA9668 M     | 2054-05-20      | 5.5000%  | 0.0000% | $581598.42         | $589588.29         | Agency Mortgage-Backed Securities  |
| FKAR WV0322          | 2036-04-01      | 4.2090%  | 0.0000% | $1159760.00        | $1162617.26        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q40493 G | 2046-05-01      | 3.5000%  | 0.0000% | $31998.91          | $29981.13          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q45306 G | 2047-01-01      | 3.5000%  | 0.0000% | $120539.69         | $112366.17         | Agency Mortgage-Backed Securities  |
| FKAR 01.250 WNWN2053 | 2027-04-01      | 1.2500%  | 0.0000% | $588556.04         | $574573.26         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q57143 G | 2048-07-01      | 4.0000%  | 0.0000% | $63927.52          | $61112.87          | Agency Mortgage-Backed Securities  |
| FHDN 12/07/26        | 2026-12-07      | 0.0000%  | 0.0000% | $258040.00         | $253079.70         | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLQD5229 | 2052-01-01      | 1.5000%  | 0.0000% | $14278.56          | $10924.19          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE0393 | 2052-04-01      | 3.0000%  | 0.0000% | $613745.68         | $543730.39         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE2363 | 2052-05-01      | 3.5000%  | 0.0000% | $27026.29          | $24625.87          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE2551 | 2052-05-01      | 3.0000%  | 0.0000% | $26212.28          | $22948.15          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQF1491 | 2052-10-01      | 4.5000%  | 0.0000% | $455873.44         | $440244.28         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE3610 | 2055-07-01      | 5.0000%  | 0.0000% | $450427.92         | $445347.49         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLDE6901 | 2055-12-01      | 4.0000%  | 0.0000% | $37306.47          | $35026.42          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF2537 | 2055-12-01      | 4.5000%  | 0.0000% | $10641.66          | $10241.59          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLDF3744 | 2055-11-01      | 4.0000%  | 0.0000% | $3127.02           | $2935.90           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF3802 | 2055-12-01      | 5.5000%  | 0.0000% | $19.66             | $19.82             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLDF4745 | 2055-11-01      | 4.0000%  | 0.0000% | $21212.16          | $19915.74          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF5860 | 2055-12-01      | 5.0000%  | 0.0000% | $172290.98         | $170362.86         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF5990 | 2055-12-01      | 5.5000%  | 0.0000% | $419732.13         | $427628.88         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDG2538 | 2056-02-01      | 4.5000%  | 0.0000% | $539.50            | $519.22            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDG3004 | 2056-03-01      | 4.5000%  | 0.0000% | $4999.99           | $4812.02           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG3952 | 2056-03-01      | 5.0000%  | 0.0000% | $75566.04          | $74953.95          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0317 | 2055-01-01      | 5.0000%  | 0.0000% | $43170.87          | $42757.24          | Agency Mortgage-Backed Securities  |
| GNII ET DN6440 C     | 2066-02-20      | 5.0000%  | 0.0000% | $322324.41         | $320804.29         | Agency Mortgage-Backed Securities  |
| GNII SF MB0869 M     | 2055-12-20      | 4.0000%  | 0.0000% | $70974.79          | $66210.33          | Agency Mortgage-Backed Securities  |
| GNII SF MB0870 M     | 2056-01-20      | 4.5000%  | 0.0000% | $232497.79         | $224285.96         | Agency Mortgage-Backed Securities  |
| GNII SF MB0873 M     | 2055-12-20      | 6.0000%  | 0.0000% | $102187.65         | $104675.27         | Agency Mortgage-Backed Securities  |
| GNII SF MB0874 M     | 2056-01-20      | 6.5000%  | 0.0000% | $19.74             | $20.64             | Agency Mortgage-Backed Securities  |
| GNII SF MB0485 M     | 2055-07-20      | 5.5000%  | 0.0000% | $73857.81          | $74601.76          | Agency Mortgage-Backed Securities  |
| GNII SF MB0555 M     | 2055-08-20      | 5.0000%  | 0.0000% | $607.50            | $602.65            | Agency Mortgage-Backed Securities  |
| GNII SF MB0620 M     | 2047-07-20      | 4.0000%  | 0.0000% | $28727.61          | $26798.58          | Agency Mortgage-Backed Securities  |
| GNII SF MB0992 M     | 2056-02-20      | 3.0000%  | 0.0000% | $3019.98           | $2691.13           | Agency Mortgage-Backed Securities  |
| GNII SF MB0995 M     | 2056-03-20      | 4.5000%  | 0.0000% | $32510.52          | $31362.25          | Agency Mortgage-Backed Securities  |
| GNII SF MB0999 M     | 2055-08-20      | 6.5000%  | 0.0000% | $8103.43           | $8472.18           | Agency Mortgage-Backed Securities  |
| GNII SF MB1067 M     | 2056-04-20      | 3.5000%  | 0.0000% | $19095.09          | $17235.46          | Agency Mortgage-Backed Securities  |
| GNII SF MB1068 M     | 2056-04-20      | 4.0000%  | 0.0000% | $120098.61         | $112036.52         | Agency Mortgage-Backed Securities  |
| GNII SF MB1069 M     | 2056-04-20      | 4.5000%  | 0.0000% | $5188.15           | $5004.90           | Agency Mortgage-Backed Securities  |
| GNII SF MB1071 M     | 2056-04-20      | 5.5000%  | 0.0000% | $4451.76           | $4496.60           | Agency Mortgage-Backed Securities  |
| GNII JM MB1130 M     | 2056-05-20      | 5.0000%  | 0.0000% | $7886.14           | $7798.99           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF5513 | 2053-01-01      | 5.5000%  | 0.0000% | $7336.57           | $7439.49           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG3017 | 2053-05-01      | 5.0000%  | 0.0000% | $7920.92           | $7873.53           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH5400 | 2053-12-01      | 6.0000%  | 0.0000% | $134740.23         | $139472.53         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ6268 | 2054-09-01      | 6.5000%  | 0.0000% | $109005.28         | $116830.94         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ6600 | 2054-10-01      | 5.5000%  | 0.0000% | $54194.60          | $54663.10          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQJ6664 | 2054-10-01      | 4.5000%  | 0.0000% | $131461.80         | $126520.15         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLDF7176 | 2055-12-01      | 4.0000%  | 0.0000% | $22636.84          | $21253.30          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC0327 | 2045-12-01      | 3.5000%  | 0.0000% | $80867.07          | $75523.55          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE9351 | 2047-03-01      | 4.0000%  | 0.0000% | $13374.48          | $12621.34          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH0224 | 2047-04-01      | 4.0000%  | 0.0000% | $136736.89         | $130778.74         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH3986 | 2047-10-01      | 4.0000%  | 0.0000% | $3302.63           | $3151.34           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ2170 | 2047-11-01      | 4.0000%  | 0.0000% | $3999.73           | $3805.79           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ2281 | 2048-01-01      | 4.5000%  | 0.0000% | $6429.50           | $6266.67           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ4256 | 2047-12-01      | 4.5000%  | 0.0000% | $4016.35           | $3914.50           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ8787 | 2048-02-01      | 4.0000%  | 0.0000% | $8286.67           | $7891.32           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK4239 | 2048-08-01      | 4.5000%  | 0.0000% | $26757.51          | $26237.34          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK4286 | 2048-09-01      | 4.5000%  | 0.0000% | $15046.01          | $14736.45          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBK9723 | 2048-08-01      | 4.0000%  | 0.0000% | $11924.53          | $11368.62          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0620 | 2055-02-01      | 5.0000%  | 0.0000% | $22576.23          | $22557.44          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1555 | 2055-05-01      | 6.0000%  | 0.0000% | $28644.44          | $29939.88          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2241 | 2055-07-01      | 5.5000%  | 0.0000% | $106852.53         | $108649.55         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3353 | 2053-11-01      | 5.5000%  | 0.0000% | $9011.72           | $9114.23           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4479 | 2056-01-01      | 5.0000%  | 0.0000% | $71364.98          | $70793.84          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA3882 | 2055-12-01      | 5.0000%  | 0.0000% | $913460.32         | $907236.81         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4346 | 2056-01-01      | 5.0000%  | 0.0000% | $271016.43         | $268207.58         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA5361 | 2055-12-01      | 4.0000%  | 0.0000% | $11536.41          | $10831.88          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA5362 | 2055-12-01      | 4.0000%  | 0.0000% | $23927.79          | $22466.57          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4723 | 2056-02-01      | 5.0000%  | 0.0000% | $378243.22         | $374509.92         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5793 | 2055-08-01      | 6.0000%  | 0.0000% | $47315.66          | $48505.35          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5819 | 2055-09-01      | 4.0000%  | 0.0000% | $22587.55          | $21207.03          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5822 | 2055-09-01      | 5.5000%  | 0.0000% | $21666.94          | $21850.76          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5943 | 2056-01-01      | 4.5000%  | 0.0000% | $2216.89           | $2133.54           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5969 | 2056-02-01      | 4.0000%  | 0.0000% | $638265.11         | $599255.06         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5971 | 2056-02-01      | 5.0000%  | 0.0000% | $4065.58           | $4012.51           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA5994 | 2056-03-01      | 3.5000%  | 0.0000% | $2113.40           | $1926.15           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5996 | 2056-03-01      | 4.5000%  | 0.0000% | $1968986.98        | $1894962.92        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5997 | 2056-03-01      | 5.0000%  | 0.0000% | $129898.84         | $128203.39         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA6028 | 2056-04-01      | 4.5000%  | 0.0000% | $67768.98          | $65221.20          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA6029 | 2056-04-01      | 5.0000%  | 0.0000% | $1276585.08        | $1259922.95        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA6031 | 2056-04-01      | 6.0000%  | 0.0000% | $92240.36          | $94559.62          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA6052 | 2056-05-01      | 4.5000%  | 0.0000% | $1101425.97        | $1060017.86        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA6053 | 2056-05-01      | 5.0000%  | 0.0000% | $978964.74         | $966187.18         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA6077 | 2056-05-01      | 4.0000%  | 0.0000% | $4741.00           | $4451.24           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA6078 | 2056-05-01      | 4.5000%  | 0.0000% | $109444.40         | $105329.84         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA6080 | 2056-05-01      | 5.5000%  | 0.0000% | $3182.40           | $3209.40           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQY7818 | 2055-06-01      | 4.0000%  | 0.0000% | $38989.17          | $36606.20          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9829 | 2055-08-01      | 6.0000%  | 0.0000% | $43823.16          | $44925.74          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU4148 | 2053-08-01      | 5.5000%  | 0.0000% | $1023.83           | $1052.60           | Agency Mortgage-Backed Securities  |
| BILL 06/16/26        | 2026-06-16      | 0.0000%  | 0.0000% | $27362.00          | $27320.68          | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  | 0.0000% | $4680.00           | $4745.22           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  | 0.0000% | $400000.00         | $403430.64         | U.S. Treasuries (including strips) |
| 1 5/8 NOTE R 26      | 2026-10-31      | 1.6250%  | 0.0000% | $100000.00         | $99230.86          | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 31      | 2031-01-15      | 0.1250%  | 0.0000% | $547.26            | $512.86            | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28      | 2028-04-30      | 1.2500%  | 0.0000% | $416512.00         | $395948.41         | U.S. Treasuries (including strips) |

### Security 16: ELK Grove Independent Living LLC/ELK Grove Memory Care LLC

- **C.1 - Title:** ELK Grove Independent Living LLC/ELK Grove Memory Care LLC 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 287295AA7, C.4 - ISIN: US287295AA70, C.3 - LEI: 549300WMQF4NHYKQLX60
- **C.18 - Value (incl. sponsor support):** $57250000.00
- **C.18.a - Value (excl. sponsor support):** $57250000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2065-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 1.020000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130ALED2, C.4 - ISIN: US3130ALED27, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $27175255.32
- **C.18.a - Value (excl. sponsor support):** $27175255.32
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2027-02-24
- **C.12 - Maturity Date (WAL):** 2027-02-24
- **C.13 - Final Legal Maturity Date:** 2027-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 1.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AQF65, C.4 - ISIN: US3130AQF655, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $218819985.35
- **C.18.a - Value (excl. sponsor support):** $218819985.35
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-12-21
- **C.12 - Maturity Date (WAL):** 2026-12-21
- **C.13 - Final Legal Maturity Date:** 2026-12-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWTQ3, C.4 - ISIN: US3130AWTQ30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100225409.00
- **C.18.a - Value (excl. sponsor support):** $100225409.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-09-11
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYPN0, C.4 - ISIN: US3130AYPN01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $56461522.02
- **C.18.a - Value (excl. sponsor support):** $56461522.02
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2027-01-15
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1TL1, C.4 - ISIN: US3130B1TL16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $170008098.80
- **C.18.a - Value (excl. sponsor support):** $170008098.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2FD2, C.4 - ISIN: US3130B2FD29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50007820.50
- **C.18.a - Value (excl. sponsor support):** $50007820.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2LH6, C.4 - ISIN: US3130B2LH68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150030355.50
- **C.18.a - Value (excl. sponsor support):** $150030355.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2PJ8, C.4 - ISIN: US3130B2PJ88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49985000.50
- **C.18.a - Value (excl. sponsor support):** $49985000.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-09-04
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3A29, C.4 - ISIN: US3130B3A298, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $132570032.81
- **C.18.a - Value (excl. sponsor support):** $132570032.81
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-10-09
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5R42, C.4 - ISIN: US3130B5R420, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499991030.00
- **C.18.a - Value (excl. sponsor support):** $499991030.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 27: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5X94, C.4 - ISIN: US3130B5X949, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150013809.00
- **C.18.a - Value (excl. sponsor support):** $150013809.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 28: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6PC4, C.4 - ISIN: US3130B6PC40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299960796.00
- **C.18.a - Value (excl. sponsor support):** $299960796.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 29: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6QR0, C.4 - ISIN: US3130B6QR00, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99992480.00
- **C.18.a - Value (excl. sponsor support):** $99992480.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 30: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6S49, C.4 - ISIN: US3130B6S491, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249980390.00
- **C.18.a - Value (excl. sponsor support):** $249980390.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 31: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6WA0, C.4 - ISIN: US3130B6WA01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249973055.00
- **C.18.a - Value (excl. sponsor support):** $249973055.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 32: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7DZ4, C.4 - ISIN: US3130B7DZ46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249995070.00
- **C.18.a - Value (excl. sponsor support):** $249995070.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7H23, C.4 - ISIN: US3130B7H237, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100002831.00
- **C.18.a - Value (excl. sponsor support):** $100002831.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7VA9, C.4 - ISIN: US3130B7VA92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249889080.00
- **C.18.a - Value (excl. sponsor support):** $249889080.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84L3, C.4 - ISIN: US3130B84L34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499310140.00
- **C.18.a - Value (excl. sponsor support):** $499310140.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-11-06
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8JX1, C.4 - ISIN: US3130B8JX17, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499666440.00
- **C.18.a - Value (excl. sponsor support):** $499666440.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8KW1, C.4 - ISIN: US3130B8KW15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $333290423.50
- **C.18.a - Value (excl. sponsor support):** $333290423.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PA4, C.4 - ISIN: US3130B8PA40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499739055.00
- **C.18.a - Value (excl. sponsor support):** $499739055.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-12-17
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8TF9, C.4 - ISIN: US3130B8TF90, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249985475.00
- **C.18.a - Value (excl. sponsor support):** $249985475.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-12-02
- **C.13 - Final Legal Maturity Date:** 2027-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8TP7, C.4 - ISIN: US3130B8TP72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250067430.00
- **C.18.a - Value (excl. sponsor support):** $250067430.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-12-06
- **C.13 - Final Legal Maturity Date:** 2027-12-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8W32, C.4 - ISIN: US3130B8W325, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499654735.00
- **C.18.a - Value (excl. sponsor support):** $499654735.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-01-08
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B94R8, C.4 - ISIN: US3130B94R85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249985667.50
- **C.18.a - Value (excl. sponsor support):** $249985667.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-20
- **C.13 - Final Legal Maturity Date:** 2028-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B95B2, C.4 - ISIN: US3130B95B25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99886473.00
- **C.18.a - Value (excl. sponsor support):** $99886473.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2027-02-08
- **C.12 - Maturity Date (WAL):** 2027-02-08
- **C.13 - Final Legal Maturity Date:** 2027-02-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B96N5, C.4 - ISIN: US3130B96N53, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249995187.50
- **C.18.a - Value (excl. sponsor support):** $249995187.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-20
- **C.13 - Final Legal Maturity Date:** 2028-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9NL0, C.4 - ISIN: US3130B9NL06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499402485.00
- **C.18.a - Value (excl. sponsor support):** $499402485.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2027-03-24
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9RT9, C.4 - ISIN: US3130B9RT95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $75021117.00
- **C.18.a - Value (excl. sponsor support):** $75021117.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-03-10
- **C.13 - Final Legal Maturity Date:** 2028-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9SP6, C.4 - ISIN: US3130B9SP64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $998495580.00
- **C.18.a - Value (excl. sponsor support):** $998495580.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2027-04-02
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9T34, C.4 - ISIN: US3130B9T345, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249623457.50
- **C.18.a - Value (excl. sponsor support):** $249623457.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2027-04-02
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9W30, C.4 - ISIN: US3130B9W307, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $998415770.00
- **C.18.a - Value (excl. sponsor support):** $998415770.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2027-04-09
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9X47, C.4 - ISIN: US3130B9X479, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499764010.00
- **C.18.a - Value (excl. sponsor support):** $499764010.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2027-04-14
- **C.12 - Maturity Date (WAL):** 2027-04-14
- **C.13 - Final Legal Maturity Date:** 2027-04-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.970000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA5L7, C.4 - ISIN: US3130BA5L71, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249896020.00
- **C.18.a - Value (excl. sponsor support):** $249896020.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2027-04-22
- **C.12 - Maturity Date (WAL):** 2027-04-22
- **C.13 - Final Legal Maturity Date:** 2027-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAEL7, C.4 - ISIN: US3130BAEL78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $36756579.35
- **C.18.a - Value (excl. sponsor support):** $36756579.35
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-17
- **C.13 - Final Legal Maturity Date:** 2028-04-17
- **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 53: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAFD4, C.4 - ISIN: US3130BAFD44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249997220.00
- **C.18.a - Value (excl. sponsor support):** $249997220.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-20
- **C.13 - Final Legal Maturity Date:** 2027-07-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.855000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAL88, C.4 - ISIN: US3130BAL887, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499803555.00
- **C.18.a - Value (excl. sponsor support):** $499803555.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2027-05-28
- **C.12 - Maturity Date (WAL):** 2027-05-28
- **C.13 - Final Legal Maturity Date:** 2027-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: 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: 3130BAX44, C.4 - ISIN: US3130BAX445, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-06-01
- **C.13 - Final Legal Maturity Date:** 2027-06-01
- **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 56: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313C48, C.4 - ISIN: US313313C481, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $24796937.50
- **C.18.a - Value (excl. sponsor support):** $24796937.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-08-18
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313313D39, C.4 - ISIN: US313313D398, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $9911755.60
- **C.18.a - Value (excl. sponsor support):** $9911755.60
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-08-25
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313313J74, C.4 - ISIN: US313313J742, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $39468333.20
- **C.18.a - Value (excl. sponsor support):** $39468333.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-10-08
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313313K64, C.4 - ISIN: US313313K641, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $39440138.80
- **C.18.a - Value (excl. sponsor support):** $39440138.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313313YN2, C.4 - ISIN: US313313YN20, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $49863875.00
- **C.18.a - Value (excl. sponsor support):** $49863875.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 313313YS1, C.4 - ISIN: US313313YS17, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $19937483.40
- **C.18.a - Value (excl. sponsor support):** $19937483.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-29
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 313313ZA9, C.4 - ISIN: US313313ZA99, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $99609458.00
- **C.18.a - Value (excl. sponsor support):** $99609458.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 313313ZH4, C.4 - ISIN: US313313ZH43, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $34838776.35
- **C.18.a - Value (excl. sponsor support):** $34838776.35
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, 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: 313313ZW1, C.4 - ISIN: US313313ZW10, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $19881836.20
- **C.18.a - Value (excl. sponsor support):** $19881836.20
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 65: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A71, C.4 - ISIN: US313385A715, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $125140819.86
- **C.18.a - Value (excl. sponsor support):** $125140819.86
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-05
- **C.12 - Maturity Date (WAL):** 2026-08-05
- **C.13 - Final Legal Maturity Date:** 2026-08-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D94, C.4 - ISIN: US313385D941, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $26200679.39
- **C.18.a - Value (excl. sponsor support):** $26200679.39
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385F76, C.4 - ISIN: US313385F763, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $296764500.00
- **C.18.a - Value (excl. sponsor support):** $296764500.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-09-14
- **C.12 - Maturity Date (WAL):** 2026-09-14
- **C.13 - Final Legal Maturity Date:** 2026-09-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385F92, C.4 - ISIN: US313385F920, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $296704584.00
- **C.18.a - Value (excl. sponsor support):** $296704584.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-09-16
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385G34, C.4 - ISIN: US313385G340, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $32630913.48
- **C.18.a - Value (excl. sponsor support):** $32630913.48
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-09-18
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385H90, C.4 - ISIN: US313385H900, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $144246356.25
- **C.18.a - Value (excl. sponsor support):** $144246356.25
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-10-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZJ8, C.4 - ISIN: US313385ZJ85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $27868217.16
- **C.18.a - Value (excl. sponsor support):** $27868217.16
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 72: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZK5, C.4 - ISIN: US313385ZK58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $248798332.50
- **C.18.a - Value (excl. sponsor support):** $248798332.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZL3, C.4 - ISIN: US313385ZL32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $477644731.20
- **C.18.a - Value (excl. sponsor support):** $477644731.20
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZR0, C.4 - ISIN: US313385ZR02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99459250.00
- **C.18.a - Value (excl. sponsor support):** $99459250.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-22
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZT6, C.4 - ISIN: US313385ZT67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $170041069.62
- **C.18.a - Value (excl. sponsor support):** $170041069.62
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZY5, C.4 - ISIN: US313385ZY52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $22708433.68
- **C.18.a - Value (excl. sponsor support):** $22708433.68
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-29
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2G5, C.4 - ISIN: US3133ER2G57, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40013979.60
- **C.18.a - Value (excl. sponsor support):** $40013979.60
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 78: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3Z2, C.4 - ISIN: US3133ER3Z20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $140052123.40
- **C.18.a - Value (excl. sponsor support):** $140052123.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 79: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER5A5, C.4 - ISIN: US3133ER5A50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $124993081.25
- **C.18.a - Value (excl. sponsor support):** $124993081.25
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 80: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER5G2, C.4 - ISIN: US3133ER5G21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99986716.00
- **C.18.a - Value (excl. sponsor support):** $99986716.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 81: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $144991010.00
- **C.18.a - Value (excl. sponsor support):** $144991010.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39981002.40
- **C.18.a - Value (excl. sponsor support):** $39981002.40
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 83: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $90002263.50
- **C.18.a - Value (excl. sponsor support):** $90002263.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 84: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHZ7, C.4 - ISIN: US3133ERHZ74, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60001292.40
- **C.18.a - Value (excl. sponsor support):** $60001292.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 85: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJN2, C.4 - ISIN: US3133ERJN27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $155007339.25
- **C.18.a - Value (excl. sponsor support):** $155007339.25
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 86: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERK75, C.4 - ISIN: US3133ERK758, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $280007938.00
- **C.18.a - Value (excl. sponsor support):** $280007938.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 87: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPU9, C.4 - ISIN: US3133ERPU95, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $62009480.42
- **C.18.a - Value (excl. sponsor support):** $62009480.42
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 88: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ53, C.4 - ISIN: US3133ERQ532, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $375019638.75
- **C.18.a - Value (excl. sponsor support):** $375019638.75
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 89: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ95, C.4 - ISIN: US3133ERQ953, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150029256.00
- **C.18.a - Value (excl. sponsor support):** $150029256.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 90: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQJ3, C.4 - ISIN: US3133ERQJ32, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $110010167.30
- **C.18.a - Value (excl. sponsor support):** $110010167.30
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 91: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50023144.00
- **C.18.a - Value (excl. sponsor support):** $50023144.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 92: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45043627.95
- **C.18.a - Value (excl. sponsor support):** $45043627.95
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 93: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRM5, C.4 - ISIN: US3133ERRM51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70012970.30
- **C.18.a - Value (excl. sponsor support):** $70012970.30
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 94: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70012672.80
- **C.18.a - Value (excl. sponsor support):** $70012672.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 95: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERS44, C.4 - ISIN: US3133ERS447, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $225002765.25
- **C.18.a - Value (excl. sponsor support):** $225002765.25
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 96: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25005223.75
- **C.18.a - Value (excl. sponsor support):** $25005223.75
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 97: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVU2, C.4 - ISIN: US3133ERVU22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $124881876.25
- **C.18.a - Value (excl. sponsor support):** $124881876.25
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-10-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZQ7, C.4 - ISIN: US3133ERZQ73, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175095004.00
- **C.18.a - Value (excl. sponsor support):** $175095004.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 99: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.870000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZU8, C.4 - ISIN: US3133ERZU85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100255907.00
- **C.18.a - Value (excl. sponsor support):** $100255907.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-11-12
- **C.13 - Final Legal Maturity Date:** 2027-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2A4, C.4 - ISIN: US3133ET2A42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $270058136.40
- **C.18.a - Value (excl. sponsor support):** $270058136.40
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-11-26
- **C.13 - Final Legal Maturity Date:** 2027-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2B2, C.4 - ISIN: US3133ET2B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $155058151.35
- **C.18.a - Value (excl. sponsor support):** $155058151.35
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-09-28
- **C.13 - Final Legal Maturity Date:** 2027-09-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2N6, C.4 - ISIN: US3133ET2N62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $114981495.35
- **C.18.a - Value (excl. sponsor support):** $114981495.35
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-12-01
- **C.13 - Final Legal Maturity Date:** 2027-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3V7, C.4 - ISIN: US3133ET3V79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $44879457.35
- **C.18.a - Value (excl. sponsor support):** $44879457.35
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET4B0, C.4 - ISIN: US3133ET4B07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $300012303.00
- **C.18.a - Value (excl. sponsor support):** $300012303.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-12-09
- **C.13 - Final Legal Maturity Date:** 2027-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5D5, C.4 - ISIN: US3133ET5D53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $120124299.60
- **C.18.a - Value (excl. sponsor support):** $120124299.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-11-23
- **C.13 - Final Legal Maturity Date:** 2027-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5L7, C.4 - ISIN: US3133ET5L79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $274996548.75
- **C.18.a - Value (excl. sponsor support):** $274996548.75
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5S2, C.4 - ISIN: US3133ET5S23, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $135013732.20
- **C.18.a - Value (excl. sponsor support):** $135013732.20
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-12-29
- **C.13 - Final Legal Maturity Date:** 2027-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6B8, C.4 - ISIN: US3133ET6B88, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $209990262.30
- **C.18.a - Value (excl. sponsor support):** $209990262.30
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-06
- **C.13 - Final Legal Maturity Date:** 2028-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6G7, C.4 - ISIN: US3133ET6G75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $230076762.50
- **C.18.a - Value (excl. sponsor support):** $230076762.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET7H4, C.4 - ISIN: US3133ET7H40, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24935494.75
- **C.18.a - Value (excl. sponsor support):** $24935494.75
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2027-01-13
- **C.12 - Maturity Date (WAL):** 2027-01-13
- **C.13 - Final Legal Maturity Date:** 2027-01-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAL1, C.4 - ISIN: US3133ETAL18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125066127.50
- **C.18.a - Value (excl. sponsor support):** $125066127.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 112: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBP1, C.4 - ISIN: US3133ETBP13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $400042524.00
- **C.18.a - Value (excl. sponsor support):** $400042524.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 113: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBU0, C.4 - ISIN: US3133ETBU08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $190354218.90
- **C.18.a - Value (excl. sponsor support):** $190354218.90
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-03
- **C.13 - Final Legal Maturity Date:** 2028-04-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDD6, C.4 - ISIN: US3133ETDD64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $149988391.50
- **C.18.a - Value (excl. sponsor support):** $149988391.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 115: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDK0, C.4 - ISIN: US3133ETDK08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60003111.60
- **C.18.a - Value (excl. sponsor support):** $60003111.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 116: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.870000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEE3, C.4 - ISIN: US3133ETEE39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175511873.25
- **C.18.a - Value (excl. sponsor support):** $175511873.25
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-21
- **C.13 - Final Legal Maturity Date:** 2028-04-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.808000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETFL6, C.4 - ISIN: US3133ETFL62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95040956.40
- **C.18.a - Value (excl. sponsor support):** $95040956.40
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETFP7, C.4 - ISIN: US3133ETFP76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $149995185.00
- **C.18.a - Value (excl. sponsor support):** $149995185.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 119: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETG68, C.4 - ISIN: US3133ETG687, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89998795.80
- **C.18.a - Value (excl. sponsor support):** $89998795.80
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-08-16
- **C.13 - Final Legal Maturity Date:** 2027-08-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGX9, C.4 - ISIN: US3133ETGX91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $115058461.40
- **C.18.a - Value (excl. sponsor support):** $115058461.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 121: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJY4, C.4 - ISIN: US3133ETJY48, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $230030463.50
- **C.18.a - Value (excl. sponsor support):** $230030463.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 5.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKE6, C.4 - ISIN: US3133ETKE64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19897485.03
- **C.18.a - Value (excl. sponsor support):** $19897485.03
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2034-06-05
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKJ5, C.4 - ISIN: US3133ETKJ51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $124999090.00
- **C.18.a - Value (excl. sponsor support):** $124999090.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 124: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETL62, C.4 - ISIN: US3133ETL620, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $102876511.24
- **C.18.a - Value (excl. sponsor support):** $102876511.24
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-10-27
- **C.12 - Maturity Date (WAL):** 2026-10-27
- **C.13 - Final Legal Maturity Date:** 2026-10-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLK1, C.4 - ISIN: US3133ETLK16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $139961102.40
- **C.18.a - Value (excl. sponsor support):** $139961102.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 126: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLQ8, C.4 - ISIN: US3133ETLQ85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $279982774.40
- **C.18.a - Value (excl. sponsor support):** $279982774.40
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 127: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMH7, C.4 - ISIN: US3133ETMH77, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $210062615.70
- **C.18.a - Value (excl. sponsor support):** $210062615.70
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 128: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMJ3, C.4 - ISIN: US3133ETMJ34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $64990914.30
- **C.18.a - Value (excl. sponsor support):** $64990914.30
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 129: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPK7, C.4 - ISIN: US3133ETPK79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99997899.00
- **C.18.a - Value (excl. sponsor support):** $99997899.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPL5, C.4 - ISIN: US3133ETPL52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $319906352.00
- **C.18.a - Value (excl. sponsor support):** $319906352.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPS0, C.4 - ISIN: US3133ETPS06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $124988025.00
- **C.18.a - Value (excl. sponsor support):** $124988025.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-15
- **C.13 - Final Legal Maturity Date:** 2027-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.793000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQW0, C.4 - ISIN: US3133ETQW09, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $199964320.00
- **C.18.a - Value (excl. sponsor support):** $199964320.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2027-07-23
- **C.13 - Final Legal Maturity Date:** 2027-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETR41, C.4 - ISIN: US3133ETR411, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99966101.00
- **C.18.a - Value (excl. sponsor support):** $99966101.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-11-04
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRT6, C.4 - ISIN: US3133ETRT60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150003861.00
- **C.18.a - Value (excl. sponsor support):** $150003861.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRU3, C.4 - ISIN: US3133ETRU34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $64998700.00
- **C.18.a - Value (excl. sponsor support):** $64998700.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.793000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSA6, C.4 - ISIN: US3133ETSA60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49998931.50
- **C.18.a - Value (excl. sponsor support):** $49998931.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSB4, C.4 - ISIN: US3133ETSB44, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $130022673.30
- **C.18.a - Value (excl. sponsor support):** $130022673.30
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-04
- **C.13 - Final Legal Maturity Date:** 2027-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTL1, C.4 - ISIN: US3133ETTL17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99998134.00
- **C.18.a - Value (excl. sponsor support):** $99998134.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTP2, C.4 - ISIN: US3133ETTP21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89991245.70
- **C.18.a - Value (excl. sponsor support):** $89991245.70
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 140: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUX3, C.4 - ISIN: US3133ETUX36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100021074.00
- **C.18.a - Value (excl. sponsor support):** $100021074.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-08-24
- **C.13 - Final Legal Maturity Date:** 2027-08-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 141: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETW45, C.4 - ISIN: US3133ETW452, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100085315.00
- **C.18.a - Value (excl. sponsor support):** $100085315.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETW52, C.4 - ISIN: US3133ETW528, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19005305.70
- **C.18.a - Value (excl. sponsor support):** $19005305.70
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-11-19
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETY43, C.4 - ISIN: US3133ETY433, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $130027991.60
- **C.18.a - Value (excl. sponsor support):** $130027991.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-11-26
- **C.13 - Final Legal Maturity Date:** 2027-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 144: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAK6, C.4 - ISIN: US3133EWAK63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $114993545.05
- **C.18.a - Value (excl. sponsor support):** $114993545.05
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-20
- **C.13 - Final Legal Maturity Date:** 2028-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBJ8, C.4 - ISIN: US3133EWBJ81, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89998560.00
- **C.18.a - Value (excl. sponsor support):** $89998560.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-28
- **C.13 - Final Legal Maturity Date:** 2028-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBX7, C.4 - ISIN: US3133EWBX75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $16503557.73
- **C.18.a - Value (excl. sponsor support):** $16503557.73
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-03
- **C.13 - Final Legal Maturity Date:** 2028-01-03
- **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 147: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCS7, C.4 - ISIN: US3133EWCS71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49998975.00
- **C.18.a - Value (excl. sponsor support):** $49998975.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDN7, C.4 - ISIN: US3133EWDN75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45015681.15
- **C.18.a - Value (excl. sponsor support):** $45015681.15
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWEA4, C.4 - ISIN: US3133EWEA46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49999215.50
- **C.18.a - Value (excl. sponsor support):** $49999215.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 150: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWFC9, C.4 - ISIN: US3133EWFC92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $284373416.10
- **C.18.a - Value (excl. sponsor support):** $284373416.10
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2027-02-26
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWFD7, C.4 - ISIN: US3133EWFD75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $80005369.60
- **C.18.a - Value (excl. sponsor support):** $80005369.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-25
- **C.13 - Final Legal Maturity Date:** 2028-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWFP0, C.4 - ISIN: US3133EWFP06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45000223.65
- **C.18.a - Value (excl. sponsor support):** $45000223.65
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-03-02
- **C.13 - Final Legal Maturity Date:** 2028-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWGE4, C.4 - ISIN: US3133EWGE40, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $257000501.15
- **C.18.a - Value (excl. sponsor support):** $257000501.15
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-03-09
- **C.13 - Final Legal Maturity Date:** 2028-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWGG9, C.4 - ISIN: US3133EWGG97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $127588806.18
- **C.18.a - Value (excl. sponsor support):** $127588806.18
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2027-03-09
- **C.12 - Maturity Date (WAL):** 2027-03-09
- **C.13 - Final Legal Maturity Date:** 2027-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWGQ7, C.4 - ISIN: US3133EWGQ79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $29999521.50
- **C.18.a - Value (excl. sponsor support):** $29999521.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-11
- **C.13 - Final Legal Maturity Date:** 2028-01-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWGU8, C.4 - ISIN: US3133EWGU81, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $155005265.35
- **C.18.a - Value (excl. sponsor support):** $155005265.35
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-03-13
- **C.13 - Final Legal Maturity Date:** 2028-03-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWHA1, C.4 - ISIN: US3133EWHA19, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $320004713.60
- **C.18.a - Value (excl. sponsor support):** $320004713.60
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-03-17
- **C.13 - Final Legal Maturity Date:** 2028-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWHQ6, C.4 - ISIN: US3133EWHQ60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95002404.45
- **C.18.a - Value (excl. sponsor support):** $95002404.45
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-03-16
- **C.13 - Final Legal Maturity Date:** 2028-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWHW3, C.4 - ISIN: US3133EWHW39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $279996483.20
- **C.18.a - Value (excl. sponsor support):** $279996483.20
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-03-20
- **C.13 - Final Legal Maturity Date:** 2028-03-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWJA9, C.4 - ISIN: US3133EWJA90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45042956.10
- **C.18.a - Value (excl. sponsor support):** $45042956.10
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-03-24
- **C.13 - Final Legal Maturity Date:** 2028-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWJM3, C.4 - ISIN: US3133EWJM39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $224996321.25
- **C.18.a - Value (excl. sponsor support):** $224996321.25
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-03-27
- **C.13 - Final Legal Maturity Date:** 2028-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.718000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWJS0, C.4 - ISIN: US3133EWJS09, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99970076.00
- **C.18.a - Value (excl. sponsor support):** $99970076.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2027-10-27
- **C.13 - Final Legal Maturity Date:** 2027-10-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWKF6, C.4 - ISIN: US3133EWKF68, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $108972741.28
- **C.18.a - Value (excl. sponsor support):** $108972741.28
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2027-03-30
- **C.12 - Maturity Date (WAL):** 2027-03-30
- **C.13 - Final Legal Maturity Date:** 2027-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 164: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWLF5, C.4 - ISIN: US3133EWLF59, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85998495.87
- **C.18.a - Value (excl. sponsor support):** $85998495.87
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-10
- **C.13 - Final Legal Maturity Date:** 2028-04-10
- **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 165: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWMY3, C.4 - ISIN: US3133EWMY30, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $29950598.10
- **C.18.a - Value (excl. sponsor support):** $29950598.10
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-04-29
- **C.12 - Maturity Date (WAL):** 2027-04-29
- **C.13 - Final Legal Maturity Date:** 2027-04-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWMZ0, C.4 - ISIN: US3133EWMZ05, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $129997848.50
- **C.18.a - Value (excl. sponsor support):** $129997848.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-27
- **C.13 - Final Legal Maturity Date:** 2028-04-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 167: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWPQ7, C.4 - ISIN: US3133EWPQ78, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $29999907.60
- **C.18.a - Value (excl. sponsor support):** $29999907.60
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-05-15
- **C.13 - Final Legal Maturity Date:** 2028-05-15
- **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? 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. 3.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWQP8, C.4 - ISIN: US3133EWQP86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69992511.40
- **C.18.a - Value (excl. sponsor support):** $69992511.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2027-05-26
- **C.12 - Maturity Date (WAL):** 2027-05-26
- **C.13 - Final Legal Maturity Date:** 2027-05-26
- **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 169: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $141033930.24
- **C.18.a - Value (excl. sponsor support):** $141033930.24
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 170: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3V1, C.4 - ISIN: US3134HB3V11, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $268032160.00
- **C.18.a - Value (excl. sponsor support):** $268032160.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBPD7, C.4 - ISIN: US3134HBPD74, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $665065459.80
- **C.18.a - Value (excl. sponsor support):** $665065459.80
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 172: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $250106575.00
- **C.18.a - Value (excl. sponsor support):** $250106575.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $300271935.00
- **C.18.a - Value (excl. sponsor support):** $300271935.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBXW6, C.4 - ISIN: US3134HBXW63, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $250055870.00
- **C.18.a - Value (excl. sponsor support):** $250055870.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 175: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.637000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCVY2, C.4 - ISIN: US3134HCVY21, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $499002615.00
- **C.18.a - Value (excl. sponsor support):** $499002615.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2027-03-19
- **C.12 - Maturity Date (WAL):** 2027-03-19
- **C.13 - Final Legal Maturity Date:** 2027-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 176: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $50001902.50
- **C.18.a - Value (excl. sponsor support):** $50001902.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 177: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $149014628.82
- **C.18.a - Value (excl. sponsor support):** $149014628.82
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 178: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $329138614.28
- **C.18.a - Value (excl. sponsor support):** $329138614.28
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 179: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.880000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07M9, C.4 - ISIN: US3135G07M94, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $356538784.00
- **C.18.a - Value (excl. sponsor support):** $356538784.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 180: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $182982732.99
- **C.18.a - Value (excl. sponsor support):** $182982732.99
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 181: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $478169192.88
- **C.18.a - Value (excl. sponsor support):** $478169192.88
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 182: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AC5, C.4 - ISIN: US3135G1AC57, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $465384202.22
- **C.18.a - Value (excl. sponsor support):** $465384202.22
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 183: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $199068402.27
- **C.18.a - Value (excl. sponsor support):** $199068402.27
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 184: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $156017044.56
- **C.18.a - Value (excl. sponsor support):** $156017044.56
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 185: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AG6, C.4 - ISIN: US3135G1AG61, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $127027603.45
- **C.18.a - Value (excl. sponsor support):** $127027603.45
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-03-06
- **C.13 - Final Legal Maturity Date:** 2028-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 186: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AH4, C.4 - ISIN: US3135G1AH45, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $165032255.85
- **C.18.a - Value (excl. sponsor support):** $165032255.85
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-06
- **C.13 - Final Legal Maturity Date:** 2028-04-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 187: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AJ0, C.4 - ISIN: US3135G1AJ01, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $148998711.15
- **C.18.a - Value (excl. sponsor support):** $148998711.15
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-05-08
- **C.13 - Final Legal Maturity Date:** 2028-05-08
- **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 188: Fixed Income Clearing Corp. - ING Financial Markets

- **C.1 - Title:** Fixed Income Clearing Corp. - ING Financial Markets 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 45699W001, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: 45699W001_3.63_0601
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/4 NOTE U 30 | 2030-01-31      | 4.2500%  | 0.0000% | $445587200.00      | $454100406.90      | U.S. Treasuries (including strips) |
| 4 NOTE N 32     | 2032-07-31      | 4.0000%  | 0.0000% | $69950000.00       | $70002929.35       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29 | 2029-02-28      | 4.2500%  | 0.0000% | $800.00            | $812.49            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31 | 2031-07-31      | 4.1250%  | 0.0000% | $158108000.00      | $160042788.60      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28 | 2028-04-30      | 3.5000%  | 0.0000% | $299999000.00      | $298037652.20      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33 | 2033-08-15      | 3.8750%  | 0.0000% | $1000.00           | $985.32            | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28 | 2028-11-15      | 3.1250%  | 0.0000% | $100.00            | $98.01             | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53   | 2053-08-15      | 4.1250%  | 0.0000% | $43000000.00       | $37814409.77       | U.S. Treasuries (including strips) |

### Security 189: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 46799N008, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: 46799N008_3.70_0618
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.000 CLRA8769 | 2053-03-01      | 5.0000%  | 0.0000% | $2108797.70        | $2103137.45        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CNRD5285 | 2036-02-01      | 4.5000%  | 0.0000% | $3107851.73        | $3115590.28        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX1750 | 2054-12-01      | 5.0000%  | 0.0000% | $13410490.36       | $13308287.53       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX2526 | 2055-01-01      | 6.5000%  | 0.0000% | $2739.31           | $2856.87           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX4774 | 2055-02-01      | 5.5000%  | 0.0000% | $347485.50         | $353116.78         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX6393 | 2055-02-01      | 7.0000%  | 0.0000% | $2153222.87        | $2337225.33        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX7600 | 2055-02-01      | 5.0000%  | 0.0000% | $1014.38           | $1008.32           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY1154 | 2055-04-01      | 5.5000%  | 0.0000% | $52106276.41       | $52918810.12       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5278 | 2055-06-01      | 6.0000%  | 0.0000% | $40391421.24       | $41651337.39       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY4864 | 2055-06-01      | 6.0000%  | 0.0000% | $3596358.59        | $3687442.37        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY6287 | 2055-06-01      | 5.5000%  | 0.0000% | $3712242.86        | $3754762.06        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5922 | 2055-06-01      | 6.0000%  | 0.0000% | $24381963.12       | $25345993.44       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY6308 | 2055-06-01      | 6.0000%  | 0.0000% | $12861721.10       | $13360018.47       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY6514 | 2055-06-01      | 6.0000%  | 0.0000% | $1059900.27        | $1104011.91        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4945 | 2055-10-01      | 6.0000%  | 0.0000% | $52180629.30       | $53492641.67       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL2048 | 2055-08-01      | 5.0000%  | 0.0000% | $34610817.74       | $34412390.08       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ2826 | 2035-01-01      | 4.4350%  | 0.0000% | $38737494.69       | $38261195.66       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5022 | 2032-09-01      | 4.1800%  | 0.0000% | $36359600.00       | $35735600.58       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL4394 | 2056-01-01      | 5.5000%  | 0.0000% | $1650354.50        | $1676093.06        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL4397 | 2052-05-01      | 3.0000%  | 0.0000% | $2009.80           | $1775.67           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0543 | 2048-08-01      | 4.5000%  | 0.0000% | $39982707.64       | $39211761.07       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT4902 | 2043-05-01      | 3.5000%  | 0.0000% | $2007018.98        | $1882206.93        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2220 | 2056-01-01      | 5.5000%  | 0.0000% | $995.73            | $1011.26           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2707 | 2053-04-01      | 5.0000%  | 0.0000% | $1459.64           | $1453.47           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3389 | 2053-07-01      | 6.0000%  | 0.0000% | $14673170.92       | $15346635.23       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD4994 | 2053-07-01      | 5.5000%  | 0.0000% | $9716562.18        | $9981588.97        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7116 | 2054-11-01      | 6.0000%  | 0.0000% | $30664810.58       | $31589559.06       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8236 | 2052-08-01      | 3.5000%  | 0.0000% | $32374.07          | $29498.55          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTB4107 | 2056-06-01      | 5.5000%  | 0.0000% | $1008.00           | $1022.43           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE6088 | 2052-07-01      | 4.5000%  | 0.0000% | $18022153.48       | $17408300.91       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE7661 | 2052-08-01      | 5.0000%  | 0.0000% | $4112864.83        | $4084436.25        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG6286 | 2053-07-01      | 5.5000%  | 0.0000% | $40231556.15       | $40772380.03       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG5553 | 2053-06-01      | 6.0000%  | 0.0000% | $10940200.06       | $11285830.15       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA2462 | 2050-04-01      | 4.0000%  | 0.0000% | $16644958.00       | $15825212.31       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI6307 | 2054-05-01      | 5.5000%  | 0.0000% | $942227.30         | $955808.36         | Agency Mortgage-Backed Securities |

### Security 190: Karlo Lacey Apartments LLC

- **C.1 - Title:** Karlo Lacey Apartments LLC 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 485913AA5, C.4 - ISIN: US485913AA56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $53120000.00
- **C.18.a - Value (excl. sponsor support):** $53120000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2066-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 191: Ken-Vin Life Co. LLC

- **C.1 - Title:** Ken-Vin Life Co. LLC 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 192: L Ward Huntley Irrevocable Life Insurance Trust u/a April 1 2021

- **C.1 - Title:** L Ward Huntley Irrevocable Life Insurance Trust u/a April 1 2021 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 50248DAA6, C.4 - ISIN: US50248DAA63, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $21350000.00
- **C.18.a - Value (excl. sponsor support):** $21350000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 193: La Mesa Senior Living LP

- **C.1 - Title:** La Mesa Senior Living LP 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 503667AA5, C.4 - ISIN: US503667AA54, C.3 - LEI: 549300MT3J8CYDB9JX03
- **C.18 - Value (incl. sponsor support):** $48125000.00
- **C.18.a - Value (excl. sponsor support):** $48125000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 194: MBW Legacy Investments LLC

- **C.1 - Title:** MBW Legacy Investments LLC 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 55285MAB7, C.4 - ISIN: US55285MAB72, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10920000.00
- **C.18.a - Value (excl. sponsor support):** $10920000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 195: Magnolia Place Arlington LLC / MP Smokey Point LLC

- **C.1 - Title:** Magnolia Place Arlington LLC / MP Smokey Point LLC 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 55967TAA9, C.4 - ISIN: US55967TAA97, C.3 - LEI: 549300YMXOCHKGQZTQ40
- **C.18 - Value (incl. sponsor support):** $36000000.00
- **C.18.a - Value (excl. sponsor support):** $36000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2065-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 196: MUFG Securities Americas

- **C.1 - Title:** MUFG Securities Americas 3.560000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 606745008, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: 606745008_3.56_0601
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 06.000 CLFA5184 | 2054-11-01      | 6.0000%  | 0.0000% | $27464161.70       | $28154711.44       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM4070 | 2050-08-01      | 2.5000%  | 0.0000% | $30606159.57       | $26150161.17       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM6928 | 2051-04-01      | 2.0000%  | 0.0000% | $27116868.12       | $22058909.37       | Agency Mortgage-Backed Securities  |
| 05.000 FGPC G01779 G | 2035-04-01      | 5.0000%  | 0.0000% | $8893.66           | $8977.07           | Agency Mortgage-Backed Securities  |
| 05.000 FGPC G01864 G | 2034-01-01      | 5.0000%  | 0.0000% | $9287.30           | $9372.79           | Agency Mortgage-Backed Securities  |
| 05.000 FGPC G01840 G | 2035-07-01      | 5.0000%  | 0.0000% | $23338.54          | $23558.55          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G16396 G | 2033-02-01      | 3.5000%  | 0.0000% | $1970.92           | $1937.25           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G16434 G | 2033-01-01      | 3.5000%  | 0.0000% | $3841.25           | $3767.84           | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G18534 G | 2029-12-01      | 3.0000%  | 0.0000% | $3335.37           | $3282.22           | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G18575 G | 2030-11-01      | 3.0000%  | 0.0000% | $1326.30           | $1296.65           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC C91999 G | 2038-06-01      | 3.5000%  | 0.0000% | $4708.11           | $4513.13           | Agency Mortgage-Backed Securities  |
| 05.000 FGPC A90768 G | 2040-01-01      | 5.0000%  | 0.0000% | $4868.54           | $4933.75           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3908 | 2053-02-01      | 5.0000%  | 0.0000% | $24682330.90       | $24599296.80       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB3641 | 2052-05-01      | 4.5000%  | 0.0000% | $24880163.89       | $24134007.77       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5328 | 2052-12-01      | 6.5000%  | 0.0000% | $21614288.18       | $22658724.22       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7122 | 2053-09-01      | 6.0000%  | 0.0000% | $18270695.38       | $18861636.67       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4182 | 2050-11-01      | 2.0000%  | 0.0000% | $27778736.62       | $22440373.36       | Agency Mortgage-Backed Securities  |
| GNII SF MA2960 M     | 2045-07-20      | 3.0000%  | 0.0000% | $1845.65           | $1667.55           | Agency Mortgage-Backed Securities  |
| GNII SF MA4651 M     | 2047-08-20      | 3.0000%  | 0.0000% | $5614.54           | $5046.31           | Agency Mortgage-Backed Securities  |
| GNII SF MA6930 M     | 2050-10-20      | 2.0000%  | 0.0000% | $534.86            | $440.07            | Agency Mortgage-Backed Securities  |
| GNII SF MA7826 M     | 2052-01-20      | 2.0000%  | 0.0000% | $714.82            | $587.08            | Agency Mortgage-Backed Securities  |
| GNII SF MA8800 M     | 2053-04-20      | 5.0000%  | 0.0000% | $3217.65           | $3206.29           | Agency Mortgage-Backed Securities  |
| 03.000 FGPC Q45735 G | 2047-01-01      | 3.0000%  | 0.0000% | $13262604.92       | $11914903.21       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7077 | 2055-08-01      | 6.0000%  | 0.0000% | $20020565.91       | $20523956.35       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDG3589 | 2056-03-01      | 4.5000%  | 0.0000% | $21496302.87       | $20688149.36       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4919 | 2053-02-01      | 5.5000%  | 0.0000% | $23819229.54       | $24103030.37       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA0723 | 2052-03-01      | 2.0000%  | 0.0000% | $32161876.92       | $26437209.36       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1874 | 2053-04-01      | 5.0000%  | 0.0000% | $22448312.77       | $22283921.29       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2211 | 2055-06-01      | 6.0000%  | 0.0000% | $20221990.50       | $20800555.13       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA4972 | 2056-03-01      | 4.5000%  | 0.0000% | $152862470.72      | $147115606.10      | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5946 | 2056-01-01      | 6.0000%  | 0.0000% | $48895348.98       | $50124757.35       | Agency Mortgage-Backed Securities  |
| GNII SF 003545 M     | 2034-04-20      | 6.0000%  | 0.0000% | $1020.94           | $1055.01           | Agency Mortgage-Backed Securities  |
| GNII SF 003879 M     | 2036-07-20      | 6.0000%  | 0.0000% | $2370.07           | $2484.84           | Agency Mortgage-Backed Securities  |
| GNII SF 003899 M     | 2036-09-20      | 6.0000%  | 0.0000% | $3044.39           | $3198.73           | Agency Mortgage-Backed Securities  |
| GNII SF 004006 M     | 2037-07-20      | 6.0000%  | 0.0000% | $2593.81           | $2740.76           | Agency Mortgage-Backed Securities  |
| GNII JM 004239 M     | 2038-09-20      | 6.0000%  | 0.0000% | $11.33             | $11.54             | Agency Mortgage-Backed Securities  |
| GNII JM 004260 M     | 2038-10-20      | 6.0000%  | 0.0000% | $3.19              | $3.25              | Agency Mortgage-Backed Securities  |
| GNII JM 004311 M     | 2038-12-20      | 6.5000%  | 0.0000% | $6.73              | $6.80              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM4929 | 2048-03-01      | 3.5000%  | 0.0000% | $26080570.05       | $24280494.89       | Agency Mortgage-Backed Securities  |
| 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  | 0.0000% | $400.00            | $384.85            | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  | 0.0000% | $4256500.00        | $3818414.81        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  | 0.0000% | $5789200.00        | $5465812.46        | U.S. Treasuries (including strips) |
| T 4 1/8 08/15/44     | 2044-08-15      | 4.1250%  | 0.0000% | $3789800.00        | $3451309.76        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  | 0.0000% | $8282700.00        | $7912948.10        | U.S. Treasuries (including strips) |
| T 5 05/15/45         | 2045-05-15      | 5.0000%  | 0.0000% | $300.00            | $301.52            | U.S. Treasuries (including strips) |
| T 4 7/8 08/15/45     | 2045-08-15      | 4.8750%  | 0.0000% | $200.00            | $200.12            | U.S. Treasuries (including strips) |
| 4 5/8 BOND 45        | 2045-11-15      | 4.6250%  | 0.0000% | $7799400.00        | $7459763.51        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 46        | 2046-02-15      | 4.6250%  | 0.0000% | $1728000.00        | $1671421.01        | U.S. Treasuries (including strips) |
| T 5 05/15/56         | 2056-05-15      | 5.0000%  | 0.0000% | $400.00            | $401.73            | U.S. Treasuries (including strips) |
| 3 BOND 49            | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $73.17             | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  | 0.0000% | $25412600.00       | $17928913.31       | U.S. Treasuries (including strips) |
| T 1 3/8 08/15/50     | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $48.87             | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  | 0.0000% | $300.00            | $188.31            | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40        | 2040-11-15      | 1.3750%  | 0.0000% | $1561800.00        | $1001751.17        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51        | 2051-02-15      | 1.8750%  | 0.0000% | $17126400.00       | $9506401.28        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  | 0.0000% | $3300.00           | $2393.32           | U.S. Treasuries (including strips) |
| 2 BOND 51            | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $56.93             | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  | 0.0000% | $43038300.00       | $28829733.84       | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $54.45             | U.S. Treasuries (including strips) |
| 4 BOND 52            | 2052-11-15      | 4.0000%  | 0.0000% | $4280700.00        | $3639869.53        | U.S. Treasuries (including strips) |
| 4 BOND 42            | 2042-11-15      | 4.0000%  | 0.0000% | $40868600.00       | $36771471.32       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  | 0.0000% | $3249600.00        | $2609390.54        | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  | 0.0000% | $2557400.00        | $2282102.42        | U.S. Treasuries (including strips) |
| 6 1/4 BOND 30        | 2030-05-15      | 6.2500%  | 0.0000% | $600.00            | $647.35            | U.S. Treasuries (including strips) |
| 5 3/8 BOND 31        | 2031-02-15      | 5.3750%  | 0.0000% | $1200.00           | $1281.22           | U.S. Treasuries (including strips) |
| 4 1/2 BOND 36        | 2036-02-15      | 4.5000%  | 0.0000% | $247100.00         | $252538.89         | U.S. Treasuries (including strips) |
| 4 3/4 BOND 37        | 2037-02-15      | 4.7500%  | 0.0000% | $2100.00           | $2181.43           | U.S. Treasuries (including strips) |
| 5 BOND 37            | 2037-05-15      | 5.0000%  | 0.0000% | $3237000.00        | $3396290.10        | U.S. Treasuries (including strips) |
| 4 3/8 BOND 38        | 2038-02-15      | 4.3750%  | 0.0000% | $10682000.00       | $10691423.71       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  | 0.0000% | $2567700.00        | $2552809.57        | U.S. Treasuries (including strips) |
| 4 3/8 BOND 41        | 2041-05-15      | 4.3750%  | 0.0000% | $26469900.00       | $25289908.97       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43        | 2043-05-15      | 2.8750%  | 0.0000% | $1334200.00        | $1018401.20        | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43        | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $85.74             | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  | 0.0000% | $200.00            | $172.22            | U.S. Treasuries (including strips) |
| 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  | 0.0000% | $300.00            | $243.50            | U.S. Treasuries (including strips) |
| T 3 11/15/44         | 2044-11-15      | 3.0000%  | 0.0000% | $100.00            | $76.08             | U.S. Treasuries (including strips) |
| T 2 1/2 02/15/46     | 2046-02-15      | 2.5000%  | 0.0000% | $5091800.00        | $3517467.68        | U.S. Treasuries (including strips) |
| 3 BOND 47            | 2047-02-15      | 3.0000%  | 0.0000% | $4381800.00        | $3274444.26        | U.S. Treasuries (including strips) |
| 3 BOND 47            | 2047-05-15      | 3.0000%  | 0.0000% | $73500.00          | $54241.99          | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  | 0.0000% | $12752800.00       | $8930367.49        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  | 0.0000% | $100.00            | $63.21             | U.S. Treasuries (including strips) |
| 2 BOND 50            | 2050-02-15      | 2.0000%  | 0.0000% | $30784800.00       | $17930625.47       | U.S. Treasuries (including strips) |
| T 1 1/4 05/15/50     | 2050-05-15      | 1.2500%  | 0.0000% | $7928500.00        | $3732623.18        | U.S. Treasuries (including strips) |

### Security 197: MUFG Securities Americas

- **C.1 - Title:** MUFG Securities Americas 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 606745008, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: 606745008_3.63_0601
- **C.18 - Value (incl. sponsor support):** $575000000.00
- **C.18.a - Value (excl. sponsor support):** $575000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 04.500 CLBM3362 | 2044-01-01      | 4.5000%  | 0.0000% | $30266.27          | $30046.53          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBM4422 | 2048-08-01      | 5.5000%  | 0.0000% | $14992.89          | $15406.75          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM4434 | 2048-06-01      | 5.0000%  | 0.0000% | $78682.23          | $79395.79          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBM5338 | 2029-03-01      | 2.5000%  | 0.0000% | $16943.92          | $16728.23          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM4864 | 2033-05-01      | 3.5000%  | 0.0000% | $5336.41           | $5253.92           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM5084 | 2033-08-01      | 3.5000%  | 0.0000% | $60136.46          | $58883.96          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM5471 | 2045-06-01      | 3.5000%  | 0.0000% | $16329.59          | $15297.73          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5568 | 2049-02-01      | 4.5000%  | 0.0000% | $621376.69         | $609830.89         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN7664 | 2049-07-01      | 4.0000%  | 0.0000% | $1894.05           | $1801.90           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO1314 | 2049-08-01      | 3.0000%  | 0.0000% | $46667.22          | $41483.58          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO1907 | 2049-08-01      | 3.0000%  | 0.0000% | $808795.12         | $730143.30         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO2325 | 2049-09-01      | 3.5000%  | 0.0000% | $7081.84           | $6498.71           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO8944 | 2050-01-01      | 3.0000%  | 0.0000% | $43992.53          | $38548.12          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP1418 | 2050-03-01      | 3.0000%  | 0.0000% | $157134.06         | $140061.50         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBP7229 | 2050-07-01      | 2.0000%  | 0.0000% | $1573228.69        | $1275129.47        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ3132 | 2050-10-01      | 2.0000%  | 0.0000% | $587459.32         | $482975.31         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT0915 | 2051-06-01      | 2.5000%  | 0.0000% | $5224756.90        | $4418542.66        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT6727 | 2051-09-01      | 2.5000%  | 0.0000% | $14567202.65       | $12319387.78       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA5180 | 2049-02-01      | 6.0000%  | 0.0000% | $1064873.46        | $1118784.45        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA5621 | 2056-05-01      | 5.0000%  | 0.0000% | $4771659.00        | $4761952.92        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM1155 | 2032-06-01      | 2.5000%  | 0.0000% | $6488.89           | $6252.69           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM1585 | 2049-09-01      | 3.0000%  | 0.0000% | $3245.13           | $2883.84           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM2692 | 2029-11-01      | 2.5000%  | 0.0000% | $11153.96          | $11011.66          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM2549 | 2033-01-01      | 2.5000%  | 0.0000% | $17034.71          | $16504.99          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM3505 | 2050-06-01      | 2.5000%  | 0.0000% | $141441.22         | $120463.29         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3523 | 2034-11-01      | 3.0000%  | 0.0000% | $25982.85          | $25467.96          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM2743 | 2034-02-01      | 3.0000%  | 0.0000% | $112102.16         | $108651.47         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM2893 | 2044-07-01      | 4.0000%  | 0.0000% | $7469.83           | $7254.01           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM2993 | 2044-07-01      | 3.5000%  | 0.0000% | $33602.89          | $31548.68          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFM2995 | 2027-01-01      | 4.5000%  | 0.0000% | $0.13              | $0.13              | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3081 | 2033-04-01      | 3.0000%  | 0.0000% | $1183.33           | $1152.32           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM3381 | 2048-11-01      | 3.5000%  | 0.0000% | $16303.62          | $15141.21          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3462 | 2033-12-01      | 3.5000%  | 0.0000% | $62274.05          | $61121.31          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFM3463 | 2036-12-01      | 3.5000%  | 0.0000% | $10308.17          | $10003.45          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM3796 | 2048-10-01      | 4.5000%  | 0.0000% | $4400.83           | $4318.97           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4140 | 2050-09-01      | 2.5000%  | 0.0000% | $824382.44         | $704988.32         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4264 | 2050-09-01      | 2.5000%  | 0.0000% | $1633984.57        | $1372761.82        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4344 | 2050-09-01      | 2.5000%  | 0.0000% | $14165273.01       | $12006236.72       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM5425 | 2049-06-01      | 3.5000%  | 0.0000% | $7041.86           | $6507.74           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM5888 | 2044-07-01      | 5.0000%  | 0.0000% | $24525.50          | $24581.15          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM6024 | 2051-02-01      | 2.5000%  | 0.0000% | $149582.10         | $128127.76         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM6818 | 2050-08-01      | 3.5000%  | 0.0000% | $78069.62          | $71903.94          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8025 | 2051-07-01      | 2.5000%  | 0.0000% | $65999.88          | $56832.59          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8095 | 2049-02-01      | 3.0000%  | 0.0000% | $13109700.24       | $11742939.70       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM7322 | 2047-07-01      | 4.5000%  | 0.0000% | $39166.39          | $38518.58          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAE0392 | 2039-12-01      | 5.5000%  | 0.0000% | $6005.65           | $6191.34           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAE0981 | 2041-03-01      | 3.5000%  | 0.0000% | $152.49            | $143.99            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI4341 | 2036-04-01      | 5.5000%  | 0.0000% | $4973.30           | $5120.59           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI7438 | 2038-05-01      | 5.5000%  | 0.0000% | $1044.91           | $1073.17           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI7841 | 2038-07-01      | 5.5000%  | 0.0000% | $6.38              | $6.46              | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZK3339 | 2026-06-25      | 4.0000%  | 0.0000% | $3.73              | $3.73              | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZK3343 | 2026-06-25      | 4.5000%  | 0.0000% | $1.34              | $1.35              | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL254767 | 2033-06-01      | 5.5000%  | 0.0000% | $74.17             | $75.73             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL255225 | 2034-06-01      | 5.5000%  | 0.0000% | $2872.34           | $2929.89           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT257164 | 2028-04-01      | 5.5000%  | 0.0000% | $15354.42          | $15523.13          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CT257202 | 2028-04-01      | 4.5000%  | 0.0000% | $1123.75           | $1124.65           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL357342 | 2033-02-01      | 5.5000%  | 0.0000% | $92028.06          | $93689.79          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL555591 | 2033-07-01      | 5.5000%  | 0.0000% | $540.61            | $549.51            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT7263 | 2051-09-01      | 2.5000%  | 0.0000% | $4520.20           | $3801.91           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBT9375 | 2051-11-01      | 2.0000%  | 0.0000% | $11060705.93       | $9015609.67        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV8463 | 2052-04-01      | 2.5000%  | 0.0000% | $298224.19         | $251458.00         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1290 | 2052-10-01      | 5.0000%  | 0.0000% | $3553.83           | $3527.81           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6306 | 2052-08-01      | 5.0000%  | 0.0000% | $146402.84         | $146399.01         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX0804 | 2052-11-01      | 5.5000%  | 0.0000% | $18751.91          | $19362.15          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0091 | 2052-10-01      | 5.0000%  | 0.0000% | $1253044.42        | $1242204.19        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0571 | 2052-11-01      | 5.0000%  | 0.0000% | $6875025.45        | $6861797.14        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX1225 | 2052-10-01      | 5.5000%  | 0.0000% | $132889.81         | $135839.40         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM7323 | 2047-07-01      | 5.0000%  | 0.0000% | $63849.69          | $64621.57          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM7311 | 2049-03-01      | 4.5000%  | 0.0000% | $167412.26         | $163365.91         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7340 | 2049-07-01      | 4.0000%  | 0.0000% | $3881.70           | $3664.05           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM7418 | 2051-06-01      | 2.5000%  | 0.0000% | $25956.93          | $22285.18          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM7482 | 2048-04-01      | 4.5000%  | 0.0000% | $31679.16          | $31449.17          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7461 | 2050-08-01      | 4.0000%  | 0.0000% | $928.43            | $882.30            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM7646 | 2048-05-01      | 4.5000%  | 0.0000% | $1343.76           | $1327.91           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7756 | 2036-06-01      | 2.0000%  | 0.0000% | $4652.30           | $4281.66           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM8356 | 2050-10-01      | 5.0000%  | 0.0000% | $703767.67         | $706237.11         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8613 | 2050-11-01      | 3.0000%  | 0.0000% | $100573.17         | $90040.18          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM9813 | 2051-11-01      | 2.0000%  | 0.0000% | $14176.78          | $11408.81          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM9079 | 2051-10-01      | 2.0000%  | 0.0000% | $15481830.97       | $12672583.94       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM9138 | 2050-03-01      | 4.0000%  | 0.0000% | $4902.63           | $4616.94           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM9141 | 2049-06-01      | 4.5000%  | 0.0000% | $4614.56           | $4538.23           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM9192 | 2050-06-01      | 5.0000%  | 0.0000% | $742510.00         | $745374.52         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM9498 | 2048-05-01      | 4.5000%  | 0.0000% | $1574.97           | $1563.53           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM9645 | 2049-11-01      | 4.5000%  | 0.0000% | $1338968.34        | $1313092.78        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM9681 | 2051-08-01      | 4.0000%  | 0.0000% | $437.93            | $416.76            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFS0833 | 2038-06-01      | 3.0000%  | 0.0000% | $4972.89           | $4793.49           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS0838 | 2052-01-01      | 3.5000%  | 0.0000% | $5688.50           | $5262.24           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0879 | 2052-03-01      | 2.5000%  | 0.0000% | $75315.43          | $64140.99          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS0015 | 2050-01-01      | 4.0000%  | 0.0000% | $13598.70          | $12949.92          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0373 | 2052-01-01      | 2.5000%  | 0.0000% | $45539.90          | $39003.76          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0392 | 2052-01-01      | 2.5000%  | 0.0000% | $102886.67         | $86310.03          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0523 | 2052-02-01      | 2.5000%  | 0.0000% | $366455.20         | $313489.39         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0605 | 2052-02-01      | 2.5000%  | 0.0000% | $93152.56          | $79641.94          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0649 | 2051-12-01      | 2.5000%  | 0.0000% | $1068586.05        | $903522.04         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0675 | 2052-02-01      | 3.0000%  | 0.0000% | $14388.18          | $12620.93          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS1015 | 2052-02-01      | 2.0000%  | 0.0000% | $607125.80         | $495405.88         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1429 | 2052-04-01      | 3.5000%  | 0.0000% | $9490869.03        | $8647892.15        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1475 | 2052-04-01      | 3.5000%  | 0.0000% | $56478.53          | $52029.22          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2616 | 2052-08-01      | 5.0000%  | 0.0000% | $796231.23         | $795479.50         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1812 | 2052-05-01      | 4.0000%  | 0.0000% | $11372649.43       | $10764907.68       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFS1845 | 2029-12-01      | 3.5000%  | 0.0000% | $245267.19         | $243010.79         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1891 | 2050-01-01      | 4.0000%  | 0.0000% | $62509.54          | $59372.76          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS2041 | 2051-08-01      | 2.0000%  | 0.0000% | $416842.43         | $335998.16         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2098 | 2050-12-01      | 3.0000%  | 0.0000% | $21527.37          | $19050.05          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS2321 | 2052-02-01      | 2.5000%  | 0.0000% | $9931.77           | $8397.64           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS2386 | 2051-08-01      | 2.0000%  | 0.0000% | $85421.80          | $70267.51          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTFS2490 | 2038-10-01      | 5.5000%  | 0.0000% | $1716.05           | $1733.17           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFS2948 | 2037-09-01      | 4.5000%  | 0.0000% | $7926.66           | $7962.17           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3043 | 2052-10-01      | 4.5000%  | 0.0000% | $263054.97         | $255008.11         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS3056 | 2052-10-01      | 2.0000%  | 0.0000% | $23120.40          | $18520.26          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3120 | 2052-09-01      | 5.0000%  | 0.0000% | $297965.13         | $296257.46         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3245 | 2052-11-01      | 5.5000%  | 0.0000% | $2549670.41        | $2584748.21        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3303 | 2052-05-01      | 2.5000%  | 0.0000% | $276955.10         | $236365.79         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3332 | 2052-12-01      | 5.5000%  | 0.0000% | $9484611.94        | $9692398.71        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS3312 | 2037-03-01      | 2.0000%  | 0.0000% | $589.08            | $542.53            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  | 0.0000% | $105863.32         | $92738.31          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS4480 | 2050-03-01      | 4.5000%  | 0.0000% | $206668.07         | $203305.17         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0577 | 2029-02-01      | 6.5000%  | 0.0000% | $0.90              | $0.94              | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZA2629 | 2026-06-25      | 4.0000%  | 0.0000% | $7.01              | $7.01              | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZA2469 | 2037-08-01      | 3.5000%  | 0.0000% | $6103.33           | $5857.93           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2149 | 2038-06-01      | 5.5000%  | 0.0000% | $739.20            | $760.74            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS2442 | 2038-04-01      | 6.5000%  | 0.0000% | $1.34              | $1.41              | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS2707 | 2039-02-01      | 5.0000%  | 0.0000% | $460.22            | $465.80            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS3881 | 2041-06-01      | 5.5000%  | 0.0000% | $115.51            | $119.16            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4715 | 2047-04-01      | 4.5000%  | 0.0000% | $5533.85           | $5430.86           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS7156 | 2026-11-01      | 4.5000%  | 0.0000% | $6.82              | $6.83              | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS7187 | 2027-09-01      | 4.0000%  | 0.0000% | $5.94              | $5.94              | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6315 | 2026-06-25      | 4.5000%  | 0.0000% | $4.61              | $4.61              | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6362 | 2026-09-01      | 4.5000%  | 0.0000% | $1.18              | $1.18              | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6335 | 2026-09-01      | 4.0000%  | 0.0000% | $11.45             | $11.45             | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6365 | 2026-07-01      | 4.0000%  | 0.0000% | $5.08              | $5.08              | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6374 | 2026-11-01      | 4.0000%  | 0.0000% | $6.14              | $6.14              | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6427 | 2026-07-01      | 4.0000%  | 0.0000% | $0.00              | $0.00              | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6418 | 2026-09-01      | 4.5000%  | 0.0000% | $0.84              | $0.84              | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6447 | 2027-02-01      | 4.0000%  | 0.0000% | $8.31              | $8.31              | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6543 | 2026-06-25      | 4.5000%  | 0.0000% | $0.14              | $0.14              | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6590 | 2027-05-01      | 4.0000%  | 0.0000% | $0.68              | $0.68              | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6609 | 2026-09-01      | 4.5000%  | 0.0000% | $7.50              | $7.51              | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6837 | 2026-09-01      | 4.5000%  | 0.0000% | $0.56              | $0.56              | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6840 | 2026-09-01      | 4.5000%  | 0.0000% | $0.01              | $0.01              | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6911 | 2026-06-25      | 4.5000%  | 0.0000% | $0.45              | $0.45              | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS7031 | 2028-11-01      | 4.0000%  | 0.0000% | $0.15              | $0.15              | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL589499 | 2031-08-01      | 6.5000%  | 0.0000% | $681.74            | $710.88            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL596462 | 2031-08-01      | 6.5000%  | 0.0000% | $0.70              | $0.73              | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAH6622 | 2041-03-01      | 4.0000%  | 0.0000% | $13395.03          | $13030.11          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAI4867 | 2026-06-25      | 4.0000%  | 0.0000% | $11.29             | $11.29             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAI8921 | 2026-08-01      | 4.0000%  | 0.0000% | $8.17              | $8.18              | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAI9532 | 2041-09-01      | 5.5000%  | 0.0000% | $63015.09          | $64350.87          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAJ5299 | 2041-11-01      | 4.0000%  | 0.0000% | $39105.88          | $37895.40          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAJ7689 | 2041-12-01      | 4.0000%  | 0.0000% | $10832.50          | $10497.19          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAJ8147 | 2026-12-01      | 3.5000%  | 0.0000% | $1172.13           | $1170.91           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAL0814 | 2040-06-01      | 6.5000%  | 0.0000% | $9529.50           | $10176.42          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL0842 | 2026-09-01      | 4.0000%  | 0.0000% | $107.61            | $107.66            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL0848 | 2026-09-01      | 4.0000%  | 0.0000% | $6.91              | $6.91              | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL0475 | 2035-03-01      | 5.5000%  | 0.0000% | $126552.55         | $128607.10         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL0720 | 2026-07-01      | 4.5000%  | 0.0000% | $3.75              | $3.75              | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL0904 | 2038-01-01      | 5.5000%  | 0.0000% | $275861.82         | $280305.34         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL1083 | 2026-07-01      | 4.5000%  | 0.0000% | $3.52              | $3.52              | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL1124 | 2026-10-01      | 4.5000%  | 0.0000% | $1.46              | $1.47              | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL1174 | 2026-11-01      | 4.0000%  | 0.0000% | $6.29              | $6.29              | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL2629 | 2039-06-01      | 5.0000%  | 0.0000% | $80174.18          | $81144.20          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL2689 | 2027-02-01      | 4.0000%  | 0.0000% | $8.49              | $8.50              | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL1900 | 2026-08-01      | 4.5000%  | 0.0000% | $5.81              | $5.81              | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAL3041 | 2028-02-01      | 2.0000%  | 0.0000% | $29720.10          | $29268.16          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAL3104 | 2028-01-01      | 2.5000%  | 0.0000% | $120.93            | $119.70            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL4398 | 2026-08-01      | 4.0000%  | 0.0000% | $5.39              | $5.39              | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL4309 | 2028-10-01      | 4.0000%  | 0.0000% | $22916.79          | $22879.69          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL4898 | 2027-01-01      | 4.5000%  | 0.0000% | $6.23              | $6.24              | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL6204 | 2029-02-01      | 4.0000%  | 0.0000% | $9.59              | $9.52              | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL5957 | 2027-05-01      | 4.0000%  | 0.0000% | $4.93              | $4.93              | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL6132 | 2029-03-01      | 4.5000%  | 0.0000% | $3.60              | $3.61              | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL6105 | 2029-12-01      | 4.0000%  | 0.0000% | $6254.02           | $6230.44           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL6449 | 2027-01-01      | 4.5000%  | 0.0000% | $6.00              | $6.01              | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL6841 | 2029-02-01      | 4.0000%  | 0.0000% | $295.74            | $295.50            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL7970 | 2029-04-01      | 4.0000%  | 0.0000% | $4.76              | $4.75              | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL7299 | 2027-08-01      | 4.0000%  | 0.0000% | $0.41              | $0.41              | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL7387 | 2029-07-01      | 4.0000%  | 0.0000% | $3.67              | $3.66              | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL7389 | 2029-03-01      | 4.0000%  | 0.0000% | $6.20              | $6.20              | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL7661 | 2045-10-01      | 4.5000%  | 0.0000% | $8809.12           | $8663.41           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL7688 | 2030-11-01      | 3.5000%  | 0.0000% | $60555.91          | $60055.80          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAL9021 | 2030-08-01      | 2.0000%  | 0.0000% | $51575.96          | $50603.37          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAL9065 | 2031-09-01      | 3.0000%  | 0.0000% | $547343.29         | $533584.90         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL9153 | 2046-09-01      | 3.5000%  | 0.0000% | $8479.07           | $7989.57           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL9421 | 2031-03-01      | 4.0000%  | 0.0000% | $339833.30         | $339609.39         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL9432 | 2046-10-01      | 3.0000%  | 0.0000% | $9939.24           | $8906.99           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL9746 | 2027-01-01      | 4.5000%  | 0.0000% | $0.57              | $0.58              | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL9971 | 2027-01-01      | 4.5000%  | 0.0000% | $1.48              | $1.48              | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL8173 | 2044-02-01      | 5.0000%  | 0.0000% | $41198.15          | $41765.65          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL8214 | 2029-03-01      | 4.0000%  | 0.0000% | $0.39              | $0.39              | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAO4078 | 2027-05-01      | 3.0000%  | 0.0000% | $2237.00           | $2226.82           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX4163 | 2052-12-01      | 5.5000%  | 0.0000% | $30605.93          | $31132.50          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX6441 | 2053-02-01      | 6.5000%  | 0.0000% | $151309.88         | $157962.15         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY0545 | 2053-05-01      | 5.0000%  | 0.0000% | $583947.34         | $578486.78         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY3414 | 2053-06-01      | 5.0000%  | 0.0000% | $812427.30         | $805228.30         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY8469 | 2053-08-01      | 5.5000%  | 0.0000% | $47828.53          | $48409.01          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA0386 | 2047-09-01      | 4.0000%  | 0.0000% | $326089.81         | $310818.40         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA1092 | 2033-02-01      | 3.0000%  | 0.0000% | $237933.61         | $229259.34         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2575 | 2048-11-01      | 4.5000%  | 0.0000% | $16008.28          | $15678.94          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1988 | 2048-07-01      | 4.5000%  | 0.0000% | $3000.24           | $2941.45           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2054 | 2048-07-01      | 4.5000%  | 0.0000% | $166.19            | $162.92            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2044 | 2048-07-01      | 4.5000%  | 0.0000% | $12050.48          | $11814.39          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2208 | 2048-08-01      | 4.5000%  | 0.0000% | $214022.79         | $208543.81         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA2219 | 2048-08-01      | 5.0000%  | 0.0000% | $5852.78           | $5895.03           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA3804 | 2049-07-01      | 2.5000%  | 0.0000% | $9188.51           | $7900.69           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA4185 | 2049-09-01      | 4.5000%  | 0.0000% | $216530.81         | $210530.74         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA5740 | 2050-05-01      | 3.5000%  | 0.0000% | $6762.81           | $6238.49           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6028 | 2050-06-01      | 2.5000%  | 0.0000% | $173427.62         | $148474.76         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3614 | 2052-02-01      | 2.5000%  | 0.0000% | $3159863.91        | $2685607.66        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3698 | 2052-11-01      | 5.5000%  | 0.0000% | $27154.95          | $27756.29          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3925 | 2053-03-01      | 5.5000%  | 0.0000% | $68836.58          | $70286.47          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4039 | 2053-02-01      | 5.5000%  | 0.0000% | $754649.59         | $766862.67         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS4196 | 2050-10-02      | 4.5000%  | 0.0000% | $594286.89         | $581882.34         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS4233 | 2052-12-01      | 4.5000%  | 0.0000% | $118826.75         | $114789.61         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS5387 | 2052-05-01      | 2.5000%  | 0.0000% | $17209.36          | $14436.44          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4530 | 2037-08-01      | 5.5000%  | 0.0000% | $8945.71           | $9116.18           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4531 | 2052-11-01      | 5.5000%  | 0.0000% | $135997.15         | $140515.76         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS4692 | 2037-04-01      | 3.0000%  | 0.0000% | $323576.62         | $312815.54         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS5133 | 2051-09-01      | 3.0000%  | 0.0000% | $321540.89         | $281541.95         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5120 | 2053-07-01      | 6.0000%  | 0.0000% | $252972.52         | $264583.11         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5155 | 2053-07-01      | 5.0000%  | 0.0000% | $246155.85         | $247004.82         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5632 | 2053-09-01      | 5.5000%  | 0.0000% | $791130.05         | $808245.18         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5678 | 2052-12-01      | 5.5000%  | 0.0000% | $368455.15         | $372920.01         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5777 | 2053-08-01      | 5.5000%  | 0.0000% | $8426843.96        | $8502835.37        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5782 | 2053-08-01      | 6.0000%  | 0.0000% | $772999.70         | $797970.43         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5752 | 2053-09-01      | 6.0000%  | 0.0000% | $10271.51          | $10650.58          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5890 | 2053-10-01      | 6.0000%  | 0.0000% | $260460.95         | $268466.66         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6107 | 2053-11-01      | 5.5000%  | 0.0000% | $11861.76          | $12119.49          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS7160 | 2054-02-01      | 6.5000%  | 0.0000% | $616347.94         | $652898.94         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS6333 | 2052-10-01      | 4.0000%  | 0.0000% | $482793.72         | $458812.93         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS6456 | 2053-11-01      | 6.0000%  | 0.0000% | $79230.84          | $82600.26          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS6485 | 2051-12-01      | 3.0000%  | 0.0000% | $1672432.92        | $1475670.07        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFS6523 | 2038-12-01      | 5.5000%  | 0.0000% | $168640.77         | $172564.67         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS6605 | 2052-06-01      | 2.0000%  | 0.0000% | $86714.76          | $69464.21          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS6631 | 2052-07-01      | 2.5000%  | 0.0000% | $71186.09          | $59716.83          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6668 | 2053-12-01      | 5.5000%  | 0.0000% | $44901.36          | $45391.59          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS7206 | 2054-02-01      | 5.5000%  | 0.0000% | $44568.28          | $45550.24          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  | 0.0000% | $716899.51         | $711206.53         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7274 | 2054-02-01      | 5.0000%  | 0.0000% | $43882.49          | $43396.53          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7280 | 2053-03-01      | 5.0000%  | 0.0000% | $682624.03         | $679585.59         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7303 | 2053-07-01      | 5.0000%  | 0.0000% | $407379.61         | $403349.36         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS7367 | 2054-03-01      | 5.5000%  | 0.0000% | $334943.08         | $342239.07         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTFS7374 | 2044-02-01      | 6.0000%  | 0.0000% | $1872810.67        | $1919900.00        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS7713 | 2054-04-01      | 6.0000%  | 0.0000% | $324784.73         | $338174.20         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS7744 | 2054-04-01      | 6.5000%  | 0.0000% | $42313.00          | $44912.44          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS7757 | 2052-02-01      | 2.5000%  | 0.0000% | $1034448.53        | $870451.66         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS7898 | 2038-10-01      | 6.5000%  | 0.0000% | $1089673.11        | $1136246.34        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS7940 | 2053-09-01      | 4.5000%  | 0.0000% | $306663.32         | $299027.40         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS8868 | 2053-02-01      | 5.0000%  | 0.0000% | $10638231.20       | $10560868.80       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS8874 | 2052-06-01      | 3.0000%  | 0.0000% | $20474.66          | $17927.47          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS7240 | 2027-05-01      | 4.0000%  | 0.0000% | $6.25              | $6.25              | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS7666 | 2029-07-01      | 4.0000%  | 0.0000% | $5279.92           | $5273.06           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS7848 | 2029-07-01      | 4.0000%  | 0.0000% | $0.36              | $0.36              | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8633 | 2031-12-01      | 3.0000%  | 0.0000% | $282.14            | $274.04            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CISB0257 | 2033-11-01      | 4.0000%  | 0.0000% | $4.80              | $4.80              | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAP6062 | 2028-07-01      | 2.0000%  | 0.0000% | $4906.13           | $4805.71           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAQ9339 | 2028-01-01      | 2.5000%  | 0.0000% | $18447.70          | $18255.87          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR0739 | 2043-01-01      | 3.0000%  | 0.0000% | $43108.22          | $39324.75          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAR1729 | 2043-02-01      | 4.0000%  | 0.0000% | $18578.37          | $17949.61          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR0938 | 2043-01-01      | 3.0000%  | 0.0000% | $3535.02           | $3219.21           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR1270 | 2043-01-01      | 3.0000%  | 0.0000% | $2969.87           | $2706.86           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR6839 | 2043-02-01      | 3.0000%  | 0.0000% | $9835.77           | $8997.11           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR7399 | 2043-06-01      | 3.0000%  | 0.0000% | $72531.50          | $65942.98          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR9197 | 2043-03-01      | 3.0000%  | 0.0000% | $220514.28         | $201570.64         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAS0765 | 2028-10-01      | 3.5000%  | 0.0000% | $46348.40          | $46103.32          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS2946 | 2044-07-01      | 4.0000%  | 0.0000% | $27973.45          | $26764.47          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS3154 | 2044-08-01      | 4.0000%  | 0.0000% | $997.70            | $955.68            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS5121 | 2045-06-01      | 4.0000%  | 0.0000% | $8915.57           | $8532.71           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAS6269 | 2030-12-01      | 2.5000%  | 0.0000% | $2241.66           | $2166.38           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS5952 | 2045-10-01      | 4.5000%  | 0.0000% | $11340.90          | $11153.29          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7860 | 2046-09-01      | 3.0000%  | 0.0000% | $616767.31         | $559310.71         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAS8884 | 2032-02-01      | 3.5000%  | 0.0000% | $58661.83          | $57684.65          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAS8251 | 2031-11-01      | 2.0000%  | 0.0000% | $47940.02          | $45631.35          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  | 0.0000% | $136705.48         | $122483.92         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8299 | 2046-11-01      | 3.0000%  | 0.0000% | $23942.71          | $21662.25          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAS8388 | 2031-11-01      | 2.5000%  | 0.0000% | $874146.52         | $840714.30         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTAS8438 | 2036-12-01      | 3.0000%  | 0.0000% | $10586.42          | $10013.28          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8623 | 2047-01-01      | 3.0000%  | 0.0000% | $59257.03          | $53319.67          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTAS8740 | 2037-02-01      | 3.5000%  | 0.0000% | $11314.31          | $10894.75          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9459 | 2047-04-01      | 4.5000%  | 0.0000% | $203.67            | $200.00            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS9588 | 2047-05-01      | 4.0000%  | 0.0000% | $53673.74          | $51058.81          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9760 | 2047-06-01      | 4.5000%  | 0.0000% | $90296.09          | $88578.39          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9990 | 2047-07-01      | 4.5000%  | 0.0000% | $41999.98          | $41201.06          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAT5899 | 2043-06-01      | 3.0000%  | 0.0000% | $3254.80           | $2969.12           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAT5992 | 2043-04-01      | 3.0000%  | 0.0000% | $102410.44         | $93517.46          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAU1629 | 2043-07-01      | 3.0000%  | 0.0000% | $901744.23         | $822879.78         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAU1632 | 2043-07-01      | 3.0000%  | 0.0000% | $38586.07          | $35223.42          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAU6677 | 2028-09-01      | 2.5000%  | 0.0000% | $3381.59           | $3330.13           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAV1832 | 2028-11-01      | 3.5000%  | 0.0000% | $34405.20          | $34096.66          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAX5294 | 2027-01-01      | 4.0000%  | 0.0000% | $5.56              | $5.56              | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6635 | 2050-08-01      | 2.5000%  | 0.0000% | $152658.41         | $130962.66         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7240 | 2050-10-01      | 2.5000%  | 0.0000% | $2883.15           | $2471.05           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7528 | 2050-10-01      | 2.5000%  | 0.0000% | $812176.45         | $683344.51         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7736 | 2050-11-01      | 2.5000%  | 0.0000% | $62076.15          | $52767.36          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8895 | 2051-02-01      | 2.5000%  | 0.0000% | $200519.94         | $168729.99         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8256 | 2050-12-01      | 2.5000%  | 0.0000% | $6168.18           | $5180.12           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA9038 | 2051-02-01      | 2.5000%  | 0.0000% | $175959.08         | $150757.07         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0838 | 2046-06-01      | 2.5000%  | 0.0000% | $111249.25         | $95766.07          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0415 | 2051-05-01      | 2.5000%  | 0.0000% | $49578.22          | $41920.10          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0440 | 2051-05-01      | 2.5000%  | 0.0000% | $36048.51          | $30813.34          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0517 | 2051-05-01      | 2.5000%  | 0.0000% | $36231.17          | $30479.64          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1784 | 2051-10-01      | 2.5000%  | 0.0000% | $126492.34         | $107350.81         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1637 | 2051-09-01      | 3.0000%  | 0.0000% | $319070.93         | $282106.35         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2633 | 2052-01-01      | 2.5000%  | 0.0000% | $183554.95         | $158011.34         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2635 | 2052-01-01      | 2.5000%  | 0.0000% | $156049.87         | $132140.44         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1867 | 2051-10-01      | 2.5000%  | 0.0000% | $9209144.23        | $7778074.93        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2284 | 2051-12-01      | 2.5000%  | 0.0000% | $321466.22         | $276970.30         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2357 | 2051-12-01      | 2.0000%  | 0.0000% | $99425.62          | $80595.95          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2548 | 2052-01-01      | 2.5000%  | 0.0000% | $35164.76          | $29947.48          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2556 | 2052-01-01      | 3.0000%  | 0.0000% | $8526.68           | $7479.21           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3582 | 2052-05-01      | 3.0000%  | 0.0000% | $761.26            | $671.75            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2854 | 2052-02-01      | 2.5000%  | 0.0000% | $53601.31          | $46267.81          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2863 | 2052-02-01      | 2.5000%  | 0.0000% | $34904.85          | $30252.50          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB3915 | 2052-06-01      | 4.5000%  | 0.0000% | $57974.59          | $56064.67          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4030 | 2052-06-01      | 4.5000%  | 0.0000% | $501163.33         | $486018.18         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4036 | 2052-07-01      | 5.0000%  | 0.0000% | $26018.01          | $25979.47          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8968 | 2054-09-01      | 6.0000%  | 0.0000% | $20764.54          | $21384.00          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS8105 | 2052-10-01      | 2.0000%  | 0.0000% | $7029.30           | $5653.21           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8151 | 2054-06-01      | 6.0000%  | 0.0000% | $190230.30         | $197808.44         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8210 | 2054-05-01      | 6.0000%  | 0.0000% | $61371.74          | $64218.57          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8280 | 2053-05-01      | 6.0000%  | 0.0000% | $8411683.57        | $8669044.63        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS8459 | 2053-09-01      | 5.0000%  | 0.0000% | $1414906.69        | $1399435.95        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS8487 | 2054-01-01      | 4.5000%  | 0.0000% | $168420.46         | $163355.89         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS8686 | 2053-07-01      | 2.5000%  | 0.0000% | $53988.34          | $45632.27          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS9013 | 2052-06-01      | 3.0000%  | 0.0000% | $67173.17          | $58901.69          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9121 | 2054-08-01      | 5.5000%  | 0.0000% | $447350.17         | $454457.57         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS9126 | 2053-02-01      | 5.0000%  | 0.0000% | $377421.21         | $374637.68         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS9102 | 2054-02-01      | 5.0000%  | 0.0000% | $55458.85          | $54971.19          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS9366 | 2052-04-01      | 2.5000%  | 0.0000% | $10457.01          | $8825.24           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS9388 | 2050-02-01      | 4.0000%  | 0.0000% | $2361272.62        | $2226519.78        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS9443 | 2054-02-01      | 4.5000%  | 0.0000% | $445784.22         | $430061.41         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS9447 | 2053-12-01      | 6.0000%  | 0.0000% | $1580587.76        | $1633816.69        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFS9460 | 2039-10-01      | 5.5000%  | 0.0000% | $11162.21          | $11490.91          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS9717 | 2054-07-01      | 6.0000%  | 0.0000% | $3606690.74        | $3720282.26        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0577 | 2055-06-01      | 6.0000%  | 0.0000% | $370736.04         | $387754.56         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1018 | 2055-09-01      | 5.5000%  | 0.0000% | $340520.00         | $344921.83         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889219 | 2038-03-01      | 6.0000%  | 0.0000% | $33623.14          | $35618.80          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL888832 | 2037-11-01      | 6.5000%  | 0.0000% | $11750.58          | $12549.79          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL889641 | 2037-08-01      | 5.5000%  | 0.0000% | $3986.43           | $4055.46           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL889992 | 2038-06-01      | 5.5000%  | 0.0000% | $128312.70         | $132462.68         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CI890611 | 2027-01-01      | 4.5000%  | 0.0000% | $0.57              | $0.57              | Agency Mortgage-Backed Securities |
| FNMS 04.000 CI890805 | 2031-03-01      | 4.0000%  | 0.0000% | $30.40             | $30.34             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CI890786 | 2032-06-01      | 3.5000%  | 0.0000% | $201553.41         | $197923.88         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL907830 | 2037-02-01      | 6.0000%  | 0.0000% | $45645.74          | $47722.84          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL909897 | 2037-03-01      | 6.0000%  | 0.0000% | $4135.50           | $4310.21           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL909175 | 2038-04-01      | 5.5000%  | 0.0000% | $7296.08           | $7535.16           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1588 | 2052-09-01      | 5.0000%  | 0.0000% | $5283.36           | $5268.46           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5299 | 2054-04-01      | 6.0000%  | 0.0000% | $3931.69           | $4074.12           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL711203 | 2033-05-01      | 5.5000%  | 0.0000% | $278.56            | $280.92            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL725948 | 2034-10-01      | 5.5000%  | 0.0000% | $85.83             | $86.56             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL731967 | 2033-09-01      | 5.5000%  | 0.0000% | $144.71            | $148.63            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL735224 | 2035-02-01      | 5.5000%  | 0.0000% | $3877.75           | $3947.85           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL735871 | 2035-07-01      | 5.5000%  | 0.0000% | $3275.98           | $3330.50           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL745256 | 2036-02-01      | 6.0000%  | 0.0000% | $55648.18          | $57456.28          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL745257 | 2036-01-01      | 6.0000%  | 0.0000% | $2867.11           | $3014.66           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL750160 | 2033-09-01      | 5.5000%  | 0.0000% | $405.27            | $408.71            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL755617 | 2034-01-01      | 5.5000%  | 0.0000% | $800.82            | $807.61            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL759666 | 2031-04-01      | 6.5000%  | 0.0000% | $0.58              | $0.61              | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL773571 | 2034-05-01      | 5.5000%  | 0.0000% | $2885.72           | $2910.20           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL780213 | 2034-05-01      | 5.5000%  | 0.0000% | $3989.68           | $4023.52           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL782335 | 2034-05-01      | 5.5000%  | 0.0000% | $5954.12           | $6004.63           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL797544 | 2035-04-01      | 6.0000%  | 0.0000% | $1643.06           | $1684.38           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL816268 | 2035-03-01      | 5.5000%  | 0.0000% | $262.07            | $264.29            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL825392 | 2035-06-01      | 5.5000%  | 0.0000% | $31970.39          | $32241.62          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL848647 | 2036-01-01      | 5.5000%  | 0.0000% | $5072.72           | $5241.95           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL879772 | 2036-02-01      | 6.0000%  | 0.0000% | $1583.89           | $1638.71           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL881250 | 2036-09-01      | 5.5000%  | 0.0000% | $3395.00           | $3499.86           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA0353 | 2053-11-01      | 5.5000%  | 0.0000% | $92194.90          | $93092.40          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA2798 | 2054-04-01      | 6.0000%  | 0.0000% | $644357.35         | $662181.99         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA4979 | 2053-11-01      | 6.0000%  | 0.0000% | $51910.81          | $53787.68          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4113 | 2052-07-01      | 3.5000%  | 0.0000% | $25523.57          | $23370.11          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4128 | 2052-07-01      | 4.5000%  | 0.0000% | $501630.20         | $485532.88         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB4243 | 2037-07-01      | 3.5000%  | 0.0000% | $595.13            | $572.67            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5295 | 2052-12-01      | 5.5000%  | 0.0000% | $9741485.96        | $9917366.33        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4562 | 2052-09-01      | 5.0000%  | 0.0000% | $1770013.76        | $1759869.61        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4563 | 2052-09-01      | 5.0000%  | 0.0000% | $2130817.09        | $2121669.26        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4798 | 2052-10-01      | 5.0000%  | 0.0000% | $197505.88         | $196432.41         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4839 | 2052-10-01      | 5.5000%  | 0.0000% | $58318.98          | $59505.05          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB4990 | 2037-11-01      | 4.5000%  | 0.0000% | $5630.00           | $5658.29           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB4995 | 2037-10-01      | 4.5000%  | 0.0000% | $4236.18           | $4262.86           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5104 | 2052-11-01      | 4.5000%  | 0.0000% | $774762.40         | $750694.41         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5087 | 2052-11-01      | 5.5000%  | 0.0000% | $206582.39         | $211660.96         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5108 | 2052-11-01      | 5.5000%  | 0.0000% | $1252135.56        | $1273206.22        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5112 | 2052-11-01      | 5.0000%  | 0.0000% | $7242118.60        | $7211403.97        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5497 | 2053-01-01      | 6.5000%  | 0.0000% | $53324.63          | $56200.19          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5546 | 2053-01-01      | 6.5000%  | 0.0000% | $153025.48         | $159705.89         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5732 | 2053-02-01      | 5.5000%  | 0.0000% | $30081.74          | $30665.26          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5794 | 2053-03-01      | 5.0000%  | 0.0000% | $10764.88          | $10684.35          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5901 | 2053-03-01      | 5.0000%  | 0.0000% | $4429766.88        | $4410501.34        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6051 | 2053-04-01      | 4.5000%  | 0.0000% | $42059.28          | $40614.97          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6129 | 2053-04-01      | 5.0000%  | 0.0000% | $9564539.59        | $9526222.98        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6560 | 2053-06-01      | 5.5000%  | 0.0000% | $11510488.29       | $11668812.50       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6755 | 2053-07-01      | 6.0000%  | 0.0000% | $21069.33          | $21720.09          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6762 | 2053-07-01      | 6.0000%  | 0.0000% | $17067.57          | $17598.15          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6780 | 2053-07-01      | 5.0000%  | 0.0000% | $238447.03         | $236651.26         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6875 | 2053-08-01      | 6.0000%  | 0.0000% | $2879692.55        | $2991345.91        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6862 | 2053-08-01      | 5.0000%  | 0.0000% | $47641.53          | $47338.00          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6914 | 2053-08-01      | 5.5000%  | 0.0000% | $13049962.91       | $13302776.95       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB7046 | 2053-09-01      | 5.0000%  | 0.0000% | $360158.48         | $359994.93         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL916381 | 2037-05-01      | 5.5000%  | 0.0000% | $1299.63           | $1326.45           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL928847 | 2037-11-01      | 6.5000%  | 0.0000% | $403.50            | $430.87            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL934693 | 2038-12-01      | 5.5000%  | 0.0000% | $1009.56           | $1034.03           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL940765 | 2037-06-01      | 5.5000%  | 0.0000% | $11996.73          | $12380.47          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL944706 | 2037-07-01      | 6.0000%  | 0.0000% | $23601.92          | $24755.50          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL946803 | 2037-09-01      | 6.5000%  | 0.0000% | $1380.97           | $1466.41           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL948287 | 2037-07-01      | 5.5000%  | 0.0000% | $2537.91           | $2597.67           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL962064 | 2038-03-01      | 5.5000%  | 0.0000% | $19026.28          | $19607.68          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL975376 | 2038-06-01      | 5.5000%  | 0.0000% | $163044.50         | $168085.15         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL995072 | 2038-08-01      | 5.5000%  | 0.0000% | $19551.07          | $20134.61          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTAB2503 | 2031-03-01      | 4.5000%  | 0.0000% | $8341.92           | $8350.84           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB6212 | 2042-09-01      | 3.0000%  | 0.0000% | $64300.39          | $58817.71          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB5463 | 2042-06-01      | 3.0000%  | 0.0000% | $2187.02           | $2000.51           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAB8464 | 2043-02-01      | 2.5000%  | 0.0000% | $230610.24         | $202139.43         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAB8678 | 2028-03-01      | 2.0000%  | 0.0000% | $45614.41          | $44900.57          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB9809 | 2043-07-01      | 3.0000%  | 0.0000% | $47453.15          | $43258.69          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB9238 | 2043-05-01      | 3.0000%  | 0.0000% | $233389.56         | $213122.79         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB9441 | 2043-05-01      | 3.0000%  | 0.0000% | $55633.26          | $50749.96          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAC6680 | 2039-12-01      | 5.5000%  | 0.0000% | $89381.71          | $91986.99          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA0849 | 2026-08-01      | 4.0000%  | 0.0000% | $17.36             | $17.36             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA0895 | 2031-11-01      | 3.5000%  | 0.0000% | $2544.94           | $2494.05           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0511 | 2030-09-01      | 4.5000%  | 0.0000% | $3276.86           | $3279.91           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA0619 | 2040-11-03      | 5.5000%  | 0.0000% | $36437.28          | $37385.63          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0913 | 2031-11-01      | 4.5000%  | 0.0000% | $5245.43           | $5250.25           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA1084 | 2032-06-01      | 3.5000%  | 0.0000% | $1884.57           | $1843.26           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA1239 | 2032-11-01      | 3.5000%  | 0.0000% | $7757.87           | $7572.69           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA1921 | 2034-06-01      | 3.5000%  | 0.0000% | $1928.64           | $1871.29           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA2110 | 2034-12-01      | 3.5000%  | 0.0000% | $6400.56           | $6198.89           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA2321 | 2035-07-01      | 3.5000%  | 0.0000% | $21828.25          | $21102.51          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA2531 | 2036-02-01      | 3.5000%  | 0.0000% | $2331.58           | $2254.17           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA2523 | 2036-02-01      | 3.0000%  | 0.0000% | $10735.59          | $10205.82          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3496 | 2048-10-01      | 4.5000%  | 0.0000% | $14867.96          | $14532.24          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3559 | 2034-01-01      | 3.5000%  | 0.0000% | $60156.14          | $58822.98          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3593 | 2049-02-01      | 4.5000%  | 0.0000% | $186.80            | $181.56            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2863 | 2047-01-01      | 3.0000%  | 0.0000% | $204.65            | $183.30            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA2868 | 2032-01-01      | 2.5000%  | 0.0000% | $1719.93           | $1652.16           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CNMA2915 | 2027-02-01      | 3.0000%  | 0.0000% | $179.84            | $179.35            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3008 | 2047-05-01      | 4.5000%  | 0.0000% | $2347.73           | $2285.82           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3060 | 2032-07-01      | 3.0000%  | 0.0000% | $2791.20           | $2704.90           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3120 | 2047-09-01      | 3.5000%  | 0.0000% | $43859.89          | $40676.86          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3212 | 2047-12-01      | 4.5000%  | 0.0000% | $240.39            | $235.75            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3247 | 2033-01-01      | 3.0000%  | 0.0000% | $1146.95           | $1103.84           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3364 | 2033-05-01      | 3.5000%  | 0.0000% | $13030.79          | $12765.51          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA3372 | 2033-05-01      | 4.0000%  | 0.0000% | $14739.38          | $14623.97          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3409 | 2033-07-01      | 3.0000%  | 0.0000% | $3767.62           | $3641.21           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA3448 | 2048-08-01      | 5.0000%  | 0.0000% | $150116.49         | $150952.47         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  | 0.0000% | $123800.83         | $99855.47          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD7563 | 2053-05-01      | 4.5000%  | 0.0000% | $5488.86           | $5346.20           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4495 | 2053-12-01      | 6.0000%  | 0.0000% | $5071.77           | $5277.90           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA5833 | 2054-01-01      | 6.0000%  | 0.0000% | $4434575.68        | $4570258.91        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB1087 | 2054-05-01      | 6.0000%  | 0.0000% | $117416.25         | $120615.45         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB2046 | 2054-05-01      | 6.0000%  | 0.0000% | $5303303.75        | $5466717.98        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC0900 | 2054-08-01      | 5.5000%  | 0.0000% | $585857.44         | $591040.98         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC1854 | 2054-09-01      | 6.0000%  | 0.0000% | $1504614.52        | $1548359.18        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC6485 | 2054-11-01      | 5.0000%  | 0.0000% | $3467460.86        | $3425497.26        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC6985 | 2054-12-01      | 4.5000%  | 0.0000% | $9676.30           | $9362.76           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD1040 | 2055-02-01      | 6.0000%  | 0.0000% | $173860.10         | $178585.04         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB7230 | 2053-10-01      | 5.0000%  | 0.0000% | $70057.88          | $69447.60          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7267 | 2053-10-01      | 6.0000%  | 0.0000% | $341797.06         | $356622.05         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7344 | 2053-10-01      | 6.0000%  | 0.0000% | $922007.08         | $949367.34         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7362 | 2053-10-01      | 6.0000%  | 0.0000% | $35423.85          | $36958.58          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7426 | 2053-11-01      | 6.5000%  | 0.0000% | $560491.16         | $586736.47         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7482 | 2053-11-01      | 6.0000%  | 0.0000% | $938993.16         | $967710.08         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB7459 | 2053-11-01      | 5.0000%  | 0.0000% | $84386.29          | $83493.89          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB7530 | 2053-11-01      | 7.0000%  | 0.0000% | $5919421.59        | $6377622.97        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7612 | 2053-12-01      | 6.0000%  | 0.0000% | $62788.11          | $64708.52          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB7613 | 2053-12-01      | 5.0000%  | 0.0000% | $12347.17          | $12217.38          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7725 | 2053-10-01      | 6.0000%  | 0.0000% | $6995071.73        | $7204166.09        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB7758 | 2054-01-01      | 4.5000%  | 0.0000% | $219667.52         | $211954.12         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8992 | 2054-08-01      | 5.5000%  | 0.0000% | $2172244.98        | $2199195.54        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8233 | 2054-03-01      | 5.5000%  | 0.0000% | $35712.58          | $36196.40          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8271 | 2054-04-01      | 5.0000%  | 0.0000% | $238319.97         | $235900.52         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8772 | 2054-06-01      | 6.0000%  | 0.0000% | $200752.88         | $207055.65         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB9855 | 2055-01-01      | 7.0000%  | 0.0000% | $10529387.69       | $11268576.44       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9061 | 2054-08-01      | 6.0000%  | 0.0000% | $2007045.89        | $2059101.97        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9213 | 2054-09-01      | 5.5000%  | 0.0000% | $2936307.11        | $2969040.41        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9342 | 2054-10-01      | 6.0000%  | 0.0000% | $10470100.51       | $10791078.90       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9502 | 2054-11-01      | 6.0000%  | 0.0000% | $638154.93         | $667014.00         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4400 | 2051-08-01      | 3.0000%  | 0.0000% | $229695.00         | $202044.85         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4414 | 2051-09-01      | 2.5000%  | 0.0000% | $5440.98           | $4593.95           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3615 | 2049-03-01      | 4.0000%  | 0.0000% | $2462.38           | $2343.72           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3692 | 2049-07-01      | 3.5000%  | 0.0000% | $3504.16           | $3217.46           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3774 | 2049-09-01      | 3.0000%  | 0.0000% | $1533064.45        | $1360952.42        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3802 | 2049-10-01      | 3.0000%  | 0.0000% | $108400.49         | $96197.13          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3872 | 2049-12-01      | 3.5000%  | 0.0000% | $22380.22          | $20599.66          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3962 | 2050-03-01      | 4.0000%  | 0.0000% | $6469.21           | $6137.22           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3991 | 2050-04-01      | 3.0000%  | 0.0000% | $49309.64          | $43452.31          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3998 | 2050-04-01      | 4.5000%  | 0.0000% | $23350.77          | $22633.43          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4120 | 2050-09-01      | 2.5000%  | 0.0000% | $1576786.53        | $1336127.04        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4238 | 2051-01-01      | 2.5000%  | 0.0000% | $2737190.72        | $2316565.10        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4211 | 2050-12-01      | 3.0000%  | 0.0000% | $2864.42           | $2529.43           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTMA5286 | 2044-01-01      | 6.0000%  | 0.0000% | $319205.85         | $327231.85         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5296 | 2054-03-01      | 5.5000%  | 0.0000% | $3943262.52        | $3978821.99        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5300 | 2039-03-01      | 5.5000%  | 0.0000% | $242787.88         | $248439.44         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5330 | 2039-04-01      | 5.5000%  | 0.0000% | $143563.96         | $146905.81         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5352 | 2054-05-01      | 5.0000%  | 0.0000% | $1017858.75        | $1005164.92        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5359 | 2039-05-01      | 5.0000%  | 0.0000% | $22423.57          | $22641.21          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5388 | 2054-06-01      | 5.5000%  | 0.0000% | $537969.82         | $542702.76         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4512 | 2052-01-01      | 2.5000%  | 0.0000% | $1566391.00        | $1320662.55        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4563 | 2052-03-01      | 2.5000%  | 0.0000% | $1747571.17        | $1473402.49        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4583 | 2037-04-01      | 2.5000%  | 0.0000% | $25152.20          | $23726.68          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4597 | 2052-05-01      | 2.0000%  | 0.0000% | $37591.03          | $30212.34          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4598 | 2052-05-01      | 2.5000%  | 0.0000% | $192157.56         | $161858.63         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4652 | 2052-07-01      | 2.5000%  | 0.0000% | $8143542.00        | $6853111.81        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  | 0.0000% | $1176803.49        | $1135610.66        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4686 | 2052-06-01      | 5.0000%  | 0.0000% | $927915.88         | $921167.97         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4699 | 2052-08-01      | 3.5000%  | 0.0000% | $155365.04         | $141613.56         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4700 | 2052-08-01      | 4.0000%  | 0.0000% | $1547.05           | $1456.72           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA4713 | 2037-07-01      | 4.0000%  | 0.0000% | $1027.83           | $1001.30           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQE9908 | 2052-09-01      | 5.5000%  | 0.0000% | $5154.49           | $5256.94           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD9294 | 2055-04-01      | 5.5000%  | 0.0000% | $1377567.79        | $1389254.77        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD9761 | 2055-08-01      | 6.0000%  | 0.0000% | $6608601.95        | $6776074.94        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE6210 | 2055-09-01      | 6.5000%  | 0.0000% | $3894550.35        | $4116798.92        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE6123 | 2055-08-01      | 5.5000%  | 0.0000% | $4616200.95        | $4655363.77        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0992 | 2055-10-01      | 6.0000%  | 0.0000% | $5289195.73        | $5423312.10        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF1419 | 2056-05-01      | 5.0000%  | 0.0000% | $3073790.00        | $3037186.97        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF2537 | 2055-12-01      | 4.5000%  | 0.0000% | $998664.27         | $961120.48         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF5024 | 2055-11-01      | 4.5000%  | 0.0000% | $2487077.19        | $2393587.96        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG2641 | 2056-02-01      | 5.0000%  | 0.0000% | $6941320.33        | $6872357.54        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG3862 | 2056-03-01      | 5.5000%  | 0.0000% | $7777435.59        | $7876323.96        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG6566 | 2056-04-01      | 5.0000%  | 0.0000% | $8821076.79        | $8773759.56        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDH0671 | 2056-06-01      | 5.0000%  | 0.0000% | $2113500.00        | $2109198.79        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0866 | 2055-02-01      | 5.5000%  | 0.0000% | $36438.90          | $37203.96          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTFA0235 | 2044-12-01      | 5.5000%  | 0.0000% | $41191.17          | $42286.35          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4730 | 2052-09-01      | 3.0000%  | 0.0000% | $47515.07          | $41654.53          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  | 0.0000% | $103645.85         | $94439.22          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4737 | 2052-08-01      | 5.0000%  | 0.0000% | $3212600.39        | $3189401.85        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4782 | 2052-10-01      | 3.5000%  | 0.0000% | $92289.67          | $84092.33          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4786 | 2052-10-01      | 5.5000%  | 0.0000% | $114570.25         | $115970.96         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4832 | 2037-12-01      | 3.5000%  | 0.0000% | $4115.36           | $3943.55           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4840 | 2052-12-01      | 4.5000%  | 0.0000% | $513067.08         | $495584.32         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4861 | 2038-01-01      | 3.5000%  | 0.0000% | $6015.77           | $5764.63           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4868 | 2053-01-01      | 5.0000%  | 0.0000% | $1518925.74        | $1508425.24        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4940 | 2053-03-01      | 5.0000%  | 0.0000% | $462778.78         | $458863.15         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA4920 | 2053-02-01      | 6.0000%  | 0.0000% | $4636885.92        | $4776106.87        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTMA4935 | 2043-02-01      | 6.0000%  | 0.0000% | $128149.62         | $131371.77         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  | 0.0000% | $44016.17          | $43655.19          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4979 | 2053-04-01      | 5.5000%  | 0.0000% | $4322807.91        | $4373418.38        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA4959 | 2038-03-01      | 5.5000%  | 0.0000% | $8301.59           | $8490.65           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5009 | 2053-05-01      | 5.0000%  | 0.0000% | $265305.74         | $263294.43         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA4992 | 2038-04-01      | 5.0000%  | 0.0000% | $71319.44          | $72041.11          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5000 | 2053-04-01      | 3.5000%  | 0.0000% | $7092.08           | $6462.11           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5040 | 2053-06-01      | 6.0000%  | 0.0000% | $8444576.76        | $8691366.70        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5013 | 2038-05-01      | 4.5000%  | 0.0000% | $68091.09          | $67751.31          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5014 | 2038-05-01      | 5.0000%  | 0.0000% | $13422.67          | $13558.49          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  | 0.0000% | $13397790.80       | $13547146.39       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5073 | 2053-07-01      | 6.0000%  | 0.0000% | $10469994.30       | $10761496.39       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA5062 | 2053-06-01      | 3.0000%  | 0.0000% | $3381.25           | $2961.40           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5137 | 2053-09-01      | 5.0000%  | 0.0000% | $57969.05          | $57448.89          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  | 0.0000% | $578061.57         | $584239.77         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5111 | 2038-08-01      | 5.5000%  | 0.0000% | $146726.69         | $150153.90         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5124 | 2038-07-01      | 3.5000%  | 0.0000% | $2866.07           | $2746.25           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5166 | 2053-10-01      | 6.0000%  | 0.0000% | $3331071.82        | $3422432.02        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5168 | 2038-10-01      | 5.0000%  | 0.0000% | $628758.75         | $634857.01         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5140 | 2053-09-01      | 6.5000%  | 0.0000% | $34743.65          | $36258.95          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5149 | 2038-09-01      | 5.5000%  | 0.0000% | $50894.72          | $52044.32          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTMA5205 | 2043-11-01      | 6.0000%  | 0.0000% | $497914.27         | $510433.67         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5214 | 2053-12-01      | 5.0000%  | 0.0000% | $400204.79         | $396306.35         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5215 | 2053-12-01      | 5.5000%  | 0.0000% | $4091254.96        | $4134040.40        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5262 | 2053-12-01      | 3.5000%  | 0.0000% | $899.21            | $819.44            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5250 | 2039-01-01      | 5.5000%  | 0.0000% | $108368.68         | $110881.18         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5425 | 2039-07-01      | 5.5000%  | 0.0000% | $33401.71          | $34156.18          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5445 | 2054-08-01      | 6.0000%  | 0.0000% | $766045.05         | $785306.23         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5469 | 2054-09-01      | 5.0000%  | 0.0000% | $4691151.05        | $4631474.40        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5470 | 2054-09-01      | 5.5000%  | 0.0000% | $2167742.54        | $2186133.19        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5475 | 2039-09-01      | 5.0000%  | 0.0000% | $2749.74           | $2774.23           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5476 | 2039-09-01      | 5.5000%  | 0.0000% | $62773.38          | $64191.29          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5506 | 2039-10-01      | 4.5000%  | 0.0000% | $19302.94          | $19206.54          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5508 | 2039-10-01      | 5.5000%  | 0.0000% | $7122.31           | $7283.19           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  | 0.0000% | $84892.58          | $83816.90          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5530 | 2054-11-01      | 5.0000%  | 0.0000% | $1292671.80        | $1276495.17        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5550 | 2054-12-01      | 4.0000%  | 0.0000% | $97854.00          | $91873.27          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA5588 | 2040-01-01      | 4.0000%  | 0.0000% | $4952.80           | $4820.12           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5572 | 2054-11-01      | 3.5000%  | 0.0000% | $3745.00           | $3412.34           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5612 | 2055-02-01      | 4.5000%  | 0.0000% | $735605.93         | $707953.77         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBC2837 | 2046-09-01      | 4.5000%  | 0.0000% | $31277.54          | $30760.05          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  | 0.0000% | $34341.00          | $30882.63          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBC6175 | 2031-07-01      | 2.5000%  | 0.0000% | $2949.64           | $2841.64           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBD8104 | 2046-10-01      | 3.0000%  | 0.0000% | $238762.93         | $214887.43         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBE4442 | 2046-11-01      | 3.0000%  | 0.0000% | $87024.25          | $78039.29          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBE9612 | 2047-06-01      | 3.5000%  | 0.0000% | $12887.73          | $11976.47          | Agency Mortgage-Backed Securities |
| FNMS 03.000 I6BF0497 | 2060-07-01      | 3.0000%  | 0.0000% | $132830.56         | $114323.59         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH4010 | 2047-09-01      | 4.5000%  | 0.0000% | $59033.99          | $57895.70          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH9314 | 2047-09-01      | 3.5000%  | 0.0000% | $11622.50          | $10811.39          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK4815 | 2048-09-01      | 4.0000%  | 0.0000% | $17021.09          | $16200.08          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6577 | 2048-07-01      | 4.5000%  | 0.0000% | $7474.95           | $7307.27           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM1239 | 2032-02-01      | 3.5000%  | 0.0000% | $4524.01           | $4459.30           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBM1382 | 2031-03-01      | 4.0000%  | 0.0000% | $27.37             | $27.34             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM1959 | 2047-10-01      | 3.5000%  | 0.0000% | $55637.10          | $51966.74          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBM3523 | 2031-03-01      | 4.0000%  | 0.0000% | $94.82             | $94.55             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBM3279 | 2044-05-01      | 5.5000%  | 0.0000% | $205004.55         | $209354.29         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0414 | 2055-01-01      | 6.0000%  | 0.0000% | $307510.96         | $321624.69         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0442 | 2054-11-01      | 3.5000%  | 0.0000% | $41044.21          | $37411.07          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA0722 | 2052-03-01      | 2.0000%  | 0.0000% | $16585937.52       | $13612602.31       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0971 | 2055-03-01      | 6.0000%  | 0.0000% | $204954.91         | $210861.03         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1318 | 2054-11-01      | 5.0000%  | 0.0000% | $7686230.29        | $7621980.24        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFA1524 | 2037-07-01      | 3.0000%  | 0.0000% | $282164.78         | $271146.90         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA1548 | 2053-09-01      | 4.5000%  | 0.0000% | $401511.53         | $388201.42         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1614 | 2055-03-01      | 5.0000%  | 0.0000% | $264361.04         | $263192.27         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1818 | 2055-04-01      | 6.0000%  | 0.0000% | $6452995.40        | $6616286.30        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA2005 | 2055-06-01      | 5.0000%  | 0.0000% | $4332576.96        | $4298474.76        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2327 | 2055-04-01      | 5.5000%  | 0.0000% | $64311.02          | $65652.79          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA3373 | 2053-07-01      | 2.5000%  | 0.0000% | $15455.63          | $13038.59          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3778 | 2054-03-01      | 5.0000%  | 0.0000% | $5872000.32        | $5853778.85        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA4322 | 2055-10-01      | 3.0000%  | 0.0000% | $15714119.20       | $13802941.83       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA5166 | 2053-07-01      | 2.5000%  | 0.0000% | $7921110.29        | $6690117.82        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA5167 | 2052-07-01      | 3.0000%  | 0.0000% | $14999501.06       | $13418858.64       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA5169 | 2052-04-01      | 3.0000%  | 0.0000% | $2249470.06        | $2005801.47        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA5162 | 2051-06-01      | 2.5000%  | 0.0000% | $1764721.35        | $1513884.64        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA5163 | 2052-02-01      | 2.5000%  | 0.0000% | $12353048.03       | $10596709.50       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5652 | 2040-03-01      | 5.5000%  | 0.0000% | $10533.34          | $10771.90          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5644 | 2055-03-01      | 4.5000%  | 0.0000% | $36547.44          | $35173.58          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5684 | 2040-04-01      | 5.5000%  | 0.0000% | $14708.22          | $15040.44          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5673 | 2055-04-01      | 5.5000%  | 0.0000% | $4648.69           | $4688.13           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5699 | 2055-05-01      | 5.0000%  | 0.0000% | $128633.49         | $126963.68         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5700 | 2055-05-01      | 5.5000%  | 0.0000% | $32769.35          | $33047.36          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5745 | 2040-06-01      | 5.0000%  | 0.0000% | $1505.04           | $1518.45           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5735 | 2055-06-01      | 5.5000%  | 0.0000% | $9147.31           | $9224.91           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5758 | 2055-07-01      | 4.5000%  | 0.0000% | $18104.98          | $17424.36          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5761 | 2055-07-01      | 6.0000%  | 0.0000% | $51377.77          | $52669.59          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5801 | 2040-08-01      | 5.5000%  | 0.0000% | $35276.50          | $36073.31          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5820 | 2055-09-01      | 4.5000%  | 0.0000% | $34791.01          | $33483.11          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5877 | 2055-11-01      | 4.5000%  | 0.0000% | $44793.95          | $43109.92          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5878 | 2055-11-01      | 5.0000%  | 0.0000% | $3856.78           | $3806.44           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5861 | 2040-10-01      | 5.5000%  | 0.0000% | $4806.23           | $4914.80           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5910 | 2055-12-01      | 5.5000%  | 0.0000% | $283480.83         | $285885.82         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5947 | 2056-01-01      | 6.5000%  | 0.0000% | $2842349.98        | $2963833.60        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5983 | 2046-02-01      | 5.5000%  | 0.0000% | $13531.80          | $13720.51          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA6030 | 2056-04-01      | 5.5000%  | 0.0000% | $7871.62           | $7938.40           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA6081 | 2056-05-01      | 6.0000%  | 0.0000% | $1005879.00        | $1031170.49        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD0198 | 2038-09-01      | 5.5000%  | 0.0000% | $15185.08          | $15691.62          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAD0761 | 2040-02-01      | 5.0000%  | 0.0000% | $31743.66          | $32419.45          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAD1050 | 2040-02-01      | 4.5000%  | 0.0000% | $143277.78         | $142237.44         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD4567 | 2040-04-01      | 5.5000%  | 0.0000% | $6146.73           | $6379.18           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD5064 | 2040-04-01      | 5.5000%  | 0.0000% | $23516.01          | $24127.96          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAD6437 | 2040-06-01      | 5.0000%  | 0.0000% | $15946.93          | $16140.44          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD8326 | 2040-07-01      | 5.5000%  | 0.0000% | $42973.20          | $43895.27          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAD9160 | 2040-08-01      | 4.5000%  | 0.0000% | $323253.10         | $320905.96         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAE0042 | 2040-05-01      | 5.5000%  | 0.0000% | $12670.90          | $13040.36          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAE0115 | 2035-12-01      | 5.5000%  | 0.0000% | $5020.19           | $5104.94           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR4393 | 2051-03-01      | 2.0000%  | 0.0000% | $8824.97           | $7101.42           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBR5765 | 2051-04-01      | 5.0000%  | 0.0000% | $576779.94         | $576787.37         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM5010 | 2050-09-01      | 4.5000%  | 0.0000% | $398.12            | $389.81            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM5024 | 2050-12-01      | 2.5000%  | 0.0000% | $664138.15         | $566353.40         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM5137 | 2050-05-01      | 5.0000%  | 0.0000% | $114084.49         | $114579.27         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM6261 | 2050-06-01      | 5.0000%  | 0.0000% | $37046.61          | $37136.59          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU5181 | 2054-10-01      | 5.5000%  | 0.0000% | $3679976.19        | $3711196.29        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU7089 | 2051-12-01      | 2.0000%  | 0.0000% | $66877.23          | $53790.40          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBU8750 | 2052-06-01      | 5.0000%  | 0.0000% | $73023.72          | $72942.58          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV4197 | 2052-04-01      | 3.0000%  | 0.0000% | $16513.49          | $14611.69          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV6026 | 2055-08-01      | 6.0000%  | 0.0000% | $2243262.09        | $2299914.92        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV6052 | 2055-09-01      | 6.0000%  | 0.0000% | $12116753.45       | $12424914.80       | Agency Mortgage-Backed Securities |

### Security 198: MUFG Securities Americas

- **C.1 - Title:** MUFG Securities Americas 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 606745008, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: 606745008_3.64_0604
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 03.000 CLAT0682 | 2043-04-01      | 3.0000%  | 0.0000% | $890000.00         | $139109.47         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAT2717 | 2043-05-01      | 2.5000%  | 0.0000% | $60000.00          | $10682.38          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAT2720 | 2043-05-01      | 3.0000%  | 0.0000% | $804500.00         | $122550.27         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAU1628 | 2043-07-01      | 3.0000%  | 0.0000% | $13000.00          | $1980.18           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAU1632 | 2043-07-01      | 3.0000%  | 0.0000% | $250000.00         | $35188.57          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5087 | 2052-11-01      | 5.5000%  | 0.0000% | $281052.00         | $211023.91         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6250 | 2053-05-01      | 5.0000%  | 0.0000% | $14400000.00       | $10800000.00       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5702 | 2053-02-01      | 6.0000%  | 0.0000% | $150000.00         | $103565.16         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5731 | 2053-02-01      | 5.5000%  | 0.0000% | $18500000.00       | $12900000.00       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5897 | 2053-03-01      | 5.0000%  | 0.0000% | $160000.00         | $126543.53         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5901 | 2053-03-01      | 5.0000%  | 0.0000% | $5647250.00        | $4399254.65        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7106 | 2053-09-01      | 5.5000%  | 0.0000% | $259000.00         | $210039.01         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7122 | 2053-09-01      | 6.0000%  | 0.0000% | $28700000.00       | $20200000.00       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6731 | 2053-07-01      | 5.0000%  | 0.0000% | $5000.00           | $4053.32           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6862 | 2053-08-01      | 5.0000%  | 0.0000% | $60000.00          | $47217.28          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6899 | 2053-08-01      | 5.0000%  | 0.0000% | $676000.00         | $538177.44         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB7230 | 2053-10-01      | 5.0000%  | 0.0000% | $76000.00          | $69269.73          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSL3854 | 2052-05-01      | 2.5000%  | 0.0000% | $4457648.00        | $3684351.48        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3833 | 2055-07-01      | 5.5000%  | 0.0000% | $2327163.00        | $2213412.12        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3837 | 2045-02-01      | 5.0000%  | 0.0000% | $2424986.00        | $2280894.84        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL3840 | 2052-12-01      | 4.5000%  | 0.0000% | $3078915.00        | $2829782.37        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSL3862 | 2054-01-01      | 2.5000%  | 0.0000% | $996249.00         | $814960.58         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ1422 | 2054-05-01      | 6.0000%  | 0.0000% | $426000.00         | $322879.85         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ2412 | 2054-09-01      | 5.5000%  | 0.0000% | $3814275.00        | $3277681.20        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ3645 | 2055-03-01      | 6.0000%  | 0.0000% | $650711.00         | $578485.57         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4778 | 2055-09-01      | 5.5000%  | 0.0000% | $90000.00          | $84910.07          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRQ0012 | 2055-06-01      | 5.0000%  | 0.0000% | $40000.00          | $36664.64          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRQ0074 | 2055-12-01      | 4.5000%  | 0.0000% | $3372960.00        | $3170978.36        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTB0965 | 2056-04-01      | 5.5000%  | 0.0000% | $2701145.00        | $2728691.63        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS7031 | 2028-11-01      | 4.0000%  | 0.0000% | $5000.00           | $0.15              | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS7969 | 2026-09-01      | 4.5000%  | 0.0000% | $30000.00          | $1.48              | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS7240 | 2027-05-01      | 4.0000%  | 0.0000% | $36000.00          | $6.23              | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS7375 | 2029-01-01      | 4.0000%  | 0.0000% | $100000.00         | $148.10            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIZS7477 | 2029-06-01      | 2.0000%  | 0.0000% | $750000.00         | $41873.05          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS7666 | 2029-07-01      | 4.0000%  | 0.0000% | $11200000.00       | $23930.16          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS7848 | 2029-07-01      | 4.0000%  | 0.0000% | $32000.00          | $0.36              | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS7938 | 2033-01-01      | 2.5000%  | 0.0000% | $3000.00           | $443.11            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS8486 | 2028-05-01      | 2.5000%  | 0.0000% | $110000.00         | $3058.47           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIZS8489 | 2028-06-01      | 2.0000%  | 0.0000% | $1000000.00        | $36883.86          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS8506 | 2028-11-01      | 2.5000%  | 0.0000% | $90000.00          | $3389.73           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8547 | 2029-12-01      | 3.0000%  | 0.0000% | $9043.00           | $410.86            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD7508 | 2049-10-01      | 3.5000%  | 0.0000% | $153000.00         | $42641.23          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7562 | 2053-04-01      | 5.5000%  | 0.0000% | $1120000.00        | $821356.83         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8107 | 2050-11-01      | 2.5000%  | 0.0000% | $2657000.00        | $1094618.48        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8108 | 2050-11-01      | 3.0000%  | 0.0000% | $6000.00           | $2034.88           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8122 | 2050-12-01      | 2.5000%  | 0.0000% | $1063000.00        | $475181.01         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8157 | 2051-07-01      | 3.0000%  | 0.0000% | $7284099.00        | $3555927.42        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8141 | 2051-04-01      | 2.5000%  | 0.0000% | $10300000.00       | $5485026.42        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8195 | 2052-02-01      | 3.0000%  | 0.0000% | $61000.00          | $37639.98          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8178 | 2051-11-01      | 2.5000%  | 0.0000% | $344000.00         | $206707.62         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8179 | 2051-11-01      | 3.0000%  | 0.0000% | $2335000.00        | $1299257.27        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8188 | 2052-01-01      | 2.0000%  | 0.0000% | $363000.00         | $223985.45         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8225 | 2052-07-01      | 3.0000%  | 0.0000% | $3326.00           | $2324.69           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAQ9339 | 2028-01-01      | 2.5000%  | 0.0000% | $650000.00         | $18220.75          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR0739 | 2043-01-01      | 3.0000%  | 0.0000% | $168828.00         | $39285.81          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR1624 | 2042-12-01      | 3.0000%  | 0.0000% | $192691.00         | $18990.83          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR2943 | 2043-02-01      | 3.0000%  | 0.0000% | $183629.00         | $28103.08          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR6840 | 2043-02-01      | 3.0000%  | 0.0000% | $72487.00          | $11309.20          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS0038 | 2043-07-01      | 3.0000%  | 0.0000% | $1340000.00        | $187974.23         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS0044 | 2043-07-01      | 3.0000%  | 0.0000% | $331777.00         | $46026.64          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS0330 | 2043-08-01      | 3.0000%  | 0.0000% | $185000.00         | $26031.80          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS3154 | 2044-08-01      | 4.0000%  | 0.0000% | $16976.00          | $955.39            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS5165 | 2045-06-01      | 3.0000%  | 0.0000% | $402000.00         | $87546.19          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAS6269 | 2030-12-01      | 2.5000%  | 0.0000% | $21000.00          | $2162.39           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8056 | 2046-10-01      | 3.0000%  | 0.0000% | $80200000.00       | $12600000.00       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA1062 | 2027-05-01      | 3.0000%  | 0.0000% | $3000.00           | $18.49             | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA1401 | 2033-04-01      | 3.0000%  | 0.0000% | $3240000.00        | $306823.23         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA2579 | 2036-04-01      | 3.0000%  | 0.0000% | $60000.00          | $6065.59           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA2079 | 2034-11-01      | 4.0000%  | 0.0000% | $286000.00         | $23247.69          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA2803 | 2031-11-01      | 2.5000%  | 0.0000% | $63000.00          | $7439.03           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3008 | 2047-05-01      | 4.5000%  | 0.0000% | $25000.00          | $2283.06           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3155 | 2032-10-01      | 3.0000%  | 0.0000% | $95370.00          | $9458.30           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CNMA3159 | 2027-10-01      | 3.0000%  | 0.0000% | $3210000.00        | $77537.17          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3275 | 2048-01-01      | 3.0000%  | 0.0000% | $4000.00           | $590.14            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3416 | 2048-07-01      | 4.5000%  | 0.0000% | $48200000.00       | $3473129.59        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  | 0.0000% | $171000.00         | $99829.15          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4398 | 2051-08-01      | 2.0000%  | 0.0000% | $694000.00         | $407392.77         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAU3736 | 2043-08-01      | 3.0000%  | 0.0000% | $63000.00          | $9483.63           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAV1832 | 2028-11-01      | 3.5000%  | 0.0000% | $800000.00         | $34003.62          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAX5294 | 2027-01-01      | 4.0000%  | 0.0000% | $14750.00          | $5.55              | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAY4688 | 2031-08-01      | 4.0000%  | 0.0000% | $29000.00          | $2780.05           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL725423 | 2034-05-01      | 5.5000%  | 0.0000% | $9848336.00        | $62569.60          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL725425 | 2034-04-01      | 5.5000%  | 0.0000% | $475000.00         | $2328.48           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL735580 | 2035-06-01      | 5.0000%  | 0.0000% | $102500.00         | $856.87            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL745092 | 2035-07-01      | 6.5000%  | 0.0000% | $1000000.00        | $10711.22          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL745512 | 2036-05-01      | 6.0000%  | 0.0000% | $260000.00         | $2520.35           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL745730 | 2035-03-01      | 5.5000%  | 0.0000% | $845000.00         | $8820.91           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL745932 | 2036-11-01      | 6.5000%  | 0.0000% | $425000.00         | $2212.07           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL750699 | 2033-11-01      | 5.5000%  | 0.0000% | $14999.00          | $119.90            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL766715 | 2034-03-01      | 5.5000%  | 0.0000% | $505000.00         | $6900.98           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL781721 | 2035-06-01      | 5.5000%  | 0.0000% | $2089136.00        | $27711.24          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL797544 | 2035-04-01      | 6.0000%  | 0.0000% | $112853.00         | $1678.93           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL808178 | 2035-03-01      | 5.5000%  | 0.0000% | $110000.00         | $1435.00           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL816268 | 2035-03-01      | 5.5000%  | 0.0000% | $55205.00          | $263.47            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL831800 | 2036-09-01      | 6.5000%  | 0.0000% | $2600000.00        | $7175.08           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL831869 | 2036-11-01      | 6.5000%  | 0.0000% | $421481.00         | $2158.39           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL852523 | 2036-02-01      | 5.5000%  | 0.0000% | $5200000.00        | $9629.94           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA0017 | 2053-09-01      | 6.0000%  | 0.0000% | $17700000.00       | $12200000.00       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA0353 | 2053-11-01      | 5.5000%  | 0.0000% | $110000.00         | $92808.00          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA0508 | 2053-10-01      | 6.0000%  | 0.0000% | $37900000.00       | $18100000.00       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA2798 | 2054-04-01      | 6.0000%  | 0.0000% | $1000000.00        | $659825.15         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA4979 | 2053-11-01      | 6.0000%  | 0.0000% | $82000.00          | $53597.86          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB2046 | 2054-05-01      | 6.0000%  | 0.0000% | $6800000.00        | $5447320.26        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC0900 | 2054-08-01      | 5.5000%  | 0.0000% | $654408.00         | $589234.91         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC1854 | 2054-09-01      | 6.0000%  | 0.0000% | $2000000.00        | $1542855.80        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD9761 | 2055-08-01      | 6.0000%  | 0.0000% | $10300000.00       | $8859603.10        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE4384 | 2055-10-01      | 6.0000%  | 0.0000% | $5109952.00        | $4405495.92        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDE3839 | 2055-11-01      | 4.5000%  | 0.0000% | $2082132.00        | $1988161.11        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF2317 | 2055-09-01      | 6.5000%  | 0.0000% | $3709040.00        | $3866135.43        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  | 0.0000% | $142000.00         | $30851.61          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC4745 | 2046-10-01      | 3.0000%  | 0.0000% | $5000.00           | $1333.58           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBC9040 | 2031-11-01      | 2.0000%  | 0.0000% | $117000.00         | $14283.54          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3631 | 2047-05-01      | 4.5000%  | 0.0000% | $1751000.00        | $230251.79         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBM3523 | 2031-03-01      | 4.0000%  | 0.0000% | $16000.00          | $94.26             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM3562 | 2048-02-01      | 4.5000%  | 0.0000% | $55000.00          | $9627.33           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM3053 | 2046-07-01      | 4.5000%  | 0.0000% | $367500.00         | $90551.62          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM3286 | 2047-11-01      | 4.5000%  | 0.0000% | $1400000.00        | $161763.80         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBM4422 | 2048-08-01      | 5.5000%  | 0.0000% | $166000.00         | $15360.64          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM4434 | 2048-06-01      | 5.0000%  | 0.0000% | $493179.00         | $79196.02          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTBM3698 | 2038-01-01      | 3.5000%  | 0.0000% | $4000000.00        | $625771.91         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM4864 | 2033-05-01      | 3.5000%  | 0.0000% | $2000000.00        | $280906.24         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBM5499 | 2029-05-01      | 4.0000%  | 0.0000% | $70000.00          | $74.43             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN6257 | 2049-04-01      | 3.5000%  | 0.0000% | $534000.00         | $122729.76         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO1314 | 2049-08-01      | 3.0000%  | 0.0000% | $120000.00         | $41441.42          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ1226 | 2050-09-01      | 2.0000%  | 0.0000% | $165000.00         | $81274.78          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ3132 | 2050-10-01      | 2.0000%  | 0.0000% | $1092000.00        | $482850.44         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR4393 | 2051-03-01      | 2.0000%  | 0.0000% | $13000.00          | $7099.58           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT2761 | 2051-08-01      | 2.5000%  | 0.0000% | $239000.00         | $123314.52         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT6727 | 2051-09-01      | 2.5000%  | 0.0000% | $20100000.00       | $12300000.00       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU1062 | 2051-10-01      | 2.5000%  | 0.0000% | $1013282.00        | $620103.01         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBU8750 | 2052-06-01      | 5.0000%  | 0.0000% | $100000.00         | $72757.18          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV8477 | 2052-05-01      | 3.0000%  | 0.0000% | $350000.00         | $211938.48         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV8463 | 2052-04-01      | 2.5000%  | 0.0000% | $395000.00         | $251446.54         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV8543 | 2052-05-01      | 3.5000%  | 0.0000% | $2829044.00        | $1479134.81        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBV9900 | 2052-05-01      | 4.0000%  | 0.0000% | $200000.00         | $126687.23         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW0048 | 2052-07-01      | 5.0000%  | 0.0000% | $400000.00         | $248646.75         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6306 | 2052-08-01      | 5.0000%  | 0.0000% | $245000.00         | $146027.46         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW9897 | 2052-10-01      | 4.5000%  | 0.0000% | $300000.00         | $211788.31         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9916 | 2052-10-01      | 5.0000%  | 0.0000% | $1300000.00        | $835522.77         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX0804 | 2052-11-01      | 5.5000%  | 0.0000% | $20553.00          | $19286.27          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0571 | 2052-11-01      | 5.0000%  | 0.0000% | $9845056.00        | $6844344.92        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX2186 | 2052-11-01      | 4.5000%  | 0.0000% | $400000.00         | $325054.21         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX4876 | 2053-01-01      | 5.5000%  | 0.0000% | $400000.00         | $299289.75         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX6441 | 2053-02-01      | 6.5000%  | 0.0000% | $300000.00         | $157386.49         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY3414 | 2053-06-01      | 5.0000%  | 0.0000% | $1021356.00        | $803165.63         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA0386 | 2047-09-01      | 4.0000%  | 0.0000% | $1400000.00        | $310773.37         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0995 | 2048-01-01      | 3.5000%  | 0.0000% | $179000.00         | $48858.46          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA1092 | 2033-02-01      | 3.0000%  | 0.0000% | $1616900.00        | $228763.41         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2575 | 2048-11-01      | 4.5000%  | 0.0000% | $208000.00         | $15660.10          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2580 | 2048-11-01      | 4.5000%  | 0.0000% | $124000.00         | $32328.27          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2208 | 2048-08-01      | 4.5000%  | 0.0000% | $2090000.00        | $208292.55         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNCA6176 | 2030-06-01      | 2.5000%  | 0.0000% | $750000.00         | $139304.50         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6359 | 2050-07-01      | 2.5000%  | 0.0000% | $292218.00         | $135030.71         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6577 | 2050-08-01      | 2.5000%  | 0.0000% | $68500.00          | $31691.75          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6622 | 2050-08-01      | 3.0000%  | 0.0000% | $1669284.00        | $678618.31         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6730 | 2050-08-01      | 3.0000%  | 0.0000% | $3875.00           | $1922.30           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6970 | 2050-09-01      | 2.5000%  | 0.0000% | $195000.00         | $94754.81          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7026 | 2050-09-01      | 2.5000%  | 0.0000% | $969244.00         | $477739.08         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0383 | 2051-05-01      | 2.5000%  | 0.0000% | $71000.00          | $39305.35          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0440 | 2051-05-01      | 2.5000%  | 0.0000% | $57000.00          | $30811.99          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2863 | 2052-02-01      | 2.5000%  | 0.0000% | $53000.00          | $30251.19          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB3000 | 2051-12-01      | 2.0000%  | 0.0000% | $150000.00         | $96176.28          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3049 | 2052-03-01      | 2.5000%  | 0.0000% | $147000.00         | $97596.02          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3050 | 2052-03-01      | 2.5000%  | 0.0000% | $1913852.00        | $1285151.05        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4421 | 2052-08-01      | 5.5000%  | 0.0000% | $359000.00         | $249838.28         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4307 | 2052-08-01      | 5.0000%  | 0.0000% | $800000.00         | $552413.18         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5295 | 2052-12-01      | 5.5000%  | 0.0000% | $13600000.00       | $9887334.04        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5328 | 2052-12-01      | 6.5000%  | 0.0000% | $39400000.00       | $22600000.00       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5392 | 2052-12-01      | 6.0000%  | 0.0000% | $20000.00          | $14688.61          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4563 | 2052-09-01      | 5.0000%  | 0.0000% | $2850000.00        | $2116259.35        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4613 | 2052-09-01      | 4.5000%  | 0.0000% | $290000.00         | $217723.87         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4893 | 2052-10-01      | 5.0000%  | 0.0000% | $150615.00         | $111245.11         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB4990 | 2037-11-01      | 4.5000%  | 0.0000% | $10499.00          | $5645.42           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7240 | 2053-10-01      | 6.0000%  | 0.0000% | $220000.00         | $164602.15         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7344 | 2053-10-01      | 6.0000%  | 0.0000% | $1310000.00        | $945994.94         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8887 | 2054-07-01      | 7.0000%  | 0.0000% | $40700000.00       | $28200000.00       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8987 | 2054-08-01      | 5.5000%  | 0.0000% | $5023568.00        | $4390084.77        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8992 | 2054-08-01      | 5.5000%  | 0.0000% | $2627920.00        | $2192490.30        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8140 | 2054-03-01      | 5.5000%  | 0.0000% | $190000.00         | $151410.96         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8149 | 2054-03-01      | 5.5000%  | 0.0000% | $6253464.00        | $5390412.54        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8342 | 2054-04-01      | 6.0000%  | 0.0000% | $605000.00         | $440691.12         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8485 | 2054-05-01      | 5.5000%  | 0.0000% | $264999.00         | $227875.53         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8772 | 2054-06-01      | 6.0000%  | 0.0000% | $274996.00         | $206321.57         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9812 | 2055-01-01      | 6.0000%  | 0.0000% | $18400000.00       | $16300000.00       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9149 | 2054-09-01      | 6.0000%  | 0.0000% | $100013.00         | $85119.42          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9378 | 2054-10-01      | 6.5000%  | 0.0000% | $42000000.00       | $24900000.00       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9610 | 2054-12-01      | 5.0000%  | 0.0000% | $47000.00          | $44011.37          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9991 | 2055-02-01      | 6.0000%  | 0.0000% | $450000.00         | $390200.79         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG2641 | 2056-02-01      | 5.0000%  | 0.0000% | $7005864.00        | $6895262.27        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG3862 | 2056-03-01      | 5.5000%  | 0.0000% | $7795976.00        | $7852339.07        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG5884 | 2056-03-01      | 5.5000%  | 0.0000% | $6632536.00        | $6257009.37        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0308 | 2055-01-01      | 5.0000%  | 0.0000% | $155000.00         | $134075.22         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA0724 | 2054-07-01      | 6.5000%  | 0.0000% | $195000.00         | $164080.24         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0971 | 2055-03-01      | 6.0000%  | 0.0000% | $300000.00         | $210111.57         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA1120 | 2047-08-01      | 3.0000%  | 0.0000% | $525000.00         | $420115.48         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA1548 | 2053-09-01      | 4.5000%  | 0.0000% | $435000.00         | $387729.65         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA2588 | 2055-07-01      | 5.0000%  | 0.0000% | $13200000.00       | $12400000.00       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2211 | 2055-06-01      | 6.0000%  | 0.0000% | $25400000.00       | $20700000.00       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA2755 | 2055-05-01      | 5.0000%  | 0.0000% | $150000.00         | $141728.75         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2777 | 2055-09-01      | 6.0000%  | 0.0000% | $3954000.00        | $3553225.46        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA2839 | 2052-07-01      | 2.5000%  | 0.0000% | $515000.00         | $414976.27         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3017 | 2055-09-01      | 6.0000%  | 0.0000% | $12900000.00       | $9982828.70        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3778 | 2054-03-01      | 5.0000%  | 0.0000% | $6224240.00        | $5838874.49        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3781 | 2053-07-01      | 5.5000%  | 0.0000% | $7392304.00        | $6989593.44        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA4972 | 2056-03-01      | 4.5000%  | 0.0000% | $23600000.00       | $22500000.00       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM0036 | 2049-08-01      | 5.0000%  | 0.0000% | $18000.00          | $3722.64           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM1000 | 2047-04-01      | 3.0000%  | 0.0000% | $283818.00         | $60768.54          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM1155 | 2032-06-01      | 2.5000%  | 0.0000% | $40000.00          | $6241.25           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM2261 | 2035-01-01      | 2.5000%  | 0.0000% | $765000.00         | $91276.39          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3523 | 2034-11-01      | 3.0000%  | 0.0000% | $230000.00         | $25409.85          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFM2741 | 2034-02-01      | 4.0000%  | 0.0000% | $4787000.00        | $510605.10         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM2789 | 2049-07-01      | 4.0000%  | 0.0000% | $104694.00         | $17448.63          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  | 0.0000% | $4269350.00        | $3163802.17        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA4862 | 2038-01-01      | 4.0000%  | 0.0000% | $2535000.00        | $1439182.89        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4919 | 2053-02-01      | 5.5000%  | 0.0000% | $36500000.00       | $24000000.00       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5009 | 2053-05-01      | 5.0000%  | 0.0000% | $340000.00         | $262620.85         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5011 | 2053-05-01      | 6.0000%  | 0.0000% | $211000.00         | $125462.48         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA4992 | 2038-04-01      | 5.0000%  | 0.0000% | $147000.00         | $71841.21          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5038 | 2053-06-01      | 5.0000%  | 0.0000% | $5321000.00        | $4074505.00        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5040 | 2053-06-01      | 6.0000%  | 0.0000% | $15200000.00       | $8660471.82        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5042 | 2038-06-01      | 4.5000%  | 0.0000% | $418000.00         | $245351.38         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5092 | 2038-07-01      | 4.5000%  | 0.0000% | $830180.00         | $478317.97         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  | 0.0000% | $834000.00         | $582457.73         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5139 | 2053-09-01      | 6.0000%  | 0.0000% | $1387500.00        | $806030.41         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5166 | 2053-10-01      | 6.0000%  | 0.0000% | $5887792.00        | $3410250.82        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5169 | 2038-10-01      | 5.5000%  | 0.0000% | $768000.00         | $375914.27         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5140 | 2053-09-01      | 6.5000%  | 0.0000% | $72000.00          | $36126.80          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5189 | 2053-11-01      | 5.0000%  | 0.0000% | $163000.00         | $135718.50         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5214 | 2053-12-01      | 5.0000%  | 0.0000% | $473000.00         | $395290.27         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5215 | 2053-12-01      | 5.5000%  | 0.0000% | $5606500.00        | $4121427.97        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5246 | 2054-01-01      | 5.5000%  | 0.0000% | $10000.00          | $7619.97           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5425 | 2039-07-01      | 5.5000%  | 0.0000% | $72000.00          | $34009.93          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5449 | 2039-08-01      | 5.5000%  | 0.0000% | $81140.00          | $42354.21          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  | 0.0000% | $107000.00         | $93180.69          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5531 | 2054-11-01      | 5.5000%  | 0.0000% | $2078000.00        | $1626879.02        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5550 | 2054-12-01      | 4.0000%  | 0.0000% | $104000.00         | $91698.99          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5590 | 2040-01-01      | 5.0000%  | 0.0000% | $41000.00          | $28201.81          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5572 | 2054-11-01      | 3.5000%  | 0.0000% | $4000.00           | $3408.25           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5612 | 2055-02-01      | 4.5000%  | 0.0000% | $787000.00         | $707086.49         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5646 | 2055-03-01      | 5.5000%  | 0.0000% | $306000.00         | $240450.16         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5684 | 2040-04-01      | 5.5000%  | 0.0000% | $23000.00          | $14976.04          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5712 | 2040-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1427.15           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5734 | 2055-06-01      | 5.0000%  | 0.0000% | $67000.00          | $60661.42          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5757 | 2055-07-01      | 4.0000%  | 0.0000% | $1000.00           | $899.00            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5792 | 2055-08-01      | 5.5000%  | 0.0000% | $650000.00         | $557335.11         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5878 | 2055-11-01      | 5.0000%  | 0.0000% | $4000.00           | $3796.49           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5909 | 2055-12-01      | 5.0000%  | 0.0000% | $41000.00          | $39180.88          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5971 | 2056-02-01      | 5.0000%  | 0.0000% | $15000.00          | $14473.85          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5946 | 2056-01-01      | 6.0000%  | 0.0000% | $57700000.00       | $55300000.00       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA6004 | 2041-03-01      | 5.0000%  | 0.0000% | $7000.00           | $6712.70           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5998 | 2056-03-01      | 5.5000%  | 0.0000% | $206000.00         | $201618.83         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA6030 | 2056-04-01      | 5.5000%  | 0.0000% | $8000.00           | $7913.79           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA6060 | 2041-05-01      | 4.5000%  | 0.0000% | $3260680.00        | $3201198.27        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA6081 | 2056-05-01      | 6.0000%  | 0.0000% | $1005877.00        | $1027833.28        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAD0130 | 2039-08-01      | 6.5000%  | 0.0000% | $828000.00         | $8401.25           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD0198 | 2038-09-01      | 5.5000%  | 0.0000% | $1082000.00        | $15644.85          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAD6996 | 2040-07-01      | 5.0000%  | 0.0000% | $2940000.00        | $109245.14         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAD9160 | 2040-08-01      | 4.5000%  | 0.0000% | $3760560.00        | $320524.35         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAE0188 | 2037-08-01      | 5.5000%  | 0.0000% | $231000.00         | $4088.14           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX1253 | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $852.05            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ1930 | 2055-09-01      | 5.5000%  | 0.0000% | $3981749.00        | $3950326.25        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ8184 | 2055-11-01      | 5.5000%  | 0.0000% | $764349.00         | $763645.14         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0788 | 2055-02-01      | 6.0000%  | 0.0000% | $181913.00         | $158463.02         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSL0835 | 2054-04-01      | 4.0000%  | 0.0000% | $9000.00           | $7289.62           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0393 | 2055-02-01      | 6.0000%  | 0.0000% | $1124477.00        | $1083110.68        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL0487 | 2054-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1732.01           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0715 | 2054-10-01      | 5.0000%  | 0.0000% | $6810000.00        | $6230393.66        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL1531 | 2054-02-01      | 5.0000%  | 0.0000% | $83000.00          | $74638.48          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3338 | 2054-02-01      | 6.0000%  | 0.0000% | $142326.00         | $121103.12         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB4541 | 2056-05-01      | 4.5000%  | 0.0000% | $2711095.00        | $2607007.93        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB4810 | 2056-05-01      | 4.5000%  | 0.0000% | $1900364.00        | $1828304.10        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM2893 | 2044-07-01      | 4.0000%  | 0.0000% | $25000.00          | $7247.98           | Agency Mortgage-Backed Securities |
| 05.000 FGPC G01864 G | 2034-01-01      | 5.0000%  | 0.0000% | $999977.00         | $9338.58           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI1685 | 2034-02-01      | 5.5000%  | 0.0000% | $26000.00          | $172.14            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI2203 | 2034-07-01      | 5.5000%  | 0.0000% | $425003.00         | $4448.64           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI2876 | 2034-11-01      | 5.5000%  | 0.0000% | $881153.00         | $16407.25          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI4377 | 2036-04-01      | 5.5000%  | 0.0000% | $33000.00          | $90.76             | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI6324 | 2037-07-01      | 6.0000%  | 0.0000% | $40000.00          | $161.49            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZI6994 | 2037-12-01      | 6.5000%  | 0.0000% | $375000.00         | $11943.38          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI7971 | 2038-08-01      | 5.5000%  | 0.0000% | $504959.00         | $6428.26           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI7246 | 2038-03-01      | 5.5000%  | 0.0000% | $1000000.00        | $2643.90           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI7485 | 2038-05-01      | 6.0000%  | 0.0000% | $42939.00          | $1022.52           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI7595 | 2038-06-01      | 5.5000%  | 0.0000% | $2100000.00        | $47887.28          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI7841 | 2038-07-01      | 5.5000%  | 0.0000% | $7073.00           | $6.44              | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI7843 | 2038-07-01      | 5.5000%  | 0.0000% | $4004092.00        | $16363.20          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI8375 | 2038-12-01      | 5.5000%  | 0.0000% | $702000.00         | $3260.26           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZI8469 | 2039-01-01      | 6.5000%  | 0.0000% | $485314.00         | $812.30            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZK3483 | 2026-08-01      | 3.5000%  | 0.0000% | $19900000.00       | $19510.59          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZK3404 | 2026-07-01      | 3.5000%  | 0.0000% | $6500.00           | $3.64              | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZK3779 | 2026-12-01      | 4.0000%  | 0.0000% | $44000.00          | $116.78            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIZK5323 | 2028-04-01      | 2.0000%  | 0.0000% | $500000.00         | $15903.02          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZL1673 | 2041-07-01      | 5.0000%  | 0.0000% | $190916.00         | $9875.16           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZL1743 | 2041-07-01      | 5.0000%  | 0.0000% | $154607.00         | $3193.68           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZL5072 | 2043-02-01      | 3.0000%  | 0.0000% | $85180.00          | $14026.74          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZL5088 | 2043-02-01      | 3.0000%  | 0.0000% | $17000.00          | $2324.56           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLZL5268 | 2043-02-01      | 2.5000%  | 0.0000% | $47212.00          | $7421.77           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZL6179 | 2043-06-01      | 3.0000%  | 0.0000% | $1175000.00        | $109789.50         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL6208 | 2043-06-01      | 4.0000%  | 0.0000% | $200000.00         | $29346.12          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM2825 | 2047-03-01      | 4.0000%  | 0.0000% | $15000.00          | $931.22            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTZN2332 | 2038-11-01      | 4.5000%  | 0.0000% | $1482497.00        | $146980.92         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0577 | 2029-02-01      | 6.5000%  | 0.0000% | $1702.00           | $0.94              | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZA1041 | 2040-03-01      | 5.5000%  | 0.0000% | $161313.00         | $3694.69           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTZA2122 | 2029-05-01      | 4.5000%  | 0.0000% | $182310.00         | $836.47            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZA2369 | 2035-02-01      | 3.5000%  | 0.0000% | $36000.00          | $3419.17           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZA2349 | 2034-08-01      | 3.5000%  | 0.0000% | $355000.00         | $26053.00          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZA2397 | 2035-11-01      | 3.5000%  | 0.0000% | $74000.00          | $8158.65           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTZA2457 | 2037-05-01      | 3.0000%  | 0.0000% | $29000.00          | $3606.32           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZA2510 | 2038-06-01      | 3.5000%  | 0.0000% | $354000.00         | $33867.43          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZA4193 | 2043-04-01      | 3.0000%  | 0.0000% | $1650000.00        | $319061.43         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZA4196 | 2043-04-01      | 3.0000%  | 0.0000% | $332000.00         | $56310.60          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS0801 | 2034-06-01      | 5.5000%  | 0.0000% | $1000000.00        | $20254.06          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS0839 | 2032-12-01      | 6.5000%  | 0.0000% | $830000.00         | $6608.42           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS0875 | 2035-06-01      | 5.5000%  | 0.0000% | $21000000.00       | $145701.24         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS0886 | 2035-07-01      | 5.0000%  | 0.0000% | $29000.00          | $252.40            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS0719 | 2033-06-01      | 5.5000%  | 0.0000% | $173763.00         | $609.43            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS1721 | 2037-07-01      | 6.0000%  | 0.0000% | $182705.00         | $2074.66           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1071 | 2036-05-01      | 5.5000%  | 0.0000% | $329000.00         | $1907.88           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1121 | 2036-07-01      | 5.5000%  | 0.0000% | $529000.00         | $2428.36           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1149 | 2036-09-01      | 5.5000%  | 0.0000% | $480000.00         | $1367.57           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1242 | 2036-12-01      | 5.5000%  | 0.0000% | $1386476.00        | $6672.61           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1272 | 2037-02-01      | 5.5000%  | 0.0000% | $1956551.00        | $6978.92           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1367 | 2036-03-01      | 5.5000%  | 0.0000% | $445000.00         | $7771.33           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1462 | 2037-05-01      | 5.5000%  | 0.0000% | $445467.00         | $2433.63           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1517 | 2037-07-01      | 5.5000%  | 0.0000% | $12600000.00       | $152850.18         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1562 | 2037-08-01      | 5.5000%  | 0.0000% | $192280.00         | $3538.18           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1822 | 2038-01-01      | 5.5000%  | 0.0000% | $2696865.00        | $18507.95          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1876 | 2038-02-01      | 5.5000%  | 0.0000% | $4202970.00        | $20494.23          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1927 | 2038-01-01      | 5.5000%  | 0.0000% | $50177.00          | $285.13            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1900 | 2037-12-01      | 5.5000%  | 0.0000% | $210000.00         | $1220.51           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2257 | 2036-06-01      | 5.5000%  | 0.0000% | $4203000.00        | $48934.32          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2261 | 2034-10-01      | 5.5000%  | 0.0000% | $593000.00         | $7309.19           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2309 | 2038-08-01      | 5.5000%  | 0.0000% | $6125768.00        | $30099.97          | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZS2393 | 2032-09-01      | 7.5000%  | 0.0000% | $150000.00         | $3375.47           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS2442 | 2038-04-01      | 6.5000%  | 0.0000% | $3540.00           | $1.41              | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2796 | 2038-08-01      | 5.5000%  | 0.0000% | $15100000.00       | $119761.31         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2872 | 2038-01-01      | 5.5000%  | 0.0000% | $364000.00         | $5657.83           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2897 | 2039-03-01      | 5.5000%  | 0.0000% | $174278.00         | $1664.69           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS3162 | 2039-11-01      | 6.0000%  | 0.0000% | $90434.00          | $1480.30           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS4341 | 2038-06-01      | 5.5000%  | 0.0000% | $6675939.00        | $59806.00          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4622 | 2045-07-01      | 3.5000%  | 0.0000% | $71000.00          | $6798.12           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4600 | 2045-01-01      | 4.0000%  | 0.0000% | $39000.00          | $2781.33           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4656 | 2046-03-01      | 4.0000%  | 0.0000% | $32000.00          | $3218.18           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4642 | 2045-12-01      | 3.5000%  | 0.0000% | $40000.00          | $4026.49           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4668 | 2046-06-01      | 3.5000%  | 0.0000% | $94750.00          | $10098.14          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4677 | 2046-09-01      | 3.0000%  | 0.0000% | $205661.00         | $30069.19          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4682 | 2046-10-01      | 3.0000%  | 0.0000% | $82000.00          | $12185.23          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4720 | 2047-05-01      | 4.5000%  | 0.0000% | $2320000.00        | $202721.50         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4710 | 2047-03-01      | 4.5000%  | 0.0000% | $1379552.00        | $125548.55         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4726 | 2047-07-01      | 3.5000%  | 0.0000% | $348000.00         | $34096.11          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4728 | 2047-07-01      | 4.5000%  | 0.0000% | $32500.00          | $3523.21           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4773 | 2048-06-01      | 4.5000%  | 0.0000% | $1059000.00        | $83343.50          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS7156 | 2026-11-01      | 4.5000%  | 0.0000% | $14241.00          | $6.81              | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS7187 | 2027-09-01      | 4.0000%  | 0.0000% | $36000.00          | $5.92              | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6362 | 2026-09-01      | 4.5000%  | 0.0000% | $12858.00          | $1.18              | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6335 | 2026-09-01      | 4.0000%  | 0.0000% | $382000.00         | $80.28             | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6365 | 2026-07-01      | 4.0000%  | 0.0000% | $281437.00         | $5.06              | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6374 | 2026-11-01      | 4.0000%  | 0.0000% | $44000.00          | $6.12              | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6427 | 2026-07-01      | 4.0000%  | 0.0000% | $26000.00          | $0.00              | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6418 | 2026-09-01      | 4.5000%  | 0.0000% | $110000.00         | $0.83              | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6447 | 2027-02-01      | 4.0000%  | 0.0000% | $13480.00          | $8.29              | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6590 | 2027-05-01      | 4.0000%  | 0.0000% | $3000.00           | $0.68              | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6609 | 2026-09-01      | 4.5000%  | 0.0000% | $59928.00          | $7.49              | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6837 | 2026-09-01      | 4.5000%  | 0.0000% | $112000.00         | $0.56              | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6840 | 2026-09-01      | 4.5000%  | 0.0000% | $21000.00          | $0.01              | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6892 | 2027-05-01      | 4.0000%  | 0.0000% | $5000.00           | $1.64              | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8522 | 2029-04-01      | 3.0000%  | 0.0000% | $885000.00         | $29131.84          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS8573 | 2030-07-01      | 2.5000%  | 0.0000% | $15500.00          | $1159.68           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS8553 | 2030-02-01      | 2.5000%  | 0.0000% | $740000.00         | $39810.46          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8585 | 2030-10-01      | 3.0000%  | 0.0000% | $1795000.00        | $125854.75         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS8632 | 2031-12-01      | 2.5000%  | 0.0000% | $1025000.00        | $130633.52         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS8652 | 2032-04-01      | 3.5000%  | 0.0000% | $27000.00          | $2314.99           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZS9034 | 2033-07-01      | 3.5000%  | 0.0000% | $61000.00          | $5348.99           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS9495 | 2045-10-01      | 3.5000%  | 0.0000% | $226000.00         | $38273.71          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZT0058 | 2047-04-01      | 3.0000%  | 0.0000% | $3038.00           | $788.21            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZT0276 | 2046-09-01      | 3.0000%  | 0.0000% | $365576.00         | $83957.74          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZT0488 | 2041-06-01      | 5.5000%  | 0.0000% | $20000.00          | $4758.69           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZT0531 | 2047-04-01      | 3.5000%  | 0.0000% | $513000.00         | $112044.85         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZT0714 | 2048-10-01      | 5.0000%  | 0.0000% | $2955000.00        | $256758.93         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZT1748 | 2049-01-01      | 5.0000%  | 0.0000% | $250000.00         | $37426.59          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZT1502 | 2048-11-01      | 3.5000%  | 0.0000% | $335500.00         | $84519.98          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZT1596 | 2049-01-01      | 5.0000%  | 0.0000% | $600000.00         | $49147.58          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZT1821 | 2048-11-01      | 5.0000%  | 0.0000% | $349000.00         | $42607.69          | Agency Mortgage-Backed Securities |
| FEPC 03.000 ZLZT2444 | 2045-04-15      | 3.0000%  | 0.0000% | $1350000.00        | $985712.39         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0036 | 2033-04-01      | 3.0000%  | 0.0000% | $130000.00         | $17089.86          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CISB0257 | 2033-11-01      | 4.0000%  | 0.0000% | $1056189.00        | $663.34            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB0976 | 2038-09-01      | 5.0000%  | 0.0000% | $27000.00          | $16416.36          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB1535 | 2040-06-01      | 5.5000%  | 0.0000% | $3000.00           | $2196.99           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8165 | 2037-05-01      | 3.5000%  | 0.0000% | $6000.00           | $3140.69           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CISB8178 | 2037-09-01      | 4.0000%  | 0.0000% | $29000.00          | $14849.26          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8224 | 2038-04-01      | 5.5000%  | 0.0000% | $39000.00          | $19839.42          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CISB8197 | 2037-12-01      | 4.0000%  | 0.0000% | $125000.00         | $67215.09          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8231 | 2038-05-01      | 5.5000%  | 0.0000% | $30000.00          | $14220.55          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8235 | 2038-06-01      | 5.5000%  | 0.0000% | $4000.00           | $2003.88           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB8246 | 2038-08-01      | 4.5000%  | 0.0000% | $6000.00           | $3574.85           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8266 | 2038-11-01      | 5.5000%  | 0.0000% | $186000.00         | $86896.45          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8272 | 2038-12-01      | 5.0000%  | 0.0000% | $5000.00           | $2738.35           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8319 | 2039-08-01      | 5.5000%  | 0.0000% | $29000.00          | $14402.20          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8304 | 2039-05-01      | 5.5000%  | 0.0000% | $518000.00         | $263548.96         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8314 | 2039-07-01      | 5.0000%  | 0.0000% | $19000.00          | $11132.23          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB8333 | 2039-10-01      | 4.5000%  | 0.0000% | $6000.00           | $4089.05           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB8377 | 2040-04-01      | 4.5000%  | 0.0000% | $11000.00          | $8304.64           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8378 | 2040-04-01      | 5.0000%  | 0.0000% | $23000.00          | $14501.49          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTSC0518 | 2044-04-01      | 6.0000%  | 0.0000% | $191000.00         | $61370.87          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTSC0524 | 2040-07-01      | 4.5000%  | 0.0000% | $57000.00          | $41936.33          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTSC0579 | 2044-11-01      | 4.5000%  | 0.0000% | $25000.00          | $19104.07          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD0784 | 2051-12-01      | 2.0000%  | 0.0000% | $270000.00         | $161174.11         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD0093 | 2049-10-01      | 5.0000%  | 0.0000% | $1455000.00        | $146960.47         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1692 | 2052-10-01      | 5.0000%  | 0.0000% | $920000.00         | $639704.35         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0998 | 2052-04-01      | 2.5000%  | 0.0000% | $1020000.00        | $627961.82         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1015 | 2048-05-01      | 4.5000%  | 0.0000% | $40000.00          | $23249.35          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1300 | 2052-07-01      | 5.0000%  | 0.0000% | $328000.00         | $231790.69         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD1389 | 2052-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1372.07           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1466 | 2052-08-01      | 5.0000%  | 0.0000% | $754000.00         | $541504.44         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1618 | 2052-09-01      | 5.0000%  | 0.0000% | $425000.00         | $309166.65         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1641 | 2052-09-01      | 4.5000%  | 0.0000% | $658000.00         | $451484.26         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2591 | 2053-03-01      | 5.0000%  | 0.0000% | $340000.00         | $249882.10         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD1853 | 2052-11-01      | 5.5000%  | 0.0000% | $1035000.00        | $653245.19         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1882 | 2052-11-01      | 5.0000%  | 0.0000% | $61000.00          | $43144.94          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD2067 | 2052-08-01      | 4.0000%  | 0.0000% | $18000.00          | $12939.10          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2163 | 2053-01-01      | 6.0000%  | 0.0000% | $66772.00          | $40249.05          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2198 | 2053-01-01      | 6.0000%  | 0.0000% | $46000.00          | $28003.79          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2236 | 2052-11-01      | 5.5000%  | 0.0000% | $300000.00         | $219954.25         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2251 | 2052-11-01      | 4.5000%  | 0.0000% | $300000.00         | $195084.24         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD2254 | 2052-07-01      | 3.5000%  | 0.0000% | $87000.00          | $63031.35          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2477 | 2053-03-01      | 5.5000%  | 0.0000% | $8057000.00        | $6772655.66        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3510 | 2053-06-01      | 6.0000%  | 0.0000% | $1700000.00        | $1099619.93        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3518 | 2053-07-01      | 5.5000%  | 0.0000% | $240000.00         | $184850.08         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2715 | 2050-09-01      | 4.5000%  | 0.0000% | $100000.00         | $65666.82          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2762 | 2053-05-01      | 5.5000%  | 0.0000% | $240000.00         | $181106.23         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2919 | 2053-04-01      | 5.5000%  | 0.0000% | $400000.00         | $298577.64         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3129 | 2052-10-01      | 5.0000%  | 0.0000% | $114000.00         | $91140.86          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3349 | 2053-06-01      | 5.0000%  | 0.0000% | $30000.00          | $19672.23          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5301 | 2054-04-01      | 6.0000%  | 0.0000% | $235727.00         | $184657.47         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5316 | 2054-04-01      | 6.0000%  | 0.0000% | $2206551.00        | $1425569.75        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5384 | 2053-07-01      | 5.5000%  | 0.0000% | $640000.00         | $520224.26         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD5089 | 2053-08-01      | 4.5000%  | 0.0000% | $10000.00          | $8778.67           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5144 | 2054-04-01      | 6.0000%  | 0.0000% | $630000.00         | $482228.29         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD6284 | 2054-01-01      | 2.0000%  | 0.0000% | $232000.00         | $165983.71         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD5470 | 2053-03-01      | 5.0000%  | 0.0000% | $750000.00         | $607322.27         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD5513 | 2053-02-01      | 4.5000%  | 0.0000% | $913000.00         | $727359.45         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5763 | 2054-07-01      | 5.5000%  | 0.0000% | $235000.00         | $202140.87         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5876 | 2054-05-01      | 6.0000%  | 0.0000% | $40000.00          | $32872.48          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7093 | 2054-07-01      | 6.0000%  | 0.0000% | $10800000.00       | $7716545.12        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD7191 | 2054-12-01      | 5.0000%  | 0.0000% | $12000.00          | $10400.37          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD6419 | 2054-09-01      | 6.0000%  | 0.0000% | $300012.00         | $252995.00         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD6498 | 2052-04-01      | 2.5000%  | 0.0000% | $400000.00         | $297432.35         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD6621 | 2054-10-01      | 6.0000%  | 0.0000% | $4475000.00        | $3823574.37        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD6867 | 2054-06-01      | 5.0000%  | 0.0000% | $750000.00         | $595796.60         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD6959 | 2053-12-01      | 5.0000%  | 0.0000% | $118000.00         | $99502.86          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD6961 | 2053-11-01      | 5.0000%  | 0.0000% | $520500.00         | $429671.97         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8016 | 2049-10-01      | 3.0000%  | 0.0000% | $1350000.00        | $190027.28         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8023 | 2049-11-01      | 2.5000%  | 0.0000% | $1000000.00        | $203004.01         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8032 | 2049-12-01      | 4.0000%  | 0.0000% | $2000.00           | $273.90            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8038 | 2050-01-01      | 3.5000%  | 0.0000% | $25000.00          | $3440.65           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8043 | 2050-02-01      | 2.5000%  | 0.0000% | $24000.00          | $5594.69           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8089 | 2050-07-01      | 2.5000%  | 0.0000% | $195000.00         | $65952.53          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8090 | 2050-09-01      | 2.0000%  | 0.0000% | $1116773.00        | $511739.79         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD7323 | 2054-12-01      | 5.0000%  | 0.0000% | $135000.00         | $115634.23         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7360 | 2054-10-01      | 6.0000%  | 0.0000% | $15818.00          | $12567.89          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7436 | 2055-01-01      | 5.5000%  | 0.0000% | $45000.00          | $39520.50          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD7513 | 2050-04-01      | 3.5000%  | 0.0000% | $818000.00         | $269689.77         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8205 | 2052-04-01      | 2.5000%  | 0.0000% | $3710000.00        | $2391867.97        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $677.47            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8214 | 2052-05-01      | 3.5000%  | 0.0000% | $83269.00          | $56621.70          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8243 | 2052-09-01      | 3.5000%  | 0.0000% | $230000.00         | $166932.15         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8244 | 2052-09-01      | 4.0000%  | 0.0000% | $8300000.00        | $6130808.95        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8246 | 2052-09-01      | 5.0000%  | 0.0000% | $91109.00          | $65651.44          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8251 | 2052-08-01      | 5.5000%  | 0.0000% | $37000.00          | $24335.49          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8287 | 2053-01-01      | 4.5000%  | 0.0000% | $11000.00          | $8620.95           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8271 | 2052-10-01      | 2.5000%  | 0.0000% | $27000.00          | $19247.25          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  | 0.0000% | $3889011.00        | $2777162.17        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8325 | 2053-05-01      | 6.0000%  | 0.0000% | $840000.00         | $498938.70         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8328 | 2053-06-01      | 4.5000%  | 0.0000% | $291000.00         | $226616.00         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8329 | 2053-06-01      | 5.0000%  | 0.0000% | $187000.00         | $145037.39         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8347 | 2053-08-01      | 4.5000%  | 0.0000% | $345000.00         | $277368.34         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8367 | 2053-10-01      | 5.5000%  | 0.0000% | $3313322.00        | $2375661.63        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8430 | 2054-05-01      | 5.0000%  | 0.0000% | $5618921.00        | $4567606.09        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8439 | 2054-06-01      | 6.0000%  | 0.0000% | $311831.00         | $183893.23         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8490 | 2055-01-01      | 4.5000%  | 0.0000% | $106000.00         | $92362.65          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8508 | 2055-02-01      | 6.5000%  | 0.0000% | $177000.00         | $99283.23          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8532 | 2055-05-01      | 5.0000%  | 0.0000% | $1425000.00        | $1295471.02        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD3632 | 2052-07-01      | 2.5000%  | 0.0000% | $5036528.00        | $3632812.25        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD3610 | 2052-04-01      | 3.0000%  | 0.0000% | $6000.00           | $4082.51           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3657 | 2052-12-01      | 5.0000%  | 0.0000% | $340000.00         | $241808.93         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3636 | 2053-08-01      | 6.0000%  | 0.0000% | $123000.00         | $83831.13          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3669 | 2053-09-01      | 5.5000%  | 0.0000% | $9429327.00        | $8241228.24        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3917 | 2053-10-01      | 6.0000%  | 0.0000% | $20000.00          | $14291.91          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD3904 | 2053-09-01      | 6.5000%  | 0.0000% | $1343585.00        | $825507.77         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3908 | 2053-09-01      | 6.0000%  | 0.0000% | $80000.00          | $60344.76          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD3984 | 2051-05-01      | 2.0000%  | 0.0000% | $156000.00         | $108383.75         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3997 | 2053-09-01      | 6.0000%  | 0.0000% | $1345000.00        | $1039236.39        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD4107 | 2053-10-01      | 5.0000%  | 0.0000% | $50000.00          | $39155.35          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD4175 | 2052-06-01      | 2.5000%  | 0.0000% | $1529742.00        | $1079256.63        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD4365 | 2053-09-01      | 5.5000%  | 0.0000% | $400000.00         | $310174.92         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQA1839 | 2049-08-01      | 4.0000%  | 0.0000% | $247000.00         | $54025.04          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA3318 | 2049-10-01      | 3.0000%  | 0.0000% | $20000.00          | $4906.49           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQE2005 | 2052-05-01      | 2.5000%  | 0.0000% | $504296.00         | $327621.14         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE4067 | 2052-06-01      | 5.0000%  | 0.0000% | $700000.00         | $514374.70         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0475 | 2052-09-01      | 5.0000%  | 0.0000% | $50000.00          | $32185.64          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF0454 | 2052-09-01      | 4.5000%  | 0.0000% | $13600000.00       | $9791965.53        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF2446 | 2052-11-01      | 5.0000%  | 0.0000% | $8135319.00        | $5996985.95        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF3213 | 2052-11-01      | 4.5000%  | 0.0000% | $300000.00         | $224371.22         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF6627 | 2053-01-01      | 6.5000%  | 0.0000% | $143725.00         | $78582.27          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF6690 | 2053-01-01      | 6.5000%  | 0.0000% | $200000.00         | $109854.64         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF8052 | 2053-02-01      | 5.5000%  | 0.0000% | $970000.00         | $705216.52         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF8298 | 2053-03-01      | 6.5000%  | 0.0000% | $100000.00         | $48341.48          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQH1419 | 2053-08-01      | 5.0000%  | 0.0000% | $97131.00          | $76724.42          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ4744 | 2054-09-01      | 5.0000%  | 0.0000% | $1569629.00        | $1503614.53        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ4886 | 2054-09-01      | 5.0000%  | 0.0000% | $1217300.00        | $1164443.90        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ5548 | 2054-09-01      | 5.5000%  | 0.0000% | $1000000.00        | $863614.07         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CNQS0252 | 2032-05-01      | 3.0000%  | 0.0000% | $294432.00         | $129986.13         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA2788 | 2050-06-01      | 2.5000%  | 0.0000% | $9128852.00        | $3652376.03        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA3055 | 2050-07-01      | 2.5000%  | 0.0000% | $735000.00         | $417043.08         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA3174 | 2050-07-01      | 3.0000%  | 0.0000% | $1927000.00        | $580104.34         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA3194 | 2050-08-01      | 2.5000%  | 0.0000% | $10000.00          | $4305.10           | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLRA3908 | 2050-11-01      | 1.5000%  | 0.0000% | $560000.00         | $269603.23         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA5286 | 2051-05-01      | 2.5000%  | 0.0000% | $405000.00         | $225828.69         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA5256 | 2051-05-01      | 2.0000%  | 0.0000% | $420000.00         | $233954.49         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA6592 | 2051-12-01      | 2.0000%  | 0.0000% | $1273566.00        | $687836.63         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA6649 | 2052-01-01      | 2.0000%  | 0.0000% | $56000.00          | $35589.05          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6710 | 2052-02-01      | 2.5000%  | 0.0000% | $664000.00         | $395422.47         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7784 | 2052-08-01      | 4.5000%  | 0.0000% | $505000.00         | $357017.44         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA8414 | 2053-01-01      | 5.5000%  | 0.0000% | $5000000.00        | $3185703.90        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA8710 | 2053-04-01      | 5.0000%  | 0.0000% | $131000.00         | $104851.86         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA8790 | 2053-04-01      | 5.0000%  | 0.0000% | $3240000.00        | $2316651.29        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA9258 | 2053-06-01      | 5.0000%  | 0.0000% | $1104000.00        | $928244.52         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9270 | 2053-06-01      | 5.5000%  | 0.0000% | $771632.00         | $574167.94         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA9616 | 2053-08-01      | 5.0000%  | 0.0000% | $30000.00          | $25822.08          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9742 | 2053-09-01      | 5.5000%  | 0.0000% | $6764715.00        | $5593296.63        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTRB5245 | 2043-07-01      | 5.5000%  | 0.0000% | $5604139.00        | $2933702.15        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIRC2104 | 2036-07-01      | 2.0000%  | 0.0000% | $8000000.00        | $3667410.77        | Agency Mortgage-Backed Securities |
| FEPC 02.000 3JRE0031 | 2051-09-01      | 2.0000%  | 0.0000% | $2215000.00        | $1072806.89        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA5039 | 2049-12-01      | 3.0000%  | 0.0000% | $3500000.00        | $1158159.15        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL255661 | 2035-02-01      | 6.5000%  | 0.0000% | $426791.00         | $9820.51           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL255225 | 2034-06-01      | 5.5000%  | 0.0000% | $325000.00         | $2918.24           | Agency Mortgage-Backed Securities |
| FNMS 05.000 ZL310088 | 2038-06-01      | 5.0000%  | 0.0000% | $3313364.00        | $48928.16          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL555800 | 2033-10-01      | 5.5000%  | 0.0000% | $112672.00         | $446.57            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL596462 | 2031-08-01      | 6.5000%  | 0.0000% | $8093696.00        | $2083.40           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAH6622 | 2041-03-01      | 4.0000%  | 0.0000% | $95000.00          | $13013.79          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI1888 | 2041-05-01      | 4.5000%  | 0.0000% | $285000.00         | $9242.05           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAL0583 | 2039-10-01      | 6.5000%  | 0.0000% | $860633.00         | $15192.49          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL2629 | 2039-06-01      | 5.0000%  | 0.0000% | $2518504.00        | $80940.49          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAL2654 | 2027-11-01      | 3.0000%  | 0.0000% | $614992.00         | $6384.03           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL1900 | 2026-08-01      | 4.5000%  | 0.0000% | $786432.00         | $28.91             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL2088 | 2026-09-01      | 4.0000%  | 0.0000% | $72000.00          | $2.78              | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL3353 | 2027-06-01      | 4.0000%  | 0.0000% | $92000.00          | $519.79            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL5083 | 2029-02-01      | 4.0000%  | 0.0000% | $1117000.00        | $1632.52           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL6132 | 2029-03-01      | 4.5000%  | 0.0000% | $131070.00         | $24.90             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL7970 | 2029-04-01      | 4.0000%  | 0.0000% | $16384.00          | $11.73             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL7299 | 2027-08-01      | 4.0000%  | 0.0000% | $32768.00          | $10.80             | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL7696 | 2043-12-01      | 3.0000%  | 0.0000% | $10000.00          | $1795.42           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL7747 | 2045-11-01      | 4.5000%  | 0.0000% | $15041.00          | $1829.05           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAL9021 | 2030-08-01      | 2.0000%  | 0.0000% | $1020000.00        | $50525.36          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAL9065 | 2031-09-01      | 3.0000%  | 0.0000% | $7220000.00        | $532393.16         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL9432 | 2046-10-01      | 3.0000%  | 0.0000% | $38235.00          | $8898.01           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAL9708 | 2031-03-01      | 2.5000%  | 0.0000% | $1100000.00        | $62424.24          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL8173 | 2044-02-01      | 5.0000%  | 0.0000% | $370000.00         | $41661.09          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7726 | 2046-08-01      | 3.0000%  | 0.0000% | $1100000.00        | $278841.40         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7860 | 2046-09-01      | 3.0000%  | 0.0000% | $2230000.00        | $558754.18         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAS8884 | 2032-02-01      | 3.5000%  | 0.0000% | $452000.00         | $57536.11          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAS8251 | 2031-11-01      | 2.0000%  | 0.0000% | $323000.00         | $45567.27          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAS8291 | 2031-11-01      | 2.0000%  | 0.0000% | $21000.00          | $2871.85           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAS8388 | 2031-11-01      | 2.5000%  | 0.0000% | $6205720.00        | $839197.74         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTAS8438 | 2036-12-01      | 3.0000%  | 0.0000% | $59000.00          | $9992.15           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8623 | 2047-01-01      | 3.0000%  | 0.0000% | $200000.00         | $53266.56          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9394 | 2047-04-01      | 4.5000%  | 0.0000% | $1000000.00        | $81810.58          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM2993 | 2044-07-01      | 3.5000%  | 0.0000% | $85000.00          | $31512.45          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM3002 | 2049-11-01      | 4.5000%  | 0.0000% | $800000.00         | $149950.45         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM3229 | 2047-02-01      | 3.5000%  | 0.0000% | $36000.00          | $12140.08          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4245 | 2050-09-01      | 2.5000%  | 0.0000% | $3625000.00        | $1524278.50        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM5349 | 2051-01-01      | 2.5000%  | 0.0000% | $150000.00         | $65172.76          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFM4537 | 2034-06-01      | 4.0000%  | 0.0000% | $96000.00          | $9820.68           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM4929 | 2048-03-01      | 3.5000%  | 0.0000% | $52700000.00       | $15100000.00       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM6293 | 2051-01-01      | 3.0000%  | 0.0000% | $5000.00           | $2304.17           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM5425 | 2049-06-01      | 3.5000%  | 0.0000% | $25000.00          | $6500.17           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM7126 | 2048-08-01      | 4.5000%  | 0.0000% | $100000.00         | $36482.05          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM6753 | 2050-10-01      | 4.0000%  | 0.0000% | $7000.00           | $1925.60           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM6928 | 2051-04-01      | 2.0000%  | 0.0000% | $42700000.00       | $22100000.00       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7261 | 2036-05-01      | 2.0000%  | 0.0000% | $3000.00           | $1211.51           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM7539 | 2051-06-01      | 3.0000%  | 0.0000% | $410000.00         | $185546.34         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7680 | 2051-02-01      | 3.5000%  | 0.0000% | $102000.00         | $45228.81          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM9895 | 2050-10-01      | 4.5000%  | 0.0000% | $20000.00          | $11727.31          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM9141 | 2049-06-01      | 4.5000%  | 0.0000% | $9000.00           | $4532.81           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS0227 | 2047-07-01      | 5.0000%  | 0.0000% | $50000.00          | $24850.17          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFS0314 | 2033-06-01      | 3.0000%  | 0.0000% | $11000.00          | $4426.87           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS1116 | 2047-12-01      | 5.0000%  | 0.0000% | $16000.00          | $7505.34           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1097 | 2052-04-01      | 3.0000%  | 0.0000% | $15000.00          | $9534.15           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1227 | 2052-04-01      | 3.0000%  | 0.0000% | $66000.00          | $42460.40          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS2041 | 2051-08-01      | 2.0000%  | 0.0000% | $535000.00         | $335911.22         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3481 | 2052-07-01      | 2.5000%  | 0.0000% | $1117902.00        | $731517.46         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFS2932 | 2037-01-01      | 3.5000%  | 0.0000% | $5740000.00        | $2313326.26        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2996 | 2047-07-01      | 5.0000%  | 0.0000% | $22456.00          | $14255.24          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFS3282 | 2037-11-01      | 4.5000%  | 0.0000% | $70000.00          | $36671.36          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3298 | 2051-10-01      | 2.5000%  | 0.0000% | $3925000.00        | $2660748.50        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3368 | 2052-03-01      | 2.5000%  | 0.0000% | $130000.00         | $83691.27          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  | 0.0000% | $128000.00         | $92642.79          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS3832 | 2053-01-01      | 6.0000%  | 0.0000% | $92053.00          | $55801.56          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS4196 | 2050-10-02      | 4.5000%  | 0.0000% | $845000.00         | $581182.87         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4530 | 2037-08-01      | 5.5000%  | 0.0000% | $15000.00          | $9079.66           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4531 | 2052-11-01      | 5.5000%  | 0.0000% | $213000.00         | $140095.83         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS4692 | 2037-04-01      | 3.0000%  | 0.0000% | $650000.00         | $312133.66         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS4701 | 2053-04-01      | 4.5000%  | 0.0000% | $350000.00         | $268679.26         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5782 | 2053-08-01      | 6.0000%  | 0.0000% | $1079594.00        | $795142.32         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5772 | 2053-06-01      | 5.0000%  | 0.0000% | $4800000.00        | $3427569.59        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5833 | 2053-10-01      | 6.0000%  | 0.0000% | $18000.00          | $12900.85          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6107 | 2053-11-01      | 5.5000%  | 0.0000% | $15000.00          | $12082.94          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS6358 | 2050-11-01      | 3.0000%  | 0.0000% | $12000.00          | $8471.51           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS6605 | 2052-06-01      | 2.0000%  | 0.0000% | $98000.00          | $69445.95          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS6631 | 2052-07-01      | 2.5000%  | 0.0000% | $82000.00          | $59713.74          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6837 | 2053-07-01      | 5.5000%  | 0.0000% | $160000.00         | $122145.24         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8087 | 2054-06-01      | 5.5000%  | 0.0000% | $100000.00         | $83645.73          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7274 | 2054-02-01      | 5.0000%  | 0.0000% | $55000.00          | $43285.12          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7280 | 2053-03-01      | 5.0000%  | 0.0000% | $860000.00         | $677852.49         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7303 | 2053-07-01      | 5.0000%  | 0.0000% | $468002.00         | $402315.07         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS7940 | 2053-09-01      | 4.5000%  | 0.0000% | $400000.00         | $298667.38         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8995 | 2054-07-01      | 6.0000%  | 0.0000% | $894961.00         | $674077.43         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS8288 | 2052-03-01      | 2.0000%  | 0.0000% | $141000.00         | $100444.06         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS8420 | 2051-08-01      | 4.0000%  | 0.0000% | $20000.00          | $15929.16          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS8487 | 2054-01-01      | 4.5000%  | 0.0000% | $200000.00         | $163157.32         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS8551 | 2052-06-01      | 3.0000%  | 0.0000% | $9094000.00        | $6835543.10        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8644 | 2054-05-01      | 5.5000%  | 0.0000% | $16700000.00       | $15300000.00       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9801 | 2054-11-01      | 5.5000%  | 0.0000% | $53000.00          | $42443.80          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS9102 | 2054-02-01      | 5.0000%  | 0.0000% | $67000.00          | $54830.39          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS9324 | 2052-09-01      | 3.5000%  | 0.0000% | $16000.00          | $13270.74          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS9447 | 2053-12-01      | 6.0000%  | 0.0000% | $2250000.00        | $1628037.01        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFS9460 | 2039-10-01      | 5.5000%  | 0.0000% | $16000.00          | $11442.05          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0404 | 2055-05-01      | 6.0000%  | 0.0000% | $348437.00         | $331182.41         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1018 | 2055-09-01      | 5.5000%  | 0.0000% | $400000.00         | $343870.72         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL888352 | 2037-05-01      | 5.5000%  | 0.0000% | $25300000.00       | $288119.11         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889506 | 2037-03-01      | 6.0000%  | 0.0000% | $220000.00         | $1645.96           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL889974 | 2035-09-01      | 5.0000%  | 0.0000% | $915100.00         | $11834.94          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL890365 | 2041-07-01      | 5.5000%  | 0.0000% | $935000.00         | $12783.62          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL909106 | 2037-10-01      | 5.5000%  | 0.0000% | $419027.00         | $34285.82          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL916381 | 2037-05-01      | 5.5000%  | 0.0000% | $660268.00         | $1322.44           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL918327 | 2037-05-01      | 6.0000%  | 0.0000% | $2080000.00        | $45149.05          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL918622 | 2037-06-01      | 6.0000%  | 0.0000% | $1490782.00        | $14127.20          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL928847 | 2037-11-01      | 6.5000%  | 0.0000% | $34750.00          | $429.35            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL940765 | 2037-06-01      | 5.5000%  | 0.0000% | $4595720.00        | $12343.49          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL942595 | 2037-08-01      | 6.0000%  | 0.0000% | $2440000.00        | $27630.80          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL985559 | 2038-06-01      | 5.5000%  | 0.0000% | $5593256.00        | $10488.80          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL990906 | 2035-10-01      | 5.5000%  | 0.0000% | $14700000.00       | $180819.20         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAA0281 | 2039-04-01      | 5.5000%  | 0.0000% | $89629.00          | $754.25            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAB0200 | 2039-01-01      | 5.5000%  | 0.0000% | $1764000.00        | $65222.14          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTAB2503 | 2031-03-01      | 4.5000%  | 0.0000% | $370000.00         | $8322.69           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB5463 | 2042-06-01      | 3.0000%  | 0.0000% | $19000.00          | $1998.54           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAB7391 | 2042-12-01      | 2.5000%  | 0.0000% | $811366.00         | $146462.95         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB7846 | 2043-02-01      | 3.0000%  | 0.0000% | $479000.00         | $85760.22          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAB8678 | 2028-03-01      | 2.0000%  | 0.0000% | $2013500.00        | $44831.99          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB9441 | 2043-05-01      | 3.0000%  | 0.0000% | $370137.00         | $50700.09          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB9551 | 2043-06-01      | 3.0000%  | 0.0000% | $560000.00         | $104078.86         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0200 | 2029-10-01      | 4.5000%  | 0.0000% | $370000.00         | $3858.72           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA0214 | 2029-10-01      | 5.0000%  | 0.0000% | $450000.00         | $4417.86           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0734 | 2031-05-01      | 4.5000%  | 0.0000% | $1600000.00        | $38834.04          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4467 | 2051-11-01      | 3.0000%  | 0.0000% | $2132736.00        | $1164139.48        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4498 | 2036-12-01      | 2.5000%  | 0.0000% | $10000.00          | $4858.36           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3694 | 2049-07-01      | 4.5000%  | 0.0000% | $2440000.00        | $239809.49         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3685 | 2049-06-01      | 3.0000%  | 0.0000% | $8794.00           | $815.22            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3747 | 2049-08-01      | 4.5000%  | 0.0000% | $153000.00         | $13754.03          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA3797 | 2034-10-01      | 2.5000%  | 0.0000% | $6000.00           | $766.46            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3871 | 2049-12-01      | 3.0000%  | 0.0000% | $6078648.00        | $973846.45         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNMA3899 | 2030-01-01      | 2.5000%  | 0.0000% | $1250000.00        | $147376.87         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3993 | 2050-04-01      | 4.0000%  | 0.0000% | $37000.00          | $5622.67           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4019 | 2050-05-01      | 2.5000%  | 0.0000% | $767000.00         | $221028.27         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4281 | 2051-03-01      | 2.0000%  | 0.0000% | $353807.00         | $190778.27         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4307 | 2051-04-01      | 3.0000%  | 0.0000% | $904301.00         | $395670.41         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5330 | 2039-04-01      | 5.5000%  | 0.0000% | $288000.00         | $146277.32         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4513 | 2052-01-01      | 3.0000%  | 0.0000% | $2539000.00        | $1465362.81        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4597 | 2052-05-01      | 2.0000%  | 0.0000% | $47000.00          | $30204.35          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  | 0.0000% | $22000.00          | $14925.12          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4652 | 2052-07-01      | 2.5000%  | 0.0000% | $10200000.00       | $6852779.76        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4667 | 2037-07-01      | 3.5000%  | 0.0000% | $6000.00           | $3210.79           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4699 | 2052-08-01      | 3.5000%  | 0.0000% | $196000.00         | $141446.82         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4786 | 2052-10-01      | 5.5000%  | 0.0000% | $182257.00         | $115617.42         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4768 | 2052-09-01      | 2.5000%  | 0.0000% | $3180564.00        | $2141371.69        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA4818 | 2052-10-01      | 6.0000%  | 0.0000% | $200000.00         | $106959.44         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4803 | 2052-11-01      | 3.5000%  | 0.0000% | $15000.00          | $11329.00          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4807 | 2052-11-01      | 5.5000%  | 0.0000% | $409415.00         | $289367.06         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4838 | 2052-12-01      | 3.5000%  | 0.0000% | $15000.00          | $11055.28          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4840 | 2052-12-01      | 4.5000%  | 0.0000% | $650000.00         | $494980.44         | Agency Mortgage-Backed Securities |

### Security 199: Morris Family Insurance Trust/The

- **C.1 - Title:** Morris Family Insurance Trust/The 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 618052AA2, C.4 - ISIN: US618052AA20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $8170000.00
- **C.18.a - Value (excl. sponsor support):** $8170000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 200: CLC Irrevocable Life Insurance Trust

- **C.1 - Title:** CLC Irrevocable Life Insurance Trust 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 66981LAC1, C.4 - ISIN: US66981LAC19, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $18115000.00
- **C.18.a - Value (excl. sponsor support):** $18115000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2051-05-01
- **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 201: Our Family IV LLC

- **C.1 - Title:** Our Family IV LLC 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 689878AA4, C.4 - ISIN: US689878AA49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $13785000.00
- **C.18.a - Value (excl. sponsor support):** $13785000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 202: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903532P1, C.4 - ISIN: US6903532P13, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $6399050.00
- **C.18.a - Value (excl. sponsor support):** $6399050.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 203: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533H8, C.4 - ISIN: US6903533H87, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $8501207.00
- **C.18.a - Value (excl. sponsor support):** $8501207.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 204: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533V7, C.4 - ISIN: US6903533V71, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $1666667.02
- **C.18.a - Value (excl. sponsor support):** $1666667.02
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 205: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533X3, C.4 - ISIN: US6903533X38, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $2875603.99
- **C.18.a - Value (excl. sponsor support):** $2875603.99
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 206: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534F1, C.4 - ISIN: US6903534F13, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $5357141.93
- **C.18.a - Value (excl. sponsor support):** $5357141.93
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 207: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903535F0, C.4 - ISIN: US6903535F04, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $8499999.98
- **C.18.a - Value (excl. sponsor support):** $8499999.98
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 208: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903537A9, C.4 - ISIN: US6903537A98, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $34767442.32
- **C.18.a - Value (excl. sponsor support):** $34767442.32
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 209: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353A31, C.4 - ISIN: US690353A310, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $3991600.01
- **C.18.a - Value (excl. sponsor support):** $3991600.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353A49, C.4 - ISIN: US690353A492, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $7484250.02
- **C.18.a - Value (excl. sponsor support):** $7484250.02
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353C39, C.4 - ISIN: US690353C399, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $2345065.01
- **C.18.a - Value (excl. sponsor support):** $2345065.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 212: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353P76, C.4 - ISIN: US690353P763, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $15456740.00
- **C.18.a - Value (excl. sponsor support):** $15456740.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353P84, C.4 - ISIN: US690353P847, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $5660377.16
- **C.18.a - Value (excl. sponsor support):** $5660377.16
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 214: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Q75, C.4 - ISIN: US690353Q753, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $6401773.00
- **C.18.a - Value (excl. sponsor support):** $6401773.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 215: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353S57, C.4 - ISIN: US690353S577, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $6646398.20
- **C.18.a - Value (excl. sponsor support):** $6646398.20
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 216: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353T80, C.4 - ISIN: US690353T807, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $9710218.00
- **C.18.a - Value (excl. sponsor support):** $9710218.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2031-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353V46, C.4 - ISIN: US690353V464, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $11206136.50
- **C.18.a - Value (excl. sponsor support):** $11206136.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353VS3, C.4 - ISIN: US690353VS38, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $10574000.00
- **C.18.a - Value (excl. sponsor support):** $10574000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 219: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353W94, C.4 - ISIN: US690353W942, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $7313978.00
- **C.18.a - Value (excl. sponsor support):** $7313978.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 220: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353WB9, C.4 - ISIN: US690353WB93, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $10595726.69
- **C.18.a - Value (excl. sponsor support):** $10595726.69
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 221: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353XK8, C.4 - ISIN: US690353XK83, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $6336665.02
- **C.18.a - Value (excl. sponsor support):** $6336665.02
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353YG6, C.4 - ISIN: US690353YG62, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $12307693.93
- **C.18.a - Value (excl. sponsor support):** $12307693.93
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 223: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353YY7, C.4 - ISIN: US690353YY78, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $2494750.01
- **C.18.a - Value (excl. sponsor support):** $2494750.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Z59, C.4 - ISIN: US690353Z598, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $1906100.00
- **C.18.a - Value (excl. sponsor support):** $1906100.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Z83, C.4 - ISIN: US690353Z838, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $3786901.30
- **C.18.a - Value (excl. sponsor support):** $3786901.30
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353ZD2, C.4 - ISIN: US690353ZD23, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $5837715.02
- **C.18.a - Value (excl. sponsor support):** $5837715.02
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353ZF7, C.4 - ISIN: US690353ZF70, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $3392860.01
- **C.18.a - Value (excl. sponsor support):** $3392860.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 228: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353ZP5, C.4 - ISIN: US690353ZP52, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $3492650.01
- **C.18.a - Value (excl. sponsor support):** $3492650.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353ZT7, C.4 - ISIN: US690353ZT74, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $10128685.03
- **C.18.a - Value (excl. sponsor support):** $10128685.03
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353ZU4, C.4 - ISIN: US690353ZU48, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $9658629.81
- **C.18.a - Value (excl. sponsor support):** $9658629.81
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 231: PNC Bank NA

- **C.1 - Title:** PNC Bank NA 3.630000%
- **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: 69399J003, C.3 - LEI: AD6GFRVSDT01YPT1CS68, C.5 - Other ID: 69399J003_3.63_0601
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 02.500 CLFM6672 | 2051-03-01      | 2.5000%  | 0.0000% | $46430446.22       | $39151751.50       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL1039 | 2052-08-01      | 3.0000%  | 0.0000% | $39680452.61       | $34744019.12       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4526 | 2030-08-01      | 4.1000%  | 0.0000% | $42678000.00       | $42361367.18       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4945 | 2030-09-01      | 4.3400%  | 0.0000% | $41128000.00       | $41113710.32       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5186 | 2030-11-01      | 4.0650%  | 0.0000% | $39074000.00       | $38666640.54       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6286 | 2031-02-01      | 3.8600%  | 0.0000% | $43873000.00       | $42927458.84       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5869 | 2030-12-01      | 3.9200%  | 0.0000% | $43347000.00       | $42578322.84       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8152 | 2051-06-01      | 3.0000%  | 0.0000% | $46144320.38       | $40613477.50       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8237 | 2052-08-01      | 4.0000%  | 0.0000% | $43866247.21       | $41231162.75       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4019 | 2050-05-01      | 2.5000%  | 0.0000% | $46327731.66       | $39280979.95       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4078 | 2050-07-01      | 2.5000%  | 0.0000% | $34432933.58       | $29209266.24       | Agency Mortgage-Backed Securities |
| FKAR 04.190 WNWN5296 | 2029-12-01      | 4.1900%  | 0.0000% | $42844000.00       | $42643099.73       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE0992 | 2052-04-01      | 3.0000%  | 0.0000% | $46146801.95       | $40478744.07       | Agency Mortgage-Backed Securities |

### Security 232: Renaissance 88 Co. LP

- **C.1 - Title:** Renaissance 88 Co. LP 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 75972XAA1, C.4 - ISIN: US75972XAA19, C.3 - LEI: 254900D7X1HWVKEPZK68
- **C.18 - Value (incl. sponsor support):** $27000000.00
- **C.18.a - Value (excl. sponsor support):** $27000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 233: Rock Hill SI LLC

- **C.1 - Title:** Rock Hill SI LLC 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 77227PAA7, C.4 - ISIN: US77227PAA75, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $35700000.00
- **C.18.a - Value (excl. sponsor support):** $35700000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 234: Rohnert Park 668 LP

- **C.1 - Title:** Rohnert Park 668 LP 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 77540BAA8, C.4 - ISIN: US77540BAA89, C.3 - LEI: 5493003XKPAFCX3G2362
- **C.18 - Value (incl. sponsor support):** $20920000.00
- **C.18.a - Value (excl. sponsor support):** $20920000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 235: Senior Living Riverside LP

- **C.1 - Title:** Senior Living Riverside LP 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 81723AAA1, C.4 - ISIN: US81723AAA16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $43940000.00
- **C.18.a - Value (excl. sponsor support):** $43940000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2065-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 236: 17th Street Rentals LLC

- **C.1 - Title:** 17th Street Rentals LLC 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 81815VAA4, C.4 - ISIN: US81815VAA44, C.3 - LEI: 549300NEPGL3MYTX1E03
- **C.18 - Value (incl. sponsor support):** $18200000.00
- **C.18.a - Value (excl. sponsor support):** $18200000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 237: Southside Brookshore Associates LP

- **C.1 - Title:** Southside Brookshore Associates LP 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 84471LAA5, C.4 - ISIN: US84471LAA52, C.3 - LEI: 549300WK0XETJF5RWI83
- **C.18 - Value (incl. sponsor support):** $7640000.00
- **C.18.a - Value (excl. sponsor support):** $7640000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 238: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 853993004, C.3 - LEI: U4LOSYZ7YG4W3S5F2G91, C.5 - Other ID: 853993004_3.62_0601
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 Bill      | 2026-06-04      | 0.0000%  | 0.0000% | $3492300.00        | $3491252.31        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30                 | 2030-08-31      | 3.6250%  | 0.0000% | $439700.00         | $435208.24         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AF 30                 | 2030-10-31      | 3.6250%  | 0.0000% | $1835400.00        | $1804173.71        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27                 | 2027-10-31      | 3.5000%  | 0.0000% | $998300.00         | $994801.11         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AJ 29                 | 2029-01-15      | 3.5000%  | 0.0000% | $4235600.00        | $4233955.74        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE U 31                  | 2031-01-31      | 3.7500%  | 0.0000% | $13203600.00       | $13154122.90       | U.S. Treasuries (including strips) |
| T 4 01/31/33                     | 2033-01-31      | 4.0000%  | 0.0000% | $2553100.00        | $2547929.14        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE W 31                  | 2031-03-31      | 3.8750%  | 0.0000% | $14261500.00       | $14190842.61       | U.S. Treasuries (including strips) |
| T 3 3/4 04/30/28                 | 2028-04-30      | 3.7500%  | 0.0000% | $9115900.00        | $9101206.66        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE K 33                  | 2033-04-30      | 4.1250%  | 0.0000% | $8171800.00        | $8124425.46        | U.S. Treasuries (including strips) |
| 4 NOTE AV 27                     | 2027-12-15      | 4.0000%  | 0.0000% | $2973900.00        | $3029285.52        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27                 | 2027-01-31      | 4.1250%  | 0.0000% | $426400.00         | $433042.52         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32                  | 2032-02-29      | 4.1250%  | 0.0000% | $1617800.00        | $1628330.77        | U.S. Treasuries (including strips) |
| T 3 7/8 05/31/27                 | 2027-05-31      | 3.8750%  | 0.0000% | $8149800.00        | $8303538.54        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28                 | 2028-06-15      | 3.8750%  | 0.0000% | $340100.00         | $345200.22         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30                 | 2030-07-31      | 3.8750%  | 0.0000% | $11844000.00       | $11888476.77       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27                 | 2027-07-31      | 3.8750%  | 0.0000% | $3113800.00        | $3151128.91        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33                  | 2033-11-15      | 4.5000%  | 0.0000% | $1972900.00        | $2000392.28        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE S 30                  | 2030-11-30      | 4.3750%  | 0.0000% | $1900000.00        | $1960221.67        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30                  | 2030-12-31      | 3.7500%  | 0.0000% | $6966100.00        | $6963829.63        | U.S. Treasuries (including strips) |
| 1 3/4 TRIN A 34                  | 2034-01-15      | 1.7500%  | 0.0000% | $1083216.26        | $1081028.05        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29                  | 2029-03-31      | 4.1250%  | 0.0000% | $130000.00         | $131114.96         | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AM 27                 | 2027-04-15      | 4.5000%  | 0.0000% | $124100.00         | $125430.83         | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34                  | 2034-05-15      | 4.3750%  | 0.0000% | $6392000.00        | $6419366.72        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27                 | 2027-08-15      | 3.7500%  | 0.0000% | $1530000.00        | $1543098.16        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BG 26                 | 2026-08-31      | 3.7500%  | 0.0000% | $1499200.00        | $1512940.46        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31                  | 2031-08-31      | 3.7500%  | 0.0000% | $16018300.00       | $15854884.44       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31                  | 2031-09-30      | 3.6250%  | 0.0000% | $6148900.00        | $6026774.11        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-09-30      | 3.5000%  | 0.0000% | $2952500.00        | $2966598.41        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29                 | 2029-10-31      | 4.1250%  | 0.0000% | $6999900.00        | $7031635.30        | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29                  | 2029-03-31      | 2.3750%  | 0.0000% | $6049800.00        | $5804550.50        | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27                  | 2027-05-31      | 2.6250%  | 0.0000% | $767400.00         | $767732.11         | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27                 | 2027-07-31      | 2.7500%  | 0.0000% | $16379900.00       | $16306535.88       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27                 | 2027-09-30      | 4.1250%  | 0.0000% | $8496900.00        | $8572977.76        | U.S. Treasuries (including strips) |
| 1 1/8 TRIN A 33                  | 2033-01-15      | 1.1250%  | 0.0000% | $1171501.47        | $1129764.82        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE K 30                  | 2030-04-30      | 3.5000%  | 0.0000% | $666300.00         | $653710.36         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28                  | 2028-05-31      | 3.6250%  | 0.0000% | $359900.00         | $363726.75         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30                  | 2030-09-30      | 4.6250%  | 0.0000% | $68100.00          | $69964.21          | U.S. Treasuries (including strips) |
| 1 5/8 NOTE R 26                  | 2026-10-31      | 1.6250%  | 0.0000% | $6932200.00        | $6878881.47        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26                  | 2026-11-30      | 1.6250%  | 0.0000% | $6999700.00        | $6982135.75        | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27                  | 2027-01-31      | 1.5000%  | 0.0000% | $15849800.00       | $15686459.93       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27                  | 2027-12-31      | 0.6250%  | 0.0000% | $5055600.00        | $4810335.22        | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28                  | 2028-01-31      | 0.7500%  | 0.0000% | $1055600.00        | $1003471.04        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28                  | 2028-03-31      | 1.2500%  | 0.0000% | $13000000.00       | $12399582.36       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28                  | 2028-05-31      | 1.2500%  | 0.0000% | $5380400.00        | $5130912.57        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-07-31      | 0.6250%  | 0.0000% | $1861400.00        | $1855587.39        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31                  | 2031-08-15      | 1.2500%  | 0.0000% | $10522200.00       | $9136243.49        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28                  | 2028-09-30      | 1.2500%  | 0.0000% | $11668100.00       | $10976123.65       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53                    | 2053-11-15      | 4.7500%  | 0.0000% | $775700.00         | $747238.84         | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54                    | 2054-02-15      | 4.2500%  | 0.0000% | $687800.00         | $617809.84         | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44                    | 2044-02-15      | 4.5000%  | 0.0000% | $1130700.00        | $1087321.68        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54                    | 2054-05-15      | 4.6250%  | 0.0000% | $5380100.00        | $5084208.01        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44                    | 2044-05-15      | 4.6250%  | 0.0000% | $9540800.00        | $9199683.11        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44                    | 2044-11-15      | 4.6250%  | 0.0000% | $352100.00         | $338602.43         | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45                    | 2045-02-15      | 4.7500%  | 0.0000% | $535600.00         | $529195.93         | U.S. Treasuries (including strips) |
| 5 BOND 45                        | 2045-05-15      | 5.0000%  | 0.0000% | $3972100.00        | $3998832.92        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55                    | 2055-11-15      | 4.6250%  | 0.0000% | $14808700.00       | $14010029.95       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 45                    | 2045-11-15      | 4.6250%  | 0.0000% | $10495300.00       | $10054040.97       | U.S. Treasuries (including strips) |
| T 4 3/4 02/15/56                 | 2056-02-15      | 4.7500%  | 0.0000% | $4026600.00        | $3936956.58        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 46                    | 2046-02-15      | 4.6250%  | 0.0000% | $1835900.00        | $1778714.52        | U.S. Treasuries (including strips) |
| 5 BOND 56                        | 2056-05-15      | 5.0000%  | 0.0000% | $121700.00         | $122349.78         | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27                  | 2027-08-15      | 2.2500%  | 0.0000% | $7750000.00        | $7646908.99        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28                  | 2028-02-15      | 2.7500%  | 0.0000% | $994400.00         | $981855.23         | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48                    | 2048-05-15      | 3.1250%  | 0.0000% | $22925400.00       | $17144184.02       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49                    | 2049-05-15      | 2.8750%  | 0.0000% | $8999800.00        | $6356304.50        | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50                    | 2050-08-15      | 1.3750%  | 0.0000% | $55800.00          | $27301.51          | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40                    | 2040-05-15      | 1.1250%  | 0.0000% | $5619900.00        | $3533961.66        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41                    | 2041-02-15      | 1.8750%  | 0.0000% | $2959900.00        | $2057689.76        | U.S. Treasuries (including strips) |
| 2 BOND 51                        | 2051-08-15      | 2.0000%  | 0.0000% | $10530300.00       | $6002403.76        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51                    | 2051-11-15      | 1.8750%  | 0.0000% | $14800000.00       | $8067780.67        | U.S. Treasuries (including strips) |
| 2 BOND 41                        | 2041-11-15      | 2.0000%  | 0.0000% | $120000.00         | $82756.42          | U.S. Treasuries (including strips) |
| 4 BOND 42                        | 2042-11-15      | 4.0000%  | 0.0000% | $6328100.00        | $5702565.66        | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53                    | 2053-05-15      | 3.6250%  | 0.0000% | $1575600.00        | $1251787.53        | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                    | 2043-05-15      | 3.8750%  | 0.0000% | $7999800.00        | $7056209.07        | U.S. Treasuries (including strips) |
| 5 1/4 BOND 28                    | 2028-11-15      | 5.2500%  | 0.0000% | $1977000.00        | $2037051.93        | U.S. Treasuries (including strips) |
| 3 3/8 TRIB 32                    | 2032-04-15      | 3.3750%  | 0.0000% | $9292450.00        | $10206486.76       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39                    | 2039-05-15      | 4.2500%  | 0.0000% | $2200000.00        | $2121048.27        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40                    | 2040-02-15      | 4.6250%  | 0.0000% | $3219800.00        | $3233444.00        | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42                    | 2042-08-15      | 2.7500%  | 0.0000% | $16544500.00       | $12703273.86       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42                    | 2042-11-15      | 2.7500%  | 0.0000% | $4928500.00        | $3732556.08        | U.S. Treasuries (including strips) |
| T 2 1/4 08/15/46                 | 2046-08-15      | 2.2500%  | 0.0000% | $1519900.00        | $994008.42         | U.S. Treasuries (including strips) |
| 3 BOND 48                        | 2048-02-15      | 3.0000%  | 0.0000% | $4669600.00        | $3455559.62        | U.S. Treasuries (including strips) |
| 3 BOND 45                        | 2045-11-15      | 3.0000%  | 0.0000% | $4120000.00        | $3096976.41        | U.S. Treasuries (including strips) |

### Security 239: Fixed Income Clearing Corp. - State Street Bank & Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank & Trust Co. 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 857466007, C.3 - LEI: 549300ZFEEJ2IP5VME73, C.5 - Other ID: 857466007_3.63_0601
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 03.500 CLRA6531 | 2052-01-01      | 3.5000%  | 0.0000% | $624.77            | $573.34            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA8202 | 2052-11-01      | 5.5000%  | 0.0000% | $705.85            | $718.59            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA8714 | 2053-04-01      | 4.5000%  | 0.0000% | $48282.63          | $46632.23          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA9056 | 2053-05-01      | 5.0000%  | 0.0000% | $76213.62          | $75587.06          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9265 | 2053-06-01      | 5.5000%  | 0.0000% | $3058756.04        | $3122961.71        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9473 | 2053-07-01      | 5.5000%  | 0.0000% | $58332261.86       | $59255415.29       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTRB5393 | 2046-04-01      | 4.5000%  | 0.0000% | $1932130.61        | $1882716.37        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTRB5154 | 2042-04-01      | 2.5000%  | 0.0000% | $51469.13          | $45835.85          | Agency Mortgage-Backed Securities |
| FEPC 02.000 3JRE0019 | 2050-11-01      | 2.0000%  | 0.0000% | $58006.29          | $46006.04          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4517 | 2048-09-01      | 4.0000%  | 0.0000% | $1210739.04        | $1152721.77        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM5482 | 2049-02-01      | 4.0000%  | 0.0000% | $71211.19          | $67813.43          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN1946 | 2048-10-01      | 4.5000%  | 0.0000% | $1729973.20        | $1697742.07        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN5411 | 2049-04-01      | 4.5000%  | 0.0000% | $4081214.51        | $4002345.04        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIBO9370 | 2034-11-01      | 5.0000%  | 0.0000% | $551732.54         | $558255.06         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBQ8482 | 2050-12-01      | 2.5000%  | 0.0000% | $91094.30          | $78081.89          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM1790 | 2049-11-01      | 3.0000%  | 0.0000% | $505.53            | $442.63            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3628 | 2035-04-01      | 3.5000%  | 0.0000% | $32352.42          | $31491.60          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM5295 | 2048-04-01      | 3.5000%  | 0.0000% | $194846.43         | $181791.76         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX9911 | 2055-03-01      | 7.0000%  | 0.0000% | $700025.12         | $751169.97         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY0508 | 2055-04-01      | 6.5000%  | 0.0000% | $229395.93         | $242381.01         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY4745 | 2055-06-01      | 6.0000%  | 0.0000% | $3348913.82        | $3433117.80        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY7015 | 2055-07-01      | 5.5000%  | 0.0000% | $2225136.55        | $2263808.93        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ0259 | 2055-08-01      | 6.0000%  | 0.0000% | $917.98            | $956.78            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08800 G | 2048-02-01      | 3.5000%  | 0.0000% | $120.38            | $110.70            | Agency Mortgage-Backed Securities |
| 05.000 FGPC G08864 G | 2049-02-01      | 5.0000%  | 0.0000% | $106.25            | $106.83            | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08635 G | 2045-04-01      | 3.0000%  | 0.0000% | $48672.26          | $44151.74          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT6823 | 2051-10-01      | 2.5000%  | 0.0000% | $131989.25         | $111505.76         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBT8177 | 2052-06-01      | 4.5000%  | 0.0000% | $4107397.58        | $3989556.35        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBT9757 | 2051-10-01      | 3.0000%  | 0.0000% | $1861187.46        | $1650497.93        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV7959 | 2052-08-01      | 5.0000%  | 0.0000% | $52867.82          | $52494.25          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW0790 | 2052-09-01      | 5.0000%  | 0.0000% | $726.81            | $721.59            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW0022 | 2052-07-01      | 4.0000%  | 0.0000% | $91781.43          | $87031.39          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW1316 | 2052-11-01      | 4.5000%  | 0.0000% | $10114083.12       | $9829351.45        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW7860 | 2052-09-01      | 4.5000%  | 0.0000% | $64677.47          | $62468.73          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW9603 | 2052-11-01      | 5.5000%  | 0.0000% | $940046.02         | $953971.65         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX3284 | 2053-02-01      | 5.0000%  | 0.0000% | $18255.94          | $18110.97          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7774 | 2036-07-01      | 2.0000%  | 0.0000% | $5403.98           | $4968.47           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9601 | 2051-12-01      | 2.5000%  | 0.0000% | $416452.99         | $356506.44         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3045 | 2052-10-01      | 5.0000%  | 0.0000% | $737.06            | $735.17            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL0451 | 2055-02-01      | 5.5000%  | 0.0000% | $853.53            | $860.77            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL0590 | 2054-07-01      | 6.5000%  | 0.0000% | $826.96            | $871.92            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1121 | 2055-05-01      | 5.5000%  | 0.0000% | $4776426.90        | $4834311.36        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1114 | 2055-04-01      | 6.0000%  | 0.0000% | $20124615.13       | $20700494.41       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL1882 | 2055-05-01      | 6.5000%  | 0.0000% | $90828626.79       | $95245764.24       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2155 | 2055-07-01      | 6.0000%  | 0.0000% | $1073664.36        | $1120019.46        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL2556 | 2055-09-01      | 5.0000%  | 0.0000% | $743152.25         | $739119.08         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL2830 | 2055-10-01      | 5.5000%  | 0.0000% | $838680.37         | $850852.79         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL2954 | 2055-10-01      | 5.0000%  | 0.0000% | $557672.74         | $556538.37         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  | 0.0000% | $6784406.94        | $6378612.71        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL6726 | 2043-08-01      | 4.0000%  | 0.0000% | $98.46             | $94.22             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM3524 | 2047-06-01      | 4.5000%  | 0.0000% | $365.34            | $358.76            | Agency Mortgage-Backed Securities |
| FEPC 05.850 6GZM9113 | 2037-11-01      | 5.8500%  | 0.0000% | $21.54             | $22.46             | Agency Mortgage-Backed Securities |
| 03.500 FGPC T65257 G | 2044-12-01      | 3.5000%  | 0.0000% | $120.40            | $111.36            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZA2822 | 2028-02-01      | 2.5000%  | 0.0000% | $20.93             | $20.69             | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4651 | 2046-03-01      | 3.5000%  | 0.0000% | $80443.87          | $74930.83          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAJ1413 | 2041-09-01      | 4.5000%  | 0.0000% | $35341.50          | $35084.78          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK9435 | 2042-03-01      | 3.5000%  | 0.0000% | $75281188.91       | $70896377.49       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CRAL3160 | 2043-02-01      | 3.0000%  | 0.0000% | $13712546.62       | $12517461.61       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL9035 | 2046-08-01      | 3.0000%  | 0.0000% | $13225445.15       | $11899016.76       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAL9468 | 2031-12-01      | 3.0000%  | 0.0000% | $58166.03          | $56489.01          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIBX7705 | 2038-02-01      | 4.5000%  | 0.0000% | $288005.96         | $287205.88         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY8994 | 2053-08-01      | 5.0000%  | 0.0000% | $4132704.18        | $4104923.68        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA0463 | 2047-09-01      | 4.0000%  | 0.0000% | $4004579.81        | $3821334.69        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA0558 | 2047-10-01      | 4.5000%  | 0.0000% | $201076.89         | $197514.81         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA1378 | 2048-03-01      | 4.0000%  | 0.0000% | $40218.45          | $38299.67          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CICA1937 | 2033-06-01      | 4.0000%  | 0.0000% | $84099.63          | $83408.42          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CICA4070 | 2034-08-01      | 4.0000%  | 0.0000% | $157.88            | $156.26            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA5682 | 2050-05-01      | 2.5000%  | 0.0000% | $49758479.51       | $42541382.46       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS6241 | 2053-11-01      | 6.0000%  | 0.0000% | $41105492.97       | $42796600.37       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL4400 | 2054-10-01      | 5.5000%  | 0.0000% | $165512782.78      | $166925894.20      | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3975 | 2056-01-01      | 5.0000%  | 0.0000% | $1018.67           | $1008.90           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL4143 | 2055-12-01      | 5.5000%  | 0.0000% | $1005.07           | $1018.59           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL5303 | 2056-04-01      | 5.0000%  | 0.0000% | $3742904.00        | $3702611.22        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL5075 | 2056-04-01      | 5.0000%  | 0.0000% | $3152747.22        | $3117874.34        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL5143 | 2050-02-01      | 3.0000%  | 0.0000% | $1488782.11        | $1332153.79        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL5245 | 2056-05-01      | 5.0000%  | 0.0000% | $1161584.00        | $1154465.68        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ0835 | 2054-02-01      | 5.5000%  | 0.0000% | $3056191.48        | $3107602.05        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ1333 | 2054-04-01      | 5.5000%  | 0.0000% | $54741873.26       | $55833906.74       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ1335 | 2054-04-01      | 5.5000%  | 0.0000% | $1145705.10        | $1175574.53        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ1985 | 2054-07-01      | 6.5000%  | 0.0000% | $21681964.67       | $22755971.16       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ2201 | 2054-08-01      | 5.5000%  | 0.0000% | $1455725.35        | $1480214.70        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ3508 | 2055-02-01      | 6.0000%  | 0.0000% | $759.65            | $789.11            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ2863 | 2054-11-01      | 5.0000%  | 0.0000% | $7019.45           | $6951.07           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ2907 | 2054-11-01      | 5.5000%  | 0.0000% | $845.21            | $862.18            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ3168 | 2055-03-01      | 5.0000%  | 0.0000% | $941.69            | $934.05            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ3239 | 2055-01-01      | 5.5000%  | 0.0000% | $200447915.50      | $203941678.20      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ3266 | 2055-02-01      | 5.5000%  | 0.0000% | $4773934.56        | $4842639.96        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ4388 | 2055-06-01      | 6.0000%  | 0.0000% | $19033956.73       | $19691250.02       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0343 | 2048-06-01      | 4.5000%  | 0.0000% | $337.18            | $330.73            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT0542 | 2048-07-01      | 4.0000%  | 0.0000% | $55768.54          | $53031.87          | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB0584 | 2036-12-01      | 1.5000%  | 0.0000% | $36923679.04       | $33246437.55       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8164 | 2037-07-01      | 3.5000%  | 0.0000% | $47306.35          | $45346.31          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD0856 | 2052-01-01      | 2.0000%  | 0.0000% | $782.54            | $629.95            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0958 | 2052-04-01      | 3.5000%  | 0.0000% | $669.94            | $618.53            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAQ0535 | 2042-11-01      | 3.0000%  | 0.0000% | $7437703.89        | $6803515.67        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAR8866 | 2043-06-01      | 3.5000%  | 0.0000% | $233.33            | $218.00            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS0037 | 2043-07-01      | 3.5000%  | 0.0000% | $392656.70         | $367833.03         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS0558 | 2043-09-01      | 4.5000%  | 0.0000% | $5564997.30        | $5518807.82        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4403 | 2045-02-01      | 3.5000%  | 0.0000% | $6381424.85        | $5970430.60        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS4578 | 2045-03-01      | 4.0000%  | 0.0000% | $1524851.58        | $1460487.76        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5130 | 2045-06-01      | 3.5000%  | 0.0000% | $173.54            | $161.92            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5811 | 2045-09-01      | 3.5000%  | 0.0000% | $3244562.76        | $3035555.24        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS7160 | 2046-05-01      | 3.5000%  | 0.0000% | $1153441.85        | $1072569.69        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6402 | 2045-12-01      | 3.5000%  | 0.0000% | $15087820.14       | $14049781.46       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS8089 | 2046-10-01      | 3.5000%  | 0.0000% | $261.70            | $243.53            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7928 | 2046-09-01      | 3.0000%  | 0.0000% | $169.84            | $152.56            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS8922 | 2047-03-01      | 3.5000%  | 0.0000% | $210.33            | $195.24            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS8946 | 2047-03-01      | 3.5000%  | 0.0000% | $255994.84         | $237735.04         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS8980 | 2047-03-01      | 4.5000%  | 0.0000% | $30697.68          | $30151.72          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8109 | 2046-10-01      | 3.0000%  | 0.0000% | $257.21            | $231.12            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS8689 | 2047-01-01      | 3.5000%  | 0.0000% | $230.09            | $214.44            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9828 | 2047-06-01      | 4.5000%  | 0.0000% | $1406047.31        | $1381331.81        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAU4235 | 2043-09-01      | 3.5000%  | 0.0000% | $2566858.91        | $2405637.64        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAW0938 | 2029-04-01      | 3.0000%  | 0.0000% | $35.82             | $35.32             | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAW5240 | 2029-05-01      | 3.0000%  | 0.0000% | $26238.81          | $25749.52          | Agency Mortgage-Backed Securities |
| FNMS 02.500 RIAX0131 | 2029-09-01      | 2.5000%  | 0.0000% | $232570.02         | $226760.29         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAX9648 | 2045-04-01      | 3.0000%  | 0.0000% | $151.57            | $137.89            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAY1106 | 2045-04-01      | 3.0000%  | 0.0000% | $14596322.52       | $13231863.15       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ0858 | 2045-07-01      | 3.5000%  | 0.0000% | $190.12            | $177.87            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6407 | 2050-07-01      | 2.5000%  | 0.0000% | $4343011.47        | $3678775.85        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6910 | 2050-09-01      | 2.5000%  | 0.0000% | $531834.25         | $455048.79         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8021 | 2050-12-01      | 2.5000%  | 0.0000% | $87066.47          | $74231.43          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7963 | 2050-11-01      | 2.5000%  | 0.0000% | $15407.18          | $13096.17          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA9247 | 2051-02-01      | 2.0000%  | 0.0000% | $18044871.22       | $14763042.48       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA9443 | 2036-03-01      | 2.5000%  | 0.0000% | $1281300.15        | $1213088.14        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2079 | 2051-11-01      | 2.0000%  | 0.0000% | $2768233.09        | $2242472.42        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTCB2113 | 2041-11-01      | 2.5000%  | 0.0000% | $671.05            | $599.48            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB2481 | 2036-12-01      | 2.5000%  | 0.0000% | $499.96            | $472.76            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2548 | 2052-01-01      | 2.5000%  | 0.0000% | $10988.99          | $9358.59           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3582 | 2052-05-01      | 3.0000%  | 0.0000% | $60900.71          | $53739.60          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB2966 | 2037-03-01      | 2.0000%  | 0.0000% | $83513.32          | $76804.99          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3049 | 2052-03-01      | 2.5000%  | 0.0000% | $10246.02          | $8631.39           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3103 | 2052-03-01      | 2.5000%  | 0.0000% | $196517.17         | $169287.64         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  | 0.0000% | $34342795.10       | $30468595.82       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3312 | 2052-04-01      | 4.0000%  | 0.0000% | $5591349.44        | $5287739.79        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4386 | 2052-08-01      | 4.5000%  | 0.0000% | $915159.19         | $884350.36         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3744 | 2052-03-01      | 2.5000%  | 0.0000% | $810.92            | $682.27            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS8421 | 2053-12-01      | 4.0000%  | 0.0000% | $17055741.67       | $16103845.57       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS9882 | 2053-11-01      | 4.5000%  | 0.0000% | $905459.28         | $875343.70         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1696 | 2055-12-01      | 5.5000%  | 0.0000% | $972.78            | $991.64            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1699 | 2055-12-01      | 5.5000%  | 0.0000% | $1811148.45        | $1843556.73        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC1718 | 2055-12-01      | 6.0000%  | 0.0000% | $975.78            | $1013.91           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC2361 | 2056-04-01      | 5.0000%  | 0.0000% | $1427705.54        | $1426403.32        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ4403 | 2055-06-01      | 6.5000%  | 0.0000% | $11401700.27       | $11956216.90       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4151 | 2055-05-01      | 5.5000%  | 0.0000% | $1005247.25        | $1022771.50        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4300 | 2055-06-01      | 5.5000%  | 0.0000% | $2111525.61        | $2146177.39        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ4781 | 2055-09-01      | 6.0000%  | 0.0000% | $950.38            | $993.37            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ4799 | 2055-09-01      | 6.0000%  | 0.0000% | $102612211.94      | $106747142.10      | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ5139 | 2055-10-01      | 5.0000%  | 0.0000% | $26932020.18       | $26588714.73       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ5655 | 2056-01-01      | 5.0000%  | 0.0000% | $376839.76         | $374678.92         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ5841 | 2056-01-01      | 5.0000%  | 0.0000% | $1016.40           | $1008.27           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ5845 | 2056-01-01      | 5.5000%  | 0.0000% | $996.63            | $1009.46           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ6096 | 2056-03-01      | 6.0000%  | 0.0000% | $997.20            | $1022.56           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRQ0063 | 2055-11-01      | 5.0000%  | 0.0000% | $11867700.18       | $11712801.64       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  | 0.0000% | $77401.86          | $70803.44          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD2254 | 2052-07-01      | 3.5000%  | 0.0000% | $146077.81         | $133464.32         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2349 | 2053-02-01      | 5.5000%  | 0.0000% | $17049211.30       | $17435338.06       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2884 | 2053-05-01      | 5.5000%  | 0.0000% | $951.75            | $967.14            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5881 | 2054-07-01      | 6.0000%  | 0.0000% | $784.54            | $822.10            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD6541 | 2054-10-01      | 5.0000%  | 0.0000% | $4363018.47        | $4321390.43        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD6634 | 2054-10-01      | 6.0000%  | 0.0000% | $222634.21         | $230891.87         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD6961 | 2053-11-01      | 5.0000%  | 0.0000% | $23140.70          | $23173.51          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  | 0.0000% | $10487.03          | $9661.41           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8016 | 2049-10-01      | 3.0000%  | 0.0000% | $5889.78           | $5213.48           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8062 | 2050-05-01      | 3.0000%  | 0.0000% | $303166.48         | $267466.00         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8067 | 2050-06-01      | 2.5000%  | 0.0000% | $36542.42          | $30978.27          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8089 | 2050-07-01      | 2.5000%  | 0.0000% | $46298.99          | $39235.27          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7466 | 2055-01-01      | 5.5000%  | 0.0000% | $3998373.22        | $4063169.97        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD7513 | 2050-04-01      | 3.5000%  | 0.0000% | $331313.05         | $305324.60         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD7502 | 2049-07-01      | 3.5000%  | 0.0000% | $205.95            | $189.96            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  | 0.0000% | $875.44            | $748.35            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7553 | 2052-03-01      | 3.0000%  | 0.0000% | $135476.82         | $120328.93         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL865885 | 2036-03-01      | 6.0000%  | 0.0000% | $67528.53          | $70826.87          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA1674 | 2053-10-01      | 6.0000%  | 0.0000% | $12285302.24       | $12716745.68       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA1723 | 2053-10-01      | 6.0000%  | 0.0000% | $848.50            | $874.97            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA5013 | 2053-11-01      | 6.5000%  | 0.0000% | $37635.70          | $39840.23          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  | 0.0000% | $170263.83         | $164619.42         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4679 | 2052-09-01      | 5.0000%  | 0.0000% | $763.63            | $767.43            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4765 | 2052-09-01      | 5.0000%  | 0.0000% | $358049.82         | $356309.30         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4889 | 2052-10-01      | 4.5000%  | 0.0000% | $2594333.88        | $2515751.50        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5136 | 2052-11-01      | 5.5000%  | 0.0000% | $37108648.08       | $37972120.97       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5139 | 2052-11-01      | 5.5000%  | 0.0000% | $45304.10          | $45890.24          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5122 | 2052-11-01      | 4.5000%  | 0.0000% | $310639.48         | $302279.55         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6202 | 2053-05-01      | 5.0000%  | 0.0000% | $11735246.08       | $11687822.65       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5450 | 2053-01-01      | 5.0000%  | 0.0000% | $1350792.21        | $1343118.21        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5468 | 2053-01-01      | 5.5000%  | 0.0000% | $17670557.09       | $18102439.25       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5479 | 2053-01-01      | 6.0000%  | 0.0000% | $16905369.06       | $17567428.40       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  | 0.0000% | $797.87            | $772.94            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5773 | 2053-02-01      | 5.5000%  | 0.0000% | $5699540.40        | $5778637.36        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5793 | 2053-02-01      | 4.5000%  | 0.0000% | $1051209.97        | $1015496.17        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CNCB5952 | 2033-03-01      | 5.0000%  | 0.0000% | $404.04            | $408.52            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6310 | 2053-05-01      | 5.0000%  | 0.0000% | $5753174.24        | $5717538.44        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6512 | 2053-06-01      | 5.0000%  | 0.0000% | $1566716.52        | $1574708.17        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6540 | 2053-06-01      | 6.0000%  | 0.0000% | $209150.89         | $216060.12         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6616 | 2053-06-01      | 6.0000%  | 0.0000% | $23284213.43       | $24102925.18       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6718 | 2053-07-01      | 4.5000%  | 0.0000% | $18389684.35       | $17795458.48       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6768 | 2053-07-01      | 6.5000%  | 0.0000% | $35490.20          | $37280.03          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  | 0.0000% | $71049497.27       | $71882039.51       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6873 | 2053-08-01      | 6.0000%  | 0.0000% | $74404.18          | $76961.87          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6904 | 2053-08-01      | 5.0000%  | 0.0000% | $6039155.97        | $6016937.24        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAB7335 | 2042-12-01      | 3.5000%  | 0.0000% | $186445.11         | $174659.77         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAB8287 | 2042-04-01      | 4.0000%  | 0.0000% | $951998.50         | $919593.53         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAB8464 | 2043-02-01      | 2.5000%  | 0.0000% | $184567.85         | $161781.37         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTAB8857 | 2033-04-01      | 3.0000%  | 0.0000% | $233667.42         | $225447.78         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD7564 | 2053-06-01      | 5.0000%  | 0.0000% | $2714133.71        | $2715813.46        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7567 | 2054-02-01      | 5.5000%  | 0.0000% | $26628975.61       | $27278530.30       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7569 | 2054-04-01      | 6.0000%  | 0.0000% | $68242931.45       | $71049945.23       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8146 | 2051-05-01      | 2.0000%  | 0.0000% | $68384.30          | $55193.83          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8189 | 2052-01-01      | 2.5000%  | 0.0000% | $8713.92           | $7349.53           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8178 | 2051-11-01      | 2.5000%  | 0.0000% | $1260187.11        | $1063628.73        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8214 | 2052-05-01      | 3.5000%  | 0.0000% | $41458.50          | $37776.20          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8219 | 2052-06-01      | 2.5000%  | 0.0000% | $7957.31           | $6701.05           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8258 | 2052-10-01      | 5.0000%  | 0.0000% | $6231315.77        | $6188244.22        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8289 | 2053-01-01      | 5.5000%  | 0.0000% | $17086.82          | $17292.17          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8276 | 2052-12-01      | 5.0000%  | 0.0000% | $201292994.52      | $199808436.40      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  | 0.0000% | $1293991.49        | $1311134.00        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  | 0.0000% | $1198732.98        | $1189765.13        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | 0.0000% | $26045.50          | $26344.34          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8347 | 2053-08-01      | 4.5000%  | 0.0000% | $89029.30          | $85889.23          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  | 0.0000% | $1166623.85        | $1179664.12        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8368 | 2053-10-01      | 6.0000%  | 0.0000% | $281348.89         | $288588.46         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8374 | 2053-11-01      | 6.5000%  | 0.0000% | $124672.72         | $130001.30         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  | 0.0000% | $145106.03         | $146337.08         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8469 | 2054-10-01      | 5.5000%  | 0.0000% | $15063.20          | $15191.00          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD4231 | 2052-08-01      | 4.5000%  | 0.0000% | $18638622.45       | $18082073.19       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA5014 | 2053-11-01      | 6.5000%  | 0.0000% | $8795.51           | $9236.45           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB1935 | 2054-09-01      | 6.0000%  | 0.0000% | $322173.46         | $331903.96         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB2142 | 2054-06-01      | 6.5000%  | 0.0000% | $1447079.64        | $1522027.59        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB3175 | 2054-04-01      | 5.5000%  | 0.0000% | $1737874.70        | $1771566.50        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB3709 | 2054-07-01      | 5.5000%  | 0.0000% | $481139.67         | $485323.56         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB7023 | 2054-06-01      | 7.0000%  | 0.0000% | $2567129.53        | $2754138.35        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB7737 | 2054-06-01      | 6.5000%  | 0.0000% | $3912613.08        | $4090893.47        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB9816 | 2054-09-01      | 6.5000%  | 0.0000% | $516158.38         | $542645.85         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC0454 | 2054-10-01      | 4.5000%  | 0.0000% | $1013008.64        | $980984.40         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC2648 | 2055-04-01      | 6.5000%  | 0.0000% | $1081919.71        | $1148772.13        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC2031 | 2054-09-01      | 6.0000%  | 0.0000% | $1260450.54        | $1311403.83        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC3871 | 2054-10-01      | 5.5000%  | 0.0000% | $1543857.59        | $1562290.91        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC6019 | 2054-12-01      | 5.0000%  | 0.0000% | $1048611.39        | $1042599.58        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC7716 | 2054-12-01      | 6.0000%  | 0.0000% | $1257077.44        | $1292726.48        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD3071 | 2055-03-01      | 6.5000%  | 0.0000% | $495.26            | $519.82            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD5981 | 2055-04-01      | 5.5000%  | 0.0000% | $1170014.35        | $1190231.94        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD7136 | 2055-10-01      | 6.0000%  | 0.0000% | $992.96            | $1028.84           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD6420 | 2055-03-01      | 6.5000%  | 0.0000% | $648.48            | $681.15            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8005 | 2054-02-01      | 6.0000%  | 0.0000% | $4997315.65        | $5157742.81        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7237 | 2053-10-01      | 5.5000%  | 0.0000% | $53572.81          | $54257.73          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7416 | 2053-11-01      | 5.5000%  | 0.0000% | $20626948.45       | $20867990.39       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9476 | 2054-11-01      | 5.0000%  | 0.0000% | $911.15            | $909.30            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9739 | 2055-01-01      | 5.5000%  | 0.0000% | $4555412.31        | $4602710.14        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4120 | 2050-09-01      | 2.5000%  | 0.0000% | $454.80            | $385.39            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5353 | 2054-05-01      | 5.5000%  | 0.0000% | $5456306.06        | $5504582.24        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CNMA4589 | 2032-04-01      | 2.0000%  | 0.0000% | $74960.16          | $70890.99          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  | 0.0000% | $820644.15         | $718696.62         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNMA4619 | 2032-04-01      | 2.5000%  | 0.0000% | $174348.31         | $166799.80         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4629 | 2037-06-01      | 3.0000%  | 0.0000% | $33951.30          | $32338.05          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4700 | 2052-08-01      | 4.0000%  | 0.0000% | $4770.34           | $4491.81           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4701 | 2052-08-01      | 4.5000%  | 0.0000% | $724520.18         | $700422.64         | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q22339 G | 2043-10-01      | 4.5000%  | 0.0000% | $1060031.34        | $1049930.30        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q62053 G | 2049-03-01      | 4.0000%  | 0.0000% | $3162517.97        | $3020521.26        | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q62276 G | 2049-03-01      | 4.5000%  | 0.0000% | $757666.85         | $733941.27         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  | 0.0000% | $2997284.46        | $2780788.27        | Agency Mortgage-Backed Securities |
| 06.500 FGPC G60503 G | 2039-09-01      | 6.5000%  | 0.0000% | $132.34            | $139.64            | Agency Mortgage-Backed Securities |
| 07.000 FGPC G60552 G | 2031-12-01      | 7.0000%  | 0.0000% | $202525.38         | $215374.49         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G61430 G | 2044-02-01      | 3.5000%  | 0.0000% | $316.52            | $298.25            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G61595 G | 2048-07-01      | 3.5000%  | 0.0000% | $3672565.10        | $3405761.41        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQB3211 | 2050-09-01      | 2.0000%  | 0.0000% | $631448.43         | $511325.19         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD2061 | 2051-12-01      | 2.5000%  | 0.0000% | $674.76            | $577.42            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE8596 | 2052-09-01      | 4.5000%  | 0.0000% | $9785009.86        | $9464912.83        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF0486 | 2052-09-01      | 5.5000%  | 0.0000% | $12955650.98       | $13190093.56       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2737 | 2055-08-01      | 6.0000%  | 0.0000% | $979.63            | $1023.94           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE3613 | 2055-07-01      | 5.5000%  | 0.0000% | $31282388.54       | $31659928.74       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE4116 | 2055-08-01      | 7.0000%  | 0.0000% | $165380.52         | $178184.19         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE5256 | 2040-07-01      | 5.0000%  | 0.0000% | $959956.16         | $971887.34         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE5856 | 2055-08-01      | 5.0000%  | 0.0000% | $4879911.89        | $4823045.73        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8509 | 2055-08-01      | 6.0000%  | 0.0000% | $990.48            | $1026.26           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE8719 | 2055-09-01      | 5.5000%  | 0.0000% | $940.51            | $951.39            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9773 | 2055-10-01      | 5.5000%  | 0.0000% | $2498530.22        | $2539023.34        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0642 | 2055-09-01      | 6.0000%  | 0.0000% | $975.81            | $1015.13           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1068 | 2055-10-01      | 5.5000%  | 0.0000% | $1820478.00        | $1848866.13        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDF1074 | 2055-09-01      | 7.0000%  | 0.0000% | $994.22            | $1064.92           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF3172 | 2055-10-01      | 6.5000%  | 0.0000% | $994.55            | $1050.64           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF3740 | 2055-11-01      | 5.0000%  | 0.0000% | $1965059.51        | $1939647.15        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG2584 | 2056-02-01      | 6.0000%  | 0.0000% | $4180401.60        | $4333453.07        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG7825 | 2056-04-01      | 5.0000%  | 0.0000% | $4688519.60        | $4654410.10        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  | 0.0000% | $40809.91          | $41296.15          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5010 | 2053-05-01      | 5.5000%  | 0.0000% | $3892640.27        | $3936922.09        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5166 | 2053-10-01      | 6.0000%  | 0.0000% | $6385991.02        | $6561137.47        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5169 | 2038-10-01      | 5.5000%  | 0.0000% | $5283.42           | $5406.83           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5617 | 2040-02-01      | 5.0000%  | 0.0000% | $6906.61           | $6969.24           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF4166 | 2052-12-01      | 6.0000%  | 0.0000% | $2200247.74        | $2267644.99        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG3783 | 2053-05-01      | 5.5000%  | 0.0000% | $762500.92         | $783609.83         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG8408 | 2053-08-01      | 5.0000%  | 0.0000% | $30610.74          | $30376.23          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH5665 | 2053-11-01      | 6.5000%  | 0.0000% | $800186.39         | $839350.36         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH8790 | 2054-02-01      | 5.5000%  | 0.0000% | $8327670.62        | $8447054.26        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA2618 | 2050-05-01      | 2.5000%  | 0.0000% | $487421.71         | $417282.91         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA3727 | 2050-10-01      | 2.0000%  | 0.0000% | $850780.26         | $691791.17         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBA1907 | 2045-08-01      | 3.0000%  | 0.0000% | $140.12            | $126.88            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC0793 | 2046-04-01      | 3.5000%  | 0.0000% | $102056.76         | $95157.44          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC1493 | 2046-08-01      | 3.0000%  | 0.0000% | $17605790.20       | $15826378.85       | Agency Mortgage-Backed Securities |
| FNMS 04.500 I4BF0222 | 2057-09-01      | 4.5000%  | 0.0000% | $763763.35         | $735038.22         | Agency Mortgage-Backed Securities |
| FNMS 04.000 U4BF0195 | 2051-05-01      | 4.0000%  | 0.0000% | $42740.55          | $40702.22          | Agency Mortgage-Backed Securities |
| FNMS 04.500 I3BF0328 | 2048-07-01      | 4.5000%  | 0.0000% | $203652.67         | $201041.85         | Agency Mortgage-Backed Securities |
| FNMS 03.000 I4BF0503 | 2060-09-01      | 3.0000%  | 0.0000% | $326335.56         | $280854.28         | Agency Mortgage-Backed Securities |
| FNMS 04.000 I6BF0665 | 2061-11-01      | 4.0000%  | 0.0000% | $3015823.37        | $2777962.70        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH2623 | 2047-08-01      | 4.0000%  | 0.0000% | $97373.66          | $92728.95          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBH5775 | 2032-11-01      | 3.0000%  | 0.0000% | $225610.20         | $218490.46         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM2000 | 2047-05-01      | 3.5000%  | 0.0000% | $928444.48         | $862025.62         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1148 | 2054-06-01      | 5.5000%  | 0.0000% | $3751620.09        | $3798792.13        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2421 | 2055-07-01      | 5.5000%  | 0.0000% | $3950448.97        | $4002965.36        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA4517 | 2055-02-01      | 4.5000%  | 0.0000% | $19900180.18       | $19217902.50       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4812 | 2054-02-01      | 5.5000%  | 0.0000% | $2904156.33        | $2942743.21        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA4940 | 2056-04-01      | 5.0000%  | 0.0000% | $2559851.94        | $2533052.57        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5973 | 2056-02-01      | 6.0000%  | 0.0000% | $941.37            | $965.04            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA6052 | 2056-05-01      | 4.5000%  | 0.0000% | $4435718.68        | $4268957.83        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA6090 | 2046-05-01      | 4.5000%  | 0.0000% | $2133210.00        | $2074845.37        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU1062 | 2051-10-01      | 2.5000%  | 0.0000% | $24804.28          | $20860.16          | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLBU4787 | 2054-06-01      | 7.5000%  | 0.0000% | $874883.14         | $939629.15         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU8890 | 2052-04-01      | 2.5000%  | 0.0000% | $32331.32          | $27264.50          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV0811 | 2052-01-01      | 3.5000%  | 0.0000% | $918.91            | $837.96            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV2615 | 2052-07-01      | 4.5000%  | 0.0000% | $35270.84          | $34212.96          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV2451 | 2052-06-01      | 3.0000%  | 0.0000% | $11839.37          | $10372.03          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV3214 | 2052-02-01      | 2.5000%  | 0.0000% | $619.22            | $526.31            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV4146 | 2052-03-01      | 3.0000%  | 0.0000% | $250705.40         | $222664.09         | Agency Mortgage-Backed Securities |

### Security 240: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 86562A007, C.3 - LEI: 35380028MYWPB6AUO129, C.5 - Other ID: 86562A007_3.78_0605
- **C.18 - Value (incl. sponsor support):** $464950000.00
- **C.18.a - Value (excl. sponsor support):** $464950000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA3735 M | 2046-06-20      | 3.0000%  | 0.0000% | $86044752.00       | $77184924.63       | Agency Mortgage-Backed Securities  |
| GNII SF MA4962 M | 2048-01-20      | 3.5000%  | 0.0000% | $64452202.20       | $59459813.38       | Agency Mortgage-Backed Securities  |
| GNII SF MA5263 M | 2048-03-20      | 3.5000%  | 0.0000% | $21584669.40       | $19912725.70       | Agency Mortgage-Backed Securities  |
| GNII SF MA5466 M | 2048-09-20      | 4.0000%  | 0.0000% | $78634928.00       | $74809032.94       | Agency Mortgage-Backed Securities  |
| GNII SF MA5876 M | 2049-04-20      | 4.0000%  | 0.0000% | $60970472.00       | $57846351.78       | Agency Mortgage-Backed Securities  |
| GNII SF MA9904 M | 2053-05-20      | 4.5000%  | 0.0000% | $184515024.00      | $178127113.90      | Agency Mortgage-Backed Securities  |
| 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  | 0.0000% | $11350000.00       | $11554943.87       | U.S. Treasuries (including strips) |

### Security 241: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.700000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 86599Z009, C.3 - LEI: 35380028MYWPB6AUO129, C.5 - Other ID: 86599Z009_3.70_0603
- **C.18 - Value (incl. sponsor support):** $145012500.00
- **C.18.a - Value (excl. sponsor support):** $145012500.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 NOTE G 31     | 2031-01-31      | 4.0000%  | 0.0000% | $24000000.00       | $24178072.18       | U.S. Treasuries (including strips) |
| 4 NOTE B 34     | 2034-02-15      | 4.0000%  | 0.0000% | $55000000.00       | $54468326.85       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29 | 2029-05-31      | 4.5000%  | 0.0000% | $2900000.00        | $3000220.37        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32 | 2032-02-15      | 1.8750%  | 0.0000% | $40000000.00       | $35521037.79       | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40   | 2040-08-15      | 1.1250%  | 0.0000% | $10000000.00       | $6250399.67        | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40   | 2040-11-15      | 1.3750%  | 0.0000% | $10000000.00       | $6427170.98        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41   | 2041-02-15      | 1.8750%  | 0.0000% | $10000000.00       | $6951889.45        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41   | 2041-05-15      | 2.2500%  | 0.0000% | $8000000.00        | $5810487.83        | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41   | 2041-08-15      | 1.7500%  | 0.0000% | $8000000.00        | $5370514.25        | U.S. Treasuries (including strips) |

### Security 242: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.700000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 86599Z009, C.3 - LEI: 35380028MYWPB6AUO129, C.5 - Other ID: 86599Z009_3.70_0617
- **C.18 - Value (incl. sponsor support):** $144935000.00
- **C.18.a - Value (excl. sponsor support):** $144935000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-06-17
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **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? 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 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  | 0.0000% | $3550000.00        | $3609399.16        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  | 0.0000% | $4500000.00        | $4544769.84        | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  | 0.0000% | $10000000.00       | $6220593.54        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  | 0.0000% | $8000000.00        | $5784445.48        | U.S. Treasuries (including strips) |
| 4 NOTE G 31      | 2031-01-31      | 4.0000%  | 0.0000% | $24000000.00       | $24100000.00       | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  | 0.0000% | $8000000.00        | $5344887.96        | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  | 0.0000% | $10000000.00       | $6396829.18        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41    | 2041-02-15      | 1.8750%  | 0.0000% | $10000000.00       | $6919379.23        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  | 0.0000% | $40000000.00       | $35400000.00       | U.S. Treasuries (including strips) |
| 4 NOTE B 34      | 2034-02-15      | 4.0000%  | 0.0000% | $55000000.00       | $54200000.00       | U.S. Treasuries (including strips) |

### Security 243: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.720000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 86599Z009, C.3 - LEI: 35380028MYWPB6AUO129, C.5 - Other ID: 86599Z009_3.72_0605
- **C.18 - Value (incl. sponsor support):** $151375000.00
- **C.18.a - Value (excl. sponsor support):** $151375000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $51091567.58       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  | 0.0000% | $100000000.00      | $102756659.70      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  | 0.0000% | $600000.00         | $610834.04         | U.S. Treasuries (including strips) |

### Security 244: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 87299D009, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: 87299D009_3.63_0601
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 02.500 CLFM5311 | 2050-12-01      | 2.5000%  | 0.0000% | $44439716.01       | $37624194.26       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1707 | 2055-03-01      | 5.5000%  | 0.0000% | $63973132.08       | $65049018.01       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ2158 | 2054-08-01      | 6.0000%  | 0.0000% | $64684344.00       | $66669290.92       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1520 | 2055-11-01      | 5.5000%  | 0.0000% | $16676263.20       | $16949783.57       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC2692 | 2056-05-01      | 6.0000%  | 0.0000% | $75351632.96       | $78356178.88       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ6433 | 2056-04-01      | 5.5000%  | 0.0000% | $67884563.33       | $69046935.64       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIRR0090 | 2041-05-01      | 4.5000%  | 0.0000% | $78891075.00       | $78304598.75       | Agency Mortgage-Backed Securities |

### Security 245: Thomas Bently Durant Irrevocable Life Insurance Trust

- **C.1 - Title:** Thomas Bently Durant Irrevocable Life Insurance Trust 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 88434TAA5, C.4 - ISIN: US88434TAA51, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 246: 2020 Sheu Family Exempt Trust

- **C.1 - Title:** 2020 Sheu Family Exempt Trust 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 90138RAA4, C.4 - ISIN: US90138RAA41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9175000.00
- **C.18.a - Value (excl. sponsor support):** $9175000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2041-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PBJ9, C.4 - ISIN: US90376PBJ93, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $450000.69
- **C.18.a - Value (excl. sponsor support):** $450000.69
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PEU1, C.4 - ISIN: US90376PEU12, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $12604875.00
- **C.18.a - Value (excl. sponsor support):** $12604875.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2037-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PEY3, C.4 - ISIN: US90376PEY34, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $9243575.00
- **C.18.a - Value (excl. sponsor support):** $9243575.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2037-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 250: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 910QDQ001, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 910QDQ001_3.63_0601
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 03.500 CLRA7195 | 2052-04-01      | 3.5000%  | 0.0000% | $1525538.89        | $1397915.70        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA6702 | 2052-02-01      | 3.0000%  | 0.0000% | $1664813.64        | $1457699.72        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA8093 | 2052-10-01      | 5.5000%  | 0.0000% | $62083701.37       | $63426433.88       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA7574 | 2052-06-01      | 5.0000%  | 0.0000% | $207528.61         | $208488.41         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7587 | 2052-06-01      | 3.5000%  | 0.0000% | $11517.01          | $10530.10          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7673 | 2052-07-01      | 4.5000%  | 0.0000% | $19001008.10       | $18375057.89       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7757 | 2052-08-01      | 4.0000%  | 0.0000% | $62291104.80       | $58955360.76       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA8415 | 2053-01-01      | 5.5000%  | 0.0000% | $2938.22           | $2985.26           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTRB5289 | 2044-03-01      | 5.0000%  | 0.0000% | $76676.91          | $77091.57          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTRB5334 | 2045-02-01      | 5.5000%  | 0.0000% | $624639.10         | $633581.92         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTRB5154 | 2042-04-01      | 2.5000%  | 0.0000% | $17871.22          | $15915.23          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIRC1538 | 2035-08-01      | 2.5000%  | 0.0000% | $8627226.26        | $8170798.06        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIRC1998 | 2036-05-01      | 1.5000%  | 0.0000% | $466553.36         | $420101.28         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIRC2530 | 2037-03-01      | 2.5000%  | 0.0000% | $16876.16          | $15919.98          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CNRD5297 | 2036-05-01      | 5.5000%  | 0.0000% | $5676051.93        | $5804267.01        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CNRD5070 | 2031-10-01      | 1.5000%  | 0.0000% | $6155721.87        | $5783772.64        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CNRD5067 | 2031-09-01      | 1.5000%  | 0.0000% | $76040.07          | $71513.76          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CNRD5212 | 2034-09-01      | 6.5000%  | 0.0000% | $432873.36         | $451587.15         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CNRD5256 | 2035-08-01      | 5.0000%  | 0.0000% | $9698833.70        | $9814520.32        | Agency Mortgage-Backed Securities |
| FEPC 02.000 ZLSI2038 | 2050-07-01      | 2.0000%  | 0.0000% | $112489.77         | $91174.71          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQI0719 | 2054-03-01      | 7.0000%  | 0.0000% | $2089711.48        | $2231791.89        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI4954 | 2054-05-01      | 6.5000%  | 0.0000% | $4877237.13        | $5182262.25        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3566 | 2040-05-01      | 5.0000%  | 0.0000% | $1499645.51        | $1526078.09        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3184 | 2040-02-01      | 6.0000%  | 0.0000% | $1583043.28        | $1644396.76        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3316 | 2040-03-01      | 6.0000%  | 0.0000% | $1196781.26        | $1244752.65        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3331 | 2040-03-01      | 6.0000%  | 0.0000% | $990960.72         | $1027144.33        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3348 | 2040-03-01      | 5.5000%  | 0.0000% | $670722.57         | $686407.27         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3360 | 2040-03-01      | 5.5000%  | 0.0000% | $2284749.70        | $2343024.01        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3666 | 2040-05-01      | 5.5000%  | 0.0000% | $687847.17         | $706369.36         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3806 | 2040-06-01      | 6.0000%  | 0.0000% | $981267.74         | $1019443.64        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3970 | 2040-08-01      | 5.5000%  | 0.0000% | $1180343.94        | $1217245.95        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4012 | 2040-08-01      | 5.5000%  | 0.0000% | $6818194.93        | $6977043.73        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3987 | 2040-08-01      | 5.5000%  | 0.0000% | $2495756.22        | $2553879.33        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX0742 | 2054-12-01      | 6.0000%  | 0.0000% | $73651.32          | $77092.06          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX6734 | 2055-02-01      | 5.0000%  | 0.0000% | $1008045.64        | $1005995.17        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY3774 | 2055-05-01      | 6.0000%  | 0.0000% | $13419066.12       | $13756470.65       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY5803 | 2055-06-01      | 5.5000%  | 0.0000% | $722911.47         | $729044.49         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ0931 | 2055-08-01      | 6.5000%  | 0.0000% | $13253736.12       | $13822156.47       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ2620 | 2055-08-01      | 5.0000%  | 0.0000% | $1476073.39        | $1460696.97        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQZ2980 | 2055-08-01      | 4.5000%  | 0.0000% | $995396.74         | $958960.24         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3176 | 2055-09-01      | 6.0000%  | 0.0000% | $1325730.00        | $1376076.81        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI4162 | 2036-02-01      | 6.0000%  | 0.0000% | $27860.53          | $29216.77          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZI4718 | 2035-11-01      | 5.0000%  | 0.0000% | $5217.29           | $5276.50           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI7045 | 2038-01-01      | 6.0000%  | 0.0000% | $19507.80          | $20512.78          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZI9668 | 2040-01-01      | 5.0000%  | 0.0000% | $1046.51           | $1059.21           | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZJ5428 | 2031-11-01      | 7.5000%  | 0.0000% | $1187.07           | $1199.97           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTZJ9295 | 2027-11-01      | 6.0000%  | 0.0000% | $2027.24           | $2078.22           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZK8006 | 2031-04-01      | 2.5000%  | 0.0000% | $2122.63           | $2034.53           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4051 | 2040-08-01      | 4.5000%  | 0.0000% | $299343.13         | $297117.81         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4095 | 2040-09-01      | 5.5000%  | 0.0000% | $2426516.69        | $2484842.33        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO4201 | 2040-09-01      | 4.0000%  | 0.0000% | $3297317.09        | $3208929.57        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO4522 | 2040-11-01      | 4.0000%  | 0.0000% | $699251.83         | $680504.26         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4728 | 2041-01-01      | 5.0000%  | 0.0000% | $1470449.65        | $1495520.66        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4792 | 2041-01-01      | 4.5000%  | 0.0000% | $1298361.32        | $1291300.83        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4956 | 2041-02-01      | 4.5000%  | 0.0000% | $1947574.27        | $1948600.64        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO4968 | 2041-02-01      | 4.0000%  | 0.0000% | $10474268.02       | $10191003.08       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO5157 | 2041-03-01      | 4.5000%  | 0.0000% | $1761580.39        | $1749645.68        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO5199 | 2041-04-01      | 6.0000%  | 0.0000% | $1239168.08        | $1284430.76        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO5534 | 2041-05-01      | 4.5000%  | 0.0000% | $1430392.00        | $1420693.94        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIQO5610 | 2041-06-01      | 6.5000%  | 0.0000% | $1436912.00        | $1506351.57        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA5381 | 2049-12-01      | 3.0000%  | 0.0000% | $4940.41           | $4370.09           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3933 | 2055-09-01      | 6.0000%  | 0.0000% | $4002929.39        | $4186702.55        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4325 | 2055-09-01      | 6.0000%  | 0.0000% | $1077582.90        | $1125919.67        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ7127 | 2055-10-01      | 6.0000%  | 0.0000% | $5997137.45        | $6275414.63        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ7558 | 2055-11-01      | 6.0000%  | 0.0000% | $980165.44         | $1021985.84        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9860 | 2055-12-01      | 5.5000%  | 0.0000% | $1933908.24        | $1969967.47        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL1470 | 2055-04-01      | 6.5000%  | 0.0000% | $21598448.76       | $22949249.35       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1480 | 2054-05-01      | 6.0000%  | 0.0000% | $439954.72         | $453938.98         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1566 | 2053-01-01      | 5.5000%  | 0.0000% | $26521.78          | $26852.58          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL1976 | 2052-11-01      | 4.5000%  | 0.0000% | $43070625.57       | $41951392.29       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2843 | 2053-02-01      | 6.0000%  | 0.0000% | $14832501.65       | $15503133.44       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3149 | 2053-03-01      | 5.5000%  | 0.0000% | $65317212.14       | $66681674.20       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3338 | 2054-02-01      | 6.0000%  | 0.0000% | $146830.85         | $151142.78         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM0433 | 2045-11-01      | 3.5000%  | 0.0000% | $264716.55         | $246984.57         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM1124 | 2046-05-01      | 3.5000%  | 0.0000% | $52403.65          | $48900.43          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZA0939 | 2034-02-01      | 5.0000%  | 0.0000% | $680.30            | $685.80            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZA1310 | 2043-03-01      | 3.0000%  | 0.0000% | $4301944.00        | $3923021.60        | Agency Mortgage-Backed Securities |
| FEPC 02.500 3RZA3051 | 2028-01-01      | 2.5000%  | 0.0000% | $3614.96           | $3570.55           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZA4210 | 2043-04-01      | 3.0000%  | 0.0000% | $9106102.00        | $8318208.66        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS0887 | 2035-07-01      | 5.0000%  | 0.0000% | $64188.54          | $64712.05          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS0755 | 2033-11-01      | 5.0000%  | 0.0000% | $2814.44           | $2836.26           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2053 | 2038-05-01      | 5.5000%  | 0.0000% | $3039.70           | $3128.24           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS2274 | 2034-02-01      | 6.0000%  | 0.0000% | $29957.49          | $30710.73          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS3420 | 2041-12-01      | 3.5000%  | 0.0000% | $21811.55          | $20577.28          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4625 | 2045-08-01      | 3.0000%  | 0.0000% | $85447.93          | $77164.47          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4704 | 2047-02-01      | 3.5000%  | 0.0000% | $4655916.32        | $4311835.83        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4747 | 2047-12-01      | 3.5000%  | 0.0000% | $222836.29         | $205593.71         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3466 | 2055-03-01      | 6.0000%  | 0.0000% | $23278605.95       | $24292497.88       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3627 | 2055-12-01      | 5.0000%  | 0.0000% | $19016052.74       | $18998004.40       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSL3663 | 2051-02-01      | 2.0000%  | 0.0000% | $8416591.31        | $6812755.60        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3635 | 2055-12-01      | 6.5000%  | 0.0000% | $20613832.81       | $21697039.34       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3640 | 2055-12-01      | 6.5000%  | 0.0000% | $38112227.16       | $40401344.94       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL3961 | 2053-02-01      | 3.0000%  | 0.0000% | $48938.66          | $42844.34          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL5532 | 2056-05-01      | 5.5000%  | 0.0000% | $69714499.00       | $71403038.40       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ1333 | 2054-04-01      | 5.5000%  | 0.0000% | $4705770.13        | $4799644.49        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ1969 | 2054-07-01      | 6.0000%  | 0.0000% | $751358.96         | $778899.02         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS7775 | 2029-03-01      | 4.0000%  | 0.0000% | $2157.62           | $2130.14           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS9817 | 2046-09-01      | 3.5000%  | 0.0000% | $43054.25          | $40170.58          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS9416 | 2040-02-01      | 5.5000%  | 0.0000% | $2769.54           | $2855.05           | Agency Mortgage-Backed Securities |
| FEPC 02.500 3XZT0976 | 2028-04-01      | 2.5000%  | 0.0000% | $33517.81          | $33154.23          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZT1345 | 2033-11-01      | 3.5000%  | 0.0000% | $104949.42         | $102673.30         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZT1566 | 2033-12-01      | 3.5000%  | 0.0000% | $125384.50         | $122606.26         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CNSA0031 | 2032-09-01      | 4.0000%  | 0.0000% | $14154.18          | $14038.27          | Agency Mortgage-Backed Securities |
| FEPC 01.500 CNSA0063 | 2031-12-01      | 1.5000%  | 0.0000% | $1171111.08        | $1100817.09        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB0015 | 2033-06-01      | 3.5000%  | 0.0000% | $35849.31          | $35181.15          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB0057 | 2034-08-01      | 3.5000%  | 0.0000% | $2830583.01        | $2751952.87        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB0378 | 2034-04-01      | 3.5000%  | 0.0000% | $950.38            | $929.10            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB0424 | 2035-10-01      | 2.0000%  | 0.0000% | $1278387.78        | $1175855.40        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB0510 | 2036-04-01      | 1.5000%  | 0.0000% | $25369.65          | $22954.55          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0625 | 2037-03-01      | 3.0000%  | 0.0000% | $1909731.65        | $1832298.40        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0731 | 2037-06-01      | 2.5000%  | 0.0000% | $63200.15          | $59772.77          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB1688 | 2040-06-01      | 6.0000%  | 0.0000% | $6206805.83        | $6439695.53        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB1799 | 2038-03-01      | 2.0000%  | 0.0000% | $973961.92         | $894545.61         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0914 | 2037-11-01      | 2.5000%  | 0.0000% | $283778.43         | $267692.29         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB0976 | 2038-09-01      | 5.0000%  | 0.0000% | $18719.31          | $18900.87          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB1235 | 2039-07-01      | 6.0000%  | 0.0000% | $648273.15         | $675534.12         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB1550 | 2040-07-01      | 5.0000%  | 0.0000% | $43128219.83       | $43512444.36       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB1620 | 2038-07-01      | 2.0000%  | 0.0000% | $8761021.43        | $8046372.26        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8016 | 2034-11-01      | 3.0000%  | 0.0000% | $847428.12         | $812584.70         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8040 | 2035-04-01      | 2.5000%  | 0.0000% | $557905.44         | $526280.26         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8057 | 2035-08-01      | 2.0000%  | 0.0000% | $8047572.36        | $7412019.81        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB8066 | 2035-08-01      | 1.5000%  | 0.0000% | $304053.94         | $274743.65         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8090 | 2036-02-01      | 2.5000%  | 0.0000% | $368984.19         | $349461.40         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8149 | 2037-04-01      | 2.5000%  | 0.0000% | $11955259.25       | $11277688.28       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8166 | 2037-06-01      | 3.5000%  | 0.0000% | $1181470.88        | $1132519.26        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8281 | 2039-02-01      | 5.0000%  | 0.0000% | $468217.49         | $472761.02         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8512 | 2036-05-01      | 2.0000%  | 0.0000% | $9090.03           | $8357.66           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTSC0063 | 2035-05-01      | 3.5000%  | 0.0000% | $44419.98          | $43061.72          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTSC0297 | 2038-10-01      | 5.5000%  | 0.0000% | $13805.12          | $13925.60          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD0894 | 2052-01-01      | 2.0000%  | 0.0000% | $561763.59         | $460654.88         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0436 | 2050-09-01      | 2.5000%  | 0.0000% | $55724.49          | $47635.22          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0931 | 2052-03-01      | 2.5000%  | 0.0000% | $551125.52         | $470849.37         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1165 | 2052-06-01      | 4.5000%  | 0.0000% | $643118.77         | $624010.42         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1393 | 2052-06-01      | 3.5000%  | 0.0000% | $2929817.52        | $2669597.64        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1505 | 2052-08-01      | 4.5000%  | 0.0000% | $133749.59         | $129775.22         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ4615 | 2055-08-01      | 4.5000%  | 0.0000% | $71279.86          | $68765.54          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4814 | 2055-09-01      | 5.5000%  | 0.0000% | $941016.89         | $953313.89         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ4798 | 2055-09-01      | 6.5000%  | 0.0000% | $43129438.33       | $45382673.56       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ6205 | 2056-03-01      | 5.5000%  | 0.0000% | $18085125.95       | $18491585.14       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ5671 | 2056-01-01      | 4.5000%  | 0.0000% | $46560622.70       | $44959402.89       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ5742 | 2056-01-01      | 5.5000%  | 0.0000% | $150194704.87      | $152537108.10      | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLRQ0060 | 2055-08-01      | 7.5000%  | 0.0000% | $91278.98          | $97917.64          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRQ0092 | 2056-02-01      | 4.0000%  | 0.0000% | $254523178.38      | $238967004.50      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRQ0111 | 2056-04-01      | 5.5000%  | 0.0000% | $78068690.20       | $78731007.64       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRQ0113 | 2056-04-01      | 6.5000%  | 0.0000% | $1245147.61        | $1298365.92        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIRR0029 | 2040-10-01      | 3.5000%  | 0.0000% | $15931781.44       | $15264880.60       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIRR0004 | 2040-06-01      | 6.0000%  | 0.0000% | $7673.37           | $7931.23           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIRR0090 | 2041-05-01      | 4.5000%  | 0.0000% | $23078538.00       | $22906972.15       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA0731 | 2055-12-01      | 6.0000%  | 0.0000% | $969168.38         | $1014208.22        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA1759 | 2055-12-01      | 6.0000%  | 0.0000% | $578905.10         | $597577.49         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA1062 | 2055-12-01      | 5.5000%  | 0.0000% | $1091148.39        | $1106570.44        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA1868 | 2056-01-01      | 6.0000%  | 0.0000% | $1314661.32        | $1371974.86        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA2314 | 2055-12-01      | 4.5000%  | 0.0000% | $138463.39         | $133257.86         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD1556 | 2052-06-01      | 2.0000%  | 0.0000% | $67811.95          | $54522.41          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1900 | 2052-06-01      | 3.5000%  | 0.0000% | $125998.05         | $114809.70         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1944 | 2052-12-01      | 5.0000%  | 0.0000% | $192179.89         | $191583.53         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2064 | 2052-08-01      | 4.5000%  | 0.0000% | $4230823.18        | $4087948.28        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2567 | 2052-09-01      | 4.5000%  | 0.0000% | $839561.89         | $812225.75         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2818 | 2053-04-01      | 5.5000%  | 0.0000% | $32839575.90       | $33344181.53       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2892 | 2053-05-01      | 5.5000%  | 0.0000% | $66703.49          | $68005.86          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD2988 | 2052-05-01      | 3.5000%  | 0.0000% | $404012.02         | $368128.57         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3174 | 2053-06-01      | 5.5000%  | 0.0000% | $357998.90         | $362748.03         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD3302 | 2051-10-01      | 2.0000%  | 0.0000% | $1214.68           | $979.10            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD4526 | 2052-03-01      | 2.0000%  | 0.0000% | $3328592.65        | $2666384.31        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD4837 | 2053-05-01      | 4.5000%  | 0.0000% | $4203112.43        | $4060748.81        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD4930 | 2052-06-01      | 3.5000%  | 0.0000% | $2382752.16        | $2178901.09        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5824 | 2039-01-01      | 6.0000%  | 0.0000% | $19767.21          | $20264.23          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8044 | 2050-02-01      | 3.0000%  | 0.0000% | $73799.82          | $65228.95          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8068 | 2050-06-01      | 3.0000%  | 0.0000% | $3750.88           | $3299.55           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7509 | 2049-11-01      | 3.0000%  | 0.0000% | $1953602.17        | $1741984.73        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD7534 | 2051-02-01      | 2.5000%  | 0.0000% | $462994.46         | $397837.45         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA2432 | 2055-12-01      | 6.0000%  | 0.0000% | $2719367.18        | $2811476.68        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA3341 | 2055-11-01      | 5.5000%  | 0.0000% | $995300.39         | $1005420.38        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA3353 | 2056-01-01      | 6.0000%  | 0.0000% | $53099277.07       | $54716557.17       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA3717 | 2056-01-01      | 6.5000%  | 0.0000% | $1576346.16        | $1643956.53        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5672 | 2056-02-01      | 5.0000%  | 0.0000% | $973797.99         | $973303.19         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA5692 | 2056-02-01      | 4.5000%  | 0.0000% | $1121904.23        | $1079726.24        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA7480 | 2056-02-01      | 6.0000%  | 0.0000% | $1639036.47        | $1690301.71        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA9182 | 2056-04-01      | 5.5000%  | 0.0000% | $5411684.15        | $5482148.48        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA9458 | 2056-04-01      | 6.5000%  | 0.0000% | $1610430.21        | $1690498.47        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTB0768 | 2056-03-01      | 5.5000%  | 0.0000% | $1099629.12        | $1115059.97        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB0162 | 2056-04-01      | 4.5000%  | 0.0000% | $7012478.67        | $6748844.53        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTB0373 | 2056-04-01      | 6.5000%  | 0.0000% | $1871737.94        | $1964799.92        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB0623 | 2056-04-01      | 5.0000%  | 0.0000% | $35493284.92       | $35030803.48       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLTB0719 | 2056-04-01      | 4.0000%  | 0.0000% | $3879377.31        | $3642274.08        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLTB1327 | 2056-04-01      | 4.0000%  | 0.0000% | $8326064.92        | $7817201.74        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB1969 | 2056-05-01      | 5.0000%  | 0.0000% | $8065801.66        | $7960525.92        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTB2271 | 2056-05-01      | 6.5000%  | 0.0000% | $1808588.46        | $1897695.00        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTB2740 | 2056-05-01      | 5.5000%  | 0.0000% | $5096425.00        | $5139661.94        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB3195 | 2056-05-01      | 5.0000%  | 0.0000% | $3323610.00        | $3280229.87        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8161 | 2051-08-01      | 2.5000%  | 0.0000% | $31663.04          | $26754.72          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8193 | 2052-02-01      | 2.0000%  | 0.0000% | $3338519.39        | $2681216.85        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8168 | 2051-09-01      | 3.0000%  | 0.0000% | $2097914.46        | $1844067.51        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  | 0.0000% | $662214.85         | $580705.03         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  | 0.0000% | $12202508.95       | $10282010.29       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8254 | 2052-10-01      | 3.0000%  | 0.0000% | $97430.58          | $85355.36          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8238 | 2052-08-01      | 4.5000%  | 0.0000% | $3113166.67        | $3013109.50        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8286 | 2053-01-01      | 4.0000%  | 0.0000% | $5071562.16        | $4767405.92        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8276 | 2052-12-01      | 5.0000%  | 0.0000% | $9899.07           | $9826.07           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8300 | 2053-02-01      | 5.5000%  | 0.0000% | $2648.78           | $2680.07           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8308 | 2053-03-01      | 5.5000%  | 0.0000% | $312305.52         | $316026.57         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8325 | 2053-05-01      | 6.0000%  | 0.0000% | $6461915.60        | $6646478.68        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8396 | 2054-01-01      | 6.0000%  | 0.0000% | $26265260.28       | $26961727.44       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8408 | 2054-03-01      | 5.5000%  | 0.0000% | $176107510.30      | $177706175.20      | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLSD8482 | 2054-09-01      | 7.5000%  | 0.0000% | $5087333.93        | $5451425.93        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8521 | 2055-04-01      | 4.0000%  | 0.0000% | $108989149.96      | $102327854.20      | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD4420 | 2050-03-01      | 3.0000%  | 0.0000% | $4665273.13        | $4161929.04        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD4223 | 2053-10-01      | 6.5000%  | 0.0000% | $103751.38         | $108983.93         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4297 | 2053-11-01      | 6.0000%  | 0.0000% | $44922856.15       | $46324074.92       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB4038 | 2056-05-01      | 4.5000%  | 0.0000% | $3621439.00        | $3490042.33        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTB4332 | 2056-06-01      | 6.0000%  | 0.0000% | $2745203.00        | $2869364.87        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB4885 | 2056-06-01      | 5.0000%  | 0.0000% | $3521285.00        | $3486547.13        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA8141 | 2050-03-01      | 3.5000%  | 0.0000% | $563167.26         | $515685.63         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA9345 | 2050-05-01      | 3.0000%  | 0.0000% | $745159.31         | $653651.01         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQB0555 | 2050-06-01      | 3.0000%  | 0.0000% | $112522.82         | $100819.24         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQB5799 | 2050-11-01      | 2.5000%  | 0.0000% | $53467.85          | $44991.83          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC6516 | 2051-09-01      | 2.5000%  | 0.0000% | $826113.12         | $693018.40         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC9123 | 2051-10-01      | 2.5000%  | 0.0000% | $1332334.03        | $1117687.61        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD4803 | 2052-01-01      | 2.5000%  | 0.0000% | $10136560.65       | $8503169.90        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD6081 | 2052-02-01      | 3.0000%  | 0.0000% | $13716960.24       | $12032179.16       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQD9838 | 2052-04-01      | 3.5000%  | 0.0000% | $891513.10         | $812335.34         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD9879 | 2052-03-01      | 2.5000%  | 0.0000% | $180202.81         | $151609.93         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE0399 | 2052-04-01      | 3.0000%  | 0.0000% | $355962.68         | $314248.60         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE0637 | 2052-04-01      | 3.0000%  | 0.0000% | $9685282.11        | $8616640.36        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQE4044 | 2052-06-01      | 2.5000%  | 0.0000% | $1255201.81        | $1053973.44        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE9425 | 2052-08-01      | 4.5000%  | 0.0000% | $1011105.50        | $978217.27         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF0109 | 2052-09-01      | 4.5000%  | 0.0000% | $13257447.99       | $12807172.03       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF2002 | 2052-10-01      | 4.5000%  | 0.0000% | $1342727.44        | $1296551.04        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF2182 | 2052-10-01      | 4.5000%  | 0.0000% | $4138409.57        | $3992861.71        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF2557 | 2052-10-01      | 4.5000%  | 0.0000% | $784848.43         | $758587.40         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF3509 | 2052-11-01      | 5.5000%  | 0.0000% | $2010447.67        | $2066060.23        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF4847 | 2052-12-01      | 5.5000%  | 0.0000% | $34501.45          | $34993.99          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF8786 | 2053-02-01      | 6.0000%  | 0.0000% | $269414.28         | $280667.08         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG6044 | 2053-07-01      | 6.0000%  | 0.0000% | $51938.04          | $53383.25          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH1480 | 2053-09-01      | 5.5000%  | 0.0000% | $786843.73         | $797244.06         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ0915 | 2054-08-01      | 6.0000%  | 0.0000% | $394288.87         | $406367.38         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ0957 | 2054-07-01      | 6.0000%  | 0.0000% | $9728369.19        | $9973180.36        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ1160 | 2054-08-01      | 5.5000%  | 0.0000% | $244235.05         | $246307.08         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ1978 | 2054-08-01      | 6.0000%  | 0.0000% | $72230.73          | $75496.76          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN4224 | 2035-11-01      | 2.0000%  | 0.0000% | $216973.97         | $199779.99         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA2194 | 2050-02-01      | 3.0000%  | 0.0000% | $56167.44          | $50399.23          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA2897 | 2050-06-01      | 2.5000%  | 0.0000% | $826880.08         | $700978.86         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA4518 | 2051-02-01      | 3.5000%  | 0.0000% | $32406301.54       | $29748408.70       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQI5867 | 2054-05-01      | 5.0000%  | 0.0000% | $2391010.49        | $2360792.63        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI6082 | 2054-05-01      | 6.0000%  | 0.0000% | $575294.05         | $596205.79         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIQO0557 | 2037-07-01      | 2.5000%  | 0.0000% | $7305557.95        | $6891489.48        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3485 | 2040-04-01      | 6.0000%  | 0.0000% | $763765.31         | $794689.91         | Agency Mortgage-Backed Securities |

### Security 251: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 910QDQ001, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 910QDQ001_3.66_0608
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.000 CTBM3374 | 2038-01-01      | 3.0000%  | 0.0000% | $3332.25           | $3138.41           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM4202 | 2029-12-01      | 3.5000%  | 0.0000% | $145185.99         | $143997.24         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM5833 | 2047-05-01      | 3.5000%  | 0.0000% | $2911.80           | $2716.95           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN0887 | 2048-11-01      | 4.0000%  | 0.0000% | $750249.87         | $714335.49         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN6710 | 2049-06-01      | 4.5000%  | 0.0000% | $378573.60         | $370437.30         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBN9019 | 2051-02-01      | 2.0000%  | 0.0000% | $45409045.44       | $36789752.72       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO2200 | 2049-09-01      | 3.5000%  | 0.0000% | $674513.51         | $621200.79         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP2129 | 2050-02-01      | 3.0000%  | 0.0000% | $145559.68         | $128854.13         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ1226 | 2050-09-01      | 2.0000%  | 0.0000% | $11554.86          | $9361.35           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBQ6658 | 2051-10-01      | 3.0000%  | 0.0000% | $6583343.68        | $5910133.15        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR0999 | 2051-05-01      | 2.5000%  | 0.0000% | $2706201.59        | $2270244.54        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT6607 | 2052-02-01      | 2.5000%  | 0.0000% | $315349.83         | $265019.51         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA5471 | 2055-04-01      | 6.5000%  | 0.0000% | $38872141.99       | $40533558.95       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA5852 | 2051-08-01      | 4.0000%  | 0.0000% | $9077833.00        | $8796829.69        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM1942 | 2048-07-01      | 4.5000%  | 0.0000% | $333320.02         | $326826.95         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM2841 | 2050-03-01      | 3.5000%  | 0.0000% | $1314932.95        | $1210687.99        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3297 | 2035-05-01      | 3.5000%  | 0.0000% | $297867.76         | $286921.48         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  | 0.0000% | $56513.24          | $53409.03          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM5898 | 2049-03-01      | 5.0000%  | 0.0000% | $473347.16         | $475656.09         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7973 | 2050-05-01      | 4.0000%  | 0.0000% | $3919832.61        | $3713692.96        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL509503 | 2029-11-01      | 7.0000%  | 0.0000% | $1051.53           | $1117.07           | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL535916 | 2031-05-01      | 8.0000%  | 0.0000% | $1720.08           | $1761.29           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL555592 | 2033-07-01      | 5.5000%  | 0.0000% | $2422.03           | $2458.52           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW9762 | 2053-05-01      | 5.5000%  | 0.0000% | $14144132.78       | $14303774.46       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8480 | 2050-11-01      | 3.0000%  | 0.0000% | $479119.43         | $423527.84         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM9895 | 2050-10-01      | 4.5000%  | 0.0000% | $11975.94          | $11741.41          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0644 | 2052-02-01      | 3.0000%  | 0.0000% | $2151488.68        | $1905451.60        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2586 | 2052-08-01      | 4.5000%  | 0.0000% | $3401092.26        | $3305610.00        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS2040 | 2052-02-01      | 2.0000%  | 0.0000% | $984057.60         | $794322.00         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS2253 | 2050-04-01      | 3.5000%  | 0.0000% | $8547779.65        | $7810039.78        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2525 | 2052-08-01      | 4.5000%  | 0.0000% | $26337039.68       | $25652619.03       | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL602314 | 2031-09-01      | 7.5000%  | 0.0000% | $1873.23           | $1904.25           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL2134 | 2027-07-01      | 4.0000%  | 0.0000% | $663.10            | $662.81            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL2158 | 2042-04-01      | 3.5000%  | 0.0000% | $3210533.56        | $3013632.25        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CJAL3956 | 2028-08-01      | 2.0000%  | 0.0000% | $40643.38          | $39827.04          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAL4324 | 2040-05-01      | 6.5000%  | 0.0000% | $22358.36          | $23877.95          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL6729 | 2044-05-01      | 3.5000%  | 0.0000% | $2302.32           | $2159.58           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO2881 | 2042-05-01      | 3.5000%  | 0.0000% | $36508.08          | $34370.47          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX8127 | 2053-04-01      | 5.5000%  | 0.0000% | $33417651.00       | $33924856.69       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY6785 | 2053-08-01      | 5.5000%  | 0.0000% | $414651.66         | $419422.55         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3686 | 2049-06-01      | 4.5000%  | 0.0000% | $10181.81          | $9960.25           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA4807 | 2049-12-01      | 3.5000%  | 0.0000% | $214775.66         | $197649.93         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA5019 | 2050-01-01      | 3.0000%  | 0.0000% | $2803.70           | $2479.16           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICA5083 | 2035-01-01      | 3.5000%  | 0.0000% | $64186.30          | $62480.76          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA5496 | 2050-04-01      | 3.0000%  | 0.0000% | $151169.52         | $135646.43         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA5556 | 2050-04-01      | 3.5000%  | 0.0000% | $7880197.25        | $7251375.02        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA5571 | 2050-04-01      | 4.0000%  | 0.0000% | $91850.42          | $87353.16          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA5960 | 2050-06-01      | 2.5000%  | 0.0000% | $15912.73          | $13626.46          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3971 | 2052-10-01      | 4.5000%  | 0.0000% | $22591157.10       | $21823622.53       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4023 | 2053-03-01      | 5.5000%  | 0.0000% | $26582955.64       | $26930388.97       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4094 | 2052-11-01      | 5.0000%  | 0.0000% | $890706.54         | $895141.27         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS4140 | 2052-04-01      | 3.0000%  | 0.0000% | $110014.20         | $97787.04          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4228 | 2052-08-01      | 3.5000%  | 0.0000% | $448773.16         | $409284.82         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5270 | 2053-07-01      | 5.5000%  | 0.0000% | $972773.44         | $992105.15         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5313 | 2050-01-01      | 3.5000%  | 0.0000% | $848745.24         | $781745.48         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS5387 | 2052-05-01      | 2.5000%  | 0.0000% | $8329261.57        | $6987179.68        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4598 | 2053-05-01      | 6.0000%  | 0.0000% | $186311.27         | $193591.50         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4630 | 2053-05-01      | 5.5000%  | 0.0000% | $1448246.74        | $1476238.13        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS4794 | 2037-08-01      | 2.0000%  | 0.0000% | $1934036.95        | $1776259.29        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFS4885 | 2037-05-01      | 3.5000%  | 0.0000% | $121887.48         | $118591.55         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS5020 | 2052-11-01      | 4.5000%  | 0.0000% | $49698.51          | $48051.00          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS5143 | 2052-05-01      | 3.0000%  | 0.0000% | $1114617.89        | $986807.26         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS5153 | 2053-06-01      | 4.5000%  | 0.0000% | $13915489.13       | $13452757.37       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5209 | 2053-07-01      | 6.0000%  | 0.0000% | $25229.57          | $26162.20          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5551 | 2047-07-01      | 5.0000%  | 0.0000% | $117231.61         | $118651.15         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5579 | 2053-08-01      | 6.0000%  | 0.0000% | $739085.83         | $767742.16         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS5735 | 2052-05-01      | 2.5000%  | 0.0000% | $240157.54         | $205757.48         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS5955 | 2053-10-01      | 6.5000%  | 0.0000% | $630290.20         | $664026.83         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6086 | 2053-10-01      | 6.5000%  | 0.0000% | $4622176.62        | $4896898.26        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS6157 | 2052-09-01      | 3.0000%  | 0.0000% | $32088.68          | $28147.34          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFS6392 | 2038-11-01      | 5.5000%  | 0.0000% | $524385.53         | $539343.51         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6766 | 2054-01-01      | 6.5000%  | 0.0000% | $24465387.40       | $25945605.87       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS6883 | 2053-05-01      | 4.0000%  | 0.0000% | $769.63            | $729.49            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  | 0.0000% | $626435.65         | $548690.18         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP9733 | 2042-10-01      | 3.5000%  | 0.0000% | $1326862.71        | $1247117.23        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS0302 | 2043-08-01      | 3.0000%  | 0.0000% | $361767.74         | $329790.49         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAS5691 | 2030-08-01      | 2.5000%  | 0.0000% | $647835.87         | $627941.12         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8274 | 2046-11-01      | 3.0000%  | 0.0000% | $3461429.69        | $3108545.01        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CVAT2767 | 2028-05-01      | 2.5000%  | 0.0000% | $29132.94          | $28716.76          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT4138 | 2043-05-01      | 3.5000%  | 0.0000% | $1588911.11        | $1493912.05        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAW8566 | 2044-08-01      | 4.0000%  | 0.0000% | $754.59            | $722.97            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6417 | 2050-07-01      | 3.0000%  | 0.0000% | $943218.78         | $839628.21         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6635 | 2050-08-01      | 2.5000%  | 0.0000% | $7843.00           | $6728.36           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6636 | 2050-08-01      | 2.5000%  | 0.0000% | $612878.31         | $524822.68         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6738 | 2050-08-01      | 3.0000%  | 0.0000% | $2423.42           | $2140.77           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6962 | 2050-09-01      | 2.5000%  | 0.0000% | $1612324.05        | $1379156.91        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA7061 | 2050-09-01      | 3.5000%  | 0.0000% | $37932195.20       | $35158601.51       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA7044 | 2050-09-01      | 3.0000%  | 0.0000% | $5039460.75        | $4530648.24        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA8005 | 2050-12-01      | 1.5000%  | 0.0000% | $204604.38         | $156594.51         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA7503 | 2035-10-01      | 3.0000%  | 0.0000% | $442063.85         | $423266.12         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICA7955 | 2035-11-01      | 2.0000%  | 0.0000% | $44142816.00       | $40601483.13       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8959 | 2051-02-01      | 2.5000%  | 0.0000% | $384604.70         | $325496.13         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA8679 | 2050-10-01      | 5.0000%  | 0.0000% | $4184.93           | $4163.44           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2078 | 2051-11-01      | 3.0000%  | 0.0000% | $11044.10          | $9748.94           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3496 | 2052-05-01      | 3.0000%  | 0.0000% | $158463.48         | $139001.05         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3362 | 2052-04-01      | 3.0000%  | 0.0000% | $70825.53          | $62526.08          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9504 | 2054-10-01      | 5.5000%  | 0.0000% | $618160.77         | $634000.39         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCC0302 | 2055-04-01      | 7.0000%  | 0.0000% | $3315471.80        | $3561186.20        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL888283 | 2034-08-01      | 5.0000%  | 0.0000% | $314561.49         | $315529.99         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL905147 | 2037-02-01      | 6.0000%  | 0.0000% | $18288.18          | $19180.53          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL776463 | 2034-03-01      | 5.0000%  | 0.0000% | $12785.26          | $12733.46          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL872884 | 2036-06-01      | 6.0000%  | 0.0000% | $11703.10          | $12303.28          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA4284 | 2053-11-01      | 6.0000%  | 0.0000% | $32801.91          | $33691.06          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4113 | 2052-07-01      | 3.5000%  | 0.0000% | $107349.15         | $98291.91          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4970 | 2052-10-01      | 5.5000%  | 0.0000% | $69275.99          | $70441.75          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5484 | 2053-01-01      | 6.0000%  | 0.0000% | $111468.06         | $115973.23         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL923749 | 2037-05-01      | 6.0000%  | 0.0000% | $14652.98          | $15369.10          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL929596 | 2038-05-01      | 5.5000%  | 0.0000% | $18605.10          | $19169.15          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL972304 | 2038-02-01      | 6.0000%  | 0.0000% | $1508.70           | $1563.16           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL991549 | 2038-11-01      | 7.0000%  | 0.0000% | $43884.28          | $46619.60          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB5284 | 2042-06-01      | 3.5000%  | 0.0000% | $162044.78         | $152555.79         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB5666 | 2042-07-01      | 3.5000%  | 0.0000% | $245785.01         | $231010.93         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA3498 | 2033-09-01      | 4.5000%  | 0.0000% | $39836.42          | $39784.23          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2864 | 2047-01-01      | 3.5000%  | 0.0000% | $3002.96           | $2775.11           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA3386 | 2048-06-01      | 5.0000%  | 0.0000% | $5793.92           | $5828.59           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4379 | 2051-07-01      | 2.5000%  | 0.0000% | $221981.36         | $187424.29         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB0970 | 2054-04-01      | 6.0000%  | 0.0000% | $8318718.10        | $8573326.33        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC0237 | 2054-08-01      | 6.0000%  | 0.0000% | $246538.02         | $254263.70         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7963 | 2054-12-01      | 5.5000%  | 0.0000% | $2451920.42        | $2479484.36        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD0613 | 2040-07-01      | 5.0000%  | 0.0000% | $14354587.31       | $14484781.82       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4045 | 2055-03-01      | 6.0000%  | 0.0000% | $639717.54         | $664633.68         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD4559 | 2055-05-01      | 7.0000%  | 0.0000% | $1280658.94        | $1392499.46        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8223 | 2054-03-01      | 6.0000%  | 0.0000% | $69600.00          | $71931.30          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9973 | 2055-02-01      | 5.5000%  | 0.0000% | $6673243.04        | $6781381.46        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIDF9573 | 2041-01-01      | 4.0000%  | 0.0000% | $72586.20          | $70635.52          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG0138 | 2056-01-01      | 5.5000%  | 0.0000% | $3033906.12        | $3100578.57        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG0712 | 2056-01-01      | 5.0000%  | 0.0000% | $3711549.84        | $3702856.98        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3692 | 2049-07-01      | 3.5000%  | 0.0000% | $3205017.59        | $2942786.97        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3939 | 2050-02-01      | 3.5000%  | 0.0000% | $387545.75         | $355661.67         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4096 | 2050-08-01      | 2.5000%  | 0.0000% | $1677.84           | $1421.75           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4122 | 2035-09-01      | 1.5000%  | 0.0000% | $40394.08          | $36500.32          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5296 | 2054-03-01      | 5.5000%  | 0.0000% | $7004381.04        | $7067544.99        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4566 | 2037-03-01      | 1.5000%  | 0.0000% | $762353.97         | $684056.15         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4684 | 2052-06-01      | 4.5000%  | 0.0000% | $5210796.64        | $5034828.04        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDE3109 | 2055-07-01      | 4.0000%  | 0.0000% | $1204344.50        | $1130736.30        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDE3890 | 2056-01-01      | 4.0000%  | 0.0000% | $2261003.84        | $2122818.32        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE4946 | 2055-09-01      | 6.0000%  | 0.0000% | $1071116.92        | $1120813.17        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE8061 | 2040-08-01      | 5.0000%  | 0.0000% | $1244826.30        | $1256918.40        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF0647 | 2040-09-01      | 5.0000%  | 0.0000% | $655880.13         | $662248.00         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1864 | 2055-10-01      | 6.0000%  | 0.0000% | $1672379.85        | $1737777.71        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF2346 | 2055-10-01      | 5.5000%  | 0.0000% | $12267754.16       | $12431746.78       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDF2758 | 2056-03-01      | 4.0000%  | 0.0000% | $1603228.12        | $1505243.80        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF2771 | 2056-03-01      | 6.5000%  | 0.0000% | $3347501.23        | $3491067.38        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDF2800 | 2056-04-01      | 4.0000%  | 0.0000% | $1818435.94        | $1707298.79        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF3924 | 2055-11-01      | 6.0000%  | 0.0000% | $1057046.77        | $1101667.53        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3735 | 2056-03-01      | 5.0000%  | 0.0000% | $1155899.96        | $1143276.25        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIDG5462 | 2041-03-01      | 4.0000%  | 0.0000% | $177930.48         | $173154.32         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG5805 | 2056-04-01      | 5.5000%  | 0.0000% | $3427476.51        | $3483035.14        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG6377 | 2056-04-01      | 4.5000%  | 0.0000% | $4570217.56        | $4401412.01        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG6426 | 2056-04-01      | 5.0000%  | 0.0000% | $9843336.08        | $9716188.61        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG6622 | 2056-05-01      | 5.0000%  | 0.0000% | $10130055.48       | $10032147.36       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG8903 | 2056-05-01      | 5.0000%  | 0.0000% | $3612347.22        | $3577823.62        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG9370 | 2056-04-01      | 6.0000%  | 0.0000% | $3306692.00        | $3411304.71        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG9598 | 2056-05-01      | 5.5000%  | 0.0000% | $3096732.00        | $3147499.14        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDH1933 | 2056-05-01      | 6.5000%  | 0.0000% | $235277.00         | $246484.79         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0011 | 2054-12-01      | 6.0000%  | 0.0000% | $311556.13         | $321844.54         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0287 | 2054-12-01      | 6.0000%  | 0.0000% | $9146673.91        | $9376654.83        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4768 | 2052-09-01      | 2.5000%  | 0.0000% | $5601.96           | $4713.12           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4838 | 2052-12-01      | 3.5000%  | 0.0000% | $4049.07           | $3689.44           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4951 | 2037-10-01      | 1.5000%  | 0.0000% | $582894.50         | $522985.57         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA5021 | 2043-05-01      | 4.5000%  | 0.0000% | $68840.29          | $68102.32          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5108 | 2053-08-01      | 6.0000%  | 0.0000% | $1098978.84        | $1130643.35        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5605 | 2055-01-01      | 3.5000%  | 0.0000% | $3780.85           | $3445.00           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF6404 | 2055-12-01      | 6.5000%  | 0.0000% | $1709146.08        | $1804512.25        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF6545 | 2055-12-01      | 6.0000%  | 0.0000% | $2585314.68        | $2688548.02        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF7547 | 2056-01-01      | 6.5000%  | 0.0000% | $884239.69         | $935306.79         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC1489 | 2046-08-01      | 3.0000%  | 0.0000% | $58797.76          | $52983.15          | Agency Mortgage-Backed Securities |
| FNMS 05.500 I4BF0271 | 2058-05-01      | 5.5000%  | 0.0000% | $2098392.58        | $2169768.93        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTBH0237 | 2037-04-01      | 4.0000%  | 0.0000% | $410080.45         | $401622.59         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBJ0644 | 2048-03-01      | 3.5000%  | 0.0000% | $169123.62         | $158387.18         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ1679 | 2047-12-01      | 4.0000%  | 0.0000% | $4037402.74        | $3834023.06        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ9732 | 2049-10-01      | 4.0000%  | 0.0000% | $939487.10         | $893584.80         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBK5720 | 2033-05-01      | 3.5000%  | 0.0000% | $41534.52          | $40632.81          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFA1073 | 2039-11-01      | 5.5000%  | 0.0000% | $19513241.77       | $19954002.54       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA1546 | 2037-03-01      | 2.5000%  | 0.0000% | $26822251.63       | $25302353.83       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1574 | 2055-05-01      | 6.0000%  | 0.0000% | $24792580.47       | $25672758.40       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA3630 | 2051-05-01      | 4.0000%  | 0.0000% | $60545016.94       | $57653151.47       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3922 | 2055-09-01      | 6.5000%  | 0.0000% | $128021581.61      | $135176651.00      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4054 | 2055-12-01      | 5.5000%  | 0.0000% | $238706.64         | $240731.77         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA4638 | 2051-03-01      | 4.5000%  | 0.0000% | $15538590.76       | $15082408.81       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA4851 | 2056-03-01      | 5.0000%  | 0.0000% | $20447743.53       | $20180857.31       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5667 | 2040-03-01      | 3.5000%  | 0.0000% | $603676.89         | $578417.38         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5737 | 2055-06-01      | 6.5000%  | 0.0000% | $28979750.67       | $30218361.33       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5818 | 2055-09-01      | 3.5000%  | 0.0000% | $25861.16          | $23570.69          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CNMA5894 | 2035-11-01      | 5.0000%  | 0.0000% | $2527810.44        | $2554119.61        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA6078 | 2056-05-01      | 4.5000%  | 0.0000% | $136498316.00      | $131366661.80      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAD0784 | 2037-05-01      | 6.0000%  | 0.0000% | $55433.23          | $58286.69          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBR6743 | 2051-03-01      | 4.0000%  | 0.0000% | $579634.25         | $551624.65         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM5137 | 2050-05-01      | 5.0000%  | 0.0000% | $4547.26           | $4566.99           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBU5688 | 2055-03-01      | 5.0000%  | 0.0000% | $5438125.24        | $5409797.44        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBV5436 | 2040-09-01      | 5.5000%  | 0.0000% | $886605.27         | $912423.90         | Agency Mortgage-Backed Securities |

### Security 252: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 910QDQ001, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 910QDQ001_3.69_0827
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-08-27
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **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? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| 7.125 FHLB 30 C                       | 2030-02-15      | 7.1250%  | 0.0000% | $10000.00          | $11254.87          | Agency Mortgage-Backed Securities |
| 3.00 FHLB 26 HF                       | 2026-09-11      | 3.0000%  | 0.0000% | $1075000.00        | $1079923.50        | Agency Mortgage-Backed Securities |
| 3.25 FHLB 28 G4973                    | 2028-11-16      | 3.2500%  | 0.0000% | $30000.00          | $29536.13          | Agency Mortgage-Backed Securities |
| 2.875 FHLB 29 EC                      | 2029-03-09      | 2.8750%  | 0.0000% | $250000.00         | $243478.22         | Agency Mortgage-Backed Securities |
| 2.75 FHLB 29 EQ                       | 2029-06-08      | 2.7500%  | 0.0000% | $40000.00          | $39043.78          | Agency Mortgage-Backed Securities |
| 4.875 FHLB 32 HN                      | 2032-09-10      | 4.8750%  | 0.0000% | $36000000.00       | $37332609.00       | Agency Mortgage-Backed Securities |
| 3.875 FHLB 29 RV                      | 2029-03-09      | 3.8750%  | 0.0000% | $13000000.00       | $13041575.44       | Agency Mortgage-Backed Securities |
| 4.125 FHLB 31 ST                      | 2031-03-14      | 4.1250%  | 0.0000% | $15000.00          | $15112.81          | Agency Mortgage-Backed Securities |
| Federal Home Loan Banks               | 2026-09-11      | 4.6250%  | 0.0000% | $2750000.00        | $2783458.79        | Agency Mortgage-Backed Securities |
| 4.715 FHLB 27 TL                      | 2027-07-26      | 4.7150%  | 0.0000% | $10000.00          | $10099.73          | Agency Mortgage-Backed Securities |
| 4.75 FHLB 27 G6982                    | 2027-04-09      | 4.7500%  | 0.0000% | $67940000.00       | $68894707.98       | Agency Mortgage-Backed Securities |
| 3.875 FHLB 27 G8130                   | 2027-06-04      | 3.8750%  | 0.0000% | $10000000.00       | $10180768.06       | Agency Mortgage-Backed Securities |
| 3.625 FHLB 27 LN                      | 2027-04-21      | 3.6250%  | 0.0000% | $100000.00         | $100239.44         | Agency Mortgage-Backed Securities |
| 4.50 FHLB 36 KU                       | 2036-06-13      | 4.5000%  | 0.0000% | $12400000.00       | $12349618.80       | Agency Mortgage-Backed Securities |
| 5.50 FHLB 36 G677                     | 2036-07-15      | 5.5000%  | 0.0000% | $115000.00         | $126255.19         | Agency Mortgage-Backed Securities |
| 6.25 FMPR GB 32 A                     | 2032-07-15      | 0.0000%  | 0.0000% | $5004000.00        | $3824777.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-10-16      | 3.7700%  | 0.0000% | $32000.00          | $32151.26          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-05-05      | 3.7450%  | 0.0000% | $4000000.00        | $4010636.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-09-22      | 3.7700%  | 0.0000% | $5500000.00        | $5541398.19        | Agency Mortgage-Backed Securities |
| FMFR 00SO GB 28 K7                    | 2028-05-23      | 3.8500%  | 0.0000% | $3552000.00        | $3563589.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-10-06      | 3.7700%  | 0.0000% | $783000.00         | $788036.00         | Agency Mortgage-Backed Securities |
| FMFR 00SO GB 27 55                    | 2027-10-14      | 3.7700%  | 0.0000% | $302000.00         | $303696.40         | Agency Mortgage-Backed Securities |
| FMFR 00SO GB 28 M8                    | 2028-07-07      | 3.8500%  | 0.0000% | $8375000.00        | $8436570.21        | Agency Mortgage-Backed Securities |
| 3.875 FMNT 26-29 D7                   | 2029-09-11      | 3.8750%  | 0.0000% | $8971000.00        | $8972469.75        | Agency Mortgage-Backed Securities |
| 7.125 FNPR BB 01/30                   | 2030-01-15      | 0.0000%  | 0.0000% | $600000.00         | $516384.60         | Agency Mortgage-Backed Securities |
| 6.625 FNPR BB 11/30                   | 2030-11-15      | 0.0000%  | 0.0000% | $4919000.00        | $4074338.83        | Agency Mortgage-Backed Securities |
| 6.25 FNSM GDBB 05/29                  | 2029-05-15      | 6.2500%  | 0.0000% | $122000.00         | $129661.67         | Agency Mortgage-Backed Securities |
| 7.125 FNSM BB 01/30                   | 2030-01-15      | 7.1250%  | 0.0000% | $3161000.00        | $3563584.43        | Agency Mortgage-Backed Securities |
| 7.25 FNSM BB 05/30                    | 2030-05-15      | 7.2500%  | 0.0000% | $2000000.00        | $2230634.89        | Agency Mortgage-Backed Securities |
| 6.625 FNSM BB 11/30                   | 2030-11-15      | 6.6250%  | 0.0000% | $1075000.00        | $1184957.87        | Agency Mortgage-Backed Securities |
| 0.875 FNSM A 08/30                    | 2030-08-05      | 0.8750%  | 0.0000% | $170000.00         | $149508.51         | Agency Mortgage-Backed Securities |
| 0.75 FNSM A 10/27                     | 2027-10-08      | 0.7500%  | 0.0000% | $5000.00           | $4798.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-11-05      | 3.8900%  | 0.0000% | $18860000.00       | $18950638.02       | Agency Mortgage-Backed Securities |
| 1.875 FNSM A 09/26                    | 2026-09-24      | 1.8750%  | 0.0000% | $1304000.00        | $1300593.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-01-07      | 3.7100%  | 0.0000% | $294420000.00      | $296092142.00      | Agency Mortgage-Backed Securities |
| 6.03 FNPR A 10/27                     | 2027-10-08      | 0.0000%  | 0.0000% | $97000.00          | $91833.97          | Agency Mortgage-Backed Securities |

### Security 253: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 3.700000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 910QDQ001, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 910QDQ001_3.70_0730
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMZC 12/14/2029 A   | 2029-12-14      | 0.0000%  | 0.0000% | $850000.00         | $734289.50         | Agency Mortgage-Backed Securities |
| 6.75 FMNT GB 31 A   | 2031-03-15      | 6.7500%  | 0.0000% | $81000.00          | $91168.42          | Agency Mortgage-Backed Securities |
| 6.25 FMNT GB 32 A   | 2032-07-15      | 6.2500%  | 0.0000% | $502000.00         | $567186.65         | Agency Mortgage-Backed Securities |
| 3.95 FMNT 26-27 T6  | 2027-04-30      | 3.9500%  | 0.0000% | $23650000.00       | $23722817.04       | Agency Mortgage-Backed Securities |
| 4.00 FMNT GB27-3048 | 2030-10-09      | 4.0000%  | 0.0000% | $20560000.00       | $20579008.86       | Agency Mortgage-Backed Securities |
| 4.01 FMNT 26-30 S6  | 2030-12-04      | 4.0100%  | 0.0000% | $9440000.00        | $9485539.08        | Agency Mortgage-Backed Securities |
| 4.00 FMNT 27-31 61  | 2031-03-26      | 4.0000%  | 0.0000% | $8600000.00        | $8588429.18        | Agency Mortgage-Backed Securities |
| 4.125 FMNT 27-31 80 | 2031-04-30      | 4.1250%  | 0.0000% | $14860000.00       | $14796383.10       | Agency Mortgage-Backed Securities |
| 4.10 FMNT 27-31 63  | 2031-05-12      | 4.1000%  | 0.0000% | $11500000.00       | $11417224.28       | Agency Mortgage-Backed Securities |
| 3.85 FMNT 26-29 Y2  | 2029-10-09      | 3.8500%  | 0.0000% | $9050000.00        | $9005747.51        | Agency Mortgage-Backed Securities |
| 4.00 FMNT 27-29 54  | 2029-05-14      | 4.0000%  | 0.0000% | $30595000.00       | $30487417.78       | Agency Mortgage-Backed Securities |
| 3.875 FMNT 26-29 J2 | 2029-06-29      | 3.8750%  | 0.0000% | $5540000.00        | $5575881.35        | Agency Mortgage-Backed Securities |
| 4.32 FMNT 27-30 75  | 2030-05-14      | 4.3200%  | 0.0000% | $315000.00         | $314512.38         | Agency Mortgage-Backed Securities |
| 4.25 FMNT 27-29 48  | 2029-05-25      | 4.2500%  | 0.0000% | $6850000.00        | $6836581.23        | Agency Mortgage-Backed Securities |
| 4.25 FMNT 27-29 88  | 2029-02-26      | 4.2500%  | 0.0000% | $11000000.00       | $10986559.83       | Agency Mortgage-Backed Securities |
| 3.875 FMNT 26-29 D7 | 2029-09-11      | 3.8750%  | 0.0000% | $3544000.00        | $3544580.63        | Agency Mortgage-Backed Securities |
| 3.85 FMNT 27-30 F2  | 2030-03-11      | 3.8500%  | 0.0000% | $9000000.00        | $8951802.00        | Agency Mortgage-Backed Securities |
| 4.05 FMNT 27-31 J2  | 2031-03-11      | 4.0500%  | 0.0000% | $4535000.00        | $4531752.94        | Agency Mortgage-Backed Securities |
| 4.15 FMNT 26-27 Z44 | 2027-12-30      | 4.1500%  | 0.0000% | $9000000.00        | $8997273.00        | Agency Mortgage-Backed Securities |
| 4.1 FMNT 27-31 G7   | 2031-03-17      | 4.1000%  | 0.0000% | $670000.00         | $669583.26         | Agency Mortgage-Backed Securities |
| FNIN 05/15/30       | 2030-05-15      | 0.0000%  | 0.0000% | $978000.00         | $827349.86         | Agency Mortgage-Backed Securities |
| 5.80 FCSB 26 J      | 2026-12-30      | 5.8000%  | 0.0000% | $18000.00          | $18645.51          | Agency Mortgage-Backed Securities |
| 3.05 FCSB 32 I      | 2032-07-19      | 3.0500%  | 0.0000% | $20000.00          | $18902.36          | Agency Mortgage-Backed Securities |
| 3.33 FCSB 39 C      | 2039-08-08      | 3.3300%  | 0.0000% | $5000.00           | $4309.93           | Agency Mortgage-Backed Securities |
| 3.07 FCSB 33 I      | 2033-11-28      | 3.0700%  | 0.0000% | $31000.00          | $28304.90          | Agency Mortgage-Backed Securities |
| 2.83 FCSB 29 L      | 2029-12-05      | 2.8300%  | 0.0000% | $1000000.00        | $972434.33         | Agency Mortgage-Backed Securities |
| 2.59 FCSB 27 BM     | 2027-08-02      | 2.5900%  | 0.0000% | $15000.00          | $14905.69          | Agency Mortgage-Backed Securities |
| 2.90 FCSB 30 BE     | 2030-05-01      | 2.9000%  | 0.0000% | $5000.00           | $4786.65           | Agency Mortgage-Backed Securities |
| 2.08 FCSB 30 BH     | 2030-12-02      | 2.0800%  | 0.0000% | $25000.00          | $23112.69          | Agency Mortgage-Backed Securities |
| 1.67 FCSB 36 AA     | 2036-12-10      | 1.6700%  | 0.0000% | $240000.00         | $185037.77         | Agency Mortgage-Backed Securities |
| 3.75 FCSB 27 DT     | 2027-12-22      | 3.7500%  | 0.0000% | $50000.00          | $50664.21          | Agency Mortgage-Backed Securities |
| 3 3/8 FCSB 27 DJ    | 2027-09-15      | 3.3750%  | 0.0000% | $40000.00          | $40010.02          | Agency Mortgage-Backed Securities |
| 4 1/8 FCSB 26 HL    | 2026-12-16      | 4.1250%  | 0.0000% | $7500000.00        | $7650173.12        | Agency Mortgage-Backed Securities |
| 3.50 FCSB 27 GI     | 2027-09-20      | 3.5000%  | 0.0000% | $20000.00          | $20027.31          | Agency Mortgage-Backed Securities |
| 4.12 FCOR 26-27 NM  | 2027-07-14      | 4.1200%  | 0.0000% | $1650000.00        | $1675307.70        | Agency Mortgage-Backed Securities |
| 5.15 FCOR 27-41 AF  | 2041-03-04      | 5.1500%  | 0.0000% | $17003000.00       | $16854831.13       | Agency Mortgage-Backed Securities |
| 4.00 FCSB 36 AN     | 2036-03-05      | 4.0000%  | 0.0000% | $374000.00         | $360772.87         | Agency Mortgage-Backed Securities |
| 3.67 FCOR 28-29 KO  | 2029-03-16      | 3.6700%  | 0.0000% | $114758000.00      | $114149317.20      | Agency Mortgage-Backed Securities |
| 3 7/8 FCSB 28 GK    | 2028-03-27      | 3.8750%  | 0.0000% | $26000.00          | $26097.88          | Agency Mortgage-Backed Securities |
| 3.75 FCSB 27/04     | 2027-04-14      | 3.7500%  | 0.0000% | $36500000.00       | $36589297.25       | Agency Mortgage-Backed Securities |
| 5.37 FCOR 27-41 AI  | 2041-04-22      | 5.3700%  | 0.0000% | $22249000.00       | $22196829.80       | Agency Mortgage-Backed Securities |
| 4.33 FCOR 26-31 GJ  | 2031-04-22      | 4.3300%  | 0.0000% | $2396000.00        | $2393563.93        | Agency Mortgage-Backed Securities |
| 4.77 FCOR 27-34 ED  | 2034-04-21      | 4.7700%  | 0.0000% | $42585000.00       | $42437528.15       | Agency Mortgage-Backed Securities |
| 4.03 FCOR 27-29 KV  | 2029-04-30      | 4.0300%  | 0.0000% | $13560000.00       | $13540899.23       | Agency Mortgage-Backed Securities |
| 5.50 FCOR 27-41 AM  | 2041-05-20      | 5.5000%  | 0.0000% | $14007000.00       | $13932762.90       | Agency Mortgage-Backed Securities |
| RFIN 07/15/28       | 2028-07-15      | 0.0000%  | 0.0000% | $48032000.00       | $43944332.70       | Corporate Debt Securities         |
| RFIN 10/15/27       | 2027-10-15      | 0.0000%  | 0.0000% | $435000.00         | $410754.41         | Corporate Debt Securities         |
| RFIN 10/15/28       | 2028-10-15      | 0.0000%  | 0.0000% | $1131000.00        | $1024004.01        | Corporate Debt Securities         |
| RFIN 04/15/29       | 2029-04-15      | 0.0000%  | 0.0000% | $10337000.00       | $9178625.44        | Corporate Debt Securities         |
| 8.625 RFPR 30 A     | 2030-01-15      | 0.0000%  | 0.0000% | $1800000.00        | $1543525.20        | Corporate Debt Securities         |

### Security 254: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1178813769.60
- **C.18.a - Value (excl. sponsor support):** $1178813769.60
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 255: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $149425645.50
- **C.18.a - Value (excl. sponsor support):** $149425645.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 256: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $596018772.00
- **C.18.a - Value (excl. sponsor support):** $596018772.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 257: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1149650204.50
- **C.18.a - Value (excl. sponsor support):** $1149650204.50
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 258: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199702620.00
- **C.18.a - Value (excl. sponsor support):** $199702620.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 259: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZE3, C.4 - ISIN: US912828ZE35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $263000390.40
- **C.18.a - Value (excl. sponsor support):** $263000390.40
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 260: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1556453808.00
- **C.18.a - Value (excl. sponsor support):** $1556453808.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $800901624.25
- **C.18.a - Value (excl. sponsor support):** $800901624.25
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCW9, C.4 - ISIN: US91282CCW91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $148896093.00
- **C.18.a - Value (excl. sponsor support):** $148896093.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2, C.4 - ISIN: US91282CCZ23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $232806054.10
- **C.18.a - Value (excl. sponsor support):** $232806054.10
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 264: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDK4, C.4 - ISIN: US91282CDK45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $538248387.40
- **C.18.a - Value (excl. sponsor support):** $538248387.40
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 265: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $714470506.00
- **C.18.a - Value (excl. sponsor support):** $714470506.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 266: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 2.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEN7, C.4 - ISIN: US91282CEN74, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $396011720.00
- **C.18.a - Value (excl. sponsor support):** $396011720.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 267: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHH7, C.4 - ISIN: US91282CHH79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $490064454.60
- **C.18.a - Value (excl. sponsor support):** $490064454.60
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 268: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHM6, C.4 - ISIN: US91282CHM64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $890816993.30
- **C.18.a - Value (excl. sponsor support):** $890816993.30
- **C.19 - Percentage of Net Assets:** 0.6800%
- **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 269: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJC6, C.4 - ISIN: US91282CJC64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $180567187.20
- **C.18.a - Value (excl. sponsor support):** $180567187.20
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 270: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJP7, C.4 - ISIN: US91282CJP77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $501606445.00
- **C.18.a - Value (excl. sponsor support):** $501606445.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-12-15
- **C.12 - Maturity Date (WAL):** 2026-12-15
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 271: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKE0, C.4 - ISIN: US91282CKE02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1464900417.00
- **C.18.a - Value (excl. sponsor support):** $1464900417.00
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2027-03-15
- **C.12 - Maturity Date (WAL):** 2027-03-15
- **C.13 - Final Legal Maturity Date:** 2027-03-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 272: 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: 91282CKV2, C.4 - ISIN: US91282CKV27, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $585225264.40
- **C.18.a - Value (excl. sponsor support):** $585225264.40
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2027-06-15
- **C.12 - Maturity Date (WAL):** 2027-06-15
- **C.13 - Final Legal Maturity Date:** 2027-06-15
- **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 273: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $685462662.70
- **C.18.a - Value (excl. sponsor support):** $685462662.70
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 274: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $630664454.70
- **C.18.a - Value (excl. sponsor support):** $630664454.70
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 275: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $331996756.36
- **C.18.a - Value (excl. sponsor support):** $331996756.36
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 276: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $359673750.00
- **C.18.a - Value (excl. sponsor support):** $359673750.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 277: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $656540271.80
- **C.18.a - Value (excl. sponsor support):** $656540271.80
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 278: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1147862500.00
- **C.18.a - Value (excl. sponsor support):** $1147862500.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 279: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.726000%
- **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):** $520162099.60
- **C.18.a - Value (excl. sponsor support):** $520162099.60
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 280: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $875281986.25
- **C.18.a - Value (excl. sponsor support):** $875281986.25
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Floating Rate Note 3.788000%
- **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):** $100094939.00
- **C.18.a - Value (excl. sponsor support):** $100094939.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 282: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMY4, C.4 - ISIN: US91282CMY48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1158749369.20
- **C.18.a - Value (excl. sponsor support):** $1158749369.20
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 283: 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: 91282CNL1, C.4 - ISIN: US91282CNL18, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $324441406.25
- **C.18.a - Value (excl. sponsor support):** $324441406.25
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2027-06-30
- **C.12 - Maturity Date (WAL):** 2027-06-30
- **C.13 - Final Legal Maturity Date:** 2027-06-30
- **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 284: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.787000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $409397273.97
- **C.18.a - Value (excl. sponsor support):** $409397273.97
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **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 285: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.727000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3, C.4 - ISIN: US91282CPX38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $500079670.00
- **C.18.a - Value (excl. sponsor support):** $500079670.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-31
- **C.13 - Final Legal Maturity Date:** 2028-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 286: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.736100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CQM6, C.4 - ISIN: US91282CQM63, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $750173137.50
- **C.18.a - Value (excl. sponsor support):** $750173137.50
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-30
- **C.13 - Final Legal Maturity Date:** 2028-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 287: VSL Property Holdings AB LLC

- **C.1 - Title:** VSL Property Holdings AB LLC 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 918299AA6, C.4 - ISIN: US918299AA68, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $17400000.00
- **C.18.a - Value (excl. sponsor support):** $17400000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 288: VPM Linden Manor LP

- **C.1 - Title:** VPM Linden Manor LP 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 918301AA0, C.4 - ISIN: US918301AA07, C.3 - LEI: 254900MPQV0YPKYV8588
- **C.18 - Value (incl. sponsor support):** $15200000.00
- **C.18.a - Value (excl. sponsor support):** $15200000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 289: Vickie Bice Life Insurance Trust

- **C.1 - Title:** Vickie Bice Life Insurance Trust 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 290: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 926SBP003, C.3 - LEI: 9845005D9C6BAA10BK72, C.5 - Other ID: 926SBP003_3.64_0601
- **C.18 - Value (incl. sponsor support):** $2000000000.15
- **C.18.a - Value (excl. sponsor support):** $2000000000.15
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| T 3 1/2 11/30/30                 | 2030-11-30      | 3.5000%  | 0.0000% | $8100000.00        | $7893544.90        | U.S. Treasuries (including strips) |
| T 3 3/4 01/31/31                 | 2031-01-31      | 3.7500%  | 0.0000% | $130000000.00      | $129527735.02      | U.S. Treasuries (including strips) |
| T 4 1/8 11/30/31                 | 2031-11-30      | 4.1250%  | 0.0000% | $17500000.00       | $17452832.03       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27                 | 2027-02-28      | 4.1250%  | 0.0000% | $30000000.00       | $30374414.02       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35                  | 2035-05-15      | 4.2500%  | 0.0000% | $3800000.00        | $3765042.99        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2027-06-30      | 3.7500%  | 0.0000% | $20000000.00       | $20280468.75       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33                  | 2033-11-15      | 4.5000%  | 0.0000% | $101016000.00      | $102416808.32      | U.S. Treasuries (including strips) |
| T 4 3/8 11/30/28                 | 2028-11-30      | 4.3750%  | 0.0000% | $65000000.00       | $65523047.04       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28                 | 2028-12-31      | 3.7500%  | 0.0000% | $109000000.00      | $109932460.94      | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2027-03-15      | 4.2500%  | 0.0000% | $6000000.00        | $6074162.14        | U.S. Treasuries (including strips) |
| T 4 1/8 03/31/31                 | 2031-03-31      | 4.1250%  | 0.0000% | $100000000.00      | $100609374.75      | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2027-04-30      | 2.7500%  | 0.0000% | $20000000.00       | $19848242.25       | U.S. Treasuries (including strips) |
| T 4 02/28/30                     | 2030-02-28      | 4.0000%  | 0.0000% | $199176000.00      | $200521995.06      | U.S. Treasuries (including strips) |
| T 3 1/2 04/30/28                 | 2028-04-30      | 3.5000%  | 0.0000% | $50000000.00       | $49687500.25       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29                  | 2029-05-15      | 2.3750%  | 0.0000% | $20000000.00       | $19096875.00       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29                  | 2029-08-15      | 1.6250%  | 0.0000% | $21930000.00       | $20448011.72       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2027-03-31      | 0.6250%  | 0.0000% | $6680000.00        | $6513869.79        | U.S. Treasuries (including strips) |
| T 4 5/8 05/15/54                 | 2054-05-15      | 4.6250%  | 0.0000% | $200000000.00      | $188988281.25      | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54                    | 2054-08-15      | 4.2500%  | 0.0000% | $240000000.00      | $215564063.10      | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55                    | 2055-02-15      | 4.6250%  | 0.0000% | $295000000.00      | $282168652.34      | U.S. Treasuries (including strips) |
| T 3 3/8 11/15/48                 | 2048-11-15      | 3.3750%  | 0.0000% | $100000000.00      | $77843750.00       | U.S. Treasuries (including strips) |
| T 1 1/8 05/15/40                 | 2040-05-15      | 1.1250%  | 0.0000% | $18500000.00       | $11627177.73       | U.S. Treasuries (including strips) |
| T 6 1/4 05/15/30                 | 2030-05-15      | 6.2500%  | 0.0000% | $6622000.00        | $7155381.41        | U.S. Treasuries (including strips) |
| T 5 3/8 02/15/31                 | 2031-02-15      | 5.3750%  | 0.0000% | $22416000.00       | $23967607.44       | U.S. Treasuries (including strips) |
| T 4 5/8 02/15/40                 | 2040-02-15      | 4.6250%  | 0.0000% | $18347000.00       | $18428343.19       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43                    | 2043-05-15      | 2.8750%  | 0.0000% | $20401000.00       | $15594014.48       | U.S. Treasuries (including strips) |
| 3 BOND 47                        | 2047-02-15      | 3.0000%  | 0.0000% | $38947000.00       | $29138745.74       | U.S. Treasuries (including strips) |
| T 2 3/4 08/15/47                 | 2047-08-15      | 2.7500%  | 0.0000% | $105000000.00      | $74545898.18       | U.S. Treasuries (including strips) |
| T 3 02/15/48                     | 2048-02-15      | 3.0000%  | 0.0000% | $190000000.00      | $140577734.38      | U.S. Treasuries (including strips) |
| T 2 1/2 02/15/45                 | 2045-02-15      | 2.5000%  | 0.0000% | $25000000.00       | $17580566.47       | U.S. Treasuries (including strips) |
| T 2 7/8 08/15/45                 | 2045-08-15      | 2.8750%  | 0.0000% | $34339000.00       | $25591273.97       | U.S. Treasuries (including strips) |

### Security 291: Village Gate Apartments LLC / Village Gate at Knightdale LLC

- **C.1 - Title:** Village Gate Apartments LLC / Village Gate at Knightdale LLC 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 927076AA7, C.4 - ISIN: US927076AA76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $42100000.00
- **C.18.a - Value (excl. sponsor support):** $42100000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2066-03-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 292: MUFG Securities CA

- **C.1 - Title:** MUFG Securities CA 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933USN006, C.3 - LEI: 549300Y1PMK3RWXMWR72, C.5 - Other ID: 933USN006_3.63_0601
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.500 CLRA8673                      | 2053-05-01      | 5.5000%  | 0.0000% | $1838244.27        | $1858879.99        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9257                      | 2053-06-01      | 5.0000%  | 0.0000% | $3691803.52        | $3677013.74        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTRB5158                      | 2042-04-01      | 3.0000%  | 0.0000% | $7642.04           | $7071.89           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI4391                      | 2054-04-01      | 6.0000%  | 0.0000% | $5474636.89        | $5676249.52        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5359                      | 2048-07-01      | 4.0000%  | 0.0000% | $508040.66         | $484808.52         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN0856                      | 2048-10-01      | 4.5000%  | 0.0000% | $740212.58         | $719760.50         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO8988                      | 2050-02-01      | 3.0000%  | 0.0000% | $75963.90          | $67866.02          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP1334                      | 2050-03-01      | 3.0000%  | 0.0000% | $2387812.41        | $2129473.39        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKBP3378                      | 2051-05-01      | 2.5000%  | 0.0000% | $5111537.68        | $4250112.95        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP7667                      | 2050-12-01      | 2.5000%  | 0.0000% | $1808039.33        | $1543811.46        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR0994                      | 2051-05-01      | 2.5000%  | 0.0000% | $4687582.58        | $4005067.95        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR2660                      | 2051-02-01      | 2.0000%  | 0.0000% | $1647610.38        | $1319852.16        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR8795                      | 2051-05-01      | 2.5000%  | 0.0000% | $186.59            | $158.64            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9814                      | 2051-05-01      | 2.5000%  | 0.0000% | $1605917.54        | $1366244.69        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9341                      | 2051-05-01      | 2.5000%  | 0.0000% | $161172.81         | $138566.78         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT1339                      | 2051-07-01      | 2.5000%  | 0.0000% | $3060982.70        | $2566555.77        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT3222                      | 2051-07-01      | 2.5000%  | 0.0000% | $211.54            | $178.86            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM2984                      | 2045-08-01      | 4.0000%  | 0.0000% | $2531936.41        | $2431902.42        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFM5430                      | 2048-06-01      | 4.5000%  | 0.0000% | $1731530.27        | $1699313.42        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX2047                      | 2054-12-01      | 5.5000%  | 0.0000% | $262556.40         | $266026.82         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX3595                      | 2055-01-01      | 6.0000%  | 0.0000% | $228.94            | $237.55            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H03116 G                      | 2037-07-01      | 5.5000%  | 0.0000% | $31.78             | $31.97             | Agency Mortgage-Backed Securities  |
| FMAR 1B8894 G                             | 2041-10-01      | 6.4730%  | 0.0000% | $493.13            | $517.21            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H09119 G                      | 2037-12-01      | 5.5000%  | 0.0000% | $27.20             | $26.98             | Agency Mortgage-Backed Securities  |
| 2.875 FHLB 29 EC                          | 2029-03-09      | 2.8750%  | 0.0000% | $74181.82          | $72246.63          | Agency Mortgage-Backed Securities  |
| 4.05 FHOR 28-30 7C                        | 2030-07-17      | 4.0500%  | 0.0000% | $2909090.91        | $2933253.82        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZJ1073                      | 2041-01-01      | 4.0000%  | 0.0000% | $15.56             | $15.08             | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 23-27 21                        | 2027-06-01      | 4.0000%  | 0.0000% | $290.91            | $297.02            | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 25-29 F7                        | 2029-08-06      | 4.0000%  | 0.0000% | $5184290.91        | $5204922.08        | Agency Mortgage-Backed Securities  |
| 4.75 FMNT GB26-2933                       | 2029-12-18      | 4.7500%  | 0.0000% | $7272727.27        | $7426073.13        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 REBT7247                      | 2051-09-01      | 2.0000%  | 0.0000% | $2855831.71        | $2303601.12        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT7954                      | 2052-10-01      | 4.5000%  | 0.0000% | $942580.07         | $910851.89         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBT8281                      | 2052-08-01      | 5.0000%  | 0.0000% | $1603610.54        | $1613272.12        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT8301                      | 2052-08-01      | 4.5000%  | 0.0000% | $1236744.71        | $1194341.68        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3835                      | 2052-10-01      | 5.0000%  | 0.0000% | $232.81            | $233.88            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW5453                      | 2052-07-01      | 5.0000%  | 0.0000% | $3101577.50        | $3089685.71        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW9647                      | 2053-07-01      | 4.5000%  | 0.0000% | $867170.04         | $837260.48         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX2816                      | 2052-11-01      | 5.0000%  | 0.0000% | $121967.04         | $122595.77         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7636                      | 2051-06-01      | 3.0000%  | 0.0000% | $5072683.29        | $4460462.83        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9227                      | 2051-10-01      | 2.5000%  | 0.0000% | $5826331.20        | $4997905.23        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM9704                      | 2051-12-01      | 2.0000%  | 0.0000% | $1501865.91        | $1221145.48        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0634                      | 2052-03-01      | 3.0000%  | 0.0000% | $1456144.12        | $1277101.50        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1079                      | 2052-03-01      | 2.5000%  | 0.0000% | $1493784.43        | $1277129.59        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1373                      | 2051-11-01      | 3.0000%  | 0.0000% | $3497107.94        | $3062044.40        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1390                      | 2051-12-01      | 2.5000%  | 0.0000% | $1143362.78        | $966218.66         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2592                      | 2052-08-01      | 5.0000%  | 0.0000% | $10648424.29       | $10571530.83       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS2448                      | 2052-05-01      | 2.0000%  | 0.0000% | $957131.94         | $770591.28         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3118                      | 2052-10-01      | 5.5000%  | 0.0000% | $2382529.02        | $2427689.33        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0214                      | 2055-02-01      | 5.5000%  | 0.0000% | $8466485.28        | $8619269.59        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1329                      | 2055-05-01      | 5.0000%  | 0.0000% | $3714464.15        | $3706581.65        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2480                      | 2055-08-01      | 6.0000%  | 0.0000% | $2564166.26        | $2637482.61        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL3109                      | 2055-10-01      | 5.0000%  | 0.0000% | $285.56            | $282.25            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3258                      | 2055-11-01      | 5.5000%  | 0.0000% | $1052290.71        | $1068468.39        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0595                      | 2043-01-01      | 3.5000%  | 0.0000% | $1861875.09        | $1747871.03        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA5570                      | 2048-07-01      | 4.0000%  | 0.0000% | $7502238.31        | $7144314.85        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA5921                      | 2048-11-01      | 4.5000%  | 0.0000% | $67.40             | $66.08             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4522                      | 2043-07-01      | 3.0000%  | 0.0000% | $110347.48         | $100662.43         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAL2232                      | 2042-07-01      | 4.0000%  | 0.0000% | $1840124.58        | $1777451.98        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAL3166                      | 2043-03-01      | 3.0000%  | 0.0000% | $1880630.79        | $1716740.09        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL4699                      | 2043-10-01      | 3.5000%  | 0.0000% | $2967183.51        | $2779542.46        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQAL7710                      | 2045-10-01      | 4.0000%  | 0.0000% | $1765291.66        | $1693123.20        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL9337                      | 2044-10-01      | 6.0970%  | 0.0000% | $9.70              | $10.11             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO6786                      | 2042-06-01      | 3.5000%  | 0.0000% | $29.88             | $28.06             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY3024                      | 2053-06-01      | 5.0000%  | 0.0000% | $268.82            | $265.87            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY7178                      | 2053-09-01      | 6.0000%  | 0.0000% | $4040769.15        | $4186170.84        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA0558                      | 2047-10-01      | 4.5000%  | 0.0000% | $286567.38         | $281490.84         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2051                      | 2048-07-01      | 4.5000%  | 0.0000% | $621573.45         | $610303.07         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2183                      | 2048-08-01      | 4.0000%  | 0.0000% | $75.19             | $71.73             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2787                      | 2048-12-01      | 4.0000%  | 0.0000% | $32247.52          | $30708.99          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA4007                      | 2049-08-01      | 4.0000%  | 0.0000% | $5856827.71        | $5559125.81        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3709                      | 2052-11-01      | 5.0000%  | 0.0000% | $1449607.21        | $1439810.61        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6786                      | 2054-02-01      | 5.5000%  | 0.0000% | $2425558.88        | $2450531.89        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6943                      | 2052-06-01      | 3.0000%  | 0.0000% | $9097641.16        | $7968554.14        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS7798                      | 2054-06-01      | 6.0000%  | 0.0000% | $2752217.10        | $2855195.89        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7956                      | 2054-05-01      | 5.5000%  | 0.0000% | $839150.02         | $856624.29         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7958                      | 2054-05-01      | 5.5000%  | 0.0000% | $243.26            | $248.47            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS8895                      | 2052-04-01      | 3.0000%  | 0.0000% | $16186.97          | $14181.62          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL4061                      | 2055-01-01      | 6.0000%  | 0.0000% | $25782961.99       | $26623194.35       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ0879                      | 2054-02-01      | 5.5000%  | 0.0000% | $812908.87         | $820268.77         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ0273                      | 2053-11-01      | 5.5000%  | 0.0000% | $144309.44         | $147177.42         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0663                      | 2054-01-01      | 6.5000%  | 0.0000% | $70381.75          | $73878.50          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1715                      | 2054-06-01      | 6.0000%  | 0.0000% | $8459845.68        | $8694070.61        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRJ1455                      | 2054-05-01      | 7.0000%  | 0.0000% | $301682.43         | $322860.98         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3251                      | 2055-01-01      | 5.5000%  | 0.0000% | $5587561.14        | $5683973.26        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0361                      | 2035-07-01      | 3.0000%  | 0.0000% | $1860117.28        | $1779537.62        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8141                      | 2037-02-01      | 2.0000%  | 0.0000% | $529.55            | $486.35            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CTSC0114                      | 2041-01-01      | 2.5000%  | 0.0000% | $3899548.91        | $3511444.13        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CTSC0630                      | 2042-08-01      | 2.0000%  | 0.0000% | $5150683.91        | $4485537.76        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0780                      | 2051-12-01      | 2.5000%  | 0.0000% | $93555.85          | $80261.98          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1684                      | 2052-09-01      | 4.5000%  | 0.0000% | $574541.06         | $556644.11         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD1696                      | 2047-04-01      | 2.0000%  | 0.0000% | $488.74            | $400.21            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP4406                      | 2042-09-01      | 3.5000%  | 0.0000% | $169883.86         | $159356.54         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4625                      | 2045-03-01      | 3.0000%  | 0.0000% | $1711200.56        | $1551243.24        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6353                      | 2045-12-01      | 4.0000%  | 0.0000% | $70.82             | $67.92             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7864                      | 2046-09-01      | 3.5000%  | 0.0000% | $793284.74         | $739690.60         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAW7429                      | 2042-02-01      | 4.0000%  | 0.0000% | $1088363.07        | $1055571.90        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6316                      | 2050-07-01      | 3.0000%  | 0.0000% | $1013524.89        | $889047.14         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8958                      | 2051-02-01      | 2.5000%  | 0.0000% | $146.73            | $124.11            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0573                      | 2046-05-01      | 2.5000%  | 0.0000% | $6294808.00        | $5402276.27        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CICB2580                      | 2037-01-01      | 1.5000%  | 0.0000% | $1592911.87        | $1435491.83        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB2586                      | 2037-01-01      | 2.0000%  | 0.0000% | $2211130.10        | $2040960.55        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2664                      | 2052-01-01      | 3.0000%  | 0.0000% | $4498178.27        | $3971168.70        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB3641                      | 2052-05-01      | 4.5000%  | 0.0000% | $2007035.15        | $1946844.16        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8598                      | 2054-06-01      | 6.0000%  | 0.0000% | $7679840.84        | $7885611.94        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9670                      | 2054-11-01      | 5.5000%  | 0.0000% | $246.31            | $250.75            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9690                      | 2054-11-01      | 5.0000%  | 0.0000% | $540.16            | $536.23            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0289                      | 2055-04-01      | 6.5000%  | 0.0000% | $712700.92         | $747442.64         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0585                      | 2055-06-01      | 6.0000%  | 0.0000% | $12742821.02       | $13127828.38       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC1511                      | 2055-11-01      | 5.0000%  | 0.0000% | $8775776.25        | $8668614.27        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NQ889810                      | 2037-11-01      | 6.0000%  | 0.0000% | $96128.80          | $97493.03          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WZ889916                      | 2038-09-01      | 4.3160%  | 0.0000% | $7.03              | $6.99              | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CL890479                      | 2040-12-01      | 4.5000%  | 0.0000% | $1931510.68        | $1917484.05        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4185                      | 2055-05-01      | 6.5000%  | 0.0000% | $150211.46         | $158104.41         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CIRR0037                      | 2040-11-01      | 4.5000%  | 0.0000% | $2145846.92        | $2129894.70        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1489                      | 2052-08-01      | 4.5000%  | 0.0000% | $1402311.18        | $1370586.70        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1846                      | 2052-10-01      | 4.5000%  | 0.0000% | $5036597.22        | $4872232.91        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2181                      | 2053-01-01      | 5.5000%  | 0.0000% | $389.09            | $395.64            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2184                      | 2053-01-01      | 6.0000%  | 0.0000% | $3047111.39        | $3132816.47        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD2364                      | 2053-02-01      | 6.5000%  | 0.0000% | $893576.76         | $936757.57         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2399                      | 2053-02-01      | 6.0000%  | 0.0000% | $2634881.33        | $2754016.62        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD5078                      | 2054-02-01      | 6.5000%  | 0.0000% | $2797888.69        | $2946161.56        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6181                      | 2054-08-01      | 5.5000%  | 0.0000% | $8250390.07        | $8400429.83        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD6202                      | 2052-05-01      | 3.0000%  | 0.0000% | $14326370.24       | $12550463.83       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6299                      | 2054-09-01      | 5.5000%  | 0.0000% | $4010979.89        | $4047061.77        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5453                      | 2054-05-01      | 5.5000%  | 0.0000% | $244.93            | $250.23            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD5753                      | 2052-07-01      | 3.5000%  | 0.0000% | $2733595.24        | $2495395.82        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5877                      | 2054-07-01      | 5.5000%  | 0.0000% | $440745.96         | $452850.07         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5956                      | 2054-07-01      | 5.5000%  | 0.0000% | $255278.68         | $260071.48         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735475                      | 2038-03-01      | 4.3510%  | 0.0000% | $122565.94         | $121837.80         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4039                      | 2052-07-01      | 5.0000%  | 0.0000% | $9762134.66        | $9694159.83        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5295                      | 2052-12-01      | 5.5000%  | 0.0000% | $4523263.61        | $4604930.14        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4687                      | 2052-09-01      | 5.0000%  | 0.0000% | $16835564.72       | $16792446.97       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4779                      | 2052-10-01      | 5.0000%  | 0.0000% | $7180641.43        | $7208278.92        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4794                      | 2052-10-01      | 4.5000%  | 0.0000% | $184799.47         | $178409.11         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5105                      | 2052-11-01      | 5.0000%  | 0.0000% | $437712.49         | $435203.91         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6250                      | 2053-05-01      | 5.0000%  | 0.0000% | $10337074.12       | $10295672.99       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5483                      | 2053-01-01      | 6.0000%  | 0.0000% | $1508862.38        | $1582692.02        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5701                      | 2053-02-01      | 6.0000%  | 0.0000% | $1541743.07        | $1610047.94        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5901                      | 2053-03-01      | 5.0000%  | 0.0000% | $1023568.82        | $1019117.20        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6095                      | 2053-04-01      | 6.0000%  | 0.0000% | $2896651.63        | $2986997.23        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6129                      | 2053-04-01      | 5.0000%  | 0.0000% | $810897.06         | $807648.52         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6512                      | 2053-06-01      | 5.0000%  | 0.0000% | $2174606.32        | $2185698.75        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6560                      | 2053-06-01      | 5.5000%  | 0.0000% | $229.77            | $232.93            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6633                      | 2053-06-01      | 5.0000%  | 0.0000% | $3201673.68        | $3187550.74        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6914                      | 2053-08-01      | 5.5000%  | 0.0000% | $7347496.03        | $7489837.43        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS973150                      | 2038-02-01      | 5.7800%  | 0.0000% | $9.56              | $9.88              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5366                      | 2042-06-01      | 3.5000%  | 0.0000% | $1374751.26        | $1294248.88        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAB7809                      | 2043-02-01      | 3.0000%  | 0.0000% | $859247.09         | $788087.11         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA2996                      | 2037-05-01      | 3.5000%  | 0.0000% | $1840446.73        | $1770050.05        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3057                      | 2047-07-01      | 3.5000%  | 0.0000% | $7586908.51        | $7022436.61        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3211                      | 2047-12-01      | 4.0000%  | 0.0000% | $1656180.79        | $1581265.29        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA3283                      | 2033-02-01      | 3.0000%  | 0.0000% | $1129280.32        | $1088605.15        | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8104                      | 2050-11-01      | 1.5000%  | 0.0000% | $3976455.08        | $3042293.00        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8211                      | 2052-05-01      | 2.0000%  | 0.0000% | $17137151.05       | $13773223.51       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8362                      | 2053-09-01      | 5.5000%  | 0.0000% | $2637833.63        | $2667318.75        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3605                      | 2053-08-01      | 5.5000%  | 0.0000% | $3594644.03        | $3672751.25        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3653                      | 2053-08-01      | 5.0000%  | 0.0000% | $215.82            | $216.29            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4222                      | 2053-10-01      | 6.0000%  | 0.0000% | $3760865.03        | $3902670.96        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5277                      | 2054-06-01      | 5.5000%  | 0.0000% | $1962544.19        | $1995801.03        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD8595                      | 2055-05-01      | 5.5000%  | 0.0000% | $852976.70         | $869934.54         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7992                      | 2054-02-01      | 6.0000%  | 0.0000% | $236.79            | $248.06            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8011                      | 2054-02-01      | 6.5000%  | 0.0000% | $3234146.82        | $3442479.42        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7439                      | 2053-11-01      | 6.0000%  | 0.0000% | $3261929.75        | $3388165.34        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7504                      | 2053-11-01      | 6.0000%  | 0.0000% | $20400.12          | $21057.98          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7638                      | 2053-12-01      | 6.0000%  | 0.0000% | $2134012.17        | $2224657.90        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8987                      | 2054-08-01      | 5.5000%  | 0.0000% | $15011924.29       | $15345831.19       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8220                      | 2054-03-01      | 5.0000%  | 0.0000% | $25652060.62       | $25463489.47       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8296                      | 2054-04-01      | 6.0000%  | 0.0000% | $116200.14         | $121732.16         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8297                      | 2054-04-01      | 6.0000%  | 0.0000% | $222.95            | $233.29            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8635                      | 2054-06-01      | 5.5000%  | 0.0000% | $318718.89         | $323086.86         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4387                      | 2041-07-01      | 2.0000%  | 0.0000% | $371.64            | $322.84            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4046                      | 2040-06-01      | 3.0000%  | 0.0000% | $1848903.83        | $1718301.58        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLMA4209                      | 2050-12-01      | 1.5000%  | 0.0000% | $202.49            | $155.45            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4334                      | 2041-05-01      | 2.5000%  | 0.0000% | $333091.91         | $298491.80         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4366                      | 2041-06-01      | 2.5000%  | 0.0000% | $928495.11         | $831320.15         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4356                      | 2051-06-01      | 2.5000%  | 0.0000% | $190.34            | $160.77            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4540                      | 2042-02-01      | 2.0000%  | 0.0000% | $2619147.43        | $2262905.55        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4547                      | 2052-02-01      | 2.0000%  | 0.0000% | $3868643.69        | $3109277.51        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4606                      | 2042-05-01      | 2.0000%  | 0.0000% | $1501620.59        | $1296683.25        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4607                      | 2042-05-01      | 2.5000%  | 0.0000% | $2472477.96        | $2202368.26        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4632                      | 2042-06-01      | 3.0000%  | 0.0000% | $1356042.98        | $1247098.94        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4701                      | 2052-08-01      | 4.5000%  | 0.0000% | $1166035.22        | $1127252.89        | Agency Mortgage-Backed Securities  |
| GNII SF MA6656 M                          | 2050-05-20      | 3.0000%  | 0.0000% | $25061660.85       | $22342679.49       | Agency Mortgage-Backed Securities  |
| GNII SF MA6930 M                          | 2050-10-20      | 2.0000%  | 0.0000% | $7779758.40        | $6400995.04        | Agency Mortgage-Backed Securities  |
| GNII SF MA8044 M                          | 2052-05-20      | 3.5000%  | 0.0000% | $7192757.62        | $6546612.22        | Agency Mortgage-Backed Securities  |
| GNII SF MA8879 M                          | 2053-05-20      | 5.5000%  | 0.0000% | $1793085.67        | $1823594.62        | Agency Mortgage-Backed Securities  |
| GNII SF MA8150 M                          | 2052-07-20      | 4.0000%  | 0.0000% | $4258273.92        | $4014445.63        | Agency Mortgage-Backed Securities  |
| GNII SF MA8801 M                          | 2053-04-20      | 5.5000%  | 0.0000% | $3080089.13        | $3133398.63        | Agency Mortgage-Backed Securities  |
| GNII SF MA9243 M                          | 2053-10-20      | 6.5000%  | 0.0000% | $4700443.77        | $4934866.91        | Agency Mortgage-Backed Securities  |
| GNII SF MA9486 M                          | 2054-01-20      | 4.5000%  | 0.0000% | $28708112.60       | $27737921.93       | Agency Mortgage-Backed Securities  |
| GNII SF MA9607 M                          | 2054-04-20      | 6.5000%  | 0.0000% | $7379361.20        | $7715163.13        | Agency Mortgage-Backed Securities  |
| GNII SF CF8197 C                          | 2051-08-20      | 3.0000%  | 0.0000% | $5320807.93        | $4741762.14        | Agency Mortgage-Backed Securities  |
| GNII SF CH7005 C                          | 2051-10-20      | 2.0000%  | 0.0000% | $4218417.60        | $3422256.90        | Agency Mortgage-Backed Securities  |
| GNII SF CH7852 C                          | 2052-02-20      | 3.5000%  | 0.0000% | $2904387.15        | $2622868.45        | Agency Mortgage-Backed Securities  |
| GNII SF CI2248 C                          | 2051-10-20      | 3.5000%  | 0.0000% | $5270977.89        | $4695335.57        | Agency Mortgage-Backed Securities  |
| GNII SF CI2310 C                          | 2051-11-20      | 3.5000%  | 0.0000% | $5448105.53        | $4853108.24        | Agency Mortgage-Backed Securities  |
| GNII SF CI5879 C                          | 2051-12-20      | 3.5000%  | 0.0000% | $5001433.13        | $4467241.17        | Agency Mortgage-Backed Securities  |
| GNII SF CI5859 C                          | 2051-12-20      | 3.0000%  | 0.0000% | $4485537.04        | $3966889.34        | Agency Mortgage-Backed Securities  |
| GNII SF CJ2164 C                          | 2052-04-20      | 3.5000%  | 0.0000% | $998446.33         | $921397.45         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U99082 G                      | 2043-11-01      | 4.0000%  | 0.0000% | $1514461.05        | $1464682.39        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V83917 G                      | 2048-02-01      | 4.0000%  | 0.0000% | $3071700.76        | $2928833.22        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA2244                      | 2046-07-01      | 3.0000%  | 0.0000% | $2513322.78        | $2258455.10        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB4023                      | 2050-09-01      | 2.5000%  | 0.0000% | $54053.50          | $45947.77          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB6553                      | 2050-08-01      | 2.5000%  | 0.0000% | $1006644.98        | $852894.50         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC0344                      | 2051-04-01      | 2.5000%  | 0.0000% | $2644226.65        | $2237860.43        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE3361                      | 2052-06-01      | 4.0000%  | 0.0000% | $231.10            | $217.72            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE8009                      | 2055-09-01      | 5.0000%  | 0.0000% | $290.22            | $286.84            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7859                      | 2055-09-01      | 6.0000%  | 0.0000% | $264.66            | $271.31            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0296                      | 2055-01-01      | 6.0000%  | 0.0000% | $285185.11         | $296243.64         | Agency Mortgage-Backed Securities  |
| GNII SF CK1568 C                          | 2052-01-20      | 4.5000%  | 0.0000% | $2658352.72        | $2498870.16        | Agency Mortgage-Backed Securities  |
| GNII SF CK1560 C                          | 2051-12-20      | 3.5000%  | 0.0000% | $518181.52         | $467955.33         | Agency Mortgage-Backed Securities  |
| GNII SF CK1632 C                          | 2052-01-20      | 4.0000%  | 0.0000% | $8033992.59        | $7494679.59        | Agency Mortgage-Backed Securities  |
| GNII SF CL5007 C                          | 2052-01-20      | 4.0000%  | 0.0000% | $5255225.67        | $4902448.20        | Agency Mortgage-Backed Securities  |
| GNII SF CL5067 C                          | 2052-03-20      | 4.0000%  | 0.0000% | $2303424.79        | $2161232.33        | Agency Mortgage-Backed Securities  |
| GNII SF CM7789 C                          | 2052-04-20      | 4.0000%  | 0.0000% | $2740058.66        | $2566684.49        | Agency Mortgage-Backed Securities  |
| GNII SF MA9905 M                          | 2054-09-20      | 5.0000%  | 0.0000% | $7398909.47        | $7342048.03        | Agency Mortgage-Backed Securities  |
| GNII SF MA9966 M                          | 2054-10-20      | 6.0000%  | 0.0000% | $1574994.56        | $1617907.91        | Agency Mortgage-Backed Securities  |
| GNII SF CS4481 C                          | 2053-08-20      | 6.0000%  | 0.0000% | $6930522.97        | $7176672.04        | Agency Mortgage-Backed Securities  |
| GNMI SF CX5729 X                          | 2053-12-15      | 7.5000%  | 0.0000% | $2786098.08        | $2972625.49        | Agency Mortgage-Backed Securities  |
| GNII SF MB0259 M                          | 2055-03-20      | 5.5000%  | 0.0000% | $6723764.45        | $6794752.47        | Agency Mortgage-Backed Securities  |
| GNII SF MB0622 M                          | 2055-09-20      | 5.0000%  | 0.0000% | $291.39            | $289.20            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2717                      | 2052-11-01      | 5.5000%  | 0.0000% | $206.62            | $209.46            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF4910                      | 2052-12-01      | 5.0000%  | 0.0000% | $688961.87         | $684130.80         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8750                      | 2053-03-01      | 6.0000%  | 0.0000% | $1106.10           | $1143.62           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQG0327                      | 2053-04-01      | 4.5000%  | 0.0000% | $252.79            | $243.88            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG9227                      | 2053-08-01      | 6.0000%  | 0.0000% | $737942.12         | $771037.10         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH5959                      | 2053-12-01      | 6.0000%  | 0.0000% | $4072892.29        | $4183274.46        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1894                      | 2054-08-01      | 6.0000%  | 0.0000% | $4664356.84        | $4845225.06        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2101                      | 2054-08-01      | 5.5000%  | 0.0000% | $1771275.71        | $1800813.11        | Agency Mortgage-Backed Securities  |
| 1.23 FCOR 21-30 DY                        | 2030-07-29      | 1.2300%  | 0.0000% | $290.91            | $259.27            | Agency Mortgage-Backed Securities  |
| 1.95 FCOR 21-40 Q                         | 2040-08-13      | 1.9500%  | 0.0000% | $4363636.36        | $3030229.82        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA1942                      | 2049-12-01      | 3.0000%  | 0.0000% | $87.72             | $77.77             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA2461                      | 2050-04-01      | 4.0000%  | 0.0000% | $54.34             | $51.58             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4664                      | 2051-02-01      | 2.5000%  | 0.0000% | $6026262.72        | $5098220.93        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4921                      | 2051-03-01      | 2.5000%  | 0.0000% | $1950890.77        | $1649851.63        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0226                      | 2058-01-01      | 3.5000%  | 0.0000% | $124.54            | $113.18            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0736                      | 2063-06-01      | 4.0000%  | 0.0000% | $3002872.54        | $2782239.81        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ9246                      | 2048-06-01      | 4.0000%  | 0.0000% | $513811.93         | $490187.43         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBK8166                      | 2035-10-01      | 2.0000%  | 0.0000% | $109.17            | $100.54            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBL3481                      | 2026-08-01      | 2.6100%  | 0.0000% | $2554487.82        | $2547820.61        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3289                      | 2048-01-01      | 3.5000%  | 0.0000% | $3126671.71        | $2914440.18        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0307                      | 2055-01-01      | 5.0000%  | 0.0000% | $5262353.30        | $5208660.93        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1158                      | 2055-02-01      | 5.0000%  | 0.0000% | $110180.51         | $108835.63         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2005                      | 2055-06-01      | 5.0000%  | 0.0000% | $1486790.61        | $1475087.92        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3507                      | 2055-11-01      | 5.5000%  | 0.0000% | $4946424.43        | $5076603.33        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA4647                      | 2056-01-01      | 5.5000%  | 0.0000% | $314861.21         | $318634.44         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA4660                      | 2056-02-01      | 3.0000%  | 0.0000% | $286.32            | $251.15            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5737                      | 2055-06-01      | 6.5000%  | 0.0000% | $480.14            | $500.67            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTMA5864                      | 2045-10-01      | 5.0000%  | 0.0000% | $1021957.35        | $1017858.17        | Agency Mortgage-Backed Securities  |
| GNII SP 785317 C                          | 2051-02-20      | 2.0000%  | 0.0000% | $3533948.92        | $2917153.11        | Agency Mortgage-Backed Securities  |
| GNII SP 785583 C                          | 2051-08-20      | 3.0000%  | 0.0000% | $17819786.34       | $16023272.69       | Agency Mortgage-Backed Securities  |
| GNII SP 785676 C                          | 2051-10-20      | 3.5000%  | 0.0000% | $614119.60         | $558762.39         | Agency Mortgage-Backed Securities  |
| GNMI SP 786677 X                          | 2053-04-15      | 6.0000%  | 0.0000% | $2420780.86        | $2483756.67        | Agency Mortgage-Backed Securities  |
| GNII SP 788131 C                          | 2055-07-20      | 7.5000%  | 0.0000% | $6646281.27        | $7137124.64        | Agency Mortgage-Backed Securities  |
| GNII SP 787333 C                          | 2054-03-20      | 7.5000%  | 0.0000% | $747846.66         | $796040.40         | Agency Mortgage-Backed Securities  |
| GNII SP 787339 C                          | 2054-04-20      | 6.0000%  | 0.0000% | $4357845.27        | $4506694.74        | Agency Mortgage-Backed Securities  |
| GNII SP 787530 C                          | 2054-04-20      | 7.0000%  | 0.0000% | $32.34             | $33.58             | Agency Mortgage-Backed Securities  |
| GNII SP 787570 C                          | 2051-07-20      | 3.0000%  | 0.0000% | $3646405.65        | $3238348.54        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM4517                      | 2035-10-01      | 2.0000%  | 0.0000% | $2559564.95        | $2357447.77        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1450                      | 2052-01-01      | 2.0000%  | 0.0000% | $7367924.08        | $5927535.86        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU2794                      | 2051-11-01      | 2.5000%  | 0.0000% | $2548665.13        | $2187709.02        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU8766                      | 2052-04-01      | 3.0000%  | 0.0000% | $2186781.41        | $1940369.05        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV4583                      | 2052-04-01      | 3.5000%  | 0.0000% | $454.84            | $415.57            | Agency Mortgage-Backed Securities  |
| 3 5/8 NOTE BG 27                          | 2027-08-31      | 3.6250%  | 0.0000% | $290850.91         | $292349.52         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30                          | 2030-08-31      | 3.6250%  | 0.0000% | $29.09             | $28.79             | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28                          | 2028-09-15      | 3.3750%  | 0.0000% | $320.00            | $317.69            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32                           | 2032-09-30      | 3.8750%  | 0.0000% | $116.36            | $114.75            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27                          | 2027-10-31      | 3.5000%  | 0.0000% | $232087.27         | $231273.84         | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2027-10-31      | 3.8180%  | 0.0000% | $3670720.00        | $3687845.81        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BM 27                          | 2027-12-31      | 3.3750%  | 0.0000% | $290.91            | $292.26            | U.S. Treasuries (including strips) |
| 1 7/8 TRIN A 36                           | 2036-01-15      | 1.8750%  | 0.0000% | $7251099.86        | $7193777.07        | U.S. Treasuries (including strips) |
| T 4 1/8 02/15/36                          | 2036-02-15      | 4.1250%  | 0.0000% | $182400.00         | $180144.42         | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AY 28                          | 2028-02-29      | 3.3750%  | 0.0000% | $447941.82         | $447083.15         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AL 29                          | 2029-03-15      | 3.5000%  | 0.0000% | $1098240.00        | $1090544.80        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AM 29                          | 2029-04-15      | 3.8750%  | 0.0000% | $39505.45          | $39507.92          | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-11-30      | 4.2500%  | 0.0000% | $31534.55          | $32273.29          | U.S. Treasuries (including strips) |
| 4 NOTE AV 27                              | 2027-12-15      | 4.0000%  | 0.0000% | $872727.27         | $888980.83         | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29                          | 2029-12-31      | 4.3750%  | 0.0000% | $652567.27         | $670556.33         | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-12-31      | 4.2500%  | 0.0000% | $107956.36         | $110109.02         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30                           | 2030-01-31      | 4.2500%  | 0.0000% | $261818.18         | $266820.37         | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32                           | 2032-01-31      | 4.3750%  | 0.0000% | $1463447.27        | $1497623.23        | U.S. Treasuries (including strips) |
| 2 1/8 TRIN A 35                           | 2035-01-15      | 2.1250%  | 0.0000% | $1108137.97        | $1130874.77        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28                          | 2028-06-15      | 3.8750%  | 0.0000% | $469992.73         | $477040.86         | U.S. Treasuries (including strips) |
| 1 7/8 TRIN D 35                           | 2035-07-15      | 1.8750%  | 0.0000% | $3414333.96        | $3411966.48        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33                           | 2033-11-15      | 4.5000%  | 0.0000% | $8560000.00        | $8679283.23        | U.S. Treasuries (including strips) |
| 4 NOTE B 34                               | 2034-02-15      | 4.0000%  | 0.0000% | $3124130.91        | $3093930.61        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27                          | 2027-07-15      | 4.3750%  | 0.0000% | $349.09            | $356.44            | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32                           | 2032-02-15      | 1.8750%  | 0.0000% | $711272.73         | $631628.63         | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29                           | 2029-03-31      | 2.3750%  | 0.0000% | $271738.18         | $260722.34         | U.S. Treasuries (including strips) |
| 2 1/2 NOTE W 27                           | 2027-03-31      | 2.5000%  | 0.0000% | $2240000.00        | $2224700.92        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32                           | 2032-05-15      | 2.8750%  | 0.0000% | $6934981.82        | $6455599.47        | U.S. Treasuries (including strips) |
| 3 1/8 NOTE AC 27                          | 2027-08-31      | 3.1250%  | 0.0000% | $960000.00         | $957893.44         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29                           | 2029-11-30      | 3.8750%  | 0.0000% | $1112930.91        | $1126824.84        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27                          | 2027-12-31      | 3.8750%  | 0.0000% | $46196.36          | $46854.50          | U.S. Treasuries (including strips) |
| 4  NOTE AA 28                             | 2028-06-30      | 4.0000%  | 0.0000% | $2734.55           | $2779.07           | U.S. Treasuries (including strips) |
| 4  NOTE N 30                              | 2030-07-31      | 4.0000%  | 0.0000% | $29.09             | $29.35             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33                           | 2033-08-15      | 3.8750%  | 0.0000% | $29.09             | $28.66             | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30                           | 2030-08-31      | 4.1250%  | 0.0000% | $11200.00          | $11312.79          | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30                           | 2030-09-30      | 4.6250%  | 0.0000% | $290850.91         | $298812.84         | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29                           | 2029-05-15      | 2.3750%  | 0.0000% | $1361192.73        | $1299449.75        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29                           | 2029-08-15      | 1.6250%  | 0.0000% | $832727.27         | $776366.31         | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30                           | 2030-02-15      | 1.5000%  | 0.0000% | $290880.00         | $266498.72         | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27                           | 2027-04-30      | 0.5000%  | 0.0000% | $1745454.55        | $1693626.80        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE R 27                           | 2027-10-31      | 0.5000%  | 0.0000% | $290938.18         | $277299.59         | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27                           | 2027-11-30      | 0.6250%  | 0.0000% | $581818.18         | $555487.22         | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31                           | 2031-02-15      | 1.1250%  | 0.0000% | $9070138.18        | $7948388.54        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28                           | 2028-03-31      | 1.2500%  | 0.0000% | $2908974.55        | $2774620.73        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28                           | 2028-04-30      | 1.2500%  | 0.0000% | $136610.91         | $129866.30         | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 31                           | 2031-07-15      | 0.1250%  | 0.0000% | $35.79             | $33.34             | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31                           | 2031-08-15      | 1.2500%  | 0.0000% | $748887.27         | $650245.81         | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29                           | 2029-01-31      | 1.7500%  | 0.0000% | $43636.36          | $41371.35          | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43                             | 2043-08-15      | 4.3750%  | 0.0000% | $143970.91         | $136684.86         | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53                             | 2053-11-15      | 4.7500%  | 0.0000% | $29.09             | $28.02             | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54                             | 2054-02-15      | 4.2500%  | 0.0000% | $3046109.09        | $2736138.68        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44                             | 2044-11-15      | 4.6250%  | 0.0000% | $29.09             | $27.98             | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27                           | 2027-08-15      | 2.2500%  | 0.0000% | $57949.09          | $57178.25          | U.S. Treasuries (including strips) |
| 3 BOND 48                                 | 2048-08-15      | 3.0000%  | 0.0000% | $2582661.82        | $1901939.08        | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40                             | 2040-11-15      | 1.3750%  | 0.0000% | $5319912.73        | $3419198.87        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41                             | 2041-02-15      | 1.8750%  | 0.0000% | $29.09             | $20.22             | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41                             | 2041-08-15      | 1.7500%  | 0.0000% | $3101352.73        | $2081982.38        | U.S. Treasuries (including strips) |
| 2 BOND 41                                 | 2041-11-15      | 2.0000%  | 0.0000% | $87.27             | $60.19             | U.S. Treasuries (including strips) |
| 2 7/8 BOND 52                             | 2052-05-15      | 2.8750%  | 0.0000% | $29.09             | $20.00             | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42                             | 2042-08-15      | 3.3750%  | 0.0000% | $2132043.64        | $1793138.03        | U.S. Treasuries (including strips) |
| 4 BOND 42                                 | 2042-11-15      | 4.0000%  | 0.0000% | $29.09             | $26.21             | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53                             | 2053-02-15      | 1.5000%  | 0.0000% | $3646157.48        | $2812886.37        | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                             | 2043-02-15      | 3.8750%  | 0.0000% | $290880.00         | $260029.43         | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                             | 2043-05-15      | 3.8750%  | 0.0000% | $29.09             | $25.66             | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53                             | 2053-08-15      | 4.1250%  | 0.0000% | $145.45            | $127.91            | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43                             | 2043-05-15      | 2.8750%  | 0.0000% | $320.00            | $244.66            | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43                             | 2043-11-15      | 3.7500%  | 0.0000% | $275258.18         | $237363.01         | U.S. Treasuries (including strips) |
| 3 BOND 47                                 | 2047-02-15      | 3.0000%  | 0.0000% | $320.00            | $239.43            | U.S. Treasuries (including strips) |
| TINT 11/15/33                             | 2033-11-15      | 0.0000%  | 0.0000% | $2999094.72        | $2171677.48        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49                             | 2049-08-15      | 2.2500%  | 0.0000% | $29.09             | $18.13             | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49                             | 2049-11-15      | 2.3750%  | 0.0000% | $29.09             | $18.41             | U.S. Treasuries (including strips) |
| 3 BOND 45                                 | 2045-11-15      | 3.0000%  | 0.0000% | $29.09             | $21.87             | U.S. Treasuries (including strips) |

### Security 293: MUFG Securities CA

- **C.1 - Title:** MUFG Securities CA 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933USN006, C.3 - LEI: 549300Y1PMK3RWXMWR72, C.5 - Other ID: 933USN006_3.69_0618
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 02.500 CLRA6388                      | 2051-12-01      | 2.5000%  | 0.0000% | $678.05            | $580.89            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6565                      | 2052-01-01      | 2.5000%  | 0.0000% | $702.29            | $601.25            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA8567                      | 2052-10-01      | 4.5000%  | 0.0000% | $740.10            | $716.84            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8673                      | 2053-05-01      | 5.5000%  | 0.0000% | $1550.30           | $1567.71           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9257                      | 2053-06-01      | 5.0000%  | 0.0000% | $588824.10         | $586465.20         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIRC1972                      | 2036-05-01      | 2.0000%  | 0.0000% | $1749.89           | $1615.37           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CNRD5209                      | 2034-09-01      | 5.0000%  | 0.0000% | $613641.28         | $618987.87         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 3JRE0017                      | 2050-12-01      | 2.5000%  | 0.0000% | $1076.59           | $900.09            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3668                      | 2048-03-01      | 3.5000%  | 0.0000% | $9923416.50        | $9204784.73        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5359                      | 2048-07-01      | 4.0000%  | 0.0000% | $3255060.41        | $3106210.11        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4560                      | 2048-10-01      | 4.5000%  | 0.0000% | $264.62            | $259.49            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5746                      | 2049-03-01      | 4.0000%  | 0.0000% | $813.40            | $774.59            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX XYBM6491                      | 2032-11-01      | 1.4557%  | 0.0000% | $5926.04           | $4969.98           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO5991                      | 2050-01-01      | 4.0000%  | 0.0000% | $2973064.66        | $2828431.34        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO8988                      | 2050-02-01      | 3.0000%  | 0.0000% | $597.95            | $534.21            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKBP3378                      | 2051-05-01      | 2.5000%  | 0.0000% | $20183.66          | $16782.19          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP6345                      | 2050-06-01      | 3.0000%  | 0.0000% | $485.85            | $429.00            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP7667                      | 2050-12-01      | 2.5000%  | 0.0000% | $1870.98           | $1597.55           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR0994                      | 2051-05-01      | 2.5000%  | 0.0000% | $37165593.52       | $31754262.44       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9345                      | 2051-05-01      | 2.5000%  | 0.0000% | $11521154.05       | $9885662.22        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9341                      | 2051-05-01      | 2.5000%  | 0.0000% | $1329.30           | $1142.85           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9357                      | 2051-05-01      | 2.5000%  | 0.0000% | $12710600.80       | $10924944.98       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9718                      | 2051-04-01      | 2.5000%  | 0.0000% | $8806610.16        | $7514543.45        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT0837                      | 2051-06-01      | 2.5000%  | 0.0000% | $686.14            | $580.76            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT1339                      | 2051-07-01      | 2.5000%  | 0.0000% | $5004.92           | $4196.50           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT3222                      | 2051-07-01      | 2.5000%  | 0.0000% | $5817.34           | $4918.70           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA5470                      | 2055-11-01      | 6.5000%  | 0.0000% | $22620780.74       | $23591564.13       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM2398                      | 2033-06-01      | 3.0000%  | 0.0000% | $5998337.10        | $5858931.74        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM4070                      | 2050-08-01      | 2.5000%  | 0.0000% | $2164.31           | $1849.21           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ2100                      | 2055-09-01      | 5.5000%  | 0.0000% | $14482758.58       | $14692132.61       | Agency Mortgage-Backed Securities  |
| 05.500 FGPC N31313 G                      | 2036-09-01      | 5.5000%  | 0.0000% | $90.96             | $93.58             | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P20586 G                      | 2034-11-01      | 6.0000%  | 0.0000% | $665.73            | $677.72            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC P50483 G                      | 2035-05-01      | 5.0000%  | 0.0000% | $705.47            | $691.13            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A57796 G                      | 2037-02-01      | 6.0000%  | 0.0000% | $19.40             | $20.33             | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H03116 G                      | 2037-07-01      | 5.5000%  | 0.0000% | $95.83             | $96.40             | Agency Mortgage-Backed Securities  |
| FMAR 1B8894 G                             | 2041-10-01      | 6.4730%  | 0.0000% | $813.94            | $853.69            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H09119 G                      | 2037-12-01      | 5.5000%  | 0.0000% | $33.04             | $32.77             | Agency Mortgage-Backed Securities  |
| 2.875 FHLB 29 EC                          | 2029-03-09      | 2.8750%  | 0.0000% | $825000.00         | $803478.13         | Agency Mortgage-Backed Securities  |
| 4.50 FHOR 26-30 9H                        | 2030-08-14      | 4.5000%  | 0.0000% | $10000000.00       | $10097000.00       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZJ1073                      | 2041-01-01      | 4.0000%  | 0.0000% | $2100077.33        | $2034389.24        | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 23-27 21                        | 2027-06-01      | 4.0000%  | 0.0000% | $24999000.00       | $25523823.45       | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 25-29 F7                        | 2029-08-06      | 4.0000%  | 0.0000% | $1561000.00        | $1567212.09        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 REBT7247                      | 2051-09-01      | 2.0000%  | 0.0000% | $1838.44           | $1482.94           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT7954                      | 2052-10-01      | 4.5000%  | 0.0000% | $1944.81           | $1879.35           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT8301                      | 2052-08-01      | 4.5000%  | 0.0000% | $662.01            | $639.31            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBT9375                      | 2051-11-01      | 2.0000%  | 0.0000% | $28945735.66       | $23593743.12       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV7861                      | 2052-07-01      | 5.0000%  | 0.0000% | $772.97            | $778.30            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW2691                      | 2056-02-01      | 5.5000%  | 0.0000% | $999.97            | $1008.69           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW3665                      | 2052-07-01      | 4.0000%  | 0.0000% | $800.58            | $753.73            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3835                      | 2052-10-01      | 5.0000%  | 0.0000% | $5068825.40        | $5092034.99        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW4886                      | 2053-04-01      | 5.5000%  | 0.0000% | $621.31            | $641.08            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6373                      | 2052-08-01      | 5.0000%  | 0.0000% | $1091.68           | $1082.24           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX2816                      | 2052-11-01      | 5.0000%  | 0.0000% | $108404.06         | $108962.87         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9443                      | 2051-10-01      | 2.5000%  | 0.0000% | $17328650.99       | $14633083.05       | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CTFS0316                      | 2041-11-01      | 1.5000%  | 0.0000% | $2838.72           | $2374.63           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0634                      | 2052-03-01      | 3.0000%  | 0.0000% | $1483.58           | $1301.16           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1734                      | 2052-05-01      | 3.5000%  | 0.0000% | $698.94            | $640.32            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1384                      | 2052-04-01      | 4.0000%  | 0.0000% | $23725625.36       | $22362851.80       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1428                      | 2052-04-01      | 4.0000%  | 0.0000% | $31263810.54       | $29454483.51       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ5576                      | 2055-10-01      | 5.5000%  | 0.0000% | $8435564.78        | $8572278.10        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0214                      | 2055-02-01      | 5.5000%  | 0.0000% | $616351.41         | $627473.95         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0215                      | 2055-01-01      | 5.5000%  | 0.0000% | $4896223.87        | $5019842.64        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1123                      | 2055-05-01      | 6.0000%  | 0.0000% | $3982923.03        | $4101971.27        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1129                      | 2055-05-01      | 5.0000%  | 0.0000% | $11244272.83       | $11116525.40       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL3109                      | 2055-10-01      | 5.0000%  | 0.0000% | $1472.44           | $1455.34           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3258                      | 2055-11-01      | 5.5000%  | 0.0000% | $16840862.47       | $17099770.15       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSL3261                      | 2054-01-01      | 2.5000%  | 0.0000% | $954.44            | $804.23            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL5123                      | 2043-02-01      | 4.0000%  | 0.0000% | $142.83            | $137.84            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3756                      | 2047-07-01      | 4.5000%  | 0.0000% | $214.61            | $211.01            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM6072                      | 2048-04-01      | 4.0000%  | 0.0000% | $182.86            | $174.13            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZN4495                      | 2048-12-01      | 4.0000%  | 0.0000% | $88.63             | $84.39             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA5570                      | 2048-07-01      | 4.0000%  | 0.0000% | $342155.17         | $325831.32         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA5921                      | 2048-11-01      | 4.5000%  | 0.0000% | $1742688.54        | $1708544.05        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4522                      | 2043-07-01      | 3.0000%  | 0.0000% | $443883.77         | $404924.68         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CZAL0315                      | 2051-04-01      | 4.5000%  | 0.0000% | $148.13            | $143.66            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL2154                      | 2042-06-01      | 3.5000%  | 0.0000% | $141.11            | $133.33            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL5161                      | 2044-03-01      | 4.0000%  | 0.0000% | $642.15            | $618.15            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL8000                      | 2045-12-01      | 4.0000%  | 0.0000% | $4942.17           | $4742.59           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL9231                      | 2046-10-01      | 3.5000%  | 0.0000% | $187.06            | $174.99            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO3000                      | 2042-05-01      | 4.0000%  | 0.0000% | $265.44            | $256.73            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX9310                      | 2053-03-01      | 5.5000%  | 0.0000% | $22730.55          | $23297.43          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY3024                      | 2053-06-01      | 5.0000%  | 0.0000% | $25665099.91       | $25382986.28       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9764                      | 2053-09-01      | 6.5000%  | 0.0000% | $815.43            | $871.78            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2583                      | 2048-11-01      | 4.5000%  | 0.0000% | $147.26            | $144.23            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2051                      | 2048-07-01      | 4.5000%  | 0.0000% | $264597.48         | $259799.80         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2183                      | 2048-08-01      | 4.0000%  | 0.0000% | $769.29            | $733.89            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2465                      | 2048-10-01      | 4.0000%  | 0.0000% | $1953.41           | $1862.39           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2486                      | 2048-10-01      | 4.5000%  | 0.0000% | $7464556.79        | $7327962.87        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2787                      | 2048-12-01      | 4.0000%  | 0.0000% | $9729253.43        | $9265071.83        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2951                      | 2049-01-01      | 4.5000%  | 0.0000% | $174.64            | $171.05            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3709                      | 2052-11-01      | 5.0000%  | 0.0000% | $4083.44           | $4055.84           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS4936                      | 2052-01-01      | 2.5000%  | 0.0000% | $2661031.31        | $2307046.14        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS6791                      | 2054-01-01      | 6.0000%  | 0.0000% | $663.36            | $689.11            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6943                      | 2052-06-01      | 3.0000%  | 0.0000% | $36819974.87       | $32250333.69       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7395                      | 2054-03-01      | 5.5000%  | 0.0000% | $2206.01           | $2228.44           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS7798                      | 2054-06-01      | 6.0000%  | 0.0000% | $1812444.24        | $1880259.86        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7956                      | 2054-05-01      | 5.5000%  | 0.0000% | $2539.29           | $2592.17           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7958                      | 2054-05-01      | 5.5000%  | 0.0000% | $836.21            | $854.12            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS8895                      | 2052-04-01      | 3.0000%  | 0.0000% | $8999903.30        | $7884935.28        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ0879                      | 2054-02-01      | 5.5000%  | 0.0000% | $1756.93           | $1772.84           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ0273                      | 2053-11-01      | 5.5000%  | 0.0000% | $660557.51         | $673685.28         | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLRJ1243                      | 2054-03-01      | 7.5000%  | 0.0000% | $1050025.58        | $1131431.27        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRJ1455                      | 2054-05-01      | 7.0000%  | 0.0000% | $1503048.57        | $1608564.75        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0361                      | 2035-07-01      | 3.0000%  | 0.0000% | $1918.93           | $1835.80           | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB1467                      | 2037-02-01      | 1.5000%  | 0.0000% | $941.44            | $850.65            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CISB8287                      | 2039-03-01      | 5.0000%  | 0.0000% | $171930.57         | $173474.31         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8508                      | 2036-02-01      | 2.0000%  | 0.0000% | $467.81            | $430.86            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CTSC0114                      | 2041-01-01      | 2.5000%  | 0.0000% | $4869.77           | $4385.10           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CTSC0630                      | 2042-08-01      | 2.0000%  | 0.0000% | $881.74            | $767.87            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1684                      | 2052-09-01      | 4.5000%  | 0.0000% | $3579668.03        | $3468161.37        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD1696                      | 2047-04-01      | 2.0000%  | 0.0000% | $5208.14           | $4264.69           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1790                      | 2052-09-01      | 5.0000%  | 0.0000% | $31454837.98       | $31227699.10       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAR9188                      | 2043-03-01      | 2.5000%  | 0.0000% | $32907.56          | $28813.02          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS2283                      | 2044-04-01      | 4.5000%  | 0.0000% | $2372099.54        | $2339229.36        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS3641                      | 2044-10-01      | 4.0000%  | 0.0000% | $2687.64           | $2578.45           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS5652                      | 2045-08-01      | 4.0000%  | 0.0000% | $1712.02           | $1639.31           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6353                      | 2045-12-01      | 4.0000%  | 0.0000% | $973.57            | $933.65            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7864                      | 2046-09-01      | 3.5000%  | 0.0000% | $12083016.62       | $11266690.70       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS8373                      | 2046-11-01      | 4.0000%  | 0.0000% | $7022068.51        | $6706005.98        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8522                      | 2046-12-01      | 3.0000%  | 0.0000% | $390.84            | $348.97            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAS9193                      | 2044-10-01      | 4.0000%  | 0.0000% | $125.22            | $120.50            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAW7429                      | 2042-02-01      | 4.0000%  | 0.0000% | $95395.38          | $92521.22          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6316                      | 2050-07-01      | 3.0000%  | 0.0000% | $5271.41           | $4624.00           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8958                      | 2051-02-01      | 2.5000%  | 0.0000% | $987.59            | $835.34            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0573                      | 2046-05-01      | 2.5000%  | 0.0000% | $6494.18           | $5573.38           | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CICB2580                      | 2037-01-01      | 1.5000%  | 0.0000% | $3621.78           | $3263.86           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB2586                      | 2037-01-01      | 2.0000%  | 0.0000% | $12366165.16       | $11414459.60       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB3641                      | 2052-05-01      | 4.5000%  | 0.0000% | $14123986.84       | $13700408.48       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS9773                      | 2051-12-01      | 4.0000%  | 0.0000% | $23900616.60       | $22697032.00       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9558                      | 2054-08-01      | 6.0000%  | 0.0000% | $11779808.55       | $12155533.40       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9670                      | 2054-11-01      | 5.5000%  | 0.0000% | $23185368.55       | $23603812.93       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9690                      | 2054-11-01      | 5.0000%  | 0.0000% | $5337.18           | $5298.36           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0585                      | 2055-06-01      | 6.0000%  | 0.0000% | $22748325.07       | $23435635.39       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1441                      | 2055-11-01      | 5.5000%  | 0.0000% | $35986789.58       | $36636235.19       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1641                      | 2055-12-01      | 5.5000%  | 0.0000% | $1887.96           | $1903.97           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NQ889810                      | 2037-11-01      | 6.0000%  | 0.0000% | $6.59              | $6.69              | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CL890834                      | 2048-01-01      | 4.0000%  | 0.0000% | $1076.96           | $1028.79           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4185                      | 2055-05-01      | 6.5000%  | 0.0000% | $10461326.81       | $11011023.05       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2181                      | 2053-01-01      | 5.5000%  | 0.0000% | $2006.26           | $2040.01           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD2364                      | 2053-02-01      | 6.5000%  | 0.0000% | $4272648.46        | $4479118.02        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3551                      | 2053-06-01      | 5.0000%  | 0.0000% | $794.74            | $789.17            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD2907                      | 2053-05-01      | 6.5000%  | 0.0000% | $936194.61         | $998565.35         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2990                      | 2053-03-01      | 6.0000%  | 0.0000% | $815.26            | $859.48            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3338                      | 2053-06-01      | 5.5000%  | 0.0000% | $744.91            | $761.55            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD3397                      | 2050-09-01      | 3.5000%  | 0.0000% | $983.02            | $914.27            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6299                      | 2054-09-01      | 5.5000%  | 0.0000% | $2691.79           | $2716.01           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5603                      | 2054-06-01      | 5.5000%  | 0.0000% | $979.21            | $1007.09           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5877                      | 2054-07-01      | 5.5000%  | 0.0000% | $10468493.75       | $10755987.67       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD5900                      | 2054-06-01      | 6.5000%  | 0.0000% | $1435.73           | $1534.04           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD6648                      | 2052-06-01      | 3.0000%  | 0.0000% | $1443.07           | $1264.46           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD7537                      | 2051-03-01      | 2.0000%  | 0.0000% | $17901554.06       | $14556032.09       | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735475                      | 2038-03-01      | 4.3510%  | 0.0000% | $27.30             | $27.14             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB837922                      | 2035-08-01      | 6.2900%  | 0.0000% | $27.59             | $28.47             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5295                      | 2052-12-01      | 5.5000%  | 0.0000% | $5811990.02        | $5916924.21        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4779                      | 2052-10-01      | 5.0000%  | 0.0000% | $2430785.23        | $2440141.05        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5105                      | 2052-11-01      | 5.0000%  | 0.0000% | $37844821.47       | $37627928.59       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6254                      | 2053-05-01      | 5.5000%  | 0.0000% | $729.16            | $749.44            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6270                      | 2053-05-01      | 6.5000%  | 0.0000% | $4818130.19        | $5140990.96        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6085                      | 2053-04-01      | 6.0000%  | 0.0000% | $6862240.94        | $7188908.78        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6512                      | 2053-06-01      | 5.0000%  | 0.0000% | $4024178.47        | $4044705.35        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6560                      | 2053-06-01      | 5.5000%  | 0.0000% | $1579.69           | $1601.42           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6633                      | 2053-06-01      | 5.0000%  | 0.0000% | $1722.89           | $1715.29           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6690                      | 2053-07-01      | 4.5000%  | 0.0000% | $1365103.49        | $1333080.89        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6914                      | 2053-08-01      | 5.5000%  | 0.0000% | $901.00            | $918.46            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB7968                      | 2054-02-01      | 5.0000%  | 0.0000% | $4294077.20        | $4249714.61        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5366                      | 2042-06-01      | 3.5000%  | 0.0000% | $9394964.71        | $8844816.46        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAC1668                      | 2039-09-01      | 6.5300%  | 0.0000% | $17.90             | $18.69             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA2996                      | 2037-05-01      | 3.5000%  | 0.0000% | $923.83            | $888.49            | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8104                      | 2050-11-01      | 1.5000%  | 0.0000% | $683.42            | $522.87            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8202                      | 2052-03-01      | 3.5000%  | 0.0000% | $65389.88          | $59948.28          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8212                      | 2052-05-01      | 2.5000%  | 0.0000% | $2546.57           | $2145.77           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8212                      | 2052-05-01      | 2.5000%  | 0.0000% | $1577.80           | $1329.48           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8266                      | 2052-11-01      | 4.5000%  | 0.0000% | $34848007.84       | $33664081.62       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8324                      | 2053-05-01      | 5.5000%  | 0.0000% | $705.31            | $713.34            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8331                      | 2053-06-01      | 5.5000%  | 0.0000% | $14374215.64       | $14537762.27       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8332                      | 2053-06-01      | 6.0000%  | 0.0000% | $792369.46         | $815361.39         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8342                      | 2053-07-01      | 5.5000%  | 0.0000% | $723.49            | $731.79            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8533                      | 2055-05-01      | 5.5000%  | 0.0000% | $805.80            | $812.64            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3653                      | 2053-08-01      | 5.0000%  | 0.0000% | $1460.61           | $1463.79           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4213                      | 2053-11-01      | 6.5000%  | 0.0000% | $668.78            | $711.86            | Agency Mortgage-Backed Securities  |
| 03.000 FGPC Z40290 G                      | 2044-06-15      | 3.0000%  | 0.0000% | $20061956.60       | $18374411.68       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB3808                      | 2054-05-01      | 6.0000%  | 0.0000% | $856.27            | $879.63            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5277                      | 2054-06-01      | 5.5000%  | 0.0000% | $2284.58           | $2323.30           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB4868                      | 2055-01-01      | 5.5000%  | 0.0000% | $982.62            | $1000.41           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7979                      | 2054-02-01      | 5.5000%  | 0.0000% | $18379754.84       | $18751518.06       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7992                      | 2054-02-01      | 6.0000%  | 0.0000% | $1580.04           | $1655.26           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8011                      | 2054-02-01      | 6.5000%  | 0.0000% | $6228848.01        | $6630088.95        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7439                      | 2053-11-01      | 6.0000%  | 0.0000% | $24073567.42       | $25005206.46       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7504                      | 2053-11-01      | 6.0000%  | 0.0000% | $100862.79         | $104115.38         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB7951                      | 2054-02-01      | 4.5000%  | 0.0000% | $6510838.76        | $6308403.76        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8987                      | 2054-08-01      | 5.5000%  | 0.0000% | $5210490.57        | $5326386.35        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8220                      | 2054-03-01      | 5.0000%  | 0.0000% | $2762.71           | $2742.40           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8219                      | 2054-03-01      | 5.0000%  | 0.0000% | $4730359.02        | $4699355.72        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8296                      | 2054-04-01      | 6.0000%  | 0.0000% | $1486.51           | $1557.28           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9819                      | 2055-01-01      | 6.0000%  | 0.0000% | $2983.49           | $3122.85           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9342                      | 2054-10-01      | 6.0000%  | 0.0000% | $18111409.37       | $18666644.82       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9435                      | 2054-11-01      | 5.0000%  | 0.0000% | $2146.82           | $2137.17           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9673                      | 2054-12-01      | 5.5000%  | 0.0000% | $18922965.60       | $19083503.84       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9742                      | 2055-01-01      | 6.0000%  | 0.0000% | $831.01            | $853.95            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4387                      | 2041-07-01      | 2.0000%  | 0.0000% | $3193.76           | $2774.38           | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLMA4209                      | 2050-12-01      | 1.5000%  | 0.0000% | $1392.09           | $1068.73           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4334                      | 2041-05-01      | 2.5000%  | 0.0000% | $1076972.67        | $965101.54         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4366                      | 2041-06-01      | 2.5000%  | 0.0000% | $1126274.56        | $1008400.29        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4356                      | 2051-06-01      | 2.5000%  | 0.0000% | $3271.53           | $2763.23           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4599                      | 2052-05-01      | 3.0000%  | 0.0000% | $2064938.38        | $1808413.83        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4653                      | 2052-07-01      | 3.0000%  | 0.0000% | $32101616.24       | $28113739.45       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4632                      | 2042-06-01      | 3.0000%  | 0.0000% | $17342080.39       | $15948823.43       | Agency Mortgage-Backed Securities  |
| GNII SF MA3598 M                          | 2046-04-20      | 4.0000%  | 0.0000% | $821.63            | $788.42            | Agency Mortgage-Backed Securities  |
| GNII SF MA6656 M                          | 2050-05-20      | 3.0000%  | 0.0000% | $882.56            | $786.81            | Agency Mortgage-Backed Securities  |
| GNII SF MA7990 M                          | 2052-04-20      | 4.0000%  | 0.0000% | $334782.13         | $315200.42         | Agency Mortgage-Backed Securities  |
| GNII SF MA8879 M                          | 2053-05-20      | 5.5000%  | 0.0000% | $3041.99           | $3093.75           | Agency Mortgage-Backed Securities  |
| GNII SF MA8801 M                          | 2053-04-20      | 5.5000%  | 0.0000% | $1275.38           | $1297.46           | Agency Mortgage-Backed Securities  |
| GNII SF MA9486 M                          | 2054-01-20      | 4.5000%  | 0.0000% | $26622055.14       | $25722362.79       | Agency Mortgage-Backed Securities  |
| GNII SF MA9607 M                          | 2054-04-20      | 6.5000%  | 0.0000% | $365.29            | $381.91            | Agency Mortgage-Backed Securities  |
| GNII SF CI5879 C                          | 2051-12-20      | 3.5000%  | 0.0000% | $55013.31          | $49137.46          | Agency Mortgage-Backed Securities  |
| GNII SF CI5859 C                          | 2051-12-20      | 3.0000%  | 0.0000% | $810.12            | $716.45            | Agency Mortgage-Backed Securities  |
| GNII SF CJ2164 C                          | 2052-04-20      | 3.5000%  | 0.0000% | $5512531.77        | $5087136.43        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V81286 G                      | 2044-07-01      | 4.0000%  | 0.0000% | $4810042.86        | $4612490.13        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q28392 G                      | 2044-09-01      | 4.0000%  | 0.0000% | $4093059.11        | $3924724.32        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q63763 G                      | 2049-05-01      | 4.5000%  | 0.0000% | $2140156.02        | $2100124.40        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q44275 G                      | 2046-11-01      | 3.5000%  | 0.0000% | $3385698.84        | $3149059.55        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q46684 G                      | 2047-03-01      | 4.0000%  | 0.0000% | $2667710.64        | $2550267.64        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB3456                      | 2050-09-01      | 2.5000%  | 0.0000% | $556.15            | $471.90            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB4023                      | 2050-09-01      | 2.5000%  | 0.0000% | $3410.78           | $2899.31           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC2508                      | 2051-06-01      | 2.5000%  | 0.0000% | $11181486.49       | $9609531.00        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD6216                      | 2052-02-01      | 3.0000%  | 0.0000% | $32060.12          | $28317.53          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD6642                      | 2047-02-01      | 2.0000%  | 0.0000% | $747.88            | $613.18            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD7878                      | 2052-03-01      | 3.0000%  | 0.0000% | $3170318.17        | $2822598.72        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0466                      | 2052-09-01      | 5.0000%  | 0.0000% | $602.55            | $598.78            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2717                      | 2052-11-01      | 5.5000%  | 0.0000% | $710.26            | $720.03            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE8009                      | 2055-09-01      | 5.0000%  | 0.0000% | $518502.09         | $512459.92         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF5825                      | 2056-02-01      | 5.5000%  | 0.0000% | $996.89            | $1017.07           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG2528                      | 2056-02-01      | 5.5000%  | 0.0000% | $1993.18           | $2010.09           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG5584                      | 2056-04-01      | 5.0000%  | 0.0000% | $7609156.97        | $7537964.86        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG6123                      | 2056-04-01      | 6.0000%  | 0.0000% | $998.32            | $1030.60           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG6883                      | 2056-04-01      | 5.0000%  | 0.0000% | $582563.74         | $574960.06         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG7624                      | 2056-04-01      | 5.5000%  | 0.0000% | $998.84            | $1012.00           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDG8897                      | 2056-04-01      | 4.5000%  | 0.0000% | $1997.84           | $1927.17           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG9034                      | 2056-05-01      | 6.0000%  | 0.0000% | $1145100.95        | $1190032.04        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0243                      | 2054-12-01      | 5.5000%  | 0.0000% | $1595815.90        | $1626124.88        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0307                      | 2055-01-01      | 5.0000%  | 0.0000% | $857718.66         | $848967.26         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5107                      | 2053-08-01      | 5.5000%  | 0.0000% | $709.66            | $717.80            | Agency Mortgage-Backed Securities  |
| GNII SF CK1560 C                          | 2051-12-20      | 3.5000%  | 0.0000% | $1942162.42        | $1753912.93        | Agency Mortgage-Backed Securities  |
| GNII SF CK1632 C                          | 2052-01-20      | 4.0000%  | 0.0000% | $2366.57           | $2207.71           | Agency Mortgage-Backed Securities  |
| GNII SF CL5007 C                          | 2052-01-20      | 4.0000%  | 0.0000% | $4029956.27        | $3759429.78        | Agency Mortgage-Backed Securities  |
| GNII SF CS4481 C                          | 2053-08-20      | 6.0000%  | 0.0000% | $2543.20           | $2633.53           | Agency Mortgage-Backed Securities  |
| GNII SF MB0307 M                          | 2055-04-20      | 5.0000%  | 0.0000% | $349055.28         | $346271.17         | Agency Mortgage-Backed Securities  |
| GNAR AF MB0494 M                          | 2055-07-20      | 4.5000%  | 0.0000% | $42710643.00       | $42541850.54       | Agency Mortgage-Backed Securities  |
| GNII SF MB0995 M                          | 2056-03-20      | 4.5000%  | 0.0000% | $1066.19           | $1028.53           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF5589                      | 2053-01-01      | 6.0000%  | 0.0000% | $654.53            | $684.80            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG0747                      | 2053-04-01      | 5.0000%  | 0.0000% | $55958.97          | $56000.43          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2101                      | 2054-08-01      | 5.5000%  | 0.0000% | $5694798.01        | $5789763.20        | Agency Mortgage-Backed Securities  |
| 1.73 FCOR 21-35 BB                        | 2035-10-26      | 1.7300%  | 0.0000% | $10000000.00       | $7852238.33        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA2461                      | 2050-04-01      | 4.0000%  | 0.0000% | $1402.36           | $1331.08           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA3042                      | 2050-07-01      | 2.0000%  | 0.0000% | $15674944.59       | $12851723.36       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA5391                      | 2051-06-01      | 3.0000%  | 0.0000% | $12978.74          | $11364.36          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4921                      | 2051-03-01      | 2.5000%  | 0.0000% | $3718987.95        | $3145116.29        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBC0332                      | 2045-12-01      | 4.0000%  | 0.0000% | $3555.29           | $3403.54           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE5042                      | 2046-08-01      | 4.0000%  | 0.0000% | $1892.11           | $1810.86           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0103                      | 2056-06-01      | 3.5000%  | 0.0000% | $700.03            | $642.02            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0226                      | 2058-01-01      | 3.5000%  | 0.0000% | $856.22            | $778.11            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 R3BF0443                      | 2049-09-01      | 2.5000%  | 0.0000% | $795.78            | $676.61            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 R3BF0508                      | 2050-06-01      | 2.5000%  | 0.0000% | $2080.40           | $1738.39           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ5332                      | 2048-05-01      | 4.0000%  | 0.0000% | $455.20            | $432.90            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ9246                      | 2048-06-01      | 4.0000%  | 0.0000% | $896.97            | $855.73            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6594                      | 2048-07-01      | 4.5000%  | 0.0000% | $156.28            | $151.40            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBK8166                      | 2035-10-01      | 2.0000%  | 0.0000% | $374.89            | $345.27            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBK8508                      | 2050-12-01      | 2.5000%  | 0.0000% | $872496.33         | $738597.32         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBK8506                      | 2050-12-01      | 2.0000%  | 0.0000% | $33516785.25       | $27126661.19       | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL4895                      | 2035-12-01      | 2.3500%  | 0.0000% | $1781.21           | $1500.18           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL8042                      | 2035-09-01      | 1.4600%  | 0.0000% | $32383900.00       | $24550576.43       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM1193                      | 2047-05-01      | 4.0000%  | 0.0000% | $2053.58           | $1956.12           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM1579                      | 2047-07-01      | 4.0000%  | 0.0000% | $5141.95           | $4918.33           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM3307                      | 2048-01-01      | 4.0000%  | 0.0000% | $749.84            | $714.20            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3289                      | 2048-01-01      | 3.5000%  | 0.0000% | $14699391.37       | $13701629.35       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA1109                      | 2055-02-01      | 4.5000%  | 0.0000% | $945.00            | $913.57            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1158                      | 2055-02-01      | 5.0000%  | 0.0000% | $4389.90           | $4336.31           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1425                      | 2055-05-01      | 5.0000%  | 0.0000% | $919.26            | $907.64            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2579                      | 2055-08-01      | 6.0000%  | 0.0000% | $833.86            | $859.05            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1808                      | 2054-12-01      | 5.0000%  | 0.0000% | $964.47            | $956.90            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2005                      | 2055-06-01      | 5.0000%  | 0.0000% | $1881.37           | $1866.56           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2403                      | 2055-08-01      | 5.5000%  | 0.0000% | $946.41            | $972.98            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3507                      | 2055-11-01      | 5.5000%  | 0.0000% | $2090.70           | $2145.72           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA3548                      | 2055-02-01      | 4.0000%  | 0.0000% | $876945.40         | $825781.87         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA4114                      | 2052-06-01      | 3.5000%  | 0.0000% | $997.52            | $920.07            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA4169                      | 2051-04-01      | 3.0000%  | 0.0000% | $980.60            | $858.63            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA4348                      | 2056-01-01      | 5.5000%  | 0.0000% | $6845767.37        | $6950348.63        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA4660                      | 2056-02-01      | 3.0000%  | 0.0000% | $4815.75           | $4224.29           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4740                      | 2056-01-01      | 5.0000%  | 0.0000% | $990.65            | $977.72            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA5030                      | 2056-04-01      | 5.0000%  | 0.0000% | $1020.70           | $1010.28           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIFA5082                      | 2041-04-01      | 4.5000%  | 0.0000% | $990.39            | $990.30            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTMA5864                      | 2045-10-01      | 5.0000%  | 0.0000% | $3733997.90        | $3719020.42        | Agency Mortgage-Backed Securities  |
| GNII SP 785550 C                          | 2051-07-20      | 4.0000%  | 0.0000% | $7286758.10        | $6752573.96        | Agency Mortgage-Backed Securities  |
| GNII SP 785676 C                          | 2051-10-20      | 3.5000%  | 0.0000% | $14346632.44       | $13053415.83       | Agency Mortgage-Backed Securities  |
| GNMI SP 786677 X                          | 2053-04-15      | 6.0000%  | 0.0000% | $5546.02           | $5690.30           | Agency Mortgage-Backed Securities  |
| GNII SP 787333 C                          | 2054-03-20      | 7.5000%  | 0.0000% | $978.56            | $1041.62           | Agency Mortgage-Backed Securities  |
| GNII SP 787339 C                          | 2054-04-20      | 6.0000%  | 0.0000% | $2141746.69        | $2214901.62        | Agency Mortgage-Backed Securities  |
| GNII SP 787530 C                          | 2054-04-20      | 7.0000%  | 0.0000% | $111.16            | $115.44            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR2807                      | 2050-12-01      | 2.5000%  | 0.0000% | $12495709.47       | $10595042.63       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR7215                      | 2051-04-01      | 2.5000%  | 0.0000% | $24123172.15       | $20400832.66       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR7223                      | 2051-04-01      | 2.5000%  | 0.0000% | $1436.41           | $1215.21           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR8795                      | 2051-05-01      | 2.5000%  | 0.0000% | $3223.72           | $2740.72           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM4517                      | 2035-10-01      | 2.0000%  | 0.0000% | $2482.93           | $2286.86           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU2794                      | 2051-11-01      | 2.5000%  | 0.0000% | $8245.26           | $7077.52           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU8766                      | 2052-04-01      | 3.0000%  | 0.0000% | $3667958.21        | $3254642.89        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV4583                      | 2052-04-01      | 3.5000%  | 0.0000% | $291718.09         | $266528.88         | Agency Mortgage-Backed Securities  |
| 4 1/4 NOTE E 35                           | 2035-08-15      | 4.2500%  | 0.0000% | $1100.00           | $1100.09           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32                           | 2032-09-30      | 3.8750%  | 0.0000% | $50400.00          | $49701.33          | U.S. Treasuries (including strips) |
| 1 7/8 TRIN A 36                           | 2036-01-15      | 1.8750%  | 0.0000% | $101.49            | $100.69            | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AY 28                          | 2028-02-29      | 3.3750%  | 0.0000% | $12793900.00       | $12769375.07       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE J 33                           | 2033-03-31      | 4.2500%  | 0.0000% | $11600.00          | $11666.91          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AM 29                          | 2029-04-15      | 3.8750%  | 0.0000% | $26692500.00       | $26694167.48       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29                          | 2029-12-31      | 4.3750%  | 0.0000% | $1000.00           | $1027.57           | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32                           | 2032-01-31      | 4.3750%  | 0.0000% | $100.00            | $102.34            | U.S. Treasuries (including strips) |
| 2 1/8 TRIN A 35                           | 2035-01-15      | 2.1250%  | 0.0000% | $1717149.90        | $1752382.42        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30                          | 2030-06-30      | 3.8750%  | 0.0000% | $100.00            | $100.73            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30                           | 2030-12-31      | 3.7500%  | 0.0000% | $1757800.00        | $1757227.10        | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27                              | 2027-01-15      | 4.0000%  | 0.0000% | $900.00            | $914.45            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34                           | 2034-05-15      | 4.3750%  | 0.0000% | $200.00            | $200.86            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31                           | 2031-05-31      | 4.6250%  | 0.0000% | $4000.00           | $4176.12           | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2027-06-15      | 4.6250%  | 0.0000% | $200.00            | $205.62            | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-07-31      | 4.3750%  | 0.0000% | $500.00            | $507.71            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29                          | 2029-10-31      | 4.1250%  | 0.0000% | $22977600.00       | $23081773.07       | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-10-31      | 3.8330%  | 0.0000% | $14617600.00       | $14672278.60       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29                           | 2029-03-31      | 2.3750%  | 0.0000% | $1000.00           | $959.46            | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29                           | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $97.02             | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29                           | 2029-05-31      | 2.7500%  | 0.0000% | $1000.00           | $977.11            | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27                          | 2027-07-31      | 2.7500%  | 0.0000% | $100.00            | $99.55             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 29                           | 2029-09-30      | 3.8750%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| T 4 1/8 11/15/32                          | 2032-11-15      | 4.1250%  | 0.0000% | $200.00            | $198.97            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27                          | 2027-12-31      | 3.8750%  | 0.0000% | $15295500.00       | $15513408.65       | U.S. Treasuries (including strips) |
| T 3 1/2 01/31/28                          | 2028-01-31      | 3.5000%  | 0.0000% | $25000000.00       | $25090370.99       | U.S. Treasuries (including strips) |
| 4 NOTE H 30                               | 2030-02-28      | 4.0000%  | 0.0000% | $800.00            | $805.26            | U.S. Treasuries (including strips) |
| 4  NOTE AA 28                             | 2028-06-30      | 4.0000%  | 0.0000% | $11822300.00       | $12014803.56       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE R 26                           | 2026-10-31      | 1.6250%  | 0.0000% | $200.00            | $198.46            | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                           | 2030-08-15      | 0.6250%  | 0.0000% | $900.00            | $781.39            | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                           | 2030-08-15      | 0.6250%  | 0.0000% | $200.00            | $173.64            | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27                           | 2027-11-30      | 0.6250%  | 0.0000% | $100.00            | $95.47             | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28                           | 2028-01-31      | 0.7500%  | 0.0000% | $600.00            | $570.37            | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28                           | 2028-04-30      | 1.2500%  | 0.0000% | $100.00            | $95.06             | U.S. Treasuries (including strips) |
| 1 3/8 NOTE T 28                           | 2028-12-31      | 1.3750%  | 0.0000% | $1200.00           | $1128.99           | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 32                           | 2032-01-15      | 0.1250%  | 0.0000% | $237.93            | $218.52            | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43                             | 2043-08-15      | 4.3750%  | 0.0000% | $300.00            | $284.82            | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44                             | 2044-02-15      | 4.5000%  | 0.0000% | $6366200.00        | $6121966.26        | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54                             | 2054-08-15      | 4.2500%  | 0.0000% | $16125600.00       | $14486054.48       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44                             | 2044-11-15      | 4.6250%  | 0.0000% | $1700.00           | $1634.83           | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55                             | 2055-02-15      | 4.6250%  | 0.0000% | $400.00            | $382.64            | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55                             | 2055-08-15      | 4.7500%  | 0.0000% | $961300.00         | $938850.95         | U.S. Treasuries (including strips) |
| 4 7/8 BOND 45                             | 2045-08-15      | 4.8750%  | 0.0000% | $38600.00          | $38683.60          | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55                             | 2055-11-15      | 4.6250%  | 0.0000% | $1316800.00        | $1245781.70        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49                             | 2049-05-15      | 2.8750%  | 0.0000% | $20308100.00       | $14343037.33       | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41                             | 2041-02-15      | 1.8750%  | 0.0000% | $9334700.00        | $6489380.24        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51                             | 2051-05-15      | 2.3750%  | 0.0000% | $319700.00         | $198503.50         | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41                             | 2041-08-15      | 1.7500%  | 0.0000% | $13000400.00       | $8727354.19        | U.S. Treasuries (including strips) |
| 2 BOND 41                                 | 2041-11-15      | 2.0000%  | 0.0000% | $22979800.00       | $15847717.34       | U.S. Treasuries (including strips) |
| 3 BOND 52                                 | 2052-08-15      | 3.0000%  | 0.0000% | $8517900.00        | $6064692.94        | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42                             | 2042-08-15      | 3.3750%  | 0.0000% | $10984100.00       | $9238088.34        | U.S. Treasuries (including strips) |
| 4 BOND 52                                 | 2052-11-15      | 4.0000%  | 0.0000% | $10014900.00       | $8524850.52        | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53                             | 2053-02-15      | 1.5000%  | 0.0000% | $110.94            | $85.59             | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53                             | 2053-05-15      | 3.6250%  | 0.0000% | $1400.00           | $1112.28           | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53                             | 2053-08-15      | 4.1250%  | 0.0000% | $28147600.00       | $24753136.76       | U.S. Treasuries (including strips) |
| 3 BOND 42                                 | 2042-05-15      | 3.0000%  | 0.0000% | $12836000.00       | $10179824.75       | U.S. Treasuries (including strips) |
| 0 5/8 TRIB 43                             | 2043-02-15      | 0.6250%  | 0.0000% | $70999.83          | $52659.32          | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43                             | 2043-05-15      | 2.8750%  | 0.0000% | $5900.00           | $4511.00           | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43                             | 2043-11-15      | 3.7500%  | 0.0000% | $17162800.00       | $14799973.82       | U.S. Treasuries (including strips) |
| 3 BOND 47                                 | 2047-02-15      | 3.0000%  | 0.0000% | $1500.00           | $1122.33           | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47                             | 2047-08-15      | 2.7500%  | 0.0000% | $35838500.00       | $25460659.03       | U.S. Treasuries (including strips) |
| 2 BOND 50                                 | 2050-02-15      | 2.0000%  | 0.0000% | $40165200.00       | $23427501.94       | U.S. Treasuries (including strips) |
| 3 BOND 44                                 | 2044-11-15      | 3.0000%  | 0.0000% | $2000.00           | $1523.50           | U.S. Treasuries (including strips) |
| 3 BOND 45                                 | 2045-11-15      | 3.0000%  | 0.0000% | $100.00            | $75.17             | U.S. Treasuries (including strips) |

### Security 294: Fixed Income Clearing Corp. - Standard Chartered Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - Standard Chartered Bank 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 935QTY008, C.3 - LEI: U4LOSYZ7YG4W3S5F2G91, C.5 - Other ID: 935QTY008_3.63_0601
- **C.18 - Value (incl. sponsor support):** $6000000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000000.00
- **C.19 - Percentage of Net Assets:** 4.5900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| BILL 06/11/26                    | 2026-06-11      | 0.0000%  | 0.0000% | $6090900.00        | $6084784.74        | U.S. Treasuries (including strips) |
| BILL 08/06/26                    | 2026-08-06      | 0.0000%  | 0.0000% | $533800.00         | $530277.99         | U.S. Treasuries (including strips) |
| BILL 10/01/26                    | 2026-10-01      | 0.0000%  | 0.0000% | $100.00            | $98.77             | U.S. Treasuries (including strips) |
| BILL 10/29/26                    | 2026-10-29      | 0.0000%  | 0.0000% | $96300.00          | $94846.06          | U.S. Treasuries (including strips) |
| BILL 06/18/26                    | 2026-06-18      | 0.0000%  | 0.0000% | $236000.00         | $235595.97         | U.S. Treasuries (including strips) |
| BILL 06/18/26                    | 2026-06-18      | 0.0000%  | 0.0000% | $30600.00          | $30547.61          | U.S. Treasuries (including strips) |
| BILL 06/25/26                    | 2026-06-25      | 0.0000%  | 0.0000% | $10657800.00       | $10632125.36       | U.S. Treasuries (including strips) |
| BILL 07/16/26                    | 2026-07-16      | 0.0000%  | 0.0000% | $4081000.00        | $4062598.77        | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-07-23      | 0.0000%  | 0.0000% | $31183000.00       | $31019601.08       | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-07-30      | 0.0000%  | 0.0000% | $401000.00         | $398618.46         | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-08-13      | 0.0000%  | 0.0000% | $1883000.00        | $1869331.30        | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-06-09      | 0.0000%  | 0.0000% | $841000.00         | $840324.68         | U.S. Treasuries (including strips) |
| BILL 06/16/26                    | 2026-06-16      | 0.0000%  | 0.0000% | $2504000.00        | $2500218.96        | U.S. Treasuries (including strips) |
| BILL 09/24/26                    | 2026-09-24      | 0.0000%  | 0.0000% | $193000.00         | $190775.87         | U.S. Treasuries (including strips) |
| BILL 07/07/26                    | 2026-07-07      | 0.0000%  | 0.0000% | $2132000.00        | $2124282.16        | U.S. Treasuries (including strips) |
| BILL 07/21/26                    | 2026-07-21      | 0.0000%  | 0.0000% | $25000000.00       | $24874750.00       | U.S. Treasuries (including strips) |
| BILL 07/21/26                    | 2026-07-21      | 0.0000%  | 0.0000% | $976300.00         | $971408.74         | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-07-28      | 0.0000%  | 0.0000% | $599000.00         | $595559.34         | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-08-04      | 0.0000%  | 0.0000% | $300000.00         | $298081.50         | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-08-18      | 0.0000%  | 0.0000% | $1026000.00        | $1018025.93        | U.S. Treasuries (including strips) |
| BILL 08/25/26                    | 2026-08-25      | 0.0000%  | 0.0000% | $436100.00         | $432414.96         | U.S. Treasuries (including strips) |
| BILL 09/01/26                    | 2026-09-01      | 0.0000%  | 0.0000% | $200.00            | $198.16            | U.S. Treasuries (including strips) |
| BILL 11/19/26                    | 2026-11-19      | 0.0000%  | 0.0000% | $92890000.00       | $91287833.28       | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-09-15      | 0.0000%  | 0.0000% | $200.00            | $197.87            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE E 35                  | 2035-08-15      | 4.2500%  | 0.0000% | $48856300.00       | $48860137.24       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AR 28                 | 2028-08-15      | 3.6250%  | 0.0000% | $15000000.00       | $15031428.40       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27                 | 2027-08-31      | 3.6250%  | 0.0000% | $22871800.00       | $22989646.70       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30                 | 2030-08-31      | 3.6250%  | 0.0000% | $22237800.00       | $22010629.51       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28                 | 2028-09-15      | 3.3750%  | 0.0000% | $29919500.00       | $29703822.19       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32                  | 2032-09-30      | 3.8750%  | 0.0000% | $49999900.00       | $49306780.62       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 27                 | 2027-09-30      | 3.5000%  | 0.0000% | $31498600.00       | $31498854.40       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AT 28                 | 2028-10-15      | 3.5000%  | 0.0000% | $28724400.00       | $28503413.15       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27                 | 2027-10-31      | 3.5000%  | 0.0000% | $93218700.00       | $92891982.64       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE R 32                  | 2032-10-31      | 3.7500%  | 0.0000% | $87240900.00       | $85073675.79       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BL 27                 | 2027-11-30      | 3.3750%  | 0.0000% | $58000000.00       | $58475400.51       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE S 32                  | 2032-11-30      | 3.7500%  | 0.0000% | $5000000.00        | $4951964.78        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AG 30                 | 2030-11-30      | 3.5000%  | 0.0000% | $701100.00         | $695499.40         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AG 30                 | 2030-11-30      | 3.5000%  | 0.0000% | $9999700.00        | $9919819.32        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AV 28                 | 2028-12-15      | 3.5000%  | 0.0000% | $41835200.00       | $41962771.62       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 32                  | 2032-12-31      | 3.8750%  | 0.0000% | $3320200.00        | $3301190.48        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AH 30                 | 2030-12-31      | 3.6250%  | 0.0000% | $35100000.00       | $34895211.86       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BM 27                 | 2027-12-31      | 3.3750%  | 0.0000% | $100.00            | $100.46            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AJ 29                 | 2029-01-15      | 3.5000%  | 0.0000% | $3100.00           | $3098.80           | U.S. Treasuries (including strips) |
| 3 3/4 NOTE U 31                  | 2031-01-31      | 3.7500%  | 0.0000% | $49999700.00       | $49812338.97       | U.S. Treasuries (including strips) |
| 4 NOTE G 33                      | 2033-01-31      | 4.0000%  | 0.0000% | $900000.00         | $898177.21         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE B 36                  | 2036-02-15      | 4.1250%  | 0.0000% | $5714200.00        | $5643537.51        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AK 29                 | 2029-02-15      | 3.5000%  | 0.0000% | $17210000.00       | $17143183.27       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AK 29                 | 2029-02-15      | 3.5000%  | 0.0000% | $13000.00          | $12949.53          | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AY 28                 | 2028-02-29      | 3.3750%  | 0.0000% | $1380000.00        | $1377354.65        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE H 33                  | 2033-02-28      | 3.7500%  | 0.0000% | $24310000.00       | $23806933.62       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AL 29                 | 2029-03-15      | 3.5000%  | 0.0000% | $29999900.00       | $29789695.27       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE W 31                  | 2031-03-31      | 3.8750%  | 0.0000% | $482000.00         | $479611.97         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE W 31                  | 2031-03-31      | 3.8750%  | 0.0000% | $7399900.00        | $7363237.82        | U.S. Treasuries (including strips) |
| T 3 7/8 03/31/28                 | 2028-03-31      | 3.8750%  | 0.0000% | $15118300.00       | $15181291.68       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AM 29                 | 2029-04-15      | 3.8750%  | 0.0000% | $439268000.00      | $439295441.10      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 31                  | 2031-04-30      | 3.8750%  | 0.0000% | $13603500.00       | $13490926.53       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 28                 | 2028-04-30      | 3.7500%  | 0.0000% | $23774000.00       | $23735680.19       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE K 33                  | 2033-04-30      | 4.1250%  | 0.0000% | $5020500.00        | $4991394.55        | U.S. Treasuries (including strips) |
| T 4 3/8 05/15/36                 | 2036-05-15      | 4.3750%  | 0.0000% | $169900.00         | $169332.94         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AN 29                 | 2029-05-15      | 3.8750%  | 0.0000% | $3500000.00        | $3488909.15        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34                  | 2034-11-15      | 4.2500%  | 0.0000% | $50000000.00       | $49656492.39       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34                  | 2034-11-15      | 4.2500%  | 0.0000% | $7465000.00        | $7413714.31        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27                 | 2027-11-15      | 4.1250%  | 0.0000% | $17310000.00       | $17374450.21       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BL 26                 | 2026-11-30      | 4.2500%  | 0.0000% | $13200000.00       | $13509229.58       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31                  | 2031-11-30      | 4.1250%  | 0.0000% | $10000000.00       | $10179323.52       | U.S. Treasuries (including strips) |
| 4 NOTE AV 27                     | 2027-12-15      | 4.0000%  | 0.0000% | $965000.00         | $982972.03         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26                 | 2026-12-31      | 4.2500%  | 0.0000% | $24997400.00       | $25495850.50       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28                 | 2028-01-15      | 4.2500%  | 0.0000% | $7861000.00        | $8016239.38        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27                 | 2027-01-31      | 4.1250%  | 0.0000% | $4572600.00        | $4643832.57        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32                  | 2032-01-31      | 4.3750%  | 0.0000% | $20000000.00       | $20467060.99       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35                  | 2035-02-15      | 4.6250%  | 0.0000% | $7255700.00        | $7477568.64        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28                 | 2028-02-15      | 4.2500%  | 0.0000% | $988300.00         | $1004411.80        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28                 | 2028-02-15      | 4.2500%  | 0.0000% | $678000.00         | $689053.12         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27                 | 2027-02-28      | 4.1250%  | 0.0000% | $16422500.00       | $16622514.80       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27                 | 2027-02-28      | 4.1250%  | 0.0000% | $12000000.00       | $12146151.78       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32                  | 2032-02-29      | 4.1250%  | 0.0000% | $27601100.00       | $27780764.26       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28                 | 2028-03-15      | 3.8750%  | 0.0000% | $6539900.00        | $6578520.85        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28                 | 2028-04-15      | 3.7500%  | 0.0000% | $3550000.00        | $3550132.05        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2027-04-30      | 3.7500%  | 0.0000% | $30000.00          | $30057.51          | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27                 | 2027-04-30      | 3.7500%  | 0.0000% | $73300000.00       | $73440528.05       | U.S. Treasuries (including strips) |
| T 4 1/4 05/15/35                 | 2035-05-15      | 4.2500%  | 0.0000% | $5200000.00        | $5151883.61        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28                 | 2028-05-15      | 3.7500%  | 0.0000% | $56399200.00       | $56213907.78       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27                 | 2027-05-31      | 3.8750%  | 0.0000% | $13650000.00       | $13907494.80       | U.S. Treasuries (including strips) |
| 4 NOTE Z 30                      | 2030-05-31      | 4.0000%  | 0.0000% | $255334000.00      | $259430124.20      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28                 | 2028-06-15      | 3.8750%  | 0.0000% | $9999900.00        | $10149860.97       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30                 | 2030-06-30      | 3.8750%  | 0.0000% | $30009600.00       | $30227397.24       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27                 | 2027-06-30      | 3.7500%  | 0.0000% | $15000000.00       | $15205936.24       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AQ 28                 | 2028-07-15      | 3.8750%  | 0.0000% | $9000000.00        | $9103247.30        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30                 | 2030-07-31      | 3.8750%  | 0.0000% | $45000500.00       | $45169486.57       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28                 | 2028-10-31      | 4.8750%  | 0.0000% | $87999900.00       | $90014368.36       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE R 30                  | 2030-10-31      | 4.8750%  | 0.0000% | $11500000.00       | $11889306.19       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33                  | 2033-11-15      | 4.5000%  | 0.0000% | $20100.00          | $20380.09          | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28                 | 2028-11-30      | 4.3750%  | 0.0000% | $20231100.00       | $20829083.07       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-12-15      | 4.3750%  | 0.0000% | $5000000.00        | $5114988.65        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30                  | 2030-12-31      | 3.7500%  | 0.0000% | $39100200.00       | $39087456.58       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28                 | 2028-12-31      | 3.7500%  | 0.0000% | $128373100.00      | $129448492.10      | U.S. Treasuries (including strips) |
| 4 NOTE B 34                      | 2034-02-15      | 4.0000%  | 0.0000% | $24678000.00       | $24439443.09       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31                  | 2031-02-28      | 4.2500%  | 0.0000% | $5128500.00        | $5207176.43        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29                  | 2029-02-28      | 4.2500%  | 0.0000% | $389299400.00      | $395378318.60      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29                  | 2029-03-31      | 4.1250%  | 0.0000% | $13742000.00       | $13859859.50       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AM 27                 | 2027-04-15      | 4.5000%  | 0.0000% | $19875900.00       | $20089045.89       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31                  | 2031-04-30      | 4.6250%  | 0.0000% | $14084000.00       | $14433124.07       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29                  | 2029-04-30      | 4.6250%  | 0.0000% | $29635600.00       | $30202609.08       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34                  | 2034-05-15      | 4.3750%  | 0.0000% | $100.00            | $100.43            | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27                 | 2027-05-15      | 4.5000%  | 0.0000% | $23299900.00       | $23463580.78       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29                  | 2029-05-31      | 4.5000%  | 0.0000% | $32400000.00       | $33519703.41       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31                  | 2031-05-31      | 4.6250%  | 0.0000% | $700.00            | $730.82            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27                 | 2027-06-15      | 4.6250%  | 0.0000% | $19026000.00       | $19560306.64       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29                 | 2029-06-30      | 4.2500%  | 0.0000% | $44014200.00       | $45022437.41       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27                 | 2027-07-15      | 4.3750%  | 0.0000% | $100.00            | $102.11            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31                  | 2031-07-31      | 4.1250%  | 0.0000% | $24125900.00       | $24421131.84       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34                  | 2034-08-15      | 3.8750%  | 0.0000% | $8341000.00        | $8158845.51        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34                  | 2034-08-15      | 3.8750%  | 0.0000% | $17526400.00       | $17143650.63       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27                 | 2027-08-15      | 3.7500%  | 0.0000% | $25000000.00       | $25214022.24       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BG 26                 | 2026-08-31      | 3.7500%  | 0.0000% | $700.00            | $706.42            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31                  | 2031-08-31      | 3.7500%  | 0.0000% | $31506600.00       | $31185175.83       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29                 | 2029-08-31      | 3.6250%  | 0.0000% | $15941000.00       | $15869416.77       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27                 | 2027-09-15      | 3.3750%  | 0.0000% | $3000000.00        | $2999827.19        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31                  | 2031-09-30      | 3.6250%  | 0.0000% | $938800.00         | $920154.10         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29                 | 2029-09-30      | 3.5000%  | 0.0000% | $5159900.00        | $5097140.53        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26                 | 2026-09-30      | 3.5000%  | 0.0000% | $54047400.00       | $54305480.47       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27                 | 2027-10-15      | 3.8750%  | 0.0000% | $17209800.00       | $17272331.29       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29                 | 2029-10-31      | 4.1250%  | 0.0000% | $1275100.00        | $1280880.89        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26                 | 2026-10-31      | 4.1250%  | 0.0000% | $2992000.00        | $3005492.96        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31                  | 2031-10-31      | 4.1250%  | 0.0000% | $1369700.00        | $1370961.05        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31                  | 2031-10-31      | 4.1250%  | 0.0000% | $35455500.00       | $35488143.15       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29                  | 2029-02-28      | 1.8750%  | 0.0000% | $218500.00         | $207279.50         | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29                  | 2029-03-31      | 2.3750%  | 0.0000% | $3264500.00        | $3132162.24        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27                  | 2027-04-30      | 2.7500%  | 0.0000% | $51730000.00       | $51318856.15       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27                  | 2027-05-31      | 2.6250%  | 0.0000% | $100.00            | $100.04            | U.S. Treasuries (including strips) |
| T 3 1/4 06/30/29                 | 2029-06-30      | 3.2500%  | 0.0000% | $18320000.00       | $18139860.76       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27                 | 2027-07-31      | 2.7500%  | 0.0000% | $75000100.00       | $74664181.18       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE N 29                  | 2029-07-31      | 2.6250%  | 0.0000% | $300.00            | $289.87            | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32                  | 2032-08-15      | 2.7500%  | 0.0000% | $54868400.00       | $50880871.16       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE AC 27                 | 2027-08-31      | 3.1250%  | 0.0000% | $21050000.00       | $21003809.21       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29                  | 2029-08-31      | 3.1250%  | 0.0000% | $18760000.00       | $18365339.56       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27                 | 2027-09-30      | 4.1250%  | 0.0000% | $10976400.00       | $11074678.19       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27                 | 2027-10-31      | 4.1250%  | 0.0000% | $13840000.00       | $13915617.32       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32                  | 2032-11-15      | 4.1250%  | 0.0000% | $1372700.00        | $1365659.82        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29                  | 2029-11-30      | 3.8750%  | 0.0000% | $9539900.00        | $9658996.95        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27                 | 2027-11-30      | 3.8750%  | 0.0000% | $11752700.00       | $11960371.24       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29                  | 2029-12-31      | 3.8750%  | 0.0000% | $9199900.00        | $9281572.90        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27                 | 2027-12-31      | 3.8750%  | 0.0000% | $14640000.00       | $14848570.01       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33                  | 2033-02-15      | 3.5000%  | 0.0000% | $16473900.00       | $15907042.38       | U.S. Treasuries (including strips) |
| 4 NOTE V 28                      | 2028-02-29      | 4.0000%  | 0.0000% | $4872300.00        | $4920436.42        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE J 30                  | 2030-03-31      | 3.6250%  | 0.0000% | $21910000.00       | $21675115.58       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE K 30                  | 2030-04-30      | 3.5000%  | 0.0000% | $25000000.00       | $24527628.80       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28                  | 2028-04-30      | 3.5000%  | 0.0000% | $11080000.00       | $11007560.65       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28                  | 2028-05-31      | 3.6250%  | 0.0000% | $200.00            | $202.13            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30                  | 2030-05-31      | 3.7500%  | 0.0000% | $20186700.00       | $20300168.55       | U.S. Treasuries (including strips) |
| 4  NOTE AA 28                    | 2028-06-30      | 4.0000%  | 0.0000% | $2200100.00        | $2235924.42        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AB 28                 | 2028-07-31      | 4.1250%  | 0.0000% | $9999900.00        | $10156539.76       | U.S. Treasuries (including strips) |
| 4  NOTE N 30                     | 2030-07-31      | 4.0000%  | 0.0000% | $50026900.00       | $50466119.87       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33                  | 2033-08-15      | 3.8750%  | 0.0000% | $1200.00           | $1182.39           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30                  | 2030-08-31      | 4.1250%  | 0.0000% | $10000000.00       | $10100703.15       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28                 | 2028-08-31      | 4.3750%  | 0.0000% | $21651500.00       | $22042455.25       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30                  | 2030-09-30      | 4.6250%  | 0.0000% | $100.00            | $102.74            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28                 | 2028-09-30      | 4.6250%  | 0.0000% | $42517600.00       | $43398547.71       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29                  | 2029-02-15      | 2.6250%  | 0.0000% | $19316700.00       | $18761150.21       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29                  | 2029-05-15      | 2.3750%  | 0.0000% | $18626300.00       | $17781420.95       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27                  | 2027-05-15      | 2.3750%  | 0.0000% | $19778600.00       | $19512786.15       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29                  | 2029-08-15      | 1.6250%  | 0.0000% | $200.00            | $186.46            | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29                  | 2029-11-15      | 1.7500%  | 0.0000% | $48976000.00       | $45382374.29       | U.S. Treasuries (including strips) |
| 1 3/4 NOTE T 26                  | 2026-12-31      | 1.7500%  | 0.0000% | $200.00            | $199.09            | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30                  | 2030-02-15      | 1.5000%  | 0.0000% | $200.00            | $183.24            | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27                  | 2027-04-30      | 0.5000%  | 0.0000% | $850900.00         | $825634.24         | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30                  | 2030-05-15      | 0.6250%  | 0.0000% | $176400.00         | $154235.65         | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30                  | 2030-05-15      | 0.6250%  | 0.0000% | $175255300.00      | $153234782.10      | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27                  | 2027-06-30      | 0.5000%  | 0.0000% | $27585900.00       | $26655896.86       | U.S. Treasuries (including strips) |
| 0 3/8 NOTE N 27                  | 2027-07-31      | 0.3750%  | 0.0000% | $24795800.00       | $23830583.21       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                  | 2030-08-15      | 0.6250%  | 0.0000% | $1548200.00        | $1344172.50        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                  | 2030-08-15      | 0.6250%  | 0.0000% | $36324500.00       | $31537523.53       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27                  | 2027-08-31      | 0.5000%  | 0.0000% | $53323700.00       | $51177891.71       | U.S. Treasuries (including strips) |
| 0 3/8 NOTE Q 27                  | 2027-09-30      | 0.3750%  | 0.0000% | $46737400.00       | $44625547.60       | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30                  | 2030-11-15      | 0.8750%  | 0.0000% | $49051200.00       | $42639957.04       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27                  | 2027-12-31      | 0.6250%  | 0.0000% | $18157500.00       | $17276616.37       | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28                  | 2028-01-31      | 0.7500%  | 0.0000% | $150900.00         | $143448.07         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28                  | 2028-03-31      | 1.2500%  | 0.0000% | $1999900.00        | $1907532.67        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28                  | 2028-04-30      | 1.2500%  | 0.0000% | $18769900.00       | $17843212.29       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31                  | 2031-05-15      | 1.6250%  | 0.0000% | $472300.00         | $419686.35         | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31                  | 2031-05-15      | 1.6250%  | 0.0000% | $200000200.00      | $177720419.00      | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28                  | 2028-05-31      | 1.2500%  | 0.0000% | $17625500.00       | $16808211.18       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-06-30      | 0.8750%  | 0.0000% | $15000900.00       | $15019898.93       | U.S. Treasuries (including strips) |
| 1 NOTE N 28                      | 2028-07-31      | 1.0000%  | 0.0000% | $62553800.00       | $58882371.63       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31                  | 2031-08-15      | 1.2500%  | 0.0000% | $49999500.00       | $43413697.35       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28                  | 2028-08-31      | 1.1250%  | 0.0000% | $2100200.00        | $1976274.25        | U.S. Treasuries (including strips) |
| 0 3/4 NOTE AC 26                 | 2026-08-31      | 0.7500%  | 0.0000% | $200.00            | $198.88            | U.S. Treasuries (including strips) |
| 0 3/4 NOTE AC 26                 | 2026-08-31      | 0.7500%  | 0.0000% | $61600.00          | $61254.25          | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28                  | 2028-09-30      | 1.2500%  | 0.0000% | $3459900.00        | $3254710.73        | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28                  | 2028-10-31      | 1.3750%  | 0.0000% | $18203900.00       | $17117938.33       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31                  | 2031-11-15      | 1.3750%  | 0.0000% | $12885900.00       | $11139037.11       | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53                    | 2053-08-15      | 4.1250%  | 0.0000% | $12540000.00       | $11027737.18       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53                    | 2053-11-15      | 4.7500%  | 0.0000% | $17724100.00       | $17073786.20       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43                    | 2043-11-15      | 4.7500%  | 0.0000% | $294900.00         | $289614.53         | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54                    | 2054-02-15      | 4.2500%  | 0.0000% | $3245400.00        | $2915149.85        | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54                    | 2054-02-15      | 4.2500%  | 0.0000% | $883000.00         | $793146.40         | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44                    | 2044-02-15      | 4.5000%  | 0.0000% | $1816200.00        | $1746523.06        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54                    | 2054-05-15      | 4.6250%  | 0.0000% | $1943900.00        | $1836990.38        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44                    | 2044-05-15      | 4.6250%  | 0.0000% | $55335600.00       | $53357159.23       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54                    | 2054-08-15      | 4.2500%  | 0.0000% | $9721200.00        | $8732811.97        | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44                    | 2044-08-15      | 4.1250%  | 0.0000% | $529000.00         | $482605.05         | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54                    | 2054-11-15      | 4.5000%  | 0.0000% | $19278900.00       | $17847209.49       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54                    | 2054-11-15      | 4.5000%  | 0.0000% | $13157500.00       | $12180397.16       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44                    | 2044-11-15      | 4.6250%  | 0.0000% | $1731900.00        | $1665508.50        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44                    | 2044-11-15      | 4.6250%  | 0.0000% | $7023800.00        | $6754546.22        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55                    | 2055-02-15      | 4.6250%  | 0.0000% | $3251000.00        | $3109921.33        | U.S. Treasuries (including strips) |
| 5 BOND 45                        | 2045-05-15      | 5.0000%  | 0.0000% | $1380900.00        | $1390193.70        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55                    | 2055-08-15      | 4.7500%  | 0.0000% | $32061300.00       | $31312578.66       | U.S. Treasuries (including strips) |
| 4 7/8 BOND 45                    | 2045-08-15      | 4.8750%  | 0.0000% | $59715600.00       | $59844935.41       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55                    | 2055-11-15      | 4.6250%  | 0.0000% | $3780900.00        | $3576986.65        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 45                    | 2045-11-15      | 4.6250%  | 0.0000% | $200.00            | $191.59            | U.S. Treasuries (including strips) |
| T 4 3/4 02/15/56                 | 2056-02-15      | 4.7500%  | 0.0000% | $19437500.00       | $19004766.70       | U.S. Treasuries (including strips) |
| 5 BOND 56                        | 2056-05-15      | 5.0000%  | 0.0000% | $139475600.00      | $140220284.50      | U.S. Treasuries (including strips) |
| T 1 1/2 08/15/26                 | 2026-08-15      | 1.5000%  | 0.0000% | $25502600.00       | $25489031.49       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27                  | 2027-08-15      | 2.2500%  | 0.0000% | $200.00            | $197.34            | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27                  | 2027-11-15      | 2.2500%  | 0.0000% | $600.00            | $585.97            | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28                  | 2028-02-15      | 2.7500%  | 0.0000% | $48000400.00       | $47394855.06       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28                  | 2028-05-15      | 2.8750%  | 0.0000% | $45009500.00       | $44108308.54       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28                  | 2028-08-15      | 2.8750%  | 0.0000% | $79622000.00       | $78367893.67       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48                    | 2048-05-15      | 3.1250%  | 0.0000% | $26483400.00       | $19804944.86       | U.S. Treasuries (including strips) |
| 3 BOND 48                        | 2048-08-15      | 3.0000%  | 0.0000% | $70770000.00       | $52116861.76       | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48                    | 2048-11-15      | 3.3750%  | 0.0000% | $200.00            | $155.73            | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49                    | 2049-05-15      | 2.8750%  | 0.0000% | $11848100.00       | $8367978.32        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49                    | 2049-05-15      | 2.8750%  | 0.0000% | $64997700.00       | $45906039.32       | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50                    | 2050-08-15      | 1.3750%  | 0.0000% | $31850600.00       | $15583679.79       | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40                    | 2040-08-15      | 1.1250%  | 0.0000% | $49000.00          | $30626.96          | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40                    | 2040-05-15      | 1.1250%  | 0.0000% | $100.00            | $62.88             | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40                    | 2040-11-15      | 1.3750%  | 0.0000% | $9307500.00        | $5982089.39        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51                    | 2051-05-15      | 2.3750%  | 0.0000% | $200000000.00      | $124181106.50      | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41                    | 2041-05-15      | 2.2500%  | 0.0000% | $13958700.00       | $10138357.05       | U.S. Treasuries (including strips) |
| 2 BOND 51                        | 2051-08-15      | 2.0000%  | 0.0000% | $3320000.00        | $1892441.86        | U.S. Treasuries (including strips) |
| 2 BOND 51                        | 2051-08-15      | 2.0000%  | 0.0000% | $3955000.00        | $2254399.86        | U.S. Treasuries (including strips) |
| 2 BOND 41                        | 2041-11-15      | 2.0000%  | 0.0000% | $700.00            | $482.75            | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52                    | 2052-02-15      | 2.2500%  | 0.0000% | $15539900.00       | $9373045.05        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52                    | 2052-02-15      | 2.2500%  | 0.0000% | $35808200.00       | $21598071.54       | U.S. Treasuries (including strips) |
| T 2 3/8 02/15/42                 | 2042-02-15      | 2.3750%  | 0.0000% | $11700000.00       | $8571579.08        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 52                    | 2052-05-15      | 2.8750%  | 0.0000% | $100.00            | $68.74             | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42                    | 2042-05-15      | 3.2500%  | 0.0000% | $886300.00         | $728074.54         | U.S. Treasuries (including strips) |
| 3 BOND 52                        | 2052-08-15      | 3.0000%  | 0.0000% | $16271900.00       | $11585493.73       | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42                    | 2042-08-15      | 3.3750%  | 0.0000% | $10301800.00       | $8664245.45        | U.S. Treasuries (including strips) |
| 4 BOND 52                        | 2052-11-15      | 4.0000%  | 0.0000% | $12508600.00       | $10647529.70       | U.S. Treasuries (including strips) |
| 4 BOND 42                        | 2042-11-15      | 4.0000%  | 0.0000% | $1195800.00        | $1077594.86        | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53                    | 2053-02-15      | 3.6250%  | 0.0000% | $1808100.00        | $1453723.66        | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53                    | 2053-02-15      | 3.6250%  | 0.0000% | $300.00            | $241.20            | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53                    | 2053-05-15      | 3.6250%  | 0.0000% | $1674400.00        | $1330282.46        | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                    | 2043-05-15      | 3.8750%  | 0.0000% | $19388300.00       | $17101414.82       | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                    | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $88.20             | U.S. Treasuries (including strips) |
| 5 1/4 BOND 28                    | 2028-11-15      | 5.2500%  | 0.0000% | $75905200.00       | $78210841.90       | U.S. Treasuries (including strips) |
| 5 3/8 BOND 31                    | 2031-02-15      | 5.3750%  | 0.0000% | $1370000.00        | $1463904.61        | U.S. Treasuries (including strips) |
| 4 1/2 BOND 36                    | 2036-02-15      | 4.5000%  | 0.0000% | $10706900.00       | $10960159.59       | U.S. Treasuries (including strips) |
| 5 BOND 37                        | 2037-05-15      | 5.0000%  | 0.0000% | $9990800.00        | $10494767.66       | U.S. Treasuries (including strips) |
| T 3 1/2 02/15/39                 | 2039-02-15      | 3.5000%  | 0.0000% | $10000000.00       | $9054215.64        | U.S. Treasuries (including strips) |
| 4 1/2 BOND 39                    | 2039-08-15      | 4.5000%  | 0.0000% | $100.00            | $99.55             | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40                    | 2040-02-15      | 4.6250%  | 0.0000% | $100.00            | $100.42            | U.S. Treasuries (including strips) |
| 4 1/4 BOND 40                    | 2040-11-15      | 4.2500%  | 0.0000% | $2185600.00        | $2070779.17        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 41                    | 2041-02-15      | 4.7500%  | 0.0000% | $15999200.00       | $16172938.41       | U.S. Treasuries (including strips) |
| 3 BOND 42                        | 2042-05-15      | 3.0000%  | 0.0000% | $200.00            | $158.61            | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42                    | 2042-08-15      | 2.7500%  | 0.0000% | $500.00            | $383.91            | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42                    | 2042-11-15      | 2.7500%  | 0.0000% | $9921000.00        | $7513582.00        | U.S. Treasuries (including strips) |
| 3 1/8 BOND 43                    | 2043-02-15      | 3.1250%  | 0.0000% | $444200.00         | $357341.83         | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43                    | 2043-08-15      | 3.6250%  | 0.0000% | $2200.00           | $1888.77           | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43                    | 2043-11-15      | 3.7500%  | 0.0000% | $66962000.00       | $57743249.75       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44                    | 2044-02-15      | 3.6250%  | 0.0000% | $122574400.00      | $104680894.30      | U.S. Treasuries (including strips) |
| 3 3/8 BOND 44                    | 2044-05-15      | 3.3750%  | 0.0000% | $27731400.00       | $22546098.73       | U.S. Treasuries (including strips) |
| T 3 1/8 08/15/44                 | 2044-08-15      | 3.1250%  | 0.0000% | $51239500.00       | $40342783.65       | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46                    | 2046-02-15      | 2.5000%  | 0.0000% | $4979700.00        | $3446845.06        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46                    | 2046-02-15      | 2.5000%  | 0.0000% | $3932700.00        | $2722133.37        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46                    | 2046-05-15      | 2.5000%  | 0.0000% | $31348000.00       | $21421470.44       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46                    | 2046-08-15      | 2.2500%  | 0.0000% | $14101300.00       | $9222192.86        | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47                    | 2047-08-15      | 2.7500%  | 0.0000% | $200.00            | $142.09            | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47                    | 2047-11-15      | 2.7500%  | 0.0000% | $2504900.00        | $1756839.66        | U.S. Treasuries (including strips) |
| 3 BOND 48                        | 2048-02-15      | 3.0000%  | 0.0000% | $400.00            | $296.00            | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49                    | 2049-08-15      | 2.2500%  | 0.0000% | $4773500.00        | $2975054.92        | U.S. Treasuries (including strips) |
| 2 BOND 50                        | 2050-02-15      | 2.0000%  | 0.0000% | $5426500.00        | $3165161.36        | U.S. Treasuries (including strips) |
| 2 BOND 50                        | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $58.33             | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50                    | 2050-05-15      | 1.2500%  | 0.0000% | $21667000.00       | $10212448.89       | U.S. Treasuries (including strips) |
| 3 BOND 44                        | 2044-11-15      | 3.0000%  | 0.0000% | $10295800.00       | $7842839.08        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45                    | 2045-02-15      | 2.5000%  | 0.0000% | $5636100.00        | $3965955.95        | U.S. Treasuries (including strips) |
| 3 BOND 45                        | 2045-05-15      | 3.0000%  | 0.0000% | $200.00            | $151.36            | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45                    | 2045-08-15      | 2.8750%  | 0.0000% | $1589600.00        | $1185024.94        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45                    | 2045-08-15      | 2.8750%  | 0.0000% | $1029600.00        | $767552.64         | U.S. Treasuries (including strips) |

### Security 295: Fixed Income Clearing Corp. - Wells Fargo Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 936ZZN004, C.3 - LEI: HPFHU0OQ28E4N0NFVK49, C.5 - Other ID: 936ZZN004_3.63_0601
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| BILL 10/29/26                    | 2026-10-29      | 0.0000%  | 0.0000% | $500.00            | $492.45            | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2027-02-18      | 0.0000%  | 0.0000% | $600.00            | $584.44            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE H 33                  | 2033-02-28      | 3.7500%  | 0.0000% | $59990000.00       | $58748578.68       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE V 31                  | 2031-02-28      | 3.5000%  | 0.0000% | $249701200.00      | $245183052.20      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AL 29                 | 2029-03-15      | 3.5000%  | 0.0000% | $98900.00          | $98207.02          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE W 31                  | 2031-03-31      | 3.8750%  | 0.0000% | $351900.00         | $350156.54         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE K 33                  | 2033-04-30      | 4.1250%  | 0.0000% | $28739900.00       | $28573285.58       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31                  | 2031-12-31      | 4.5000%  | 0.0000% | $221752000.00      | $229306003.90      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27                 | 2027-06-30      | 3.7500%  | 0.0000% | $249999200.00      | $253431459.70      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27                 | 2027-07-31      | 3.8750%  | 0.0000% | $47154900.00       | $47720203.10       | U.S. Treasuries (including strips) |
| 4 NOTE N 32                      | 2032-07-31      | 4.0000%  | 0.0000% | $263474000.00      | $263673363.90      | U.S. Treasuries (including strips) |
| T 4 1/4 08/15/35                 | 2035-08-15      | 4.2500%  | 0.0000% | $73729900.00       | $73735690.85       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AM 27                 | 2027-04-15      | 4.5000%  | 0.0000% | $400.00            | $404.29            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31                  | 2031-05-31      | 4.6250%  | 0.0000% | $113360000.00      | $118351113.70      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31                  | 2031-06-30      | 4.2500%  | 0.0000% | $242964000.00      | $248355636.90      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31                  | 2031-08-31      | 3.7500%  | 0.0000% | $400.00            | $395.92            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27                 | 2027-10-15      | 3.8750%  | 0.0000% | $126487000.00      | $126946586.70      | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29                  | 2029-03-31      | 2.3750%  | 0.0000% | $100.00            | $95.95             | U.S. Treasuries (including strips) |
| 4  NOTE R 29                     | 2029-10-31      | 4.0000%  | 0.0000% | $100.00            | $100.07            | U.S. Treasuries (including strips) |
| 4  NOTE N 30                     | 2030-07-31      | 4.0000%  | 0.0000% | $69299900.00       | $69908330.53       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29                  | 2029-02-15      | 2.6250%  | 0.0000% | $46000000.00       | $44677036.44       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE M 26                  | 2026-06-30      | 1.8750%  | 0.0000% | $19999900.00       | $20123970.21       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26                  | 2026-11-30      | 1.6250%  | 0.0000% | $11000.00          | $10972.40          | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27                  | 2027-01-31      | 1.5000%  | 0.0000% | $29968700.00       | $29659857.64       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27                  | 2027-04-30      | 0.5000%  | 0.0000% | $1000.00           | $970.31            | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30                  | 2030-11-15      | 0.8750%  | 0.0000% | $62000000.00       | $53896282.59       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31                  | 2031-02-15      | 1.1250%  | 0.0000% | $50000000.00       | $43816248.34       | U.S. Treasuries (including strips) |
| T 1 1/8 08/31/28                 | 2028-08-31      | 1.1250%  | 0.0000% | $35900000.00       | $33781661.58       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-08-31      | 0.7500%  | 0.0000% | $37900.00          | $37687.28          | U.S. Treasuries (including strips) |
| 1 3/8 NOTE T 28                  | 2028-12-31      | 1.3750%  | 0.0000% | $50100000.00       | $47135409.17       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-12-31      | 1.2500%  | 0.0000% | $2499900.00        | $2476166.02        | U.S. Treasuries (including strips) |

### Security 296: Fixed Income Clearing Corp. - BNP Paribas

- **C.1 - Title:** Fixed Income Clearing Corp. - BNP Paribas 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942URT003, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 942URT003_3.63_0601
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| BILL 08/06/26                    | 2026-08-06      | 0.0000%  | 0.0000% | $100.00            | $99.34             | U.S. Treasuries (including strips) |
| BILL 06/25/26                    | 2026-06-25      | 0.0000%  | 0.0000% | $2861000.00        | $2854107.85        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31                  | 2031-12-31      | 4.5000%  | 0.0000% | $105059500.00      | $108638362.30      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35                  | 2035-02-15      | 4.6250%  | 0.0000% | $400.00            | $412.23            | U.S. Treasuries (including strips) |
| 4 NOTE M 32                      | 2032-06-30      | 4.0000%  | 0.0000% | $23645700.00       | $23758964.99       | U.S. Treasuries (including strips) |
| 4 NOTE B 34                      | 2034-02-15      | 4.0000%  | 0.0000% | $400.00            | $396.13            | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-08-31      | 3.7500%  | 0.0000% | $2131800.00        | $2151338.36        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31                  | 2031-09-30      | 3.6250%  | 0.0000% | $4457600.00        | $4369065.73        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32                  | 2032-02-15      | 1.8750%  | 0.0000% | $12000.00          | $10656.31          | U.S. Treasuries (including strips) |
| 4  NOTE R 29                     | 2029-10-31      | 4.0000%  | 0.0000% | $741000.00         | $741488.45         | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26                  | 2026-11-30      | 1.6250%  | 0.0000% | $112000.00         | $111718.96         | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43                    | 2043-08-15      | 4.3750%  | 0.0000% | $61816900.00       | $58688482.96       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54                    | 2054-08-15      | 4.2500%  | 0.0000% | $47860300.00       | $42994177.77       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55                    | 2055-08-15      | 4.7500%  | 0.0000% | $248372100.00      | $242571914.40      | U.S. Treasuries (including strips) |
| 4 7/8 BOND 45                    | 2045-08-15      | 4.8750%  | 0.0000% | $18203600.00       | $18243026.38       | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50                    | 2050-08-15      | 1.3750%  | 0.0000% | $43900.00          | $21479.14          | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53                    | 2053-02-15      | 3.6250%  | 0.0000% | $29600.00          | $23798.58          | U.S. Treasuries (including strips) |
| 3 1/8 BOND 42                    | 2042-02-15      | 3.1250%  | 0.0000% | $2000.00           | $1636.34           | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45                    | 2045-02-15      | 2.5000%  | 0.0000% | $6848200.00        | $4818874.67        | U.S. Treasuries (including strips) |

### Security 297: Fixed Income Clearing Corp. - Morgan Stanley

- **C.1 - Title:** Fixed Income Clearing Corp. - Morgan Stanley 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 944JXE002, C.3 - LEI: 549300BI6Y5SI6BYPB26, C.5 - Other ID: 944JXE002_3.63_0601
- **C.18 - Value (incl. sponsor support):** $6000000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000000.00
- **C.19 - Percentage of Net Assets:** 4.5900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  | 0.0000% | $407664400.00      | $408518549.30      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  | 0.0000% | $625790200.00      | $620975777.10      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27 | 2027-10-31      | 3.5000%  | 0.0000% | $250587100.00      | $249708830.40      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AN 29 | 2029-05-15      | 3.8750%  | 0.0000% | $491838300.00      | $490279755.30      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  | 0.0000% | $100.00            | $102.18            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  | 0.0000% | $1757201300.00     | $1810933933.00     | U.S. Treasuries (including strips) |
| 4 NOTE K 32      | 2032-04-30      | 4.0000%  | 0.0000% | $591519300.00      | $586973577.10      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  | 0.0000% | $895811100.00      | $892868029.50      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  | 0.0000% | $411035600.00      | $417468451.70      | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27     | 2027-01-15      | 4.0000%  | 0.0000% | $6101500.00        | $6199481.73        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AK 27 | 2027-02-15      | 4.1250%  | 0.0000% | $312845500.00      | $317119244.40      | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  | 0.0000% | $334463300.00      | $318954343.40      | U.S. Treasuries (including strips) |

### Security 298: Fixed Income Clearing Corp. - Mizuho Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - Mizuho Bank 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 945ABD006, C.3 - LEI: 5493004GRDTUI7EMIZ82, C.5 - Other ID: 945ABD006_3.63_0601
- **C.18 - Value (incl. sponsor support):** $2950000000.00
- **C.18.a - Value (excl. sponsor support):** $2950000000.00
- **C.19 - Percentage of Net Assets:** 2.2600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 02.500 CLRA6562        | 2052-01-01      | 2.5000%  | 0.0000% | $651.37            | $561.83            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6766        | 2052-02-01      | 2.5000%  | 0.0000% | $151497.16         | $129646.64         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7310        | 2052-05-01      | 3.5000%  | 0.0000% | $17565100.33       | $16127067.03       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7559        | 2052-06-01      | 4.0000%  | 0.0000% | $4894.17           | $4633.99           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA7615        | 2052-10-01      | 5.5000%  | 0.0000% | $5882.65           | $5980.44           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8767        | 2053-03-01      | 5.0000%  | 0.0000% | $377945.38         | $376458.50         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CTRB1223        | 2045-12-01      | 5.5000%  | 0.0000% | $923.36            | $942.18            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM4586        | 2048-02-01      | 3.5000%  | 0.0000% | $6993899.74        | $6508538.63        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4600        | 2042-08-01      | 4.5000%  | 0.0000% | $234.92            | $233.21            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4685        | 2048-10-01      | 4.5000%  | 0.0000% | $19982585.32       | $19595122.99       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBO6208        | 2049-12-01      | 2.5000%  | 0.0000% | $512822.11         | $435228.76         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ0240        | 2050-08-01      | 2.5000%  | 0.0000% | $121224.46         | $102747.60         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CKBQ1104        | 2050-04-01      | 4.5000%  | 0.0000% | $1260998.84        | $1193365.17        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA5409        | 2052-09-01      | 3.5000%  | 0.0000% | $23513534.95       | $21834838.37       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA5410        | 2052-07-01      | 4.0000%  | 0.0000% | $26925196.97       | $25486559.76       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA5411        | 2056-04-01      | 5.0000%  | 0.0000% | $991781.93         | $982963.89         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA5432        | 2056-04-01      | 5.0000%  | 0.0000% | $42439851.85       | $42301323.46       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA5433        | 2056-04-01      | 5.0000%  | 0.0000% | $62320344.83       | $61902604.64       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA5434        | 2056-04-01      | 5.0000%  | 0.0000% | $23050507.87       | $22851210.62       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA5437        | 2056-04-01      | 5.0000%  | 0.0000% | $1022.72           | $1011.20           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA5440        | 2056-05-01      | 5.5000%  | 0.0000% | $23150243.16       | $23670539.73       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA5441        | 2056-05-01      | 5.5000%  | 0.0000% | $21919462.94       | $22294653.52       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA5442        | 2056-05-01      | 5.5000%  | 0.0000% | $62805044.32       | $63695480.29       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA5444        | 2056-05-01      | 5.5000%  | 0.0000% | $5177637.86        | $5286330.87        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA5445        | 2056-04-01      | 6.0000%  | 0.0000% | $1906515.17        | $1986048.63        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA5446        | 2056-04-01      | 6.0000%  | 0.0000% | $987.86            | $1025.33           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA5874        | 2056-05-01      | 5.5000%  | 0.0000% | $29248560.00       | $29948647.04       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA5878        | 2056-06-01      | 5.5000%  | 0.0000% | $1033.00           | $1049.11           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA5854        | 2052-05-01      | 3.0000%  | 0.0000% | $1009.00           | $902.91            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA5856        | 2052-03-01      | 3.0000%  | 0.0000% | $1121.00           | $991.27            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA5868        | 2052-04-01      | 3.5000%  | 0.0000% | $33822730.00       | $31330543.47       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA5888        | 2056-05-01      | 6.0000%  | 0.0000% | $27425760.00       | $28713637.13       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA5890        | 2056-05-01      | 6.0000%  | 0.0000% | $12686970.00       | $13254403.20       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA5891        | 2056-06-01      | 6.0000%  | 0.0000% | $33881505.00       | $35357473.72       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA5892        | 2056-06-01      | 6.0000%  | 0.0000% | $24123317.00       | $25099241.88       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA5893        | 2056-05-01      | 6.0000%  | 0.0000% | $15728798.00       | $16359014.24       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA5894        | 2056-06-01      | 6.0000%  | 0.0000% | $41155098.00       | $42596294.67       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA5895        | 2056-06-01      | 6.0000%  | 0.0000% | $23964369.00       | $24708191.07       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA5899        | 2056-06-01      | 6.5000%  | 0.0000% | $28304809.00       | $29720602.98       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM3278        | 2048-11-01      | 3.5000%  | 0.0000% | $7147988.35        | $6606465.49        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM4102        | 2050-02-01      | 3.5000%  | 0.0000% | $7554538.56        | $7011920.40        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM5315        | 2049-06-01      | 3.5000%  | 0.0000% | $123037.09         | $113983.92         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM6411        | 2045-11-01      | 3.5000%  | 0.0000% | $4251381.50        | $3964116.59        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM7203        | 2051-05-01      | 2.0000%  | 0.0000% | $1466832.97        | $1192704.71        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAE5460        | 2040-10-01      | 4.0000%  | 0.0000% | $8739930.46        | $8512658.28        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX2632        | 2054-12-01      | 6.5000%  | 0.0000% | $1354394.12        | $1420776.44        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5294        | 2055-06-01      | 6.5000%  | 0.0000% | $19992.44          | $21143.55          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5999        | 2055-06-01      | 6.5000%  | 0.0000% | $1353442.08        | $1444096.38        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6010        | 2055-06-01      | 6.5000%  | 0.0000% | $1161.43           | $1230.49           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7151        | 2055-06-01      | 6.5000%  | 0.0000% | $2632.24           | $2786.49           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6516        | 2055-06-01      | 6.0000%  | 0.0000% | $406435.38         | $419366.40         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6522        | 2055-06-01      | 6.0000%  | 0.0000% | $908925.42         | $936306.49         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6843        | 2055-06-01      | 6.5000%  | 0.0000% | $1381.96           | $1464.13           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6971        | 2055-06-01      | 6.0000%  | 0.0000% | $600457.83         | $618546.42         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY6999        | 2055-06-01      | 5.0000%  | 0.0000% | $1063447.67        | $1051328.50        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7009        | 2055-06-01      | 6.5000%  | 0.0000% | $1142.52           | $1209.47           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0143        | 2055-08-01      | 6.0000%  | 0.0000% | $7271493.84        | $7490617.89        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0433        | 2055-08-01      | 6.0000%  | 0.0000% | $3700140.93        | $3793176.04        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ1360        | 2055-08-01      | 6.5000%  | 0.0000% | $5346658.30        | $5593334.70        | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G05394 G        | 2035-05-01      | 7.0000%  | 0.0000% | $1097080.14        | $1166683.78        | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G18681 G        | 2033-03-01      | 3.0000%  | 0.0000% | $2371.57           | $2297.23           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC C91385 G        | 2031-08-01      | 4.0000%  | 0.0000% | $149.11            | $147.89            | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLZI0724        | 2033-09-01      | 7.5000%  | 0.0000% | $166.34            | $169.34            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZI7346        | 2038-04-01      | 5.5000%  | 0.0000% | $85.98             | $88.48             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZI7350        | 2038-04-01      | 4.5000%  | 0.0000% | $97.34             | $96.63             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZI9164        | 2039-09-01      | 5.5000%  | 0.0000% | $211944.14         | $219163.55         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZI9945        | 2040-04-01      | 5.5000%  | 0.0000% | $81524.59          | $83901.01          | Agency Mortgage-Backed Securities  |
| FEPC 08.000 CLZJ5090        | 2030-11-01      | 8.0000%  | 0.0000% | $215.35            | $221.09            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZJ5163        | 2031-07-01      | 7.0000%  | 0.0000% | $1304.52           | $1385.83           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZJ6573        | 2032-06-01      | 6.5000%  | 0.0000% | $2643.34           | $2756.32           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTZJ9240        | 2028-03-01      | 5.0000%  | 0.0000% | $4.31              | $4.33              | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO5184        | 2041-03-01      | 5.5000%  | 0.0000% | $1120588.52        | $1152451.08        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA4650        | 2049-11-01      | 4.0000%  | 0.0000% | $412.34            | $393.58            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL251569        | 2028-03-01      | 7.0000%  | 0.0000% | $5.27              | $5.60              | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CL253356        | 2030-07-01      | 8.0000%  | 0.0000% | $363.94            | $377.66            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL254693        | 2033-03-01      | 5.5000%  | 0.0000% | $315.25            | $321.13            | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CL253947        | 2031-07-01      | 8.0000%  | 0.0000% | $898.53            | $939.60            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 K2253973        | 2031-07-01      | 6.5000%  | 0.0000% | $289.11            | $293.92            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL254477        | 2032-10-01      | 5.5000%  | 0.0000% | $1345.83           | $1385.95           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 K2255062        | 2033-11-01      | 7.0000%  | 0.0000% | $91.46             | $93.05             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CT256478        | 2026-11-01      | 6.0000%  | 0.0000% | $2613.85           | $2679.57           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL255900        | 2035-09-01      | 6.0000%  | 0.0000% | $10287.67          | $10817.03          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL256270        | 2036-05-01      | 6.0000%  | 0.0000% | $5113.63           | $5298.42           | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CL535039        | 2029-12-01      | 8.0000%  | 0.0000% | $200.52            | $207.23            | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL535996        | 2031-06-01      | 7.5000%  | 0.0000% | $524.27            | $544.73            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL555330        | 2033-04-01      | 5.5000%  | 0.0000% | $101.37            | $102.90            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL555424        | 2033-05-01      | 5.5000%  | 0.0000% | $46.95             | $47.71             | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CL557288        | 2030-09-01      | 8.0000%  | 0.0000% | $71.85             | $72.99             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV7239        | 2052-05-01      | 3.5000%  | 0.0000% | $421341.26         | $384222.03         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV7803        | 2052-06-01      | 3.0000%  | 0.0000% | $2810729.83        | $2465157.15        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV8459        | 2052-04-01      | 3.0000%  | 0.0000% | $1029969.11        | $902935.12         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1378        | 2052-12-01      | 5.0000%  | 0.0000% | $13223965.29       | $13111507.22       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM7599        | 2051-01-01      | 3.5000%  | 0.0000% | $216067.13         | $198488.39         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8313        | 2051-07-01      | 2.5000%  | 0.0000% | $626.31            | $529.36            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM8503        | 2036-04-01      | 2.5000%  | 0.0000% | $2274640.86        | $2148977.06        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0037        | 2051-08-01      | 3.0000%  | 0.0000% | $111538.38         | $99701.18          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0630        | 2052-02-01      | 3.0000%  | 0.0000% | $433852.86         | $383764.26         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS0945        | 2052-03-01      | 4.0000%  | 0.0000% | $2982473.22        | $2811163.27        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1074        | 2052-03-01      | 3.0000%  | 0.0000% | $3017813.12        | $2688579.77        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS1101        | 2051-07-01      | 2.0000%  | 0.0000% | $627255.58         | $510263.35         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS1153        | 2037-04-01      | 2.5000%  | 0.0000% | $371113.57         | $350080.50         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS2654        | 2052-08-01      | 4.0000%  | 0.0000% | $4981747.97        | $4696503.60        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1831        | 2052-05-01      | 4.0000%  | 0.0000% | $696030.77         | $659668.81         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2098        | 2050-12-01      | 3.0000%  | 0.0000% | $13300439.43       | $11769855.89       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS2989        | 2037-08-01      | 2.0000%  | 0.0000% | $233076.37         | $214060.96         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ4721        | 2055-10-01      | 5.5000%  | 0.0000% | $164940.80         | $167820.30         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ5107        | 2055-10-01      | 6.0000%  | 0.0000% | $14771021.52       | $15218386.53       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ8122        | 2055-11-01      | 6.5000%  | 0.0000% | $36220.35          | $38424.92          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL1325        | 2052-07-01      | 3.5000%  | 0.0000% | $33387313.45       | $30767284.83       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSL1640        | 2052-09-01      | 4.0000%  | 0.0000% | $13187935.42       | $12472834.28       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL1926        | 2049-01-01      | 3.5000%  | 0.0000% | $18702690.44       | $17297112.59       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL1927        | 2048-11-01      | 3.5000%  | 0.0000% | $272551.73         | $254264.12         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3498        | 2055-12-01      | 5.5000%  | 0.0000% | $37044401.71       | $37667406.23       | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSL2928        | 2055-01-01      | 7.0000%  | 0.0000% | $701.08            | $744.78            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSL3057        | 2052-05-01      | 4.0000%  | 0.0000% | $22363902.68       | $21306383.30       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL3318        | 2055-10-01      | 6.5000%  | 0.0000% | $1977262.19        | $2076804.60        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL3321        | 2055-10-01      | 6.0000%  | 0.0000% | $14057042.03       | $14410487.61       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL3241        | 2042-06-01      | 3.5000%  | 0.0000% | $2005.75           | $1886.43           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM0121        | 2045-09-01      | 3.5000%  | 0.0000% | $39491.80          | $36846.73          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM7684        | 2048-08-01      | 4.0000%  | 0.0000% | $2277997.39        | $2155648.68        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZM8127        | 2048-08-01      | 5.0000%  | 0.0000% | $206105.28         | $207220.29         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZM9304        | 2042-07-01      | 3.5000%  | 0.0000% | $5150.09           | $4770.48           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0638        | 2043-02-01      | 3.5000%  | 0.0000% | $17805.87          | $16680.73          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA1334        | 2042-07-01      | 3.5000%  | 0.0000% | $437503.13         | $411340.54         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA1337        | 2042-08-01      | 3.5000%  | 0.0000% | $37955.20          | $35673.72          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZA3208        | 2046-04-01      | 3.5000%  | 0.0000% | $263861.89         | $242777.54         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZA3211        | 2046-05-01      | 3.5000%  | 0.0000% | $99902.78          | $92284.52          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZA3213        | 2046-07-01      | 3.5000%  | 0.0000% | $348881.32         | $322272.92         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3PZA3222        | 2046-12-01      | 3.0000%  | 0.0000% | $221211.67         | $194666.34         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA5433        | 2048-06-01      | 3.5000%  | 0.0000% | $124772.08         | $115735.11         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZA5441        | 2048-05-01      | 5.0000%  | 0.0000% | $290242.37         | $291979.15         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA5498        | 2048-06-01      | 4.0000%  | 0.0000% | $3627988.35        | $3454901.05        | Agency Mortgage-Backed Securities  |
| FEPC 08.000 CLZS0712        | 2032-04-01      | 8.0000%  | 0.0000% | $5740.80           | $6014.38           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZS2140        | 2038-05-01      | 6.5000%  | 0.0000% | $186686.38         | $197723.57         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2254        | 2038-08-01      | 5.5000%  | 0.0000% | $20783.07          | $21395.96          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2516        | 2039-01-01      | 5.5000%  | 0.0000% | $35383.82          | $36452.51          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZS3549        | 2041-07-01      | 4.5000%  | 0.0000% | $3672834.60        | $3628026.01        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2876        | 2038-11-01      | 5.5000%  | 0.0000% | $31076.96          | $32037.76          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4596        | 2044-12-01      | 3.5000%  | 0.0000% | $39469.43          | $36825.85          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4599        | 2045-01-01      | 3.5000%  | 0.0000% | $86.05             | $80.29             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4651        | 2046-03-01      | 3.5000%  | 0.0000% | $37386.22          | $34824.04          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4722        | 2047-06-01      | 3.5000%  | 0.0000% | $50197.05          | $46605.96          | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL608045        | 2031-10-01      | 7.5000%  | 0.0000% | $29.42             | $29.90             | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL609661        | 2031-11-01      | 7.5000%  | 0.0000% | $615.44            | $641.29            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI7780        | 2041-07-01      | 4.5000%  | 0.0000% | $4088802.78        | $4059101.72        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL2062        | 2041-06-01      | 4.5000%  | 0.0000% | $7719331.04        | $7682278.25        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CRAL4741        | 2044-01-01      | 4.5000%  | 0.0000% | $12138.19          | $12012.43          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIAL6841        | 2029-02-01      | 4.0000%  | 0.0000% | $5.54              | $5.53              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL9063        | 2031-02-01      | 3.5000%  | 0.0000% | $629.21            | $621.86            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX8180        | 2053-04-01      | 5.5000%  | 0.0000% | $5430428.22        | $5511383.84        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY3521        | 2053-06-01      | 5.5000%  | 0.0000% | $2486238.53        | $2518899.69        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0770        | 2047-11-01      | 3.5000%  | 0.0000% | $1236382.90        | $1143075.83        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0868        | 2047-12-01      | 4.0000%  | 0.0000% | $3193778.19        | $3054596.88        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2306        | 2048-09-01      | 4.0000%  | 0.0000% | $14546819.51       | $13852806.91       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2455        | 2048-10-01      | 4.0000%  | 0.0000% | $16965312.04       | $16122918.32       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 GLCA3795        | 2049-04-01      | 4.5000%  | 0.0000% | $1207131.17        | $1154183.99        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS4334        | 2052-03-01      | 2.5000%  | 0.0000% | $2744586.43        | $2341248.71        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5288        | 2053-07-01      | 5.5000%  | 0.0000% | $2001546.64        | $2054302.97        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5313        | 2050-01-01      | 3.5000%  | 0.0000% | $41963395.09       | $38650814.00       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS4705        | 2053-05-01      | 6.0000%  | 0.0000% | $3892866.06        | $4052211.46        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS5749        | 2053-09-01      | 6.5000%  | 0.0000% | $19361908.92       | $20189447.68       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5879        | 2051-11-01      | 3.5000%  | 0.0000% | $743.26            | $688.60            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL4042        | 2056-01-01      | 6.0000%  | 0.0000% | $38514851.76       | $39792569.14       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL4717        | 2056-04-01      | 5.0000%  | 0.0000% | $23959900.58       | $23792202.58       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL4732        | 2056-04-01      | 6.5000%  | 0.0000% | $1006.47           | $1058.75           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL4734        | 2056-04-01      | 5.5000%  | 0.0000% | $1009.09           | $1022.08           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL5036        | 2056-05-01      | 5.0000%  | 0.0000% | $3205951.32        | $3198461.86        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL5041        | 2056-03-01      | 5.0000%  | 0.0000% | $26168497.36       | $25882446.61       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL5050        | 2056-03-01      | 6.5000%  | 0.0000% | $688730.62         | $720726.67         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL5051        | 2055-10-01      | 6.5000%  | 0.0000% | $932.97            | $972.85            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL5052        | 2056-02-01      | 6.5000%  | 0.0000% | $1011.79           | $1057.82           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL5489        | 2056-06-01      | 5.5000%  | 0.0000% | $32856810.00       | $33491760.56       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL5492        | 2056-06-01      | 5.5000%  | 0.0000% | $41818481.00       | $42458378.11       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL5494        | 2056-06-01      | 5.5000%  | 0.0000% | $41476617.00       | $41993240.53       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL5476        | 2056-06-01      | 5.0000%  | 0.0000% | $33796927.00       | $33749844.13       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL5486        | 2056-06-01      | 5.5000%  | 0.0000% | $30809284.00       | $31522604.51       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL5497        | 2056-06-01      | 5.5000%  | 0.0000% | $23647935.00       | $23848558.83       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL5498        | 2056-06-01      | 5.5000%  | 0.0000% | $16590205.00       | $16847332.90       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL5503        | 2056-06-01      | 6.0000%  | 0.0000% | $30335315.00       | $31477156.49       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL5504        | 2056-06-01      | 6.0000%  | 0.0000% | $36109413.00       | $37507160.24       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL5510        | 2056-06-01      | 6.5000%  | 0.0000% | $6604838.00        | $6931404.68        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0201        | 2053-11-01      | 6.5000%  | 0.0000% | $941621.05         | $987690.38         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1229        | 2054-04-01      | 6.0000%  | 0.0000% | $1174950.85        | $1204493.42        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0429        | 2047-11-01      | 4.0000%  | 0.0000% | $4832151.45        | $4571771.51        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZT2022        | 2034-05-01      | 2.5000%  | 0.0000% | $72764.55          | $68891.33          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0711        | 2037-07-01      | 3.0000%  | 0.0000% | $775778.77         | $741025.69         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB0979        | 2038-01-01      | 3.5000%  | 0.0000% | $660.06            | $632.69            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8132        | 2036-12-01      | 2.0000%  | 0.0000% | $570.97            | $524.68            | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB8122        | 2036-10-01      | 1.5000%  | 0.0000% | $572080.62         | $513343.19         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB8329        | 2039-09-01      | 6.0000%  | 0.0000% | $70753.76          | $73154.83          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8512        | 2036-05-01      | 2.0000%  | 0.0000% | $4040.52           | $3714.98           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAR6432        | 2043-08-01      | 2.5000%  | 0.0000% | $8067.61           | $7148.67           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAS0453        | 2038-08-01      | 4.0000%  | 0.0000% | $234379.56         | $225829.89         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAS0907        | 2028-11-01      | 3.5000%  | 0.0000% | $26.88             | $26.74             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAS1984        | 2029-03-01      | 3.0000%  | 0.0000% | $250.36            | $246.64            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 GLAS4152        | 2044-12-01      | 4.0000%  | 0.0000% | $46830.97          | $45382.07          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5458        | 2040-07-01      | 3.5000%  | 0.0000% | $1666815.81        | $1573694.52        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7531        | 2046-07-01      | 3.0000%  | 0.0000% | $1369243.99        | $1238677.45        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS9795        | 2047-06-01      | 3.5000%  | 0.0000% | $217.00            | $201.71            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS9360        | 2047-04-01      | 3.5000%  | 0.0000% | $185.78            | $174.34            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAT2411        | 2043-05-01      | 3.0000%  | 0.0000% | $658756.80         | $600715.28         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAT5890        | 2043-06-01      | 2.5000%  | 0.0000% | $21626.01          | $19270.17          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CQAU4268        | 2043-09-01      | 3.0000%  | 0.0000% | $464996.28         | $422565.06         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKAU7024        | 2043-11-01      | 2.5000%  | 0.0000% | $323413.27         | $282574.41         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAY3370        | 2045-04-01      | 2.5000%  | 0.0000% | $1043473.11        | $907540.33         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAY7071        | 2045-04-01      | 2.5000%  | 0.0000% | $44588.46          | $38892.49          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAY9643        | 2045-04-01      | 2.5000%  | 0.0000% | $97810.63          | $85671.79          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA7114        | 2035-09-01      | 2.5000%  | 0.0000% | $10031099.50       | $9466453.36        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6981        | 2050-09-01      | 2.0000%  | 0.0000% | $3409198.80        | $2789179.94        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA8645        | 2051-01-01      | 4.0000%  | 0.0000% | $798.22            | $754.37            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2622        | 2052-01-01      | 2.5000%  | 0.0000% | $3881306.27        | $3335650.67        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1917        | 2051-10-01      | 3.0000%  | 0.0000% | $1608389.65        | $1421627.20        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3575        | 2052-05-01      | 3.0000%  | 0.0000% | $45979777.00       | $40784215.45       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4382        | 2052-08-01      | 4.0000%  | 0.0000% | $3351939.90        | $3154571.34        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3609        | 2052-05-01      | 3.5000%  | 0.0000% | $2665708.46        | $2431025.41        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3859        | 2052-06-01      | 4.0000%  | 0.0000% | $2572682.91        | $2424910.86        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4020        | 2052-07-01      | 4.0000%  | 0.0000% | $20023.36          | $18844.91          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4032        | 2052-07-01      | 4.5000%  | 0.0000% | $4722860.88        | $4567757.40        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9121        | 2054-08-01      | 5.5000%  | 0.0000% | $439949.16         | $446938.98         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9660        | 2054-10-01      | 5.5000%  | 0.0000% | $2584431.36        | $2611252.01        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0539        | 2055-05-01      | 6.0000%  | 0.0000% | $5573814.65        | $5884764.76        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCC0681        | 2055-07-01      | 4.5000%  | 0.0000% | $21034470.28       | $20253460.40       | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDA9075        | 2054-02-01      | 7.5000%  | 0.0000% | $168340.80         | $181930.84         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL884148        | 2036-06-01      | 6.0000%  | 0.0000% | $12.45             | $12.94             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL889427        | 2038-03-01      | 6.0000%  | 0.0000% | $4.98              | $5.25              | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL895096        | 2036-08-01      | 6.0000%  | 0.0000% | $4974.70           | $5217.93           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL899499        | 2037-05-01      | 6.0000%  | 0.0000% | $3.21              | $3.36              | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL906869        | 2036-12-01      | 6.0000%  | 0.0000% | $24242.65          | $24948.75          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ6378        | 2056-03-01      | 5.0000%  | 0.0000% | $5873618.87        | $5797537.23        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0014        | 2055-06-01      | 6.0000%  | 0.0000% | $9981806.36        | $10233893.55       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0118        | 2056-05-01      | 5.0000%  | 0.0000% | $560362.08         | $553048.17         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0119        | 2056-05-01      | 5.5000%  | 0.0000% | $415752.10         | $419279.25         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIRR0050        | 2040-12-01      | 6.0000%  | 0.0000% | $116555.13         | $120489.18         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIRR0091        | 2041-05-01      | 5.0000%  | 0.0000% | $4483712.00        | $4523656.89        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CIRR0083        | 2041-05-01      | 4.5000%  | 0.0000% | $23599680.16       | $23424240.14       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIRR0086        | 2041-04-01      | 6.0000%  | 0.0000% | $549825.97         | $568313.69         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA2014        | 2055-12-01      | 5.5000%  | 0.0000% | $2493096.08        | $2514246.96        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA2239        | 2055-12-01      | 6.0000%  | 0.0000% | $34469951.36       | $35705584.23       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2088        | 2052-06-01      | 3.5000%  | 0.0000% | $225706.83         | $206039.24         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2254        | 2052-07-01      | 3.5000%  | 0.0000% | $10030.15          | $9164.07           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD2513        | 2052-08-01      | 4.5000%  | 0.0000% | $766.83            | $741.01            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD3481        | 2053-08-01      | 6.5000%  | 0.0000% | $32640612.99       | $34225789.87       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3251        | 2053-07-01      | 6.0000%  | 0.0000% | $3866342.38        | $4017333.36        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD4936        | 2052-11-01      | 4.5000%  | 0.0000% | $2105361.39        | $2058561.31        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7462        | 2055-01-01      | 5.0000%  | 0.0000% | $1611518.08        | $1602359.64        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD7560        | 2053-02-01      | 4.0000%  | 0.0000% | $9571.94           | $9060.49           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL802065        | 2034-10-01      | 6.0000%  | 0.0000% | $27.76             | $28.88             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL821644        | 2035-06-01      | 6.0000%  | 0.0000% | $8.01              | $8.28              | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL836527        | 2035-10-01      | 6.0000%  | 0.0000% | $9.51              | $9.83              | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL882117        | 2036-07-01      | 6.0000%  | 0.0000% | $5640.29           | $5902.63           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL882305        | 2036-07-01      | 6.0000%  | 0.0000% | $9655.88           | $9941.94           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA4922        | 2053-10-01      | 6.5000%  | 0.0000% | $79206.36          | $82591.69          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4125        | 2052-07-01      | 4.0000%  | 0.0000% | $1405444.20        | $1324977.06        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4129        | 2052-07-01      | 4.5000%  | 0.0000% | $6368067.37        | $6158360.55        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4555        | 2052-09-01      | 4.5000%  | 0.0000% | $1165126.60        | $1126501.49        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB5073        | 2052-11-01      | 4.0000%  | 0.0000% | $747.01            | $710.43            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5542        | 2053-01-01      | 5.5000%  | 0.0000% | $3054221.07        | $3105519.08        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6096        | 2053-04-01      | 6.0000%  | 0.0000% | $10190796.22       | $10498218.57       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7111        | 2053-09-01      | 5.5000%  | 0.0000% | $9760325.81        | $9914507.51        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB6890        | 2053-08-01      | 3.5000%  | 0.0000% | $626889.76         | $580637.34         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL918511        | 2037-05-01      | 6.0000%  | 0.0000% | $19.68             | $20.52             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL922408        | 2037-01-01      | 6.0000%  | 0.0000% | $14344.60          | $15011.26          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL975312        | 2038-05-01      | 6.0000%  | 0.0000% | $20149.44          | $21135.20          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL984281        | 2038-05-01      | 6.0000%  | 0.0000% | $23.01             | $24.19             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAB9136        | 2043-04-01      | 2.5000%  | 0.0000% | $1159.51           | $1023.11           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRMA1253        | 2042-11-01      | 4.0000%  | 0.0000% | $103.36            | $99.84             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA2683        | 2046-07-01      | 4.0000%  | 0.0000% | $4082350.90        | $3898596.57        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA2896        | 2047-02-01      | 3.5000%  | 0.0000% | $69163.36          | $64215.57          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3210        | 2047-12-01      | 3.5000%  | 0.0000% | $36554.57          | $33694.26          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3238        | 2048-01-01      | 3.5000%  | 0.0000% | $22226.19          | $20532.05          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA4411        | 2056-01-01      | 6.0000%  | 0.0000% | $1076404.89        | $1110636.36        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLTA7360        | 2056-02-01      | 6.5000%  | 0.0000% | $1150303.00        | $1215311.86        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLTA7380        | 2056-03-01      | 6.5000%  | 0.0000% | $1081174.93        | $1150723.19        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLTA7381        | 2056-02-01      | 6.5000%  | 0.0000% | $1187542.60        | $1257824.40        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA7409        | 2056-02-01      | 5.5000%  | 0.0000% | $3203665.57        | $3246158.28        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTB1669        | 2056-05-01      | 5.5000%  | 0.0000% | $4976495.25        | $5080547.68        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTB1793        | 2056-05-01      | 6.0000%  | 0.0000% | $1003426.37        | $1048164.80        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8220        | 2052-06-01      | 3.0000%  | 0.0000% | $784.61            | $688.04            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8240        | 2052-07-01      | 2.0000%  | 0.0000% | $4947496.52        | $3973386.68        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8328        | 2053-06-01      | 4.5000%  | 0.0000% | $5652.88           | $5457.90           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8446        | 2054-07-01      | 5.5000%  | 0.0000% | $44243.77          | $44629.88          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U90316 G        | 2042-10-01      | 4.0000%  | 0.0000% | $174408.27         | $168639.04         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U95137 G        | 2043-08-01      | 4.0000%  | 0.0000% | $27128.89          | $26237.20          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDA6781        | 2056-04-01      | 4.5000%  | 0.0000% | $1403358.11        | $1352371.30        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB2495        | 2054-05-01      | 6.0000%  | 0.0000% | $1652113.01        | $1693653.19        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB8250        | 2054-11-01      | 6.5000%  | 0.0000% | $2390363.90        | $2534654.76        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5086        | 2054-10-01      | 5.0000%  | 0.0000% | $8024554.28        | $7925867.42        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC8437        | 2054-12-01      | 5.5000%  | 0.0000% | $3438066.40        | $3467234.19        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC9885        | 2055-01-01      | 6.0000%  | 0.0000% | $1043981.19        | $1093961.45        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD1381        | 2055-01-01      | 6.5000%  | 0.0000% | $1046620.58        | $1099401.19        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD2120        | 2055-03-01      | 6.0000%  | 0.0000% | $1527054.27        | $1579274.44        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD2307        | 2055-02-01      | 5.5000%  | 0.0000% | $2841127.08        | $2877140.57        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD8926        | 2055-09-01      | 6.0000%  | 0.0000% | $2002570.93        | $2076106.67        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7491        | 2053-10-01      | 7.0000%  | 0.0000% | $1700510.36        | $1864309.37        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8102        | 2054-02-01      | 5.5000%  | 0.0000% | $2953657.67        | $2999311.70        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8505        | 2054-05-01      | 6.5000%  | 0.0000% | $2389227.63        | $2507576.96        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8523        | 2054-05-01      | 5.0000%  | 0.0000% | $7902940.62        | $7892958.33        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9770        | 2054-12-01      | 4.5000%  | 0.0000% | $20115372.26       | $19407311.16       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF8262        | 2056-01-01      | 5.5000%  | 0.0000% | $2014567.47        | $2041354.72        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF8694        | 2055-12-01      | 5.5000%  | 0.0000% | $2596503.29        | $2627837.32        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF9587        | 2056-03-01      | 5.5000%  | 0.0000% | $3799138.33        | $3849419.08        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF9729        | 2056-01-01      | 6.5000%  | 0.0000% | $2906083.46        | $3075567.86        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDG0293        | 2056-01-01      | 6.5000%  | 0.0000% | $2221801.57        | $2352209.22        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDG0479        | 2056-01-01      | 6.5000%  | 0.0000% | $1610044.73        | $1693197.99        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4278        | 2036-03-01      | 1.5000%  | 0.0000% | $576152.54         | $518810.76         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4516        | 2037-01-01      | 2.0000%  | 0.0000% | $963204.79         | $884641.53         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4563        | 2052-03-01      | 2.5000%  | 0.0000% | $668893.92         | $563954.13         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4598        | 2052-05-01      | 2.5000%  | 0.0000% | $10246.30          | $8630.69           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4599        | 2052-05-01      | 3.0000%  | 0.0000% | $325687.83         | $285228.06         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4653        | 2052-07-01      | 3.0000%  | 0.0000% | $1625184.95        | $1423293.64        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA4666        | 2037-07-01      | 3.0000%  | 0.0000% | $196571.95         | $187231.50         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTB4041        | 2056-05-01      | 5.5000%  | 0.0000% | $25806112.00       | $26228862.00       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTB4051        | 2056-05-01      | 5.5000%  | 0.0000% | $6798252.00        | $6940401.94        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTB4053        | 2056-05-01      | 5.5000%  | 0.0000% | $4416000.00        | $4503833.26        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTB4861        | 2056-06-01      | 6.0000%  | 0.0000% | $3080924.00        | $3215242.02        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTB4862        | 2056-06-01      | 5.5000%  | 0.0000% | $1070404.00        | $1091694.10        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC U99114 G        | 2044-02-01      | 3.5000%  | 0.0000% | $623034.13         | $584363.79         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA7231        | 2050-02-01      | 4.0000%  | 0.0000% | $341.62            | $324.50            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC9160        | 2051-10-01      | 3.0000%  | 0.0000% | $13625.04          | $12043.08          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD7951        | 2052-03-01      | 3.0000%  | 0.0000% | $4251714.74        | $3754533.39        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE1068        | 2052-04-01      | 3.0000%  | 0.0000% | $736.74            | $650.54            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE3890        | 2052-06-01      | 4.5000%  | 0.0000% | $1734235.06        | $1690064.09        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9220        | 2055-05-01      | 6.0000%  | 0.0000% | $11742300.08       | $12075530.91       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD9578        | 2055-05-01      | 6.5000%  | 0.0000% | $990.10            | $1032.55           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1319        | 2055-06-01      | 6.0000%  | 0.0000% | $16421315.61       | $17058752.77       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2007        | 2055-07-01      | 6.0000%  | 0.0000% | $1210265.07        | $1265410.40        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2547        | 2055-07-01      | 6.5000%  | 0.0000% | $1714599.32        | $1788022.84        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2928        | 2055-07-01      | 6.0000%  | 0.0000% | $13267981.55       | $13769413.96       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE5131        | 2055-07-01      | 6.5000%  | 0.0000% | $4102946.05        | $4291134.05        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE5795        | 2055-07-01      | 5.0000%  | 0.0000% | $2053894.68        | $2033254.86        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDE6739        | 2055-08-01      | 4.5000%  | 0.0000% | $3700001.00        | $3588368.27        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7206        | 2055-08-01      | 6.0000%  | 0.0000% | $6918318.83        | $7127069.88        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE7488        | 2055-09-01      | 5.5000%  | 0.0000% | $2094855.49        | $2112636.16        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8109        | 2055-08-01      | 6.0000%  | 0.0000% | $10233644.49       | $10606360.65       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8198        | 2055-10-01      | 6.0000%  | 0.0000% | $13702936.90       | $14234852.94       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF0024        | 2055-10-01      | 6.5000%  | 0.0000% | $1548220.24        | $1623325.26        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0196        | 2055-09-01      | 6.0000%  | 0.0000% | $1308661.83        | $1346980.32        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0689        | 2055-09-01      | 6.0000%  | 0.0000% | $8660746.93        | $9002176.67        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF1443        | 2055-10-01      | 6.0000%  | 0.0000% | $350775.42         | $364146.51         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF2913        | 2055-11-01      | 6.5000%  | 0.0000% | $978598.58         | $1041645.33        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF2949        | 2055-11-01      | 4.5000%  | 0.0000% | $996.52            | $962.01            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF2952        | 2055-11-01      | 4.5000%  | 0.0000% | $1180781.17        | $1140174.11        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF4495        | 2056-02-01      | 5.5000%  | 0.0000% | $2987771.53        | $3030221.12        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF3739        | 2055-10-01      | 6.5000%  | 0.0000% | $996297.03         | $1050073.72        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIDF3960        | 2041-01-01      | 5.5000%  | 0.0000% | $1580220.86        | $1625136.70        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF4297        | 2056-01-01      | 6.5000%  | 0.0000% | $1132893.30        | $1204181.24        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF5019        | 2055-11-01      | 6.5000%  | 0.0000% | $1610780.15        | $1722662.61        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF5076        | 2055-11-01      | 5.0000%  | 0.0000% | $2178335.60        | $2158004.95        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF5092        | 2055-11-01      | 6.5000%  | 0.0000% | $1053127.69        | $1118297.92        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF5138        | 2055-12-01      | 5.5000%  | 0.0000% | $73635.94          | $75875.71          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF5142        | 2055-12-01      | 6.5000%  | 0.0000% | $1250119.34        | $1327488.67        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF6018        | 2055-12-01      | 5.0000%  | 0.0000% | $1046325.81        | $1049890.53        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF6096        | 2056-01-01      | 5.0000%  | 0.0000% | $961.59            | $961.30            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG1607        | 2056-02-01      | 5.0000%  | 0.0000% | $3830202.61        | $3780597.23        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIDG1882        | 2041-02-01      | 5.0000%  | 0.0000% | $2399582.97        | $2420960.59        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIDG2234        | 2041-02-01      | 4.5000%  | 0.0000% | $1881848.85        | $1874462.60        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG2324        | 2056-03-01      | 5.0000%  | 0.0000% | $3590674.91        | $3551489.48        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG3536        | 2056-02-01      | 6.0000%  | 0.0000% | $3384627.20        | $3485213.81        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG3587        | 2056-02-01      | 5.5000%  | 0.0000% | $1373279.10        | $1391485.73        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG2761        | 2056-02-01      | 5.5000%  | 0.0000% | $1272217.82        | $1286426.94        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG3173        | 2056-04-01      | 5.5000%  | 0.0000% | $3603905.48        | $3690888.55        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDG3322        | 2056-03-01      | 4.5000%  | 0.0000% | $997.50            | $965.67            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG3348        | 2056-03-01      | 5.5000%  | 0.0000% | $6403348.10        | $6498506.84        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG3651        | 2056-03-01      | 5.0000%  | 0.0000% | $17773762.40       | $17546576.20       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG5218        | 2056-03-01      | 6.0000%  | 0.0000% | $1063735.21        | $1098803.02        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIDG5417        | 2041-03-01      | 4.5000%  | 0.0000% | $1025160.74        | $1021136.98        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIDG5556        | 2041-03-01      | 5.5000%  | 0.0000% | $2086507.65        | $2137783.11        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIDG5561        | 2041-03-01      | 6.0000%  | 0.0000% | $1633444.84        | $1693891.56        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIDG5566        | 2041-04-01      | 6.0000%  | 0.0000% | $4313962.47        | $4474091.00        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG5958        | 2056-04-01      | 5.0000%  | 0.0000% | $1213115.70        | $1211647.70        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG5966        | 2056-04-01      | 5.5000%  | 0.0000% | $2127784.26        | $2166696.71        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG6634        | 2056-04-01      | 5.5000%  | 0.0000% | $1044045.14        | $1062033.81        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG6643        | 2056-05-01      | 6.0000%  | 0.0000% | $999.16            | $1037.11           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDG6903        | 2056-04-01      | 4.5000%  | 0.0000% | $413952.09         | $399541.18         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG7320        | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $996.58            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG7321        | 2056-04-01      | 5.0000%  | 0.0000% | $1004.00           | $999.17            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG7398        | 2056-05-01      | 5.0000%  | 0.0000% | $18916227.00       | $18669330.31       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG7743        | 2056-05-01      | 5.0000%  | 0.0000% | $129740.00         | $130083.67         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG7753        | 2056-05-01      | 5.0000%  | 0.0000% | $201984.00         | $199347.68         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDG7864        | 2056-04-01      | 6.5000%  | 0.0000% | $1650624.85        | $1755144.99        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG7921        | 2056-05-01      | 5.0000%  | 0.0000% | $4991227.54        | $4964918.22        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG8119        | 2056-04-01      | 5.5000%  | 0.0000% | $2558368.81        | $2611451.84        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG8193        | 2056-06-01      | 5.5000%  | 0.0000% | $2372796.00        | $2413678.75        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDG8198        | 2056-05-01      | 4.5000%  | 0.0000% | $1952314.00        | $1889433.87        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG8199        | 2056-05-01      | 5.0000%  | 0.0000% | $1917766.00        | $1909133.92        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG8203        | 2056-06-01      | 5.5000%  | 0.0000% | $1723666.00        | $1751116.72        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDG8550        | 2056-06-01      | 6.5000%  | 0.0000% | $19463248.00       | $20406837.08       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG9275        | 2056-05-01      | 5.5000%  | 0.0000% | $11173549.00       | $11268342.91       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG9295        | 2056-05-01      | 5.5000%  | 0.0000% | $526640.00         | $534388.34         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG9423        | 2056-04-01      | 5.5000%  | 0.0000% | $1196395.93        | $1206545.89        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG9435        | 2056-05-01      | 6.0000%  | 0.0000% | $308715.00         | $320257.13         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG9556        | 2056-05-01      | 6.0000%  | 0.0000% | $999.70            | $1029.86           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDH0049        | 2056-05-01      | 4.5000%  | 0.0000% | $1268586.00        | $1226424.54        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDH0055        | 2056-05-01      | 4.5000%  | 0.0000% | $2272080.00        | $2186658.88        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDH0711        | 2056-06-01      | 5.5000%  | 0.0000% | $1160300.00        | $1183787.70        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDH2025        | 2056-06-01      | 5.0000%  | 0.0000% | $1000.00           | $997.41            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDH2031        | 2056-06-01      | 5.5000%  | 0.0000% | $46484.00          | $47424.97          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDH2033        | 2056-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.28           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDH2038        | 2056-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.05           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDH2040        | 2056-06-01      | 6.0000%  | 0.0000% | $594000.00         | $618073.43         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDH2481        | 2056-05-01      | 5.5000%  | 0.0000% | $1539481.00        | $1563396.50        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDH2483        | 2056-05-01      | 5.0000%  | 0.0000% | $290646.00         | $289552.85         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDH2484        | 2056-05-01      | 4.5000%  | 0.0000% | $1000.00           | $966.05            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDH2487        | 2056-05-01      | 5.0000%  | 0.0000% | $1409355.00        | $1405574.95        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDH2491        | 2056-05-01      | 5.5000%  | 0.0000% | $1163068.00        | $1189019.28        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0299        | 2055-01-01      | 5.5000%  | 0.0000% | $8646407.53        | $8756630.01        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4731        | 2052-09-01      | 3.5000%  | 0.0000% | $860.26            | $783.85            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4737        | 2052-08-01      | 5.0000%  | 0.0000% | $85251.26          | $84635.65          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4785        | 2052-10-01      | 5.0000%  | 0.0000% | $658724.72         | $654137.29         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5106        | 2053-08-01      | 5.0000%  | 0.0000% | $27747.55          | $27504.93          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5216        | 2053-12-01      | 6.0000%  | 0.0000% | $253380.39         | $259860.26         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5498        | 2054-10-01      | 6.0000%  | 0.0000% | $12236023.68       | $12548368.59       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQH3122        | 2053-10-01      | 4.5000%  | 0.0000% | $2689802.51        | $2591479.47        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ0016        | 2054-07-01      | 6.5000%  | 0.0000% | $2781471.83        | $2946069.76        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ4700        | 2054-09-01      | 6.5000%  | 0.0000% | $17044441.15       | $17864134.85       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF6095        | 2056-01-01      | 5.0000%  | 0.0000% | $3676330.69        | $3628578.42        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF6755        | 2056-01-01      | 6.5000%  | 0.0000% | $832707.07         | $878090.07         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF7658        | 2055-12-01      | 5.5000%  | 0.0000% | $3822108.05        | $3881292.55        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBA2901        | 2045-11-01      | 3.5000%  | 0.0000% | $3050077.21        | $2848568.43        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC1747        | 2046-01-01      | 3.5000%  | 0.0000% | $4140321.41        | $3863011.89        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0169        | 2057-01-01      | 3.5000%  | 0.0000% | $721431.00         | $656511.03         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH9248        | 2048-02-01      | 4.5000%  | 0.0000% | $2671073.61        | $2614470.89        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBJ0650        | 2048-03-01      | 3.5000%  | 0.0000% | $51011.13          | $47182.86          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBJ4916        | 2048-03-01      | 3.5000%  | 0.0000% | $170701.18         | $157819.59         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ9975        | 2048-05-01      | 4.0000%  | 0.0000% | $2063332.25        | $1964909.47        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA1690        | 2052-04-01      | 3.5000%  | 0.0000% | $9057564.20        | $8329963.02        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA2577        | 2053-03-01      | 3.0000%  | 0.0000% | $7723380.37        | $6820010.03        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2594        | 2049-08-01      | 5.0000%  | 0.0000% | $914.23            | $924.09            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2657        | 2055-07-01      | 6.0000%  | 0.0000% | $5198970.39        | $5353248.11        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA2674        | 2052-04-01      | 3.5000%  | 0.0000% | $3638144.04        | $3359226.54        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1810        | 2055-05-01      | 6.0000%  | 0.0000% | $8993716.49        | $9242227.87        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA2044        | 2052-07-01      | 4.0000%  | 0.0000% | $20419362.18       | $19370768.94       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2060        | 2055-06-01      | 6.5000%  | 0.0000% | $25442233.93       | $26648617.04       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA3555        | 2055-11-01      | 6.5000%  | 0.0000% | $13106414.54       | $13783407.46       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA3571        | 2055-09-01      | 6.5000%  | 0.0000% | $8121885.99        | $8536415.33        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA3106        | 2051-03-01      | 2.5000%  | 0.0000% | $951.66            | $805.42            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA3270        | 2051-12-01      | 3.0000%  | 0.0000% | $18378159.05       | $16277817.26       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA3275        | 2055-10-01      | 6.5000%  | 0.0000% | $33960386.08       | $35832267.48       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA3276        | 2055-10-01      | 6.5000%  | 0.0000% | $17375572.68       | $18383487.19       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA3418        | 2054-10-01      | 6.5000%  | 0.0000% | $16207434.87       | $17081170.49       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA4399        | 2056-01-01      | 6.0000%  | 0.0000% | $22142911.48       | $22703252.62       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA4404        | 2056-01-01      | 6.5000%  | 0.0000% | $6578091.58        | $6887495.78        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA4408        | 2054-09-01      | 6.0000%  | 0.0000% | $27029903.98       | $27894960.03       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA3695        | 2055-05-01      | 6.5000%  | 0.0000% | $1075033.29        | $1126523.68        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA4620        | 2052-04-01      | 2.5000%  | 0.0000% | $870536.54         | $745452.15         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA4624        | 2053-01-01      | 4.0000%  | 0.0000% | $21497038.58       | $20544937.13       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA4625        | 2048-12-01      | 4.0000%  | 0.0000% | $12368856.72       | $11842204.54       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA4626        | 2049-09-01      | 4.0000%  | 0.0000% | $22414631.92       | $21447420.63       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA4627        | 2050-04-01      | 4.0000%  | 0.0000% | $17109581.27       | $16293370.59       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA4635        | 2055-12-01      | 6.5000%  | 0.0000% | $11271635.38       | $11901590.81       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4636        | 2056-02-01      | 5.0000%  | 0.0000% | $26031405.46       | $25691640.67       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA4762        | 2055-05-01      | 6.5000%  | 0.0000% | $13886448.43       | $14488780.85       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA4768        | 2055-10-01      | 6.5000%  | 0.0000% | $21601346.48       | $22524600.04       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA5133        | 2056-01-01      | 6.0000%  | 0.0000% | $122350.62         | $125426.97         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA5120        | 2056-03-01      | 5.0000%  | 0.0000% | $8006573.16        | $7987076.27        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA5127        | 2056-04-01      | 5.5000%  | 0.0000% | $16412743.08       | $16686438.34       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5761        | 2055-07-01      | 6.0000%  | 0.0000% | $45166039.97       | $46301679.84       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLMA5825        | 2055-09-01      | 7.0000%  | 0.0000% | $536243.66         | $569713.01         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5853        | 2055-10-01      | 5.5000%  | 0.0000% | $6950223.48        | $7009187.63        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5942        | 2056-01-01      | 4.0000%  | 0.0000% | $24728.47          | $23217.09          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA6029        | 2056-04-01      | 5.0000%  | 0.0000% | $10658908.36       | $10519787.11       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIMA6040        | 2041-04-01      | 6.0000%  | 0.0000% | $10159863.02       | $10501464.71       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA6053        | 2056-05-01      | 5.0000%  | 0.0000% | $56606262.59       | $55867431.37       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA6054        | 2056-05-01      | 5.5000%  | 0.0000% | $1761.91           | $1776.85           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA6056        | 2056-05-01      | 6.5000%  | 0.0000% | $426574.42         | $444806.45         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA6062        | 2041-05-01      | 5.5000%  | 0.0000% | $994.52            | $1016.98           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA6079        | 2056-05-01      | 5.0000%  | 0.0000% | $1024.00           | $1010.63           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA6082        | 2056-05-01      | 6.5000%  | 0.0000% | $2402604.00        | $2505292.63        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI5952        | 2054-05-01      | 6.0000%  | 0.0000% | $2662615.50        | $2764875.02        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR2667        | 2051-02-01      | 2.0000%  | 0.0000% | $126316.56         | $103039.02         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR3257        | 2051-02-01      | 2.0000%  | 0.0000% | $7778542.80        | $6307430.22        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY7044        | 2055-06-01      | 6.0000%  | 0.0000% | $2108369.51        | $2161508.15        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9960        | 2055-07-01      | 6.0000%  | 0.0000% | $12832154.79       | $13161975.39       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0888        | 2055-08-01      | 6.0000%  | 0.0000% | $1959057.35        | $2008644.36        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU4156        | 2053-09-01      | 5.5000%  | 0.0000% | $4952092.91        | $5068832.45        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4707        | 2054-07-01      | 6.0000%  | 0.0000% | $3418080.31        | $3504023.39        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU5836        | 2051-11-01      | 2.0000%  | 0.0000% | $1007188.65        | $821789.95         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU6878        | 2052-02-01      | 3.0000%  | 0.0000% | $2942610.25        | $2626059.93        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU9867        | 2052-01-01      | 2.0000%  | 0.0000% | $17320060.48       | $14100963.67       | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIBV1300        | 2037-01-01      | 1.5000%  | 0.0000% | $168673.02         | $151353.45         | Agency Mortgage-Backed Securities  |
| BILL 07/09/26               | 2026-07-09      | 0.0000%  | 0.0000% | $1000.00           | $996.17            | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-11-27      | 0.0000%  | 0.0000% | $51618800.00       | $50687493.61       | U.S. Treasuries (including strips) |
| BILL 08/20/26               | 2026-08-20      | 0.0000%  | 0.0000% | $999900.00         | $991917.80         | U.S. Treasuries (including strips) |
| BILL 08/27/26               | 2026-08-27      | 0.0000%  | 0.0000% | $108466500.00      | $107525119.30      | U.S. Treasuries (including strips) |
| BILL 04/15/27               | 2027-04-15      | 0.0000%  | 0.0000% | $100.00            | $96.80             | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-11-19      | 0.0000%  | 0.0000% | $1000.00           | $982.75            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE E 35             | 2035-08-15      | 4.2500%  | 0.0000% | $1000.00           | $1000.08           | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27            | 2027-08-31      | 3.6250%  | 0.0000% | $2000.00           | $2010.30           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE P 32             | 2032-08-31      | 3.8750%  | 0.0000% | $100.00            | $98.98             | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28            | 2028-09-15      | 3.3750%  | 0.0000% | $100.00            | $99.28             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE W 31             | 2031-03-31      | 3.8750%  | 0.0000% | $100.00            | $99.50             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 28            | 2028-03-31      | 3.8750%  | 0.0000% | $200.00            | $200.83            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27            | 2027-11-15      | 4.1250%  | 0.0000% | $2200.00           | $2208.19           | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31             | 2031-12-31      | 4.5000%  | 0.0000% | $1000.00           | $1034.07           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27            | 2027-01-31      | 4.1250%  | 0.0000% | $100.00            | $101.56            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32             | 2032-01-31      | 4.3750%  | 0.0000% | $2000.00           | $2046.71           | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35             | 2035-02-15      | 4.6250%  | 0.0000% | $300.00            | $309.17            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32             | 2032-03-31      | 4.1250%  | 0.0000% | $17999700.00       | $18046311.85       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28            | 2028-04-15      | 3.7500%  | 0.0000% | $1000.00           | $1000.04           | U.S. Treasuries (including strips) |
| T 3 7/8 05/31/27            | 2027-05-31      | 3.8750%  | 0.0000% | $179200.00         | $182580.44         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28            | 2028-06-15      | 3.8750%  | 0.0000% | $15684600.00       | $15919810.14       | U.S. Treasuries (including strips) |
| 4 NOTE M 32                 | 2032-06-30      | 4.0000%  | 0.0000% | $67800.00          | $68124.77          | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27            | 2027-06-30      | 3.7500%  | 0.0000% | $63292200.00       | $64161143.86       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AQ 28            | 2028-07-15      | 3.8750%  | 0.0000% | $200.00            | $202.29            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26            | 2026-11-15      | 4.6250%  | 0.0000% | $1000.00           | $1005.32           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29             | 2029-03-31      | 4.1250%  | 0.0000% | $2000.00           | $2017.15           | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34             | 2034-05-15      | 4.3750%  | 0.0000% | $36222800.00       | $36377884.37       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29             | 2029-05-31      | 4.5000%  | 0.0000% | $1300.00           | $1344.93           | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31             | 2031-06-30      | 4.2500%  | 0.0000% | $400.00            | $408.88            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29            | 2029-06-30      | 4.2500%  | 0.0000% | $3000.00           | $3068.72           | U.S. Treasuries (including strips) |
| 4 NOTE AB 29                | 2029-07-31      | 4.0000%  | 0.0000% | $100.00            | $101.12            | U.S. Treasuries (including strips) |
| 4 NOTE H 30                 | 2030-02-28      | 4.0000%  | 0.0000% | $1000.00           | $1006.58           | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28             | 2028-04-30      | 3.5000%  | 0.0000% | $300.00            | $298.04            | U.S. Treasuries (including strips) |
| 4  NOTE AA 28               | 2028-06-30      | 4.0000%  | 0.0000% | $100.00            | $101.63            | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28            | 2028-10-31      | 4.8750%  | 0.0000% | $5900.00           | $6035.06           | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28             | 2028-11-15      | 3.1250%  | 0.0000% | $1000.00           | $980.05            | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31             | 2031-11-15      | 1.3750%  | 0.0000% | $1000.00           | $864.44            | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54               | 2054-02-15      | 4.2500%  | 0.0000% | $200.00            | $179.65            | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54               | 2054-05-15      | 4.6250%  | 0.0000% | $400.00            | $378.00            | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27             | 2027-08-15      | 2.2500%  | 0.0000% | $300.00            | $296.01            | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48               | 2048-11-15      | 3.3750%  | 0.0000% | $100.00            | $77.86             | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50               | 2050-08-15      | 1.3750%  | 0.0000% | $200.00            | $97.85             | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50               | 2050-11-15      | 1.6250%  | 0.0000% | $500.00            | $259.09            | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51               | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $54.51             | U.S. Treasuries (including strips) |
| 3 BOND 52                   | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $71.20             | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53               | 2053-05-15      | 3.6250%  | 0.0000% | $400.00            | $317.79            | U.S. Treasuries (including strips) |
| 4 3/8 BOND 41               | 2041-05-15      | 4.3750%  | 0.0000% | $1100.00           | $1052.70           | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42               | 2042-11-15      | 2.7500%  | 0.0000% | $1000.00           | $757.34            | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46               | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $69.22             | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46               | 2046-05-15      | 2.5000%  | 0.0000% | $100.00            | $68.33             | U.S. Treasuries (including strips) |
| T 2 1/4 08/15/46            | 2046-08-15      | 2.2500%  | 0.0000% | $300.00            | $196.20            | U.S. Treasuries (including strips) |
| 3 BOND 47                   | 2047-02-15      | 3.0000%  | 0.0000% | $200.00            | $149.64            | U.S. Treasuries (including strips) |
| 3 BOND 48                   | 2048-02-15      | 3.0000%  | 0.0000% | $300.00            | $222.00            | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48               | 2048-05-15      | 3.1250%  | 0.0000% | $100.00            | $74.78             | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49               | 2049-11-15      | 2.3750%  | 0.0000% | $100.00            | $63.28             | U.S. Treasuries (including strips) |

### Security 299: Fixed Income Clearing Corp. - Natixis

- **C.1 - Title:** Fixed Income Clearing Corp. - Natixis 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 954ZEB000, C.3 - LEI: 8EWQ2UQKS07AKK8ANH81, C.5 - Other ID: 954ZEB000_3.63_0601
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| T 3 3/4 10/31/32 | 2032-10-31      | 3.7500%  | 0.0000% | $550000000.00      | $536198190.00      | U.S. Treasuries (including strips) |
| T 4 3/8 12/31/29 | 2029-12-31      | 4.3750%  | 0.0000% | $1450000000.00     | $1489367790.00     | U.S. Treasuries (including strips) |
| T 3 1/2 01/31/28 | 2028-01-31      | 3.5000%  | 0.0000% | $14386200.00       | $14434005.34       | U.S. Treasuries (including strips) |

### Security 300: Citigroup Global Markets Holdings, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 959JDH009, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 959JDH009_3.69_0828
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-08-28
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.500 CLSL3976 | 2056-01-01      | 5.5000%  | 0.0000% | $33220431.19       | $33564454.61       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3980 | 2056-01-01      | 5.0000%  | 0.0000% | $26122184.63       | $25795236.47       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3981 | 2056-01-01      | 5.5000%  | 0.0000% | $24309576.83       | $24515813.88       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3972 | 2056-01-01      | 5.5000%  | 0.0000% | $27863275.37       | $28173192.40       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3984 | 2056-01-01      | 5.5000%  | 0.0000% | $58249255.40       | $58979047.39       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA3529 | 2056-01-01      | 5.0000%  | 0.0000% | $111053.53         | $109759.41         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA3114 | 2056-01-01      | 5.0000%  | 0.0000% | $46017.58          | $45655.83          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA3095 | 2056-01-01      | 5.5000%  | 0.0000% | $1305.60           | $1330.17           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA3100 | 2056-01-01      | 5.5000%  | 0.0000% | $1537723.62        | $1567542.82        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA3101 | 2056-01-01      | 5.0000%  | 0.0000% | $996.13            | $990.34            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA3116 | 2056-01-01      | 4.5000%  | 0.0000% | $1343334.93        | $1296573.44        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA3275 | 2056-01-01      | 5.0000%  | 0.0000% | $4601944.27        | $4568464.61        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA3280 | 2056-01-01      | 5.0000%  | 0.0000% | $3322969.64        | $3306347.78        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA4384 | 2056-01-01      | 6.0000%  | 0.0000% | $10731937.71       | $11073231.22       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA4393 | 2056-01-01      | 6.0000%  | 0.0000% | $3551732.36        | $3671023.21        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA4395 | 2056-01-01      | 6.0000%  | 0.0000% | $4058296.33        | $4192328.33        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA4396 | 2056-01-01      | 6.0000%  | 0.0000% | $12605262.92       | $13019202.95       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA4398 | 2056-01-01      | 6.0000%  | 0.0000% | $9627411.34        | $9941059.56        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA4402 | 2056-01-01      | 6.5000%  | 0.0000% | $783765.15         | $821174.70         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA4471 | 2056-01-01      | 5.5000%  | 0.0000% | $4536177.63        | $4581189.12        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA4481 | 2056-01-01      | 6.0000%  | 0.0000% | $1166429.15        | $1212534.21        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA4483 | 2056-01-01      | 6.0000%  | 0.0000% | $1843340.24        | $1914341.41        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA3786 | 2056-01-01      | 5.0000%  | 0.0000% | $4997720.00        | $4968657.71        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA3781 | 2056-01-01      | 5.0000%  | 0.0000% | $5648965.73        | $5629634.34        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA3854 | 2056-01-01      | 6.0000%  | 0.0000% | $1348616.24        | $1400965.03        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA4296 | 2056-01-01      | 6.0000%  | 0.0000% | $1684010.57        | $1748196.07        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA4294 | 2056-01-01      | 6.0000%  | 0.0000% | $1908832.91        | $1994456.80        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA4666 | 2056-01-01      | 6.0000%  | 0.0000% | $1000489.14        | $1036667.50        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA4676 | 2056-01-01      | 5.5000%  | 0.0000% | $1304065.40        | $1341048.41        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA4730 | 2056-01-01      | 6.0000%  | 0.0000% | $1241399.01        | $1283032.64        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA4733 | 2056-01-01      | 6.5000%  | 0.0000% | $611289.41         | $642606.11         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CKDE6963 | 2056-01-01      | 6.0000%  | 0.0000% | $1318562.80        | $1349083.14        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDF7768 | 2056-01-01      | 4.0000%  | 0.0000% | $3999602.00        | $3755158.77        | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Deutsche Bank Securities, Inc. 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 959JFN004, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: 959JFN004_3.62_0601
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 R 32  | 2032-10-31      | 3.7500%  | 0.0000% | $510390200.00      | $497049704.20      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  | 0.0000% | $376916100.00      | $374697446.90      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  | 0.0000% | $254692500.00      | $251404439.30      | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  | 0.0000% | $322469200.00      | $312589912.70      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28  | 2028-05-31      | 3.6250%  | 0.0000% | $310312300.00      | $313433366.60      | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  | 0.0000% | $149937000.00      | $142572321.50      | U.S. Treasuries (including strips) |
| 2 1/4 TPRN E 27  | 2027-08-15      | 0.0000%  | 0.0000% | $1000.00           | $953.36            | U.S. Treasuries (including strips) |
| 2 1/4 TPRN F 27  | 2027-11-15      | 0.0000%  | 0.0000% | $185000.00         | $174531.22         | U.S. Treasuries (including strips) |
| 2 3/4 TPRN B 28  | 2028-02-15      | 0.0000%  | 0.0000% | $675100.00         | $630172.09         | U.S. Treasuries (including strips) |
| 2 7/8 TPRN C 28  | 2028-05-15      | 0.0000%  | 0.0000% | $256000.00         | $236560.13         | U.S. Treasuries (including strips) |
| 1 1/2 TPRN E 26  | 2026-08-15      | 0.0000%  | 0.0000% | $11000.00          | $10911.67          | U.S. Treasuries (including strips) |
| 2 TPRN F 26      | 2026-11-15      | 0.0000%  | 0.0000% | $419500.00         | $412254.82         | U.S. Treasuries (including strips) |
| 2 1/4 TPRN B 27  | 2027-02-15      | 0.0000%  | 0.0000% | $56500.00          | $54975.97          | U.S. Treasuries (including strips) |
| 2 3/8 TPRN C 27  | 2027-05-15      | 0.0000%  | 0.0000% | $3050900.00        | $2938404.16        | U.S. Treasuries (including strips) |
| 2 7/8 TPRN E 28  | 2028-08-15      | 0.0000%  | 0.0000% | $109000.00         | $99699.57          | U.S. Treasuries (including strips) |
| 3 1/8 TPRN F 28  | 2028-11-15      | 0.0000%  | 0.0000% | $48000.00          | $43446.48          | U.S. Treasuries (including strips) |
| 2 3/8 TPRN C 29  | 2029-05-15      | 0.0000%  | 0.0000% | $177000.00         | $156894.39         | U.S. Treasuries (including strips) |
| 1 5/8 TPRN E 29  | 2029-08-15      | 0.0000%  | 0.0000% | $5000.00           | $4388.00           | U.S. Treasuries (including strips) |
| 1 3/4 TPRN F 29  | 2029-11-15      | 0.0000%  | 0.0000% | $58000.00          | $50366.79          | U.S. Treasuries (including strips) |
| 1 1/2 TPRN B 30  | 2030-02-15      | 0.0000%  | 0.0000% | $53000.00          | $45527.42          | U.S. Treasuries (including strips) |
| 0 5/8 TPRN C 30  | 2030-05-15      | 0.0000%  | 0.0000% | $805000.00         | $684109.12         | U.S. Treasuries (including strips) |
| 0 5/8 TPRN E 30  | 2030-08-15      | 0.0000%  | 0.0000% | $2850000.00        | $2395630.20        | U.S. Treasuries (including strips) |
| 0 7/8 TPRN F 30  | 2030-11-15      | 0.0000%  | 0.0000% | $890000.00         | $740213.89         | U.S. Treasuries (including strips) |
| 1 3/8 TPRN F 31  | 2031-11-15      | 0.0000%  | 0.0000% | $38000.00          | $30215.93          | U.S. Treasuries (including strips) |
| 1 7/8 TPRN B 32  | 2032-02-15      | 0.0000%  | 0.0000% | $43000.00          | $33796.71          | U.S. Treasuries (including strips) |
| 2 3/4 TPRN E 32  | 2032-08-15      | 0.0000%  | 0.0000% | $37000.00          | $28409.75          | U.S. Treasuries (including strips) |
| 4 1/8 TPRN F 32  | 2032-11-15      | 0.0000%  | 0.0000% | $202000.00         | $153436.78         | U.S. Treasuries (including strips) |
| 3 1/2 TPRN B 33  | 2033-02-15      | 0.0000%  | 0.0000% | $2686500.00        | $2015560.06        | U.S. Treasuries (including strips) |
| 1 5/8 TPRN C 31  | 2031-05-15      | 0.0000%  | 0.0000% | $4010000.00        | $3262339.51        | U.S. Treasuries (including strips) |
| 1 1/4 TPRN E 31  | 2031-08-15      | 0.0000%  | 0.0000% | $827000.00         | $665281.80         | U.S. Treasuries (including strips) |
| 6 3/4 TPRN 26    | 2026-08-15      | 0.0000%  | 0.0000% | $5012000.00        | $4971252.44        | U.S. Treasuries (including strips) |
| 6 1/2 TPRN 26    | 2026-11-15      | 0.0000%  | 0.0000% | $2917000.00        | $2867002.62        | U.S. Treasuries (including strips) |
| 6 5/8 TPRN 27    | 2027-02-15      | 0.0000%  | 0.0000% | $7779000.00        | $7571845.23        | U.S. Treasuries (including strips) |
| 6 3/8 TPRN 27    | 2027-08-15      | 0.0000%  | 0.0000% | $3465500.00        | $3305913.73        | U.S. Treasuries (including strips) |
| 6 1/8 TPRN 27    | 2027-11-15      | 0.0000%  | 0.0000% | $64000.00          | $60435.78          | U.S. Treasuries (including strips) |
| 5 1/2 TPRN 28    | 2028-08-15      | 0.0000%  | 0.0000% | $3158900.00        | $2890121.83        | U.S. Treasuries (including strips) |
| 5 1/4 TPRN 28    | 2028-11-15      | 0.0000%  | 0.0000% | $250700.00         | $227081.30         | U.S. Treasuries (including strips) |
| 5 1/4 TPRN 29    | 2029-02-15      | 0.0000%  | 0.0000% | $55000.00          | $49434.66          | U.S. Treasuries (including strips) |
| 6 1/8 TPRN 29    | 2029-08-15      | 0.0000%  | 0.0000% | $77000.00          | $67537.93          | U.S. Treasuries (including strips) |
| 6 1/4 TPRN 30    | 2030-05-15      | 0.0000%  | 0.0000% | $1511600.00        | $1284451.87        | U.S. Treasuries (including strips) |
| 5 3/8 TPRN 31    | 2031-02-15      | 0.0000%  | 0.0000% | $1580800.00        | $1301888.39        | U.S. Treasuries (including strips) |
| 4 1/2 TPRN 36    | 2036-02-15      | 0.0000%  | 0.0000% | $165954000.00      | $108787825.60      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Goldman Sachs & Co. LLC 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 959JFS003, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 959JFS003_3.62_0601
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 04.500 CLZJ1290 | 2041-02-01      | 4.5000%  | 0.0000% | $57665.59          | $57299.93          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBW1258 | 2052-10-01      | 3.0000%  | 0.0000% | $7816.67           | $6851.50           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFM9890 | 2039-10-01      | 6.5000%  | 0.0000% | $1601466.43        | $1693463.56        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL6620 | 2043-07-01      | 4.0000%  | 0.0000% | $9067.44           | $8703.88           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM1158 | 2046-05-01      | 4.0000%  | 0.0000% | $22873.28          | $21857.90          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZM2276 | 2046-12-01      | 3.0000%  | 0.0000% | $54755.80          | $49669.17          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM7348 | 2048-07-01      | 4.5000%  | 0.0000% | $10771.64          | $10546.69          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS1926 | 2038-02-01      | 6.0000%  | 0.0000% | $23641.71          | $24855.14          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4726 | 2047-07-01      | 3.5000%  | 0.0000% | $18149.08          | $16835.66          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL1312 | 2039-05-01      | 6.0000%  | 0.0000% | $6933.40           | $7290.18           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAL3024 | 2043-01-01      | 3.5000%  | 0.0000% | $52660.41          | $49331.86          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZT1821 | 2048-11-01      | 5.0000%  | 0.0000% | $64708.22          | $65113.36          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0040 | 2033-12-01      | 2.5000%  | 0.0000% | $93059.11          | $89448.46          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS9125 | 2052-04-01      | 3.5000%  | 0.0000% | $30645194.89       | $28591268.79       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTAB9097 | 2033-04-01      | 2.5000%  | 0.0000% | $31997.06          | $30315.73          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3392 | 2033-06-01      | 3.5000%  | 0.0000% | $59949.52          | $58705.70          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA7486 | 2056-03-01      | 5.5000%  | 0.0000% | $34896061.95       | $35414609.68       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA8634 | 2056-03-01      | 6.0000%  | 0.0000% | $1598748.87        | $1683135.10        | Agency Mortgage-Backed Securities |
| GNII SF MA8429 M     | 2052-10-20      | 5.5000%  | 0.0000% | $31373218.83       | $31952926.20       | Agency Mortgage-Backed Securities |
| GNII SF MA9852 M     | 2054-08-20      | 6.0000%  | 0.0000% | $1997304.36        | $2053861.36        | Agency Mortgage-Backed Securities |
| GNII SF MA9303 M     | 2053-11-20      | 4.5000%  | 0.0000% | $855442.17         | $826699.31         | Agency Mortgage-Backed Securities |
| GNII SF BB9843 C     | 2047-09-20      | 4.0000%  | 0.0000% | $546627.70         | $508853.60         | Agency Mortgage-Backed Securities |
| GNPL PN CN2441       | 2057-06-15      | 3.4100%  | 0.0000% | $6254072.54        | $5837102.41        | Agency Mortgage-Backed Securities |
| GNPL PN CO3172       | 2057-08-15      | 3.7300%  | 0.0000% | $3140580.77        | $2976228.25        | Agency Mortgage-Backed Securities |
| GNPL PN CP1391       | 2058-02-15      | 5.2500%  | 0.0000% | $2604245.72        | $2660784.76        | Agency Mortgage-Backed Securities |
| GNPL PN CP7213       | 2057-10-15      | 3.6400%  | 0.0000% | $2940265.42        | $2769415.74        | Agency Mortgage-Backed Securities |
| GNPL PN CP7214       | 2057-10-15      | 3.6400%  | 0.0000% | $2945959.55        | $2774779.01        | Agency Mortgage-Backed Securities |
| GNPL LM CF7691       | 2061-06-15      | 3.4400%  | 0.0000% | $14254318.42       | $13343218.82       | Agency Mortgage-Backed Securities |
| GNPL PN CH2693       | 2057-07-15      | 2.9900%  | 0.0000% | $4856365.62        | $4429445.21        | Agency Mortgage-Backed Securities |
| GNII RG CH9508 C     | 2050-09-20      | 2.5000%  | 0.0000% | $797776.02         | $675888.96         | Agency Mortgage-Backed Securities |
| GNPL PN CJ8131       | 2064-03-15      | 2.7200%  | 0.0000% | $19288280.49       | $16518455.56       | Agency Mortgage-Backed Securities |
| GNMI SF AD8789 X     | 2043-03-15      | 3.5000%  | 0.0000% | $35418.26          | $32679.80          | Agency Mortgage-Backed Securities |
| GNII ET DE7580 C     | 2064-09-20      | 3.5000%  | 0.0000% | $222473.54         | $199690.52         | Agency Mortgage-Backed Securities |
| GNII SF DH7694 C     | 2055-02-20      | 6.5000%  | 0.0000% | $555345.85         | $586086.21         | Agency Mortgage-Backed Securities |
| GNII SF DJ0057 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1089722.11        | $1107525.74        | Agency Mortgage-Backed Securities |
| GNII SF DK0619 C     | 2055-08-20      | 6.0000%  | 0.0000% | $2008414.97        | $2105017.06        | Agency Mortgage-Backed Securities |
| GNCL CL DL7527       | 2067-12-15      | 4.9500%  | 0.0000% | $216304.00         | $214179.89         | Agency Mortgage-Backed Securities |
| GNII SF DN6250 C     | 2056-01-20      | 6.5000%  | 0.0000% | $4188817.32        | $4535796.14        | Agency Mortgage-Backed Securities |
| GNII SF DP2649 C     | 2056-05-20      | 6.0000%  | 0.0000% | $1435094.00        | $1511080.31        | Agency Mortgage-Backed Securities |
| GNII SF DP9683 C     | 2056-03-20      | 6.0000%  | 0.0000% | $1269968.16        | $1323359.74        | Agency Mortgage-Backed Securities |
| GNII SF DQ6217 C     | 2056-05-20      | 6.5000%  | 0.0000% | $1405416.00        | $1483213.58        | Agency Mortgage-Backed Securities |
| GNII SF DQ7516 C     | 2056-04-20      | 6.5000%  | 0.0000% | $1090105.21        | $1150452.95        | Agency Mortgage-Backed Securities |
| GNII SF MB0813 M     | 2055-12-20      | 5.0000%  | 0.0000% | $2974845.91        | $2951103.33        | Agency Mortgage-Backed Securities |
| GNII SF MB0258 M     | 2055-03-20      | 5.0000%  | 0.0000% | $12960800.96       | $12863710.17       | Agency Mortgage-Backed Securities |
| GNII SF DO3408 C     | 2055-10-20      | 6.0000%  | 0.0000% | $13717787.87       | $14375414.05       | Agency Mortgage-Backed Securities |
| GNII SF DR3140 C     | 2056-05-20      | 6.0000%  | 0.0000% | $1322532.00        | $1376324.23        | Agency Mortgage-Backed Securities |
| GNII SF DR4482 C     | 2056-03-20      | 6.0000%  | 0.0000% | $1282763.73        | $1338481.43        | Agency Mortgage-Backed Securities |
| GNII SF DR4066 C     | 2056-05-20      | 5.5000%  | 0.0000% | $1008264.00        | $1034816.41        | Agency Mortgage-Backed Securities |
| GNII SF DR7180 C     | 2056-04-20      | 6.5000%  | 0.0000% | $1078794.53        | $1138513.96        | Agency Mortgage-Backed Securities |
| GNII SF DR6685 C     | 2056-05-20      | 6.5000%  | 0.0000% | $2593208.00        | $2736766.84        | Agency Mortgage-Backed Securities |
| GNII SF DR6735 C     | 2056-05-20      | 5.5000%  | 0.0000% | $1012144.00        | $1032733.82        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBJ4916 | 2048-03-01      | 3.5000%  | 0.0000% | $54390.31          | $50285.86          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA5920 | 2045-12-01      | 5.0000%  | 0.0000% | $46913205.00       | $46787894.62       | Agency Mortgage-Backed Securities |
| GNII SF DR8469 C     | 2056-04-20      | 5.5000%  | 0.0000% | $1107202.76        | $1148138.02        | Agency Mortgage-Backed Securities |
| GNMI SF 723231 X     | 2039-10-15      | 4.0000%  | 0.0000% | $226056.51         | $216573.24         | Agency Mortgage-Backed Securities |
| GNMI SF 738538 X     | 2041-07-15      | 4.0000%  | 0.0000% | $428699.88         | $410167.66         | Agency Mortgage-Backed Securities |
| GNII SP 784666 C     | 2049-01-20      | 5.0000%  | 0.0000% | $46254.91          | $46311.98          | Agency Mortgage-Backed Securities |
| GNMI SF 758875 X     | 2033-04-15      | 3.5000%  | 0.0000% | $160988.85         | $155835.96         | Agency Mortgage-Backed Securities |
| GNMI SP 782565 X     | 2039-02-15      | 5.0000%  | 0.0000% | $29125.02          | $29366.14          | Agency Mortgage-Backed Securities |
| GNMI SF 620509 X     | 2033-08-15      | 5.0000%  | 0.0000% | $12197.90          | $12071.30          | Agency Mortgage-Backed Securities |
| GNII BD 627128 C     | 2034-01-20      | 4.5000%  | 0.0000% | $299404.75         | $295279.56         | Agency Mortgage-Backed Securities |
| GNMI SF 648527 X     | 2035-12-15      | 5.5000%  | 0.0000% | $30232.61          | $31298.84          | Agency Mortgage-Backed Securities |
| GNMI SF 675926 X     | 2038-04-15      | 5.0000%  | 0.0000% | $5135.54           | $5225.97           | Agency Mortgage-Backed Securities |
| GNMI SF 711598 X     | 2041-10-15      | 4.0000%  | 0.0000% | $7886.96           | $7643.26           | Agency Mortgage-Backed Securities |

### Security 303: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.620000%
- **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: 959JHR003, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 959JHR003_3.62_0601
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 01.500 CIRC2693 | 2037-07-01      | 1.5000%  | 0.0000% | $9835.41           | $8825.17           | Agency Mortgage-Backed Securities |
| FEPC 03.500 3PRE6046 | 2050-05-01      | 3.5000%  | 0.0000% | $5651.39           | $5108.36           | Agency Mortgage-Backed Securities |
| FEPC 01.500 3PRE6093 | 2051-04-01      | 1.5000%  | 0.0000% | $12557.62          | $9352.25           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQI0903 | 2054-03-01      | 7.0000%  | 0.0000% | $68342.34          | $73694.12          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3217 | 2040-03-01      | 6.0000%  | 0.0000% | $19728.02          | $20487.90          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4371 | 2040-10-01      | 6.0000%  | 0.0000% | $12068.43          | $12508.97          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO5012 | 2049-12-01      | 3.5000%  | 0.0000% | $13433.90          | $12535.44          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA5754 | 2055-01-25      | 6.5000%  | 0.0000% | $2407045.33        | $2509923.79        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFA5886 | 2041-05-01      | 4.5000%  | 0.0000% | $463902.40         | $460453.75         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM5464 | 2047-02-01      | 3.0000%  | 0.0000% | $11753.66          | $10737.36          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX1638 | 2054-12-01      | 5.5000%  | 0.0000% | $14595.26          | $14820.72          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY2426 | 2055-05-01      | 5.5000%  | 0.0000% | $18636.39          | $18861.14          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ2302 | 2055-09-01      | 7.0000%  | 0.0000% | $16294.33          | $17366.31          | Agency Mortgage-Backed Securities |
| FHFR 03SO 10/26 7434 | 2026-10-29      | 3.7700%  | 0.0000% | $66666.67          | $66907.72          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI1822 | 2034-05-01      | 5.5000%  | 0.0000% | $701.24            | $707.19            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZI1891 | 2034-05-01      | 5.0000%  | 0.0000% | $200.86            | $200.08            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO5335 | 2041-04-01      | 5.5000%  | 0.0000% | $27793.85          | $28510.18          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4884 | 2041-01-01      | 6.0000%  | 0.0000% | $21087.07          | $21840.88          | Agency Mortgage-Backed Securities |
| 1.54 FMNT 21-33 K0   | 2033-10-25      | 1.5400%  | 0.0000% | $333333.33         | $271675.48         | Agency Mortgage-Backed Securities |
| 1.50 FMNT 21-34 A1   | 2034-02-17      | 1.5000%  | 0.0000% | $416666.67         | $336675.00         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIBW4283 | 2041-05-01      | 4.5000%  | 0.0000% | $21344.33          | $21201.35          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CKBW9737 | 2053-05-01      | 6.5000%  | 0.0000% | $25270.31          | $26065.94          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ8456 | 2055-11-01      | 6.0000%  | 0.0000% | $601643.57         | $617237.37         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1415 | 2055-05-01      | 6.0000%  | 0.0000% | $8255.73           | $8463.30           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM6462 | 2048-05-01      | 4.0000%  | 0.0000% | $5431.50           | $5172.40           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2229 | 2038-08-01      | 5.5000%  | 0.0000% | $10613.06          | $10944.96          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4773 | 2048-06-01      | 4.5000%  | 0.0000% | $1109.04           | $1087.37           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS7143 | 2052-04-01      | 2.0000%  | 0.0000% | $168951.40         | $136361.61         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0479 | 2035-10-01      | 2.5000%  | 0.0000% | $1973.48           | $1869.09           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB1385 | 2038-02-01      | 2.5000%  | 0.0000% | $294629.37         | $277939.93         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8124 | 2036-10-01      | 2.5000%  | 0.0000% | $14958.63          | $14120.12          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ6446 | 2056-04-01      | 5.0000%  | 0.0000% | $2193413.92        | $2174734.56        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0014 | 2055-06-01      | 6.0000%  | 0.0000% | $40464.46          | $41486.37          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLTA1883 | 2055-12-01      | 7.0000%  | 0.0000% | $30250.02          | $32273.97          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2443 | 2052-10-01      | 4.5000%  | 0.0000% | $1735.38           | $1677.72           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD5092 | 2053-08-01      | 5.0000%  | 0.0000% | $4675.92           | $4635.18           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD6763 | 2054-11-01      | 5.0000%  | 0.0000% | $14111.33          | $13943.39          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD7521 | 2050-07-01      | 2.5000%  | 0.0000% | $1720.47           | $1475.09           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL735212 | 2034-12-01      | 5.0000%  | 0.0000% | $155.85            | $156.20            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5473 | 2053-01-01      | 6.0000%  | 0.0000% | $2930.57           | $3061.68           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA2921 | 2032-03-01      | 2.5000%  | 0.0000% | $13243.81          | $12717.83          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5124 | 2056-02-01      | 5.0000%  | 0.0000% | $4394.10           | $4336.75           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB3505 | 2056-05-01      | 5.0000%  | 0.0000% | $169270.13         | $167349.74         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8214 | 2052-05-01      | 3.5000%  | 0.0000% | $126193.30         | $114984.96         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD4033 | 2053-10-01      | 6.5000%  | 0.0000% | $19308.27          | $20385.78          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD1189 | 2055-01-01      | 5.5000%  | 0.0000% | $29334.59          | $29673.07          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD7003 | 2055-04-01      | 6.0000%  | 0.0000% | $31350.88          | $32139.16          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8617 | 2054-03-01      | 6.5000%  | 0.0000% | $10763.89          | $11223.94          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CICB9264 | 2039-09-01      | 6.5000%  | 0.0000% | $31821.34          | $33530.96          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDF8832 | 2056-01-01      | 7.0000%  | 0.0000% | $42007.42          | $44754.76          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4325 | 2051-05-01      | 2.0000%  | 0.0000% | $247500.28         | $199491.55         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTB4555 | 2056-06-01      | 5.5000%  | 0.0000% | $525510.93         | $530751.21         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB5138 | 2056-06-01      | 5.0000%  | 0.0000% | $362237.33         | $357647.38         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB5108 | 2056-05-01      | 4.5000%  | 0.0000% | $1059888.00        | $1020041.51        | Agency Mortgage-Backed Securities |
| GNII JM MA4502 M     | 2047-06-20      | 4.0000%  | 0.0000% | $1542.45           | $1446.51           | Agency Mortgage-Backed Securities |
| GNAR AS MA4735 M     | 2047-09-20      | 5.3750%  | 0.0000% | $816.35            | $825.50            | Agency Mortgage-Backed Securities |
| GNII SF MA6655 M     | 2050-05-20      | 2.5000%  | 0.0000% | $4176.18           | $3588.07           | Agency Mortgage-Backed Securities |
| GNII SF MA8022 M     | 2037-04-20      | 5.0000%  | 0.0000% | $2072.27           | $2064.55           | Agency Mortgage-Backed Securities |
| GNII SF MA7472 M     | 2051-07-20      | 2.5000%  | 0.0000% | $6292853.08        | $5390800.55        | Agency Mortgage-Backed Securities |
| GNII SF MA7649 M     | 2051-10-20      | 2.5000%  | 0.0000% | $5587323.87        | $4788679.86        | Agency Mortgage-Backed Securities |
| GNII JM MA8261 M     | 2052-09-20      | 4.5000%  | 0.0000% | $8902.55           | $8598.68           | Agency Mortgage-Backed Securities |
| GNII SF MA9633 M     | 2031-04-20      | 3.0000%  | 0.0000% | $946.39            | $900.37            | Agency Mortgage-Backed Securities |
| GNII JM MA9767 M     | 2054-07-20      | 6.0000%  | 0.0000% | $4794.06           | $4850.33           | Agency Mortgage-Backed Securities |
| GNMI SF BC9137 X     | 2048-01-15      | 5.0000%  | 0.0000% | $1161.58           | $1156.51           | Agency Mortgage-Backed Securities |
| GNII RG CO2850 C     | 2048-03-20      | 3.5000%  | 0.0000% | $3014.14           | $2714.78           | Agency Mortgage-Backed Securities |
| GNMI SF BF2343 X     | 2048-03-15      | 5.0000%  | 0.0000% | $600.49            | $599.11            | Agency Mortgage-Backed Securities |
| GNMI SF BU8660 X     | 2050-07-15      | 2.5000%  | 0.0000% | $33825.31          | $29049.09          | Agency Mortgage-Backed Securities |
| GNII SF CB4544 C     | 2051-04-20      | 2.5000%  | 0.0000% | $777.97            | $664.40            | Agency Mortgage-Backed Securities |
| GNII RG CI4386 C     | 2039-01-20      | 6.5000%  | 0.0000% | $16441.85          | $17614.26          | Agency Mortgage-Backed Securities |
| GNII RG CI4365 C     | 2049-04-20      | 4.0000%  | 0.0000% | $5728.91           | $5386.90           | Agency Mortgage-Backed Securities |
| FHDN 11/25/26        | 2026-11-25      | 0.0000%  | 0.0000% | $416666.67         | $409176.67         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA8490 | 2050-04-01      | 3.0000%  | 0.0000% | $3459.87           | $3097.80           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC6608 | 2051-09-01      | 3.0000%  | 0.0000% | $2714.72           | $2393.61           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQD1743 | 2051-11-01      | 3.5000%  | 0.0000% | $12336.79          | $11456.26          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD1465 | 2051-11-01      | 2.0000%  | 0.0000% | $6402.42           | $5128.57           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQE8522 | 2052-08-01      | 2.5000%  | 0.0000% | $1284.17           | $1081.99           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE6542 | 2055-08-01      | 6.5000%  | 0.0000% | $7609.51           | $8022.38           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE7818 | 2055-08-01      | 7.0000%  | 0.0000% | $25714.59          | $27342.72          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDE7963 | 2055-08-01      | 4.0000%  | 0.0000% | $17710.89          | $16678.63          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG6294 | 2056-05-01      | 6.0000%  | 0.0000% | $50647.33          | $52613.45          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG5787 | 2056-03-01      | 6.0000%  | 0.0000% | $42523.29          | $43735.79          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG7745 | 2056-05-01      | 5.0000%  | 0.0000% | $707963.73         | $700062.07         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG8537 | 2056-06-01      | 5.5000%  | 0.0000% | $131673.00         | $132790.08         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG8557 | 2056-05-01      | 6.0000%  | 0.0000% | $18989.83          | $19645.64          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDH1809 | 2056-06-01      | 5.5000%  | 0.0000% | $62479.17          | $63361.17          | Agency Mortgage-Backed Securities |
| GNII SF CK4917 C     | 2052-01-20      | 3.5000%  | 0.0000% | $9202.97           | $8360.79           | Agency Mortgage-Backed Securities |
| GNII SF CS1932 C     | 2053-05-20      | 6.0000%  | 0.0000% | $27282.23          | $28726.46          | Agency Mortgage-Backed Securities |
| GNII SF CW2031 C     | 2053-09-20      | 6.0000%  | 0.0000% | $4192.77           | $4433.19           | Agency Mortgage-Backed Securities |
| GNII ET DA1964 C     | 2064-01-20      | 7.5000%  | 0.0000% | $1013.79           | $1056.74           | Agency Mortgage-Backed Securities |
| GNII SF DE5572 C     | 2056-03-20      | 4.5000%  | 0.0000% | $21958.75          | $21183.19          | Agency Mortgage-Backed Securities |
| GNII ET DF7154 C     | 2064-12-20      | 6.0000%  | 0.0000% | $13277.74          | $13634.91          | Agency Mortgage-Backed Securities |
| GNII ET DH7706 C     | 2063-12-20      | 7.5000%  | 0.0000% | $9131.13           | $9518.04           | Agency Mortgage-Backed Securities |
| GNII SF DH8968 C     | 2055-03-20      | 5.5000%  | 0.0000% | $26573.84          | $27003.93          | Agency Mortgage-Backed Securities |
| GNII SF DK7510 C     | 2055-08-20      | 6.5000%  | 0.0000% | $13496.86          | $14368.59          | Agency Mortgage-Backed Securities |
| GNPL PN DM0358       | 2060-12-15      | 5.2900%  | 0.0000% | $7700.00           | $7838.45           | Agency Mortgage-Backed Securities |
| GNII ET DM1753 C     | 2065-09-20      | 3.0000%  | 0.0000% | $6377.94           | $5667.23           | Agency Mortgage-Backed Securities |
| GNII ET DM2987 C     | 2065-08-20      | 4.0000%  | 0.0000% | $2438.75           | $2286.95           | Agency Mortgage-Backed Securities |
| GNII SF DM3053 C     | 2055-09-20      | 6.5000%  | 0.0000% | $24916.21          | $26265.49          | Agency Mortgage-Backed Securities |
| GNII ET DM7213 C     | 2065-08-20      | 4.5000%  | 0.0000% | $4609.58           | $4429.55           | Agency Mortgage-Backed Securities |
| GNII ET DN1304 C     | 2065-09-20      | 6.0000%  | 0.0000% | $29923.25          | $30728.21          | Agency Mortgage-Backed Securities |
| GNII ET DN1308 C     | 2065-10-20      | 6.5000%  | 0.0000% | $413650.94         | $432691.11         | Agency Mortgage-Backed Securities |
| GNII ET DN9883 C     | 2065-09-20      | 4.5000%  | 0.0000% | $6325.23           | $6078.17           | Agency Mortgage-Backed Securities |
| GNII ET DN9376 C     | 2065-11-20      | 2.0000%  | 0.0000% | $5047.70           | $3905.92           | Agency Mortgage-Backed Securities |
| GNII SF DQ4542 C     | 2056-02-20      | 6.0000%  | 0.0000% | $85339.23          | $88823.52          | Agency Mortgage-Backed Securities |
| GNII ET DQ9501 C     | 2066-03-20      | 6.0000%  | 0.0000% | $29124.83          | $29961.32          | Agency Mortgage-Backed Securities |
| GNII SF MB0003 M     | 2039-11-20      | 6.5000%  | 0.0000% | $512.14            | $543.73            | Agency Mortgage-Backed Securities |
| GNII SF MB0205 M     | 2055-02-20      | 5.5000%  | 0.0000% | $17941111.82       | $18139644.18       | Agency Mortgage-Backed Securities |
| GNII SF MB1141 M     | 2056-05-20      | 4.5000%  | 0.0000% | $7712674.13        | $7440262.48        | Agency Mortgage-Backed Securities |
| GNII ET DI1686 C     | 2065-02-20      | 6.0000%  | 0.0000% | $21653.35          | $22235.84          | Agency Mortgage-Backed Securities |
| GNII SF DI9017 C     | 2055-09-20      | 6.5000%  | 0.0000% | $15809.74          | $16684.97          | Agency Mortgage-Backed Securities |
| GNII ET DO0253 C     | 2059-10-20      | 3.0000%  | 0.0000% | $2108.62           | $1858.09           | Agency Mortgage-Backed Securities |
| GNII ET DR0466 C     | 2064-10-20      | 7.5000%  | 0.0000% | $3696.28           | $3852.91           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQH7760 | 2054-01-01      | 7.0000%  | 0.0000% | $15814.33          | $17077.48          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIQN1794 | 2035-03-01      | 2.5000%  | 0.0000% | $16094.13          | $15181.82          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN7925 | 2036-10-01      | 2.0000%  | 0.0000% | $56563.85          | $51950.42          | Agency Mortgage-Backed Securities |
| FEPC 03.000 3PQU7440 | 2050-06-01      | 3.0000%  | 0.0000% | $5516.24           | $4854.29           | Agency Mortgage-Backed Securities |
| FEPC 07.000 3PQU8205 | 2054-09-01      | 7.0000%  | 0.0000% | $29203.85          | $30780.34          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA5287 | 2051-05-01      | 2.0000%  | 0.0000% | $2794.86           | $2264.89           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA5373 | 2051-06-01      | 2.0000%  | 0.0000% | $2351.27           | $1918.48           | Agency Mortgage-Backed Securities |
| FNMS 04.500 U3BF0194 | 2040-07-01      | 4.5000%  | 0.0000% | $9246.21           | $9127.95           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA3067 | 2040-06-01      | 6.0000%  | 0.0000% | $2213039.56        | $2287403.59        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA6032 | 2056-04-01      | 6.5000%  | 0.0000% | $399625.00         | $416705.20         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA6090 | 2046-05-01      | 4.5000%  | 0.0000% | $39719.73          | $38633.00          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAE0115 | 2035-12-01      | 5.5000%  | 0.0000% | $29687.99          | $30189.21          | Agency Mortgage-Backed Securities |
| GNII SF DR8883 C     | 2056-05-20      | 5.0000%  | 0.0000% | $90835.87          | $90075.83          | Agency Mortgage-Backed Securities |
| GNII ET DR8447 C     | 2066-04-20      | 6.0000%  | 0.0000% | $39621.37          | $40759.32          | Agency Mortgage-Backed Securities |
| GNII SF DR8461 C     | 2056-04-20      | 6.0000%  | 0.0000% | $18248.34          | $18904.93          | Agency Mortgage-Backed Securities |
| GNII SF DR9286 C     | 2056-05-20      | 5.0000%  | 0.0000% | $19080.37          | $19115.66          | Agency Mortgage-Backed Securities |
| GNII SF DS3729 C     | 2056-05-20      | 6.0000%  | 0.0000% | $283050.13         | $297351.71         | Agency Mortgage-Backed Securities |
| GNII SF AR7646 C     | 2046-02-20      | 3.5000%  | 0.0000% | $1581.32           | $1434.95           | Agency Mortgage-Backed Securities |
| GNII SF AS6771 C     | 2039-02-20      | 6.0000%  | 0.0000% | $7598.75           | $7917.72           | Agency Mortgage-Backed Securities |
| GNMI SF 503515 X     | 2029-03-15      | 7.0000%  | 0.0000% | $104.19            | $105.66            | Agency Mortgage-Backed Securities |
| GNPL RX 628954       | 2033-05-15      | 5.7500%  | 0.0000% | $1783.68           | $1790.12           | Agency Mortgage-Backed Securities |
| GNII SF 675725 C     | 2047-06-20      | 3.5000%  | 0.0000% | $32053.12          | $28532.32          | Agency Mortgage-Backed Securities |
| GNII SF 683318 C     | 2050-01-20      | 3.5000%  | 0.0000% | $7831.15           | $7147.16           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR4051 | 2051-02-01      | 2.0000%  | 0.0000% | $59080.85          | $48225.55          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBV4937 | 2037-03-01      | 2.0000%  | 0.0000% | $241.98            | $222.39            | Agency Mortgage-Backed Securities |

### Security 304: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 959JJF007, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 959JJF007_3.64_0605
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 2.3000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2050-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4  NOTE AA 28 | 2028-06-30      | 4.0000%  | 0.0000% | $2129740700.00     | $2164419456.00     | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44 | 2044-02-15      | 4.5000%  | 0.0000% | $793776000.00      | $763323472.30      | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45 | 2045-02-15      | 4.7500%  | 0.0000% | $133857600.00      | $132257090.60      | U.S. Treasuries (including strips) |

### Security 305: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.630000%
- **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: 959NNY002, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: 959NNY002_3.63_0601
- **C.18 - Value (incl. sponsor support):** $495000000.00
- **C.18.a - Value (excl. sponsor support):** $495000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 02.500 CLFM3661 | 2050-07-01      | 2.5000%  | 0.0000% | $110177083.72      | $93372262.77       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM6402 | 2051-03-01      | 2.0000%  | 0.0000% | $114772340.49      | $92698928.70       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA8509 | 2051-01-01      | 1.5000%  | 0.0000% | $116343121.41      | $89238276.63       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8499 | 2051-01-01      | 2.0000%  | 0.0000% | $107874476.43      | $88255081.77       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8729 | 2051-01-01      | 2.0000%  | 0.0000% | $111915533.52      | $90420314.97       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4280 | 2051-03-01      | 1.5000%  | 0.0000% | $79541591.55       | $61015135.27       | Agency Mortgage-Backed Securities |

### Security 306: RBC Dominion

- **C.1 - Title:** RBC Dominion 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 964FUR009, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: 964FUR009_3.63_0601
- **C.18 - Value (incl. sponsor support):** $1750000000.00
- **C.18.a - Value (excl. sponsor support):** $1750000000.00
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 CLRA7617                      | 2052-07-01      | 5.0000%  | 0.0000% | $232402.77         | $231428.74         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7671                      | 2052-07-01      | 4.5000%  | 0.0000% | $726.07            | $705.72            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9263                      | 2053-06-01      | 5.0000%  | 0.0000% | $784.88            | $778.93            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9269                      | 2053-06-01      | 5.5000%  | 0.0000% | $10460403.06       | $10623541.18       | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CTRB5084                      | 2040-11-01      | 1.5000%  | 0.0000% | $1746690.84        | $1473478.12        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5786                      | 2046-03-01      | 4.0000%  | 0.0000% | $10255359.26       | $9963287.77        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA5418                      | 2052-05-01      | 4.0000%  | 0.0000% | $16344815.24       | $15565071.30       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA5486                      | 2052-01-01      | 2.5000%  | 0.0000% | $994.20            | $847.40            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA5536                      | 2055-10-01      | 5.5000%  | 0.0000% | $983.97            | $1000.88           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA5707                      | 2049-05-01      | 3.5000%  | 0.0000% | $270629.00         | $253295.00         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFM7153                      | 2041-07-01      | 6.0000%  | 0.0000% | $797.54            | $837.93            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX2526                      | 2055-01-01      | 6.5000%  | 0.0000% | $679.39            | $708.55            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX5041                      | 2055-02-01      | 7.0000%  | 0.0000% | $730.30            | $777.95            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX5508                      | 2055-02-01      | 6.0000%  | 0.0000% | $761.83            | $782.96            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX6849                      | 2055-02-01      | 7.0000%  | 0.0000% | $763.31            | $818.15            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX8777                      | 2055-03-01      | 6.5000%  | 0.0000% | $572.82            | $597.30            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX9718                      | 2055-02-01      | 6.5000%  | 0.0000% | $5334.24           | $5646.86           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY0550                      | 2055-03-01      | 6.5000%  | 0.0000% | $988.79            | $1049.67           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQY0582                      | 2055-04-01      | 4.0000%  | 0.0000% | $968.53            | $909.33            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY2777                      | 2055-05-01      | 6.0000%  | 0.0000% | $923.80            | $965.58            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY3004                      | 2055-05-01      | 6.5000%  | 0.0000% | $831.49            | $879.30            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY3061                      | 2055-05-01      | 6.0000%  | 0.0000% | $9249.04           | $9482.24           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY3774                      | 2055-05-01      | 6.0000%  | 0.0000% | $834.74            | $855.73            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQY4595                      | 2055-06-01      | 4.0000%  | 0.0000% | $958.67            | $908.43            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQY5967                      | 2055-06-01      | 4.0000%  | 0.0000% | $956.56            | $898.10            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6303                      | 2055-06-01      | 6.0000%  | 0.0000% | $761.66            | $780.81            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6336                      | 2055-06-01      | 6.5000%  | 0.0000% | $609.10            | $635.93            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ0342                      | 2055-08-01      | 6.5000%  | 0.0000% | $738.06            | $777.34            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0739                      | 2055-08-01      | 6.0000%  | 0.0000% | $990.94            | $1020.89           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQZ0749                      | 2055-08-01      | 4.0000%  | 0.0000% | $984.12            | $923.97            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ1496                      | 2055-08-01      | 6.0000%  | 0.0000% | $753.02            | $772.13            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ2100                      | 2055-09-01      | 5.5000%  | 0.0000% | $2762.06           | $2801.99           | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQZ3063                      | 2055-09-01      | 7.5000%  | 0.0000% | $820.09            | $879.73            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ3221                      | 2055-09-01      | 6.5000%  | 0.0000% | $867.23            | $913.55            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ3416                      | 2055-09-01      | 6.0000%  | 0.0000% | $909.72            | $933.21            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQZ3608                      | 2055-09-01      | 4.0000%  | 0.0000% | $989.60            | $929.12            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC N31276 G                      | 2036-01-01      | 4.5000%  | 0.0000% | $29.58             | $29.57             | Agency Mortgage-Backed Securities  |
| 05.500 FGPC N31313 G                      | 2036-09-01      | 5.5000%  | 0.0000% | $142.36            | $146.45            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC N70075 G                      | 2035-01-01      | 5.0000%  | 0.0000% | $93.62             | $93.26             | Agency Mortgage-Backed Securities  |
| 02.000 FGPC T45026 G                      | 2028-03-01      | 2.0000%  | 0.0000% | $166932.62         | $164248.60         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC O20139 G                      | 2031-09-01      | 5.5000%  | 0.0000% | $10.25             | $10.30             | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A57796 G                      | 2037-02-01      | 6.0000%  | 0.0000% | $9.74              | $10.21             | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZI6124                      | 2036-10-01      | 6.5000%  | 0.0000% | $28.16             | $30.01             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM9482                      | 2051-11-01      | 3.0000%  | 0.0000% | $25637718.49       | $22448471.76       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ4126                      | 2055-09-01      | 6.0000%  | 0.0000% | $4933650.24        | $5065071.17        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ4657                      | 2055-09-01      | 6.0000%  | 0.0000% | $886.30            | $909.43            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ6406                      | 2055-10-01      | 5.5000%  | 0.0000% | $11751464.35       | $11867154.91       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0799                      | 2055-03-01      | 5.0000%  | 0.0000% | $910.47            | $898.87            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0356                      | 2054-12-01      | 5.0000%  | 0.0000% | $9900820.43        | $9836503.60        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0736                      | 2055-02-01      | 5.5000%  | 0.0000% | $920.66            | $942.51            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL2017                      | 2055-08-01      | 5.5000%  | 0.0000% | $32553306.90       | $33120834.02       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2053                      | 2055-08-01      | 6.0000%  | 0.0000% | $795.95            | $815.96            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL2459                      | 2055-07-01      | 5.5000%  | 0.0000% | $863.50            | $875.38            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL3591                      | 2055-12-01      | 5.0000%  | 0.0000% | $973.37            | $967.79            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL2773                      | 2055-08-01      | 6.5000%  | 0.0000% | $868.25            | $907.34            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL2830                      | 2055-10-01      | 5.5000%  | 0.0000% | $5093.98           | $5167.91           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL3117                      | 2055-09-01      | 6.0000%  | 0.0000% | $917.61            | $943.17            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL3422                      | 2055-02-01      | 4.5000%  | 0.0000% | $996.64            | $961.76            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3340                      | 2047-05-01      | 4.5000%  | 0.0000% | $32654.80          | $32018.36          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZA3821                      | 2030-07-01      | 2.5000%  | 0.0000% | $450.83            | $437.30            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA5457                      | 2048-06-01      | 4.5000%  | 0.0000% | $159.47            | $156.36            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZS4715                      | 2047-04-01      | 4.5000%  | 0.0000% | $80.94             | $79.44             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4739                      | 2047-10-01      | 3.5000%  | 0.0000% | $505.53            | $466.97            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAL7521                      | 2039-06-01      | 5.0000%  | 0.0000% | $202.99            | $203.95            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX3838                      | 2053-02-01      | 4.5000%  | 0.0000% | $953.84            | $918.79            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0996                      | 2048-01-01      | 3.5000%  | 0.0000% | $484.97            | $448.20            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA3495                      | 2049-05-01      | 4.0000%  | 0.0000% | $4467061.39        | $4252057.76        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICA5934                      | 2035-06-01      | 2.0000%  | 0.0000% | $417.71            | $386.01            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4094                      | 2052-11-01      | 5.0000%  | 0.0000% | $1370.32           | $1377.14           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL3438                      | 2055-10-01      | 5.0000%  | 0.0000% | $1029374.63        | $1016491.89        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL4458                      | 2056-03-01      | 5.5000%  | 0.0000% | $55932194.34       | $56753769.93       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL4464                      | 2056-03-01      | 5.5000%  | 0.0000% | $4376779.11        | $4422222.23        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL4466                      | 2055-08-01      | 6.0000%  | 0.0000% | $29126277.20       | $30424687.81       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL3608                      | 2055-08-01      | 5.0000%  | 0.0000% | $985.84            | $973.01            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3916                      | 2056-01-01      | 5.5000%  | 0.0000% | $32578307.13       | $33146367.84       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL4306                      | 2056-02-01      | 5.5000%  | 0.0000% | $1885.97           | $1902.03           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSL4769                      | 2052-05-01      | 3.0000%  | 0.0000% | $6020.36           | $5360.34           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL4918                      | 2056-04-01      | 5.5000%  | 0.0000% | $32194908.03       | $32528150.37       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL5080                      | 2054-08-01      | 5.0000%  | 0.0000% | $2665354.27        | $2645558.39        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1101                      | 2054-03-01      | 6.0000%  | 0.0000% | $1452.48           | $1497.35           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1212                      | 2054-04-01      | 5.5000%  | 0.0000% | $9343154.99        | $9525129.54        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3511                      | 2055-02-01      | 6.0000%  | 0.0000% | $17672100.72       | $18250184.60       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2906                      | 2054-11-01      | 5.5000%  | 0.0000% | $86197937.39       | $88057811.15       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3077                      | 2054-12-01      | 5.5000%  | 0.0000% | $837.21            | $852.96            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3060                      | 2054-12-01      | 5.0000%  | 0.0000% | $172296.67         | $170668.96         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3071                      | 2054-12-01      | 5.5000%  | 0.0000% | $17331336.48       | $17556570.68       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3093                      | 2054-12-01      | 6.0000%  | 0.0000% | $41047909.74       | $42365739.21       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3275                      | 2055-02-01      | 5.5000%  | 0.0000% | $906.73            | $925.32            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4393                      | 2055-06-01      | 6.0000%  | 0.0000% | $831.74            | $855.42            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS9495                      | 2045-10-01      | 3.5000%  | 0.0000% | $39324.93          | $36791.90          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZT1107                      | 2043-03-01      | 3.5000%  | 0.0000% | $554.99            | $519.91            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZT2090                      | 2049-06-01      | 3.0000%  | 0.0000% | $109.82            | $97.42             | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB0422                      | 2035-10-01      | 2.0000%  | 0.0000% | $609.11            | $561.00            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB1208                      | 2037-08-01      | 2.5000%  | 0.0000% | $794.78            | $751.22            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0852                      | 2052-02-01      | 2.5000%  | 0.0000% | $12592883.69       | $10730955.87       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0415                      | 2043-01-01      | 3.5000%  | 0.0000% | $383.98            | $363.35            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD0514                      | 2050-10-01      | 2.0000%  | 0.0000% | $157777.79         | $128839.07         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS5165                      | 2045-06-01      | 3.0000%  | 0.0000% | $721.68            | $653.98            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8509                      | 2046-12-01      | 3.0000%  | 0.0000% | $4852339.86        | $4402185.05        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6729                      | 2050-08-01      | 3.0000%  | 0.0000% | $6732702.79        | $6024909.46        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA9107                      | 2051-02-01      | 2.5000%  | 0.0000% | $676.61            | $572.20            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0496                      | 2051-05-01      | 2.0000%  | 0.0000% | $718.66            | $581.04            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1024                      | 2051-07-01      | 2.5000%  | 0.0000% | $678.84            | $581.56            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2885                      | 2052-02-01      | 3.0000%  | 0.0000% | $877840.02         | $777581.33         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3612                      | 2052-05-01      | 4.0000%  | 0.0000% | $792.19            | $753.39            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS8356                      | 2052-08-01      | 3.5000%  | 0.0000% | $881.83            | $803.51            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9974                      | 2054-12-01      | 6.0000%  | 0.0000% | $15935419.76       | $16637943.37       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0562                      | 2055-06-01      | 5.5000%  | 0.0000% | $946.84            | $970.31            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1692                      | 2055-12-01      | 5.5000%  | 0.0000% | $1996.04           | $2041.83           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1706                      | 2055-12-01      | 5.5000%  | 0.0000% | $167147.25         | $170102.71         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1007                      | 2055-09-01      | 5.5000%  | 0.0000% | $6709085.02        | $6859125.51        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1008                      | 2055-09-01      | 5.5000%  | 0.0000% | $952.44            | $971.87            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1223                      | 2055-10-01      | 5.5000%  | 0.0000% | $955.57            | $970.47            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC1505                      | 2055-11-01      | 5.0000%  | 0.0000% | $942321.98         | $935466.48         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4753                      | 2055-09-01      | 6.0000%  | 0.0000% | $880.58            | $907.16            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ5087                      | 2055-10-01      | 5.5000%  | 0.0000% | $941.61            | $957.45            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRJ5143                      | 2055-10-01      | 4.5000%  | 0.0000% | $7122.41           | $6881.08           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ5611                      | 2055-12-01      | 5.5000%  | 0.0000% | $2902.97           | $2953.13           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ5613                      | 2055-12-01      | 5.5000%  | 0.0000% | $19451653.06       | $19817612.15       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ6592                      | 2056-05-01      | 6.0000%  | 0.0000% | $1008.00           | $1054.65           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0026                      | 2055-07-01      | 5.0000%  | 0.0000% | $936.36            | $924.35            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0012                      | 2055-06-01      | 5.0000%  | 0.0000% | $930.92            | $918.98            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRQ0015                      | 2055-06-01      | 6.5000%  | 0.0000% | $625.66            | $652.40            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRQ0058                      | 2055-10-01      | 6.5000%  | 0.0000% | $35878913.60       | $37412398.32       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0063                      | 2055-11-01      | 5.0000%  | 0.0000% | $135205.18         | $133440.47         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0102                      | 2056-03-01      | 5.0000%  | 0.0000% | $38981183.86       | $38472397.12       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1591                      | 2052-09-01      | 5.0000%  | 0.0000% | $725.87            | $718.17            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD2452                      | 2053-02-01      | 6.5000%  | 0.0000% | $121948.31         | $127841.29         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD3261                      | 2052-06-01      | 3.0000%  | 0.0000% | $1536942.34        | $1356456.64        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD4784                      | 2054-01-01      | 5.0000%  | 0.0000% | $51703197.49       | $51429113.10       | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD5043                      | 2054-02-01      | 7.0000%  | 0.0000% | $5585295.09        | $6069637.61        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8010                      | 2049-09-01      | 3.0000%  | 0.0000% | $174.07            | $154.52            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7356                      | 2055-01-01      | 5.5000%  | 0.0000% | $824.01            | $837.49            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7340                      | 2052-04-01      | 2.5000%  | 0.0000% | $5835612.90        | $5016715.61        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD7537                      | 2051-03-01      | 2.0000%  | 0.0000% | $22559781.84       | $18343709.56       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA2570                      | 2053-09-01      | 6.5000%  | 0.0000% | $587.54            | $621.46            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5312                      | 2052-12-01      | 6.0000%  | 0.0000% | $675.64            | $698.08            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4613                      | 2052-09-01      | 4.5000%  | 0.0000% | $55249.60          | $53369.95          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL995018                      | 2038-06-01      | 5.5000%  | 0.0000% | $6369500.60        | $6582291.47        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CNMA3159                      | 2027-10-01      | 3.0000%  | 0.0000% | $86933.78          | $86433.07          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CKMA3399                      | 2048-06-01      | 3.5000%  | 0.0000% | $74197.07          | $67985.16          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTB3328                      | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $997.97            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7565                      | 2053-09-01      | 5.5000%  | 0.0000% | $344089.81         | $351603.96         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7575                      | 2055-01-01      | 5.5000%  | 0.0000% | $905.27            | $925.44            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8189                      | 2052-01-01      | 2.5000%  | 0.0000% | $40664.97          | $34297.83          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8267                      | 2052-11-01      | 5.0000%  | 0.0000% | $12174372.10       | $12112731.91       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8324                      | 2053-05-01      | 5.5000%  | 0.0000% | $14443472.73       | $14607778.47       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8512                      | 2055-03-01      | 4.0000%  | 0.0000% | $931.11            | $874.20            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8507                      | 2055-02-01      | 6.0000%  | 0.0000% | $635.66            | $651.64            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8533                      | 2055-05-01      | 5.5000%  | 0.0000% | $799.40            | $806.19            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4373                      | 2053-11-01      | 6.5000%  | 0.0000% | $822803.61         | $882115.04         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD3741                      | 2053-09-01      | 6.5000%  | 0.0000% | $664.85            | $705.77            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC0077                      | 2054-08-01      | 4.5000%  | 0.0000% | $1100577.14        | $1066330.48        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4789                      | 2055-08-01      | 6.0000%  | 0.0000% | $877.54            | $899.60            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC5216                      | 2054-09-01      | 6.5000%  | 0.0000% | $984.07            | $1039.92           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD6390                      | 2055-04-01      | 6.0000%  | 0.0000% | $760.71            | $780.85            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD6416                      | 2055-04-01      | 6.5000%  | 0.0000% | $801.05            | $838.25            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7308                      | 2053-10-01      | 6.5000%  | 0.0000% | $230841.14         | $245953.75         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9775                      | 2055-01-01      | 5.0000%  | 0.0000% | $4812554.45        | $4799381.95        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9011                      | 2054-08-01      | 6.0000%  | 0.0000% | $21821043.36       | $22552848.42       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9022                      | 2054-08-01      | 6.5000%  | 0.0000% | $744.41            | $792.36            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9151                      | 2054-09-01      | 6.0000%  | 0.0000% | $841.23            | $879.27            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9491                      | 2054-11-01      | 5.5000%  | 0.0000% | $928.75            | $943.84            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9933                      | 2055-02-01      | 5.5000%  | 0.0000% | $28205325.24       | $28576670.29       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9969                      | 2055-02-01      | 5.5000%  | 0.0000% | $1749094.30        | $1790792.32        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9998                      | 2055-02-01      | 6.0000%  | 0.0000% | $15401591.11       | $15896054.06       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF8980                      | 2056-01-01      | 5.5000%  | 0.0000% | $1990.48           | $2017.92           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG0823                      | 2056-02-01      | 5.0000%  | 0.0000% | $1948.12           | $1927.21           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4470                      | 2036-11-01      | 2.0000%  | 0.0000% | $572.15            | $525.49            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4492                      | 2051-12-01      | 2.0000%  | 0.0000% | $24752502.92       | $19916199.40       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3744                      | 2049-08-01      | 3.0000%  | 0.0000% | $117.24            | $104.11            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA3986                      | 2035-04-01      | 3.5000%  | 0.0000% | $36209.45          | $35221.01          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4047                      | 2050-06-01      | 2.0000%  | 0.0000% | $1422295.59        | $1151939.32        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4077                      | 2050-07-01      | 2.0000%  | 0.0000% | $1846611.09        | $1494491.08        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5270                      | 2054-02-01      | 5.0000%  | 0.0000% | $845.59            | $836.44            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5295                      | 2054-03-01      | 6.0000%  | 0.0000% | $285736.55         | $293159.03         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4536                      | 2037-02-01      | 2.0000%  | 0.0000% | $300103.08         | $275811.10         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTB3833                      | 2056-05-01      | 5.0000%  | 0.0000% | $1610.00           | $1594.81           | Agency Mortgage-Backed Securities  |
| GNII SF MA8567 M                          | 2053-01-20      | 4.0000%  | 0.0000% | $1948355.67        | $1833595.79        | Agency Mortgage-Backed Securities  |
| GNII SF MA8647 M                          | 2053-02-20      | 5.0000%  | 0.0000% | $726.82            | $724.30            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G67710 G                      | 2048-03-01      | 3.5000%  | 0.0000% | $242.01            | $224.53            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE2861                      | 2052-06-01      | 4.5000%  | 0.0000% | $2506.25           | $2429.50           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5831                      | 2052-07-01      | 5.0000%  | 0.0000% | $7088261.57        | $7060382.65        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE6751                      | 2052-08-01      | 5.0000%  | 0.0000% | $2404.15           | $2383.66           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE0981                      | 2055-06-01      | 6.0000%  | 0.0000% | $845.89            | $867.16            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1462                      | 2055-06-01      | 6.0000%  | 0.0000% | $988.70            | $1043.28           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF2331                      | 2055-10-01      | 6.0000%  | 0.0000% | $2912.10           | $3031.38           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG2528                      | 2056-02-01      | 5.5000%  | 0.0000% | $996.59            | $1005.04           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDG7906                      | 2056-04-01      | 4.5000%  | 0.0000% | $4495153.05        | $4334905.34        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG7958                      | 2056-04-01      | 5.0000%  | 0.0000% | $998.86            | $991.11            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDG8897                      | 2056-04-01      | 4.5000%  | 0.0000% | $998.92            | $963.59            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG8139                      | 2056-04-01      | 6.0000%  | 0.0000% | $999.16            | $1039.56           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4803                      | 2052-11-01      | 3.5000%  | 0.0000% | $829.44            | $756.16            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4979                      | 2053-04-01      | 5.5000%  | 0.0000% | $1022.68           | $1034.66           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA5026                      | 2053-04-01      | 3.5000%  | 0.0000% | $29488.64          | $27023.75          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5071                      | 2053-07-01      | 5.0000%  | 0.0000% | $2419571.14        | $2401228.10        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072                      | 2053-07-01      | 5.5000%  | 0.0000% | $234345587.28      | $236958019.90      | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5168                      | 2038-10-01      | 5.0000%  | 0.0000% | $105440.57         | $106463.22         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5215                      | 2053-12-01      | 5.5000%  | 0.0000% | $204528.45         | $206667.36         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5421                      | 2054-07-01      | 6.0000%  | 0.0000% | $52585690.53       | $53907887.62       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5444                      | 2054-08-01      | 5.5000%  | 0.0000% | $44417.50          | $44794.33          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTMA5453                      | 2044-08-01      | 5.5000%  | 0.0000% | $573.85            | $581.91            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA5572                      | 2054-11-01      | 3.5000%  | 0.0000% | $138267.11         | $125985.15         | Agency Mortgage-Backed Securities  |
| GNII SF MB0260 M                          | 2055-02-20      | 6.0000%  | 0.0000% | $34950757.66       | $35865931.61       | Agency Mortgage-Backed Securities  |
| GNII SF MB1069 M                          | 2056-04-20      | 4.5000%  | 0.0000% | $3663223.72        | $3533838.66        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF3339                      | 2052-11-01      | 5.0000%  | 0.0000% | $752.40            | $746.42            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF7882                      | 2053-02-01      | 5.5000%  | 0.0000% | $1463.50           | $1502.21           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG4457                      | 2053-06-01      | 5.0000%  | 0.0000% | $1523.17           | $1513.82           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH4331                      | 2053-11-01      | 7.0000%  | 0.0000% | $1303518.29        | $1411070.86        | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CIQN5329                      | 2036-02-01      | 1.5000%  | 0.0000% | $57947945.90       | $52162461.63       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA4232                      | 2050-12-01      | 2.0000%  | 0.0000% | $55486223.15       | $45394697.17       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA5275                      | 2051-05-01      | 2.5000%  | 0.0000% | $686.99            | $576.30            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I4BF0383                      | 2059-04-01      | 4.5000%  | 0.0000% | $4996164.29        | $4806789.68        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1802                      | 2055-06-01      | 5.5000%  | 0.0000% | $926.91            | $941.36            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2042                      | 2055-03-01      | 6.5000%  | 0.0000% | $776.23            | $818.13            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2068                      | 2055-06-01      | 6.5000%  | 0.0000% | $11829591.85       | $12497852.08       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2842                      | 2055-07-01      | 6.5000%  | 0.0000% | $136070.16         | $141885.87         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3138                      | 2055-10-01      | 5.5000%  | 0.0000% | $4363787.60        | $4422121.75        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3641                      | 2055-08-01      | 6.0000%  | 0.0000% | $957.91            | $981.99            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA4228                      | 2054-05-01      | 5.5000%  | 0.0000% | $96699120.37       | $97754763.20       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5762                      | 2055-07-01      | 6.5000%  | 0.0000% | $19428671.43       | $20259063.65       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5877                      | 2055-11-01      | 4.5000%  | 0.0000% | $153859.44         | $148075.09         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA6030                      | 2056-04-01      | 5.5000%  | 0.0000% | $7152327.47        | $7213006.23        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA6080                      | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.48           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTMA6090                      | 2046-05-01      | 4.5000%  | 0.0000% | $804999.00         | $782974.23         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAD4117                      | 2040-05-01      | 4.5000%  | 0.0000% | $116.60            | $115.75            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM4862                      | 2050-11-01      | 2.5000%  | 0.0000% | $590.95            | $497.21            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY7059                      | 2055-07-01      | 5.5000%  | 0.0000% | $2142263.14        | $2184784.45        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY7231                      | 2055-07-01      | 6.0000%  | 0.0000% | $2347282.83        | $2446501.69        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY7212                      | 2055-07-01      | 6.0000%  | 0.0000% | $838.53            | $877.71            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY8749                      | 2055-07-01      | 6.5000%  | 0.0000% | $794.95            | $831.05            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY8867                      | 2055-07-01      | 7.0000%  | 0.0000% | $887.76            | $957.18            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY9660                      | 2055-08-01      | 6.5000%  | 0.0000% | $1025502.12        | $1086483.15        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1450                      | 2052-01-01      | 2.0000%  | 0.0000% | $791.48            | $636.75            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU4842                      | 2054-08-01      | 5.5000%  | 0.0000% | $770.29            | $791.44            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6020                      | 2051-10-01      | 2.5000%  | 0.0000% | $686.69            | $579.98            | Agency Mortgage-Backed Securities  |
| BILL 07/09/26                             | 2026-07-09      | 0.0000%  | 0.0000% | $99900.00          | $99487.41          | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-06-25      | 0.0000%  | 0.0000% | $100.00            | $99.73             | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-07-16      | 0.0000%  | 0.0000% | $816300.00         | $812371.96         | U.S. Treasuries (including strips) |
| BILL 06/23/26                             | 2026-06-23      | 0.0000%  | 0.0000% | $600400.00         | $598893.00         | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-06-30      | 0.0000%  | 0.0000% | $193000.00         | $192379.12         | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-07-21      | 0.0000%  | 0.0000% | $750600.00         | $746606.81         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32                           | 2032-09-30      | 3.8750%  | 0.0000% | $1000000.00        | $984703.58         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AD 30                          | 2030-09-30      | 3.6250%  | 0.0000% | $233600.00         | $230199.39         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AU 28                          | 2028-11-15      | 3.5000%  | 0.0000% | $252600.00         | $249612.13         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AG 30                          | 2030-11-30      | 3.5000%  | 0.0000% | $35001700.00       | $34678763.55       | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2028-04-30      | 3.7361%  | 0.0000% | $9999200.00        | $10030124.69       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31                           | 2031-12-31      | 4.5000%  | 0.0000% | $7194300.00        | $7430360.09        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27                          | 2027-02-28      | 4.1250%  | 0.0000% | $100.00            | $101.21            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28                          | 2028-03-15      | 3.8750%  | 0.0000% | $200.00            | $201.07            | U.S. Treasuries (including strips) |
| 1 5/8 TRIN X 30                           | 2030-04-15      | 1.6250%  | 0.0000% | $7542368.36        | $7579579.02        | U.S. Treasuries (including strips) |
| 4 NOTE M 32                               | 2032-06-30      | 4.0000%  | 0.0000% | $60021300.00       | $60220816.11       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27                          | 2027-06-30      | 3.7500%  | 0.0000% | $15133800.00       | $15340105.22       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27                          | 2027-07-31      | 3.8750%  | 0.0000% | $100.00            | $101.17            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29                           | 2029-02-28      | 4.2500%  | 0.0000% | $3455900.00        | $3507299.68        | U.S. Treasuries (including strips) |
| 2 1/8 TRIN X 29                           | 2029-04-15      | 2.1250%  | 0.0000% | $11602562.29       | $11840677.55       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29                           | 2029-05-31      | 4.5000%  | 0.0000% | $2000.00           | $2067.48           | U.S. Treasuries (including strips) |
| 4 NOTE AB 29                              | 2029-07-31      | 4.0000%  | 0.0000% | $900.00            | $909.31            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27                          | 2027-08-15      | 3.7500%  | 0.0000% | $18200.00          | $18350.88          | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33                           | 2033-02-15      | 3.5000%  | 0.0000% | $59014700.00       | $56909088.76       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE K 30                           | 2030-04-30      | 3.5000%  | 0.0000% | $31476900.00       | $30855393.40       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30                           | 2030-06-30      | 3.7500%  | 0.0000% | $400.00            | $400.42            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28                          | 2028-09-30      | 4.6250%  | 0.0000% | $200.00            | $204.02            | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31                           | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $86.70             | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43                             | 2043-11-15      | 4.7500%  | 0.0000% | $500.00            | $490.13            | U.S. Treasuries (including strips) |
| 4 7/8 BOND 45                             | 2045-08-15      | 4.8750%  | 0.0000% | $8037200.00        | $8041972.94        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41                             | 2041-05-15      | 2.2500%  | 0.0000% | $60000000.00       | $43514818.70       | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41                             | 2041-08-15      | 1.7500%  | 0.0000% | $983400.00         | $658742.57         | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51                             | 2051-11-15      | 1.8750%  | 0.0000% | $4855100.00        | $2643516.09        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52                             | 2052-02-15      | 2.2500%  | 0.0000% | $5853600.00        | $3525429.72        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 52                             | 2052-05-15      | 2.8750%  | 0.0000% | $31504900.00       | $21632737.19       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 52                             | 2052-05-15      | 2.8750%  | 0.0000% | $43261800.00       | $29705574.37       | U.S. Treasuries (including strips) |
| 4 BOND 52                                 | 2052-11-15      | 4.0000%  | 0.0000% | $24698000.00       | $21000653.56       | U.S. Treasuries (including strips) |
| 2 1/4 TPRN 46                             | 2046-08-15      | 0.0000%  | 0.0000% | $882500.00         | $314800.10         | U.S. Treasuries (including strips) |
| 4 1/2 BOND 36                             | 2036-02-15      | 4.5000%  | 0.0000% | $300.00            | $306.60            | U.S. Treasuries (including strips) |
| 4 3/8 BOND 40                             | 2040-05-15      | 4.3750%  | 0.0000% | $59400.00          | $57270.30          | U.S. Treasuries (including strips) |
| 0 5/8 TRIB 43                             | 2043-02-15      | 0.6250%  | 0.0000% | $8848586.89        | $6564132.30        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. - Credit Agricole 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 973VFA007, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: 973VFA007_3.63_0601
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| BILL 07/02/26                             | 2026-07-02      | 0.0000%  | 0.0000% | $1465000.00        | $1460443.85        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AT 28                          | 2028-10-15      | 3.5000%  | 0.0000% | $18041100.00       | $17902303.51       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27                          | 2027-10-31      | 3.5000%  | 0.0000% | $50000000.00       | $49824757.61       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE R 32                           | 2032-10-31      | 3.7500%  | 0.0000% | $200.00            | $195.03            | U.S. Treasuries (including strips) |
| TRFR BK 10/31/27                          | 2027-10-31      | 3.8180%  | 0.0000% | $100.00            | $100.47            | U.S. Treasuries (including strips) |
| 4 NOTE F 35                               | 2035-11-15      | 4.0000%  | 0.0000% | $137612400.00      | $133343627.50      | U.S. Treasuries (including strips) |
| T 3 3/8 11/30/27                          | 2027-11-30      | 3.3750%  | 0.0000% | $352852000.00      | $355744172.70      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AG 30                          | 2030-11-30      | 3.5000%  | 0.0000% | $62432000.00       | $61933273.97       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AV 28                          | 2028-12-15      | 3.5000%  | 0.0000% | $6704400.00        | $6724844.29        | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2028-01-31      | 3.7270%  | 0.0000% | $100.00            | $100.32            | U.S. Treasuries (including strips) |
| 4 NOTE G 33                               | 2033-01-31      | 4.0000%  | 0.0000% | $409463000.00      | $408633704.00      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34                           | 2034-11-15      | 4.2500%  | 0.0000% | $28999400.00       | $28800169.71       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27                          | 2027-02-28      | 4.1250%  | 0.0000% | $3587100.00        | $3630788.42        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28                          | 2028-06-15      | 3.8750%  | 0.0000% | $701600.00         | $712121.37         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27                          | 2027-07-31      | 3.8750%  | 0.0000% | $24255100.00       | $24545875.37       | U.S. Treasuries (including strips) |
| TRFR BF 07/31/27                          | 2027-07-31      | 3.7870%  | 0.0000% | $1200.00           | $1204.89           | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AM 27                          | 2027-04-15      | 4.5000%  | 0.0000% | $101600.00         | $102689.54         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31                           | 2031-07-31      | 4.1250%  | 0.0000% | $100.00            | $101.22            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27                          | 2027-10-15      | 3.8750%  | 0.0000% | $9449900.00        | $9484235.93        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29                           | 2029-04-30      | 2.8750%  | 0.0000% | $17800.00          | $17269.73          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29                           | 2029-12-31      | 3.8750%  | 0.0000% | $1560600.00        | $1574454.36        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29                           | 2029-08-15      | 1.6250%  | 0.0000% | $125000000.00      | $116539702.40      | U.S. Treasuries (including strips) |
| 1 5/8 NOTE R 26                           | 2026-10-31      | 1.6250%  | 0.0000% | $200.00            | $198.46            | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27                           | 2027-06-30      | 0.5000%  | 0.0000% | $800.00            | $773.03            | U.S. Treasuries (including strips) |
| 0 3/8 NOTE Q 27                           | 2027-09-30      | 0.3750%  | 0.0000% | $174600.00         | $166710.61         | U.S. Treasuries (including strips) |
| 0 1/2 NOTE R 27                           | 2027-10-31      | 0.5000%  | 0.0000% | $307000.00         | $292608.46         | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30                           | 2030-11-15      | 0.8750%  | 0.0000% | $100.00            | $86.93             | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28                           | 2028-04-30      | 1.2500%  | 0.0000% | $100.00            | $95.06             | U.S. Treasuries (including strips) |
| 1 NOTE N 28                               | 2028-07-31      | 1.0000%  | 0.0000% | $150000600.00      | $141196715.10      | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28                           | 2028-10-31      | 1.3750%  | 0.0000% | $47080100.00       | $44271515.91       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31                           | 2031-11-15      | 1.3750%  | 0.0000% | $12500000.00       | $10805451.22       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43                             | 2043-11-15      | 4.7500%  | 0.0000% | $295454000.00      | $290158597.20      | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44                             | 2044-11-15      | 4.6250%  | 0.0000% | $100.00            | $96.17             | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26                           | 2026-08-15      | 1.5000%  | 0.0000% | $2600.00           | $2598.62           | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27                           | 2027-08-15      | 2.2500%  | 0.0000% | $25016500.00       | $24683728.86       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48                             | 2048-05-15      | 3.1250%  | 0.0000% | $37300.00          | $27893.87          | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48                             | 2048-11-15      | 3.3750%  | 0.0000% | $1500000.00        | $1167943.45        | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40                             | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $64.27             | U.S. Treasuries (including strips) |
| 4 BOND 42                                 | 2042-11-15      | 4.0000%  | 0.0000% | $91573800.00       | $82521705.98       | U.S. Treasuries (including strips) |
| 4 3/8 BOND 39                             | 2039-11-15      | 4.3750%  | 0.0000% | $73905800.00       | $71651776.73       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 41                             | 2041-02-15      | 4.7500%  | 0.0000% | $24999900.00       | $25271378.75       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41                             | 2041-11-15      | 3.1250%  | 0.0000% | $6361400.00        | $5179024.77        | U.S. Treasuries (including strips) |
| 3 1/8 BOND 42                             | 2042-02-15      | 3.1250%  | 0.0000% | $8944000.00        | $7317726.56        | U.S. Treasuries (including strips) |
| 3 3/8 BOND 44                             | 2044-05-15      | 3.3750%  | 0.0000% | $120661900.00      | $98100172.02       | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46                             | 2046-05-15      | 2.5000%  | 0.0000% | $23717300.00       | $16207076.71       | U.S. Treasuries (including strips) |

### Security 308: Wingo Family Master Trust

- **C.1 - Title:** Wingo Family Master Trust 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 97413AAC8, C.4 - ISIN: US97413AAC80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $23180000.00
- **C.18.a - Value (excl. sponsor support):** $23180000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2050-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 309: Fixed Income Clearing Corp. - Nomura Securities

- **C.1 - Title:** Fixed Income Clearing Corp. - Nomura Securities 3.630000%
- **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: 979QHS001, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: 979QHS001_3.63_0601
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 1.9100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 03.000 CLRA6701 | 2052-01-01      | 3.0000%  | 0.0000% | $1359300.76        | $1200033.30        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7407 | 2052-05-01      | 4.0000%  | 0.0000% | $6499198.47        | $6125501.77        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA8776 | 2053-03-01      | 4.5000%  | 0.0000% | $5745242.94        | $5551513.34        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9284 | 2053-06-01      | 6.0000%  | 0.0000% | $1618349.86        | $1693249.79        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CTRB5296 | 2044-03-01      | 4.5000%  | 0.0000% | $816454.66         | $801086.54         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CTRB5332 | 2045-02-01      | 4.5000%  | 0.0000% | $872.09            | $855.27            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5400 | 2046-05-01      | 5.0000%  | 0.0000% | $509725.70         | $508581.82         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIRC2261 | 2036-08-01      | 3.5000%  | 0.0000% | $1346881.38        | $1301304.56        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIRC2452 | 2036-12-01      | 3.0000%  | 0.0000% | $1508607.14        | $1439134.78        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CNRD5257 | 2035-08-01      | 5.5000%  | 0.0000% | $2379391.80        | $2433139.35        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3PRE6014 | 2049-10-01      | 3.0000%  | 0.0000% | $1498419.73        | $1304692.54        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 3PRE6049 | 2050-06-01      | 2.5000%  | 0.0000% | $337.62            | $280.73            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 3PRE6156 | 2054-11-01      | 6.5000%  | 0.0000% | $1160877.22        | $1186766.59        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI0581 | 2054-02-01      | 6.0000%  | 0.0000% | $1550.66           | $1608.11           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQI2912 | 2054-04-01      | 5.0000%  | 0.0000% | $1010423.42        | $1013289.87        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI3367 | 2054-04-01      | 5.5000%  | 0.0000% | $2051793.17        | $2074731.76        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI3816 | 2054-04-01      | 6.5000%  | 0.0000% | $913874.24         | $965994.82         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQI4641 | 2054-04-01      | 5.0000%  | 0.0000% | $803638.82         | $799531.33         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3446 | 2048-02-01      | 3.5000%  | 0.0000% | $1947249.07        | $1797344.42        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM3879 | 2048-05-01      | 4.5000%  | 0.0000% | $4457268.83        | $4378303.85        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5003 | 2047-03-01      | 4.0000%  | 0.0000% | $1731230.57        | $1655092.97        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBM5202 | 2048-12-01      | 5.5000%  | 0.0000% | $1560012.53        | $1601687.92        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBM5203 | 2048-12-01      | 5.5000%  | 0.0000% | $628266.25         | $645906.57         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM5254 | 2048-12-01      | 4.5000%  | 0.0000% | $1652519.13        | $1619543.11        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CQBM6235 | 2048-02-01      | 3.5000%  | 0.0000% | $885950.02         | $820595.45         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5799 | 2049-04-01      | 4.0000%  | 0.0000% | $877988.79         | $835819.96         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CKBM7485 | 2050-09-01      | 3.0000%  | 0.0000% | $1758.46           | $1535.40           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN0803 | 2049-12-01      | 3.5000%  | 0.0000% | $842464.51         | $778230.15         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN0807 | 2050-01-01      | 3.5000%  | 0.0000% | $684091.97         | $633171.05         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBN2655 | 2048-10-01      | 5.5000%  | 0.0000% | $927403.94         | $954553.48         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBN9135 | 2051-04-01      | 2.5000%  | 0.0000% | $3319301.48        | $2784609.96        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBN9662 | 2049-05-01      | 5.5000%  | 0.0000% | $1004927.85        | $1033546.96        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO5023 | 2049-12-01      | 3.0000%  | 0.0000% | $796703.36         | $709889.25         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO5176 | 2049-11-01      | 3.0000%  | 0.0000% | $3498265.78        | $3125677.15        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBO7306 | 2050-02-01      | 4.5000%  | 0.0000% | $4591319.46        | $4495131.31        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO9016 | 2050-02-01      | 3.5000%  | 0.0000% | $3464944.71        | $3195795.50        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP1883 | 2050-04-01      | 3.5000%  | 0.0000% | $1323263.31        | $1219681.20        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA5687 | 2056-05-01      | 5.0000%  | 0.0000% | $52599080.00       | $52032845.07       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA5689 | 2056-05-01      | 5.0000%  | 0.0000% | $2048.00           | $2033.90           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA5690 | 2056-05-01      | 5.0000%  | 0.0000% | $1024.00           | $1016.66           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA5691 | 2056-05-01      | 5.0000%  | 0.0000% | $14581164.00       | $14448736.25       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA5693 | 2056-05-01      | 5.0000%  | 0.0000% | $47189116.00       | $46681119.93       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFM1094 | 2048-04-01      | 5.0000%  | 0.0000% | $2373715.95        | $2387910.51        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM1303 | 2048-01-01      | 3.0000%  | 0.0000% | $712382.00         | $642142.08         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM2597 | 2048-09-01      | 4.0000%  | 0.0000% | $1902213.60        | $1811472.52        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM2336 | 2050-01-01      | 4.0000%  | 0.0000% | $736791.30         | $700945.75         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM2723 | 2035-04-01      | 2.5000%  | 0.0000% | $1172087.12        | $1105646.71        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM3019 | 2035-02-01      | 3.5000%  | 0.0000% | $963418.13         | $939633.48         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM5603 | 2048-09-01      | 3.0000%  | 0.0000% | $891282.20         | $803378.01         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM5994 | 2051-02-01      | 2.5000%  | 0.0000% | $772725.18         | $648234.09         | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLFM6093 | 2038-11-01      | 7.5000%  | 0.0000% | $1167284.89        | $1229583.27        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAE3735 | 2041-01-01      | 4.5000%  | 0.0000% | $646819.00         | $642718.17         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX0557 | 2054-12-01      | 6.5000%  | 0.0000% | $3934024.34        | $4102166.73        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX2049 | 2054-12-01      | 6.5000%  | 0.0000% | $14491526.64       | $15129871.95       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX7494 | 2055-02-01      | 5.5000%  | 0.0000% | $2286299.50        | $2325803.96        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX7866 | 2055-03-01      | 6.0000%  | 0.0000% | $3957364.03        | $4095356.00        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX7952 | 2055-03-01      | 6.5000%  | 0.0000% | $1020968.66        | $1089545.66        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX8257 | 2055-03-01      | 6.0000%  | 0.0000% | $9681293.24        | $9924939.12        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX8376 | 2055-03-01      | 6.5000%  | 0.0000% | $1928482.89        | $2043157.34        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX9099 | 2055-04-01      | 5.5000%  | 0.0000% | $8094462.98        | $8208698.34        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX9163 | 2055-04-01      | 6.0000%  | 0.0000% | $987.86            | $1022.87           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY0769 | 2055-04-01      | 6.0000%  | 0.0000% | $836105.36         | $868504.16         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY0139 | 2055-04-01      | 6.0000%  | 0.0000% | $6212029.44        | $6400053.08        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY0218 | 2055-04-01      | 6.0000%  | 0.0000% | $2119823.52        | $2201094.73        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY0219 | 2055-04-01      | 6.0000%  | 0.0000% | $1494500.95        | $1553691.66        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY0763 | 2055-04-01      | 6.0000%  | 0.0000% | $602954.34         | $626318.62         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY0919 | 2055-04-01      | 6.0000%  | 0.0000% | $3315578.92        | $3427840.00        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY1221 | 2055-04-01      | 5.5000%  | 0.0000% | $1040396.62        | $1058374.44        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY3517 | 2055-05-01      | 6.0000%  | 0.0000% | $772385.80         | $805027.34         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY3428 | 2055-05-01      | 6.0000%  | 0.0000% | $1920225.48        | $2005052.73        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4516 | 2055-06-01      | 6.0000%  | 0.0000% | $17338893.94       | $17774857.31       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4817 | 2055-06-01      | 5.5000%  | 0.0000% | $4193766.33        | $4239410.35        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ0404 | 2055-08-01      | 5.5000%  | 0.0000% | $5115946.21        | $5182073.80        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ1711 | 2055-08-01      | 6.0000%  | 0.0000% | $1084683.11        | $1117394.62        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ1041 | 2055-08-01      | 6.0000%  | 0.0000% | $1982.10           | $2033.43           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ3680 | 2055-09-01      | 6.5000%  | 0.0000% | $664776.79         | $698336.42         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC NB0003 G | 2049-02-01      | 4.5000%  | 0.0000% | $925298.37         | $903370.65         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC NB0014 G | 2049-04-01      | 3.5000%  | 0.0000% | $765479.00         | $697931.78         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC C91886 G | 2036-07-01      | 4.0000%  | 0.0000% | $636831.83         | $623164.22         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC C92015 G | 2038-07-01      | 4.5000%  | 0.0000% | $649575.29         | $649607.12         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC T61602 G | 2043-06-01      | 3.5000%  | 0.0000% | $997243.92         | $924898.09         | Agency Mortgage-Backed Securities  |
| 03.000 FGPC T62114 G | 2036-12-01      | 3.0000%  | 0.0000% | $1956590.61        | $1852011.49        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZI6482 | 2037-09-01      | 6.5000%  | 0.0000% | $26.95             | $28.32             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CK257333 | 2038-07-01      | 6.0000%  | 0.0000% | $784009.73         | $799789.23         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 ZC310237 | 2043-07-01      | 3.0000%  | 0.0000% | $874.55            | $804.84            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV6828 | 2055-12-01      | 5.5000%  | 0.0000% | $869270.33         | $896686.05         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBV6829 | 2055-12-01      | 6.0000%  | 0.0000% | $1209287.23        | $1285532.39        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV6830 | 2056-01-01      | 5.5000%  | 0.0000% | $996.17            | $1027.59           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBV9854 | 2052-05-01      | 4.0000%  | 0.0000% | $2061438.36        | $1951289.75        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBV9958 | 2052-06-01      | 4.0000%  | 0.0000% | $3257714.53        | $3079749.21        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBW1225 | 2052-10-01      | 6.0000%  | 0.0000% | $1765170.37        | $1839483.45        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBW2528 | 2056-02-01      | 6.5000%  | 0.0000% | $2583431.29        | $2745992.56        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBW2545 | 2056-02-01      | 6.0000%  | 0.0000% | $11112708.49       | $11400457.27       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW2824 | 2056-04-01      | 5.5000%  | 0.0000% | $1250488.33        | $1269991.92        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBW5253 | 2053-01-01      | 6.0000%  | 0.0000% | $815560.05         | $843750.43         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7825 | 2052-08-01      | 5.0000%  | 0.0000% | $3182544.13        | $3180787.02        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW9888 | 2052-10-01      | 4.0000%  | 0.0000% | $12314817.07       | $11572616.73       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW9898 | 2052-10-01      | 4.5000%  | 0.0000% | $324097.18         | $313546.52         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX0862 | 2053-02-01      | 6.0000%  | 0.0000% | $924562.51         | $959849.98         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX0873 | 2053-02-01      | 6.5000%  | 0.0000% | $1299438.93        | $1361923.17        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX1200 | 2052-12-01      | 6.0000%  | 0.0000% | $2960295.02        | $3063862.92        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX2872 | 2052-12-01      | 6.5000%  | 0.0000% | $2555954.51        | $2708298.49        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM8730 | 2051-09-01      | 2.0000%  | 0.0000% | $1382569.37        | $1107501.05        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFM9962 | 2049-04-01      | 5.5000%  | 0.0000% | $2027489.06        | $2070378.11        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0139 | 2052-01-01      | 2.5000%  | 0.0000% | $7392323.12        | $6300798.14        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0141 | 2052-01-01      | 2.5000%  | 0.0000% | $702270.82         | $599185.50         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS0759 | 2052-02-01      | 3.5000%  | 0.0000% | $2976308.38        | $2742466.44        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1144 | 2052-03-01      | 3.0000%  | 0.0000% | $1303417.48        | $1153746.49        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1239 | 2051-12-01      | 3.5000%  | 0.0000% | $1217682.39        | $1119308.54        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1427 | 2050-02-01      | 3.0000%  | 0.0000% | $2322.24           | $2069.33           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1854 | 2052-05-01      | 3.0000%  | 0.0000% | $2972538.20        | $2635075.84        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFS1987 | 2037-05-01      | 3.5000%  | 0.0000% | $1090808.00        | $1049638.96        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2114 | 2052-06-01      | 4.5000%  | 0.0000% | $686802.58         | $667521.97         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2971 | 2052-10-01      | 4.5000%  | 0.0000% | $75741.56          | $73514.00          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS3238 | 2051-03-01      | 2.0000%  | 0.0000% | $2640831.07        | $2115452.40        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS3393 | 2052-10-01      | 4.0000%  | 0.0000% | $997.06            | $938.13            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ5305 | 2055-09-01      | 6.5000%  | 0.0000% | $1158925.22        | $1219118.13        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ4722 | 2055-10-01      | 6.0000%  | 0.0000% | $2397043.28        | $2488679.05        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ4815 | 2055-10-01      | 6.0000%  | 0.0000% | $1447543.35        | $1512077.24        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ4842 | 2055-10-01      | 6.0000%  | 0.0000% | $4943959.02        | $5126092.83        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ5147 | 2055-10-01      | 6.5000%  | 0.0000% | $2084029.49        | $2185168.60        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ5573 | 2055-09-01      | 6.0000%  | 0.0000% | $1438164.73        | $1495003.40        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ7156 | 2055-09-01      | 6.5000%  | 0.0000% | $4910436.62        | $5145659.09        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ7752 | 2055-11-01      | 5.5000%  | 0.0000% | $6910238.92        | $6968863.86        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ7821 | 2055-09-01      | 6.0000%  | 0.0000% | $4893147.51        | $5078777.21        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ8913 | 2055-11-01      | 6.0000%  | 0.0000% | $1053.95           | $1085.78           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ8458 | 2055-11-01      | 6.0000%  | 0.0000% | $759838.45         | $790965.74         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ8663 | 2055-11-01      | 6.0000%  | 0.0000% | $920835.85         | $956966.38         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ8667 | 2055-11-01      | 6.0000%  | 0.0000% | $1415415.37        | $1470357.08        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ9843 | 2055-10-01      | 6.0000%  | 0.0000% | $1082556.05        | $1126903.68        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ9844 | 2055-11-01      | 6.0000%  | 0.0000% | $1895164.34        | $1970068.19        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ9846 | 2055-11-01      | 6.0000%  | 0.0000% | $1316089.37        | $1366780.75        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ9041 | 2055-11-01      | 5.5000%  | 0.0000% | $1004.11           | $1031.69           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ9209 | 2055-11-01      | 6.0000%  | 0.0000% | $287850.24         | $299642.22         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ9210 | 2055-11-01      | 6.0000%  | 0.0000% | $876338.16         | $910974.26         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ9319 | 2055-11-01      | 6.0000%  | 0.0000% | $1195214.29        | $1244694.57        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ9304 | 2055-12-01      | 6.0000%  | 0.0000% | $956.74            | $996.75            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ9320 | 2055-11-01      | 5.5000%  | 0.0000% | $1988.93           | $2011.16           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ9761 | 2055-12-01      | 6.5000%  | 0.0000% | $1858.27           | $1942.27           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ9932 | 2055-11-01      | 6.0000%  | 0.0000% | $728101.62         | $755096.48         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ9966 | 2055-12-01      | 6.0000%  | 0.0000% | $984.59            | $1026.20           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ9967 | 2055-12-01      | 6.0000%  | 0.0000% | $994.35            | $1033.65           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0549 | 2055-03-01      | 5.5000%  | 0.0000% | $12712077.47       | $12980401.18       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL0764 | 2054-12-01      | 4.5000%  | 0.0000% | $702071.04         | $677918.39         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1737 | 2054-06-01      | 6.0000%  | 0.0000% | $51057192.92       | $53493982.56       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1739 | 2054-10-01      | 6.0000%  | 0.0000% | $14023574.01       | $14579099.20       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1423 | 2055-04-01      | 5.5000%  | 0.0000% | $16425150.21       | $16564497.54       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1444 | 2054-06-01      | 5.5000%  | 0.0000% | $1801.69           | $1848.66           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSL1494 | 2055-02-01      | 7.0000%  | 0.0000% | $3970583.49        | $4218071.72        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL1641 | 2055-06-01      | 6.5000%  | 0.0000% | $130728.14         | $137930.68         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSL1899 | 2052-04-01      | 3.0000%  | 0.0000% | $20673777.48       | $18274447.77       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL2076 | 2055-06-01      | 5.5000%  | 0.0000% | $2994.93           | $3037.59           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL2078 | 2055-08-01      | 5.5000%  | 0.0000% | $29839820.55       | $30092974.96       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSL3534 | 2051-12-01      | 2.5000%  | 0.0000% | $4549401.81        | $3853058.74        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL3133 | 2048-12-01      | 3.5000%  | 0.0000% | $953.64            | $880.65            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL3433 | 2055-12-01      | 6.0000%  | 0.0000% | $25042913.97       | $25824094.29       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL7657 | 2044-01-01      | 4.0000%  | 0.0000% | $1611184.89        | $1554307.02        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM1268 | 2046-06-01      | 3.5000%  | 0.0000% | $1237879.90        | $1131751.78        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM2700 | 2047-02-01      | 4.0000%  | 0.0000% | $679678.43         | $646415.04         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM4067 | 2047-09-01      | 3.5000%  | 0.0000% | $1552949.45        | $1435265.74        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM8362 | 2048-09-01      | 4.0000%  | 0.0000% | $4683079.53        | $4419122.95        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN0961 | 2048-11-01      | 4.5000%  | 0.0000% | $679348.90         | $666284.34         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZN1444 | 2048-11-01      | 5.5000%  | 0.0000% | $865530.85         | $889677.24         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN2867 | 2049-01-01      | 4.5000%  | 0.0000% | $1466066.93        | $1435349.90        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC T65153 G | 2043-08-01      | 4.0000%  | 0.0000% | $754681.40         | $726599.79         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC T65160 G | 2043-09-01      | 4.0000%  | 0.0000% | $756324.80         | $718370.23         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC T65230 G | 2044-06-01      | 3.5000%  | 0.0000% | $2929353.71        | $2709403.83        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC T65515 G | 2048-10-01      | 4.5000%  | 0.0000% | $913367.85         | $865493.67         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC T65529 G | 2048-11-01      | 4.5000%  | 0.0000% | $678474.64         | $655258.59         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC T69015 G | 2041-08-01      | 5.0000%  | 0.0000% | $1579419.79        | $1552882.20        | Agency Mortgage-Backed Securities  |
| 05.000 FGPC T69019 G | 2041-06-01      | 5.0000%  | 0.0000% | $3022477.14        | $2986152.68        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA5498 | 2048-06-01      | 4.0000%  | 0.0000% | $15754080.87       | $15002471.17       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA6145 | 2048-12-01      | 4.0000%  | 0.0000% | $2539604.00        | $2411016.51        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA7044 | 2049-06-01      | 4.0000%  | 0.0000% | $885367.14         | $842613.74         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4743 | 2047-11-01      | 3.5000%  | 0.0000% | $995230.56         | $919127.49         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4768 | 2048-05-01      | 3.5000%  | 0.0000% | $755860.31         | $698507.31         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAI9155 | 2040-10-01      | 5.0000%  | 0.0000% | $660564.79         | $668568.78         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAJ1212 | 2041-09-01      | 4.5000%  | 0.0000% | $1515055.31        | $1505448.35        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAJ7703 | 2041-12-01      | 4.0000%  | 0.0000% | $13358151.94       | $13010587.66       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAJ9630 | 2041-12-01      | 4.0000%  | 0.0000% | $736607.15         | $713537.43         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK7463 | 2042-03-01      | 3.5000%  | 0.0000% | $2187417.42        | $2059316.18        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CKAL3082 | 2040-04-01      | 6.0000%  | 0.0000% | $673504.78         | $682134.18         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO9398 | 2042-07-01      | 4.0000%  | 0.0000% | $844662.06         | $815463.03         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX5617 | 2053-01-01      | 6.0000%  | 0.0000% | $840224.12         | $878911.96         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX5774 | 2053-01-01      | 6.0000%  | 0.0000% | $761914.88         | $790033.85         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX6530 | 2053-02-01      | 6.0000%  | 0.0000% | $643531.44         | $667686.18         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6719 | 2053-02-01      | 5.5000%  | 0.0000% | $3252406.55        | $3310747.50        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX8661 | 2053-04-01      | 4.5000%  | 0.0000% | $826213.83         | $805616.32         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX9006 | 2053-04-01      | 5.5000%  | 0.0000% | $1585208.09        | $1614451.66        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX9078 | 2053-05-01      | 5.5000%  | 0.0000% | $775632.90         | $790497.74         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY2906 | 2053-06-01      | 6.0000%  | 0.0000% | $601471.90         | $628949.34         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY8055 | 2054-06-01      | 6.0000%  | 0.0000% | $4518275.22        | $4714692.18        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY8220 | 2053-08-01      | 5.0000%  | 0.0000% | $1209378.14        | $1206730.68        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY8268 | 2053-09-01      | 6.0000%  | 0.0000% | $1874692.58        | $1951469.99        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 GLCA0842 | 2047-12-01      | 4.0000%  | 0.0000% | $1074723.53        | $1022276.07        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA1182 | 2048-02-01      | 3.5000%  | 0.0000% | $771547.75         | $713301.46         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA1372 | 2048-03-01      | 4.0000%  | 0.0000% | $902639.95         | $863191.08         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA1870 | 2048-06-01      | 3.5000%  | 0.0000% | $1005213.50        | $929623.67         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2045 | 2048-07-01      | 4.5000%  | 0.0000% | $661823.92         | $648617.88         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTCA2236 | 2038-08-01      | 4.5000%  | 0.0000% | $4627684.00        | $4614148.02        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2482 | 2048-10-01      | 4.5000%  | 0.0000% | $1530212.18        | $1502281.22        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2789 | 2048-12-01      | 4.0000%  | 0.0000% | $977565.58         | $934592.88         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA3057 | 2049-02-01      | 4.5000%  | 0.0000% | $15153557.04       | $14865306.08       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICA5464 | 2035-03-01      | 3.0000%  | 0.0000% | $1094633.40        | $1048201.61        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CICA5476 | 2035-03-01      | 3.5000%  | 0.0000% | $1080123.24        | $1051415.96        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3710 | 2053-01-01      | 5.5000%  | 0.0000% | $16985.02          | $17405.31          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3836 | 2053-01-01      | 4.5000%  | 0.0000% | $2611591.63        | $2523528.76        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4039 | 2053-02-01      | 5.5000%  | 0.0000% | $1124742.40        | $1142944.98        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS4133 | 2053-03-01      | 4.5000%  | 0.0000% | $8329482.56        | $8071810.01        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4166 | 2053-04-01      | 5.5000%  | 0.0000% | $14284929.03       | $14542740.26       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4570 | 2047-12-01      | 5.0000%  | 0.0000% | $730724.33         | $739557.24         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS5692 | 2053-06-01      | 4.5000%  | 0.0000% | $37406.33          | $36092.96          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6347 | 2053-11-01      | 6.5000%  | 0.0000% | $1855217.00        | $1941394.72        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS6713 | 2047-02-01      | 4.5000%  | 0.0000% | $124908.65         | $122876.01         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS6832 | 2053-11-01      | 5.0000%  | 0.0000% | $840504.59         | $832922.31         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7369 | 2053-03-01      | 5.5000%  | 0.0000% | $10842827.08       | $11000609.49       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8904 | 2054-09-01      | 6.0000%  | 0.0000% | $657.21            | $688.56            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3954 | 2055-12-01      | 5.5000%  | 0.0000% | $59519646.50       | $60333981.09       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL5306 | 2056-05-01      | 5.0000%  | 0.0000% | $24904980.00       | $24740828.51       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL5307 | 2056-05-01      | 5.0000%  | 0.0000% | $21270342.00       | $21117916.37       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL5308 | 2056-05-01      | 5.0000%  | 0.0000% | $40775525.00       | $40417266.71       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL5309 | 2056-05-01      | 5.0000%  | 0.0000% | $16807240.00       | $16640812.84       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSL5323 | 2053-10-01      | 2.5000%  | 0.0000% | $34517236.00       | $29136842.65       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSL5351 | 2052-08-01      | 2.0000%  | 0.0000% | $1024.00           | $827.27            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL4818 | 2054-10-01      | 5.0000%  | 0.0000% | $1017.17           | $1013.15           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL5251 | 2056-05-01      | 5.5000%  | 0.0000% | $6583576.00        | $6654756.16        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZS8472 | 2027-10-01      | 2.5000%  | 0.0000% | $693588.39         | $686707.61         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS9828 | 2046-10-01      | 3.0000%  | 0.0000% | $1794684.08        | $1614694.02        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS9448 | 2045-01-01      | 3.5000%  | 0.0000% | $2340135.49        | $2190723.04        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT1704 | 2049-01-01      | 4.5000%  | 0.0000% | $1263955.68        | $1240605.37        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT1858 | 2049-04-01      | 4.5000%  | 0.0000% | $10161.61          | $9958.94           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT1854 | 2049-03-01      | 4.5000%  | 0.0000% | $1184036.66        | $1159939.15        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0867 | 2037-06-01      | 2.5000%  | 0.0000% | $5711613.06        | $5387955.62        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0715 | 2037-07-01      | 3.0000%  | 0.0000% | $923670.25         | $879924.61         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8153 | 2037-05-01      | 2.0000%  | 0.0000% | $632.28            | $580.69            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CISB8280 | 2039-01-01      | 6.5000%  | 0.0000% | $1281824.15        | $1338435.34        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CISB8313 | 2039-06-01      | 6.5000%  | 0.0000% | $2224775.20        | $2321870.08        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CISB8389 | 2040-04-01      | 6.5000%  | 0.0000% | $247385.40         | $258165.85         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB8500 | 2035-07-01      | 2.5000%  | 0.0000% | $684087.41         | $645309.54         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD0294 | 2050-03-01      | 4.5000%  | 0.0000% | $646839.41         | $632004.15         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0354 | 2048-06-01      | 3.0000%  | 0.0000% | $6922576.71        | $6269108.54        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD0933 | 2052-02-01      | 2.0000%  | 0.0000% | $3266806.43        | $2616828.10        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD1281 | 2041-07-01      | 6.0000%  | 0.0000% | $2683683.20        | $2819549.13        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1434 | 2052-08-01      | 4.5000%  | 0.0000% | $2695.09           | $2614.56           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1454 | 2052-08-01      | 4.5000%  | 0.0000% | $13547486.30       | $13177707.66       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS5378 | 2045-07-01      | 4.0000%  | 0.0000% | $2579819.38        | $2485246.07        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAS6117 | 2030-11-01      | 3.0000%  | 0.0000% | $743175.70         | $726222.62         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CQAS8998 | 2047-03-01      | 3.5000%  | 0.0000% | $872075.33         | $807699.80         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT2024 | 2043-04-01      | 4.0000%  | 0.0000% | $6510141.90        | $6285093.53        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAU1323 | 2043-07-01      | 4.0000%  | 0.0000% | $705051.49         | $680164.66         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAU7169 | 2043-09-01      | 4.0000%  | 0.0000% | $751408.06         | $724455.89         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAV4889 | 2043-12-01      | 4.0000%  | 0.0000% | $706940.67         | $681581.37         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6051 | 2050-06-01      | 3.0000%  | 0.0000% | $816123.22         | $729336.95         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6414 | 2050-07-01      | 3.0000%  | 0.0000% | $926143.32         | $828565.17         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7278 | 2050-10-01      | 2.5000%  | 0.0000% | $1691294.05        | $1418834.09        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7529 | 2050-10-01      | 2.5000%  | 0.0000% | $3894148.21        | $3266837.71        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CTCA8300 | 2040-12-01      | 1.5000%  | 0.0000% | $4759012.32        | $4019060.46        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA9090 | 2051-02-01      | 2.5000%  | 0.0000% | $4567399.73        | $3837398.82        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0844 | 2051-06-01      | 2.5000%  | 0.0000% | $1000012.62        | $838912.03         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0153 | 2051-04-01      | 2.0000%  | 0.0000% | $5432233.77        | $4351629.69        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0396 | 2051-05-01      | 2.5000%  | 0.0000% | $3616687.80        | $3034051.85        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1024 | 2051-07-01      | 2.5000%  | 0.0000% | $2116632.63        | $1813318.00        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB1373 | 2051-08-01      | 2.0000%  | 0.0000% | $6000002.31        | $4806455.19        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2095 | 2051-11-01      | 3.0000%  | 0.0000% | $4713944.36        | $4127545.39        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3515 | 2052-05-01      | 3.5000%  | 0.0000% | $6771687.80        | $6190414.40        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2850 | 2052-02-01      | 2.0000%  | 0.0000% | $1978250.68        | $1584649.14        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB3095 | 2052-03-01      | 2.0000%  | 0.0000% | $2784038.05        | $2230085.63        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB3154 | 2052-03-01      | 2.0000%  | 0.0000% | $1183234.38        | $947799.80         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICB3703 | 2037-05-01      | 3.0000%  | 0.0000% | $884522.70         | $850822.68         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3753 | 2052-06-01      | 4.0000%  | 0.0000% | $479791.95         | $452069.14         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4041 | 2052-07-01      | 5.0000%  | 0.0000% | $19732201.16       | $19640404.77       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8152 | 2054-06-01      | 6.0000%  | 0.0000% | $9750784.83        | $10101390.56       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS8410 | 2053-07-01      | 4.5000%  | 0.0000% | $2272383.93        | $2207089.25        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8678 | 2054-07-01      | 5.5000%  | 0.0000% | $2370.31           | $2391.04           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9455 | 2054-11-01      | 5.5000%  | 0.0000% | $1516972.24        | $1545516.77        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS9945 | 2054-09-01      | 6.5000%  | 0.0000% | $3268412.46        | $3416617.17        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0111 | 2055-01-01      | 5.5000%  | 0.0000% | $982312.98         | $1013290.99        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0150 | 2055-03-01      | 6.5000%  | 0.0000% | $4580179.71        | $4961312.75        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0272 | 2055-03-01      | 6.0000%  | 0.0000% | $2560385.80        | $2720306.64        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0441 | 2055-05-01      | 6.0000%  | 0.0000% | $45923086.73       | $47077761.53       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC1797 | 2056-01-01      | 5.0000%  | 0.0000% | $18691101.84       | $18559477.02       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1024 | 2055-08-01      | 5.5000%  | 0.0000% | $4555203.12        | $4698854.99        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC2014 | 2056-01-01      | 5.0000%  | 0.0000% | $1801423.43        | $1794422.90        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC2462 | 2056-04-01      | 5.5000%  | 0.0000% | $5094305.03        | $5254983.37        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA9818 | 2054-02-01      | 6.0000%  | 0.0000% | $2827686.27        | $2941807.91        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA9827 | 2054-01-01      | 6.5000%  | 0.0000% | $5486458.28        | $5775652.54        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4041 | 2055-04-01      | 6.5000%  | 0.0000% | $13305019.03       | $14062547.68       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4703 | 2055-08-01      | 6.5000%  | 0.0000% | $19895300.82       | $21016073.86       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ5755 | 2056-01-01      | 6.5000%  | 0.0000% | $938.90            | $994.73            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRJ6568 | 2056-05-01      | 4.5000%  | 0.0000% | $1046.00           | $1006.68           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRQ0074 | 2055-12-01      | 4.5000%  | 0.0000% | $48884745.94       | $47046923.91       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0075 | 2055-12-01      | 5.0000%  | 0.0000% | $489391.58         | $483003.98         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0120 | 2056-05-01      | 6.0000%  | 0.0000% | $2788714.39        | $2858832.90        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRQ0121 | 2056-05-01      | 6.5000%  | 0.0000% | $20202232.60       | $21066919.59       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0127 | 2056-05-01      | 5.0000%  | 0.0000% | $3304.00           | $3260.88           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRQ0097 | 2056-02-01      | 6.5000%  | 0.0000% | $45837690.29       | $47796818.66       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0110 | 2056-04-01      | 5.0000%  | 0.0000% | $879447.16         | $867968.52         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRQ0113 | 2056-04-01      | 6.5000%  | 0.0000% | $6810699.24        | $7101792.32        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0129 | 2056-05-01      | 6.0000%  | 0.0000% | $464000.00         | $475666.66         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRQ0130 | 2056-05-01      | 6.5000%  | 0.0000% | $10369165.00       | $10812348.88       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIRR0027 | 2040-09-01      | 6.0000%  | 0.0000% | $133717.42         | $138212.42         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIRR0058 | 2040-12-01      | 3.0000%  | 0.0000% | $869278.93         | $827888.50         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CIRR0060 | 2041-02-01      | 4.0000%  | 0.0000% | $267444.14         | $260211.41         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIRR0072 | 2041-02-01      | 3.0000%  | 0.0000% | $99489.82          | $94750.25          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CIRR0083 | 2041-05-01      | 4.5000%  | 0.0000% | $5978739.10        | $5934293.15        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA0066 | 2055-11-01      | 5.0000%  | 0.0000% | $2510276.01        | $2504798.30        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA0207 | 2055-12-01      | 6.0000%  | 0.0000% | $1039435.96        | $1080519.32        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA0478 | 2055-11-01      | 6.0000%  | 0.0000% | $1047874.83        | $1089290.68        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA0470 | 2055-11-01      | 6.0000%  | 0.0000% | $650450.06         | $677939.16         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA0751 | 2055-11-01      | 6.0000%  | 0.0000% | $1992.94           | $2068.91           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA1322 | 2055-12-01      | 6.0000%  | 0.0000% | $1041290.98        | $1084832.21        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA1642 | 2055-12-01      | 6.0000%  | 0.0000% | $2046107.58        | $2135309.01        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD1536 | 2051-12-01      | 2.0000%  | 0.0000% | $833513.84         | $672474.43         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1611 | 2052-10-01      | 5.0000%  | 0.0000% | $5212669.27        | $5205574.25        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1853 | 2052-11-01      | 5.5000%  | 0.0000% | $1888135.66        | $1940300.65        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2395 | 2053-01-01      | 5.0000%  | 0.0000% | $74787.67          | $74189.66          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2831 | 2053-03-01      | 6.0000%  | 0.0000% | $1209297.29        | $1258333.89        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2961 | 2052-11-01      | 5.0000%  | 0.0000% | $65047.29          | $64217.21          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3249 | 2053-06-01      | 5.5000%  | 0.0000% | $724425.13         | $739280.03         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD5347 | 2045-05-01      | 4.0000%  | 0.0000% | $843687.77         | $809118.60         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD5173 | 2053-02-01      | 4.0000%  | 0.0000% | $10098900.52       | $9578010.45        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5219 | 2054-04-01      | 6.0000%  | 0.0000% | $476855.55         | $494471.87         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD5514 | 2053-07-01      | 4.5000%  | 0.0000% | $1820749.34        | $1770205.34        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD5810 | 2054-02-01      | 6.5000%  | 0.0000% | $11987654.80       | $12619314.97       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7170 | 2054-12-01      | 5.0000%  | 0.0000% | $878.37            | $872.69            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD6373 | 2054-09-01      | 6.5000%  | 0.0000% | $930618.20         | $975876.54         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6541 | 2054-10-01      | 5.0000%  | 0.0000% | $22013.21          | $21803.18          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6593 | 2054-10-01      | 5.0000%  | 0.0000% | $22005083.01       | $21796384.36       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8090 | 2050-09-01      | 2.0000%  | 0.0000% | $7472844.95        | $6045647.81        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7341 | 2049-08-01      | 3.5000%  | 0.0000% | $1826680.45        | $1685920.51        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7511 | 2050-01-01      | 3.5000%  | 0.0000% | $31891560.11       | $29455434.69       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7524 | 2050-08-01      | 3.0000%  | 0.0000% | $23867836.45       | $21298782.08       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA2468 | 2053-10-01      | 5.5000%  | 0.0000% | $7547451.44        | $7721161.90        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA2896 | 2053-10-01      | 6.5000%  | 0.0000% | $1930595.41        | $2033076.35        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA3145 | 2054-02-01      | 6.5000%  | 0.0000% | $662974.70         | $698949.40         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLDA4226 | 2053-11-01      | 4.0000%  | 0.0000% | $1079969.02        | $1014882.65        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4345 | 2052-08-01      | 4.5000%  | 0.0000% | $720338.97         | $698300.20         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4625 | 2052-09-01      | 5.0000%  | 0.0000% | $1626265.00        | $1621270.56        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4665 | 2052-09-01      | 4.0000%  | 0.0000% | $5904586.88        | $5583797.23        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CICB4931 | 2037-10-01      | 4.5000%  | 0.0000% | $479533.03         | $480198.62         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5449 | 2053-01-01      | 5.0000%  | 0.0000% | $643517.96         | $644886.65         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5500 | 2053-01-01      | 6.5000%  | 0.0000% | $458.01            | $481.98            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB7080 | 2053-09-01      | 4.5000%  | 0.0000% | $3894727.00        | $3771735.42        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6540 | 2053-06-01      | 6.0000%  | 0.0000% | $706.50            | $729.84            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6619 | 2053-06-01      | 5.5000%  | 0.0000% | $1649.39           | $1668.70           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB6681 | 2053-07-01      | 3.5000%  | 0.0000% | $1706.82           | $1564.52           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB7970 | 2054-02-01      | 5.0000%  | 0.0000% | $2604.68           | $2600.83           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL990702 | 2038-09-01      | 6.5000%  | 0.0000% | $785175.19         | $837962.16         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAB5519 | 2042-07-01      | 3.5000%  | 0.0000% | $690716.83         | $647068.52         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CQAB6734 | 2042-10-01      | 3.5000%  | 0.0000% | $1837243.24        | $1733564.34        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRMA1146 | 2042-07-01      | 4.0000%  | 0.0000% | $1745583.18        | $1686148.01        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRMA1253 | 2042-11-01      | 4.0000%  | 0.0000% | $803637.46         | $776272.89         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRMA1442 | 2043-04-01      | 4.0000%  | 0.0000% | $1903360.81        | $1838528.75        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CKMA2650 | 2046-05-01      | 3.5000%  | 0.0000% | $2240791.80        | $2069891.59        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CKMA3595 | 2049-02-01      | 4.5000%  | 0.0000% | $2908713.16        | $2752689.79        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CKMA2778 | 2046-10-01      | 3.5000%  | 0.0000% | $2016317.16        | $1862518.99        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTMA3326 | 2038-03-01      | 4.5000%  | 0.0000% | $1063939.95        | $1062765.36        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3384 | 2048-06-01      | 4.0000%  | 0.0000% | $941463.55         | $890678.28         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3443 | 2048-08-01      | 4.0000%  | 0.0000% | $1897814.03        | $1805574.79        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLTA2710 | 2056-01-01      | 6.5000%  | 0.0000% | $1144650.66        | $1199814.30        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA2929 | 2056-01-01      | 6.0000%  | 0.0000% | $1741628.03        | $1785817.78        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA3738 | 2056-01-01      | 5.0000%  | 0.0000% | $2414181.60        | $2404618.75        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA3899 | 2056-01-01      | 5.0000%  | 0.0000% | $1705071.98        | $1697818.42        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA3979 | 2056-01-01      | 5.0000%  | 0.0000% | $3780164.12        | $3764082.88        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA4573 | 2056-02-01      | 5.5000%  | 0.0000% | $4469055.84        | $4506970.31        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA4947 | 2056-01-01      | 6.0000%  | 0.0000% | $1852.22           | $1899.11           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA5191 | 2056-02-01      | 5.0000%  | 0.0000% | $56620763.09       | $55881742.61       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA6202 | 2056-02-01      | 5.5000%  | 0.0000% | $2981.92           | $3058.61           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA5522 | 2055-12-01      | 6.0000%  | 0.0000% | $2656814.33        | $2736191.08        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLTA5555 | 2056-01-01      | 6.5000%  | 0.0000% | $2590211.79        | $2745799.48        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLTA5740 | 2056-01-01      | 6.5000%  | 0.0000% | $7042993.16        | $7380377.57        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA5948 | 2056-02-01      | 5.0000%  | 0.0000% | $4423575.94        | $4365838.94        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA6074 | 2056-02-01      | 5.0000%  | 0.0000% | $993.83            | $989.89            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA6095 | 2056-01-01      | 6.0000%  | 0.0000% | $1950977.46        | $2018039.71        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA6460 | 2056-02-01      | 5.5000%  | 0.0000% | $1122454.87        | $1138828.99        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA7049 | 2056-02-01      | 5.0000%  | 0.0000% | $3172535.57        | $3131127.28        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA7272 | 2056-02-01      | 5.0000%  | 0.0000% | $1527949.56        | $1513158.84        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLTA7509 | 2056-02-01      | 6.5000%  | 0.0000% | $1911.02           | $2034.14           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA7767 | 2056-03-01      | 5.0000%  | 0.0000% | $19549302.88       | $19294143.21       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA8973 | 2056-03-01      | 5.0000%  | 0.0000% | $2069.92           | $2042.90           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTB0300 | 2056-04-01      | 5.0000%  | 0.0000% | $1997.71           | $1990.87           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTB0407 | 2056-04-01      | 5.5000%  | 0.0000% | $3178730.63        | $3234529.37        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTB0632 | 2056-04-01      | 5.0000%  | 0.0000% | $3651159.70        | $3643732.84        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTB2098 | 2056-04-01      | 5.5000%  | 0.0000% | $1876611.32        | $1922833.72        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTB2323 | 2056-05-01      | 6.0000%  | 0.0000% | $4828792.56        | $5032879.87        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTB2372 | 2056-04-01      | 5.5000%  | 0.0000% | $7750287.95        | $7871159.72        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  | 0.0000% | $729290.51         | $690323.14         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7564 | 2053-06-01      | 5.0000%  | 0.0000% | $97337.89          | $97398.13          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8140 | 2051-04-01      | 2.0000%  | 0.0000% | $16076138.26       | $12965752.05       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8147 | 2051-05-01      | 2.5000%  | 0.0000% | $5152751.17        | $4355231.24        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8166 | 2051-09-01      | 2.0000%  | 0.0000% | $3532604.81        | $2844854.54        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8204 | 2052-04-01      | 2.0000%  | 0.0000% | $832269.63         | $668654.21         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  | 0.0000% | $2692941.61        | $2357867.86        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8447 | 2054-07-01      | 6.0000%  | 0.0000% | $1867977.34        | $1914945.14        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  | 0.0000% | $985120.21         | $993477.75         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  | 0.0000% | $750000.04         | $782055.46         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8487 | 2054-12-01      | 4.0000%  | 0.0000% | $2514303.10        | $2360631.69        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8500 | 2055-01-01      | 3.5000%  | 0.0000% | $1026.23           | $935.07            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD4394 | 2052-08-01      | 3.5000%  | 0.0000% | $417547.48         | $383697.83         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3960 | 2053-10-01      | 6.0000%  | 0.0000% | $1715320.89        | $1761337.23        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4301 | 2053-11-01      | 6.0000%  | 0.0000% | $9014594.46        | $9439575.50        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD4332 | 2053-10-01      | 5.0000%  | 0.0000% | $823.08            | $821.60            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC U80205 G | 2033-02-01      | 3.5000%  | 0.0000% | $721953.45         | $705095.28         | Agency Mortgage-Backed Securities  |
| 03.000 FGPC U90068 G | 2042-08-01      | 3.0000%  | 0.0000% | $1733336.92        | $1584253.19        | Agency Mortgage-Backed Securities  |
| 03.000 FGPC U90317 G | 2042-10-01      | 3.0000%  | 0.0000% | $1504471.27        | $1375042.11        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U95034 G | 2042-09-01      | 4.0000%  | 0.0000% | $2258704.72        | $2177710.08        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA5444 | 2053-12-01      | 6.5000%  | 0.0000% | $710464.25         | $754201.54         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA7145 | 2054-02-01      | 6.0000%  | 0.0000% | $1901.96           | $1987.26           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA6976 | 2054-02-01      | 6.5000%  | 0.0000% | $1843520.17        | $1931938.27        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA6979 | 2054-02-01      | 6.5000%  | 0.0000% | $1202640.32        | $1260471.15        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA7903 | 2054-02-01      | 6.0000%  | 0.0000% | $994324.05         | $1040071.58        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA7895 | 2054-03-01      | 6.0000%  | 0.0000% | $1239431.94        | $1292945.24        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDB1745 | 2054-04-01      | 5.0000%  | 0.0000% | $874991.96         | $875189.61         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB0942 | 2054-04-01      | 5.5000%  | 0.0000% | $1291737.40        | $1321754.51        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB1048 | 2054-04-01      | 5.5000%  | 0.0000% | $1105007.18        | $1133321.64        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB1540 | 2054-04-01      | 6.5000%  | 0.0000% | $1230996.48        | $1299508.27        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB2086 | 2054-05-01      | 5.5000%  | 0.0000% | $650777.01         | $668804.69         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB2888 | 2055-04-01      | 5.5000%  | 0.0000% | $984.18            | $1003.29           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB4415 | 2054-07-01      | 6.0000%  | 0.0000% | $1995937.87        | $2067098.38        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB4244 | 2054-07-01      | 6.5000%  | 0.0000% | $1500814.26        | $1586430.55        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5564 | 2054-05-01      | 5.5000%  | 0.0000% | $801261.54         | $821463.57         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB6533 | 2054-08-01      | 6.0000%  | 0.0000% | $1821910.42        | $1906328.03        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB9963 | 2054-09-01      | 6.0000%  | 0.0000% | $6178367.89        | $6383147.84        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC1707 | 2054-09-01      | 5.5000%  | 0.0000% | $1015384.71        | $1040607.66        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC1713 | 2054-09-01      | 6.0000%  | 0.0000% | $972.51            | $1002.09           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTDC1809 | 2044-11-01      | 5.0000%  | 0.0000% | $682935.67         | $681054.11         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC2539 | 2054-09-01      | 6.5000%  | 0.0000% | $1354800.72        | $1426386.44        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC2775 | 2055-03-01      | 6.0000%  | 0.0000% | $687897.07         | $705242.16         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC4294 | 2054-10-01      | 6.5000%  | 0.0000% | $1024.82           | $1074.08           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC5405 | 2054-12-01      | 6.0000%  | 0.0000% | $2948.01           | $3036.13           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC5465 | 2054-11-01      | 5.5000%  | 0.0000% | $930459.93         | $948305.94         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC6597 | 2054-11-01      | 6.0000%  | 0.0000% | $2154354.70        | $2208523.08        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDC6900 | 2054-07-01      | 7.0000%  | 0.0000% | $1206498.87        | $1292165.65        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC7772 | 2054-11-01      | 6.5000%  | 0.0000% | $1132625.04        | $1191417.97        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD0786 | 2055-02-01      | 6.0000%  | 0.0000% | $670952.46         | $695588.27         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD0568 | 2055-03-01      | 6.5000%  | 0.0000% | $3002.63           | $3153.68           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD1762 | 2055-02-01      | 6.0000%  | 0.0000% | $3631952.23        | $3724315.20        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD0919 | 2055-01-01      | 5.0000%  | 0.0000% | $5586376.48        | $5534511.94        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD1095 | 2055-01-01      | 5.5000%  | 0.0000% | $30387.54          | $31142.27          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD1113 | 2055-01-01      | 6.5000%  | 0.0000% | $717679.80         | $749359.30         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD2111 | 2055-03-01      | 6.0000%  | 0.0000% | $2960.10           | $3105.65           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD2145 | 2055-04-01      | 6.0000%  | 0.0000% | $1443616.00        | $1492510.79        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD2180 | 2055-04-01      | 5.5000%  | 0.0000% | $1129595.41        | $1148092.28        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD3519 | 2055-03-01      | 6.5000%  | 0.0000% | $1051393.06        | $1108694.57        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4462 | 2055-04-01      | 5.5000%  | 0.0000% | $793.74            | $800.47            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD4213 | 2055-02-01      | 6.0000%  | 0.0000% | $2066044.45        | $2118587.40        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD4332 | 2055-03-01      | 6.0000%  | 0.0000% | $988.44            | $1020.31           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD5081 | 2055-04-01      | 5.5000%  | 0.0000% | $1119836.35        | $1139186.87        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD5838 | 2055-03-01      | 5.5000%  | 0.0000% | $630321.68         | $642950.66         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD6067 | 2055-05-01      | 6.0000%  | 0.0000% | $1692282.57        | $1756548.13        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD6414 | 2055-03-01      | 6.5000%  | 0.0000% | $1361147.23        | $1420631.48        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7031 | 2055-04-01      | 6.0000%  | 0.0000% | $773.92            | $807.04            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD8056 | 2055-05-01      | 5.5000%  | 0.0000% | $2205018.62        | $2240214.64        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD7222 | 2055-05-01      | 5.5000%  | 0.0000% | $1567790.99        | $1608095.41        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7347 | 2055-04-01      | 6.0000%  | 0.0000% | $5631057.38        | $5787610.16        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD8886 | 2055-08-01      | 7.0000%  | 0.0000% | $4128640.52        | $4386257.14        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD8987 | 2055-10-01      | 6.0000%  | 0.0000% | $8290046.11        | $8619075.28        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD8270 | 2055-04-01      | 6.0000%  | 0.0000% | $3574617.10        | $3673357.56        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7980 | 2054-02-01      | 5.5000%  | 0.0000% | $247652.71         | $252574.26         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7803 | 2054-01-01      | 6.5000%  | 0.0000% | $483420.41         | $509487.67         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7780 | 2053-12-01      | 5.5000%  | 0.0000% | $1827289.59        | $1884929.21        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7822 | 2054-01-01      | 7.0000%  | 0.0000% | $2330164.27        | $2554613.72        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8916 | 2054-07-01      | 6.0000%  | 0.0000% | $3755761.08        | $3871685.15        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8502 | 2054-04-01      | 6.0000%  | 0.0000% | $2541008.59        | $2693539.41        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB8518 | 2054-04-01      | 7.0000%  | 0.0000% | $1893122.27        | $2068763.20        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9349 | 2054-10-01      | 6.0000%  | 0.0000% | $2028851.70        | $2155554.84        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9360 | 2054-10-01      | 6.5000%  | 0.0000% | $1388840.63        | $1504417.94        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9454 | 2054-11-01      | 4.5000%  | 0.0000% | $1323562.73        | $1280758.71        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9497 | 2054-10-01      | 5.5000%  | 0.0000% | $978.64            | $1009.51           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9513 | 2054-11-01      | 6.0000%  | 0.0000% | $1779215.44        | $1890333.97        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9904 | 2055-01-01      | 5.5000%  | 0.0000% | $956213.11         | $968775.63         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9932 | 2055-02-01      | 5.5000%  | 0.0000% | $3073923.00        | $3121832.48        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF8453 | 2056-01-01      | 6.0000%  | 0.0000% | $1808969.10        | $1854818.63        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF8633 | 2056-01-01      | 5.0000%  | 0.0000% | $987.55            | $974.66            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG0165 | 2056-01-01      | 5.0000%  | 0.0000% | $10727120.15       | $10587108.59       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG0385 | 2056-01-01      | 5.0000%  | 0.0000% | $2065291.14        | $2056505.16        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG0427 | 2056-03-01      | 5.0000%  | 0.0000% | $1322160.34        | $1316535.72        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG1674 | 2056-02-01      | 5.5000%  | 0.0000% | $8348834.80        | $8506074.90        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG1677 | 2056-02-01      | 5.5000%  | 0.0000% | $2955.72           | $3000.73           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDG1126 | 2056-02-01      | 6.5000%  | 0.0000% | $1910546.24        | $2014681.63        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CKMA3943 | 2050-02-01      | 3.5000%  | 0.0000% | $6258383.33        | $5657022.92        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CKMA3974 | 2050-03-01      | 3.5000%  | 0.0000% | $790448.11         | $714494.91         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4048 | 2050-06-01      | 3.0000%  | 0.0000% | $29027808.20       | $25696354.37       | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLMA4236 | 2051-01-01      | 1.5000%  | 0.0000% | $706.90            | $541.60            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4237 | 2051-01-01      | 2.0000%  | 0.0000% | $1339412.96        | $1082009.34        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4288 | 2041-03-01      | 2.5000%  | 0.0000% | $3101166.88        | $2788300.83        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4305 | 2051-04-01      | 2.0000%  | 0.0000% | $1486706.51        | $1198769.45        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  | 0.0000% | $5989147.40        | $5046542.10        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4583 | 2037-04-01      | 2.5000%  | 0.0000% | $11318.49          | $10677.01          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4624 | 2052-06-01      | 3.0000%  | 0.0000% | $6243419.06        | $5467819.92        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4601 | 2037-05-01      | 1.5000%  | 0.0000% | $891188.94         | $799651.96         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CKMA4616 | 2052-04-01      | 3.0000%  | 0.0000% | $5269992.64        | $4532891.06        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4643 | 2042-05-01      | 3.0000%  | 0.0000% | $17778.31          | $16347.57          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U99054 G | 2043-06-01      | 4.0000%  | 0.0000% | $1114431.03        | $1064036.58        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC U99076 G | 2043-12-01      | 4.5000%  | 0.0000% | $2067316.59        | $2064290.04        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC U99084 G | 2044-02-01      | 4.5000%  | 0.0000% | $1492238.20        | $1478627.50        | Agency Mortgage-Backed Securities  |
| 03.000 FGPC U61972 G | 2043-01-01      | 3.0000%  | 0.0000% | $1994787.47        | $1828129.63        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U69070 G | 2048-11-01      | 4.0000%  | 0.0000% | $1926078.10        | $1836498.34        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC U63169 G | 2043-08-01      | 4.5000%  | 0.0000% | $825953.12         | $811487.37         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC U64002 G | 2044-05-01      | 4.5000%  | 0.0000% | $837802.34         | $827057.53         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U64824 G | 2046-02-01      | 4.0000%  | 0.0000% | $683499.69         | $655945.85         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q44464 G | 2046-11-01      | 4.0000%  | 0.0000% | $1069024.95        | $1022619.77        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q48463 G | 2047-06-01      | 4.0000%  | 0.0000% | $804328.27         | $764514.92         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U20043 G | 2047-03-01      | 4.0000%  | 0.0000% | $2027939.56        | $1946167.18        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G61795 G | 2047-06-01      | 4.0000%  | 0.0000% | $756522.58         | $725093.69         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA7007 | 2050-02-01      | 4.5000%  | 0.0000% | $861089.86         | $834273.79         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA8619 | 2050-04-01      | 3.0000%  | 0.0000% | $4550481.60        | $4065688.45        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB7053 | 2050-12-01      | 2.0000%  | 0.0000% | $1568982.84        | $1256856.54        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQC0619 | 2051-04-01      | 2.0000%  | 0.0000% | $1465662.83        | $1174087.62        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQC1630 | 2051-05-01      | 2.0000%  | 0.0000% | $1002246.00        | $802862.75         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQC4749 | 2051-08-01      | 2.0000%  | 0.0000% | $7990669.42        | $6400954.15        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQC5233 | 2051-08-01      | 2.0000%  | 0.0000% | $2991619.27        | $2396411.36        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC7181 | 2051-09-01      | 2.5000%  | 0.0000% | $654745.71         | $561679.79         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQC8499 | 2051-10-01      | 2.0000%  | 0.0000% | $3097341.43        | $2481173.53        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQD1349 | 2051-11-01      | 3.5000%  | 0.0000% | $6361697.14        | $5862928.77        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD3473 | 2051-12-01      | 2.0000%  | 0.0000% | $2005896.09        | $1606784.06        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD5035 | 2052-01-01      | 2.0000%  | 0.0000% | $13796009.46       | $11051094.11       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE1079 | 2052-04-01      | 3.5000%  | 0.0000% | $927934.94         | $845517.82         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQE7607 | 2052-08-01      | 5.5000%  | 0.0000% | $508136.59         | $518663.04         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE9063 | 2052-08-01      | 4.5000%  | 0.0000% | $686.28            | $665.66            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD9775 | 2055-09-01      | 5.5000%  | 0.0000% | $2160011.58        | $2188912.05        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9213 | 2055-05-01      | 6.0000%  | 0.0000% | $2161027.87        | $2215364.04        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1832 | 2055-06-01      | 6.0000%  | 0.0000% | $4037577.57        | $4176618.28        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1876 | 2055-06-01      | 6.0000%  | 0.0000% | $1684521.34        | $1728768.10        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2828 | 2055-07-01      | 6.0000%  | 0.0000% | $5894838.74        | $6063830.02        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE2850 | 2055-06-01      | 5.5000%  | 0.0000% | $2208625.40        | $2238238.16        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2961 | 2055-07-01      | 6.0000%  | 0.0000% | $3484458.78        | $3582273.35        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4420 | 2055-12-01      | 6.0000%  | 0.0000% | $682656.89         | $709442.07         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE3846 | 2055-11-01      | 6.0000%  | 0.0000% | $1042.60           | $1074.12           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE5402 | 2055-07-01      | 6.0000%  | 0.0000% | $58087.37          | $59547.90          | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE6520 | 2055-09-01      | 7.0000%  | 0.0000% | $1985.04           | $2119.79           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8404 | 2055-08-01      | 6.0000%  | 0.0000% | $3160968.40        | $3269173.62        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE9996 | 2055-10-01      | 5.5000%  | 0.0000% | $11965030.52       | $12106789.54       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF1755 | 2055-10-01      | 6.0000%  | 0.0000% | $3816540.09        | $3970585.83        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF1756 | 2055-10-01      | 6.5000%  | 0.0000% | $1059876.98        | $1122902.09        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF1794 | 2055-09-01      | 6.5000%  | 0.0000% | $1690.59           | $1772.71           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF2232 | 2055-10-01      | 6.0000%  | 0.0000% | $1016797.15        | $1061119.00        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF2525 | 2055-10-01      | 6.0000%  | 0.0000% | $1126973.52        | $1161006.62        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF3081 | 2055-11-01      | 6.0000%  | 0.0000% | $1054.23           | $1085.87           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDF3213 | 2055-10-01      | 7.0000%  | 0.0000% | $1022234.82        | $1087842.30        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF3227 | 2055-10-01      | 6.5000%  | 0.0000% | $1383182.95        | $1451705.22        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF3387 | 2055-09-01      | 6.0000%  | 0.0000% | $1886.90           | $1946.19           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF4471 | 2055-12-01      | 6.0000%  | 0.0000% | $1188145.93        | $1235107.00        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF4472 | 2055-12-01      | 5.5000%  | 0.0000% | $4504977.13        | $4580781.38        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF4490 | 2055-12-01      | 6.0000%  | 0.0000% | $891132.95         | $929983.38         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF3773 | 2055-11-01      | 5.5000%  | 0.0000% | $7451229.01        | $7594834.90        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF3782 | 2055-11-01      | 6.0000%  | 0.0000% | $726480.35         | $758870.24         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF3942 | 2055-12-01      | 5.0000%  | 0.0000% | $2003.70           | $1992.96           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF4255 | 2055-12-01      | 6.0000%  | 0.0000% | $599003.08         | $624323.34         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF4536 | 2056-01-01      | 6.0000%  | 0.0000% | $681792.52         | $702284.93         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF5156 | 2055-12-01      | 5.0000%  | 0.0000% | $990.60            | $986.14            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF5186 | 2055-12-01      | 5.5000%  | 0.0000% | $2887623.68        | $2941947.90        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF5864 | 2055-12-01      | 6.0000%  | 0.0000% | $2499945.84        | $2589620.57        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF6062 | 2055-12-01      | 6.0000%  | 0.0000% | $667421.91         | $687595.85         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG2224 | 2056-02-01      | 6.0000%  | 0.0000% | $997.53            | $1022.79           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG3470 | 2056-01-01      | 6.0000%  | 0.0000% | $2748409.24        | $2831404.78        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG2807 | 2056-03-01      | 5.0000%  | 0.0000% | $1254507.34        | $1246153.44        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG3289 | 2056-03-01      | 5.5000%  | 0.0000% | $2665537.64        | $2712871.67        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG3432 | 2056-03-01      | 5.0000%  | 0.0000% | $4982281.63        | $4965510.72        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG5285 | 2056-03-01      | 6.0000%  | 0.0000% | $1425098.36        | $1478345.26        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG5746 | 2056-04-01      | 5.5000%  | 0.0000% | $5718717.53        | $5826319.65        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG7159 | 2056-05-01      | 5.0000%  | 0.0000% | $8597296.00        | $8539375.06        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG6410 | 2056-04-01      | 5.5000%  | 0.0000% | $1996.27           | $2032.78           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG8951 | 2056-05-01      | 6.0000%  | 0.0000% | $5370712.02        | $5593046.97        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTMA4779 | 2042-10-01      | 4.0000%  | 0.0000% | $645853.92         | $627144.25         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5009 | 2053-05-01      | 5.0000%  | 0.0000% | $7225679.95        | $7170901.27        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CIMA5170 | 2038-09-01      | 6.5000%  | 0.0000% | $1740547.15        | $1816103.53        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CIMA5258 | 2039-01-01      | 6.5000%  | 0.0000% | $4407685.39        | $4599602.87        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5499 | 2054-10-01      | 6.5000%  | 0.0000% | $1907014.85        | $1988521.72        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5554 | 2054-12-01      | 6.0000%  | 0.0000% | $3054929.03        | $3131741.15        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5550 | 2054-12-01      | 4.0000%  | 0.0000% | $1750110.37        | $1643145.57        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5584 | 2055-01-01      | 4.5000%  | 0.0000% | $17495.10          | $16837.45          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTMA5623 | 2045-02-01      | 5.5000%  | 0.0000% | $2114369.00        | $2147953.17        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5612 | 2055-02-01      | 4.5000%  | 0.0000% | $716912.01         | $689962.57         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF6013 | 2053-01-01      | 6.0000%  | 0.0000% | $1076221.23        | $1119017.88        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF6953 | 2053-02-01      | 6.0000%  | 0.0000% | $1715544.29        | $1790521.59        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF7309 | 2053-02-01      | 6.0000%  | 0.0000% | $1038390.55        | $1078522.96        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF7434 | 2053-02-01      | 5.0000%  | 0.0000% | $870.10            | $867.15            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF9523 | 2053-03-01      | 6.0000%  | 0.0000% | $837998.86         | $872681.68         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH0395 | 2053-08-01      | 6.0000%  | 0.0000% | $205136.69         | $211491.14         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ0209 | 2054-07-01      | 6.5000%  | 0.0000% | $672.17            | $707.43            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ0270 | 2054-07-01      | 6.0000%  | 0.0000% | $979.94            | $1031.66           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ1823 | 2054-08-01      | 5.5000%  | 0.0000% | $55702.68          | $56616.19          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ3734 | 2054-09-01      | 6.0000%  | 0.0000% | $5635831.95        | $5777537.43        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ6497 | 2054-10-01      | 5.5000%  | 0.0000% | $827893.90         | $839571.16         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ8988 | 2054-10-01      | 6.0000%  | 0.0000% | $730015.31         | $750419.73         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ8112 | 2054-09-01      | 6.5000%  | 0.0000% | $693489.63         | $729406.54         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ8739 | 2054-10-01      | 6.0000%  | 0.0000% | $633613.60         | $655198.70         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ8752 | 2054-11-01      | 6.0000%  | 0.0000% | $1732888.14        | $1793940.68        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIQN1120 | 2034-12-01      | 3.0000%  | 0.0000% | $1081786.07        | $1036482.31        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIQN4994 | 2036-02-01      | 2.5000%  | 0.0000% | $867588.81         | $821010.09         | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CIQN9439 | 2037-02-01      | 1.5000%  | 0.0000% | $93476.79          | $83933.44          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 3PQU8292 | 2055-04-01      | 6.5000%  | 0.0000% | $1010509.31        | $1037769.37        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA1339 | 2049-09-01      | 3.0000%  | 0.0000% | $732500.19         | $653971.29         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA1369 | 2049-05-25      | 3.5000%  | 0.0000% | $3207321.22        | $2952910.80        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF7159 | 2055-12-01      | 5.0000%  | 0.0000% | $1985.94           | $1984.35           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF7587 | 2056-01-01      | 5.0000%  | 0.0000% | $813900.74         | $805758.39         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF7949 | 2056-05-01      | 5.0000%  | 0.0000% | $2080.00           | $2063.10           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBA4315 | 2045-11-01      | 3.5000%  | 0.0000% | $2625580.82        | $2454191.37        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC8710 | 2046-06-01      | 3.5000%  | 0.0000% | $908040.04         | $847674.65         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBD4480 | 2042-01-01      | 4.5000%  | 0.0000% | $789285.04         | $775993.48         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0035 | 2055-04-01      | 4.0000%  | 0.0000% | $1853493.49        | $1728305.04        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0064 | 2055-09-01      | 4.0000%  | 0.0000% | $2538481.59        | $2392161.25        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I4BF0073 | 2055-07-01      | 4.5000%  | 0.0000% | $2277286.36        | $2211404.46        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 U4BF0200 | 2051-11-01      | 3.5000%  | 0.0000% | $1245826.89        | $1132317.38        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 U4BF0201 | 2051-08-01      | 4.0000%  | 0.0000% | $713279.67         | $673976.61         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 I4BF0274 | 2058-05-01      | 6.0000%  | 0.0000% | $2188082.74        | $2284863.09        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I3BF0297 | 2048-05-01      | 4.5000%  | 0.0000% | $6542712.81        | $6458835.23        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0333 | 2059-01-01      | 3.5000%  | 0.0000% | $951629.47         | $864881.04         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0334 | 2059-01-01      | 3.5000%  | 0.0000% | $1173043.72        | $1054482.11        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 U6BF0499 | 2054-12-01      | 3.0000%  | 0.0000% | $1185220.30        | $1061333.17        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 U6BF0500 | 2054-12-01      | 3.0000%  | 0.0000% | $5068666.54        | $4475902.88        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I4BF0560 | 2061-09-01      | 2.5000%  | 0.0000% | $896538.90         | $734744.51         | Agency Mortgage-Backed Securities  |
| FNMS 07.500 I4BF0589 | 2061-12-01      | 7.5000%  | 0.0000% | $8112320.85        | $9039277.89        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I6BF0660 | 2062-02-01      | 3.5000%  | 0.0000% | $797.20            | $716.47            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH6457 | 2047-07-01      | 4.0000%  | 0.0000% | $2648611.81        | $2523097.04        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH7061 | 2047-12-01      | 3.5000%  | 0.0000% | $2757225.63        | $2549885.63        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ0747 | 2047-10-01      | 4.0000%  | 0.0000% | $754241.58         | $718917.52         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ1649 | 2047-11-01      | 4.0000%  | 0.0000% | $1445771.48        | $1389600.53        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBK4772 | 2048-08-01      | 4.0000%  | 0.0000% | $717331.94         | $682855.61         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKBM3598 | 2047-01-01      | 2.5000%  | 0.0000% | $3916735.42        | $3363862.54        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 REBM3599 | 2044-10-01      | 4.0000%  | 0.0000% | $1460961.22        | $1396750.68        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA0720 | 2054-11-01      | 6.5000%  | 0.0000% | $37267503.44       | $40368627.66       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA1750 | 2052-04-01      | 3.5000%  | 0.0000% | $1500428.32        | $1376674.83        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2067 | 2055-06-01      | 5.5000%  | 0.0000% | $21082697.66       | $21491823.81       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2186 | 2055-07-01      | 6.0000%  | 0.0000% | $5009604.65        | $5168988.56        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3180 | 2055-10-01      | 5.5000%  | 0.0000% | $51143461.81       | $52105612.40       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA4183 | 2053-03-01      | 3.0000%  | 0.0000% | $1227294.73        | $1076884.03        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA4220 | 2055-12-01      | 5.5000%  | 0.0000% | $43207365.25       | $44048689.48       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA4244 | 2055-11-01      | 5.5000%  | 0.0000% | $44360622.41       | $44980640.98       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA5056 | 2054-11-01      | 3.5000%  | 0.0000% | $63694589.69       | $58052982.94       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5644 | 2055-03-01      | 4.5000%  | 0.0000% | $1011999.60        | $973957.52         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5699 | 2055-05-01      | 5.0000%  | 0.0000% | $7658031.48        | $7558621.73        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTMA5706 | 2045-05-01      | 5.5000%  | 0.0000% | $678.29            | $689.06            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CTMA5786 | 2045-07-01      | 7.0000%  | 0.0000% | $422922.95         | $449283.92         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5907 | 2055-12-01      | 4.0000%  | 0.0000% | $13448.48          | $12626.52          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5909 | 2055-12-01      | 5.0000%  | 0.0000% | $462104.60         | $456073.16         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5970 | 2056-02-01      | 4.5000%  | 0.0000% | $18993425.41       | $18279367.58       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA6000 | 2056-03-01      | 6.5000%  | 0.0000% | $4843899.31        | $5050930.26        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA6038 | 2041-04-01      | 5.0000%  | 0.0000% | $7537030.61        | $7604177.18        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTMA6064 | 2046-05-01      | 5.0000%  | 0.0000% | $1040.17           | $1041.91           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA6054 | 2056-05-01      | 5.5000%  | 0.0000% | $406225.62         | $409671.95         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA6056 | 2056-05-01      | 6.5000%  | 0.0000% | $20942313.71       | $21837399.84       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA6061 | 2041-05-01      | 5.0000%  | 0.0000% | $2994925.34        | $3021606.80        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA6081 | 2056-05-01      | 6.0000%  | 0.0000% | $19860762.00       | $20360134.39       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLAD0724 | 2031-12-01      | 7.0000%  | 0.0000% | $656785.50         | $697723.23         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI7435 | 2054-06-01      | 6.5000%  | 0.0000% | $838577.46         | $882157.96         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI7699 | 2054-05-01      | 6.5000%  | 0.0000% | $4983950.83        | $5247215.85        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI8915 | 2054-07-01      | 6.5000%  | 0.0000% | $749714.63         | $788037.46         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIQO0135 | 2037-04-01      | 3.0000%  | 0.0000% | $1334475.56        | $1275800.45        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIQO1552 | 2037-12-01      | 3.0000%  | 0.0000% | $352214.76         | $335584.35         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR5266 | 2051-03-01      | 2.0000%  | 0.0000% | $869407.60         | $701746.31         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR7699 | 2051-04-01      | 2.5000%  | 0.0000% | $833278.07         | $699039.84         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR7725 | 2051-04-01      | 2.5000%  | 0.0000% | $977761.84         | $820248.75         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM4783 | 2050-12-01      | 2.0000%  | 0.0000% | $1077346.27        | $863034.69         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM4870 | 2050-11-01      | 2.0000%  | 0.0000% | $957401.75         | $768115.34         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM5242 | 2047-12-01      | 3.0000%  | 0.0000% | $1804961.61        | $1628496.53        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIFM6242 | 2034-06-01      | 4.5000%  | 0.0000% | $820970.54         | $824655.88         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ0802 | 2055-08-01      | 5.5000%  | 0.0000% | $2364697.76        | $2422164.12        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU1349 | 2052-02-01      | 3.0000%  | 0.0000% | $947269.47         | $839896.79         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU5093 | 2054-10-01      | 6.5000%  | 0.0000% | $931632.62         | $978498.91         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBU5242 | 2054-12-01      | 5.0000%  | 0.0000% | $512007.14         | $506643.80         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU8229 | 2052-02-01      | 2.0000%  | 0.0000% | $1924575.22        | $1560552.51        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV0066 | 2052-01-01      | 3.5000%  | 0.0000% | $1999999.70        | $1835364.17        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBV1435 | 2055-03-01      | 4.0000%  | 0.0000% | $214021.79         | $201533.86         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTBV2609 | 2042-07-01      | 4.0000%  | 0.0000% | $802886.50         | $779272.90         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV6276 | 2055-10-01      | 5.0000%  | 0.0000% | $1468721.03        | $1465733.49        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBV5873 | 2055-07-01      | 6.0000%  | 0.0000% | $1595596.68        | $1675741.38        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBV5938 | 2055-08-01      | 6.5000%  | 0.0000% | $8164059.69        | $8575385.88        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV6538 | 2056-01-01      | 5.5000%  | 0.0000% | $10372292.60       | $10460288.82       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBV6566 | 2055-11-01      | 6.5000%  | 0.0000% | $3755047.09        | $3928194.40        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBV6593 | 2056-01-01      | 6.0000%  | 0.0000% | $1996.02           | $2074.65           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBV6804 | 2053-04-01      | 6.0000%  | 0.0000% | $1235980.32        | $1311610.78        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBV6815 | 2053-08-01      | 6.0000%  | 0.0000% | $1922.90           | $2038.33           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV6819 | 2054-04-01      | 5.5000%  | 0.0000% | $1004510.51        | $1036194.56        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBV6823 | 2054-10-01      | 6.0000%  | 0.0000% | $882656.03         | $937789.08         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA5559 | 2051-07-01      | 2.5000%  | 0.0000% | $842.05            | $706.39            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7195 | 2052-04-01      | 3.5000%  | 0.0000% | $1247295.95        | $1142949.94        | Agency Mortgage-Backed Securities  |
| 1 NOTE N 28          | 2028-07-31      | 1.0000%  | 0.0000% | $1199700.00        | $1129286.81        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  | 0.0000% | $33726100.00       | $29283786.80       | U.S. Treasuries (including strips) |

### Security 310: Citibank NA

- **C.1 - Title:** Citibank NA 3.640000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 981ZCL007, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 981ZCL007_3.64_0603
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 03.000 CLRA6665 | 2052-02-01      | 3.0000%  | 0.0000% | $776.28            | $680.26            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6815 | 2052-02-01      | 2.5000%  | 0.0000% | $2829.61           | $2414.75           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7772 | 2052-08-01      | 4.0000%  | 0.0000% | $19176.68          | $18047.39          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7779 | 2052-08-01      | 4.5000%  | 0.0000% | $5822.46           | $5615.76           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM3346 | 2041-06-01      | 6.2640%  | 0.0000% | $150465.24         | $156550.38         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM3845 | 2037-09-01      | 6.0100%  | 0.0000% | $671.99            | $697.95            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM6201 | 2042-08-01      | 6.2650%  | 0.0000% | $726.97            | $758.04            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM5971 | 2049-06-01      | 3.5000%  | 0.0000% | $6550.46           | $6045.59           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN0855 | 2048-10-01      | 4.5000%  | 0.0000% | $8406.99           | $8245.32           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO4399 | 2050-04-01      | 3.0000%  | 0.0000% | $9258.53           | $8195.82           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBP5878 | 2050-06-01      | 2.5000%  | 0.0000% | $8956.27           | $7583.13           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR1155 | 2050-12-01      | 2.0000%  | 0.0000% | $22391.58          | $18099.24          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS4246 | 2036-12-01      | 2.3700%  | 0.0000% | $2002.00           | $1642.42           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA5463 | 2056-02-01      | 5.5000%  | 0.0000% | $17930082.94       | $18170772.39       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA5780 | 2056-05-01      | 6.0000%  | 0.0000% | $806848.00         | $835201.98         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3630 | 2035-06-01      | 3.0000%  | 0.0000% | $7954.60           | $7610.27           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM3619 | 2050-01-01      | 4.5000%  | 0.0000% | $744.93            | $729.15            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAE0967 | 2039-06-01      | 3.5000%  | 0.0000% | $204007.35         | $190380.11         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAE1831 | 2040-08-01      | 6.5000%  | 0.0000% | $1584.74           | $1640.90           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAE1973 | 2040-09-01      | 6.5650%  | 0.0000% | $1229.60           | $1280.46           | Agency Mortgage-Backed Securities |
| FMAR 1B1225 G        | 2033-09-01      | 6.5000%  | 0.0000% | $219.97            | $225.04            | Agency Mortgage-Backed Securities |
| FMAR 1B2566 G        | 2034-11-01      | 6.6500%  | 0.0000% | $208.11            | $214.36            | Agency Mortgage-Backed Securities |
| FMAR 1B2632 G        | 2034-11-01      | 6.2750%  | 0.0000% | $174.74            | $179.29            | Agency Mortgage-Backed Securities |
| FMAR 1B2642 G        | 2034-11-01      | 6.4560%  | 0.0000% | $593.62            | $613.00            | Agency Mortgage-Backed Securities |
| FMAR 1B2810 G        | 2035-02-01      | 6.1510%  | 0.0000% | $487.42            | $504.44            | Agency Mortgage-Backed Securities |
| FMAR 1B3488 G        | 2037-07-01      | 6.6750%  | 0.0000% | $1269.44           | $1308.19           | Agency Mortgage-Backed Securities |
| FMAR 847340 G        | 2034-11-01      | 6.6470%  | 0.0000% | $276.63            | $284.91            | Agency Mortgage-Backed Securities |
| FMAR 847415 G        | 2035-06-01      | 6.3330%  | 0.0000% | $1176.23           | $1220.33           | Agency Mortgage-Backed Securities |
| FMAR 847581 G        | 2036-07-01      | 6.5650%  | 0.0000% | $1066.63           | $1102.29           | Agency Mortgage-Backed Securities |
| FMAR 1J0780 G        | 2037-12-01      | 6.3790%  | 0.0000% | $1652.83           | $1722.82           | Agency Mortgage-Backed Securities |
| FMAR 1J0589 G        | 2037-08-01      | 6.6170%  | 0.0000% | $115.98            | $119.93            | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08726 G | 2046-10-01      | 3.0000%  | 0.0000% | $5795.60           | $5212.74           | Agency Mortgage-Backed Securities |
| FMAR 1A1085 G        | 2036-08-01      | 5.9220%  | 0.0000% | $1671.06           | $1712.65           | Agency Mortgage-Backed Securities |
| FMAR 1H1350 G        | 2036-10-01      | 6.2290%  | 0.0000% | $1487.31           | $1555.45           | Agency Mortgage-Backed Securities |
| FMAR 1H1390 G        | 2037-04-01      | 5.8180%  | 0.0000% | $1201.44           | $1258.10           | Agency Mortgage-Backed Securities |
| FMAR 1J1680 G        | 2037-06-01      | 6.3260%  | 0.0000% | $838.59            | $868.31            | Agency Mortgage-Backed Securities |
| FMAR 1J1681 G        | 2037-06-01      | 6.7300%  | 0.0000% | $578.74            | $600.35            | Agency Mortgage-Backed Securities |
| FMAR 1J1749 G        | 2037-06-01      | 6.1850%  | 0.0000% | $3811.16           | $3916.69           | Agency Mortgage-Backed Securities |
| FMAR 1J1378 G        | 2036-11-01      | 6.0150%  | 0.0000% | $1735.51           | $1790.66           | Agency Mortgage-Backed Securities |
| FMAR 1J1380 G        | 2036-03-01      | 6.8430%  | 0.0000% | $304.22            | $317.04            | Agency Mortgage-Backed Securities |
| FMAR 1J1516 G        | 2037-02-01      | 5.8780%  | 0.0000% | $603.58            | $622.08            | Agency Mortgage-Backed Securities |
| FMAR 1J1621 G        | 2037-05-01      | 6.3050%  | 0.0000% | $4045.57           | $4225.28           | Agency Mortgage-Backed Securities |
| FMAR 1J3685 G        | 2037-11-01      | 6.1700%  | 0.0000% | $354.13            | $365.81            | Agency Mortgage-Backed Securities |
| FMAR 1L0183 G        | 2035-08-01      | 6.1550%  | 0.0000% | $612.06            | $630.20            | Agency Mortgage-Backed Securities |
| FMAR 1L1302 G        | 2036-04-01      | 5.9800%  | 0.0000% | $1031.11           | $1078.33           | Agency Mortgage-Backed Securities |
| FMAR 1G1381 G        | 2036-12-01      | 6.2660%  | 0.0000% | $1278.66           | $1330.61           | Agency Mortgage-Backed Securities |
| FMAR 1G1555 G        | 2037-02-01      | 6.4770%  | 0.0000% | $2364.03           | $2452.95           | Agency Mortgage-Backed Securities |
| FMAR 1G1642 G        | 2037-04-01      | 5.5700%  | 0.0000% | $2169.02           | $2205.75           | Agency Mortgage-Backed Securities |
| FMAR 1G5120 G        | 2037-09-01      | 5.7300%  | 0.0000% | $1106.88           | $1133.13           | Agency Mortgage-Backed Securities |
| FMAR 1B7215 G        | 2036-12-01      | 6.2550%  | 0.0000% | $46.64             | $48.21             | Agency Mortgage-Backed Securities |
| FMAR 1G2602 G        | 2036-10-01      | 6.2220%  | 0.0000% | $2220.95           | $2285.82           | Agency Mortgage-Backed Securities |
| FMAR 1Q0105 G        | 2036-09-01      | 6.4160%  | 0.0000% | $2328.07           | $2406.35           | Agency Mortgage-Backed Securities |
| FMAR 1Q0287 G        | 2037-07-01      | 5.5750%  | 0.0000% | $3624.01           | $3680.66           | Agency Mortgage-Backed Securities |
| FMAR 1Q1104 G        | 2037-04-01      | 5.9930%  | 0.0000% | $21221.27          | $21863.02          | Agency Mortgage-Backed Securities |
| FMAR 1B7789 G        | 2040-11-01      | 6.2730%  | 0.0000% | $860.13            | $890.81            | Agency Mortgage-Backed Securities |
| FMAR 786625 G        | 2028-09-01      | 5.8690%  | 0.0000% | $2488.10           | $2502.72           | Agency Mortgage-Backed Securities |
| FMAR 788825 G        | 2031-11-01      | 6.2350%  | 0.0000% | $178.35            | $182.76            | Agency Mortgage-Backed Securities |
| FMAR 848565 G        | 2037-12-01      | 6.1790%  | 0.0000% | $906.89            | $933.25            | Agency Mortgage-Backed Securities |
| FMAR 848690 G        | 2037-03-01      | 6.1130%  | 0.0000% | $527.45            | $549.80            | Agency Mortgage-Backed Securities |
| FMAR 849128 G        | 2043-09-01      | 6.3500%  | 0.0000% | $2310.56           | $2387.62           | Agency Mortgage-Backed Securities |
| FMAR 849336 G        | 2034-12-01      | 5.6100%  | 0.0000% | $3248.64           | $3278.50           | Agency Mortgage-Backed Securities |
| FMAR 780870 G        | 2033-09-01      | 6.3570%  | 0.0000% | $618.87            | $638.53            | Agency Mortgage-Backed Securities |
| FMAR 786190 G        | 2027-07-01      | 6.3570%  | 0.0000% | $1109.28           | $1115.96           | Agency Mortgage-Backed Securities |
| FMAR 786223 G        | 2028-01-01      | 6.4200%  | 0.0000% | $738.42            | $743.78            | Agency Mortgage-Backed Securities |
| FMAR 782785 G        | 2034-10-01      | 6.1060%  | 0.0000% | $633.99            | $653.74            | Agency Mortgage-Backed Securities |
| FMAR 782837 G        | 2034-11-01      | 5.8920%  | 0.0000% | $825.03            | $853.92            | Agency Mortgage-Backed Securities |
| FMAR 783022 G        | 2035-02-01      | 5.8750%  | 0.0000% | $670.59            | $699.39            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX AS037029 | 2026-11-01      | 5.0000%  | 0.0000% | $24.98             | $25.01             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX AS072163 | 2028-02-01      | 5.2500%  | 0.0000% | $200.59            | $201.11            | Agency Mortgage-Backed Securities |
| FNMS 07.000 GL252034 | 2028-09-01      | 7.0000%  | 0.0000% | $6205.04           | $6324.43           | Agency Mortgage-Backed Securities |
| FNMS 07.000 GL252410 | 2029-03-01      | 7.0000%  | 0.0000% | $6631.32           | $6729.89           | Agency Mortgage-Backed Securities |
| FNMS 08.500 CL253399 | 2030-07-01      | 8.5000%  | 0.0000% | $5808.12           | $5964.12           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LA255720 | 2035-03-01      | 6.0000%  | 0.0000% | $121.76            | $124.90            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX W2313449 | 2027-04-01      | 5.7320%  | 0.0000% | $3030.90           | $3048.61           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS323919 | 2029-08-01      | 6.1250%  | 0.0000% | $2957.26           | $3000.79           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD399907 | 2027-08-01      | 5.7260%  | 0.0000% | $341.92            | $343.69            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL506301 | 2029-07-01      | 7.0000%  | 0.0000% | $5237.24           | $5563.67           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX GA520790 | 2028-04-01      | 5.8830%  | 0.0000% | $310.06            | $312.57            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD533019 | 2030-03-01      | 5.6520%  | 0.0000% | $2705.25           | $2744.38           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS534988 | 2028-10-01      | 6.1950%  | 0.0000% | $2785.16           | $2802.65           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL535041 | 2029-12-01      | 7.0000%  | 0.0000% | $5975.90           | $6348.38           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS544860 | 2034-09-01      | 5.1810%  | 0.0000% | $3257.55           | $3239.10           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS544861 | 2036-12-01      | 4.6600%  | 0.0000% | $2999.86           | $3047.94           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS545176 | 2031-08-01      | 6.1850%  | 0.0000% | $345.34            | $352.35            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS545255 | 2040-12-01      | 6.0140%  | 0.0000% | $84.03             | $85.34             | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL545556 | 2032-04-01      | 7.0000%  | 0.0000% | $7852.57           | $8342.03           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS555258 | 2033-01-01      | 5.6520%  | 0.0000% | $3447.03           | $3501.03           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL555424 | 2033-05-01      | 5.5000%  | 0.0000% | $5326.31           | $5413.16           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS555566 | 2033-04-01      | 5.7290%  | 0.0000% | $772.46            | $788.08            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD555610 | 2032-11-01      | 6.2380%  | 0.0000% | $473.21            | $485.17            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS555715 | 2033-07-01      | 5.6840%  | 0.0000% | $140.85            | $143.70            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS555847 | 2033-09-01      | 5.8980%  | 0.0000% | $74.21             | $75.48             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS555958 | 2036-10-01      | 4.4310%  | 0.0000% | $2451.97           | $2431.55           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBW5070 | 2053-01-01      | 2.5000%  | 0.0000% | $76982.99          | $64743.81          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW9888 | 2052-10-01      | 4.0000%  | 0.0000% | $15908.56          | $14949.77          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX0553 | 2052-10-01      | 5.5000%  | 0.0000% | $63564.68          | $64244.04          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  | 0.0000% | $6173.35           | $5671.10           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8161 | 2051-08-01      | 2.5000%  | 0.0000% | $1066477.28        | $913718.75         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFM9940 | 2040-03-01      | 3.0000%  | 0.0000% | $6164.43           | $5854.38           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM9994 | 2051-10-01      | 4.0000%  | 0.0000% | $5649.57           | $5374.10           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0360 | 2052-01-01      | 2.5000%  | 0.0000% | $89211.86          | $76519.64          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS0729 | 2052-02-01      | 3.5000%  | 0.0000% | $419094.91         | $382146.34         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0751 | 2052-03-01      | 3.0000%  | 0.0000% | $34939.69          | $30845.57          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS1069 | 2051-12-01      | 2.0000%  | 0.0000% | $31338.98          | $25103.89          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFS1163 | 2037-01-01      | 3.5000%  | 0.0000% | $7331.36           | $7061.81           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1169 | 2052-03-01      | 3.0000%  | 0.0000% | $8811.74           | $7716.30           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2587 | 2052-08-01      | 4.5000%  | 0.0000% | $3101.07           | $3003.63           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS3555 | 2037-07-01      | 2.0000%  | 0.0000% | $509778.80         | $468193.88         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS2985 | 2035-02-01      | 2.5000%  | 0.0000% | $550.59            | $519.38            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4371 | 2052-02-01      | 3.5000%  | 0.0000% | $6331.04           | $5782.78           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  | 0.0000% | $18195.26          | $15939.40          | Agency Mortgage-Backed Securities |
| FMAR 2B1569 G        | 2043-08-01      | 6.3500%  | 0.0000% | $716.16            | $739.11            | Agency Mortgage-Backed Securities |
| FMAR 2B3360 G        | 2044-11-01      | 6.2300%  | 0.0000% | $2467.25           | $2564.76           | Agency Mortgage-Backed Securities |
| FMAR 2B6311 G        | 2047-07-01      | 6.2650%  | 0.0000% | $4213.70           | $4379.99           | Agency Mortgage-Backed Securities |
| FMAR 2B6349 G        | 2047-07-01      | 6.3800%  | 0.0000% | $2644.71           | $2762.99           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZA0889 | 2033-04-01      | 6.0000%  | 0.0000% | $5437.57           | $5590.43           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS559813 | 2040-09-01      | 5.1990%  | 0.0000% | $2094.80           | $2117.65           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX W2573657 | 2030-08-01      | 6.0250%  | 0.0000% | $1193.38           | $1199.96           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL576922 | 2029-06-01      | 7.0000%  | 0.0000% | $4796.89           | $5095.89           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB597590 | 2031-09-01      | 6.2450%  | 0.0000% | $3095.34           | $3158.10           | Agency Mortgage-Backed Securities |
| FNMS 07.000 K2600187 | 2031-07-01      | 7.0000%  | 0.0000% | $6126.28           | $6281.22           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD629133 | 2032-05-01      | 5.6250%  | 0.0000% | $354.04            | $361.21            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL630139 | 2032-02-01      | 7.0000%  | 0.0000% | $5684.64           | $6038.96           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAH1204 | 2041-01-01      | 6.0650%  | 0.0000% | $1405.64           | $1456.80           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAH3767 | 2041-02-01      | 6.0650%  | 0.0000% | $3208.00           | $3332.69           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI8194 | 2041-08-01      | 4.5000%  | 0.0000% | $13998.57          | $13896.80          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAK8184 | 2042-04-01      | 5.9710%  | 0.0000% | $2489.37           | $2574.94           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL3544 | 2043-05-01      | 5.4950%  | 0.0000% | $843.53            | $865.97            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAL2908 | 2027-08-01      | 3.0000%  | 0.0000% | $6680.56           | $6658.99           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL2983 | 2043-01-01      | 5.9960%  | 0.0000% | $4282.80           | $4440.25           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL3318 | 2043-03-01      | 3.5000%  | 0.0000% | $5625.44           | $5301.26           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CQAL6777 | 2044-07-01      | 5.0000%  | 0.0000% | $1023.26           | $1037.57           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL7730 | 2044-04-01      | 6.1140%  | 0.0000% | $930.54            | $973.78            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTAL9227 | 2036-10-01      | 3.0000%  | 0.0000% | $6880.60           | $6445.67           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL9645 | 2044-07-01      | 6.0470%  | 0.0000% | $2428.79           | $2528.13           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL8238 | 2030-08-01      | 3.5000%  | 0.0000% | $7589.90           | $7522.45           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL8332 | 2043-12-01      | 6.1080%  | 0.0000% | $3277.13           | $3421.68           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL8786 | 2044-05-01      | 6.2300%  | 0.0000% | $1046.30           | $1082.13           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL8787 | 2046-07-01      | 2.9340%  | 0.0000% | $1194984.61        | $1241515.98        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN7522 | 2032-11-01      | 3.3100%  | 0.0000% | $1654.13           | $1557.31           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN9351 | 2033-06-01      | 3.7200%  | 0.0000% | $2573.00           | $2449.85           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN9403 | 2033-07-01      | 3.7500%  | 0.0000% | $269.04            | $257.44            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO1214 | 2042-04-01      | 3.5000%  | 0.0000% | $8170.07           | $7699.24           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO8301 | 2042-08-01      | 3.5000%  | 0.0000% | $1599672.64        | $1501856.22        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP2133 | 2042-08-01      | 3.5000%  | 0.0000% | $401627.94         | $377860.50         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ1178 | 2031-06-01      | 5.8100%  | 0.0000% | $2145710.00        | $2213941.19        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ2541 | 2034-12-01      | 4.7100%  | 0.0000% | $10539.00          | $10593.81          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3471 | 2032-04-01      | 4.7100%  | 0.0000% | $147840.00         | $148989.06         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5381 | 2031-03-01      | 3.6800%  | 0.0000% | $1008.00           | $976.95            | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ4621 | 2035-08-01      | 5.2800%  | 0.0000% | $388000.00         | $404798.33         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ4611 | 2032-11-01      | 5.4250%  | 0.0000% | $1987.98           | $2058.94           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4928 | 2030-09-01      | 4.3700%  | 0.0000% | $1000000.00        | $1003614.89        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5257 | 2032-10-01      | 4.4600%  | 0.0000% | $5224.00           | $5214.54           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5741 | 2032-12-01      | 4.3800%  | 0.0000% | $999000.00         | $991650.02         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5833 | 2032-12-01      | 4.3200%  | 0.0000% | $3556797.00        | $3522786.91        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6028 | 2033-01-01      | 3.9100%  | 0.0000% | $2162040.00        | $2086206.69        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ7103 | 2031-05-01      | 4.0800%  | 0.0000% | $4705280.00        | $4629394.81        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ7150 | 2031-06-01      | 4.1600%  | 0.0000% | $2569760.00        | $2541566.02        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6322 | 2033-01-01      | 4.5050%  | 0.0000% | $785364.00         | $785236.68         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6580 | 2033-03-01      | 4.0700%  | 0.0000% | $139075.00         | $135370.81         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6707 | 2031-04-01      | 3.8500%  | 0.0000% | $800567.00         | $781350.55         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6769 | 2031-04-01      | 4.0300%  | 0.0000% | $1151171.24        | $1133333.20        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6785 | 2031-04-01      | 4.0100%  | 0.0000% | $4869440.00        | $4791533.29        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6905 | 2031-04-01      | 4.0200%  | 0.0000% | $9369600.00        | $9213218.26        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ7034 | 2031-05-01      | 4.1300%  | 0.0000% | $966546.00         | $954449.89         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ7023 | 2033-05-01      | 4.3100%  | 0.0000% | $11101700.00       | $10944802.14       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0833 | 2047-12-01      | 3.5000%  | 0.0000% | $216.78            | $200.51            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2055 | 2048-07-01      | 4.5000%  | 0.0000% | $7893.02           | $7672.88           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3633 | 2049-06-01      | 3.5000%  | 0.0000% | $21721.15          | $20172.80          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3872 | 2049-07-01      | 3.5000%  | 0.0000% | $6528.89           | $6012.85           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5331 | 2052-08-01      | 3.5000%  | 0.0000% | $191305.81         | $174325.17         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4849 | 2042-01-01      | 6.0000%  | 0.0000% | $6220.64           | $6535.67           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS6157 | 2052-09-01      | 3.0000%  | 0.0000% | $822.79            | $721.73            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6596 | 2053-10-01      | 3.5000%  | 0.0000% | $22650.11          | $20654.68          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS8078 | 2052-02-01      | 2.0000%  | 0.0000% | $2048722.92        | $1646213.52        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS7561 | 2047-04-01      | 3.5000%  | 0.0000% | $20400.04          | $19135.81          | Agency Mortgage-Backed Securities |
| FKAR 03.900 WAWA4841 | 2039-01-01      | 3.9000%  | 0.0000% | $4403.20           | $4025.05           | Agency Mortgage-Backed Securities |
| FMAR 8B0607 G        | 2056-05-01      | 4.3450%  | 0.0000% | $1173137.94        | $1161206.47        | Agency Mortgage-Backed Securities |
| FMAR 8B0595 G        | 2056-04-01      | 4.6990%  | 0.0000% | $6639967.76        | $6633173.60        | Agency Mortgage-Backed Securities |
| FMAR 8B0634 G        | 2056-05-01      | 4.8110%  | 0.0000% | $820800.00         | $822269.96         | Agency Mortgage-Backed Securities |
| FMAR 8C1056 G        | 2055-07-01      | 5.4600%  | 0.0000% | $10070854.37       | $10169555.46       | Agency Mortgage-Backed Securities |
| FKAR 04.650 WSWS3001 | 2038-01-01      | 4.6500%  | 0.0000% | $2896.28           | $2843.60           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZS9060 | 2033-05-01      | 3.5000%  | 0.0000% | $5969.58           | $5820.41           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT1864 | 2049-04-01      | 4.0000%  | 0.0000% | $5885.79           | $5602.80           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB0862 | 2037-12-01      | 5.0000%  | 0.0000% | $12118.76          | $12241.38          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8273 | 2038-12-01      | 5.5000%  | 0.0000% | $5863.96           | $6000.43           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB8380 | 2040-04-01      | 6.0000%  | 0.0000% | $5452.86           | $5636.09           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0923 | 2052-01-01      | 2.5000%  | 0.0000% | $15584.66          | $13291.76          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP7184 | 2042-10-01      | 3.5000%  | 0.0000% | $19789.47          | $18587.50          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAS0764 | 2028-10-01      | 3.5000%  | 0.0000% | $6398.64           | $6363.71           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS5384 | 2045-07-01      | 4.0000%  | 0.0000% | $7516.35           | $7193.59           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS4716 | 2045-04-01      | 4.0000%  | 0.0000% | $9113.70           | $8726.56           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAT7897 | 2043-08-01      | 6.2170%  | 0.0000% | $2024.83           | $2108.76           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB665387 | 2032-08-01      | 5.0650%  | 0.0000% | $917.74            | $918.22            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD669201 | 2032-11-01      | 5.9150%  | 0.0000% | $137.05            | $140.92            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX GA670672 | 2033-08-01      | 5.7750%  | 0.0000% | $1158.19           | $1185.71           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD671155 | 2033-02-01      | 5.8980%  | 0.0000% | $817.14            | $839.42            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB675490 | 2033-03-01      | 6.3130%  | 0.0000% | $1001.42           | $1036.51           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD681767 | 2033-01-01      | 5.6250%  | 0.0000% | $33.57             | $34.27             | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7799 | 2050-11-01      | 2.0000%  | 0.0000% | $1275.26           | $1027.81           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB0333 | 2036-04-01      | 2.5000%  | 0.0000% | $544043.51         | $514852.55         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0414 | 2051-05-01      | 2.5000%  | 0.0000% | $37494.83          | $31832.41          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB0684 | 2051-06-01      | 2.0000%  | 0.0000% | $263535.87         | $214211.33         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3528 | 2052-05-01      | 4.0000%  | 0.0000% | $9618.52           | $9030.65           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS8288 | 2052-03-01      | 2.0000%  | 0.0000% | $11503.68          | $9263.24           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS9882 | 2053-11-01      | 4.5000%  | 0.0000% | $20577.78          | $19893.36          | Agency Mortgage-Backed Securities |
| FNMS 06.500 ZLFP0133 | 2055-02-25      | 6.5000%  | 0.0000% | $2873737.94        | $2996563.09        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0267 | 2055-04-01      | 6.0000%  | 0.0000% | $11908.81          | $12267.07          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC1066 | 2055-09-01      | 6.5000%  | 0.0000% | $3077401.39        | $3214735.22        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC1930 | 2056-02-01      | 5.0000%  | 0.0000% | $9125743.96        | $9112802.64        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC2354 | 2056-04-01      | 6.0000%  | 0.0000% | $7655066.83        | $7958074.79        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB888757 | 2037-09-01      | 6.5940%  | 0.0000% | $1301.14           | $1350.15           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS889017 | 2040-12-01      | 5.8890%  | 0.0000% | $1652.73           | $1698.35           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB894571 | 2036-03-01      | 6.6790%  | 0.0000% | $2073.41           | $2177.56           | Agency Mortgage-Backed Securities |
| FNMS 07.000 K0898544 | 2036-09-01      | 7.0000%  | 0.0000% | $6417.59           | $6526.97           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1902818 | 2036-11-01      | 6.3210%  | 0.0000% | $281.42            | $290.99            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1902955 | 2036-12-01      | 6.0100%  | 0.0000% | $2867.82           | $2951.63           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB904688 | 2036-12-01      | 6.0810%  | 0.0000% | $2388.77           | $2484.36           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1905857 | 2036-12-01      | 6.2500%  | 0.0000% | $3814.96           | $3937.94           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1905946 | 2037-01-01      | 6.1250%  | 0.0000% | $349.90            | $361.15            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1906236 | 2037-01-01      | 5.9600%  | 0.0000% | $1115.87           | $1151.35           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS907897 | 2036-12-01      | 5.7800%  | 0.0000% | $536.67            | $553.58            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB912244 | 2037-02-01      | 6.0330%  | 0.0000% | $3925.74           | $4085.72           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRQ0118 | 2056-05-01      | 5.0000%  | 0.0000% | $497609.15         | $491114.30         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3425 | 2053-07-01      | 5.5000%  | 0.0000% | $3611035.78        | $3678770.79        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD5580 | 2052-10-01      | 4.0000%  | 0.0000% | $7212.65           | $6789.11           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD6706 | 2054-01-01      | 4.5000%  | 0.0000% | $8010.02           | $7724.02           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD681874 | 2033-03-01      | 5.6650%  | 0.0000% | $535.16            | $547.29            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD685511 | 2033-07-01      | 6.2800%  | 0.0000% | $4299.50           | $4430.68           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD687125 | 2033-04-01      | 5.7900%  | 0.0000% | $112.92            | $115.81            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD690573 | 2033-10-01      | 6.3930%  | 0.0000% | $4624.05           | $4764.28           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD705282 | 2033-06-01      | 6.2680%  | 0.0000% | $841.04            | $864.67            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD705715 | 2033-06-01      | 6.2900%  | 0.0000% | $883.36            | $910.24            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX W2709092 | 2033-06-01      | 5.7600%  | 0.0000% | $709.23            | $719.16            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB722439 | 2033-07-01      | 5.5380%  | 0.0000% | $2320.46           | $2358.94           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LA723653 | 2033-07-01      | 6.5000%  | 0.0000% | $2398.33           | $2458.92           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB725216 | 2034-01-01      | 6.3750%  | 0.0000% | $1635.02           | $1697.41           | Agency Mortgage-Backed Securities |
| FNMS 06.000 GO725350 | 2033-01-01      | 6.0000%  | 0.0000% | $7880.82           | $7970.70           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS725557 | 2034-06-01      | 5.9250%  | 0.0000% | $2256.93           | $2325.89           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS725639 | 2033-09-01      | 6.3210%  | 0.0000% | $351.60            | $361.12            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS725896 | 2034-10-01      | 5.9940%  | 0.0000% | $991.45            | $1018.83           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD728646 | 2033-07-01      | 6.1750%  | 0.0000% | $398.17            | $409.22            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS732218 | 2043-06-01      | 4.9980%  | 0.0000% | $41457.86          | $41967.43          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL732567 | 2033-09-01      | 5.5000%  | 0.0000% | $14267.64          | $14388.68          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735322 | 2034-07-01      | 5.7400%  | 0.0000% | $743.98            | $761.11            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735332 | 2034-08-01      | 5.8760%  | 0.0000% | $2523.67           | $2586.43           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735259 | 2038-05-01      | 6.2150%  | 0.0000% | $98.02             | $100.52            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL735415 | 2032-12-01      | 6.5000%  | 0.0000% | $5306.85           | $5533.66           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735442 | 2034-04-01      | 5.7840%  | 0.0000% | $494.06            | $508.00            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735539 | 2035-04-01      | 5.8840%  | 0.0000% | $2346.19           | $2415.34           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735691 | 2032-04-01      | 5.8280%  | 0.0000% | $888.45            | $908.04            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735858 | 2035-08-01      | 6.1170%  | 0.0000% | $2684.90           | $2754.55           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB735961 | 2035-09-01      | 5.4710%  | 0.0000% | $166129.23         | $169287.55         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS742955 | 2033-10-01      | 5.8900%  | 0.0000% | $3434.36           | $3517.05           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX GA743602 | 2033-09-01      | 5.6950%  | 0.0000% | $3185.03           | $3253.03           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS745054 | 2035-09-01      | 6.2480%  | 0.0000% | $187.05            | $193.17            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB745168 | 2035-09-01      | 6.3950%  | 0.0000% | $2333.73           | $2407.99           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS745445 | 2036-01-01      | 5.9070%  | 0.0000% | $319.97            | $329.44            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1745466 | 2036-04-01      | 5.9070%  | 0.0000% | $2460.02           | $2538.89           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS745539 | 2034-08-01      | 6.0720%  | 0.0000% | $333.68            | $344.00            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD745688 | 2034-07-01      | 5.9890%  | 0.0000% | $8190.42           | $8395.15           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB745702 | 2034-11-01      | 6.3070%  | 0.0000% | $285.95            | $294.21            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS745705 | 2032-11-01      | 5.8420%  | 0.0000% | $146.61            | $149.13            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB745768 | 2036-07-01      | 6.1890%  | 0.0000% | $525.22            | $542.56            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB745858 | 2036-08-01      | 6.5410%  | 0.0000% | $328.93            | $339.82            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS745862 | 2035-04-01      | 6.0580%  | 0.0000% | $1941.71           | $1996.28           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1745895 | 2036-10-01      | 6.5070%  | 0.0000% | $3174.00           | $3276.12           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB745982 | 2035-12-01      | 6.0460%  | 0.0000% | $1116.10           | $1142.96           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB749306 | 2033-10-01      | 6.3000%  | 0.0000% | $2191.82           | $2265.47           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS751531 | 2034-05-01      | 6.2100%  | 0.0000% | $2873.95           | $2956.41           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS754031 | 2033-12-01      | 5.8420%  | 0.0000% | $905.84            | $930.14            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB758614 | 2033-11-01      | 5.7210%  | 0.0000% | $3037.43           | $3114.18           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB758900 | 2033-12-01      | 6.0600%  | 0.0000% | $247.50            | $254.45            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD767672 | 2034-03-01      | 5.7600%  | 0.0000% | $330.19            | $338.83            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS768435 | 2034-01-01      | 5.6500%  | 0.0000% | $845.12            | $875.68            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS770140 | 2034-03-01      | 5.6330%  | 0.0000% | $573.30            | $586.45            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB777058 | 2034-05-01      | 5.9020%  | 0.0000% | $4285.55           | $4396.42           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS778711 | 2034-05-01      | 5.5740%  | 0.0000% | $536.55            | $550.08            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD780365 | 2034-06-01      | 6.2730%  | 0.0000% | $1399.65           | $1440.00           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS781309 | 2034-07-01      | 6.3100%  | 0.0000% | $3371.68           | $3480.51           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD781563 | 2034-11-01      | 5.8740%  | 0.0000% | $1821.24           | $1865.85           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WN784124 | 2034-12-01      | 5.8300%  | 0.0000% | $2353.56           | $2424.64           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB790762 | 2034-09-01      | 6.1650%  | 0.0000% | $695.55            | $709.00            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD791972 | 2034-09-01      | 6.3930%  | 0.0000% | $575.19            | $593.72            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB791961 | 2034-09-01      | 5.3130%  | 0.0000% | $2797.82           | $2836.27           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB793065 | 2034-08-01      | 6.6520%  | 0.0000% | $631.74            | $652.30            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB794792 | 2034-10-01      | 6.2120%  | 0.0000% | $1888.60           | $1940.97           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WN795718 | 2034-09-01      | 6.3000%  | 0.0000% | $2423.61           | $2495.06           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB800165 | 2034-12-01      | 5.7700%  | 0.0000% | $866.45            | $885.06            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB800171 | 2034-12-01      | 5.7540%  | 0.0000% | $2160.96           | $2200.61           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS801344 | 2034-10-01      | 6.3150%  | 0.0000% | $1132.32           | $1169.33           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB803594 | 2034-10-01      | 6.0850%  | 0.0000% | $2142.80           | $2196.76           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS806484 | 2033-08-01      | 4.5860%  | 0.0000% | $878.18            | $866.19            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS806506 | 2044-10-01      | 4.9990%  | 0.0000% | $938.60            | $951.67            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB806721 | 2034-11-01      | 6.2150%  | 0.0000% | $700.98            | $728.27            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB806776 | 2034-11-01      | 5.7620%  | 0.0000% | $3460.42           | $3538.85           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB809319 | 2035-01-01      | 5.9200%  | 0.0000% | $822.24            | $845.68            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB809347 | 2035-01-01      | 6.2350%  | 0.0000% | $1708.79           | $1755.52           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WN813586 | 2035-03-01      | 5.6750%  | 0.0000% | $51.89             | $53.30             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS813714 | 2035-01-01      | 5.5690%  | 0.0000% | $681.73            | $695.75            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB813842 | 2035-01-01      | 5.6390%  | 0.0000% | $968.12            | $996.06            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB815195 | 2035-05-01      | 6.3150%  | 0.0000% | $2015.71           | $2054.01           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB816597 | 2035-02-01      | 5.6700%  | 0.0000% | $1508.73           | $1541.38           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB819423 | 2035-04-01      | 6.0600%  | 0.0000% | $907.08            | $940.60            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB820113 | 2034-11-01      | 6.3630%  | 0.0000% | $3294.62           | $3409.98           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL820235 | 2035-06-01      | 6.5000%  | 0.0000% | $5181.72           | $5403.19           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB821378 | 2035-05-01      | 6.0390%  | 0.0000% | $1675.46           | $1695.89           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB821365 | 2035-05-01      | 6.4600%  | 0.0000% | $3713.86           | $3809.07           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB823660 | 2035-05-01      | 6.0250%  | 0.0000% | $7.36              | $7.55              | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB838948 | 2035-08-01      | 5.7310%  | 0.0000% | $4873.02           | $4990.85           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL842136 | 2035-10-01      | 5.0000%  | 0.0000% | $36186.23          | $36332.75          | Agency Mortgage-Backed Securities |
| FNMS 05.500 GLCB5340 | 2052-12-01      | 5.5000%  | 0.0000% | $47925.90          | $48147.12          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4552 | 2052-09-01      | 4.5000%  | 0.0000% | $13091.00          | $12688.52          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  | 0.0000% | $18642.03          | $18024.02          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5122 | 2052-11-01      | 4.5000%  | 0.0000% | $21171.40          | $20601.64          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7106 | 2053-09-01      | 5.5000%  | 0.0000% | $20534.87          | $20853.11          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6394 | 2053-02-01      | 4.5000%  | 0.0000% | $83902.79          | $81017.37          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB6455 | 2053-06-01      | 4.0000%  | 0.0000% | $793.45            | $746.07            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1918782 | 2037-06-01      | 6.2350%  | 0.0000% | $432.71            | $441.52            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB920961 | 2037-01-01      | 5.5410%  | 0.0000% | $1299.36           | $1325.16           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB922881 | 2037-02-01      | 5.4600%  | 0.0000% | $2897.16           | $2959.26           | Agency Mortgage-Backed Securities |
| FNMS 06.500 KL924096 | 2037-05-01      | 6.5000%  | 0.0000% | $4937.80           | $5094.10           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL931425 | 2039-06-01      | 4.5000%  | 0.0000% | $18030.20          | $17899.30          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1946362 | 2037-09-01      | 6.5120%  | 0.0000% | $1785.24           | $1844.75           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1946664 | 2037-09-01      | 6.5650%  | 0.0000% | $536.34            | $554.30            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB949782 | 2037-08-01      | 6.2800%  | 0.0000% | $1631.98           | $1685.91           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB952182 | 2037-11-01      | 6.2000%  | 0.0000% | $1448.61           | $1495.43           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL975097 | 2038-06-01      | 5.0000%  | 0.0000% | $6599.48           | $6679.51           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB995015 | 2036-02-01      | 5.8390%  | 0.0000% | $80132.00          | $82809.81          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS995108 | 2037-11-01      | 6.2510%  | 0.0000% | $1784.21           | $1846.99           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB995641 | 2038-07-01      | 6.1530%  | 0.0000% | $4242.32           | $4369.30           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1995919 | 2037-07-01      | 6.4740%  | 0.0000% | $3418.25           | $3529.35           | Agency Mortgage-Backed Securities |
| FNMS 04.500 GLAB2959 | 2040-07-01      | 4.5000%  | 0.0000% | $402.94            | $390.71            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTAB9473 | 2033-06-01      | 3.0000%  | 0.0000% | $8644.59           | $8325.80           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA0354 | 2030-03-01      | 5.0000%  | 0.0000% | $7598.51           | $7668.24           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA1412 | 2043-03-01      | 2.5000%  | 0.0000% | $8182.78           | $7245.65           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CVMA1592 | 2028-08-01      | 3.5000%  | 0.0000% | $5748.19           | $5709.75           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CKMA3524 | 2048-11-01      | 4.0000%  | 0.0000% | $110493.39         | $102568.82         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3537 | 2048-12-01      | 4.5000%  | 0.0000% | $628.71            | $614.31            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2806 | 2046-11-01      | 3.0000%  | 0.0000% | $17970.85          | $16138.76          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA2871 | 2032-01-01      | 3.0000%  | 0.0000% | $7755.02           | $7534.71           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA2909 | 2037-02-01      | 3.5000%  | 0.0000% | $5902.32           | $5681.18           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3385 | 2048-06-01      | 4.5000%  | 0.0000% | $1342.05           | $1310.74           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3444 | 2048-08-01      | 4.5000%  | 0.0000% | $153.47            | $149.97            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  | 0.0000% | $13031.67          | $10511.10          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4387 | 2041-07-01      | 2.0000%  | 0.0000% | $7026.28           | $6103.63           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8172 | 2051-10-01      | 2.0000%  | 0.0000% | $8951.93           | $7202.86           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8177 | 2051-11-01      | 2.0000%  | 0.0000% | $9806.25           | $7887.32           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8235 | 2052-08-01      | 3.0000%  | 0.0000% | $22816.30          | $20004.95          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8236 | 2052-08-01      | 3.5000%  | 0.0000% | $6317.05           | $5755.95           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8244 | 2052-09-01      | 4.0000%  | 0.0000% | $6289.81           | $5918.82           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8320 | 2053-02-01      | 3.0000%  | 0.0000% | $5161.27           | $4521.68           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8296 | 2053-02-01      | 3.5000%  | 0.0000% | $8512.63           | $7756.90           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8314 | 2053-04-01      | 4.5000%  | 0.0000% | $6499.36           | $6271.17           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8373 | 2053-11-01      | 6.0000%  | 0.0000% | $2317.63           | $2378.69           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA5784 | 2054-01-01      | 6.0000%  | 0.0000% | $10689.91          | $10976.28          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB5039 | 2054-06-01      | 6.5000%  | 0.0000% | $18617.09          | $19414.51          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC0979 | 2054-08-01      | 6.0000%  | 0.0000% | $9643875.13        | $9921056.18        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9339 | 2054-10-01      | 6.0000%  | 0.0000% | $2066270.92        | $2152675.49        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG0454 | 2056-04-01      | 5.5000%  | 0.0000% | $8082.85           | $8216.35           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODG1736 | 2056-02-01      | 4.6150%  | 0.0000% | $5281472.53        | $5250969.09        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODG1738 | 2056-02-01      | 4.6540%  | 0.0000% | $14680623.52       | $14602287.71       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODG0969 | 2056-04-01      | 4.3460%  | 0.0000% | $1029882.32        | $1021469.44        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODG0982 | 2056-04-01      | 4.2700%  | 0.0000% | $525706.00         | $520258.69         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG1544 | 2056-02-01      | 5.0000%  | 0.0000% | $36330.86          | $35856.67          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4398 | 2051-08-01      | 2.0000%  | 0.0000% | $55344.47          | $44625.10          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4438 | 2051-10-01      | 2.5000%  | 0.0000% | $693.13            | $584.51            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3615 | 2049-03-01      | 4.0000%  | 0.0000% | $25188.41          | $23974.61          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3992 | 2050-04-01      | 3.5000%  | 0.0000% | $8029.84           | $7387.39           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4020 | 2050-05-01      | 3.0000%  | 0.0000% | $7700.53           | $6814.37           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4155 | 2035-10-01      | 2.0000%  | 0.0000% | $175035.19         | $161208.38         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4329 | 2036-05-01      | 2.0000%  | 0.0000% | $33075.65          | $30400.01          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4305 | 2051-04-01      | 2.0000%  | 0.0000% | $13790.19          | $11119.38          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4355 | 2051-06-01      | 2.0000%  | 0.0000% | $8611.15           | $6949.31           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  | 0.0000% | $654.31            | $552.65            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5341 | 2054-04-01      | 4.0000%  | 0.0000% | $7138.59           | $6702.29           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4511 | 2052-01-01      | 2.0000%  | 0.0000% | $1541.33           | $1239.25           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4512 | 2052-01-01      | 2.5000%  | 0.0000% | $16080.54          | $13557.90          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4563 | 2052-03-01      | 2.5000%  | 0.0000% | $13424.29          | $11318.21          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4547 | 2052-02-01      | 2.0000%  | 0.0000% | $7069.89           | $5682.16           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4582 | 2037-04-01      | 2.0000%  | 0.0000% | $75949.35          | $69753.45          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4626 | 2052-06-01      | 4.0000%  | 0.0000% | $5959.35           | $5617.05           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  | 0.0000% | $739.15            | $713.28            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4700 | 2052-08-01      | 4.0000%  | 0.0000% | $5414.69           | $5098.53           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4701 | 2052-08-01      | 4.5000%  | 0.0000% | $150828.40         | $145811.84         | Agency Mortgage-Backed Securities |
| GNII SF MA7137 M     | 2051-01-20      | 3.0000%  | 0.0000% | $2618825.67        | $2344399.80        | Agency Mortgage-Backed Securities |
| GNII SF MA7192 M     | 2051-02-20      | 2.0000%  | 0.0000% | $777.63            | $638.66            | Agency Mortgage-Backed Securities |
| GNII SF MA6710 M     | 2050-06-20      | 3.0000%  | 0.0000% | $1059.94           | $944.84            | Agency Mortgage-Backed Securities |
| GNII SF MA6994 M     | 2050-11-20      | 2.0000%  | 0.0000% | $28088989.60       | $23073013.90       | Agency Mortgage-Backed Securities |
| GNII SF MA7987 M     | 2052-03-20      | 2.5000%  | 0.0000% | $220651.35         | $189090.36         | Agency Mortgage-Backed Securities |
| GNII SF MA7706 M     | 2051-11-20      | 3.0000%  | 0.0000% | $644.52            | $574.38            | Agency Mortgage-Backed Securities |
| GNII SF MA7769 M     | 2051-12-20      | 3.5000%  | 0.0000% | $82745.65          | $75576.75          | Agency Mortgage-Backed Securities |
| GNII SF MA9723 M     | 2054-05-20      | 4.5000%  | 0.0000% | $3764.48           | $3635.70           | Agency Mortgage-Backed Securities |
| GNII SF CB1024 C     | 2051-02-20      | 2.5000%  | 0.0000% | $1715055.10        | $1444512.78        | Agency Mortgage-Backed Securities |
| FKAR 04.200 WAWA3903 | 2030-09-01      | 4.3500%  | 0.0000% | $43710.02          | $42737.45          | Agency Mortgage-Backed Securities |
| FKAR 04.550 WNWN3242 | 2037-09-01      | 4.5500%  | 0.0000% | $1337860.00        | $1309715.29        | Agency Mortgage-Backed Securities |
| 04.500 FGPC G61578 G | 2048-08-01      | 4.5000%  | 0.0000% | $285.71            | $280.27            | Agency Mortgage-Backed Securities |
| FMAR 972136 G        | 2034-01-01      | 5.8930%  | 0.0000% | $1102.51           | $1132.97           | Agency Mortgage-Backed Securities |
| FMAR 972164 G        | 2035-01-01      | 6.2220%  | 0.0000% | $3900.64           | $4021.17           | Agency Mortgage-Backed Securities |
| FMAR 1B0097 G        | 2031-08-01      | 6.6580%  | 0.0000% | $2168.09           | $2219.53           | Agency Mortgage-Backed Securities |
| FMAR 1B0118 G        | 2031-08-01      | 6.6580%  | 0.0000% | $390.31            | $399.73            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDD9850 | 2040-11-01      | 4.5000%  | 0.0000% | $834916.45         | $828709.68         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF1543 | 2055-11-01      | 6.5000%  | 0.0000% | $673971.49         | $707601.70         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF5816 | 2056-01-01      | 4.5000%  | 0.0000% | $31065.50          | $29897.59          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG1977 | 2056-03-01      | 4.5000%  | 0.0000% | $59049.99          | $56829.71          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODG3363 | 2056-02-01      | 5.1250%  | 0.0000% | $132040.21         | $133368.94         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODG6214 | 2056-04-01      | 4.5590%  | 0.0000% | $5684948.03        | $5677579.70        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODG6215 | 2056-04-01      | 4.3000%  | 0.0000% | $1512496.81        | $1498370.76        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODG6614 | 2056-05-01      | 4.4590%  | 0.0000% | $5083577.12        | $5053589.66        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG7991 | 2056-04-01      | 5.5000%  | 0.0000% | $5400827.02        | $5485057.12        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODG8465 | 2056-05-01      | 4.3940%  | 0.0000% | $2452936.24        | $2436461.23        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG9320 | 2056-04-01      | 5.5000%  | 0.0000% | $72085.73          | $73102.05          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODG9544 | 2056-05-01      | 4.3000%  | 0.0000% | $1750354.08        | $1736133.23        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG9685 | 2056-04-01      | 4.5000%  | 0.0000% | $1191230.00        | $1150588.81        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDH0389 | 2041-05-01      | 5.5000%  | 0.0000% | $1020394.00        | $1049544.39        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4732 | 2052-09-01      | 4.0000%  | 0.0000% | $17066.43          | $16064.82          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4782 | 2052-10-01      | 3.5000%  | 0.0000% | $4540702.55        | $4137389.27        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  | 0.0000% | $5455.21           | $5130.19           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4803 | 2052-11-01      | 3.5000%  | 0.0000% | $7464.17           | $6804.69           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4805 | 2052-11-01      | 4.5000%  | 0.0000% | $87110.75          | $84142.02          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA4849 | 2037-11-01      | 4.5000%  | 0.0000% | $7537.47           | $7499.76           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4885 | 2052-11-01      | 3.0000%  | 0.0000% | $2328.96           | $2040.38           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4902 | 2053-01-01      | 3.5000%  | 0.0000% | $271000.55         | $246949.04         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4919 | 2053-02-01      | 5.5000%  | 0.0000% | $319346.27         | $323151.21         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4933 | 2053-02-01      | 3.5000%  | 0.0000% | $5717.34           | $5209.53           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4977 | 2053-04-01      | 4.5000%  | 0.0000% | $1553191.06        | $1499619.95        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5000 | 2053-04-01      | 3.5000%  | 0.0000% | $8865.10           | $8077.63           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA5036 | 2053-04-01      | 3.0000%  | 0.0000% | $8511.28           | $7454.88           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5042 | 2038-06-01      | 4.5000%  | 0.0000% | $10642.78          | $10589.67          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA5019 | 2038-04-01      | 3.0000%  | 0.0000% | $217081.68         | $206761.25         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5027 | 2053-05-01      | 4.0000%  | 0.0000% | $113310.19         | $106411.54         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5070 | 2053-07-01      | 4.5000%  | 0.0000% | $6529.95           | $6290.55           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5105 | 2053-08-01      | 4.5000%  | 0.0000% | $832.81            | $803.44            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5089 | 2053-07-01      | 4.0000%  | 0.0000% | $11700.06          | $10993.39          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5131 | 2053-07-01      | 3.5000%  | 0.0000% | $125480.69         | $114334.52         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5164 | 2053-10-01      | 5.0000%  | 0.0000% | $8203.08           | $8129.08           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5220 | 2038-12-01      | 6.0000%  | 0.0000% | $16076.25          | $16630.65          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5236 | 2053-12-01      | 4.0000%  | 0.0000% | $5668.72           | $5322.26           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  | 0.0000% | $7386.63           | $7449.30           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5494 | 2054-10-01      | 4.0000%  | 0.0000% | $5604.14           | $5261.62           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  | 0.0000% | $30065.24          | $29684.28          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5550 | 2054-12-01      | 4.0000%  | 0.0000% | $22581.69          | $21201.52          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5583 | 2055-01-01      | 4.0000%  | 0.0000% | $33768.38          | $31704.49          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5618 | 2040-02-01      | 5.5000%  | 0.0000% | $9536.78           | $9752.19           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5611 | 2055-02-01      | 4.0000%  | 0.0000% | $5635.64           | $5291.20           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5612 | 2055-02-01      | 4.5000%  | 0.0000% | $8412.27           | $8096.04           | Agency Mortgage-Backed Securities |
| GNHF RF AL7427 H     | 2065-03-20      | 4.6580%  | 0.0000% | $1949.14           | $1950.68           | Agency Mortgage-Backed Securities |
| GNII SF CY1123 C     | 2053-12-20      | 7.5000%  | 0.0000% | $20335354.85       | $21937218.19       | Agency Mortgage-Backed Securities |
| GNII SF DB9983 C     | 2054-05-20      | 8.0000%  | 0.0000% | $27814.75          | $30531.98          | Agency Mortgage-Backed Securities |
| GNII SF DF0172 C     | 2054-10-20      | 6.0000%  | 0.0000% | $1799.23           | $1865.05           | Agency Mortgage-Backed Securities |
| GNII SF DL9048 C     | 2055-08-20      | 6.5000%  | 0.0000% | $18510.51          | $19041.74          | Agency Mortgage-Backed Securities |
| GNPL PN DM8161       | 2060-12-15      | 5.2300%  | 0.0000% | $640005.27         | $650676.58         | Agency Mortgage-Backed Securities |
| GNII SF MB0817 M     | 2055-10-20      | 7.0000%  | 0.0000% | $379223.50         | $395129.82         | Agency Mortgage-Backed Securities |
| GNII SF MB0744 M     | 2055-11-20      | 4.5000%  | 0.0000% | $988.79            | $953.85            | Agency Mortgage-Backed Securities |
| GNII SF MB1069 M     | 2056-04-20      | 4.5000%  | 0.0000% | $7240504.67        | $6984770.05        | Agency Mortgage-Backed Securities |
| GNHA RM DR0448 H     | 2076-04-20      | 5.2060%  | 0.0000% | $42728.00          | $44803.94          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQG5124 | 2053-06-01      | 3.0000%  | 0.0000% | $4018.70           | $3530.07           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBE3404 | 2032-01-01      | 3.0000%  | 0.0000% | $6779.03           | $6559.60           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE8337 | 2047-08-01      | 4.5000%  | 0.0000% | $28304.07          | $27856.10          | Agency Mortgage-Backed Securities |
| FNMS 05.500 I4BF0141 | 2056-09-01      | 5.5000%  | 0.0000% | $8714.13           | $8872.19           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ8300 | 2048-02-01      | 4.5000%  | 0.0000% | $6807.77           | $6674.61           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM1756 | 2045-12-01      | 4.5000%  | 0.0000% | $25463.29          | $25052.72          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM1064 | 2030-11-01      | 3.5000%  | 0.0000% | $7752.51           | $7698.24           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM1959 | 2047-10-01      | 3.5000%  | 0.0000% | $8146.62           | $7609.19           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0442 | 2054-11-01      | 3.5000%  | 0.0000% | $153197.99         | $139637.24         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFA1529 | 2038-03-01      | 2.0000%  | 0.0000% | $26658.76          | $24502.88          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2989 | 2055-06-01      | 6.0000%  | 0.0000% | $6067.62           | $6289.45           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA3077 | 2054-03-01      | 4.0000%  | 0.0000% | $5782.78           | $5443.39           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5613 | 2055-02-01      | 5.0000%  | 0.0000% | $9709.48           | $9582.76           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5643 | 2055-03-01      | 4.0000%  | 0.0000% | $6589.46           | $6186.72           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5725 | 2055-05-01      | 3.5000%  | 0.0000% | $23711.20          | $21611.27          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5761 | 2055-07-01      | 6.0000%  | 0.0000% | $32488.13          | $33305.00          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5789 | 2055-08-01      | 4.0000%  | 0.0000% | $6705.90           | $6296.04           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5818 | 2055-09-01      | 3.5000%  | 0.0000% | $7743.44           | $7057.62           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  | 0.0000% | $12322.77          | $12632.61          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5943 | 2056-01-01      | 4.5000%  | 0.0000% | $5622035.44        | $5410675.01        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5945 | 2056-01-01      | 5.5000%  | 0.0000% | $257791.75         | $259978.80         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA6002 | 2041-03-01      | 4.0000%  | 0.0000% | $1961.27           | $1908.23           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA6003 | 2041-03-01      | 4.5000%  | 0.0000% | $2858.48           | $2837.23           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA6004 | 2041-03-01      | 5.0000%  | 0.0000% | $953.10            | $961.59            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA6005 | 2041-03-01      | 5.5000%  | 0.0000% | $2951.11           | $3017.77           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA6006 | 2041-03-01      | 6.0000%  | 0.0000% | $965.88            | $998.36            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA6038 | 2041-04-01      | 5.0000%  | 0.0000% | $79437.30          | $80145.00          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA6040 | 2041-04-01      | 6.0000%  | 0.0000% | $1981.84           | $2048.48           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA6053 | 2056-05-01      | 5.0000%  | 0.0000% | $1481724.52        | $1462384.89        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA6057 | 2041-05-01      | 3.0000%  | 0.0000% | $994.89            | $947.49            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA6078 | 2056-05-01      | 4.5000%  | 0.0000% | $81664.00          | $78593.84          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA6079 | 2056-05-01      | 5.0000%  | 0.0000% | $1264768.00        | $1248260.11        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA6091 | 2046-05-01      | 5.0000%  | 0.0000% | $291000.00         | $289317.11         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAD8996 | 2040-09-01      | 5.0000%  | 0.0000% | $8207.14           | $8205.16           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WSAE0000 | 2034-10-01      | 6.0690%  | 0.0000% | $858.98            | $887.01            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAE0054 | 2040-06-01      | 6.1190%  | 0.0000% | $4390.34           | $4580.07           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WSAE0251 | 2039-01-01      | 6.0500%  | 0.0000% | $78.93             | $81.36             | Agency Mortgage-Backed Securities |
| GNII SF 005203 M     | 2041-10-20      | 4.0000%  | 0.0000% | $78611.86          | $75736.01          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBU8924 | 2052-04-01      | 3.5000%  | 0.0000% | $740926.01         | $675124.53         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV4119 | 2052-03-01      | 2.5000%  | 0.0000% | $608385.45         | $512339.30         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA4934 | 2051-03-01      | 3.0000%  | 0.0000% | $631.20            | $552.88            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA5152 | 2051-05-01      | 3.0000%  | 0.0000% | $661.83            | $580.16            | Agency Mortgage-Backed Securities |
| 8.625 RFPR 30 A      | 2030-01-15      | 0.0000%  | 0.0000% | $181000.00         | $155210.03         | Corporate Debt Securities         |

### Security 311: Barclays

- **C.1 - Title:** Barclays 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 988FVT006, C.3 - LEI: N/A, C.5 - Other ID: 988FVT006_3.65_0601
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 Bill | 2026-11-12      | 0.0000%  | 0.0000% | $8100000.00        | $7966147.50        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27            | 2027-08-31      | 3.6250%  | 0.0000% | $100.00            | $100.52            | U.S. Treasuries (including strips) |
| TINT 02/15/32               | 2032-02-15      | 0.0000%  | 0.0000% | $183204328.40      | $144056494.70      | U.S. Treasuries (including strips) |
| T 3 7/8 12/31/27            | 2027-12-31      | 3.8750%  | 0.0000% | $23086200.00       | $23415099.53       | U.S. Treasuries (including strips) |
| 4 TPRN 52                   | 2052-11-15      | 0.0000%  | 0.0000% | $51000000.00       | $13258572.00       | U.S. Treasuries (including strips) |
| TINT 11/15/32               | 2032-11-15      | 0.0000%  | 0.0000% | $409.60            | $311.36            | U.S. Treasuries (including strips) |
| TINT 11/15/41               | 2041-11-15      | 0.0000%  | 0.0000% | $80242524.16       | $36888451.27       | U.S. Treasuries (including strips) |
| TINT 05/15/42               | 2042-05-15      | 0.0000%  | 0.0000% | $78720450.56       | $35151515.11       | U.S. Treasuries (including strips) |
| TINT 02/15/49               | 2049-02-15      | 0.0000%  | 0.0000% | $85472378.87       | $26269080.92       | U.S. Treasuries (including strips) |
| TINT 05/15/49               | 2049-05-15      | 0.0000%  | 0.0000% | $62494228.47       | $18994245.82       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Allspring Funds Trust

**Date:** 2026-06-05

**By:** David Berardi

**Name of Signing Officer:** David Berardi

**Title of Signing Officer:** Assistant Treasurer