# EDGAR Filing Document

**Accession Number:** 0001081400
**File Stem:** 0001410368-26-010427
**Filing Date:** 2026-2
**Character Count:** 1178111
**Document Hash:** bed35d4b808142651747a290c65402da
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-010427.hdr.sgml**: 20260206

**ACCESSION NUMBER**: 0001410368-26-010427

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260206

**DATE AS OF CHANGE**: 20260206

**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:** 26605796

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-01-31

**Registrant Full Name:** Allspring Funds Trust

**CIK Number of Registrant:** 0001081400

**LEI of Registrant:** 549300XROIY0CTN7RZ24

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

**LEI of Series:** 549300GFSYYLVYEWA041

**EDGAR Series Identifier:** S000007421

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 42 days

- **WAL:** 102 days

- **Total Value of Portfolio Securities:** $135752404025.54

- **Amortized Cost of Portfolio Securities:** $135729443289.15

- **Cash:** $4764395947.84

- **Total Other Assets:** $311264984.59

- **Total Liabilities:** $779533680.27

- **Net Assets of Series:** $140025570541.31

- **Number of Shares Outstanding (Series):** 140026467269.9110

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-01-02 | $98163038282.61           | $107484709307.90           | 69.7100%                  | 76.3300%                   |
| 2026-01-05 | $90975145558.19           | $100097197178.46           | 67.6800%                  | 74.4600%                   |
| 2026-01-06 | $92921948980.72           | $101911549089.97           | 68.3200%                  | 74.9300%                   |
| 2026-01-07 | $97746739692.67           | $107273385983.10           | 69.0500%                  | 75.7700%                   |
| 2026-01-08 | $101001456534.12          | $110388457865.95           | 69.7600%                  | 76.2500%                   |
| 2026-01-09 | $96116452386.83           | $105543515504.91           | 68.2800%                  | 74.9800%                   |
| 2026-01-12 | $92103835161.41           | $101249762967.03           | 67.6200%                  | 74.3300%                   |
| 2026-01-13 | $94474737291.43           | $103211094905.80           | 68.3100%                  | 74.6300%                   |
| 2026-01-14 | $94302056239.41           | $103052298777.61           | 68.2600%                  | 74.6000%                   |
| 2026-01-15 | $93729612428.35           | $103191843935.86           | 67.7500%                  | 74.5900%                   |
| 2026-01-16 | $90858906618.08           | $100075883126.77           | 67.0200%                  | 73.8200%                   |
| 2026-01-20 | $88612289772.01           | $97099169308.52            | 66.8600%                  | 73.2700%                   |
| 2026-01-21 | $90356566141.81           | $99590308462.06            | 67.1500%                  | 74.0100%                   |
| 2026-01-22 | $95241051097.75           | $106805869088.65           | 68.3300%                  | 76.6300%                   |
| 2026-01-23 | $92974812883.33           | $104314707449.62           | 67.9100%                  | 76.1900%                   |
| 2026-01-26 | $91391299207.87           | $102976835190.18           | 67.5600%                  | 76.1200%                   |
| 2026-01-27 | $98035224874.61           | $108894849534.79           | 69.4400%                  | 77.1400%                   |
| 2026-01-28 | $97820039726.96           | $106616771997.36           | 70.4300%                  | 76.7600%                   |
| 2026-01-29 | $99086935775.36           | $108383718469.46           | 69.4200%                  | 75.9300%                   |
| 2026-01-30 | $97004327653.44           | $106230157189.49           | 68.8800%                  | 75.4300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-01-02 | 3.8500%             |
| 2026-01-05 | 3.8400%             |
| 2026-01-06 | 3.8300%             |
| 2026-01-07 | 3.8200%             |
| 2026-01-08 | 3.8000%             |
| 2026-01-09 | 3.7700%             |
| 2026-01-12 | 3.7600%             |
| 2026-01-13 | 3.7600%             |
| 2026-01-14 | 3.7600%             |
| 2026-01-15 | 3.7600%             |
| 2026-01-16 | 3.7700%             |
| 2026-01-20 | 3.7700%             |
| 2026-01-21 | 3.7600%             |
| 2026-01-22 | 3.7600%             |
| 2026-01-23 | 3.7600%             |
| 2026-01-26 | 3.7700%             |
| 2026-01-27 | 3.7700%             |
| 2026-01-28 | 3.7700%             |
| 2026-01-29 | 3.7700%             |
| 2026-01-30 | 3.7700%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-01-02 | 1.0003                      |
|  |  |
| 2026-01-05 | 1.0003                      |
|  |  |
| 2026-01-06 | 1.0003                      |
|  |  |
| 2026-01-07 | 1.0003                      |
|  |  |
| 2026-01-08 | 1.0002                      |
|  |  |
| 2026-01-09 | 1.0002                      |
|  |  |
| 2026-01-12 | 1.0002                      |
|  |  |
| 2026-01-13 | 1.0002                      |
|  |  |
| 2026-01-14 | 1.0002                      |
|  |  |
| 2026-01-15 | 1.0002                      |
|  |  |
| 2026-01-16 | 1.0002                      |
|  |  |
| 2026-01-20 | 1.0002                      |
|  |  |
| 2026-01-21 | 1.0002                      |
|  |  |
| 2026-01-22 | 1.0002                      |
|  |  |
| 2026-01-23 | 1.0002                      |
|  |  |
| 2026-01-26 | 1.0002                      |
|  |  |
| 2026-01-27 | 1.0002                      |
|  |  |
| 2026-01-28 | 1.0002                      |
|  |  |
| 2026-01-29 | 1.0001                      |
|  |  |
| 2026-01-30 | 1.0002                      |
|  |  |

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

### Class: Class A

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $875415586.65

- **Number of Shares Outstanding:** 875419316.9000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0002          |
|  |  |
| 2026-01-12 | 1.0002          |
|  |  |
| 2026-01-13 | 1.0002          |
|  |  |
| 2026-01-14 | 1.0002          |
|  |  |
| 2026-01-15 | 1.0002          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0002          |
|  |  |
| 2026-01-21 | 1.0002          |
|  |  |
| 2026-01-22 | 1.0002          |
|  |  |
| 2026-01-23 | 1.0002          |
|  |  |
| 2026-01-26 | 1.0002          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $5371930.79               | $337240.43              |
| 2026-01-05 | $269209.18                | $297622.59              |
| 2026-01-06 | $1035945.63               | $317700.50              |
| 2026-01-07 | $238001.67                | $722936.94              |
| 2026-01-08 | $253276.82                | $1109836.66             |
| 2026-01-09 | $842944.66                | $635069.67              |
| 2026-01-12 | $110329.81                | $216239.60              |
| 2026-01-13 | $584153.60                | $161905.87              |
| 2026-01-14 | $56227.24                 | $775747.40              |
| 2026-01-15 | $196683.01                | $645319.28              |
| 2026-01-16 | $114280.48                | $887912.68              |
| 2026-01-20 | $34774.96                 | $510068.43              |
| 2026-01-21 | $871324.89                | $504528.00              |
| 2026-01-22 | $41844.84                 | $824942.95              |
| 2026-01-23 | $113863.60                | $489857.09              |
| 2026-01-26 | $91725.31                 | $401114.09              |
| 2026-01-27 | $452836.84                | $149227.66              |
| 2026-01-28 | $6705.00                  | $1269343.51             |
| 2026-01-29 | $133166.25                | $1322937.83             |
| 2026-01-30 | $42395.70                 | $834124.21              |

**Total Gross Subscriptions (Month):** $10861620.28

**Total Gross Redemptions (Month):** $12413675.39

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.3000%           |
| 2026-01-05 | 3.2800%           |
| 2026-01-06 | 3.2700%           |
| 2026-01-07 | 3.2600%           |
| 2026-01-08 | 3.2400%           |
| 2026-01-09 | 3.2300%           |
| 2026-01-12 | 3.2000%           |
| 2026-01-13 | 3.2000%           |
| 2026-01-14 | 3.2000%           |
| 2026-01-15 | 3.2000%           |
| 2026-01-16 | 3.2000%           |
| 2026-01-20 | 3.2100%           |
| 2026-01-21 | 3.2000%           |
| 2026-01-22 | 3.2000%           |
| 2026-01-23 | 3.2000%           |
| 2026-01-26 | 3.2100%           |
| 2026-01-27 | 3.2100%           |
| 2026-01-28 | 3.2100%           |
| 2026-01-29 | 3.2100%           |
| 2026-01-30 | 3.2100%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 59.0700%         | 0.0000%              |

### Class: Administrator Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $4267545961.21

- **Number of Shares Outstanding:** 4267578411.7750

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0003          |
|  |  |
| 2026-01-09 | 1.0002          |
|  |  |
| 2026-01-12 | 1.0002          |
|  |  |
| 2026-01-13 | 1.0002          |
|  |  |
| 2026-01-14 | 1.0002          |
|  |  |
| 2026-01-15 | 1.0002          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0002          |
|  |  |
| 2026-01-21 | 1.0002          |
|  |  |
| 2026-01-22 | 1.0002          |
|  |  |
| 2026-01-23 | 1.0002          |
|  |  |
| 2026-01-26 | 1.0002          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $10282710.07              | $269392478.45           |
| 2026-01-05 | $104416372.82             | $72074835.31            |
| 2026-01-06 | $148506887.73             | $64515743.87            |
| 2026-01-07 | $216215443.11             | $18571184.78            |
| 2026-01-08 | $223700124.26             | $2144695.85             |
| 2026-01-09 | $1232653.66               | $147320668.62           |
| 2026-01-12 | $2321866.14               | $5480772.89             |
| 2026-01-13 | $82470950.57              | $429103.64              |
| 2026-01-14 | $170962256.79             | $2204529.48             |
| 2026-01-15 | $13164901.38              | $96692681.45            |
| 2026-01-16 | $5856755.97               | $64251742.94            |
| 2026-01-20 | $5053202.34               | $71517033.56            |
| 2026-01-21 | $63779358.09              | $68856111.23            |
| 2026-01-22 | $45079823.92              | $37057045.29            |
| 2026-01-23 | $1832511.31               | $140961278.99           |
| 2026-01-26 | $65544114.76              | $37313012.91            |
| 2026-01-27 | $219521688.37             | $10748.65               |
| 2026-01-28 | $79962301.27              | $183228546.14           |
| 2026-01-29 | $1117367.82               | $115950115.52           |
| 2026-01-30 | $8449270.25               | $104709740.64           |

**Total Gross Subscriptions (Month):** $1469470560.63

**Total Gross Redemptions (Month):** $1502682070.21

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.5300%           |
| 2026-01-05 | 3.5100%           |
| 2026-01-06 | 3.5000%           |
| 2026-01-07 | 3.4900%           |
| 2026-01-08 | 3.4700%           |
| 2026-01-09 | 3.4600%           |
| 2026-01-12 | 3.4400%           |
| 2026-01-13 | 3.4300%           |
| 2026-01-14 | 3.4300%           |
| 2026-01-15 | 3.4300%           |
| 2026-01-16 | 3.4300%           |
| 2026-01-20 | 3.4400%           |
| 2026-01-21 | 3.4400%           |
| 2026-01-22 | 3.4300%           |
| 2026-01-23 | 3.4300%           |
| 2026-01-26 | 3.4400%           |
| 2026-01-27 | 3.4400%           |
| 2026-01-28 | 3.4400%           |
| 2026-01-29 | 3.4400%           |
| 2026-01-30 | 3.4400%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 89.9500%         | 0.0000%              |

### Class: Institutional Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $31879050565.77

- **Number of Shares Outstanding:** 31879234560.1740

- **Expense Reimbursement/Waiver:** 245095.56

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0002          |
|  |  |
| 2026-01-12 | 1.0002          |
|  |  |
| 2026-01-13 | 1.0002          |
|  |  |
| 2026-01-14 | 1.0002          |
|  |  |
| 2026-01-15 | 1.0002          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0002          |
|  |  |
| 2026-01-21 | 1.0002          |
|  |  |
| 2026-01-22 | 1.0002          |
|  |  |
| 2026-01-23 | 1.0002          |
|  |  |
| 2026-01-26 | 1.0002          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $2087206795.33            | $1136876698.85          |
| 2026-01-05 | $113307403.19             | $1678850064.64          |
| 2026-01-06 | $1043618094.68            | $769490806.96           |
| 2026-01-07 | $624924425.07             | $647072881.42           |
| 2026-01-08 | $262711783.94             | $796495208.68           |
| 2026-01-09 | $175591552.26             | $339888548.04           |
| 2026-01-12 | $72628733.46              | $494038068.37           |
| 2026-01-13 | $207530994.85             | $130809240.90           |
| 2026-01-14 | $457871666.32             | $169833457.41           |
| 2026-01-15 | $489967582.69             | $166609791.72           |
| 2026-01-16 | $484424285.93             | $254392105.00           |
| 2026-01-20 | $184554327.76             | $1090588889.23          |
| 2026-01-21 | $621542922.14             | $295708672.32           |
| 2026-01-22 | $532021852.81             | $120009528.82           |
| 2026-01-23 | $139803787.27             | $248860676.18           |
| 2026-01-26 | $83557349.40              | $195472155.52           |
| 2026-01-27 | $603635563.22             | $249010836.33           |
| 2026-01-28 | $332443629.78             | $196846595.89           |
| 2026-01-29 | $323300673.11             | $875700788.38           |
| 2026-01-30 | $341940768.23             | $650746477.60           |

**Total Gross Subscriptions (Month):** $9182584191.44

**Total Gross Redemptions (Month):** $10507301492.26

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6600%           |
| 2026-01-05 | 3.6400%           |
| 2026-01-06 | 3.6300%           |
| 2026-01-07 | 3.6200%           |
| 2026-01-08 | 3.6000%           |
| 2026-01-09 | 3.5900%           |
| 2026-01-12 | 3.5600%           |
| 2026-01-13 | 3.5600%           |
| 2026-01-14 | 3.5600%           |
| 2026-01-15 | 3.5600%           |
| 2026-01-16 | 3.5600%           |
| 2026-01-20 | 3.5700%           |
| 2026-01-21 | 3.5600%           |
| 2026-01-22 | 3.5600%           |
| 2026-01-23 | 3.5600%           |
| 2026-01-26 | 3.5700%           |
| 2026-01-27 | 3.5700%           |
| 2026-01-28 | 3.5700%           |
| 2026-01-29 | 3.5700%           |
| 2026-01-30 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 67.3000%         | 0.0000%              |
| Non-financial corporation |  | 18.9800%         | 0.0000%              |

### Class: Service Class

- **Minimum Initial Investment:** $100000.00

- **Net Assets of Class:** $1062728954.22

- **Number of Shares Outstanding:** 1062733928.5890

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0002          |
|  |  |
| 2026-01-12 | 1.0002          |
|  |  |
| 2026-01-13 | 1.0002          |
|  |  |
| 2026-01-14 | 1.0002          |
|  |  |
| 2026-01-15 | 1.0002          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0002          |
|  |  |
| 2026-01-21 | 1.0002          |
|  |  |
| 2026-01-22 | 1.0002          |
|  |  |
| 2026-01-23 | 1.0002          |
|  |  |
| 2026-01-26 | 1.0002          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $4494528.00               | $75982684.48            |
| 2026-01-05 | $2024530.63               | $1405445.07             |
| 2026-01-06 | $5750836.25               | $55360.21               |
| 2026-01-07 | $5855069.50               | $201018.44              |
| 2026-01-08 | $555346.09                | $2640401.25             |
| 2026-01-09 | $941046.82                | $18079886.33            |
| 2026-01-12 | $1862831.34               | $1078975.83             |
| 2026-01-13 | $3220277.38               | $548202.83              |
| 2026-01-14 | $30526294.15              | $19298608.52            |
| 2026-01-15 | $18277371.35              | $24928.76               |
| 2026-01-16 | $27885033.60              | $32881482.99            |
| 2026-01-20 | $51395291.97              | $307450.52              |
| 2026-01-21 | $23443447.77              | $3648790.65             |
| 2026-01-22 | $17761282.94              | $489439.98              |
| 2026-01-23 | $12333183.60              | $88311886.59            |
| 2026-01-26 | $1710227.40               | $30579729.46            |
| 2026-01-27 | $29133516.39              | $1598990.96             |
| 2026-01-28 | $19265792.98              | $3087418.28             |
| 2026-01-29 | $963275.85                | $816919.31              |
| 2026-01-30 | $3766903.34               | $29476361.86            |

**Total Gross Subscriptions (Month):** $261166087.35

**Total Gross Redemptions (Month):** $310513982.32

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.3600%           |
| 2026-01-05 | 3.3400%           |
| 2026-01-06 | 3.3300%           |
| 2026-01-07 | 3.3200%           |
| 2026-01-08 | 3.3000%           |
| 2026-01-09 | 3.2900%           |
| 2026-01-12 | 3.2700%           |
| 2026-01-13 | 3.2600%           |
| 2026-01-14 | 3.2600%           |
| 2026-01-15 | 3.2600%           |
| 2026-01-16 | 3.2600%           |
| 2026-01-20 | 3.2700%           |
| 2026-01-21 | 3.2700%           |
| 2026-01-22 | 3.2600%           |
| 2026-01-23 | 3.2600%           |
| 2026-01-26 | 3.2700%           |
| 2026-01-27 | 3.2700%           |
| 2026-01-28 | 3.2700%           |
| 2026-01-29 | 3.2700%           |
| 2026-01-30 | 3.2700%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 5.7700%          | 0.0000%              |
| Non-financial corporation |  | 86.8400%         | 0.0000%              |

### Class: Select Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $100950901118.60

- **Number of Shares Outstanding:** 100951547687.9330

- **Expense Reimbursement/Waiver:** 2385904.59

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0002          |
|  |  |
| 2026-01-12 | 1.0002          |
|  |  |
| 2026-01-13 | 1.0002          |
|  |  |
| 2026-01-14 | 1.0002          |
|  |  |
| 2026-01-15 | 1.0002          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0002          |
|  |  |
| 2026-01-21 | 1.0002          |
|  |  |
| 2026-01-22 | 1.0002          |
|  |  |
| 2026-01-23 | 1.0002          |
|  |  |
| 2026-01-26 | 1.0002          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0002          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $9370083022.17            | $4830143190.56          |
| 2026-01-05 | $1926877109.57            | $7337063086.40          |
| 2026-01-06 | $4547412175.88            | $2659001622.07          |
| 2026-01-07 | $8790374432.41            | $3177842866.26          |
| 2026-01-08 | $7275346021.94            | $4269283686.56          |
| 2026-01-09 | $2594594277.34            | $7838601291.37          |
| 2026-01-12 | $2699486190.58            | $5449634249.46          |
| 2026-01-13 | $5785578441.37            | $3632091275.55          |
| 2026-01-14 | $4870711296.70            | $5248749295.87          |
| 2026-01-15 | $6581157553.47            | $8828659953.88          |
| 2026-01-16 | $3690459536.17            | $6368754379.34          |
| 2026-01-20 | $4692384619.12            | $5639716865.51          |
| 2026-01-21 | $3499460369.81            | $1954043680.41          |
| 2026-01-22 | $7696157839.28            | $3134608050.26          |
| 2026-01-23 | $2614764139.21            | $4377777290.44          |
| 2026-01-26 | $3738429271.20            | $4804809708.81          |
| 2026-01-27 | $6926856018.93            | $2317972897.48          |
| 2026-01-28 | $2955399594.02            | $4453573337.59          |
| 2026-01-29 | $10402669275.75           | $6035770785.29          |
| 2026-01-30 | $5373775286.53            | $7035782067.93          |

**Total Gross Subscriptions (Month):** $106031976471.45

**Total Gross Redemptions (Month):** $99393879581.04

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.7200%           |
| 2026-01-05 | 3.7000%           |
| 2026-01-06 | 3.6900%           |
| 2026-01-07 | 3.6800%           |
| 2026-01-08 | 3.6600%           |
| 2026-01-09 | 3.6500%           |
| 2026-01-12 | 3.6200%           |
| 2026-01-13 | 3.6200%           |
| 2026-01-14 | 3.6200%           |
| 2026-01-15 | 3.6200%           |
| 2026-01-16 | 3.6200%           |
| 2026-01-20 | 3.6300%           |
| 2026-01-21 | 3.6200%           |
| 2026-01-22 | 3.6200%           |
| 2026-01-23 | 3.6200%           |
| 2026-01-26 | 3.6300%           |
| 2026-01-27 | 3.6300%           |
| 2026-01-28 | 3.6300%           |
| 2026-01-29 | 3.6300%           |
| 2026-01-30 | 3.6300%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 56.8800%         | 0.0000%              |
| Non-financial corporation |  | 10.1600%         | 0.0000%              |

### Class: Sweep Class

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $745845681.35

- **Number of Shares Outstanding:** 745854634.4600

- **Expense Reimbursement/Waiver:** 6641.35

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0002          |
|  |  |
| 2026-01-12 | 1.0002          |
|  |  |
| 2026-01-13 | 1.0002          |
|  |  |
| 2026-01-14 | 1.0002          |
|  |  |
| 2026-01-15 | 1.0002          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0002          |
|  |  |
| 2026-01-21 | 1.0002          |
|  |  |
| 2026-01-22 | 1.0002          |
|  |  |
| 2026-01-23 | 1.0002          |
|  |  |
| 2026-01-26 | 1.0002          |
|  |  |
| 2026-01-27 | 1.0001          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $28331526.50              | $34099050.35            |
| 2026-01-05 | $33731522.59              | $25766996.13            |
| 2026-01-06 | $36633349.17              | $40098993.88            |
| 2026-01-07 | $50034847.48              | $35729940.22            |
| 2026-01-08 | $37712604.42              | $58114759.74            |
| 2026-01-09 | $31680864.16              | $31380964.24            |
| 2026-01-12 | $35134180.69              | $96771026.03            |
| 2026-01-13 | $25247759.78              | $32707463.64            |
| 2026-01-14 | $45213098.87              | $33858953.25            |
| 2026-01-15 | $63137108.54              | $47736136.59            |
| 2026-01-16 | $43280229.06              | $43784376.20            |
| 2026-01-20 | $39854307.79              | $52650161.68            |
| 2026-01-21 | $36646843.39              | $67174382.55            |
| 2026-01-22 | $53608551.55              | $31799890.56            |
| 2026-01-23 | $38805631.50              | $23168650.71            |
| 2026-01-26 | $37171434.99              | $41602904.86            |
| 2026-01-27 | $53834968.31              | $131469096.28           |
| 2026-01-28 | $44437342.06              | $46341499.74            |
| 2026-01-29 | $38421843.12              | $54939111.98            |
| 2026-01-30 | $33927129.41              | $71960492.53            |

**Total Gross Subscriptions (Month):** $806845143.38

**Total Gross Redemptions (Month):** $1001154851.16

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.3600%           |
| 2026-01-05 | 3.3400%           |
| 2026-01-06 | 3.3300%           |
| 2026-01-07 | 3.3200%           |
| 2026-01-08 | 3.3000%           |
| 2026-01-09 | 3.2900%           |
| 2026-01-12 | 3.2600%           |
| 2026-01-13 | 3.2600%           |
| 2026-01-14 | 3.2600%           |
| 2026-01-15 | 3.2600%           |
| 2026-01-16 | 3.2600%           |
| 2026-01-20 | 3.2700%           |
| 2026-01-21 | 3.2600%           |
| 2026-01-22 | 3.2600%           |
| 2026-01-23 | 3.2600%           |
| 2026-01-26 | 3.2700%           |
| 2026-01-27 | 3.2700%           |
| 2026-01-28 | 3.2700%           |
| 2026-01-29 | 3.2700%           |
| 2026-01-30 | 3.2700%           |

**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:** $143987497.82

- **Number of Shares Outstanding:** 143988090.8800

- **Expense Reimbursement/Waiver:** 3534.37

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0002          |
|  |  |
| 2026-01-12 | 1.0002          |
|  |  |
| 2026-01-13 | 1.0002          |
|  |  |
| 2026-01-14 | 1.0002          |
|  |  |
| 2026-01-15 | 1.0002          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0002          |
|  |  |
| 2026-01-21 | 1.0002          |
|  |  |
| 2026-01-22 | 1.0002          |
|  |  |
| 2026-01-23 | 1.0002          |
|  |  |
| 2026-01-26 | 1.0002          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $454043.08                | $0.00                   |

**Total Gross Subscriptions (Month):** $454043.08

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.7000%           |
| 2026-01-05 | 3.6800%           |
| 2026-01-06 | 3.6700%           |
| 2026-01-07 | 3.6600%           |
| 2026-01-08 | 3.6400%           |
| 2026-01-09 | 3.6300%           |
| 2026-01-12 | 3.6000%           |
| 2026-01-13 | 3.6000%           |
| 2026-01-14 | 3.6000%           |
| 2026-01-15 | 3.6000%           |
| 2026-01-16 | 3.6000%           |
| 2026-01-20 | 3.6100%           |
| 2026-01-21 | 3.6000%           |
| 2026-01-22 | 3.6000%           |
| 2026-01-23 | 3.6000%           |
| 2026-01-26 | 3.6100%           |
| 2026-01-27 | 3.6100%           |
| 2026-01-28 | 3.6100%           |
| 2026-01-29 | 3.6100%           |
| 2026-01-30 | 3.6100%           |

**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:** $100095175.69

- **Number of Shares Outstanding:** 100110639.2000

- **Expense Reimbursement/Waiver:** 732.71

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0002          |
|  |  |
| 2026-01-12 | 1.0002          |
|  |  |
| 2026-01-13 | 1.0002          |
|  |  |
| 2026-01-14 | 1.0002          |
|  |  |
| 2026-01-15 | 1.0002          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0000          |
|  |  |
| 2026-01-21 | 1.0002          |
|  |  |
| 2026-01-22 | 1.0002          |
|  |  |
| 2026-01-23 | 1.0000          |
|  |  |
| 2026-01-26 | 1.0000          |
|  |  |
| 2026-01-27 | 1.0000          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $100000345.14             | $0.00                   |
| 2026-01-07 | $0.00                     | $90000000.00            |
| 2026-01-08 | $90000000.00              | $0.00                   |
| 2026-01-20 | $100000000.00             | $100000000.00           |
| 2026-01-21 | $100000000.00             | $100000000.00           |
| 2026-01-22 | $100000000.00             | $100000000.00           |
| 2026-01-23 | $100000000.00             | $100000000.00           |
| 2026-01-26 | $100000000.00             | $100000000.00           |
| 2026-01-27 | $100000000.00             | $100000000.00           |
| 2026-01-30 | $100000000.00             | $100000000.00           |

**Total Gross Subscriptions (Month):** $890000345.14

**Total Gross Redemptions (Month):** $790000000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6600%           |
| 2026-01-05 | 3.6400%           |
| 2026-01-06 | 3.6300%           |
| 2026-01-07 | 3.6200%           |
| 2026-01-08 | 3.6000%           |
| 2026-01-09 | 3.5900%           |
| 2026-01-12 | 3.5600%           |
| 2026-01-13 | 3.5600%           |
| 2026-01-14 | 3.5600%           |
| 2026-01-15 | 3.5600%           |
| 2026-01-16 | 3.5600%           |
| 2026-01-20 | 3.5700%           |
| 2026-01-21 | 3.5600%           |
| 2026-01-22 | 3.5600%           |
| 2026-01-23 | 3.5600%           |
| 2026-01-26 | 3.5700%           |
| 2026-01-27 | 3.5700%           |
| 2026-01-28 | 3.5700%           |
| 2026-01-29 | 3.5700%           |
| 2026-01-30 | 3.5700%           |

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

## Part C: Schedule of Portfolio Securities

### Security 1: Fixed Income Clearing Corp. - Barclays

- **C.1 - Title:** Fixed Income Clearing Corp. - Barclays 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 00799J004, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: 00799J004_3.68_0202
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 3.5700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 7/8 NOTE K 29                  | 2029-04-30      | 2.8750%  | 0.0000% | $19349000.00       | $19035492.22       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27                  | 2027-04-30      | 2.7500%  | 0.0000% | $125626800.00      | $125287982.40      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 29                  | 2029-09-30      | 3.8750%  | 0.0000% | $76749200.00       | $78219610.09       | U.S. Treasuries (including strips) |
| 4  NOTE R 29                     | 2029-10-31      | 4.0000%  | 0.0000% | $8555000.00        | $8727650.58        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27                 | 2027-10-31      | 4.1250%  | 0.0000% | $651000.00         | $664014.45         | U.S. Treasuries (including strips) |
| 4 NOTE H 30                      | 2030-02-28      | 4.0000%  | 0.0000% | $10326900.00       | $10604224.56       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE J 30                  | 2030-03-31      | 3.6250%  | 0.0000% | $30510000.00       | $30744674.54       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-04-15      | 3.7500%  | 0.0000% | $100.00            | $101.12            | U.S. Treasuries (including strips) |
| 4  NOTE AA 28                    | 2028-06-30      | 4.0000%  | 0.0000% | $233589000.00      | $236697349.50      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33                  | 2033-08-15      | 3.8750%  | 0.0000% | $15896000.00       | $15970841.82       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AR 26                 | 2026-08-15      | 4.3750%  | 0.0000% | $752500.00         | $770323.58         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AS 26                 | 2026-09-15      | 4.6250%  | 0.0000% | $20901000.00       | $21388880.61       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26                 | 2026-11-15      | 4.6250%  | 0.0000% | $7019200.00        | $7140014.08        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31                  | 2031-02-28      | 4.2500%  | 0.0000% | $8197800.00        | $8502317.97        | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-03-17      | 0.0000%  | 0.0000% | $100.00            | $99.57             | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-04-07      | 0.0000%  | 0.0000% | $400.00            | $397.45            | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-04-21      | 0.0000%  | 0.0000% | $153000.00         | $151818.84         | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-07-16      | 0.0000%  | 0.0000% | $17067300.00       | $16792840.75       | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-07-30      | 0.0000%  | 0.0000% | $49723000.00       | $48857620.91       | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-05-12      | 0.0000%  | 0.0000% | $100.00            | $99.02             | U.S. Treasuries (including strips) |
| 6 1/4 BOND 30                    | 2030-05-15      | 6.2500%  | 0.0000% | $27670000.00       | $30731008.88       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 39                    | 2039-08-15      | 4.5000%  | 0.0000% | $246000.00         | $250484.45         | U.S. Treasuries (including strips) |
| 4 3/4 BOND 41                    | 2041-02-15      | 4.7500%  | 0.0000% | $172666200.00      | $178788215.30      | U.S. Treasuries (including strips) |
| 4 3/8 BOND 41                    | 2041-05-15      | 4.3750%  | 0.0000% | $591980000.00      | $580200831.00      | U.S. Treasuries (including strips) |
| T 3 3/4 08/15/41                 | 2041-08-15      | 3.7500%  | 0.0000% | $243700.00         | $223100.18         | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41                    | 2041-11-15      | 3.1250%  | 0.0000% | $62815900.00       | $52183854.98       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43                    | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $87.75             | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44                    | 2044-02-15      | 3.6250%  | 0.0000% | $74974100.00       | $65460704.91       | U.S. Treasuries (including strips) |
| 3 3/8 BOND 44                    | 2044-05-15      | 3.3750%  | 0.0000% | $435900.00         | $362154.71         | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46                    | 2046-08-15      | 2.2500%  | 0.0000% | $277146000.00      | $184939730.70      | U.S. Treasuries (including strips) |
| 4 NOTE K 32                      | 2032-04-30      | 4.0000%  | 0.0000% | $104585000.00      | $105875395.70      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35                  | 2035-05-15      | 4.2500%  | 0.0000% | $4757400.00        | $4812698.36        | U.S. Treasuries (including strips) |
| T 3 3/4 05/15/28                 | 2028-05-15      | 3.7500%  | 0.0000% | $8368600.00        | $8467951.42        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27                 | 2027-05-31      | 3.8750%  | 0.0000% | $13294800.00       | $13438554.26       | U.S. Treasuries (including strips) |
| 4 NOTE Z 30                      | 2030-05-31      | 4.0000%  | 0.0000% | $2883200.00        | $2930577.60        | U.S. Treasuries (including strips) |
| T 3 3/4 06/30/27                 | 2027-06-30      | 3.7500%  | 0.0000% | $4349500.00        | $4376082.99        | U.S. Treasuries (including strips) |
| TRFR BF 07/31/27                 | 2027-07-31      | 3.7717%  | 0.0000% | $1600.00           | $1617.35           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32                  | 2032-09-30      | 3.8750%  | 0.0000% | $900.00            | $905.06            | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28                  | 2028-03-31      | 1.2500%  | 0.0000% | $35585200.00       | $34040929.02       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-03-31      | 0.7500%  | 0.0000% | $1210000.00        | $1207436.90        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31                  | 2031-05-15      | 1.6250%  | 0.0000% | $34110200.00       | $30616483.31       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28                  | 2028-06-30      | 1.2500%  | 0.0000% | $54055400.00       | $51235919.61       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28                  | 2028-08-31      | 1.1250%  | 0.0000% | $2568000.00        | $2425796.38        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-08-31      | 0.7500%  | 0.0000% | $2110100.00        | $2082293.46        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-09-30      | 0.8750%  | 0.0000% | $1945800.00        | $1916923.73        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-11-30      | 1.2500%  | 0.0000% | $200.00            | $196.62            | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-12-31      | 1.2500%  | 0.0000% | $19582000.00       | $19198837.27       | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29                  | 2029-01-31      | 1.7500%  | 0.0000% | $100.00            | $95.60             | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27                  | 2027-02-28      | 1.8750%  | 0.0000% | $100.00            | $99.02             | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28                  | 2028-08-15      | 2.8750%  | 0.0000% | $100.00            | $99.61             | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29                  | 2029-02-15      | 2.6250%  | 0.0000% | $1036600.00        | $1019483.35        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 26                  | 2026-05-15      | 1.6250%  | 0.0000% | $3211800.00        | $3204173.91        | U.S. Treasuries (including strips) |
| 2 NOTE F 26                      | 2026-11-15      | 2.0000%  | 0.0000% | $102287500.00      | $101445458.60      | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27                  | 2027-05-15      | 2.3750%  | 0.0000% | $1000.00           | $990.22            | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                  | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $87.26             | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52                    | 2052-02-15      | 2.2500%  | 0.0000% | $101776000.00      | $62676178.65       | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42                    | 2042-05-15      | 3.2500%  | 0.0000% | $34390000.00       | $28810332.70       | U.S. Treasuries (including strips) |
| 3 BOND 52                        | 2052-08-15      | 3.0000%  | 0.0000% | $200.00            | $145.62            | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53                    | 2053-02-15      | 3.6250%  | 0.0000% | $46017500.00       | $37903644.38       | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                    | 2043-02-15      | 3.8750%  | 0.0000% | $132132600.00      | $120842294.50      | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53                    | 2053-08-15      | 4.1250%  | 0.0000% | $55855800.00       | $50342749.97       | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43                    | 2043-08-15      | 4.3750%  | 0.0000% | $232237000.00      | $225748722.30      | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44                    | 2044-02-15      | 4.5000%  | 0.0000% | $210318100.00      | $207159222.70      | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45                    | 2045-02-15      | 4.7500%  | 0.0000% | $1867500.00        | $1892131.92        | U.S. Treasuries (including strips) |
| 3 BOND 47                        | 2047-05-15      | 3.0000%  | 0.0000% | $10441200.00       | $7885250.02        | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47                    | 2047-11-15      | 2.7500%  | 0.0000% | $14163400.00       | $10144400.42       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48                    | 2048-05-15      | 3.1250%  | 0.0000% | $19382800.00       | $14813804.46       | U.S. Treasuries (including strips) |
| 3 BOND 49                        | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $74.85             | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49                    | 2049-05-15      | 2.8750%  | 0.0000% | $290069600.00      | $209322319.70      | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49                    | 2049-08-15      | 2.2500%  | 0.0000% | $4099500.00        | $2606530.72        | U.S. Treasuries (including strips) |
| 2 BOND 50                        | 2050-02-15      | 2.0000%  | 0.0000% | $240805400.00      | $143196239.80      | U.S. Treasuries (including strips) |
| T 1 1/8 05/15/40                 | 2040-05-15      | 1.1250%  | 0.0000% | $100381200.00      | $63731208.63       | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51                    | 2051-02-15      | 1.8750%  | 0.0000% | $130430500.00      | $73907501.46       | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41                    | 2041-08-15      | 1.7500%  | 0.0000% | $237616000.00      | $161718866.80      | U.S. Treasuries (including strips) |
| 2 BOND 41                        | 2041-11-15      | 2.0000%  | 0.0000% | $341787400.00      | $239192014.90      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AT 28                 | 2028-10-15      | 3.5000%  | 0.0000% | $72766400.00       | $73330373.18       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BL 27                 | 2027-11-30      | 3.3750%  | 0.0000% | $35550000.00       | $35648185.78       | U.S. Treasuries (including strips) |
| T 3 1/2 11/30/30                 | 2030-11-30      | 3.5000%  | 0.0000% | $100.00            | $99.29             | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27                  | 2027-05-31      | 2.6250%  | 0.0000% | $301602100.00      | $299315364.50      | U.S. Treasuries (including strips) |
| 3 1/8 BOND 44                    | 2044-08-15      | 3.1250%  | 0.0000% | $9588000.00        | $7711832.67        | U.S. Treasuries (including strips) |
| 3 BOND 45                        | 2045-11-15      | 3.0000%  | 0.0000% | $1968200.00        | $1512578.12        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46                    | 2046-02-15      | 2.5000%  | 0.0000% | $11995400.00       | $8472807.37        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27                 | 2027-08-31      | 3.6250%  | 0.0000% | $707600.00         | $719276.10         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE P 32                  | 2032-08-31      | 3.8750%  | 0.0000% | $109910200.00      | $110954315.90      | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-04-16      | 0.0000%  | 0.0000% | $200.00            | $198.55            | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-06-11      | 0.0000%  | 0.0000% | $749300.00         | $739819.11         | U.S. Treasuries (including strips) |
| BILL 09/03/26                    | 2026-09-03      | 0.0000%  | 0.0000% | $1100.00           | $1077.75           | U.S. Treasuries (including strips) |
| BILL 10/29/26                    | 2026-10-29      | 0.0000%  | 0.0000% | $10063700.00       | $9805686.86        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31                  | 2031-08-31      | 3.7500%  | 0.0000% | $88581300.00       | $89377013.09       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29                 | 2029-08-31      | 3.6250%  | 0.0000% | $379045000.00      | $384010108.40      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29                 | 2029-09-30      | 3.5000%  | 0.0000% | $141401600.00      | $142137138.50      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27                 | 2027-10-15      | 3.8750%  | 0.0000% | $400.00            | $406.75            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27                 | 2027-11-15      | 4.1250%  | 0.0000% | $1996400.00        | $2033533.48        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31                  | 2031-11-30      | 4.1250%  | 0.0000% | $116400300.00      | $118473945.10      | U.S. Treasuries (including strips) |
| 4 NOTE AV 27                     | 2027-12-15      | 4.0000%  | 0.0000% | $2536400.00        | $2570116.23        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-12-31      | 4.2500%  | 0.0000% | $3625100.00        | $3659810.69        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30                  | 2030-01-31      | 4.2500%  | 0.0000% | $32938000.00       | $34272466.96       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28                 | 2028-02-15      | 4.2500%  | 0.0000% | $2289000.00        | $2364631.25        | U.S. Treasuries (including strips) |

### Security 2: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 01399W007, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 01399W007_3.68_0206
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2050-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.000 CISB1424 | 2039-04-01      | 6.0000%  | 0.0000% | $4395117.53        | $4576298.93        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL725773 | 2034-09-01      | 5.5000%  | 0.0000% | $3848756.86        | $3966215.37        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9338 | 2054-10-01      | 6.0000%  | 0.0000% | $8174103.20        | $8536202.35        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF8613 | 2056-01-01      | 4.5000%  | 0.0000% | $5549375.48        | $5479564.34        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF9129 | 2056-01-01      | 4.5000%  | 0.0000% | $1080696.00        | $1072510.81        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF9141 | 2056-01-01      | 5.0000%  | 0.0000% | $9612128.00        | $9727913.56        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF9142 | 2056-01-01      | 5.0000%  | 0.0000% | $10492880.00       | $10611331.79       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG0762 | 2056-01-01      | 5.5000%  | 0.0000% | $5709864.00        | $5865729.33        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG1118 | 2056-02-01      | 5.0000%  | 0.0000% | $7469184.00        | $7508141.61        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG1412 | 2056-02-01      | 5.0000%  | 0.0000% | $18057728.00       | $18162007.37       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG1424 | 2056-02-01      | 4.5000%  | 0.0000% | $1287008.00        | $1273085.15        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG1622 | 2056-02-01      | 5.0000%  | 0.0000% | $2361200.00        | $2388468.97        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG1856 | 2056-02-01      | 5.0000%  | 0.0000% | $17220864.00       | $17310684.20       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLMA5932 | 2055-12-01      | 7.0000%  | 0.0000% | $45082879.22       | $47440573.55       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5971 | 2056-01-01      | 5.0000%  | 0.0000% | $828338.00         | $832658.43         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5953 | 2041-01-01      | 6.0000%  | 0.0000% | $33933310.46       | $35332154.62       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ8860 | 2055-11-01      | 6.0000%  | 0.0000% | $1653556.84        | $1725741.76        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLBX9939 | 2053-05-01      | 7.0000%  | 0.0000% | $510482.58         | $545723.17         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ0007 | 2030-12-01      | 5.4300%  | 0.0000% | $16283109.81       | $17162970.37       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2370 | 2048-09-01      | 4.5000%  | 0.0000% | $3383499.60        | $3388524.10        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICA5291 | 2035-02-01      | 3.5000%  | 0.0000% | $6205647.01        | $6073947.32        | Agency Mortgage-Backed Securities |
| GNII SF CW1327 C     | 2053-10-20      | 6.5000%  | 0.0000% | $1223047.85        | $1279474.52        | Agency Mortgage-Backed Securities |
| GNII SF CW3777 C     | 2053-08-20      | 6.5000%  | 0.0000% | $111673.47         | $116825.42         | Agency Mortgage-Backed Securities |
| GNII SF CX9987 C     | 2054-04-20      | 6.5000%  | 0.0000% | $763950.23         | $801494.65         | Agency Mortgage-Backed Securities |
| GNII SF CY5498 C     | 2054-01-20      | 6.5000%  | 0.0000% | $683991.26         | $730469.23         | Agency Mortgage-Backed Securities |
| GNII ET CZ8013 C     | 2063-12-20      | 7.5000%  | 0.0000% | $385701.95         | $401838.82         | Agency Mortgage-Backed Securities |
| GNII ET DD7296 C     | 2063-11-20      | 7.5000%  | 0.0000% | $199715.57         | $207415.74         | Agency Mortgage-Backed Securities |
| GNII ET DF0836 C     | 2064-06-20      | 7.5000%  | 0.0000% | $93044.84          | $96632.25          | Agency Mortgage-Backed Securities |
| GNII BD DG6071 C     | 2055-05-20      | 5.5000%  | 0.0000% | $2189386.38        | $2196124.34        | Agency Mortgage-Backed Securities |
| GNII ET DG7055 C     | 2064-10-20      | 2.0000%  | 0.0000% | $58949.57          | $46409.29          | Agency Mortgage-Backed Securities |
| GNII SF DH3365 C     | 2055-02-20      | 7.0000%  | 0.0000% | $618366.16         | $651237.19         | Agency Mortgage-Backed Securities |
| GNII SF DH4938 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1324228.05        | $1389311.36        | Agency Mortgage-Backed Securities |
| GNII SF DH6851 C     | 2055-02-20      | 7.0000%  | 0.0000% | $2743454.43        | $2856360.99        | Agency Mortgage-Backed Securities |
| GNII ET DJ5614 C     | 2065-04-20      | 2.0000%  | 0.0000% | $590713.92         | $465034.88         | Agency Mortgage-Backed Securities |
| GNII SF DJ8821 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1436455.45        | $1483900.93        | Agency Mortgage-Backed Securities |
| GNII SF DK0382 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1310609.66        | $1372766.49        | Agency Mortgage-Backed Securities |
| GNII ET DK0959 C     | 2065-05-20      | 7.0000%  | 0.0000% | $19041713.23       | $19876823.54       | Agency Mortgage-Backed Securities |
| GNII SF DK6518 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1145380.81        | $1200642.12        | Agency Mortgage-Backed Securities |
| GNII ET DK8083 C     | 2065-07-20      | 3.5000%  | 0.0000% | $1294363.51        | $1185975.38        | Agency Mortgage-Backed Securities |
| GNII SF DK9903 C     | 2055-12-20      | 6.0000%  | 0.0000% | $1519361.40        | $1576954.82        | Agency Mortgage-Backed Securities |
| GNII ET DL0585 C     | 2065-09-20      | 6.5000%  | 0.0000% | $6386677.63        | $6671894.59        | Agency Mortgage-Backed Securities |
| GNII SF DL2625 C     | 2052-09-20      | 6.5000%  | 0.0000% | $1138796.77        | $1195429.26        | Agency Mortgage-Backed Securities |
| GNII SF DL3637 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1271232.56        | $1333706.16        | Agency Mortgage-Backed Securities |
| GNII ET DL4148 C     | 2065-07-20      | 3.5000%  | 0.0000% | $364928.84         | $334370.59         | Agency Mortgage-Backed Securities |
| GNII ET DL4694 C     | 2065-07-20      | 3.5000%  | 0.0000% | $301920.14         | $276639.60         | Agency Mortgage-Backed Securities |
| GNII SF DL5880 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1734606.82        | $1817905.92        | Agency Mortgage-Backed Securities |
| GNII SF DL5985 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1006282.59        | $1056337.21        | Agency Mortgage-Backed Securities |
| GNII SF DL6651 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1652488.02        | $1733701.38        | Agency Mortgage-Backed Securities |
| GNII SF DL8254 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1798908.72        | $1884076.45        | Agency Mortgage-Backed Securities |
| GNPL PN DM0346       | 2060-10-15      | 5.6700%  | 0.0000% | $4877354.54        | $5113425.82        | Agency Mortgage-Backed Securities |
| GNII ET DM2987 C     | 2065-08-20      | 4.0000%  | 0.0000% | $146804.17         | $140460.21         | Agency Mortgage-Backed Securities |
| GNII SF DM3253 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1162614.89        | $1219752.90        | Agency Mortgage-Backed Securities |
| GNII SF DM4367 C     | 2055-09-20      | 7.0000%  | 0.0000% | $2664787.71        | $2774459.41        | Agency Mortgage-Backed Securities |
| GNII SF DM4586 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1255318.69        | $1315884.19        | Agency Mortgage-Backed Securities |
| GNII ET DM7156 C     | 2065-08-20      | 4.5000%  | 0.0000% | $93465.28          | $91497.28          | Agency Mortgage-Backed Securities |
| GNII ET DN1183 C     | 2065-08-20      | 2.0000%  | 0.0000% | $477282.50         | $375735.45         | Agency Mortgage-Backed Securities |
| GNII SF DN2460 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1787937.67        | $1879027.93        | Agency Mortgage-Backed Securities |
| GNII ET DN4463 C     | 2065-08-20      | 2.0000%  | 0.0000% | $241849.61         | $190393.47         | Agency Mortgage-Backed Securities |
| GNII ET DN4221 C     | 2065-01-20      | 4.5000%  | 0.0000% | $95166.03          | $93045.16          | Agency Mortgage-Backed Securities |
| GNII ET DN4301 C     | 2065-10-20      | 2.0000%  | 0.0000% | $670321.15         | $527702.35         | Agency Mortgage-Backed Securities |
| GNII SF DN5508 C     | 2055-11-20      | 5.0000%  | 0.0000% | $3499639.28        | $3523849.01        | Agency Mortgage-Backed Securities |
| GNII SF DN5536 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1743676.47        | $1809767.62        | Agency Mortgage-Backed Securities |
| FMAR 1J1615 G        | 2037-05-01      | 7.1000%  | 0.0000% | $55235.20          | $57538.53          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL4472 | 2043-11-01      | 4.0000%  | 0.0000% | $2048037.77        | $2009989.78        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL9072 | 2044-07-01      | 5.0000%  | 0.0000% | $641074.59         | $654497.26         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN9408 | 2033-07-01      | 3.7500%  | 0.0000% | $10000000.00       | $9612208.33        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAQ8322 | 2042-12-01      | 3.0000%  | 0.0000% | $7814179.50        | $7256455.46        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA7589 | 2050-11-01      | 1.5000%  | 0.0000% | $26486384.73       | $20610812.88       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3582 | 2052-05-01      | 3.0000%  | 0.0000% | $57728.23          | $51836.29          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTMA4607 | 2042-05-01      | 2.5000%  | 0.0000% | $479651.48         | $434080.70         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4629 | 2037-06-01      | 3.0000%  | 0.0000% | $23606888.94       | $22739682.01       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4806 | 2052-11-01      | 5.0000%  | 0.0000% | $76456258.00       | $77125080.37       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  | 0.0000% | $8086.19           | $8279.85           | Agency Mortgage-Backed Securities |
| GNII ET DN7852 C     | 2058-04-20      | 3.0000%  | 0.0000% | $339892.89         | $307234.17         | Agency Mortgage-Backed Securities |
| GNII ET DN9883 C     | 2065-09-20      | 4.5000%  | 0.0000% | $380604.99         | $372591.35         | Agency Mortgage-Backed Securities |
| GNII ET DP1355 C     | 2065-11-20      | 4.0000%  | 0.0000% | $460377.71         | $440482.59         | Agency Mortgage-Backed Securities |
| GNII ET DP3058 C     | 2065-12-20      | 4.5000%  | 0.0000% | $372288.00         | $364455.43         | Agency Mortgage-Backed Securities |
| GNII ET DP3239 C     | 2065-12-20      | 4.5000%  | 0.0000% | $72312.00          | $70592.28          | Agency Mortgage-Backed Securities |
| GNII SF DP3250 C     | 2055-12-20      | 5.5000%  | 0.0000% | $10898215.85       | $11187929.18       | Agency Mortgage-Backed Securities |
| GNII SF DP4451 C     | 2056-01-20      | 5.0000%  | 0.0000% | $1911498.00        | $1924727.05        | Agency Mortgage-Backed Securities |
| GNAR AT MB0830 M     | 2055-12-20      | 4.0000%  | 0.0000% | $1795684.04        | $1774572.58        | Agency Mortgage-Backed Securities |
| GNII JM MB0839 M     | 2040-10-20      | 5.5000%  | 0.0000% | $431664.00         | $434477.39         | Agency Mortgage-Backed Securities |
| GNII SF MB0868 M     | 2056-01-20      | 3.5000%  | 0.0000% | $25096840.00       | $23125444.17       | Agency Mortgage-Backed Securities |
| GNAR AT MB0890 M     | 2056-01-20      | 4.5000%  | 0.0000% | $6902304.00        | $6945236.33        | Agency Mortgage-Backed Securities |
| GNII SF MB0143 M     | 2055-01-20      | 3.5000%  | 0.0000% | $710002.87         | $654231.04         | Agency Mortgage-Backed Securities |
| GNAR AT MB0760 M     | 2055-11-20      | 3.5000%  | 0.0000% | $2914750.44        | $2876440.26        | Agency Mortgage-Backed Securities |
| GNII SF DI0788 C     | 2055-03-20      | 7.0000%  | 0.0000% | $731024.64         | $764375.37         | Agency Mortgage-Backed Securities |
| GNII SF DI1214 C     | 2055-02-20      | 5.5000%  | 0.0000% | $2058432.13        | $2082164.94        | Agency Mortgage-Backed Securities |
| GNII ET DI1857 C     | 2065-02-20      | 6.0000%  | 0.0000% | $1752605.15        | $1806340.60        | Agency Mortgage-Backed Securities |
| GNII SF DI2002 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1316597.99        | $1379515.73        | Agency Mortgage-Backed Securities |
| GNII SF DI6057 C     | 2055-04-20      | 5.5000%  | 0.0000% | $13573510.84       | $13730020.97       | Agency Mortgage-Backed Securities |
| GNII ET DI6476 C     | 2065-05-20      | 6.5000%  | 0.0000% | $32036400.63       | $33467085.76       | Agency Mortgage-Backed Securities |
| GNII SF DI8275 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1037355.58        | $1082587.28        | Agency Mortgage-Backed Securities |
| GNII SF DO2308 C     | 2055-12-20      | 5.5000%  | 0.0000% | $1388112.97        | $1425013.95        | Agency Mortgage-Backed Securities |
| GNII SF DO3554 C     | 2055-11-20      | 6.0000%  | 0.0000% | $485328.97         | $510770.08         | Agency Mortgage-Backed Securities |
| GNII SF DO3097 C     | 2055-11-20      | 5.0000%  | 0.0000% | $1453040.53        | $1470231.13        | Agency Mortgage-Backed Securities |
| GNII SF DO7955 C     | 2056-01-20      | 6.5000%  | 0.0000% | $3096516.00        | $3248703.91        | Agency Mortgage-Backed Securities |
| GNII SF AS9196 C     | 2046-04-20      | 3.5000%  | 0.0000% | $65389.77          | $60653.55          | Agency Mortgage-Backed Securities |
| GNMI SF AX6161 X     | 2047-04-15      | 4.5000%  | 0.0000% | $32091.29          | $32034.81          | Agency Mortgage-Backed Securities |
| GNMI SF AZ1638 X     | 2047-02-15      | 4.0000%  | 0.0000% | $60685.57          | $58512.38          | Agency Mortgage-Backed Securities |
| GNII SF 003308 M     | 2032-11-20      | 6.5000%  | 0.0000% | $32705.23          | $33990.98          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAT0292 | 2043-03-01      | 3.0000%  | 0.0000% | $16127.34          | $15112.71          | Agency Mortgage-Backed Securities |
| FNMS 02.775 CLAU1587 | 2043-06-01      | 2.7750%  | 0.0000% | $32978.13          | $29990.16          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICB4731 | 2037-09-01      | 3.0000%  | 0.0000% | $2315195.81        | $2232896.77        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6181 | 2053-05-01      | 5.0000%  | 0.0000% | $396606.18         | $407347.77         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5525 | 2053-01-01      | 6.0000%  | 0.0000% | $3278272.79        | $3400645.25        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7551 | 2053-11-01      | 6.5000%  | 0.0000% | $2649708.70        | $2763397.40        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5878 | 2055-11-01      | 5.0000%  | 0.0000% | $499999.44         | $502607.32         | Agency Mortgage-Backed Securities |
| GNII SF 004245 M     | 2038-09-20      | 6.0000%  | 0.0000% | $1208144.36        | $1292278.73        | Agency Mortgage-Backed Securities |
| GNII SF 004715 M     | 2040-06-20      | 5.0000%  | 0.0000% | $58165.86          | $60213.11          | Agency Mortgage-Backed Securities |
| GNII SF 004977 M     | 2041-03-20      | 4.0000%  | 0.0000% | $196560.66         | $191554.70         | Agency Mortgage-Backed Securities |
| GNAR AR 080137 M     | 2027-11-20      | 4.7500%  | 0.0000% | $5981.71           | $6046.84           | Agency Mortgage-Backed Securities |
| GNMI SP 784500 X     | 2047-02-15      | 3.0000%  | 0.0000% | $203266.69         | $185727.96         | Agency Mortgage-Backed Securities |
| GNII SP 784122 M     | 2046-02-20      | 3.0000%  | 0.0000% | $5410803.83        | $4977596.84        | Agency Mortgage-Backed Securities |
| GNII JP 784354 M     | 2032-07-20      | 3.5000%  | 0.0000% | $101774.69         | $100767.58         | Agency Mortgage-Backed Securities |
| GNII SP 785053 C     | 2050-06-20      | 4.5000%  | 0.0000% | $16474837.50       | $16061434.40       | Agency Mortgage-Backed Securities |
| GNMI SP 786285 X     | 2041-03-15      | 5.0000%  | 0.0000% | $1790334.95        | $1842589.06        | Agency Mortgage-Backed Securities |
| GNII SP 786336 C     | 2052-09-20      | 4.5000%  | 0.0000% | $946000.78         | $934152.12         | Agency Mortgage-Backed Securities |
| GNMI SP 785994 X     | 2052-02-15      | 4.0000%  | 0.0000% | $1561818.01        | $1495286.47        | Agency Mortgage-Backed Securities |
| GNII SP 786662 C     | 2053-03-20      | 5.0000%  | 0.0000% | $2162093.58        | $2187720.40        | Agency Mortgage-Backed Securities |
| GNMI SF 693564 X     | 2038-07-15      | 6.5000%  | 0.0000% | $8864.47           | $9354.49           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD6972 | 2054-11-01      | 5.0000%  | 0.0000% | $290514.76         | $293786.48         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8279 | 2052-11-01      | 6.0000%  | 0.0000% | $1925270.19        | $1994235.94        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDC1016 | 2054-08-01      | 7.0000%  | 0.0000% | $1354175.18        | $1432470.73        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC1076 | 2054-08-01      | 5.5000%  | 0.0000% | $28657.04          | $29215.23          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDC5674 | 2039-10-01      | 6.0000%  | 0.0000% | $1023185.86        | $1065364.99        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC6646 | 2056-02-01      | 5.0000%  | 0.0000% | $7533320.00        | $7633873.08        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC6643 | 2056-02-01      | 5.0000%  | 0.0000% | $23241984.00       | $23423429.01       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC6818 | 2054-12-01      | 5.5000%  | 0.0000% | $248411.09         | $253622.15         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4162 | 2055-04-01      | 6.0000%  | 0.0000% | $23166206.68       | $23837177.24       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD4963 | 2055-04-01      | 6.5000%  | 0.0000% | $971584.55         | $1022210.04        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODD5621 | 2055-04-01      | 5.8710%  | 0.0000% | $14094262.10       | $14545259.30       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE1599 | 2055-07-01      | 6.5000%  | 0.0000% | $1655240.60        | $1747868.04        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4370 | 2056-02-01      | 5.5000%  | 0.0000% | $79179008.00       | $81341589.09       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3662 | 2055-10-01      | 5.5000%  | 0.0000% | $93251062.26       | $96281307.38       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4070 | 2054-09-01      | 5.5000%  | 0.0000% | $38509022.72       | $39667241.50       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA4500 | 2054-01-01      | 2.5000%  | 0.0000% | $6990928.00        | $5996446.74        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA4513 | 2056-02-01      | 4.5000%  | 0.0000% | $54432320.00       | $53571200.70       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM1727 | 2049-09-01      | 5.0000%  | 0.0000% | $270034.95         | $276230.84         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM5280 | 2050-10-01      | 3.5000%  | 0.0000% | $80232.33          | $75469.53          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL0760 | 2053-02-01      | 3.5000%  | 0.0000% | $30197265.83       | $28343922.05       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3736 | 2055-12-01      | 6.5000%  | 0.0000% | $1833820.12        | $1916087.32        | Agency Mortgage-Backed Securities |
| FMAR 8C1335 G        | 2056-02-01      | 5.2460%  | 0.0000% | $5730464.00        | $5847743.36        | Agency Mortgage-Backed Securities |
| 03.000 FGPC U49013 G | 2028-09-01      | 3.0000%  | 0.0000% | $42438.02          | $42133.05          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE5229 | 2055-08-01      | 5.0000%  | 0.0000% | $1094746.38        | $1111515.47        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE6887 | 2055-11-01      | 7.0000%  | 0.0000% | $1750997.75        | $1872730.43        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE8086 | 2040-08-01      | 5.5000%  | 0.0000% | $1306128.86        | $1343842.75        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE9403 | 2055-09-01      | 7.0000%  | 0.0000% | $4084416.12        | $4314731.80        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9710 | 2055-09-01      | 5.5000%  | 0.0000% | $499472.13         | $509201.12         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDF2612 | 2040-11-01      | 4.5000%  | 0.0000% | $1073625.02        | $1079369.99        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF3107 | 2055-12-01      | 4.5000%  | 0.0000% | $1156106.64        | $1143653.06        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF4104 | 2055-11-01      | 5.0000%  | 0.0000% | $1667091.36        | $1689343.33        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5530 | 2055-12-01      | 5.5000%  | 0.0000% | $1565312.18        | $1609354.68        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF6051 | 2055-12-01      | 6.0000%  | 0.0000% | $3408146.71        | $3551804.64        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBD8952 | 2046-11-01      | 3.0000%  | 0.0000% | $182420.84         | $166744.81         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7793 | 2049-10-01      | 3.5000%  | 0.0000% | $473303.56         | $449361.24         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM9845 | 2036-11-01      | 2.0000%  | 0.0000% | $1127232.50        | $1046784.30        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0675 | 2052-02-01      | 3.0000%  | 0.0000% | $120907.48         | $107862.37         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1746 | 2052-04-01      | 2.5000%  | 0.0000% | $234212.52         | $199882.56         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1555 | 2052-04-01      | 3.5000%  | 0.0000% | $71550.27          | $67006.07          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2455 | 2052-07-01      | 4.0000%  | 0.0000% | $402628.10         | $388305.90         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3813 | 2052-11-01      | 4.5000%  | 0.0000% | $244850.11         | $242013.28         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3883 | 2053-02-01      | 4.5000%  | 0.0000% | $249504.02         | $248489.28         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ5505 | 2055-12-01      | 5.0000%  | 0.0000% | $99177116.25       | $100450230.90      | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIRR0032 | 2040-10-01      | 5.0000%  | 0.0000% | $197071788.57      | $200258001.50      | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIRR0038 | 2040-11-01      | 5.0000%  | 0.0000% | $30114821.63       | $30601711.38       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA1468 | 2055-12-01      | 4.5000%  | 0.0000% | $400316.73         | $395039.76         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA3880 | 2056-01-01      | 6.0000%  | 0.0000% | $20533216.00       | $21193037.20       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA4805 | 2056-02-01      | 6.0000%  | 0.0000% | $1383530.00        | $1445572.10        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE6974 | 2052-08-01      | 5.0000%  | 0.0000% | $15831807.66       | $16001521.12       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE9066 | 2052-08-01      | 4.5000%  | 0.0000% | $8168.03           | $8134.23           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ0986 | 2054-07-01      | 5.5000%  | 0.0000% | $311074.00         | $318470.27         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ2372 | 2054-08-01      | 7.0000%  | 0.0000% | $3696646.27        | $3956656.87        | Agency Mortgage-Backed Securities |
| FCFR 01LI B 27/01    | 2027-01-26      | 4.3371%  | 0.0000% | $10000000.00       | $10061518.97       | Agency Mortgage-Backed Securities |
| FNMS 04.500 I4BF0108 | 2056-06-01      | 4.5000%  | 0.0000% | $497546.45         | $487010.90         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTBK2094 | 2040-02-01      | 3.5000%  | 0.0000% | $671178.80         | $646398.51         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4805 | 2053-05-01      | 5.5000%  | 0.0000% | $577548.63         | $593671.22         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4925 | 2052-04-01      | 3.5000%  | 0.0000% | $1971692.41        | $1851960.29        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5691 | 2052-06-01      | 3.5000%  | 0.0000% | $4903016.52        | $4592260.61        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS7657 | 2052-07-01      | 3.0000%  | 0.0000% | $879204.76         | $785935.79         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA5478 | 2056-02-01      | 6.0000%  | 0.0000% | $2603652.00        | $2713396.80        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5545 | 2056-01-01      | 5.0000%  | 0.0000% | $20847296.00       | $21205135.21       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA6022 | 2056-02-01      | 5.0000%  | 0.0000% | $9979984.00        | $10087156.83       | Agency Mortgage-Backed Securities |
| GNAR AS MA0552 M     | 2042-11-20      | 5.8750%  | 0.0000% | $333676.67         | $337947.89         | Agency Mortgage-Backed Securities |
| GNII SF MA2601 M     | 2045-02-20      | 3.5000%  | 0.0000% | $74676.78          | $70673.32          | Agency Mortgage-Backed Securities |
| GNII JM MA2882 M     | 2045-06-20      | 3.0000%  | 0.0000% | $636478.08         | $563217.33         | Agency Mortgage-Backed Securities |
| GNII SF MA3662 M     | 2046-05-20      | 3.0000%  | 0.0000% | $400897.05         | $368485.99         | Agency Mortgage-Backed Securities |
| GNII SF MA4654 M     | 2047-08-20      | 4.5000%  | 0.0000% | $17229.70          | $17272.69          | Agency Mortgage-Backed Securities |
| GNAR AS MA4735 M     | 2047-09-20      | 5.3750%  | 0.0000% | $49366.14          | $50118.97          | Agency Mortgage-Backed Securities |
| GNII SF MA5111 M     | 2033-04-20      | 3.5000%  | 0.0000% | $39001.86          | $38466.73          | Agency Mortgage-Backed Securities |
| GNII SF MA5401 M     | 2048-08-20      | 5.5000%  | 0.0000% | $55069.74          | $57112.30          | Agency Mortgage-Backed Securities |
| GNII SF MA5499 M     | 2033-10-20      | 4.5000%  | 0.0000% | $55458.53          | $55680.20          | Agency Mortgage-Backed Securities |
| GNII SF MA5878 M     | 2049-03-20      | 5.0000%  | 0.0000% | $26482.37          | $27112.04          | Agency Mortgage-Backed Securities |
| GNII SF MA5851 M     | 2034-04-20      | 4.5000%  | 0.0000% | $122708.64         | $123252.60         | Agency Mortgage-Backed Securities |
| GNII SF MA6135 M     | 2032-12-20      | 7.0000%  | 0.0000% | $46524.95          | $48157.92          | Agency Mortgage-Backed Securities |
| GNII SF MA6158 M     | 2049-09-20      | 5.5000%  | 0.0000% | $834895.11         | $865703.20         | Agency Mortgage-Backed Securities |
| GNII SF MA6318 M     | 2032-12-20      | 7.0000%  | 0.0000% | $7532.47           | $7796.85           | Agency Mortgage-Backed Securities |
| GNII SF MA6708 M     | 2050-05-20      | 2.0000%  | 0.0000% | $155225.75         | $129798.39         | Agency Mortgage-Backed Securities |
| GNII SF MA6744 M     | 2035-03-20      | 4.5000%  | 0.0000% | $50364.18          | $50975.85          | Agency Mortgage-Backed Securities |
| GNII SF MA7986 M     | 2052-03-20      | 2.0000%  | 0.0000% | $299438438.47      | $249866737.70      | Agency Mortgage-Backed Securities |
| GNAR AF MA8055 M     | 2052-05-20      | 2.5000%  | 0.0000% | $2427050.48        | $2354614.88        | Agency Mortgage-Backed Securities |
| GNII JM MA7307 M     | 2051-04-20      | 4.0000%  | 0.0000% | $68806.91          | $64649.75          | Agency Mortgage-Backed Securities |
| GNII SF MA7314 M     | 2051-03-20      | 3.5000%  | 0.0000% | $1877198.71        | $1754391.33        | Agency Mortgage-Backed Securities |
| GNII SF MA8979 M     | 2030-01-20      | 1.5000%  | 0.0000% | $13881.15          | $13369.66          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIRC2555 | 2037-03-01      | 2.5000%  | 0.0000% | $2379678.87        | $2253541.35        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIRC3555 | 2040-08-01      | 6.5000%  | 0.0000% | $1067110.35        | $1127451.29        | Agency Mortgage-Backed Securities |
| FEPC 02.000 3PSE9122 | 2051-07-01      | 2.0000%  | 0.0000% | $76212864.00       | $60737469.36       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4092 | 2040-09-01      | 6.0000%  | 0.0000% | $1519941.10        | $1592571.99        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS3312 | 2028-10-01      | 1.6000%  | 0.0000% | $7404659.89        | $6962941.49        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBU9917 | 2037-01-01      | 2.5000%  | 0.0000% | $578849.15         | $550755.22         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV0242 | 2052-04-01      | 3.5000%  | 0.0000% | $618032.74         | $577903.53         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV1926 | 2052-01-01      | 3.5000%  | 0.0000% | $1435367.61        | $1339464.16        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CICC0035 | 2040-02-01      | 6.5000%  | 0.0000% | $748538.23         | $789534.26         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC0480 | 2040-05-01      | 6.0000%  | 0.0000% | $2203209.81        | $2294031.25        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CICC1580 | 2040-10-01      | 5.5000%  | 0.0000% | $1175308.51        | $1213859.28        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL994451 | 2038-11-01      | 5.5000%  | 0.0000% | $1867130.27        | $1948866.80        | Agency Mortgage-Backed Securities |
| GNII SF MA8271 M     | 2052-09-20      | 6.0000%  | 0.0000% | $23332533.42       | $24168849.19       | Agency Mortgage-Backed Securities |
| GNII SF MA8294 M     | 2029-09-20      | 8.5000%  | 0.0000% | $14861.69          | $15123.68          | Agency Mortgage-Backed Securities |
| GNII SF MA8846 M     | 2038-05-20      | 4.5000%  | 0.0000% | $150918.13         | $152971.38         | Agency Mortgage-Backed Securities |
| GNII SF MA9108 M     | 2053-08-20      | 6.5000%  | 0.0000% | $47696.32          | $49660.27          | Agency Mortgage-Backed Securities |
| GNII SF MA9724 M     | 2054-06-20      | 5.0000%  | 0.0000% | $261413545.64      | $262847602.30      | Agency Mortgage-Backed Securities |
| GNMI SF AO0535 X     | 2045-08-15      | 4.5000%  | 0.0000% | $221259.61         | $219786.90         | Agency Mortgage-Backed Securities |
| GNMI SF BA5780 X     | 2047-05-15      | 5.0000%  | 0.0000% | $104983.39         | $106334.40         | Agency Mortgage-Backed Securities |
| GNMI SF BE4664 X     | 2047-12-15      | 4.0000%  | 0.0000% | $35639.94          | $34368.21          | Agency Mortgage-Backed Securities |
| GNII RG CN2001 C     | 2047-12-20      | 3.5000%  | 0.0000% | $104133.18         | $96194.63          | Agency Mortgage-Backed Securities |
| GNII RG CN2042 C     | 2047-12-20      | 3.5000%  | 0.0000% | $87855.78          | $81234.48          | Agency Mortgage-Backed Securities |
| GNII RG CN9953 C     | 2045-10-20      | 3.5000%  | 0.0000% | $151076.74         | $139611.44         | Agency Mortgage-Backed Securities |
| GNPL PN CP1102       | 2058-02-15      | 5.5000%  | 0.0000% | $35128.68          | $36528.26          | Agency Mortgage-Backed Securities |
| GNPL PN BQ4198       | 2061-08-15      | 3.2300%  | 0.0000% | $47535.92          | $43291.96          | Agency Mortgage-Backed Securities |
| GNII SF BQ7065 C     | 2050-04-20      | 2.7500%  | 0.0000% | $318179.63         | $280679.39         | Agency Mortgage-Backed Securities |
| GNMI SF BW3889 X     | 2050-08-15      | 2.5000%  | 0.0000% | $251149.05         | $219413.07         | Agency Mortgage-Backed Securities |
| GNII SF BX4959 C     | 2050-09-20      | 2.5000%  | 0.0000% | $46050.32          | $39932.99          | Agency Mortgage-Backed Securities |
| GNII SF BZ4586 C     | 2035-09-20      | 5.0000%  | 0.0000% | $240121.83         | $241572.60         | Agency Mortgage-Backed Securities |
| GNII SF BZ8531 C     | 2051-01-20      | 2.5000%  | 0.0000% | $72839.60          | $63208.23          | Agency Mortgage-Backed Securities |
| GNPL LM CA7651       | 2058-12-15      | 3.1700%  | 0.0000% | $81284.80          | $75363.90          | Agency Mortgage-Backed Securities |
| GNII SF CC9792 C     | 2051-04-20      | 3.0000%  | 0.0000% | $7103.44           | $6445.78           | Agency Mortgage-Backed Securities |
| GNPL PN CC9848       | 2063-10-15      | 2.9100%  | 0.0000% | $1004815.44        | $883695.15         | Agency Mortgage-Backed Securities |
| GNPL LM CD6002       | 2060-07-15      | 3.1100%  | 0.0000% | $85139.27          | $79644.83          | Agency Mortgage-Backed Securities |
| GNPL PN CG6814       | 2064-07-15      | 2.7700%  | 0.0000% | $7806704.51        | $6707375.22        | Agency Mortgage-Backed Securities |
| GNII SF CI0196 C     | 2035-08-20      | 5.0000%  | 0.0000% | $466093.62         | $473779.40         | Agency Mortgage-Backed Securities |
| GNII RG CI4389 C     | 2039-08-20      | 6.0000%  | 0.0000% | $1328812.35        | $1397558.90        | Agency Mortgage-Backed Securities |
| GNII RG CI8166 C     | 2047-11-20      | 4.0000%  | 0.0000% | $309727.17         | $297128.16         | Agency Mortgage-Backed Securities |
| GNII RG CI8172 C     | 2049-11-20      | 5.5000%  | 0.0000% | $2632641.27        | $2691756.06        | Agency Mortgage-Backed Securities |
| GNMI SF CL6201 X     | 2052-03-15      | 4.0000%  | 0.0000% | $24219.84          | $23151.70          | Agency Mortgage-Backed Securities |
| GNII SF MA9902 M     | 2054-08-20      | 3.5000%  | 0.0000% | $150452.88         | $139820.29         | Agency Mortgage-Backed Securities |
| GNMI SF AD6012 X     | 2043-04-15      | 3.5000%  | 0.0000% | $6949.84           | $6560.37           | Agency Mortgage-Backed Securities |
| GNMI SF AD6086 X     | 2050-02-15      | 3.5000%  | 0.0000% | $25459.26          | $23551.59          | Agency Mortgage-Backed Securities |
| GNII SF CP9343 C     | 2052-11-20      | 5.0000%  | 0.0000% | $1674790.94        | $1712865.26        | Agency Mortgage-Backed Securities |
| GNII SF CQ6154 C     | 2052-11-20      | 5.0000%  | 0.0000% | $740213.81         | $745334.45         | Agency Mortgage-Backed Securities |
| GNPL PN CQ7047       | 2065-03-15      | 4.8900%  | 0.0000% | $1413043.17        | $1394336.12        | Agency Mortgage-Backed Securities |
| GNPL PN CQ9711       | 2058-06-15      | 4.7000%  | 0.0000% | $44245.27          | $43888.57          | Agency Mortgage-Backed Securities |
| GNII SF CU3559 C     | 2053-04-20      | 5.5000%  | 0.0000% | $1788503.66        | $1809662.65        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB2414 | 2054-06-01      | 6.0000%  | 0.0000% | $127945.18         | $131719.86         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB4007 | 2054-05-01      | 5.5000%  | 0.0000% | $1393238.99        | $1422490.81        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL850010 | 2036-03-01      | 6.0000%  | 0.0000% | $141686.77         | $149440.63         | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of America 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 03199U009, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 03199U009_3.67_0202
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 5/8 NOTE N 29                           | 2029-07-31      | 2.6250%  | 0.0000% | $1000.00           | $979.05            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27                          | 2027-10-31      | 4.1250%  | 0.0000% | $4918400.00        | $5016726.07        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27                          | 2027-11-30      | 3.8750%  | 0.0000% | $77917400.00       | $78871951.94       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33                           | 2033-05-15      | 3.3750%  | 0.0000% | $200.00            | $192.84            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33                           | 2033-08-15      | 3.8750%  | 0.0000% | $498660000.00      | $501007799.70      | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-05-05      | 0.0000%  | 0.0000% | $1700000.00        | $1684521.50        | U.S. Treasuries (including strips) |
| 4 3/8 BOND 39                             | 2039-11-15      | 4.3750%  | 0.0000% | $400.00            | $396.59            | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2027-07-31      | 3.7717%  | 0.0000% | $7451900.00        | $7532719.05        | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 28                           | 2028-02-29      | 1.1250%  | 0.0000% | $4333900.00        | $4145603.99        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28                           | 2028-09-30      | 1.2500%  | 0.0000% | $200.00            | $189.03            | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28                           | 2028-10-31      | 1.3750%  | 0.0000% | $61029000.00       | $57715948.69       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49                             | 2049-08-15      | 2.2500%  | 0.0000% | $341400.00         | $217067.83         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE S 32                           | 2032-11-30      | 3.7500%  | 0.0000% | $431000.00         | $426881.51         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AV 28                          | 2028-12-15      | 3.5000%  | 0.0000% | $400.00            | $400.66            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE P 32                           | 2032-08-31      | 3.8750%  | 0.0000% | $159831000.00      | $161349349.50      | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27                          | 2027-09-15      | 3.3750%  | 0.0000% | $199997000.00      | $202029327.50      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. - Barclays 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 06799C006, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: 06799C006_3.68_0202
- **C.18 - Value (incl. sponsor support):** $13000000000.00
- **C.18.a - Value (excl. sponsor support):** $13000000000.00
- **C.19 - Percentage of Net Assets:** 9.2800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 3/8 NOTE J 29                           | 2029-03-31      | 2.3750%  | 0.0000% | $312023000.00      | $302814940.70      | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29                           | 2029-03-31      | 2.3750%  | 0.0000% | $4000000.00        | $3881956.66        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29                           | 2029-04-30      | 2.8750%  | 0.0000% | $5401000.00        | $5313488.73        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29                           | 2029-04-30      | 2.8750%  | 0.0000% | $155628000.00      | $153106392.20      | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27                          | 2027-07-31      | 2.7500%  | 0.0000% | $105836400.00      | $106074560.70      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 29                           | 2029-09-30      | 3.8750%  | 0.0000% | $100.00            | $101.92            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27                          | 2027-09-30      | 4.1250%  | 0.0000% | $103368000.00      | $105763093.40      | U.S. Treasuries (including strips) |
| 4  NOTE R 29                              | 2029-10-31      | 4.0000%  | 0.0000% | $264419000.00      | $269755305.60      | U.S. Treasuries (including strips) |
| 4  NOTE R 29                              | 2029-10-31      | 4.0000%  | 0.0000% | $1796000.00        | $1832245.52        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27                          | 2027-10-31      | 4.1250%  | 0.0000% | $91650800.00       | $93483034.69       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32                           | 2032-11-15      | 4.1250%  | 0.0000% | $100.00            | $101.55            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29                           | 2029-11-30      | 3.8750%  | 0.0000% | $35789000.00       | $36223293.03       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33                           | 2033-02-15      | 3.5000%  | 0.0000% | $3275200.00        | $3220537.77        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AL 26                          | 2026-03-15      | 4.6250%  | 0.0000% | $4649300.00        | $4733998.40        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 26                          | 2026-04-15      | 3.7500%  | 0.0000% | $265900.00         | $268872.06         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28                           | 2028-04-30      | 3.5000%  | 0.0000% | $1000.00           | $1007.37           | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-05-15      | 3.6250%  | 0.0000% | $200.00            | $201.47            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30                           | 2030-05-31      | 3.7500%  | 0.0000% | $89565400.00       | $90113570.76       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-06-15      | 4.1250%  | 0.0000% | $19108000.00       | $19244620.52       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30                           | 2030-06-30      | 3.7500%  | 0.0000% | $74732200.00       | $74934928.64       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AB 28                          | 2028-07-31      | 4.1250%  | 0.0000% | $11600700.00       | $11990146.03       | U.S. Treasuries (including strips) |
| 4  NOTE N 30                              | 2030-07-31      | 4.0000%  | 0.0000% | $9240000.00        | $9511603.37        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33                           | 2033-08-15      | 3.8750%  | 0.0000% | $200.00            | $200.94            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33                           | 2033-08-15      | 3.8750%  | 0.0000% | $14029900.00       | $14095955.82       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30                           | 2030-08-31      | 4.1250%  | 0.0000% | $50907700.00       | $52502049.85       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28                          | 2028-08-31      | 4.3750%  | 0.0000% | $116800.00         | $121175.93         | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28                          | 2028-08-31      | 4.3750%  | 0.0000% | $131949000.00      | $136892491.20      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30                           | 2030-09-30      | 4.6250%  | 0.0000% | $4563600.00        | $4795637.95        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-10-15      | 4.6250%  | 0.0000% | $100.00            | $102.03            | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28                          | 2028-10-31      | 4.8750%  | 0.0000% | $1089700.00        | $1138897.59        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33                           | 2033-11-15      | 4.5000%  | 0.0000% | $48617600.00       | $50388812.77       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33                           | 2033-11-15      | 4.5000%  | 0.0000% | $813282000.00      | $842911094.40      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26                          | 2026-11-15      | 4.6250%  | 0.0000% | $133467800.00      | $135765040.40      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE S 30                           | 2030-11-30      | 4.3750%  | 0.0000% | $900.00            | $929.09            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28                          | 2028-11-30      | 4.3750%  | 0.0000% | $31192100.00       | $32057142.11       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28                          | 2028-11-30      | 4.3750%  | 0.0000% | $100.00            | $102.77            | U.S. Treasuries (including strips) |
| 4 NOTE U 29                               | 2029-01-31      | 4.0000%  | 0.0000% | $4483500.00        | $4621171.72        | U.S. Treasuries (including strips) |
| 4 NOTE B 34                               | 2034-02-15      | 4.0000%  | 0.0000% | $100.00            | $101.01            | U.S. Treasuries (including strips) |
| 4 NOTE B 34                               | 2034-02-15      | 4.0000%  | 0.0000% | $129106000.00      | $130410341.10      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AK 27                          | 2027-02-15      | 4.1250%  | 0.0000% | $40300.00          | $41280.16          | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AY 26                          | 2026-02-28      | 4.6250%  | 0.0000% | $1077100.00        | $1098404.92        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29                           | 2029-03-31      | 4.1250%  | 0.0000% | $25797900.00       | $26526085.70       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29                           | 2029-04-30      | 4.6250%  | 0.0000% | $49465000.00       | $51509407.31       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BC 26                          | 2026-05-31      | 4.8750%  | 0.0000% | $633900.00         | $641310.06         | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29                           | 2029-05-31      | 4.5000%  | 0.0000% | $1760200.00        | $1819848.26        | U.S. Treasuries (including strips) |
| BILL 11/27/26                             | 2026-11-27      | 0.0000%  | 0.0000% | $50000000.00       | $48588700.00       | U.S. Treasuries (including strips) |
| BILL 03/17/26                             | 2026-03-17      | 0.0000%  | 0.0000% | $17664000.00       | $17587479.55       | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-03-24      | 0.0000%  | 0.0000% | $300.00            | $298.49            | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-03-31      | 0.0000%  | 0.0000% | $100.00            | $99.43             | U.S. Treasuries (including strips) |
| BILL 04/07/26                             | 2026-04-07      | 0.0000%  | 0.0000% | $21200.00          | $21065.08          | U.S. Treasuries (including strips) |
| BILL 04/21/26                             | 2026-04-21      | 0.0000%  | 0.0000% | $92100.00          | $91388.99          | U.S. Treasuries (including strips) |
| BILL 07/16/26                             | 2026-07-16      | 0.0000%  | 0.0000% | $550800.00         | $541942.59         | U.S. Treasuries (including strips) |
| BILL 07/16/26                             | 2026-07-16      | 0.0000%  | 0.0000% | $49572000.00       | $48774832.67       | U.S. Treasuries (including strips) |
| BILL 05/12/26                             | 2026-05-12      | 0.0000%  | 0.0000% | $82900.00          | $82086.75          | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-05-26      | 0.0000%  | 0.0000% | $100.00            | $98.88             | U.S. Treasuries (including strips) |
| 6 1/2 BOND 26                             | 2026-11-15      | 6.5000%  | 0.0000% | $265000.00         | $274832.40         | U.S. Treasuries (including strips) |
| 6 1/2 BOND 26                             | 2026-11-15      | 6.5000%  | 0.0000% | $1684700.00        | $1747208.11        | U.S. Treasuries (including strips) |
| 6 5/8 BOND 27                             | 2027-02-15      | 6.6250%  | 0.0000% | $1736000.00        | $1844511.40        | U.S. Treasuries (including strips) |
| 6 5/8 BOND 27                             | 2027-02-15      | 6.6250%  | 0.0000% | $100000.00         | $106250.66         | U.S. Treasuries (including strips) |
| 6 1/8 BOND 27                             | 2027-11-15      | 6.1250%  | 0.0000% | $2215500.00        | $2341974.29        | U.S. Treasuries (including strips) |
| 5 1/2 BOND 28                             | 2028-08-15      | 5.5000%  | 0.0000% | $38252700.00       | $40965684.60       | U.S. Treasuries (including strips) |
| 6 1/4 BOND 30                             | 2030-05-15      | 6.2500%  | 0.0000% | $9000.00           | $9995.63           | U.S. Treasuries (including strips) |
| 5 3/8 BOND 31                             | 2031-02-15      | 5.3750%  | 0.0000% | $748700.00         | $819652.09         | U.S. Treasuries (including strips) |
| 5 3/8 BOND 31                             | 2031-02-15      | 5.3750%  | 0.0000% | $728700.00         | $797756.74         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28                          | 2028-03-15      | 3.8750%  | 0.0000% | $95479600.00       | $97514371.03       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27                          | 2027-03-31      | 3.8750%  | 0.0000% | $5676700.00        | $5771311.50        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27                          | 2027-03-31      | 3.8750%  | 0.0000% | $553811000.00      | $563041167.10      | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2027-04-30      | 3.7727%  | 0.0000% | $96243000.00       | $97283863.85       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27                          | 2027-04-30      | 3.7500%  | 0.0000% | $41220000.00       | $41715084.99       | U.S. Treasuries (including strips) |
| 4 NOTE K 32                               | 2032-04-30      | 4.0000%  | 0.0000% | $5605600.00        | $5674763.29        | U.S. Treasuries (including strips) |
| 4 NOTE K 32                               | 2032-04-30      | 4.0000%  | 0.0000% | $1000.00           | $1012.34           | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35                           | 2035-05-15      | 4.2500%  | 0.0000% | $700.00            | $708.14            | U.S. Treasuries (including strips) |
| T 3 3/4 05/15/28                          | 2028-05-15      | 3.7500%  | 0.0000% | $54971400.00       | $55624016.51       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27                          | 2027-05-31      | 3.8750%  | 0.0000% | $217044300.00      | $219391160.70      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32                           | 2032-05-31      | 4.1250%  | 0.0000% | $5081800.00        | $5161552.62        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32                           | 2032-05-31      | 4.1250%  | 0.0000% | $282136000.00      | $286563778.80      | U.S. Treasuries (including strips) |
| 4 NOTE Z 30                               | 2030-05-31      | 4.0000%  | 0.0000% | $296543200.00      | $301416085.90      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27                          | 2027-06-30      | 3.7500%  | 0.0000% | $20950400.00       | $21078443.29       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27                          | 2027-07-31      | 3.8750%  | 0.0000% | $28346200.00       | $29031149.10       | U.S. Treasuries (including strips) |
| TRFR BF 07/31/27                          | 2027-07-31      | 3.7717%  | 0.0000% | $18128800.00       | $18325414.61       | U.S. Treasuries (including strips) |
| TRFR BF 07/31/27                          | 2027-07-31      | 3.7717%  | 0.0000% | $2799500.00        | $2829861.78        | U.S. Treasuries (including strips) |
| 4 NOTE N 32                               | 2032-07-31      | 4.0000%  | 0.0000% | $100.00            | $102.09            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE E 35                           | 2035-08-15      | 4.2500%  | 0.0000% | $720400.00         | $735527.08         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE E 35                           | 2035-08-15      | 4.2500%  | 0.0000% | $148254000.00      | $151367063.30      | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28                          | 2028-09-15      | 3.3750%  | 0.0000% | $499579200.00      | $503311451.30      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32                           | 2032-09-30      | 3.8750%  | 0.0000% | $223164000.00      | $224419216.60      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AD 30                          | 2030-09-30      | 3.6250%  | 0.0000% | $35302600.00       | $35491741.63       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31                           | 2031-02-15      | 1.1250%  | 0.0000% | $100.00            | $88.37             | U.S. Treasuries (including strips) |
| T 1 1/4 03/31/28                          | 2028-03-31      | 1.2500%  | 0.0000% | $55914000.00       | $53487531.48       | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Y 26                           | 2026-04-30      | 0.7500%  | 0.0000% | $9999700.00        | $9947915.14        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31                           | 2031-05-15      | 1.6250%  | 0.0000% | $74025600.00       | $66443572.50       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28                           | 2028-06-30      | 1.2500%  | 0.0000% | $300.00            | $284.35            | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-07-31      | 0.6250%  | 0.0000% | $3122000.00        | $3085850.41        | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28                           | 2028-08-31      | 1.1250%  | 0.0000% | $7933700.00        | $7494369.43        | U.S. Treasuries (including strips) |
| 0 3/4 NOTE AC 26                          | 2026-08-31      | 0.7500%  | 0.0000% | $200.00            | $197.36            | U.S. Treasuries (including strips) |
| 0 3/4 NOTE AC 26                          | 2026-08-31      | 0.7500%  | 0.0000% | $100.00            | $98.68             | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28                           | 2028-09-30      | 1.2500%  | 0.0000% | $200.00            | $189.03            | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AD 26                          | 2026-09-30      | 0.8750%  | 0.0000% | $1005500.00        | $990578.07         | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31                           | 2031-11-15      | 1.3750%  | 0.0000% | $200.00            | $174.41            | U.S. Treasuries (including strips) |
| T 1 3/8 11/15/31                          | 2031-11-15      | 1.3750%  | 0.0000% | $200.00            | $174.41            | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AG 26                          | 2026-11-30      | 1.2500%  | 0.0000% | $55158500.00       | $54227467.56       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE T 28                           | 2028-12-31      | 1.3750%  | 0.0000% | $775200.00         | $728600.02         | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29                           | 2029-01-31      | 1.7500%  | 0.0000% | $47549700.00       | $45456298.10       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32                           | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $89.81             | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27                           | 2027-02-28      | 1.8750%  | 0.0000% | $5785200.00        | $5728764.96        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27                           | 2027-02-28      | 1.8750%  | 0.0000% | $37499900.00       | $37134085.78       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28                           | 2028-08-15      | 2.8750%  | 0.0000% | $89430300.00       | $89079464.93       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28                           | 2028-08-15      | 2.8750%  | 0.0000% | $30110400.00       | $29992276.90       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29                           | 2029-02-15      | 2.6250%  | 0.0000% | $1000.00           | $983.49            | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29                           | 2029-02-15      | 2.6250%  | 0.0000% | $224745600.00      | $221034532.30      | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29                           | 2029-05-15      | 2.3750%  | 0.0000% | $1117000.00        | $1078662.54        | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29                           | 2029-05-15      | 2.3750%  | 0.0000% | $3088000.00        | $2982014.24        | U.S. Treasuries (including strips) |
| 2 1/8 NOTE L 26                           | 2026-05-31      | 2.1250%  | 0.0000% | $79000.00          | $78869.74          | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-06-30      | 1.8750%  | 0.0000% | $100.00            | $99.44             | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 26                           | 2026-05-15      | 1.6250%  | 0.0000% | $353500.00         | $352660.65         | U.S. Treasuries (including strips) |
| 2 NOTE F 26                               | 2026-11-15      | 2.0000%  | 0.0000% | $9591900.00        | $9512938.47        | U.S. Treasuries (including strips) |
| 2 NOTE F 26                               | 2026-11-15      | 2.0000%  | 0.0000% | $54976100.00       | $54523530.97       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27                           | 2027-02-15      | 2.2500%  | 0.0000% | $22893100.00       | $22822491.71       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27                           | 2027-02-15      | 2.2500%  | 0.0000% | $400.00            | $398.77            | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27                           | 2027-05-15      | 2.3750%  | 0.0000% | $1000.00           | $990.22            | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27                           | 2027-05-15      | 2.3750%  | 0.0000% | $157868100.00      | $156323390.30      | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29                           | 2029-08-15      | 1.6250%  | 0.0000% | $31514700.00       | $29637415.91       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE Q 26                           | 2026-09-30      | 1.6250%  | 0.0000% | $1616800.00        | $1604880.03        | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29                           | 2029-11-15      | 1.7500%  | 0.0000% | $15000000.00       | $14040750.50       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27                           | 2027-01-31      | 1.5000%  | 0.0000% | $300.00            | $296.18            | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27                           | 2027-04-30      | 0.5000%  | 0.0000% | $399500.00         | $385374.04         | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27                           | 2027-04-30      | 0.5000%  | 0.0000% | $26518800.00       | $25581119.26       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30                           | 2030-05-15      | 0.6250%  | 0.0000% | $6099900.00        | $5359159.59        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE L 27                           | 2027-05-31      | 0.5000%  | 0.0000% | $100.00            | $96.18             | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                           | 2030-08-15      | 0.6250%  | 0.0000% | $5800.00           | $5060.99           | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                           | 2030-08-15      | 0.6250%  | 0.0000% | $82600500.00       | $72075896.24       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27                           | 2027-11-30      | 0.6250%  | 0.0000% | $10088400.00       | $9583923.41        | U.S. Treasuries (including strips) |
| T 0 5/8 12/31/27                          | 2027-12-31      | 0.6250%  | 0.0000% | $100174000.00      | $94872687.32       | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28                           | 2028-01-31      | 0.7500%  | 0.0000% | $75187800.00       | $71453268.56       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26                           | 2026-08-15      | 1.5000%  | 0.0000% | $1000900.00        | $996377.76         | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27                           | 2027-08-15      | 2.2500%  | 0.0000% | $105844000.00      | $104893069.90      | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28                           | 2028-02-15      | 2.7500%  | 0.0000% | $210880200.00      | $210211783.10      | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28                           | 2028-05-15      | 2.8750%  | 0.0000% | $89772100.00       | $88956332.99       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28                           | 2028-05-15      | 2.8750%  | 0.0000% | $50972000.00       | $50508812.93       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AF 30                          | 2030-10-31      | 3.6250%  | 0.0000% | $146447200.00      | $146716306.80      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE R 32                           | 2032-10-31      | 3.7500%  | 0.0000% | $932191800.00      | $926732694.30      | U.S. Treasuries (including strips) |
| T 3 3/4 11/30/32                          | 2032-11-30      | 3.7500%  | 0.0000% | $110519900.00      | $109463809.50      | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32                           | 2032-05-15      | 2.8750%  | 0.0000% | $100.00            | $94.56             | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32                           | 2032-05-15      | 2.8750%  | 0.0000% | $7082100.00        | $6697024.35        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29                           | 2029-05-31      | 2.7500%  | 0.0000% | $3100.00           | $3027.35           | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27                           | 2027-05-31      | 2.6250%  | 0.0000% | $700.00            | $694.69            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27                          | 2027-08-31      | 3.6250%  | 0.0000% | $15420300.00       | $15674750.29       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE P 32                           | 2032-08-31      | 3.8750%  | 0.0000% | $11552000.00       | $11661740.75       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28                          | 2028-09-15      | 3.3750%  | 0.0000% | $23500.00          | $23675.56          | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-03-19      | 0.0000%  | 0.0000% | $100.00            | $99.55             | U.S. Treasuries (including strips) |
| BILL 03/19/26                             | 2026-03-19      | 0.0000%  | 0.0000% | $49909200.00       | $49683211.14       | U.S. Treasuries (including strips) |
| BILL 09/03/26                             | 2026-09-03      | 0.0000%  | 0.0000% | $200.00            | $195.95            | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-03-12      | 0.0000%  | 0.0000% | $200.00            | $199.23            | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-04-02      | 0.0000%  | 0.0000% | $142400.00         | $141557.56         | U.S. Treasuries (including strips) |
| BILL 10/29/26                             | 2026-10-29      | 0.0000%  | 0.0000% | $100.00            | $97.44             | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-04-23      | 0.0000%  | 0.0000% | $62100.00          | $61607.17          | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-02-24      | 0.0000%  | 0.0000% | $171000.00         | $170621.58         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29                          | 2029-06-30      | 4.2500%  | 0.0000% | $753628500.00      | $770435997.80      | U.S. Treasuries (including strips) |
| 4 NOTE AB 29                              | 2029-07-31      | 4.0000%  | 0.0000% | $131678000.00      | $135711205.50      | U.S. Treasuries (including strips) |
| 4 NOTE AB 29                              | 2029-07-31      | 4.0000%  | 0.0000% | $94317000.00       | $97205864.10       | U.S. Treasuries (including strips) |
| T 3 7/8 08/15/34                          | 2034-08-15      | 3.8750%  | 0.0000% | $31596100.00       | $31511934.86       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27                          | 2027-08-15      | 3.7500%  | 0.0000% | $5888000.00        | $6007382.53        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29                          | 2029-08-31      | 3.6250%  | 0.0000% | $50826000.00       | $51491769.49       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27                          | 2027-09-15      | 3.3750%  | 0.0000% | $694318000.00      | $701373513.80      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31                           | 2031-09-30      | 3.6250%  | 0.0000% | $69686000.00       | $69576016.35       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-09-30      | 3.5000%  | 0.0000% | $298200.00         | $301489.67         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26                          | 2026-09-30      | 3.5000%  | 0.0000% | $44700.00          | $45193.12          | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-10-31      | 3.8177%  | 0.0000% | $100.00            | $101.08            | U.S. Treasuries (including strips) |
| TRFR BK 10/31/26                          | 2026-10-31      | 3.8177%  | 0.0000% | $100.00            | $101.08            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31                           | 2031-10-31      | 4.1250%  | 0.0000% | $119034200.00      | $121608728.20      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29                          | 2029-12-31      | 4.3750%  | 0.0000% | $100.00            | $102.74            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28                          | 2028-01-15      | 4.2500%  | 0.0000% | $115236000.00      | $116951063.10      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30                           | 2030-01-31      | 4.2500%  | 0.0000% | $311000.00         | $323600.01         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27                          | 2027-01-31      | 4.1250%  | 0.0000% | $1000.00           | $1025.92           | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35                           | 2035-02-15      | 4.6250%  | 0.0000% | $999035200.00      | $1052186001.00     | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35                           | 2035-02-15      | 4.6250%  | 0.0000% | $587061100.00      | $618294001.20      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28                          | 2028-02-15      | 4.2500%  | 0.0000% | $100.00            | $103.30            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28                          | 2028-02-15      | 4.2500%  | 0.0000% | $100.00            | $103.30            | U.S. Treasuries (including strips) |
| T 4 1/8 02/28/27                          | 2027-02-28      | 4.1250%  | 0.0000% | $59243600.00       | $60623409.63       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32                           | 2032-02-29      | 4.1250%  | 0.0000% | $642114300.00      | $659596787.70      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32                           | 2032-02-29      | 4.1250%  | 0.0000% | $230812800.00      | $237097011.30      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. - CIBC 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 12599G007, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: 12599G007_3.67_0202
- **C.18 - Value (incl. sponsor support):** $1849999999.89
- **C.18.a - Value (excl. sponsor support):** $1849999999.89
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| T 4 06/30/32     | 2032-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $50227735.12       | U.S. Treasuries (including strips) |
| 4 NOTE M 32      | 2032-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $50227735.12       | U.S. Treasuries (including strips) |
| T 4 06/30/32     | 2032-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $50227735.12       | U.S. Treasuries (including strips) |
| T 4 06/30/32     | 2032-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $50227735.12       | U.S. Treasuries (including strips) |
| T 4 06/30/32     | 2032-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $50227735.12       | U.S. Treasuries (including strips) |
| T 4 06/30/32     | 2032-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $50227735.12       | U.S. Treasuries (including strips) |
| T 4 06/30/32     | 2032-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $50227735.12       | U.S. Treasuries (including strips) |
| T 4 06/30/32     | 2032-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $50227735.12       | U.S. Treasuries (including strips) |
| T 4 06/30/32     | 2032-06-30      | 4.0000%  | 0.0000% | $21463000.00       | $21560757.58       | U.S. Treasuries (including strips) |
| T 4 06/30/32     | 2032-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $50227735.12       | U.S. Treasuries (including strips) |
| T 4 06/30/32     | 2032-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $50227735.12       | U.S. Treasuries (including strips) |
| T 4 06/30/32     | 2032-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $50227735.12       | U.S. Treasuries (including strips) |
| T 4 06/30/32     | 2032-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $50227735.12       | U.S. Treasuries (including strips) |
| T 4 06/30/32     | 2032-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $50227735.12       | U.S. Treasuries (including strips) |
| T 4 06/30/32     | 2032-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $50227735.12       | U.S. Treasuries (including strips) |
| T 4 06/30/32     | 2032-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $50227735.12       | U.S. Treasuries (including strips) |
| T 4 06/30/32     | 2032-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $50227735.12       | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  | 0.0000% | $50000000.00       | $43701316.42       | U.S. Treasuries (including strips) |
| T 0.875 11/15/30 | 2030-11-15      | 0.8750%  | 0.0000% | $50000000.00       | $43701316.42       | U.S. Treasuries (including strips) |
| T 0.875 11/15/30 | 2030-11-15      | 0.8750%  | 0.0000% | $50000000.00       | $43701316.42       | U.S. Treasuries (including strips) |
| T 0.875 11/15/30 | 2030-11-15      | 0.8750%  | 0.0000% | $50000000.00       | $43701316.42       | U.S. Treasuries (including strips) |
| T 0.875 11/15/30 | 2030-11-15      | 0.8750%  | 0.0000% | $50000000.00       | $43701316.42       | U.S. Treasuries (including strips) |
| T 0.875 11/15/30 | 2030-11-15      | 0.8750%  | 0.0000% | $50000000.00       | $43701316.42       | U.S. Treasuries (including strips) |
| T 0.875 11/15/30 | 2030-11-15      | 0.8750%  | 0.0000% | $50000000.00       | $43701316.42       | U.S. Treasuries (including strips) |
| T 0.875 11/15/30 | 2030-11-15      | 0.8750%  | 0.0000% | $50000000.00       | $43701316.42       | U.S. Treasuries (including strips) |
| T 0.875 11/15/30 | 2030-11-15      | 0.8750%  | 0.0000% | $50000000.00       | $43701316.42       | U.S. Treasuries (including strips) |
| T 0.875 11/15/30 | 2030-11-15      | 0.8750%  | 0.0000% | $50000000.00       | $43701316.42       | U.S. Treasuries (including strips) |
| T 0.875 11/15/30 | 2030-11-15      | 0.8750%  | 0.0000% | $50000000.00       | $43701316.42       | U.S. Treasuries (including strips) |
| T 0.875 11/15/30 | 2030-11-15      | 0.8750%  | 0.0000% | $50000000.00       | $43701316.42       | U.S. Treasuries (including strips) |
| T 0.875 11/15/30 | 2030-11-15      | 0.8750%  | 0.0000% | $50000000.00       | $43701316.42       | U.S. Treasuries (including strips) |
| T 0.875 11/15/30 | 2030-11-15      | 0.8750%  | 0.0000% | $50000000.00       | $43701316.42       | U.S. Treasuries (including strips) |
| T 0.875 11/15/30 | 2030-11-15      | 0.8750%  | 0.0000% | $50000000.00       | $43701316.42       | U.S. Treasuries (including strips) |
| T 0.875 11/15/30 | 2030-11-15      | 0.8750%  | 0.0000% | $50000000.00       | $43701316.42       | U.S. Treasuries (including strips) |
| T 0.875 11/15/30 | 2030-11-15      | 0.8750%  | 0.0000% | $50000000.00       | $43701316.42       | U.S. Treasuries (including strips) |
| T 0.875 11/15/30 | 2030-11-15      | 0.8750%  | 0.0000% | $50000000.00       | $43701316.42       | U.S. Treasuries (including strips) |
| T 0.875 11/15/30 | 2030-11-15      | 0.8750%  | 0.0000% | $50000000.00       | $43701316.42       | U.S. Treasuries (including strips) |
| T 0.875 11/15/30 | 2030-11-15      | 0.8750%  | 0.0000% | $50000000.00       | $43701316.42       | U.S. Treasuries (including strips) |
| T 0.875 11/15/30 | 2030-11-15      | 0.8750%  | 0.0000% | $50000000.00       | $43701316.42       | U.S. Treasuries (including strips) |
| T 0.875 11/15/30 | 2030-11-15      | 0.8750%  | 0.0000% | $50000000.00       | $43701316.42       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AU 28 | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50183259.48       | U.S. Treasuries (including strips) |
| T 3.5 11/15/28   | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50183259.48       | U.S. Treasuries (including strips) |

### Security 6: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2042-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 7: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2052-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 8: Columbus Hotel Investment One LLC

- **C.1 - Title:** Columbus Hotel Investment One LLC 3.850000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 199203AA8, C.4 - ISIN: US199203AA86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6535000.00
- **C.18.a - Value (excl. sponsor support):** $6535000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2048-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 9: DMA Lancaster LLC

- **C.1 - Title:** DMA Lancaster LLC 3.810000%
- **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):** $23100000.00
- **C.18.a - Value (excl. sponsor support):** $23100000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2064-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Daiwa Capital Markets, Inc. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 234993004, C.3 - LEI: 549300ZFEEJ2IP5VME73, C.5 - Other ID: 234993004_3.67_0202
- **C.18 - Value (incl. sponsor support):** $1050000000.00
- **C.18.a - Value (excl. sponsor support):** $1050000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 03.000 CLZS4693 | 2046-12-01      | 3.0000%  | 0.0000% | $81.11             | $74.01             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4739 | 2047-10-01      | 3.5000%  | 0.0000% | $54.44             | $51.22             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZS8522 | 2029-04-01      | 3.0000%  | 0.0000% | $16593.45          | $16412.11          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS9378 | 2043-07-01      | 3.5000%  | 0.0000% | $66.83             | $63.74             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  | 0.0000% | $87.99             | $88.14             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZT0528 | 2046-08-01      | 3.5000%  | 0.0000% | $95.21             | $90.36             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3SZT0945 | 2045-02-01      | 4.0000%  | 0.0000% | $2293689.48        | $2259564.48        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3VZT1142 | 2042-10-01      | 4.0000%  | 0.0000% | $2625044.10        | $2582784.10        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CTZT1806 | 2029-02-01      | 5.5000%  | 0.0000% | $18.59             | $18.95             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0661 | 2037-04-01      | 2.5000%  | 0.0000% | $249.28            | $236.28            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB1504 | 2038-01-01      | 2.5000%  | 0.0000% | $749.30            | $709.59            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8501 | 2035-08-01      | 2.0000%  | 0.0000% | $177.44            | $164.75            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0837 | 2052-01-01      | 3.0000%  | 0.0000% | $5620234.07        | $5105739.11        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0056 | 2048-01-01      | 3.5000%  | 0.0000% | $140.21            | $133.68            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0416 | 2043-01-01      | 3.5000%  | 0.0000% | $167.91            | $160.96            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0578 | 2051-03-01      | 2.5000%  | 0.0000% | $269.80            | $232.26            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD0615 | 2051-01-01      | 4.5000%  | 0.0000% | $139.84            | $139.05            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0662 | 2051-07-01      | 3.0000%  | 0.0000% | $277.71            | $251.15            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1741 | 2052-10-01      | 5.0000%  | 0.0000% | $317.52            | $323.28            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1789 | 2052-10-01      | 5.0000%  | 0.0000% | $309.57            | $315.09            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1069 | 2049-06-01      | 3.5000%  | 0.0000% | $293.24            | $278.26            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD1151 | 2051-01-01      | 2.5000%  | 0.0000% | $662.46            | $567.87            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1275 | 2052-07-01      | 4.5000%  | 0.0000% | $1912279.74        | $1899228.43        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1445 | 2052-08-01      | 4.5000%  | 0.0000% | $445.83            | $442.69            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1447 | 2052-08-01      | 4.5000%  | 0.0000% | $4355211.17        | $4322943.41        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD1582 | 2052-05-01      | 3.0000%  | 0.0000% | $323.14            | $290.16            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1610 | 2052-09-01      | 4.5000%  | 0.0000% | $333.77            | $329.97            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1640 | 2052-09-01      | 4.0000%  | 0.0000% | $981.65            | $950.85            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1641 | 2052-09-01      | 4.5000%  | 0.0000% | $314.00            | $312.30            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1882 | 2052-11-01      | 5.0000%  | 0.0000% | $310.44            | $315.98            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL708631 | 2033-06-01      | 6.0000%  | 0.0000% | $7.75              | $7.97              | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL745418 | 2036-04-01      | 5.5000%  | 0.0000% | $6.33              | $6.63              | Agency Mortgage-Backed Securities  |
| FNMS 05.500 KL835052 | 2035-05-01      | 5.5000%  | 0.0000% | $13.41             | $13.91             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0620 | 2055-02-01      | 5.0000%  | 0.0000% | $1663813.41        | $1692856.57        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA0961 | 2049-07-01      | 3.0000%  | 0.0000% | $2099853.74        | $1917121.67        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLMA5856 | 2055-10-01      | 7.0000%  | 0.0000% | $107857.18         | $113559.36         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5943 | 2056-01-01      | 4.5000%  | 0.0000% | $424.31            | $418.30            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX4179 | 2055-01-01      | 5.0000%  | 0.0000% | $182449.17         | $183400.78         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY1386 | 2055-04-01      | 5.5000%  | 0.0000% | $10464.36          | $10671.63          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY2247 | 2055-05-01      | 6.0000%  | 0.0000% | $346851.47         | $356782.29         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY3449 | 2055-05-01      | 6.0000%  | 0.0000% | $95934.06          | $98707.83          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4240 | 2055-05-01      | 5.5000%  | 0.0000% | $772.32            | $787.45            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY4859 | 2055-06-01      | 6.5000%  | 0.0000% | $701538.88         | $734701.41         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY7139 | 2055-06-01      | 7.0000%  | 0.0000% | $434779.19         | $463072.39         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY8744 | 2055-07-01      | 6.5000%  | 0.0000% | $488164.89         | $507717.90         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9474 | 2055-08-01      | 6.0000%  | 0.0000% | $931462.98         | $962318.93         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0040 | 2055-08-01      | 6.0000%  | 0.0000% | $421757.44         | $437622.41         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0917 | 2055-08-01      | 6.0000%  | 0.0000% | $118240.41         | $123828.73         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ1305 | 2055-05-01      | 5.0000%  | 0.0000% | $1005658.49        | $1011226.60        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ1324 | 2055-06-01      | 5.5000%  | 0.0000% | $606094.39         | $618605.12         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ1364 | 2055-08-01      | 6.5000%  | 0.0000% | $448866.21         | $472886.44         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ1366 | 2055-08-01      | 6.0000%  | 0.0000% | $526027.34         | $541395.41         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ1368 | 2055-07-01      | 6.0000%  | 0.0000% | $936030.96         | $963306.28         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ1893 | 2055-08-01      | 6.5000%  | 0.0000% | $1318701.38        | $1388513.57        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ1961 | 2055-09-01      | 6.5000%  | 0.0000% | $2315846.71        | $2429687.04        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ2151 | 2055-09-01      | 6.0000%  | 0.0000% | $3962465.00        | $4093722.98        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ2225 | 2055-08-01      | 6.0000%  | 0.0000% | $1741086.12        | $1791743.60        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ2297 | 2055-07-01      | 6.0000%  | 0.0000% | $719513.05         | $744308.43         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ3333 | 2055-09-01      | 6.0000%  | 0.0000% | $2388063.09        | $2489785.82        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0875 | 2055-04-01      | 6.0000%  | 0.0000% | $5817842.73        | $5991158.20        | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $12194.34          | $12536.29          | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P20603 G | 2034-05-01      | 6.0000%  | 0.0000% | $4.82              | $4.93              | Agency Mortgage-Backed Securities  |
| 02.500 FGPC T45074 G | 2030-02-01      | 2.5000%  | 0.0000% | $19.04             | $18.59             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL555880 | 2033-11-01      | 5.5000%  | 0.0000% | $275.31            | $283.23            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX SOBW4934 | 2053-05-01      | 5.4870%  | 0.0000% | $288.49            | $295.37            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX3529 | 2055-10-01      | 5.5000%  | 0.0000% | $581762.80         | $593771.87         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ5748 | 2032-11-01      | 4.0400%  | 0.0000% | $1200468.36        | $1185005.66        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2305 | 2048-09-01      | 4.0000%  | 0.0000% | $5023650.61        | $4942328.87        | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G04153 G | 2038-03-01      | 5.5000%  | 0.0000% | $18870.46          | $19779.20          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08779 G | 2047-09-01      | 3.5000%  | 0.0000% | $12134949.69       | $11384105.07       | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08788 G | 2047-11-01      | 3.5000%  | 0.0000% | $53.83             | $50.77             | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08800 G | 2048-02-01      | 3.5000%  | 0.0000% | $52.07             | $48.84             | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08842 G | 2048-10-01      | 4.0000%  | 0.0000% | $36.49             | $35.65             | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  | 0.0000% | $73.73             | $72.19             | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08747 G | 2047-02-01      | 3.0000%  | 0.0000% | $304.82            | $278.38            | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G18659 G | 2032-09-01      | 3.0000%  | 0.0000% | $47.57             | $46.60             | Agency Mortgage-Backed Securities  |
| 03.500 FGPC C09042 G | 2043-05-01      | 3.5000%  | 0.0000% | $47.66             | $45.45             | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A88168 G | 2039-09-01      | 6.0000%  | 0.0000% | $6.37              | $6.64              | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAI6576 | 2041-07-01      | 5.0000%  | 0.0000% | $321.68            | $331.37            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI9484 | 2041-09-01      | 4.5000%  | 0.0000% | $24.46             | $24.62             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAJ4077 | 2041-10-01      | 4.0000%  | 0.0000% | $73.56             | $72.44             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTAK9325 | 2032-04-01      | 4.0000%  | 0.0000% | $52003.85          | $51694.03          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLAL1704 | 2040-05-01      | 6.5000%  | 0.0000% | $9.27              | $9.88              | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL2063 | 2042-01-01      | 4.5000%  | 0.0000% | $95547.53          | $96269.20          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL2065 | 2041-06-01      | 4.5000%  | 0.0000% | $16.55             | $16.72             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAL2283 | 2027-08-01      | 3.0000%  | 0.0000% | $48.21             | $47.94             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL3521 | 2043-03-01      | 3.5000%  | 0.0000% | $2103337.80        | $2008068.05        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAL5971 | 2044-10-01      | 4.0000%  | 0.0000% | $4305600.00        | $4236246.35        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLAL6324 | 2036-12-01      | 6.5000%  | 0.0000% | $21.08             | $21.93             | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLAL6566 | 2039-03-01      | 7.0000%  | 0.0000% | $111.03            | $117.95            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAL7227 | 2030-08-01      | 3.0000%  | 0.0000% | $31.47             | $30.99             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL9420 | 2031-08-01      | 3.5000%  | 0.0000% | $272.11            | $270.67            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL9566 | 2046-06-01      | 3.5000%  | 0.0000% | $92.38             | $88.34             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLAL8130 | 2040-06-01      | 6.5000%  | 0.0000% | $50.83             | $53.53             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAL8567 | 2031-06-01      | 3.0000%  | 0.0000% | $58.92             | $57.81             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO2159 | 2042-05-01      | 4.0000%  | 0.0000% | $2132259.08        | $2088723.08        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO5989 | 2042-06-01      | 4.0000%  | 0.0000% | $36713.26          | $36014.29          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP3244 | 2042-08-01      | 3.5000%  | 0.0000% | $99809.18          | $95167.80          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAQ0087 | 2042-10-01      | 3.5000%  | 0.0000% | $275650.92         | $262143.87         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTAQ4646 | 2032-11-01      | 3.5000%  | 0.0000% | $105001.86         | $103049.71         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA9297 | 2051-02-01      | 3.0000%  | 0.0000% | $805923.87         | $735290.01         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1876 | 2051-10-01      | 3.0000%  | 0.0000% | $40129.97          | $35739.50          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4388 | 2052-08-01      | 4.5000%  | 0.0000% | $3863697.86        | $3819728.98        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5272 | 2054-02-01      | 6.0000%  | 0.0000% | $10523928.35       | $10858782.21       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA5393 | 2039-06-01      | 5.5000%  | 0.0000% | $23049.32          | $23674.63          | Agency Mortgage-Backed Securities  |
| GNII SF MB0810 M     | 2055-11-20      | 3.5000%  | 0.0000% | $1933923.53        | $1782010.83        | Agency Mortgage-Backed Securities  |
| GNII SF MB0814 M     | 2055-10-20      | 5.5000%  | 0.0000% | $20945.30          | $21345.12          | Agency Mortgage-Backed Securities  |
| GNII SF MB0874 M     | 2056-01-20      | 6.5000%  | 0.0000% | $420.00            | $437.36            | Agency Mortgage-Backed Securities  |
| GNII SF MB0145 M     | 2055-01-20      | 4.5000%  | 0.0000% | $11424883.55       | $11228432.68       | Agency Mortgage-Backed Securities  |
| GNII SF MB0487 M     | 2055-07-20      | 6.5000%  | 0.0000% | $76364.44          | $79366.56          | Agency Mortgage-Backed Securities  |
| GNII SF MB0529 M     | 2040-08-20      | 5.5000%  | 0.0000% | $26669.22          | $27328.42          | Agency Mortgage-Backed Securities  |
| GNII SF MB0555 M     | 2055-08-20      | 5.0000%  | 0.0000% | $13162.59          | $13227.79          | Agency Mortgage-Backed Securities  |
| GNII SF MB0620 M     | 2047-07-20      | 4.0000%  | 0.0000% | $282496.73         | $268900.79         | Agency Mortgage-Backed Securities  |
| GNII SF MB0625 M     | 2055-08-20      | 6.5000%  | 0.0000% | $6814536.99        | $7083889.13        | Agency Mortgage-Backed Securities  |
| GNII SF MB0688 M     | 2055-09-20      | 6.5000%  | 0.0000% | $1058824.14        | $1100802.40        | Agency Mortgage-Backed Securities  |
| GNII SF MB0744 M     | 2055-11-20      | 4.5000%  | 0.0000% | $44611.07          | $43843.99          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTZL0207 | 2036-11-01      | 3.0000%  | 0.0000% | $83.22             | $79.47             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZL1891 | 2041-08-01      | 4.5000%  | 0.0000% | $141.10            | $141.30            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL2535 | 2041-12-01      | 4.0000%  | 0.0000% | $504.90            | $495.84            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL3304 | 2042-07-01      | 3.5000%  | 0.0000% | $119.73            | $114.29            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL3321 | 2042-07-01      | 3.5000%  | 0.0000% | $54.14             | $51.90             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZL5313 | 2043-03-01      | 3.0000%  | 0.0000% | $2222045.86        | $2067984.02        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM3603 | 2047-07-01      | 4.0000%  | 0.0000% | $87.21             | $85.05             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM4707 | 2047-11-01      | 3.5000%  | 0.0000% | $298407.30         | $280626.83         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM5659 | 2048-02-01      | 3.5000%  | 0.0000% | $277.08            | $260.81            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM7668 | 2048-08-01      | 4.5000%  | 0.0000% | $82.13             | $82.21             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0465 | 2042-09-01      | 3.5000%  | 0.0000% | $3119239.12        | $2977935.85        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0531 | 2042-06-01      | 3.5000%  | 0.0000% | $696474.64         | $664928.13         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC T65432 G | 2047-08-01      | 3.5000%  | 0.0000% | $54.65             | $51.36             | Agency Mortgage-Backed Securities  |
| 03.500 FGPC T65441 G | 2047-10-01      | 3.5000%  | 0.0000% | $29.73             | $27.83             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA4883 | 2047-03-01      | 4.0000%  | 0.0000% | $1520975.00        | $1492228.91        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2874 | 2039-01-01      | 5.5000%  | 0.0000% | $21.85             | $22.49             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMB0306 | 2055-03-01      | 5.0000%  | 0.0000% | $2431932.86        | $2444617.28        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR1126 | 2043-02-01      | 3.5000%  | 0.0000% | $137666.44         | $131364.00         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAR1203 | 2042-12-01      | 3.0000%  | 0.0000% | $454.98            | $422.09            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR8718 | 2043-04-01      | 3.5000%  | 0.0000% | $128823.59         | $123375.18         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS2892 | 2044-07-01      | 4.0000%  | 0.0000% | $5666457.42        | $5578299.93        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6487 | 2046-01-01      | 4.0000%  | 0.0000% | $4591074.33        | $4519417.86        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6638 | 2046-02-01      | 3.5000%  | 0.0000% | $293.05            | $279.77            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAS8242 | 2031-11-01      | 2.5000%  | 0.0000% | $59.07             | $57.32             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAS9327 | 2032-03-01      | 3.0000%  | 0.0000% | $58.10             | $56.85             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAT6319 | 2043-06-01      | 3.5000%  | 0.0000% | $2623999.03        | $2505104.18        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAX6435 | 2030-01-01      | 3.0000%  | 0.0000% | $58.29             | $57.30             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ2903 | 2045-09-01      | 3.5000%  | 0.0000% | $84.67             | $80.57             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5024 | 2052-11-01      | 5.0000%  | 0.0000% | $5160839.38        | $5217628.11        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6046 | 2053-04-01      | 4.5000%  | 0.0000% | $195579.43         | $194086.17         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6482 | 2053-06-01      | 5.5000%  | 0.0000% | $9331190.40        | $9691258.23        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6733 | 2053-07-01      | 5.0000%  | 0.0000% | $1111011.94        | $1127119.15        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8871 | 2054-07-01      | 6.5000%  | 0.0000% | $51031.78          | $53967.95          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5417 | 2054-07-01      | 4.0000%  | 0.0000% | $402159.41         | $385957.30         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5421 | 2054-07-01      | 6.0000%  | 0.0000% | $244047.93         | $251250.60         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5498 | 2054-10-01      | 6.0000%  | 0.0000% | $14828222.89       | $15260218.44       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5614 | 2055-02-01      | 5.5000%  | 0.0000% | $15937358.56       | $16247795.29       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5646 | 2055-03-01      | 5.5000%  | 0.0000% | $12781423.24       | $13030386.91       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5673 | 2055-04-01      | 5.5000%  | 0.0000% | $4591.77           | $4681.21           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5732 | 2055-06-01      | 4.0000%  | 0.0000% | $785190.23         | $753556.66         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5760 | 2055-07-01      | 5.5000%  | 0.0000% | $203930384.94      | $207902654.36      | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5761 | 2055-07-01      | 6.0000%  | 0.0000% | $2634953.94        | $2710348.75        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5789 | 2055-08-01      | 4.0000%  | 0.0000% | $2234853.59        | $2144816.30        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5792 | 2055-08-01      | 5.5000%  | 0.0000% | $15431990.84       | $15732583.74       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5793 | 2055-08-01      | 6.0000%  | 0.0000% | $410044.20         | $421776.94         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5820 | 2055-09-01      | 4.5000%  | 0.0000% | $10280.38          | $10134.72          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  | 0.0000% | $391.46            | $402.86            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  | 0.0000% | $97477.14          | $100317.65         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2390 | 2053-03-01      | 5.0000%  | 0.0000% | $328.30            | $332.51            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2892 | 2053-05-01      | 5.5000%  | 0.0000% | $304.29            | $313.82            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2872 | 2053-05-01      | 5.0000%  | 0.0000% | $354.71            | $358.07            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2990 | 2053-03-01      | 6.0000%  | 0.0000% | $7344974.50        | $7775928.63        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD2991 | 2051-09-01      | 2.5000%  | 0.0000% | $327.84            | $285.18            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3129 | 2052-10-01      | 5.0000%  | 0.0000% | $359.46            | $361.86            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3389 | 2053-07-01      | 6.0000%  | 0.0000% | $542862.37         | $570561.56         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD4521 | 2052-09-01      | 3.5000%  | 0.0000% | $376.15            | $350.19            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4708 | 2053-12-01      | 5.5000%  | 0.0000% | $324.41            | $331.96            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD4999 | 2053-08-01      | 5.0000%  | 0.0000% | $350.98            | $353.98            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD6284 | 2054-01-01      | 2.0000%  | 0.0000% | $26027.82          | $21201.25          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5403 | 2054-03-01      | 5.5000%  | 0.0000% | $6159517.99        | $6369967.51        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD5454 | 2054-05-01      | 6.5000%  | 0.0000% | $4989.68           | $5279.01           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5763 | 2054-07-01      | 5.5000%  | 0.0000% | $369.62            | $380.34            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5876 | 2054-05-01      | 6.0000%  | 0.0000% | $369.96            | $386.75            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6041 | 2054-08-01      | 5.0000%  | 0.0000% | $6386788.55        | $6464948.65        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6143 | 2054-07-01      | 6.0000%  | 0.0000% | $3914085.15        | $4030150.82        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8030 | 2049-12-01      | 3.0000%  | 0.0000% | $240.60            | $216.95            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7412 | 2055-01-01      | 5.5000%  | 0.0000% | $2026930.94        | $2069305.06        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7504 | 2049-08-01      | 3.5000%  | 0.0000% | $81.04             | $76.37             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  | 0.0000% | $295.51            | $257.32            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7544 | 2051-07-01      | 3.0000%  | 0.0000% | $292.77            | $266.20            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8128 | 2051-02-01      | 2.0000%  | 0.0000% | $280.65            | $230.45            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8107 | 2050-11-01      | 2.5000%  | 0.0000% | $1047.44           | $901.43            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8121 | 2050-12-01      | 2.0000%  | 0.0000% | $275.87            | $226.71            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8193 | 2052-02-01      | 2.0000%  | 0.0000% | $334.36            | $273.05            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8173 | 2051-10-01      | 2.5000%  | 0.0000% | $430.09            | $369.64            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8178 | 2051-11-01      | 2.5000%  | 0.0000% | $3683.45           | $3165.20           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8200 | 2052-03-01      | 2.5000%  | 0.0000% | $323.45            | $277.54            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  | 0.0000% | $652.31            | $581.76            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8244 | 2052-09-01      | 4.0000%  | 0.0000% | $1109535.07        | $1067597.11        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  | 0.0000% | $332.58            | $335.47            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  | 0.0000% | $317625.35         | $321120.75         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8322 | 2053-05-01      | 4.5000%  | 0.0000% | $349.79            | $344.98            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  | 0.0000% | $336.10            | $338.04            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8300 | 2053-02-01      | 5.5000%  | 0.0000% | $301.83            | $308.66            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  | 0.0000% | $317.37            | $324.42            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | 0.0000% | $1635.66           | $1671.84           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0362 | 2054-08-01      | 5.5000%  | 0.0000% | $12311210.02       | $12551014.61       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0412 | 2054-09-01      | 5.5000%  | 0.0000% | $439699.14         | $454925.73         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0390 | 2054-09-01      | 5.5000%  | 0.0000% | $568.80            | $579.88            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC0454 | 2054-10-01      | 4.5000%  | 0.0000% | $348.64            | $346.04            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0692 | 2054-11-01      | 5.5000%  | 0.0000% | $405457.31         | $420610.70         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC2392 | 2054-09-01      | 6.0000%  | 0.0000% | $391.50            | $404.11            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3569 | 2054-10-01      | 5.5000%  | 0.0000% | $409.65            | $424.48            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC2732 | 2054-12-01      | 6.0000%  | 0.0000% | $379.46            | $391.01            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3025 | 2054-10-01      | 5.5000%  | 0.0000% | $511841.82         | $531393.95         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC3207 | 2054-10-01      | 5.0000%  | 0.0000% | $755.50            | $759.44            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3382 | 2054-10-01      | 5.5000%  | 0.0000% | $444091.79         | $460688.64         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3790 | 2054-10-01      | 5.5000%  | 0.0000% | $391933.86         | $406116.59         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4595 | 2054-10-01      | 6.0000%  | 0.0000% | $413.38            | $426.33            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4601 | 2054-10-01      | 6.0000%  | 0.0000% | $295.81            | $309.61            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC4697 | 2054-10-01      | 5.0000%  | 0.0000% | $413.75            | $417.28            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC4698 | 2054-10-01      | 5.5000%  | 0.0000% | $413.77            | $423.70            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC4701 | 2054-10-01      | 6.5000%  | 0.0000% | $415.13            | $432.50            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC5495 | 2054-11-01      | 5.5000%  | 0.0000% | $760.30            | $775.11            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC5779 | 2054-10-01      | 6.5000%  | 0.0000% | $414.58            | $436.77            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC7132 | 2054-12-01      | 5.5000%  | 0.0000% | $3675370.52        | $3767396.49        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6425 | 2054-11-01      | 5.0000%  | 0.0000% | $350.27            | $352.10            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6402 | 2054-11-01      | 5.0000%  | 0.0000% | $410.38            | $413.53            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC6979 | 2054-11-01      | 4.5000%  | 0.0000% | $380.82            | $380.51            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6990 | 2054-12-01      | 5.0000%  | 0.0000% | $11130290.83       | $11225096.17       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC7823 | 2054-12-01      | 6.0000%  | 0.0000% | $306.90            | $315.77            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDC8683 | 2054-10-01      | 7.0000%  | 0.0000% | $415.21            | $443.52            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD1033 | 2055-02-01      | 5.0000%  | 0.0000% | $390.52            | $393.77            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD1115 | 2055-01-01      | 7.0000%  | 0.0000% | $250.12            | $265.91            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD1639 | 2055-01-01      | 6.5000%  | 0.0000% | $499.31            | $521.22            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDD2310 | 2055-02-01      | 4.5000%  | 0.0000% | $132684.99         | $130866.15         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD2481 | 2055-02-01      | 5.0000%  | 0.0000% | $389.49            | $392.09            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4601 | 2055-03-01      | 5.5000%  | 0.0000% | $330.66            | $339.07            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD8031 | 2055-05-01      | 5.5000%  | 0.0000% | $1249.27           | $1291.27           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD8848 | 2055-08-01      | 7.0000%  | 0.0000% | $418.83            | $456.35            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD9113 | 2055-05-01      | 6.5000%  | 0.0000% | $6797937.60        | $7070406.49        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1927 | 2055-06-01      | 6.5000%  | 0.0000% | $316051.18         | $331162.26         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE3268 | 2055-06-01      | 7.0000%  | 0.0000% | $618974.01         | $655437.69         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE3307 | 2055-07-01      | 7.0000%  | 0.0000% | $417.81            | $445.67            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4396 | 2055-10-01      | 5.5000%  | 0.0000% | $376.64            | $388.42            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4204 | 2055-08-01      | 6.0000%  | 0.0000% | $481435.17         | $498468.99         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE4265 | 2055-07-01      | 6.5000%  | 0.0000% | $317131.58         | $332294.62         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE5289 | 2055-09-01      | 6.5000%  | 0.0000% | $2183085.59        | $2279848.92        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4951 | 2055-06-01      | 6.0000%  | 0.0000% | $116861.17         | $121891.96         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2938 | 2053-02-01      | 6.0000%  | 0.0000% | $1498659.29        | $1552347.76        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA3882 | 2055-12-01      | 5.0000%  | 0.0000% | $5967.58           | $6035.11           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM3879 | 2050-07-01      | 2.5000%  | 0.0000% | $523796.15         | $455168.84         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0333 | 2055-02-01      | 5.5000%  | 0.0000% | $1469706.13        | $1500431.15        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1028 | 2055-04-01      | 6.0000%  | 0.0000% | $14774871.63       | $15212404.82       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1244 | 2055-05-01      | 5.5000%  | 0.0000% | $1810512.47        | $1847884.26        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL2061 | 2055-08-01      | 5.5000%  | 0.0000% | $188717.22         | $192662.64         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ2627 | 2054-10-01      | 6.5000%  | 0.0000% | $1738814.58        | $1822514.36        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3053 | 2054-12-01      | 5.0000%  | 0.0000% | $31116189.89       | $31523587.25       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3159 | 2054-12-01      | 6.0000%  | 0.0000% | $9223942.55        | $9554448.71        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4379 | 2055-06-01      | 6.0000%  | 0.0000% | $1536100.10        | $1611011.60        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8367 | 2053-10-01      | 5.5000%  | 0.0000% | $433.73            | $443.05            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8420 | 2054-04-01      | 5.5000%  | 0.0000% | $352.79            | $359.73            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8394 | 2054-01-01      | 5.0000%  | 0.0000% | $370.13            | $372.44            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  | 0.0000% | $335.00            | $341.56            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8484 | 2054-11-01      | 4.0000%  | 0.0000% | $396.43            | $380.46            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  | 0.0000% | $245.10            | $254.77            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8474 | 2054-11-01      | 5.0000%  | 0.0000% | $381.67            | $383.66            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8515 | 2055-03-01      | 5.5000%  | 0.0000% | $83655448.98       | $85284936.32       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8487 | 2054-12-01      | 4.0000%  | 0.0000% | $499667.52         | $479537.03         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8494 | 2055-01-01      | 5.5000%  | 0.0000% | $448956.62         | $457701.65         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8506 | 2055-02-01      | 5.5000%  | 0.0000% | $26060807.28       | $26568434.18       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  | 0.0000% | $519834.34         | $529959.96         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  | 0.0000% | $4429382.57        | $4515660.54        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3605 | 2053-08-01      | 5.5000%  | 0.0000% | $5024948.17        | $5189563.24        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3652 | 2053-08-01      | 6.0000%  | 0.0000% | $894870.37         | $944198.61         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD3944 | 2053-05-01      | 4.5000%  | 0.0000% | $337.44            | $335.74            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4266 | 2053-11-01      | 6.0000%  | 0.0000% | $705.91            | $741.09            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q04359 G | 2041-11-01      | 4.0000%  | 0.0000% | $155228.89         | $152667.95         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q40493 G | 2046-05-01      | 3.5000%  | 0.0000% | $693911.37         | $662544.80         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q45306 G | 2047-01-01      | 3.5000%  | 0.0000% | $2584301.97        | $2458202.10        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA3869 | 2049-10-01      | 3.5000%  | 0.0000% | $111.89            | $105.07            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB7053 | 2050-12-01      | 2.0000%  | 0.0000% | $11081.28          | $9026.22           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE5265 | 2055-08-01      | 6.0000%  | 0.0000% | $437658.98         | $453767.17         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7645 | 2055-09-01      | 6.0000%  | 0.0000% | $219340.00         | $225713.00         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7821 | 2055-08-01      | 6.0000%  | 0.0000% | $418748.74         | $432682.74         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8234 | 2055-09-01      | 6.5000%  | 0.0000% | $606024.69         | $638199.82         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE8760 | 2055-09-01      | 5.0000%  | 0.0000% | $274762.82         | $277301.02         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE9010 | 2055-10-01      | 5.5000%  | 0.0000% | $418.41            | $427.29            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9157 | 2055-09-01      | 6.0000%  | 0.0000% | $737008.83         | $758895.29         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9369 | 2055-09-01      | 6.0000%  | 0.0000% | $1968531.55        | $2026042.86        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9570 | 2055-10-01      | 6.0000%  | 0.0000% | $1237.71           | $1290.99           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE9558 | 2055-10-01      | 5.5000%  | 0.0000% | $455.85            | $473.44            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF0155 | 2055-09-01      | 6.5000%  | 0.0000% | $2281743.59        | $2393907.52        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0219 | 2055-10-01      | 5.5000%  | 0.0000% | $276.93            | $287.36            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0230 | 2055-10-01      | 5.5000%  | 0.0000% | $418.32            | $431.92            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0231 | 2055-10-01      | 5.5000%  | 0.0000% | $419.13            | $432.24            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF2290 | 2055-09-01      | 4.5000%  | 0.0000% | $417.69            | $413.43            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF2386 | 2055-10-01      | 6.0000%  | 0.0000% | $1287.04           | $1362.58           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF3218 | 2055-11-01      | 5.0000%  | 0.0000% | $609.39            | $616.18            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF3802 | 2055-12-01      | 5.5000%  | 0.0000% | $419.61            | $427.78            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF3916 | 2055-11-01      | 5.5000%  | 0.0000% | $418.89            | $432.63            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF5990 | 2055-12-01      | 5.5000%  | 0.0000% | $9129008.66        | $9388642.74        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF6631 | 2055-11-01      | 4.5000%  | 0.0000% | $132935.64         | $131600.31         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC0327 | 2045-12-01      | 3.5000%  | 0.0000% | $1760047.11        | $1677975.14        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  | 0.0000% | $314.43            | $287.45            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1528 | 2052-04-01      | 3.0000%  | 0.0000% | $7222087.22        | $6545353.58        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3353 | 2052-11-01      | 4.5000%  | 0.0000% | $1855685.92        | $1844733.66        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4148 | 2055-05-01      | 5.5000%  | 0.0000% | $10306192.50       | $10525967.48       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ4299 | 2055-06-01      | 5.0000%  | 0.0000% | $38081814.90       | $38412090.02       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ4355 | 2055-06-01      | 5.0000%  | 0.0000% | $449720.35         | $452709.54         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ5223 | 2055-11-01      | 5.0000%  | 0.0000% | $15287145.93       | $15481258.71       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0027 | 2055-07-01      | 5.5000%  | 0.0000% | $117262260.28      | $119546359.80      | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0028 | 2055-07-01      | 6.0000%  | 0.0000% | $3416618.88        | $3514379.73        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0040 | 2055-08-01      | 5.5000%  | 0.0000% | $9993648.41        | $10188310.25       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0041 | 2055-08-01      | 6.0000%  | 0.0000% | $1022683.39        | $1051945.78        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0049 | 2055-09-01      | 5.5000%  | 0.0000% | $12285756.55       | $12525065.34       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRQ0092 | 2056-01-01      | 4.0000%  | 0.0000% | $417900.84         | $401064.54         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRQ0067 | 2055-11-01      | 7.0000%  | 0.0000% | $299224.54         | $314957.43         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0096 | 2056-01-01      | 6.0000%  | 0.0000% | $105000.00         | $108344.07         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIRR0027 | 2040-09-01      | 6.0000%  | 0.0000% | $8643.30           | $8999.60           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA0216 | 2055-11-01      | 5.5000%  | 0.0000% | $319818.37         | $326047.97         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA0196 | 2055-12-01      | 5.5000%  | 0.0000% | $4388460.61        | $4506885.66        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA0403 | 2055-11-01      | 5.5000%  | 0.0000% | $287300.01         | $294224.10         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA2686 | 2056-01-01      | 5.0000%  | 0.0000% | $196136.73         | $198464.83         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA3505 | 2056-01-01      | 5.0000%  | 0.0000% | $822.65            | $828.00            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA2881 | 2056-01-01      | 5.0000%  | 0.0000% | $2396043.68        | $2428689.24        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA3185 | 2055-12-01      | 5.0000%  | 0.0000% | $420.00            | $422.19            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA4896 | 2056-01-01      | 5.0000%  | 0.0000% | $4238299.80        | $4280779.34        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA4906 | 2056-01-01      | 5.5000%  | 0.0000% | $3223394.58        | $3319153.76        | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLQD5229 | 2052-01-01      | 1.5000%  | 0.0000% | $302816.52         | $235284.90         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQD8778 | 2052-03-01      | 3.5000%  | 0.0000% | $298.07            | $279.79            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQE0024 | 2052-04-01      | 2.0000%  | 0.0000% | $333.47            | $271.62            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQE0312 | 2052-04-01      | 2.0000%  | 0.0000% | $334338.50         | $272334.12         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE1754 | 2052-05-01      | 3.0000%  | 0.0000% | $332.91            | $296.90            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE1088 | 2052-04-01      | 3.5000%  | 0.0000% | $273.82            | $256.51            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF5513 | 2053-01-01      | 5.5000%  | 0.0000% | $163010.19         | $168720.53         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF8264 | 2053-02-01      | 5.5000%  | 0.0000% | $332.78            | $340.45            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG3017 | 2053-05-01      | 5.0000%  | 0.0000% | $167273.61         | $169113.76         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG6153 | 2053-07-01      | 5.5000%  | 0.0000% | $1271.62           | $1308.82           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH5400 | 2053-12-01      | 6.0000%  | 0.0000% | $3153358.03        | $3295739.50        | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQH7920 | 2053-12-01      | 7.5000%  | 0.0000% | $184665.42         | $196569.26         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ6600 | 2054-10-01      | 5.5000%  | 0.0000% | $1304058.88        | $1329460.06        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE9351 | 2047-03-01      | 4.0000%  | 0.0000% | $284625.80         | $277006.71         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0092 | 2056-06-01      | 3.5000%  | 0.0000% | $167.98            | $156.40            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0120 | 2056-07-01      | 4.0000%  | 0.0000% | $148.14            | $142.63            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0104 | 2056-02-01      | 4.0000%  | 0.0000% | $128.91            | $123.88            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I4BF0118 | 2056-06-01      | 4.5000%  | 0.0000% | $91.07             | $89.14             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0676 | 2062-09-01      | 3.5000%  | 0.0000% | $338.02            | $308.80            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH0224 | 2047-04-01      | 4.0000%  | 0.0000% | $3039053.54        | $2981616.10        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH2620 | 2047-08-01      | 3.5000%  | 0.0000% | $76.98             | $72.84             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH3986 | 2047-10-01      | 4.0000%  | 0.0000% | $69995.70          | $68771.63          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ2170 | 2047-11-01      | 4.0000%  | 0.0000% | $84781.61          | $82977.39          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ2281 | 2048-01-01      | 4.5000%  | 0.0000% | $137383.73         | $137076.67         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ4256 | 2047-12-01      | 4.5000%  | 0.0000% | $125453.59         | $125203.31         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ8093 | 2048-03-01      | 4.0000%  | 0.0000% | $85.50             | $83.27             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ8787 | 2048-02-01      | 4.0000%  | 0.0000% | $201910.32         | $197201.81         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK4239 | 2048-08-01      | 4.5000%  | 0.0000% | $568660.62         | $569624.50         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK4286 | 2048-09-01      | 4.5000%  | 0.0000% | $319035.54         | $319949.58         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBK9723 | 2048-08-01      | 4.0000%  | 0.0000% | $252787.28         | $248695.22         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM2000 | 2047-05-01      | 3.5000%  | 0.0000% | $480.24            | $454.80            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBM3176 | 2032-08-01      | 3.0000%  | 0.0000% | $72.17             | $70.74             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM3211 | 2047-12-01      | 4.0000%  | 0.0000% | $196.43            | $192.23            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4052 | 2048-06-01      | 4.0000%  | 0.0000% | $114.79            | $112.93            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4343 | 2048-05-01      | 4.5000%  | 0.0000% | $91.51             | $91.80             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM5106 | 2048-12-01      | 4.5000%  | 0.0000% | $72.51             | $72.63             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM5082 | 2048-11-01      | 4.5000%  | 0.0000% | $335.97            | $338.15            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5244 | 2049-01-01      | 4.0000%  | 0.0000% | $1805309.96        | $1761408.83        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN1642 | 2048-11-01      | 4.5000%  | 0.0000% | $101.62            | $102.07            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN5404 | 2049-04-01      | 4.5000%  | 0.0000% | $154.88            | $156.05            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN5423 | 2049-04-01      | 3.5000%  | 0.0000% | $131.14            | $124.21            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6803 | 2049-02-01      | 4.5000%  | 0.0000% | $125681.39         | $126144.53         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN7664 | 2049-07-01      | 4.0000%  | 0.0000% | $67.49             | $65.71             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO1776 | 2049-07-01      | 4.0000%  | 0.0000% | $368.68            | $360.51            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO1146 | 2049-06-01      | 3.5000%  | 0.0000% | $49.85             | $46.85             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO1345 | 2049-08-01      | 3.5000%  | 0.0000% | $141.15            | $133.32            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS4731 | 2053-02-01      | 6.5000%  | 0.0000% | $1727158.78        | $1835807.62        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS4858 | 2053-02-01      | 6.0000%  | 0.0000% | $2923849.49        | $3084472.13        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5427 | 2053-08-01      | 5.5000%  | 0.0000% | $137397.50         | $140756.94         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS5635 | 2052-11-01      | 4.0000%  | 0.0000% | $236603.46         | $228088.15         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS6578 | 2053-12-01      | 6.0000%  | 0.0000% | $7211690.40        | $7540978.58        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  | 0.0000% | $265666.52         | $236742.52         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8011 | 2054-05-01      | 6.0000%  | 0.0000% | $8790958.00        | $9059638.98        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS7804 | 2038-02-01      | 2.5000%  | 0.0000% | $1446293.54        | $1369631.15        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8961 | 2054-09-01      | 5.5000%  | 0.0000% | $5384193.13        | $5528277.13        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8970 | 2054-09-01      | 5.5000%  | 0.0000% | $256295.50         | $264114.20         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA5064 | 2056-01-01      | 5.5000%  | 0.0000% | $7524156.36        | $7737929.35        | Agency Mortgage-Backed Securities  |
| GNMI SF 760393 X     | 2041-10-15      | 5.0000%  | 0.0000% | $9.83              | $9.95              | Agency Mortgage-Backed Securities  |
| GNII SF MA7193 M     | 2051-02-20      | 2.5000%  | 0.0000% | $187580.90         | $163357.44         | Agency Mortgage-Backed Securities  |
| GNII SF MA7988 M     | 2052-04-20      | 3.0000%  | 0.0000% | $120885.00         | $109574.59         | Agency Mortgage-Backed Securities  |
| GNII SF MA7989 M     | 2052-04-20      | 3.5000%  | 0.0000% | $11288011.69       | $10494006.67       | Agency Mortgage-Backed Securities  |
| GNII SF MA7533 M     | 2051-08-20      | 2.0000%  | 0.0000% | $187895.15         | $156792.33         | Agency Mortgage-Backed Securities  |
| GNII SF MA7649 M     | 2051-10-20      | 2.5000%  | 0.0000% | $79819.43          | $69486.08          | Agency Mortgage-Backed Securities  |
| GNII SF MA8878 M     | 2053-05-20      | 5.0000%  | 0.0000% | $2005154.19        | $2023950.07        | Agency Mortgage-Backed Securities  |
| GNII SF MA8950 M     | 2053-06-20      | 6.5000%  | 0.0000% | $5114555.69        | $5330109.20        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA5117 | 2051-05-01      | 2.0000%  | 0.0000% | $285.46            | $236.53            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7195 | 2052-04-01      | 3.5000%  | 0.0000% | $321.09            | $301.20            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6815 | 2052-02-01      | 2.5000%  | 0.0000% | $306.09            | $264.58            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7326 | 2052-05-01      | 3.5000%  | 0.0000% | $339.78            | $316.33            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8769 | 2053-03-01      | 5.0000%  | 0.0000% | $329.82            | $334.97            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5378 | 2045-12-01      | 5.0000%  | 0.0000% | $442.51            | $447.92            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CTRB5145 | 2042-02-01      | 2.0000%  | 0.0000% | $305.75            | $267.86            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3PRE6041 | 2050-05-01      | 3.0000%  | 0.0000% | $81.61             | $71.61             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI0847 | 2054-03-01      | 6.0000%  | 0.0000% | $326.04            | $336.26            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQI9374 | 2054-07-01      | 7.0000%  | 0.0000% | $399316.11         | $429080.30         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBO9446 | 2053-07-01      | 5.5000%  | 0.0000% | $281346.46         | $291111.87         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP3050 | 2050-03-01      | 2.5000%  | 0.0000% | $112.72            | $97.18             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP5800 | 2050-05-01      | 2.5000%  | 0.0000% | $248.28            | $214.08            | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CLBP8004 | 2054-01-01      | 8.0000%  | 0.0000% | $532811.47         | $577678.16         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP9369 | 2050-07-01      | 2.0000%  | 0.0000% | $245.25            | $201.64            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ6913 | 2051-12-01      | 2.0000%  | 0.0000% | $331.61            | $271.06            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTBR1092 | 2041-06-01      | 2.0000%  | 0.0000% | $10116987.33       | $8874531.35        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR4393 | 2051-03-01      | 2.0000%  | 0.0000% | $291.09            | $237.81            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR6617 | 2051-03-01      | 2.0000%  | 0.0000% | $289.88            | $238.32            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIBV6189 | 2040-09-01      | 3.5000%  | 0.0000% | $113700.32         | $110752.58         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV6028 | 2055-09-01      | 5.5000%  | 0.0000% | $418.47            | $426.62            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC1065 | 2055-09-01      | 6.5000%  | 0.0000% | $15955927.90       | $16662186.91       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC1823 | 2056-01-01      | 5.0000%  | 0.0000% | $13359738.41       | $13569149.34       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5737 | 2037-07-01      | 3.5000%  | 0.0000% | $39229.42          | $38053.18          | Agency Mortgage-Backed Securities  |
| GNII SF MA9779 M     | 2054-07-20      | 5.5000%  | 0.0000% | $410386.02         | $417736.26         | Agency Mortgage-Backed Securities  |
| GNII SF MA9017 M     | 2053-07-20      | 5.5000%  | 0.0000% | $15916110.04       | $16293155.62       | Agency Mortgage-Backed Securities  |
| GNII SF MA9423 M     | 2054-01-20      | 5.5000%  | 0.0000% | $4516773.47        | $4621194.75        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL255813 | 2035-08-01      | 5.0000%  | 0.0000% | $2.51              | $2.58              | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1991 | 2052-12-01      | 5.0000%  | 0.0000% | $323.97            | $329.88            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2081 | 2052-12-01      | 5.0000%  | 0.0000% | $312.82            | $318.39            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2171 | 2053-01-01      | 6.0000%  | 0.0000% | $273.49            | $283.40            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2284 | 2052-12-01      | 6.0000%  | 0.0000% | $293.33            | $303.58            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL852448 | 2035-12-01      | 6.0000%  | 0.0000% | $6.47              | $6.82              | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL870628 | 2036-06-01      | 5.0000%  | 0.0000% | $11.58             | $11.84             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL879108 | 2036-05-01      | 5.0000%  | 0.0000% | $7.34              | $7.39              | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2131 | 2055-06-01      | 5.5000%  | 0.0000% | $5284203.45        | $5394672.66        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2241 | 2055-07-01      | 5.5000%  | 0.0000% | $2306624.64        | $2366805.76        | Agency Mortgage-Backed Securities  |
| 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  | 0.0000% | $83706.00          | $85101.10          | U.S. Treasuries (including strips) |
| BILL 10/01/26        | 2026-10-01      | 0.0000%  | 0.0000% | $2061948.00        | $2014517.01        | U.S. Treasuries (including strips) |

### Security 11: ELK Grove Independent Living LLC/ELK Grove Memory Care LLC

- **C.1 - Title:** ELK Grove Independent Living LLC/ELK Grove Memory Care LLC 3.810000%
- **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:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2065-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 12: 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):** $217476946.09
- **C.18.a - Value (excl. sponsor support):** $217476946.09
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-12-21
- **C.12 - Maturity Date (WAL):** 2026-12-21
- **C.13 - Final Legal Maturity Date:** 2026-12-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: 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):** $100602528.00
- **C.18.a - Value (excl. sponsor support):** $100602528.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-09-11
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: 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):** $56632114.40
- **C.18.a - Value (excl. sponsor support):** $56632114.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **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 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYT30, C.4 - ISIN: US3130AYT304, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $396010529.64
- **C.18.a - Value (excl. sponsor support):** $396010529.64
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B12Y2, C.4 - ISIN: US3130B12Y28, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100011634.00
- **C.18.a - Value (excl. sponsor support):** $100011634.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: 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: 3130B1L96, C.4 - ISIN: US3130B1L968, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200041502.00
- **C.18.a - Value (excl. sponsor support):** $200041502.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: 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: 3130B1TL1, C.4 - ISIN: US3130B1TL16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $170052463.70
- **C.18.a - Value (excl. sponsor support):** $170052463.70
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: 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: 3130B1WF0, C.4 - ISIN: US3130B1WF01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100012551.00
- **C.18.a - Value (excl. sponsor support):** $100012551.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: 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: 3130B1XA0, C.4 - ISIN: US3130B1XA05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50009616.50
- **C.18.a - Value (excl. sponsor support):** $50009616.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: 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: 3130B27M1, C.4 - ISIN: US3130B27M17, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145000000.00
- **C.18.a - Value (excl. sponsor support):** $145000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, 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: 3130B2F26, C.4 - ISIN: US3130B2F265, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200007622.00
- **C.18.a - Value (excl. sponsor support):** $200007622.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.785000%
- **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):** $50019539.50
- **C.18.a - Value (excl. sponsor support):** $50019539.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: 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: 3130B2FF7, C.4 - ISIN: US3130B2FF76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150005716.50
- **C.18.a - Value (excl. sponsor support):** $150005716.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.790000%
- **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):** $150066310.50
- **C.18.a - Value (excl. sponsor support):** $150066310.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2PJ8, C.4 - ISIN: US3130B2PJ88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49992042.50
- **C.18.a - Value (excl. sponsor support):** $49992042.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-09-04
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2T96, C.4 - ISIN: US3130B2T969, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $300036303.00
- **C.18.a - Value (excl. sponsor support):** $300036303.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3A29, C.4 - ISIN: US3130B3A298, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $132747241.64
- **C.18.a - Value (excl. sponsor support):** $132747241.64
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-10-09
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3RD7, C.4 - ISIN: US3130B3RD73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $248006125.60
- **C.18.a - Value (excl. sponsor support):** $248006125.60
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5AF5, C.4 - ISIN: US3130B5AF52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150005107.50
- **C.18.a - Value (excl. sponsor support):** $150005107.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: 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: 3130B5J82, C.4 - ISIN: US3130B5J823, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199982450.00
- **C.18.a - Value (excl. sponsor support):** $199982450.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 3130B5R42, C.4 - ISIN: US3130B5R420, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499977810.00
- **C.18.a - Value (excl. sponsor support):** $499977810.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: 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: 3130B5RJ9, C.4 - ISIN: US3130B5RJ91, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $160010828.80
- **C.18.a - Value (excl. sponsor support):** $160010828.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-03-30
- **C.13 - Final Legal Maturity Date:** 2027-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 3130B5U71, C.4 - ISIN: US3130B5U713, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $64349445.95
- **C.18.a - Value (excl. sponsor support):** $64349445.95
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-08
- **C.13 - Final Legal Maturity Date:** 2027-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: 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: 3130B5X94, C.4 - ISIN: US3130B5X949, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150027309.00
- **C.18.a - Value (excl. sponsor support):** $150027309.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62H8, C.4 - ISIN: US3130B62H85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $370049350.60
- **C.18.a - Value (excl. sponsor support):** $370049350.60
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-28
- **C.13 - Final Legal Maturity Date:** 2027-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6JY3, C.4 - ISIN: US3130B6JY34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250034917.50
- **C.18.a - Value (excl. sponsor support):** $250034917.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: 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: 3130B6PC4, C.4 - ISIN: US3130B6PC40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299950911.00
- **C.18.a - Value (excl. sponsor support):** $299950911.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-06-11
- **C.13 - Final Legal Maturity Date:** 2027-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: 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: 3130B6QR0, C.4 - ISIN: US3130B6QR00, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99990968.00
- **C.18.a - Value (excl. sponsor support):** $99990968.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-06-14
- **C.13 - Final Legal Maturity Date:** 2027-06-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: 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: 3130B6S49, C.4 - ISIN: US3130B6S491, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249977315.00
- **C.18.a - Value (excl. sponsor support):** $249977315.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: 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: 3130B6WA0, C.4 - ISIN: US3130B6WA01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249966512.50
- **C.18.a - Value (excl. sponsor support):** $249966512.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-07-02
- **C.13 - Final Legal Maturity Date:** 2027-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: 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: 3130B7DZ4, C.4 - ISIN: US3130B7DZ46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249990335.00
- **C.18.a - Value (excl. sponsor support):** $249990335.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.775000%
- **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):** $100002459.00
- **C.18.a - Value (excl. sponsor support):** $100002459.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7JW5, C.4 - ISIN: US3130B7JW50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149963146.50
- **C.18.a - Value (excl. sponsor support):** $149963146.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-09-18
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.910000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7RZ9, C.4 - ISIN: US3130B7RZ99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $749738242.50
- **C.18.a - Value (excl. sponsor support):** $749738242.50
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-10-09
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: 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):** $249957405.00
- **C.18.a - Value (excl. sponsor support):** $249957405.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7WB6, C.4 - ISIN: US3130B7WB66, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499955155.00
- **C.18.a - Value (excl. sponsor support):** $499955155.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: 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):** $499153340.00
- **C.18.a - Value (excl. sponsor support):** $499153340.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-11-06
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: 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):** $499920065.00
- **C.18.a - Value (excl. sponsor support):** $499920065.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **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 50: 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):** $500250465.00
- **C.18.a - Value (excl. sponsor support):** $500250465.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PA4, C.4 - ISIN: US3130B8PA40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500055240.00
- **C.18.a - Value (excl. sponsor support):** $500055240.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-12-17
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8TF9, C.4 - ISIN: US3130B8TF90, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249983222.50
- **C.18.a - Value (excl. sponsor support):** $249983222.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-12-02
- **C.13 - Final Legal Maturity Date:** 2027-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: 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: 3130B8TP7, C.4 - ISIN: US3130B8TP72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250031250.00
- **C.18.a - Value (excl. sponsor support):** $250031250.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-12-06
- **C.13 - Final Legal Maturity Date:** 2027-12-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: 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):** $500001120.00
- **C.18.a - Value (excl. sponsor support):** $500001120.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **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 55: 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: 3130B94R8, C.4 - ISIN: US3130B94R85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250198202.50
- **C.18.a - Value (excl. sponsor support):** $250198202.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-20
- **C.13 - Final Legal Maturity Date:** 2028-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.620000%
- **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):** $99979222.00
- **C.18.a - Value (excl. sponsor support):** $99979222.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2027-02-08
- **C.12 - Maturity Date (WAL):** 2027-02-08
- **C.13 - Final Legal Maturity Date:** 2027-02-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B96N5, C.4 - ISIN: US3130B96N53, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249997150.00
- **C.18.a - Value (excl. sponsor support):** $249997150.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-20
- **C.13 - Final Legal Maturity Date:** 2028-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313313C48, C.4 - ISIN: US313313C481, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $24515972.25
- **C.18.a - Value (excl. sponsor support):** $24515972.25
- **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 59: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313J74, C.4 - ISIN: US313313J742, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $39040622.40
- **C.18.a - Value (excl. sponsor support):** $39040622.40
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-10-08
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313K64, C.4 - ISIN: US313313K641, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $39013866.80
- **C.18.a - Value (excl. sponsor support):** $39013866.80
- **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 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: 313313TG3, C.4 - ISIN: US313313TG34, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $64874333.55
- **C.18.a - Value (excl. sponsor support):** $64874333.55
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 313313US5, C.4 - ISIN: US313313US52, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $34811525.00
- **C.18.a - Value (excl. sponsor support):** $34811525.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-25
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 313313UU0, C.4 - ISIN: US313313UU09, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $64637011.40
- **C.18.a - Value (excl. sponsor support):** $64637011.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 313313WS3, C.4 - ISIN: US313313WS35, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $14848062.45
- **C.18.a - Value (excl. sponsor support):** $14848062.45
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-05-12
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313YN2, C.4 - ISIN: US313313YN20, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $49281153.00
- **C.18.a - Value (excl. sponsor support):** $49281153.00
- **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? No, C.23 Categorized at Level 3? No

### Security 66: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313YS1, C.4 - ISIN: US313313YS17, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $19704583.40
- **C.18.a - Value (excl. sponsor support):** $19704583.40
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-29
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313ZA9, C.4 - ISIN: US313313ZA99, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $98452917.00
- **C.18.a - Value (excl. sponsor support):** $98452917.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313ZH4, C.4 - ISIN: US313313ZH43, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $34434531.25
- **C.18.a - Value (excl. sponsor support):** $34434531.25
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313ZW1, C.4 - ISIN: US313313ZW10, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $19651416.60
- **C.18.a - Value (excl. sponsor support):** $19651416.60
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D94, C.4 - ISIN: US313385D941, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $25904612.11
- **C.18.a - Value (excl. sponsor support):** $25904612.11
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385G34, C.4 - ISIN: US313385G340, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $32267344.89
- **C.18.a - Value (excl. sponsor support):** $32267344.89
- **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 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: 313385H90, C.4 - ISIN: US313385H900, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $142679636.83
- **C.18.a - Value (excl. sponsor support):** $142679636.83
- **C.19 - Percentage of Net Assets:** 0.1000%
- **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 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: 313385TG1, C.4 - ISIN: US313385TG11, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $350321401.17
- **C.18.a - Value (excl. sponsor support):** $350321401.17
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 313385UD6, C.4 - ISIN: US313385UD60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $248977847.50
- **C.18.a - Value (excl. sponsor support):** $248977847.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 313385ZK5, C.4 - ISIN: US313385ZK58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $245911980.00
- **C.18.a - Value (excl. sponsor support):** $245911980.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385ZL3, C.4 - ISIN: US313385ZL32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $245887500.00
- **C.18.a - Value (excl. sponsor support):** $245887500.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP5K7, C.4 - ISIN: US3133EP5K78, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10010730.80
- **C.18.a - Value (excl. sponsor support):** $10010730.80
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: 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: 3133EP6U4, C.4 - ISIN: US3133EP6U42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50006508.00
- **C.18.a - Value (excl. sponsor support):** $50006508.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPWD3, C.4 - ISIN: US3133EPWD32, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10024811.80
- **C.18.a - Value (excl. sponsor support):** $10024811.80
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2026-04-20
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2G5, C.4 - ISIN: US3133ER2G57, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40021822.40
- **C.18.a - Value (excl. sponsor support):** $40021822.40
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2H3, C.4 - ISIN: US3133ER2H31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24000240.24
- **C.18.a - Value (excl. sponsor support):** $24000240.24
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.745000%
- **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):** $140045033.80
- **C.18.a - Value (excl. sponsor support):** $140045033.80
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: 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: 3133ER5A5, C.4 - ISIN: US3133ER5A50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $124989753.75
- **C.18.a - Value (excl. sponsor support):** $124989753.75
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-02-25
- **C.13 - Final Legal Maturity Date:** 2027-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: 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: 3133ER5G2, C.4 - ISIN: US3133ER5G21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99980086.00
- **C.18.a - Value (excl. sponsor support):** $99980086.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 3133ER6F3, C.4 - ISIN: US3133ER6F39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $130130774.80
- **C.18.a - Value (excl. sponsor support):** $130130774.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: 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: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $144987132.70
- **C.18.a - Value (excl. sponsor support):** $144987132.70
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: 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: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40033585.20
- **C.18.a - Value (excl. sponsor support):** $40033585.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERB59, C.4 - ISIN: US3133ERB591, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60012507.00
- **C.18.a - Value (excl. sponsor support):** $60012507.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.782700%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERCM1, C.4 - ISIN: US3133ERCM17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150042322.50
- **C.18.a - Value (excl. sponsor support):** $150042322.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDN8, C.4 - ISIN: US3133ERDN80, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDZ1, C.4 - ISIN: US3133ERDZ11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24945245.87
- **C.18.a - Value (excl. sponsor support):** $24945245.87
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-05-08
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: 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: 3133ERET4, C.4 - ISIN: US3133ERET42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200003570.00
- **C.18.a - Value (excl. sponsor support):** $200003570.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: 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: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $90021643.20
- **C.18.a - Value (excl. sponsor support):** $90021643.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: 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: 3133ERHZ7, C.4 - ISIN: US3133ERHZ74, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60060383.40
- **C.18.a - Value (excl. sponsor support):** $60060383.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJM4, C.4 - ISIN: US3133ERJM44, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150010089.00
- **C.18.a - Value (excl. sponsor support):** $150010089.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: 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: 3133ERJN2, C.4 - ISIN: US3133ERJN27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $155047786.50
- **C.18.a - Value (excl. sponsor support):** $155047786.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.795000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERK75, C.4 - ISIN: US3133ERK758, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $280082516.00
- **C.18.a - Value (excl. sponsor support):** $280082516.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-12-16
- **C.13 - Final Legal Maturity Date:** 2026-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNN7, C.4 - ISIN: US3133ERNN70, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175000992.25
- **C.18.a - Value (excl. sponsor support):** $175000992.25
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPU9, C.4 - ISIN: US3133ERPU95, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $62024119.24
- **C.18.a - Value (excl. sponsor support):** $62024119.24
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: 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: 3133ERQ53, C.4 - ISIN: US3133ERQ532, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $375108502.50
- **C.18.a - Value (excl. sponsor support):** $375108502.50
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ95, C.4 - ISIN: US3133ERQ953, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150054180.00
- **C.18.a - Value (excl. sponsor support):** $150054180.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQJ3, C.4 - ISIN: US3133ERQJ32, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $110036678.40
- **C.18.a - Value (excl. sponsor support):** $110036678.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: 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: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50031370.00
- **C.18.a - Value (excl. sponsor support):** $50031370.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45067257.90
- **C.18.a - Value (excl. sponsor support):** $45067257.90
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: 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: 3133ERRM5, C.4 - ISIN: US3133ERRM51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70028822.50
- **C.18.a - Value (excl. sponsor support):** $70028822.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: 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: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70028039.20
- **C.18.a - Value (excl. sponsor support):** $70028039.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.795000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERS44, C.4 - ISIN: US3133ERS447, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $225019950.75
- **C.18.a - Value (excl. sponsor support):** $225019950.75
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: 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: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25011346.25
- **C.18.a - Value (excl. sponsor support):** $25011346.25
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: 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: 3133ERTB7, C.4 - ISIN: US3133ERTB78, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125011692.50
- **C.18.a - Value (excl. sponsor support):** $125011692.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: 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):** $124903165.00
- **C.18.a - Value (excl. sponsor support):** $124903165.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-10-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZQ7, C.4 - ISIN: US3133ERZQ73, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175171692.50
- **C.18.a - Value (excl. sponsor support):** $175171692.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: 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: 3133ET2A4, C.4 - ISIN: US3133ET2A42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $269976566.70
- **C.18.a - Value (excl. sponsor support):** $269976566.70
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-11-26
- **C.13 - Final Legal Maturity Date:** 2027-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: 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: 3133ET2B2, C.4 - ISIN: US3133ET2B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $154988534.65
- **C.18.a - Value (excl. sponsor support):** $154988534.65
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-09-28
- **C.13 - Final Legal Maturity Date:** 2027-09-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 3133ET2N6, C.4 - ISIN: US3133ET2N62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $115222083.40
- **C.18.a - Value (excl. sponsor support):** $115222083.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-12-01
- **C.13 - Final Legal Maturity Date:** 2027-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: 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: 3133ET4B0, C.4 - ISIN: US3133ET4B07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $300013860.00
- **C.18.a - Value (excl. sponsor support):** $300013860.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-12-09
- **C.13 - Final Legal Maturity Date:** 2027-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: 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: 3133ET5D5, C.4 - ISIN: US3133ET5D53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $119996032.80
- **C.18.a - Value (excl. sponsor support):** $119996032.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-11-23
- **C.13 - Final Legal Maturity Date:** 2027-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: 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: 3133ET5L7, C.4 - ISIN: US3133ET5L79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $274996771.50
- **C.18.a - Value (excl. sponsor support):** $274996771.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: 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: 3133ET5S2, C.4 - ISIN: US3133ET5S23, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $135017217.90
- **C.18.a - Value (excl. sponsor support):** $135017217.90
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-12-29
- **C.13 - Final Legal Maturity Date:** 2027-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: 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: 3133ET6B8, C.4 - ISIN: US3133ET6B88, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $209990016.60
- **C.18.a - Value (excl. sponsor support):** $209990016.60
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-06
- **C.13 - Final Legal Maturity Date:** 2028-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: 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: 3133ET6G7, C.4 - ISIN: US3133ET6G75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $229980542.00
- **C.18.a - Value (excl. sponsor support):** $229980542.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: 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):** $24954641.25
- **C.18.a - Value (excl. sponsor support):** $24954641.25
- **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 122: 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: 3133ETAL1, C.4 - ISIN: US3133ETAL18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125092351.25
- **C.18.a - Value (excl. sponsor support):** $125092351.25
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: 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: 3133ETBP1, C.4 - ISIN: US3133ETBP13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $400039988.00
- **C.18.a - Value (excl. sponsor support):** $400039988.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDD6, C.4 - ISIN: US3133ETDD64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $149985577.50
- **C.18.a - Value (excl. sponsor support):** $149985577.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDK0, C.4 - ISIN: US3133ETDK08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60008402.40
- **C.18.a - Value (excl. sponsor support):** $60008402.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.792700%
- **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):** $95057725.80
- **C.18.a - Value (excl. sponsor support):** $95057725.80
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETFP7, C.4 - ISIN: US3133ETFP76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $149995608.00
- **C.18.a - Value (excl. sponsor support):** $149995608.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETG68, C.4 - ISIN: US3133ETG687, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89998877.70
- **C.18.a - Value (excl. sponsor support):** $89998877.70
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-08-16
- **C.13 - Final Legal Maturity Date:** 2027-08-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: 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: 3133ETGX9, C.4 - ISIN: US3133ETGX91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $114981083.65
- **C.18.a - Value (excl. sponsor support):** $114981083.65
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-05-14
- **C.13 - Final Legal Maturity Date:** 2027-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJW8, C.4 - ISIN: US3133ETJW81, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $108101735.29
- **C.18.a - Value (excl. sponsor support):** $108101735.29
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-05-29
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 131: 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: 3133ETJY4, C.4 - ISIN: US3133ETJY48, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $230049385.60
- **C.18.a - Value (excl. sponsor support):** $230049385.60
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKJ5, C.4 - ISIN: US3133ETKJ51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $124997375.00
- **C.18.a - Value (excl. sponsor support):** $124997375.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-06-09
- **C.13 - Final Legal Maturity Date:** 2027-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 133: 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):** $102935301.58
- **C.18.a - Value (excl. sponsor support):** $102935301.58
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-10-27
- **C.12 - Maturity Date (WAL):** 2026-10-27
- **C.13 - Final Legal Maturity Date:** 2026-10-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 134: 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: 3133ETLK1, C.4 - ISIN: US3133ETLK16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $139949464.20
- **C.18.a - Value (excl. sponsor support):** $139949464.20
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 135: 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: 3133ETLQ8, C.4 - ISIN: US3133ETLQ85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $279976258.80
- **C.18.a - Value (excl. sponsor support):** $279976258.80
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMH7, C.4 - ISIN: US3133ETMH77, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $209995422.00
- **C.18.a - Value (excl. sponsor support):** $209995422.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMJ3, C.4 - ISIN: US3133ETMJ34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $64988415.70
- **C.18.a - Value (excl. sponsor support):** $64988415.70
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPK7, C.4 - ISIN: US3133ETPK79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99998380.00
- **C.18.a - Value (excl. sponsor support):** $99998380.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 139: 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: 3133ETPL5, C.4 - ISIN: US3133ETPL52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $319881504.00
- **C.18.a - Value (excl. sponsor support):** $319881504.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPS0, C.4 - ISIN: US3133ETPS06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $124985985.00
- **C.18.a - Value (excl. sponsor support):** $124985985.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-07-15
- **C.13 - Final Legal Maturity Date:** 2027-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 141: 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: 3133ETQP5, C.4 - ISIN: US3133ETQP57, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85005349.05
- **C.18.a - Value (excl. sponsor support):** $85005349.05
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.787900%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQW0, C.4 - ISIN: US3133ETQW09, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $199958496.00
- **C.18.a - Value (excl. sponsor support):** $199958496.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2027-07-23
- **C.13 - Final Legal Maturity Date:** 2027-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 143: 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):** $100028532.00
- **C.18.a - Value (excl. sponsor support):** $100028532.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-11-04
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 144: 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: 3133ETRT6, C.4 - ISIN: US3133ETRT60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150015886.50
- **C.18.a - Value (excl. sponsor support):** $150015886.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 145: 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: 3133ETRU3, C.4 - ISIN: US3133ETRU34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $64996747.40
- **C.18.a - Value (excl. sponsor support):** $64996747.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.777700%
- **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):** $49999853.50
- **C.18.a - Value (excl. sponsor support):** $49999853.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 147: 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: 3133ETSB4, C.4 - ISIN: US3133ETSB44, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $130034821.80
- **C.18.a - Value (excl. sponsor support):** $130034821.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-02-04
- **C.13 - Final Legal Maturity Date:** 2027-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 148: 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: 3133ETTL1, C.4 - ISIN: US3133ETTL17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99996564.00
- **C.18.a - Value (excl. sponsor support):** $99996564.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTP2, C.4 - ISIN: US3133ETTP21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89988588.00
- **C.18.a - Value (excl. sponsor support):** $89988588.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.110000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUL9, C.4 - ISIN: US3133ETUL97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $33270705.99
- **C.18.a - Value (excl. sponsor support):** $33270705.99
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-08-25
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUX3, C.4 - ISIN: US3133ETUX36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100025728.00
- **C.18.a - Value (excl. sponsor support):** $100025728.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-08-24
- **C.13 - Final Legal Maturity Date:** 2027-08-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETW45, C.4 - ISIN: US3133ETW452, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99998539.00
- **C.18.a - Value (excl. sponsor support):** $99998539.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 153: 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):** $19028832.78
- **C.18.a - Value (excl. sponsor support):** $19028832.78
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-11-19
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 154: 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: 3133ETY43, C.4 - ISIN: US3133ETY433, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $129990292.90
- **C.18.a - Value (excl. sponsor support):** $129990292.90
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-11-26
- **C.13 - Final Legal Maturity Date:** 2027-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 155: 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: 3133EWAK6, C.4 - ISIN: US3133EWAK63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $114999188.10
- **C.18.a - Value (excl. sponsor support):** $114999188.10
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-20
- **C.13 - Final Legal Maturity Date:** 2028-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 156: 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: 3133EWAT7, C.4 - ISIN: US3133EWAT72, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $464998372.50
- **C.18.a - Value (excl. sponsor support):** $464998372.50
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-26
- **C.13 - Final Legal Maturity Date:** 2028-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBJ8, C.4 - ISIN: US3133EWBJ81, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89999674.20
- **C.18.a - Value (excl. sponsor support):** $89999674.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-28
- **C.13 - Final Legal Maturity Date:** 2028-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 158: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAEY5, C.4 - ISIN: US3134HAEY57, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $100001705.00
- **C.18.a - Value (excl. sponsor support):** $100001705.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 159: 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: 3134HAJM6, C.4 - ISIN: US3134HAJM64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $255018885.30
- **C.18.a - Value (excl. sponsor support):** $255018885.30
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 160: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAPV9, C.4 - ISIN: US3134HAPV99, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $1128177502.08
- **C.18.a - Value (excl. sponsor support):** $1128177502.08
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 161: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.790000%
- **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):** $141059111.43
- **C.18.a - Value (excl. sponsor support):** $141059111.43
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 162: 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: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $300076614.00
- **C.18.a - Value (excl. sponsor support):** $300076614.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.745000%
- **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):** $268161555.76
- **C.18.a - Value (excl. sponsor support):** $268161555.76
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBPD7, C.4 - ISIN: US3134HBPD74, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $664850136.30
- **C.18.a - Value (excl. sponsor support):** $664850136.30
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.790000%
- **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):** $250475402.50
- **C.18.a - Value (excl. sponsor support):** $250475402.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 166: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.790000%
- **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):** $300242592.00
- **C.18.a - Value (excl. sponsor support):** $300242592.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.730000%
- **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):** $250016982.50
- **C.18.a - Value (excl. sponsor support):** $250016982.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 168: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $50017082.00
- **C.18.a - Value (excl. sponsor support):** $50017082.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 169: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $149129881.81
- **C.18.a - Value (excl. sponsor support):** $149129881.81
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 170: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.785000%
- **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):** $329228724.09
- **C.18.a - Value (excl. sponsor support):** $329228724.09
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 171: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 2.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G0K36, C.4 - ISIN: US3135G0K368, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $229511845.44
- **C.18.a - Value (excl. sponsor support):** $229511845.44
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 172: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $183055068.11
- **C.18.a - Value (excl. sponsor support):** $183055068.11
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 173: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $478851934.62
- **C.18.a - Value (excl. sponsor support):** $478851934.62
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 174: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.730000%
- **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):** $465500000.00
- **C.18.a - Value (excl. sponsor support):** $465500000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 175: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.730000%
- **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):** $198998437.85
- **C.18.a - Value (excl. sponsor support):** $198998437.85
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 176: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $156000000.00
- **C.18.a - Value (excl. sponsor support):** $156000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 177: Hacienda Senior Villas LP A California LP

- **C.1 - Title:** Hacienda Senior Villas LP A California LP 3.810000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 404515AA6, C.4 - ISIN: US404515AA67, C.3 - LEI: 549300Y6NSRDF98IH132
- **C.18 - Value (incl. sponsor support):** $20075000.00
- **C.18.a - Value (excl. sponsor support):** $20075000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2058-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 178: Fixed Income Clearing Corp. - ING Financial Markets

- **C.1 - Title:** Fixed Income Clearing Corp. - ING Financial Markets 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 45699W001, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: 45699W001_3.67_0202
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 W 28             | 2028-03-31      | 3.6250%  | 0.0000% | $539488000.00      | $546809243.40      | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-05-28      | 0.0000%  | 0.0000% | $100.00            | $98.86             | U.S. Treasuries (including strips) |
| BILL 04/28/26               | 2026-04-28      | 0.0000%  | 0.0000% | $150000000.00      | $148737300.00      | U.S. Treasuries (including strips) |
| 3 3/4 BOND 41               | 2041-08-15      | 3.7500%  | 0.0000% | $100.00            | $91.55             | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46               | 2046-05-15      | 2.5000%  | 0.0000% | $22000000.00       | $15345783.61       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27            | 2027-04-30      | 3.7500%  | 0.0000% | $1000.00           | $1012.01           | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31             | 2031-02-15      | 1.1250%  | 0.0000% | $28199800.00       | $24919454.59       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52               | 2052-02-15      | 2.2500%  | 0.0000% | $50000000.00       | $30791236.96       | U.S. Treasuries (including strips) |
| 3 BOND 52                   | 2052-08-15      | 3.0000%  | 0.0000% | $117550000.00      | $85589289.61       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55               | 2055-08-15      | 4.7500%  | 0.0000% | $2199900.00        | $2203084.98        | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40               | 2040-08-15      | 1.1250%  | 0.0000% | $1800.00           | $1135.07           | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40               | 2040-05-15      | 1.1250%  | 0.0000% | $24999900.00       | $15872233.47       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41               | 2041-05-15      | 2.2500%  | 0.0000% | $3100.00           | $2287.88           | U.S. Treasuries (including strips) |
| BILL 03/12/26               | 2026-03-12      | 0.0000%  | 0.0000% | $49999900.00       | $49807950.38       | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-02-10      | 0.0000%  | 0.0000% | $100000000.00      | $99919800.00       | U.S. Treasuries (including strips) |

### Security 179: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 46799N008, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: 46799N008_3.67_0202
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 CLSD1527 | 2052-08-01      | 4.5000%  | 0.0000% | $844.57            | $838.31            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ1888 | 2055-09-01      | 6.0000%  | 0.0000% | $6885268.97        | $7101943.79        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5022 | 2032-09-01      | 4.1800%  | 0.0000% | $1000.00           | $998.05            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL0465 | 2041-06-01      | 4.5000%  | 0.0000% | $114.08            | $115.25            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO3537 | 2042-06-01      | 3.5000%  | 0.0000% | $170.81            | $163.44            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAO6762 | 2042-06-01      | 4.0000%  | 0.0000% | $2678657.66        | $2635529.18        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3389 | 2053-07-01      | 6.0000%  | 0.0000% | $752.96            | $791.38            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5453 | 2054-05-01      | 5.5000%  | 0.0000% | $19097442.20       | $19730093.79       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ2859 | 2054-11-01      | 5.0000%  | 0.0000% | $1027.66           | $1041.66           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD4102 | 2053-10-01      | 6.5000%  | 0.0000% | $759.00            | $808.21            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF1644 | 2052-10-01      | 5.0000%  | 0.0000% | $3044902.43        | $3114057.58        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7775 | 2052-08-01      | 4.5000%  | 0.0000% | $778.83            | $774.23            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7782 | 2052-08-01      | 4.5000%  | 0.0000% | $70692012.07       | $70410869.94       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9855 | 2053-09-01      | 6.0000%  | 0.0000% | $879.45            | $929.22            | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ7299 | 2055-10-01      | 7.0000%  | 0.0000% | $982.67            | $1046.53           | Agency Mortgage-Backed Securities |

### Security 180: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 46799N008, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: 46799N008_3.72_0319
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 03.500 CLZT1544 | 2048-12-01      | 3.5000%  | 0.0000% | $30880.86          | $29114.15          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1527 | 2052-08-01      | 4.5000%  | 0.0000% | $844.57            | $838.31            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAE0732 | 2040-12-01      | 6.4600%  | 0.0000% | $9.50              | $9.94              | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX1955 | 2054-12-01      | 5.5000%  | 0.0000% | $921944.23         | $956021.64         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX3358 | 2055-01-01      | 5.5000%  | 0.0000% | $9321165.77        | $9502728.61        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX9665 | 2055-04-01      | 6.0000%  | 0.0000% | $22049910.11       | $22763386.39       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY7058 | 2055-06-01      | 6.5000%  | 0.0000% | $865.15            | $910.16            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY7216 | 2055-07-01      | 6.5000%  | 0.0000% | $3084794.01        | $3241946.09        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY7605 | 2055-07-01      | 6.5000%  | 0.0000% | $1196838.74        | $1264453.08        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ1428 | 2055-08-01      | 6.0000%  | 0.0000% | $1262593.36        | $1299336.51        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ1901 | 2055-08-01      | 6.0000%  | 0.0000% | $995.20            | $1026.67           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ2063 | 2055-09-01      | 6.5000%  | 0.0000% | $1371358.41        | $1447608.84        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ2965 | 2055-09-01      | 6.0000%  | 0.0000% | $5720942.78        | $5952780.17        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ2974 | 2055-09-01      | 6.5000%  | 0.0000% | $999.94            | $1046.41           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ2975 | 2055-09-01      | 6.5000%  | 0.0000% | $1236490.62        | $1301589.52        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9664 | 2055-12-01      | 5.5000%  | 0.0000% | $3193924.67        | $3270417.75        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ2826 | 2035-01-01      | 4.4350%  | 0.0000% | $38876972.40       | $38914241.38       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5022 | 2032-09-01      | 4.1800%  | 0.0000% | $37591800.00       | $37518579.52       | Agency Mortgage-Backed Securities |
| 05.500 FGPC A89952 G | 2039-11-01      | 5.5000%  | 0.0000% | $814252.52         | $850884.57         | Agency Mortgage-Backed Securities |
| 05.000 FGPC A93615 G | 2040-08-01      | 5.0000%  | 0.0000% | $675395.02         | $696538.11         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK5709 | 2042-03-01      | 3.5000%  | 0.0000% | $2755858.32        | $2640276.09        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL0465 | 2041-06-01      | 4.5000%  | 0.0000% | $2069456.22        | $2090637.10        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL9337 | 2044-10-01      | 6.4300%  | 0.0000% | $31.60             | $33.02             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO3537 | 2042-06-01      | 3.5000%  | 0.0000% | $2589498.37        | $2477773.03        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAO6762 | 2042-06-01      | 4.0000%  | 0.0000% | $294.76            | $290.02            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL7512 | 2043-12-01      | 4.0000%  | 0.0000% | $1584848.70        | $1559951.08        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM4785 | 2047-11-01      | 4.0000%  | 0.0000% | $587.51            | $578.76            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS9582 | 2047-05-01      | 4.0000%  | 0.0000% | $236.31            | $232.48            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAV1862 | 2043-12-01      | 4.0000%  | 0.0000% | $3055025.53        | $3012796.59        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ2148 | 2045-07-01      | 3.5000%  | 0.0000% | $220.16            | $210.69            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ7124 | 2045-08-01      | 3.5000%  | 0.0000% | $165.94            | $158.91            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6042 | 2053-04-01      | 4.5000%  | 0.0000% | $13751419.08       | $13723764.97       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD3019 | 2052-07-01      | 3.0000%  | 0.0000% | $28348928.24       | $25262769.42       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3389 | 2053-07-01      | 6.0000%  | 0.0000% | $752.96            | $791.38            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD4994 | 2053-07-01      | 5.5000%  | 0.0000% | $10084996.36       | $10483702.21       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5453 | 2054-05-01      | 5.5000%  | 0.0000% | $875.62            | $904.63            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5877 | 2054-07-01      | 5.5000%  | 0.0000% | $848.46            | $881.72            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8214 | 2052-05-01      | 3.5000%  | 0.0000% | $13081.07          | $12178.28          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8220 | 2052-06-01      | 3.0000%  | 0.0000% | $14615.64          | $13032.99          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA3849 | 2052-04-01      | 2.5000%  | 0.0000% | $3253266.40        | $2821508.79        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0301 | 2055-01-01      | 5.0000%  | 0.0000% | $3694482.78        | $3751070.35        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL0365 | 2054-12-01      | 6.5000%  | 0.0000% | $22385578.02       | $23870438.28       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL1825 | 2055-06-01      | 5.0000%  | 0.0000% | $4377332.15        | $4417261.21        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL2017 | 2055-08-01      | 5.5000%  | 0.0000% | $2033.33           | $2090.74           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL2048 | 2055-08-01      | 5.0000%  | 0.0000% | $35734398.02       | $36195256.61       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ1056 | 2054-03-01      | 5.0000%  | 0.0000% | $844.49            | $854.82            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ2448 | 2054-10-01      | 5.5000%  | 0.0000% | $1067.54           | $1101.76           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ2859 | 2054-11-01      | 5.0000%  | 0.0000% | $914.27            | $926.73            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ3093 | 2054-12-01      | 6.0000%  | 0.0000% | $1471204.47        | $1523918.22        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ3266 | 2055-02-01      | 5.5000%  | 0.0000% | $1225.78           | $1256.64           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8495 | 2054-12-01      | 6.0000%  | 0.0000% | $774.40            | $796.65            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3764 | 2053-08-01      | 5.5000%  | 0.0000% | $737.19            | $770.64            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3838 | 2053-10-01      | 6.0000%  | 0.0000% | $708650.59         | $741297.65         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD4102 | 2053-10-01      | 6.5000%  | 0.0000% | $36026959.40       | $38362915.42       | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q02242 G | 2041-07-01      | 5.0000%  | 0.0000% | $129.15            | $133.19            | Agency Mortgage-Backed Securities |
| FKAR 04.590 WNWN2495 | 2032-11-01      | 4.5900%  | 0.0000% | $9425000.00        | $9581619.94        | Agency Mortgage-Backed Securities |
| FKAR 04.470 WNWN4012 | 2033-12-01      | 4.4700%  | 0.0000% | $20189000.00       | $20228970.85       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ4799 | 2055-09-01      | 6.0000%  | 0.0000% | $1089.55           | $1136.78           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE0395 | 2052-04-01      | 3.0000%  | 0.0000% | $707.78            | $636.66            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE6640 | 2052-08-01      | 4.5000%  | 0.0000% | $859.47            | $849.14            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE8332 | 2052-08-01      | 4.0000%  | 0.0000% | $6018356.61        | $5803791.50        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9032 | 2052-08-01      | 5.0000%  | 0.0000% | $648.39            | $655.40            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE9412 | 2052-09-01      | 4.5000%  | 0.0000% | $8969903.86        | $8887569.11        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE9469 | 2052-09-01      | 4.5000%  | 0.0000% | $7344708.40        | $7313478.70        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF1103 | 2052-10-01      | 5.5000%  | 0.0000% | $7880361.32        | $8169850.77        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF3156 | 2052-11-01      | 5.5000%  | 0.0000% | $764.28            | $793.40            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF3354 | 2052-11-01      | 6.0000%  | 0.0000% | $3510721.17        | $3689849.87        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF6839 | 2053-02-01      | 5.0000%  | 0.0000% | $7551657.67        | $7690546.08        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQH3821 | 2053-11-01      | 6.0000%  | 0.0000% | $8876550.87        | $9277330.10        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH8503 | 2054-01-01      | 6.5000%  | 0.0000% | $4428706.99        | $4678880.71        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ1725 | 2054-08-01      | 5.5000%  | 0.0000% | $1235975.83        | $1282163.70        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ4672 | 2054-09-01      | 6.0000%  | 0.0000% | $937.92            | $966.94            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ6437 | 2054-10-01      | 5.5000%  | 0.0000% | $920892.52         | $953625.23         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ9614 | 2054-11-01      | 7.0000%  | 0.0000% | $1072.35           | $1139.40           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK4239 | 2048-08-01      | 4.5000%  | 0.0000% | $243.96            | $244.37            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA2462 | 2050-04-01      | 4.0000%  | 0.0000% | $185.42            | $179.94            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7558 | 2052-06-01      | 4.5000%  | 0.0000% | $26365661.16       | $26232857.33       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7775 | 2052-08-01      | 4.5000%  | 0.0000% | $778.83            | $774.23            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA8218 | 2052-11-01      | 6.0000%  | 0.0000% | $3051201.31        | $3160499.41        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9855 | 2053-09-01      | 6.0000%  | 0.0000% | $35392026.34       | $37394908.29       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9171 | 2053-06-01      | 6.0000%  | 0.0000% | $15042659.40       | $15757972.95       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9576 | 2053-08-01      | 6.0000%  | 0.0000% | $13758331.33       | $14565674.79       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBT7951 | 2052-11-01      | 6.0000%  | 0.0000% | $2879505.90        | $3052772.49        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1514 | 2055-11-01      | 5.5000%  | 0.0000% | $1015.42           | $1050.11           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2188 | 2053-02-01      | 5.5000%  | 0.0000% | $24390815.38       | $25282166.90       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ6291 | 2055-10-01      | 6.0000%  | 0.0000% | $992.93            | $1026.12           | Agency Mortgage-Backed Securities |

### Security 181: Karlo Lacey Apartments LLC

- **C.1 - Title:** Karlo Lacey Apartments LLC 3.810000%
- **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:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2066-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 182: Ken-Vin Life Co. LLC

- **C.1 - Title:** Ken-Vin Life Co. LLC 3.810000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 48849PAB4, C.4 - ISIN: US48849PAB40, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $45930000.00
- **C.18.a - Value (excl. sponsor support):** $45930000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2075-02-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 183: 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 3.810000%
- **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:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2071-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 184: La Mesa Senior Living LP

- **C.1 - Title:** La Mesa Senior Living LP 3.810000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 503667AA5, C.4 - ISIN: US503667AA54, C.3 - LEI: 549300MT3J8CYDB9JX03
- **C.18 - Value (incl. sponsor support):** $48125000.00
- **C.18.a - Value (excl. sponsor support):** $48125000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2057-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 185: Legado Encino LLC

- **C.1 - Title:** Legado Encino LLC 3.810000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 52473EAA6, C.4 - ISIN: US52473EAA64, C.3 - LEI: 549300TDU6EBKEPEUV84
- **C.18 - Value (incl. sponsor support):** $18680000.00
- **C.18.a - Value (excl. sponsor support):** $18680000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2059-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 186: MBW Legacy Investments LLC

- **C.1 - Title:** MBW Legacy Investments LLC 3.850000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 55285MAB7, C.4 - ISIN: US55285MAB72, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10920000.00
- **C.18.a - Value (excl. sponsor support):** $10920000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2044-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 187: Magnolia Place Arlington LLC / MP Smokey Point LLC

- **C.1 - Title:** Magnolia Place Arlington LLC / MP Smokey Point LLC 3.810000%
- **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:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2065-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 188: MUFG Securities Americas

- **C.1 - Title:** MUFG Securities Americas 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 606745008, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: 606745008_3.67_0203
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 04.000 CLZS4631 | 2045-09-01      | 4.0000%  | 0.0000% | $1739.59           | $1700.62           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4677 | 2046-09-01      | 3.0000%  | 0.0000% | $9268.54           | $8466.55           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4720 | 2047-05-01      | 4.5000%  | 0.0000% | $213781.27         | $214297.55         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6315 | 2026-06-01      | 4.5000%  | 0.0000% | $1185.54           | $1191.89           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6374 | 2026-11-01      | 4.0000%  | 0.0000% | $42.89             | $42.93             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS7013 | 2026-09-01      | 4.5000%  | 0.0000% | $24.13             | $24.26             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS7969 | 2026-09-01      | 4.5000%  | 0.0000% | $31.81             | $31.98             | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS7891 | 2032-10-01      | 3.0000%  | 0.0000% | $55811.79          | $54569.51          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS8575 | 2030-07-01      | 3.5000%  | 0.0000% | $2714.16           | $2699.80           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS9927 | 2045-12-01      | 4.5000%  | 0.0000% | $437321.19         | $439951.68         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CISB8178 | 2037-09-01      | 4.0000%  | 0.0000% | $12996.31          | $12896.27          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8236 | 2038-04-01      | 3.5000%  | 0.0000% | $2750.52           | $2679.25           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB8246 | 2038-08-01      | 4.5000%  | 0.0000% | $3870.64           | $3894.79           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL708305 | 2033-06-01      | 4.5000%  | 0.0000% | $1286.23           | $1281.88           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL725228 | 2034-03-01      | 6.0000%  | 0.0000% | $67690.08          | $70582.70          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL729406 | 2033-08-01      | 5.5000%  | 0.0000% | $90.53             | $92.75             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL735227 | 2035-02-01      | 5.5000%  | 0.0000% | $29781.74          | $30725.72          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL735871 | 2035-07-01      | 5.5000%  | 0.0000% | $3465.86           | $3567.14           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL735997 | 2035-11-01      | 5.5000%  | 0.0000% | $3374.53           | $3536.33           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL745092 | 2035-07-01      | 6.5000%  | 0.0000% | $11266.68          | $11842.59          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL745428 | 2036-01-01      | 5.5000%  | 0.0000% | $191793.87         | $200991.46         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL745730 | 2035-03-01      | 5.5000%  | 0.0000% | $9248.07           | $9523.94           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL755617 | 2034-01-01      | 5.5000%  | 0.0000% | $843.73            | $860.17            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL781593 | 2034-10-01      | 6.0000%  | 0.0000% | $49178.34          | $50650.41          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL796243 | 2034-11-01      | 6.0000%  | 0.0000% | $123.35            | $127.47            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9011 | 2054-08-01      | 6.0000%  | 0.0000% | $385042.30         | $399385.25         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9507 | 2054-11-01      | 6.0000%  | 0.0000% | $605531.26         | $628087.50         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9501 | 2054-11-01      | 6.0000%  | 0.0000% | $265416.05         | $278677.12         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9502 | 2054-11-01      | 6.0000%  | 0.0000% | $676103.70         | $708665.08         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8405 | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.71           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA0795 | 2050-02-01      | 3.0000%  | 0.0000% | $392193.10         | $360417.48         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA0891 | 2052-04-01      | 2.5000%  | 0.0000% | $5368360.05        | $4709302.00        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0445 | 2055-01-01      | 5.5000%  | 0.0000% | $83064.95          | $84682.94          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA1042 | 2052-07-01      | 2.5000%  | 0.0000% | $11231616.89       | $9644341.08        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA1109 | 2055-02-01      | 4.5000%  | 0.0000% | $1302826.19        | $1291719.60        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1232 | 2053-08-01      | 6.0000%  | 0.0000% | $10684643.77       | $11067414.01       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAD1593 | 2040-02-01      | 4.5000%  | 0.0000% | $45563.70          | $46015.28          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD3336 | 2040-04-01      | 5.5000%  | 0.0000% | $23331.23          | $24166.95          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD8281 | 2040-07-01      | 5.5000%  | 0.0000% | $7254.52           | $7554.39           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAE0826 | 2041-01-01      | 4.5000%  | 0.0000% | $99.90             | $100.81            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAE0188 | 2037-08-01      | 5.5000%  | 0.0000% | $1047.47           | $1096.72           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAE0207 | 2033-11-01      | 4.5000%  | 0.0000% | $181.20            | $181.31            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAE0411 | 2040-09-01      | 4.5000%  | 0.0000% | $23691.43          | $23911.64          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAE5471 | 2040-10-01      | 4.5000%  | 0.0000% | $4703.59           | $4746.84           | Agency Mortgage-Backed Securities |
| 4.25 FNNT E 26-31    | 2031-01-27      | 4.2500%  | 0.0000% | $3700000.00        | $3697932.32        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL555498 | 2033-05-01      | 5.5000%  | 0.0000% | $304681.68         | $312246.18         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL555800 | 2033-10-01      | 5.5000%  | 0.0000% | $475.59            | $489.08            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX2914 | 2052-12-01      | 5.0000%  | 0.0000% | $151707.50         | $152779.44         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX4876 | 2053-01-01      | 5.5000%  | 0.0000% | $312197.71         | $319047.19         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBY1455 | 2053-12-01      | 3.0000%  | 0.0000% | $14193.06          | $12640.65          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY4064 | 2053-06-01      | 5.0000%  | 0.0000% | $2847750.02        | $2863278.17        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2580 | 2048-11-01      | 4.5000%  | 0.0000% | $34177.01          | $34364.74          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1988 | 2048-07-01      | 4.5000%  | 0.0000% | $3108.40           | $3113.67           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2374 | 2048-09-01      | 4.0000%  | 0.0000% | $71.86             | $70.18             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3225 | 2049-03-01      | 4.5000%  | 0.0000% | $97.21             | $97.14             | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4427 | 2049-10-01      | 3.0000%  | 0.0000% | $1584458.24        | $1427743.70        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3845 | 2049-07-01      | 4.5000%  | 0.0000% | $3442.11           | $3436.61           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA5658 | 2050-05-01      | 2.5000%  | 0.0000% | $1547343.38        | $1333831.48        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6053 | 2050-06-01      | 3.0000%  | 0.0000% | $2641370.50        | $2376802.03        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6322 | 2050-07-01      | 2.5000%  | 0.0000% | $7982265.80        | $6878349.48        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB7931 | 2043-02-01      | 3.0000%  | 0.0000% | $1827.20           | $1698.03           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAC1877 | 2039-09-01      | 4.5000%  | 0.0000% | $4158.98           | $4201.90           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAC8512 | 2039-12-01      | 4.5000%  | 0.0000% | $3564.91           | $3600.61           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA0639 | 2041-01-01      | 4.0000%  | 0.0000% | $275.24            | $271.66            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA0640 | 2041-01-01      | 4.5000%  | 0.0000% | $7544.67           | $7613.26           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA0732 | 2026-04-01      | 4.0000%  | 0.0000% | $45.98             | $46.00             | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA1401 | 2033-04-01      | 3.0000%  | 0.0000% | $345932.63         | $334763.39         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA1459 | 2033-06-01      | 3.0000%  | 0.0000% | $741.34            | $720.27            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2670 | 2046-07-01      | 3.0000%  | 0.0000% | $507599.03         | $462521.53         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA1980 | 2044-07-01      | 3.5000%  | 0.0000% | $26610.14          | $25322.94          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA2244 | 2045-03-01      | 4.0000%  | 0.0000% | $9798.52           | $9584.15           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA2217 | 2045-02-01      | 4.0000%  | 0.0000% | $4009.74           | $3921.61           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA2321 | 2035-07-01      | 3.5000%  | 0.0000% | $23063.63          | $22579.88          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA2354 | 2035-08-01      | 3.5000%  | 0.0000% | $7743.55           | $7576.75           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA2455 | 2035-11-01      | 4.0000%  | 0.0000% | $21324.19          | $21173.24          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA2523 | 2036-02-01      | 3.0000%  | 0.0000% | $11344.18          | $10878.81          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3468 | 2048-09-01      | 4.5000%  | 0.0000% | $623744.80         | $624031.72         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3495 | 2048-10-01      | 4.0000%  | 0.0000% | $379.07            | $369.97            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3496 | 2048-10-01      | 4.5000%  | 0.0000% | $15358.69          | $15347.66          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA3499 | 2038-09-01      | 5.0000%  | 0.0000% | $9941.11           | $10153.61          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA3525 | 2038-11-01      | 4.5000%  | 0.0000% | $11991.95          | $12152.58          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3592 | 2049-02-01      | 4.0000%  | 0.0000% | $22180.13          | $21633.64          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2705 | 2046-08-01      | 3.0000%  | 0.0000% | $441898.54         | $403982.17         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA2774 | 2031-10-01      | 2.0000%  | 0.0000% | $10050.69          | $9641.80           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2806 | 2046-11-01      | 3.0000%  | 0.0000% | $398611.78         | $363915.29         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA2845 | 2031-12-01      | 2.0000%  | 0.0000% | $14718.16          | $14101.78          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA2866 | 2037-01-01      | 3.0000%  | 0.0000% | $11540.14          | $11016.87          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2920 | 2047-03-01      | 3.0000%  | 0.0000% | $348297.82         | $317708.79         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA2923 | 2037-03-01      | 3.5000%  | 0.0000% | $6552.14           | $6437.98           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2896 | 2047-02-01      | 3.5000%  | 0.0000% | $15829.07          | $14990.44          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA2930 | 2047-03-01      | 4.0000%  | 0.0000% | $22538.56          | $22022.02          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3027 | 2047-06-01      | 4.0000%  | 0.0000% | $1054156.82        | $1033871.91        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3057 | 2047-07-01      | 3.5000%  | 0.0000% | $29001584.55       | $27312806.16       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3073 | 2047-07-01      | 4.5000%  | 0.0000% | $2250.54           | $2254.36           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3143 | 2047-09-01      | 3.0000%  | 0.0000% | $4702.09           | $4256.65           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3121 | 2047-09-01      | 4.0000%  | 0.0000% | $3778756.85        | $3691759.37        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3210 | 2047-12-01      | 3.5000%  | 0.0000% | $5955.13           | $5599.67           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3332 | 2048-04-01      | 3.5000%  | 0.0000% | $1499396.24        | $1406425.34        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3358 | 2048-05-01      | 4.5000%  | 0.0000% | $113288.67         | $113456.90         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3384 | 2048-06-01      | 4.0000%  | 0.0000% | $96776.96          | $94503.88          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA3448 | 2048-08-01      | 5.0000%  | 0.0000% | $163172.56         | $166985.21         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  | 0.0000% | $421151.04         | $344912.64         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4399 | 2051-08-01      | 2.5000%  | 0.0000% | $4487735.04        | $3858419.46        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA3601 | 2034-01-01      | 4.5000%  | 0.0000% | $25616.77          | $26037.94          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3616 | 2049-03-01      | 4.5000%  | 0.0000% | $192191.30         | $192161.13         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3851 | 2049-11-01      | 4.5000%  | 0.0000% | $36859.91          | $36661.02          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3871 | 2049-12-01      | 3.0000%  | 0.0000% | $1128456.75        | $1017196.18        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3908 | 2050-01-01      | 4.5000%  | 0.0000% | $417872.76         | $415325.83         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA3936 | 2050-02-01      | 2.5000%  | 0.0000% | $71135.03          | $61314.90          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3939 | 2050-02-01      | 3.5000%  | 0.0000% | $19613.58          | $18362.02          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3960 | 2050-03-01      | 3.0000%  | 0.0000% | $13050311.16       | $11743670.51       | Agency Mortgage-Backed Securities |
| 02.500 FGPC G18496 G | 2029-01-01      | 2.5000%  | 0.0000% | $2067.29           | $2033.22           | Agency Mortgage-Backed Securities |
| 02.500 FGPC G18600 G | 2031-05-01      | 2.5000%  | 0.0000% | $324.86            | $315.46            | Agency Mortgage-Backed Securities |
| 02.500 FGPC G18614 G | 2031-10-01      | 2.5000%  | 0.0000% | $4734.55           | $4593.79           | Agency Mortgage-Backed Securities |
| 02.500 FGPC G18619 G | 2031-11-01      | 2.5000%  | 0.0000% | $12255.68          | $11871.38          | Agency Mortgage-Backed Securities |
| 04.500 FGPC C91366 G | 2031-04-01      | 4.5000%  | 0.0000% | $9860.07           | $9972.87           | Agency Mortgage-Backed Securities |
| 02.500 FGPC J32364 G | 2028-11-01      | 2.5000%  | 0.0000% | $11154.55          | $11028.33          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAH4471 | 2041-02-01      | 4.0000%  | 0.0000% | $32518.38          | $32043.98          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAH5618 | 2026-02-25      | 4.0000%  | 0.0000% | $27.06             | $27.07             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAH5620 | 2026-02-25      | 4.0000%  | 0.0000% | $14.17             | $14.18             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAH9694 | 2026-04-01      | 4.0000%  | 0.0000% | $27.73             | $27.75             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAI1807 | 2026-04-01      | 4.5000%  | 0.0000% | $100.41            | $100.95            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAJ7715 | 2026-12-01      | 3.0000%  | 0.0000% | $116.65            | $116.22            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAJ9332 | 2042-01-01      | 4.0000%  | 0.0000% | $2577.81           | $2553.48           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAK9808 | 2042-04-01      | 4.0000%  | 0.0000% | $3894.58           | $3835.10           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL0095 | 2038-07-01      | 6.0000%  | 0.0000% | $3380.11           | $3584.53           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL0909 | 2040-06-01      | 5.5000%  | 0.0000% | $14510.09          | $15101.61          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAL1064 | 2039-10-01      | 6.5000%  | 0.0000% | $7345.90           | $7826.58           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL1319 | 2041-10-01      | 4.5000%  | 0.0000% | $275916.27         | $278679.57         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL1379 | 2026-10-01      | 4.5000%  | 0.0000% | $73.84             | $74.24             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL2118 | 2042-05-01      | 4.0000%  | 0.0000% | $8815.94           | $8703.10           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL2088 | 2026-09-01      | 4.0000%  | 0.0000% | $46.80             | $46.82             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAL4324 | 2040-05-01      | 6.5000%  | 0.0000% | $46668.32          | $49721.46          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL4502 | 2028-11-01      | 4.0000%  | 0.0000% | $2395.17           | $2402.36           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTAL4778 | 2032-10-01      | 4.0000%  | 0.0000% | $10370.37          | $10344.12          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL5084 | 2044-03-01      | 4.5000%  | 0.0000% | $234226.22         | $235635.09         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTAL5145 | 2033-10-01      | 4.0000%  | 0.0000% | $21264.95          | $21081.69          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL5521 | 2040-01-01      | 4.5000%  | 0.0000% | $5456.79           | $5458.66           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL6031 | 2044-10-01      | 4.0000%  | 0.0000% | $15273.86          | $15013.94          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL6307 | 2045-02-01      | 4.5000%  | 0.0000% | $3017.17           | $3035.32           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL6853 | 2029-11-01      | 3.5000%  | 0.0000% | $2614.90           | $2597.09           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL7299 | 2027-08-01      | 4.0000%  | 0.0000% | $54.47             | $54.39             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL9153 | 2046-09-01      | 3.5000%  | 0.0000% | $8858.86           | $8521.86           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL9421 | 2031-03-01      | 4.0000%  | 0.0000% | $505999.13         | $506749.13         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL9903 | 2044-05-01      | 5.5000%  | 0.0000% | $8429.28           | $8832.03           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAL8153 | 2031-03-01      | 3.0000%  | 0.0000% | $2700.04           | $2656.96           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL8832 | 2042-10-01      | 4.5000%  | 0.0000% | $27848.78          | $28121.84          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAO0800 | 2027-04-01      | 3.0000%  | 0.0000% | $685.52            | $682.11            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAO2671 | 2042-07-01      | 4.0000%  | 0.0000% | $62428.86          | $61552.50          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAO8700 | 2042-07-01      | 4.0000%  | 0.0000% | $143086.10         | $141018.68         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6591 | 2050-08-01      | 2.5000%  | 0.0000% | $111521.22         | $97370.39          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8021 | 2050-12-01      | 2.5000%  | 0.0000% | $834438.35         | $723440.43         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8022 | 2050-12-01      | 2.5000%  | 0.0000% | $2471716.48        | $2136993.89        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7278 | 2050-10-01      | 2.5000%  | 0.0000% | $374271.04         | $320384.95         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7528 | 2050-10-01      | 2.5000%  | 0.0000% | $833569.22         | $713463.48         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7599 | 2050-11-01      | 2.5000%  | 0.0000% | $11816.83          | $10318.14          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8251 | 2050-12-01      | 2.5000%  | 0.0000% | $105663.28         | $90952.93          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1680 | 2051-09-01      | 3.0000%  | 0.0000% | $2050.84           | $1851.07           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1131 | 2051-07-01      | 2.5000%  | 0.0000% | $242465.32         | $209326.10         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1279 | 2051-08-01      | 2.5000%  | 0.0000% | $239632.74         | $207103.53         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2281 | 2051-12-01      | 2.0000%  | 0.0000% | $22198.77          | $18365.95          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2283 | 2051-12-01      | 2.0000%  | 0.0000% | $2384.29           | $1942.12           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2545 | 2052-01-01      | 3.0000%  | 0.0000% | $2296.49           | $2045.24           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2855 | 2052-02-01      | 2.5000%  | 0.0000% | $24900.85          | $21726.09          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3103 | 2052-03-01      | 2.5000%  | 0.0000% | $211628.44         | $184648.33         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4393 | 2052-08-01      | 4.5000%  | 0.0000% | $61635.15          | $61151.62          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4418 | 2052-08-01      | 5.5000%  | 0.0000% | $392974.61         | $401197.82         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB3641 | 2052-05-01      | 4.5000%  | 0.0000% | $25751144.87       | $25650998.66       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4283 | 2052-08-01      | 5.0000%  | 0.0000% | $18597.45          | $18813.51          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5392 | 2052-12-01      | 6.0000%  | 0.0000% | $16208.46          | $16928.01          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4573 | 2052-09-01      | 5.0000%  | 0.0000% | $389516.38         | $392817.44         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3998 | 2050-04-01      | 4.5000%  | 0.0000% | $24470.48          | $24271.41          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4020 | 2050-05-01      | 3.0000%  | 0.0000% | $2779385.68        | $2500993.15        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4055 | 2050-06-01      | 2.5000%  | 0.0000% | $581062.24         | $501307.90         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4097 | 2050-08-01      | 3.0000%  | 0.0000% | $13579902.71       | $12211274.85       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4120 | 2050-09-01      | 2.5000%  | 0.0000% | $211232.76         | $182064.45         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4160 | 2050-10-01      | 3.0000%  | 0.0000% | $2220685.54        | $1983126.97        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4182 | 2050-11-01      | 2.0000%  | 0.0000% | $27723336.64       | $22774197.38       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4238 | 2051-01-01      | 2.5000%  | 0.0000% | $2803917.71        | $2410791.31        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4211 | 2050-12-01      | 3.0000%  | 0.0000% | $2917.16           | $2619.53           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CNMA4240 | 2030-12-01      | 3.0000%  | 0.0000% | $95543.83          | $93904.55          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4305 | 2051-04-01      | 2.0000%  | 0.0000% | $2114.89           | $1734.69           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4306 | 2051-04-01      | 2.5000%  | 0.0000% | $1112666.91        | $957687.86         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4326 | 2051-05-01      | 2.5000%  | 0.0000% | $1284997.44        | $1105603.95        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4327 | 2051-05-01      | 3.0000%  | 0.0000% | $2600771.75        | $2331164.48        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  | 0.0000% | $15553816.33       | $13380028.79       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5295 | 2054-03-01      | 6.0000%  | 0.0000% | $9363.35           | $9648.50           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5296 | 2054-03-01      | 5.5000%  | 0.0000% | $1560.87           | $1591.94           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5311 | 2039-03-01      | 5.0000%  | 0.0000% | $10884.07          | $11060.05          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5319 | 2039-03-01      | 4.5000%  | 0.0000% | $21965.25          | $22085.51          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5328 | 2054-04-01      | 6.0000%  | 0.0000% | $4115.51           | $4242.44           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5352 | 2054-05-01      | 5.0000%  | 0.0000% | $1166822.28        | $1172908.17        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4562 | 2052-03-01      | 2.0000%  | 0.0000% | $74043.09          | $60442.64          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4583 | 2037-04-01      | 2.5000%  | 0.0000% | $14459.85          | $13693.39          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  | 0.0000% | $17221.07          | $15358.53          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4655 | 2052-07-01      | 4.0000%  | 0.0000% | $548775.35         | $527696.46         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4684 | 2052-06-01      | 4.5000%  | 0.0000% | $8036.94           | $7947.12           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4701 | 2052-08-01      | 4.5000%  | 0.0000% | $298610.77         | $295273.80         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  | 0.0000% | $5172509.45        | $5219878.15        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4786 | 2052-10-01      | 5.5000%  | 0.0000% | $116435.42         | $119105.35         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4806 | 2052-11-01      | 5.0000%  | 0.0000% | $133798.45         | $134968.89         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA4849 | 2037-11-01      | 4.5000%  | 0.0000% | $24345.03          | $24496.82          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4832 | 2037-12-01      | 3.5000%  | 0.0000% | $4388.85           | $4275.07           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4838 | 2052-12-01      | 3.5000%  | 0.0000% | $12481.92          | $11620.49          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTMA4935 | 2043-02-01      | 6.0000%  | 0.0000% | $138087.80         | $142612.01         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  | 0.0000% | $890942.21         | $898553.33         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5008 | 2053-05-01      | 4.5000%  | 0.0000% | $398167.14         | $393076.57         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5009 | 2053-05-01      | 5.0000%  | 0.0000% | $276463.01         | $278824.77         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA4980 | 2053-04-01      | 6.0000%  | 0.0000% | $30086.28          | $31183.63          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA4994 | 2038-04-01      | 4.0000%  | 0.0000% | $2491.98           | $2472.80           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5040 | 2053-06-01      | 6.0000%  | 0.0000% | $6026990.67        | $6237593.82        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5026 | 2053-04-01      | 3.5000%  | 0.0000% | $3385.78           | $3152.11           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  | 0.0000% | $7867315.42        | $7932510.12        | Agency Mortgage-Backed Securities |
| GNII SF MB0024 M     | 2054-11-20      | 4.5000%  | 0.0000% | $6033641.18        | $5932638.02        | Agency Mortgage-Backed Securities |
| GNII SF MB0259 M     | 2055-03-20      | 5.5000%  | 0.0000% | $113641.31         | $115748.96         | Agency Mortgage-Backed Securities |
| GNII SF MB0366 M     | 2055-05-20      | 5.5000%  | 0.0000% | $27418439.73       | $27884541.03       | Agency Mortgage-Backed Securities |
| GNII SF 003545 M     | 2034-04-20      | 6.0000%  | 0.0000% | $1083.04           | $1133.07           | Agency Mortgage-Backed Securities |
| GNII SF 003160 M     | 2031-11-20      | 6.0000%  | 0.0000% | $287.96            | $301.46            | Agency Mortgage-Backed Securities |
| GNII SF 003187 M     | 2032-01-20      | 6.0000%  | 0.0000% | $197.54            | $207.27            | Agency Mortgage-Backed Securities |
| GNII SF 003831 M     | 2036-03-20      | 6.0000%  | 0.0000% | $515.15            | $545.02            | Agency Mortgage-Backed Securities |
| GNII SF 003879 M     | 2036-07-20      | 6.0000%  | 0.0000% | $19910.53          | $21170.94          | Agency Mortgage-Backed Securities |
| GNII SF 004049 M     | 2037-11-20      | 6.0000%  | 0.0000% | $97.19             | $103.13            | Agency Mortgage-Backed Securities |
| 5.10 FHOR 28-43 AJ   | 2043-01-26      | 5.1000%  | 0.0000% | $5430000.00        | $5412263.81        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZI0512 | 2033-08-01      | 4.5000%  | 0.0000% | $252.06            | $253.36            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI2237 | 2034-07-01      | 5.5000%  | 0.0000% | $1872.08           | $1908.55           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI6464 | 2037-08-01      | 6.0000%  | 0.0000% | $2342.79           | $2425.16           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI9078 | 2039-08-01      | 5.5000%  | 0.0000% | $12429.48          | $12973.52          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZJ0914 | 2040-12-01      | 4.0000%  | 0.0000% | $12753.64          | $12595.66          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZJ1241 | 2041-02-01      | 4.0000%  | 0.0000% | $18903.32          | $18653.60          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0577 | 2029-02-01      | 6.5000%  | 0.0000% | $61.67             | $64.09             | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZA2369 | 2035-02-01      | 3.5000%  | 0.0000% | $3797.27           | $3717.18           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIZA2867 | 2028-03-01      | 2.0000%  | 0.0000% | $21319.88          | $20965.52          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZA4193 | 2043-04-01      | 3.0000%  | 0.0000% | $364807.86         | $338676.91         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS0875 | 2035-06-01      | 5.5000%  | 0.0000% | $151754.82         | $158819.09         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2059 | 2038-04-01      | 5.5000%  | 0.0000% | $160.04            | $167.67            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS2283 | 2036-06-01      | 6.0000%  | 0.0000% | $9792.27           | $10307.48          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR1270 | 2043-01-01      | 3.0000%  | 0.0000% | $9956.79           | $9220.32           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR3682 | 2043-01-01      | 3.0000%  | 0.0000% | $10921.10          | $10139.72          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAR9188 | 2043-03-01      | 2.5000%  | 0.0000% | $2196.79           | $1975.05           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS1131 | 2043-11-01      | 4.5000%  | 0.0000% | $295.94            | $297.72            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6191 | 2045-11-01      | 3.5000%  | 0.0000% | $8892.95           | $8459.92           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS6234 | 2045-11-01      | 4.5000%  | 0.0000% | $11487.19          | $11604.89          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS7252 | 2046-05-01      | 4.5000%  | 0.0000% | $431.68            | $434.28            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAS7638 | 2031-07-01      | 2.5000%  | 0.0000% | $22637.49          | $21971.58          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  | 0.0000% | $140521.05         | $128253.09         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8276 | 2046-11-01      | 3.0000%  | 0.0000% | $3461.64           | $3158.53           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAS8703 | 2032-02-01      | 2.5000%  | 0.0000% | $45179.96          | $43810.09          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAT2720 | 2043-05-01      | 3.0000%  | 0.0000% | $103264.65         | $95963.49          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAV0692 | 2043-12-01      | 4.0000%  | 0.0000% | $11933.69          | $11702.16          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAY5652 | 2030-06-01      | 3.0000%  | 0.0000% | $2070.13           | $2038.63           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAY8351 | 2045-05-01      | 4.0000%  | 0.0000% | $473.44            | $461.08            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4820 | 2052-10-01      | 4.5000%  | 0.0000% | $445685.29         | $440934.28         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6033 | 2053-04-01      | 6.0000%  | 0.0000% | $377847.32         | $392065.84         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6110 | 2053-04-01      | 6.5000%  | 0.0000% | $57160.38          | $59862.58          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7120 | 2053-09-01      | 6.0000%  | 0.0000% | $288462.88         | $297409.08         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7122 | 2053-09-01      | 6.0000%  | 0.0000% | $21937975.07       | $22665445.63       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6320 | 2053-05-01      | 5.5000%  | 0.0000% | $2541157.92        | $2596017.85        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6484 | 2053-06-01      | 5.5000%  | 0.0000% | $274879.21         | $281451.72         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6762 | 2053-07-01      | 6.0000%  | 0.0000% | $18197.16          | $18841.76          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6780 | 2053-07-01      | 5.0000%  | 0.0000% | $246290.21         | $248394.21         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB7968 | 2054-02-01      | 5.0000%  | 0.0000% | $3045809.69        | $3063468.62        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8887 | 2054-07-01      | 7.0000%  | 0.0000% | $15318715.31       | $16379687.83       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8947 | 2054-07-01      | 6.0000%  | 0.0000% | $26192.86          | $27080.80          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8331 | 2054-04-01      | 5.5000%  | 0.0000% | $532602.86         | $543979.56         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8485 | 2054-05-01      | 5.5000%  | 0.0000% | $233313.46         | $239008.78         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5073 | 2053-07-01      | 6.0000%  | 0.0000% | $11677709.85       | $12077348.32       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA5062 | 2053-06-01      | 3.0000%  | 0.0000% | $3473.91           | $3094.41           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5089 | 2053-07-01      | 4.0000%  | 0.0000% | $8140899.01        | $7821777.58        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5093 | 2038-07-01      | 5.0000%  | 0.0000% | $50259.13          | $51094.08          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5137 | 2053-09-01      | 5.0000%  | 0.0000% | $41626.73          | $41939.67          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5139 | 2053-09-01      | 6.0000%  | 0.0000% | $396622.36         | $410036.65         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5109 | 2053-08-01      | 6.5000%  | 0.0000% | $19533.01          | $20304.21          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5164 | 2053-10-01      | 5.0000%  | 0.0000% | $44123.24          | $44443.48          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5166 | 2053-10-01      | 6.0000%  | 0.0000% | $3545454.91        | $3663991.28        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5148 | 2038-09-01      | 5.0000%  | 0.0000% | $98842.88          | $100485.14         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5149 | 2038-09-01      | 5.5000%  | 0.0000% | $22127.93          | $22728.25          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5163 | 2053-10-01      | 4.5000%  | 0.0000% | $12342.51          | $12173.44          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5201 | 2038-11-01      | 5.5000%  | 0.0000% | $283438.55         | $291243.75         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTMA5205 | 2043-11-01      | 6.0000%  | 0.0000% | $263905.19         | $272311.45         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5215 | 2053-12-01      | 5.5000%  | 0.0000% | $9606.56           | $9808.78           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5216 | 2053-12-01      | 6.0000%  | 0.0000% | $12038788.68       | $12436301.45       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5262 | 2053-12-01      | 3.5000%  | 0.0000% | $907.02            | $844.43            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5266 | 2039-02-01      | 5.0000%  | 0.0000% | $7186.51           | $7305.93           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5246 | 2054-01-01      | 5.5000%  | 0.0000% | $5364576.84        | $5477504.17        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5247 | 2054-01-01      | 6.0000%  | 0.0000% | $5911867.48        | $6102338.00        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA5428 | 2044-07-01      | 5.0000%  | 0.0000% | $713502.95         | $733008.53         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5506 | 2039-10-01      | 4.5000%  | 0.0000% | $15942.11          | $16029.40          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  | 0.0000% | $3537126.38        | $3555575.25        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5557 | 2039-12-01      | 4.5000%  | 0.0000% | $13138.63          | $13208.94          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5529 | 2054-11-01      | 4.5000%  | 0.0000% | $1863.76           | $1837.35           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5530 | 2054-11-01      | 5.0000%  | 0.0000% | $3535782.72        | $3554295.30        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5584 | 2055-01-01      | 4.5000%  | 0.0000% | $330344.10         | $325663.46         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA5597 | 2045-01-01      | 5.0000%  | 0.0000% | $54383.57          | $55159.77          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5643 | 2055-03-01      | 4.0000%  | 0.0000% | $27751.14          | $26633.11          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5646 | 2055-03-01      | 5.5000%  | 0.0000% | $267968.75         | $273188.39         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5745 | 2040-06-01      | 5.0000%  | 0.0000% | $1724.70           | $1752.59           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5761 | 2055-07-01      | 6.0000%  | 0.0000% | $308790.66         | $317626.19         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5822 | 2055-09-01      | 5.5000%  | 0.0000% | $16800018.82       | $17127258.93       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5878 | 2055-11-01      | 5.0000%  | 0.0000% | $3622610.54        | $3641505.27        | Agency Mortgage-Backed Securities |
| GNII JM 004239 M     | 2038-09-20      | 6.0000%  | 0.0000% | $289.92            | $296.44            | Agency Mortgage-Backed Securities |
| GNII JM 004311 M     | 2038-12-20      | 6.5000%  | 0.0000% | $49.58             | $49.76             | Agency Mortgage-Backed Securities |
| GNII SF 004749 M     | 2040-07-20      | 6.0000%  | 0.0000% | $11999.06          | $12716.85          | Agency Mortgage-Backed Securities |
| GNMI SF 682229 X     | 2049-07-15      | 4.0000%  | 0.0000% | $111264.37         | $106792.90         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5301 | 2054-04-01      | 6.0000%  | 0.0000% | $195742.09         | $203461.83         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD7540 | 2051-05-01      | 2.5000%  | 0.0000% | $763011.31         | $664215.76         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8148 | 2051-05-01      | 3.0000%  | 0.0000% | $14584.40          | $13055.61          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8152 | 2051-06-01      | 3.0000%  | 0.0000% | $139855.96         | $125180.41         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  | 0.0000% | $6094912.71        | $6147918.81        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB8491 | 2054-07-01      | 5.5000%  | 0.0000% | $991333.24         | $1012706.94        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC6402 | 2054-11-01      | 5.0000%  | 0.0000% | $586262.09         | $590751.55         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8175 | 2055-03-01      | 5.5000%  | 0.0000% | $6068075.59        | $6186272.94        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD9771 | 2055-09-01      | 5.5000%  | 0.0000% | $3237735.34        | $3321325.75        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD9761 | 2055-08-01      | 6.0000%  | 0.0000% | $10213161.82       | $10510623.56       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3254 | 2055-10-01      | 5.5000%  | 0.0000% | $2992513.80        | $3086112.32        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1148 | 2048-12-01      | 3.5000%  | 0.0000% | $678.11            | $639.83            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM1147 | 2049-05-01      | 5.0000%  | 0.0000% | $219.54            | $224.25            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM1198 | 2049-07-01      | 3.0000%  | 0.0000% | $393150.84         | $356337.64         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM1266 | 2049-07-01      | 5.0000%  | 0.0000% | $571662.80         | $584895.52         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM1942 | 2048-07-01      | 4.5000%  | 0.0000% | $343618.00         | $344200.43         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3522 | 2035-02-01      | 3.0000%  | 0.0000% | $1128.21           | $1107.47           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFM2876 | 2033-09-01      | 4.5000%  | 0.0000% | $86.00             | $86.98             | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4264 | 2050-09-01      | 2.5000%  | 0.0000% | $1685394.97        | $1440461.39        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFM4537 | 2034-06-01      | 4.0000%  | 0.0000% | $10882.38          | $10911.29          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4931 | 2050-11-01      | 2.5000%  | 0.0000% | $10561290.66       | $9019890.24        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM5007 | 2047-05-01      | 4.5000%  | 0.0000% | $19518.78          | $19826.89          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM5137 | 2050-05-01      | 5.0000%  | 0.0000% | $93661.23          | $95879.48          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM5169 | 2050-11-01      | 3.0000%  | 0.0000% | $937.24            | $841.33            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM5425 | 2049-06-01      | 3.5000%  | 0.0000% | $3490.75           | $3290.76           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM5608 | 2051-01-01      | 2.5000%  | 0.0000% | $3430888.38        | $2929817.05        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM5888 | 2044-07-01      | 5.0000%  | 0.0000% | $22550.32          | $23004.88          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM5891 | 2048-01-01      | 3.5000%  | 0.0000% | $15612.90          | $14929.82          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6619 | 2036-03-01      | 2.0000%  | 0.0000% | $4127.82           | $3827.21           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7031 | 2051-01-01      | 4.0000%  | 0.0000% | $98701.02          | $96132.94          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7973 | 2050-05-01      | 4.0000%  | 0.0000% | $292972.93         | $284354.32         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8021 | 2051-07-01      | 3.0000%  | 0.0000% | $11163.21          | $9993.12           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8095 | 2049-02-01      | 3.0000%  | 0.0000% | $13475818.42       | $12271857.36       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7261 | 2036-05-01      | 2.0000%  | 0.0000% | $1376.92           | $1274.94           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL0215 | 2055-01-01      | 5.5000%  | 0.0000% | $9653807.89        | $9995461.52        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3830 | 2055-12-01      | 5.5000%  | 0.0000% | $7389669.99        | $7580224.13        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ0194 | 2053-11-01      | 6.0000%  | 0.0000% | $755410.28         | $782320.51         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD4365 | 2053-09-01      | 5.5000%  | 0.0000% | $316500.01         | $324734.89         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5117 | 2055-07-01      | 6.0000%  | 0.0000% | $446746.92         | $459787.61         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF2835 | 2055-10-01      | 6.0000%  | 0.0000% | $2173839.18        | $2237348.61        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAZ9177 | 2045-09-01      | 4.0000%  | 0.0000% | $15756.11          | $15422.91          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBA6884 | 2046-01-01      | 4.5000%  | 0.0000% | $149.31            | $149.58            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC4745 | 2046-10-01      | 3.0000%  | 0.0000% | $1534.53           | $1409.36           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBE2369 | 2047-03-01      | 4.0000%  | 0.0000% | $630606.87         | $609373.85         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3631 | 2047-05-01      | 4.5000%  | 0.0000% | $243529.08         | $243941.86         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  | 0.0000% | $23010.23          | $21565.38          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7756 | 2036-06-01      | 2.0000%  | 0.0000% | $4912.12           | $4555.75           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8159 | 2051-07-01      | 2.5000%  | 0.0000% | $1178323.48        | $1029305.49        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8320 | 2051-08-01      | 2.5000%  | 0.0000% | $1529098.48        | $1308362.24        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFM8426 | 2044-05-01      | 5.5000%  | 0.0000% | $11780.34          | $12339.39          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9048 | 2051-10-01      | 3.0000%  | 0.0000% | $255518.48         | $231230.34         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM9079 | 2051-10-01      | 2.0000%  | 0.0000% | $2602745.21        | $2160827.99        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM9645 | 2049-11-01      | 4.5000%  | 0.0000% | $1376300.02        | $1378632.85        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM9704 | 2051-12-01      | 2.0000%  | 0.0000% | $94388.67          | $77999.13          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFS0833 | 2038-06-01      | 3.0000%  | 0.0000% | $3409.04           | $3317.77           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0408 | 2052-01-01      | 3.0000%  | 0.0000% | $673036.97         | $610967.26         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFS0527 | 2034-10-01      | 4.0000%  | 0.0000% | $13694.85          | $13700.39          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0649 | 2051-12-01      | 2.5000%  | 0.0000% | $1096148.46        | $942778.53         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1289 | 2052-03-01      | 3.0000%  | 0.0000% | $140682.98         | $128379.64         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1579 | 2049-05-01      | 4.0000%  | 0.0000% | $19669.93          | $19214.61          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2587 | 2052-08-01      | 4.5000%  | 0.0000% | $11387.21          | $11291.27          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2409 | 2052-07-01      | 5.0000%  | 0.0000% | $136922.83         | $139969.06         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTFS2490 | 2038-10-01      | 5.5000%  | 0.0000% | $2362.84           | $2408.86           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2982 | 2052-09-01      | 5.0000%  | 0.0000% | $2561410.71        | $2588153.83        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS3223 | 2050-08-01      | 4.0000%  | 0.0000% | $265194.94         | $259111.96         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS3312 | 2037-03-01      | 2.0000%  | 0.0000% | $625.39            | $580.43            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3628 | 2052-11-01      | 5.5000%  | 0.0000% | $30764.66          | $32225.01          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3813 | 2052-11-01      | 4.5000%  | 0.0000% | $211138.35         | $208692.10         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS3852 | 2052-05-01      | 3.0000%  | 0.0000% | $806.72            | $719.29            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3925 | 2053-03-01      | 5.5000%  | 0.0000% | $74295.88          | $76845.68          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRQ0012 | 2055-06-01      | 5.0000%  | 0.0000% | $13550.93          | $13621.61          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIRR0053 | 2041-01-01      | 4.5000%  | 0.0000% | $4940598.45        | $4967035.59        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD2128 | 2051-11-01      | 2.5000%  | 0.0000% | $1242360.85        | $1066579.08        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD5622 | 2052-02-01      | 2.5000%  | 0.0000% | $7882.97           | $6842.77           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG1193 | 2053-04-01      | 5.5000%  | 0.0000% | $204712.46         | $209017.26         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBE3695 | 2047-06-01      | 3.5000%  | 0.0000% | $718.51            | $680.15            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBE9612 | 2047-06-01      | 3.5000%  | 0.0000% | $14693.65          | $13866.03          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ9169 | 2048-05-01      | 4.0000%  | 0.0000% | $171713.57         | $167688.98         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ9252 | 2048-06-01      | 4.0000%  | 0.0000% | $23260.02          | $22712.51          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK4770 | 2048-08-01      | 4.5000%  | 0.0000% | $374453.43         | $373335.69         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM3570 | 2046-03-01      | 4.5000%  | 0.0000% | $2000.68           | $2018.87           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM3053 | 2046-07-01      | 4.5000%  | 0.0000% | $95172.49          | $96147.34          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM3286 | 2047-11-01      | 4.5000%  | 0.0000% | $171747.73         | $173152.63         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM3788 | 2048-03-01      | 3.5000%  | 0.0000% | $2179.71           | $2063.98           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBM4123 | 2030-03-01      | 3.0000%  | 0.0000% | $35708.79          | $35292.66          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBM4912 | 2039-07-01      | 6.0000%  | 0.0000% | $265670.45         | $281331.55         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBM5024 | 2048-11-01      | 3.0000%  | 0.0000% | $1045950.36        | $949851.23         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM5984 | 2049-05-01      | 5.0000%  | 0.0000% | $207135.65         | $211760.53         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO1907 | 2049-08-01      | 3.0000%  | 0.0000% | $823109.76         | $754686.02         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO4708 | 2049-11-01      | 3.0000%  | 0.0000% | $17569.78          | $15848.39          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3930 | 2053-02-01      | 5.5000%  | 0.0000% | $371853.20         | $384879.42         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3978 | 2053-01-01      | 5.0000%  | 0.0000% | $80276.45          | $81067.00          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4039 | 2053-02-01      | 5.5000%  | 0.0000% | $820301.40         | $844361.30         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4104 | 2053-03-01      | 6.0000%  | 0.0000% | $126225.91         | $130638.69         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFS4542 | 2042-09-01      | 3.5000%  | 0.0000% | $23529.12          | $22803.64          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS4721 | 2052-02-01      | 2.5000%  | 0.0000% | $33416720.91       | $29190872.09       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4840 | 2053-05-01      | 5.5000%  | 0.0000% | $844826.20         | $861282.20         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4933 | 2053-06-01      | 6.0000%  | 0.0000% | $70284.84          | $72741.88          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5206 | 2053-07-01      | 6.0000%  | 0.0000% | $131872.51         | $136425.18         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5209 | 2053-07-01      | 6.0000%  | 0.0000% | $12180.51          | $12679.31          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5413 | 2053-07-01      | 5.0000%  | 0.0000% | $120399.89         | $121584.48         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFS5534 | 2053-09-01      | 7.0000%  | 0.0000% | $746481.08         | $801480.97         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5589 | 2053-07-01      | 5.5000%  | 0.0000% | $26765.96          | $27596.53          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5632 | 2053-09-01      | 5.5000%  | 0.0000% | $309351.46         | $320066.64         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS5930 | 2053-07-01      | 4.5000%  | 0.0000% | $17725.90          | $17571.06          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5996 | 2053-10-01      | 6.0000%  | 0.0000% | $63104.71          | $65365.33          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6107 | 2053-11-01      | 5.5000%  | 0.0000% | $12575.92          | $13001.37          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7131 | 2054-02-01      | 5.0000%  | 0.0000% | $14621.70          | $14796.54          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS6672 | 2053-12-01      | 6.0000%  | 0.0000% | $7039317.21        | $7302188.78        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6786 | 2054-02-01      | 5.5000%  | 0.0000% | $7398907.05        | $7558061.65        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS6888 | 2050-11-01      | 2.5000%  | 0.0000% | $32202.38          | $28166.26          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  | 0.0000% | $870.07            | $775.34            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS7065 | 2053-03-01      | 3.0000%  | 0.0000% | $160374.42         | $143071.09         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  | 0.0000% | $566443.62         | $570990.90         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS7624 | 2054-03-01      | 6.5000%  | 0.0000% | $659.31            | $688.29            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS7940 | 2053-09-01      | 4.5000%  | 0.0000% | $321271.06         | $321699.95         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFS8924 | 2038-11-01      | 5.5000%  | 0.0000% | $5186.61           | $5362.88           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8970 | 2054-09-01      | 5.5000%  | 0.0000% | $14443.25          | $14883.87          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8644 | 2054-05-01      | 5.5000%  | 0.0000% | $15227786.61       | $15628544.74       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS8686 | 2053-07-01      | 2.5000%  | 0.0000% | $49854.07          | $42863.47          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS8849 | 2052-07-01      | 3.0000%  | 0.0000% | $140267.66         | $125325.88         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS9860 | 2052-06-01      | 2.0000%  | 0.0000% | $1861.19           | $1516.03           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS9878 | 2053-04-01      | 5.0000%  | 0.0000% | $1617432.03        | $1635231.51        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS9376 | 2052-06-01      | 3.0000%  | 0.0000% | $11534986.76       | $10412121.16       | Agency Mortgage-Backed Securities |
| GNII JM MA0843 M     | 2043-03-20      | 2.5000%  | 0.0000% | $116084.70         | $100659.82         | Agency Mortgage-Backed Securities |
| GNII SF MA4724 M     | 2047-09-20      | 6.0000%  | 0.0000% | $9658.77           | $10250.12          | Agency Mortgage-Backed Securities |
| GNII SF MA4838 M     | 2047-11-20      | 4.0000%  | 0.0000% | $71188.11          | $69024.86          | Agency Mortgage-Backed Securities |
| GNII SF MA5024 M     | 2048-02-20      | 6.0000%  | 0.0000% | $53471.97          | $56686.34          | Agency Mortgage-Backed Securities |
| GNII JM MA5048 M     | 2033-03-20      | 3.5000%  | 0.0000% | $81689.02          | $80482.18          | Agency Mortgage-Backed Securities |
| GNII SF MA5081 M     | 2048-03-20      | 5.5000%  | 0.0000% | $2278.89           | $2370.35           | Agency Mortgage-Backed Securities |
| GNII JM MA6273 M     | 2049-11-20      | 2.5000%  | 0.0000% | $206995.35         | $178154.46         | Agency Mortgage-Backed Securities |
| GNII SF MA5652 M     | 2048-12-20      | 4.5000%  | 0.0000% | $233.83            | $233.80            | Agency Mortgage-Backed Securities |
| GNII SF MA5762 M     | 2049-02-20      | 3.5000%  | 0.0000% | $15095.92          | $14193.17          | Agency Mortgage-Backed Securities |
| GNII SF MA6095 M     | 2049-08-20      | 6.0000%  | 0.0000% | $63938.83          | $67782.92          | Agency Mortgage-Backed Securities |
| GNII JM MA6328 M     | 2049-12-20      | 2.5000%  | 0.0000% | $554382.86         | $475080.55         | Agency Mortgage-Backed Securities |
| GNII JM MA6530 M     | 2050-03-20      | 2.5000%  | 0.0000% | $329830.20         | $282647.95         | Agency Mortgage-Backed Securities |
| GNII SF MA6772 M     | 2050-07-20      | 6.0000%  | 0.0000% | $28617.22          | $30338.04          | Agency Mortgage-Backed Securities |
| GNII SF MA6930 M     | 2050-10-20      | 2.0000%  | 0.0000% | $143638068.48      | $119864691.40      | Agency Mortgage-Backed Securities |
| GNAR AF MA7998 M     | 2052-04-20      | 2.0000%  | 0.0000% | $4846005.50        | $4653038.10        | Agency Mortgage-Backed Securities |
| GNII SF MA8046 M     | 2052-05-20      | 4.5000%  | 0.0000% | $335992.37         | $332690.57         | Agency Mortgage-Backed Securities |
| GNII SF MA7938 M     | 2052-03-20      | 3.5000%  | 0.0000% | $12389701.85       | $11560328.32       | Agency Mortgage-Backed Securities |
| GNII SF MA8878 M     | 2053-05-20      | 5.0000%  | 0.0000% | $7980903.80        | $8055715.02        | Agency Mortgage-Backed Securities |
| GNII SF MA8879 M     | 2053-05-20      | 5.5000%  | 0.0000% | $10723100.55       | $10990808.72       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA5155 | 2051-05-01      | 2.0000%  | 0.0000% | $24399.39          | $19874.42          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA6649 | 2052-01-01      | 2.0000%  | 0.0000% | $11356.57          | $9272.29           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ1226 | 2050-09-01      | 2.0000%  | 0.0000% | $3728.64           | $3068.00           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR2217 | 2051-08-01      | 2.5000%  | 0.0000% | $832818.53         | $726712.36         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR4749 | 2051-03-01      | 2.0000%  | 0.0000% | $13833.74          | $11425.51          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR7230 | 2051-04-01      | 2.5000%  | 0.0000% | $2361628.44        | $2054413.38        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBT0101 | 2036-05-01      | 2.0000%  | 0.0000% | $8095.12           | $7518.51           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU1350 | 2052-02-01      | 3.0000%  | 0.0000% | $801419.75         | $714455.02         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV0492 | 2052-01-01      | 3.0000%  | 0.0000% | $15091.81          | $13551.64          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV0919 | 2052-05-01      | 3.0000%  | 0.0000% | $59969.65          | $53442.12          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV8459 | 2052-04-01      | 3.0000%  | 0.0000% | $159728.03         | $142473.36         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0603 | 2055-06-01      | 6.5000%  | 0.0000% | $89813.09          | $93573.84          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0730 | 2055-07-01      | 6.0000%  | 0.0000% | $684080.83         | $705043.35         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL888021 | 2036-12-01      | 6.0000%  | 0.0000% | $127.89            | $135.61            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL888024 | 2035-06-01      | 6.5000%  | 0.0000% | $16227.50          | $16863.39          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL888657 | 2035-02-01      | 5.5000%  | 0.0000% | $6453.77           | $6629.97           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL888832 | 2037-11-01      | 6.5000%  | 0.0000% | $12421.42          | $13234.31          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL889633 | 2037-08-01      | 5.5000%  | 0.0000% | $136.94            | $143.51            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL889992 | 2038-06-01      | 5.5000%  | 0.0000% | $132999.92         | $139246.46         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL890365 | 2041-07-01      | 5.5000%  | 0.0000% | $8556.52           | $8949.25           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CI890611 | 2027-01-01      | 4.5000%  | 0.0000% | $3.13              | $3.15              | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL890737 | 2046-03-01      | 5.5000%  | 0.0000% | $9675.34           | $10136.64          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL909175 | 2038-04-01      | 5.5000%  | 0.0000% | $7872.54           | $8217.17           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL912497 | 2037-03-01      | 6.0000%  | 0.0000% | $11956.72          | $12698.89          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL929155 | 2038-01-01      | 5.5000%  | 0.0000% | $8777.23           | $9165.06           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL930071 | 2038-10-01      | 6.0000%  | 0.0000% | $116.45            | $123.21            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL930924 | 2039-04-01      | 4.5000%  | 0.0000% | $20408.32          | $20618.83          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL940624 | 2037-08-01      | 6.0000%  | 0.0000% | $4286.04           | $4545.47           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL942040 | 2037-07-01      | 6.0000%  | 0.0000% | $16632.50          | $17639.60          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL943617 | 2037-08-01      | 6.0000%  | 0.0000% | $13825.09          | $14509.55          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL944145 | 2037-08-01      | 6.0000%  | 0.0000% | $5198.88           | $5398.79           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL945877 | 2037-08-01      | 6.0000%  | 0.0000% | $2690.51           | $2853.39           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL953582 | 2037-12-01      | 6.0000%  | 0.0000% | $2376.33           | $2512.76           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL959983 | 2037-11-01      | 6.0000%  | 0.0000% | $9.21              | $9.76              | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL971036 | 2039-02-01      | 4.5000%  | 0.0000% | $1392.00           | $1406.36           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL975376 | 2038-06-01      | 5.5000%  | 0.0000% | $176457.19         | $184430.50         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL985615 | 2034-04-01      | 5.5000%  | 0.0000% | $130.12            | $133.59            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL985661 | 2038-06-01      | 5.5000%  | 0.0000% | $10874.77          | $11343.46          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL994637 | 2038-11-01      | 5.5000%  | 0.0000% | $10361.74          | $10815.17          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995050 | 2037-09-01      | 6.0000%  | 0.0000% | $150.19            | $159.27            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL995024 | 2037-08-01      | 5.5000%  | 0.0000% | $26806.68          | $28079.47          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL995072 | 2038-08-01      | 5.5000%  | 0.0000% | $20828.03          | $21761.77          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL995112 | 2036-07-01      | 5.5000%  | 0.0000% | $23108.28          | $23840.94          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL995240 | 2037-08-01      | 4.5000%  | 0.0000% | $2150.01           | $2172.15           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL995672 | 2039-04-01      | 4.5000%  | 0.0000% | $2881.94           | $2911.67           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995876 | 2038-11-01      | 6.0000%  | 0.0000% | $206.36            | $218.83            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAA4463 | 2039-04-01      | 4.5000%  | 0.0000% | $86.10             | $86.99             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAB0299 | 2037-02-01      | 6.0000%  | 0.0000% | $5017.84           | $5321.26           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB1389 | 2040-08-01      | 4.5000%  | 0.0000% | $1666.33           | $1682.67           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAB7728 | 2043-01-01      | 2.5000%  | 0.0000% | $93079.26          | $83770.30          | Agency Mortgage-Backed Securities |
| GNII SF MA8200 M     | 2052-08-20      | 4.0000%  | 0.0000% | $41768863.36       | $40078820.89       | Agency Mortgage-Backed Securities |
| GNII SF MA8571 M     | 2053-01-20      | 6.0000%  | 0.0000% | $100380.90         | $103861.44         | Agency Mortgage-Backed Securities |
| GNII SF MA9488 M     | 2054-01-20      | 5.5000%  | 0.0000% | $455486.18         | $465580.00         | Agency Mortgage-Backed Securities |
| GNII SF MA9490 M     | 2054-02-20      | 6.5000%  | 0.0000% | $2400800.66        | $2497565.19        | Agency Mortgage-Backed Securities |
| GNII SF MA9904 M     | 2053-05-20      | 4.5000%  | 0.0000% | $872590.89         | $858005.53         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT257075 | 2028-02-01      | 5.5000%  | 0.0000% | $7934.07           | $8088.61           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL449274 | 2029-02-01      | 6.0000%  | 0.0000% | $31.87             | $33.12             | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD2253 | 2052-12-01      | 3.5000%  | 0.0000% | $13137.00          | $12230.36          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS2967 | 2040-08-01      | 5.0000%  | 0.0000% | $14800.14          | $15245.55          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS3251 | 2035-12-01      | 4.5000%  | 0.0000% | $7482.04           | $7559.81           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4525 | 2043-08-01      | 3.0000%  | 0.0000% | $18469.63          | $17117.96          | Agency Mortgage-Backed Securities |

### Security 189: Morris Family Insurance Trust/The

- **C.1 - Title:** Morris Family Insurance Trust/The 3.810000%
- **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:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2069-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 190: Natixis

- **C.1 - Title:** Natixis 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 63899Y008, C.3 - LEI: 2549003L5ZG5M2ZSE10, C.5 - Other ID: 63899Y008_3.66_0202
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 5/8 TRIN D 32                  | 2032-07-15      | 0.6250%  | 0.0000% | $13522954.64       | $12821383.45       | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 27                 | 2027-10-15      | 1.6250%  | 0.0000% | $3116796.94        | $3179403.38        | U.S. Treasuries (including strips) |
| 1 1/4 TRIN X 28                  | 2028-04-15      | 1.2500%  | 0.0000% | $28856352.87       | $29096421.87       | U.S. Treasuries (including strips) |
| 2 3/8 TRIN AE 28                 | 2028-10-15      | 2.3750%  | 0.0000% | $187205145.44      | $195751707.30      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28                 | 2028-11-30      | 4.3750%  | 0.0000% | $6463400.00        | $6642647.73        | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27                     | 2027-01-15      | 4.0000%  | 0.0000% | $1352100.00        | $1359676.44        | U.S. Treasuries (including strips) |
| 1 3/4 TRIN A 34                  | 2034-01-15      | 1.7500%  | 0.0000% | $23375529.10       | $23454471.49       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BA 26                 | 2026-04-30      | 4.8750%  | 0.0000% | $21917200.00       | $22244946.18       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39                    | 2039-05-15      | 4.2500%  | 0.0000% | $13400000.00       | $13196784.34       | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46                    | 2046-02-15      | 2.5000%  | 0.0000% | $75000000.00       | $52975353.26       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46                    | 2046-08-15      | 2.2500%  | 0.0000% | $7485900.00        | $4995346.60        | U.S. Treasuries (including strips) |
| 4 NOTE W 30                      | 2030-03-31      | 4.0000%  | 0.0000% | $114098500.00      | $116753411.60      | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 31                  | 2031-07-15      | 0.1250%  | 0.0000% | $102490023.05      | $96064082.63       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE AB 26                 | 2026-07-31      | 0.6250%  | 0.0000% | $1298600.00        | $1283563.53        | U.S. Treasuries (including strips) |
| 0 1/8 TRIN AE 26                 | 2026-10-15      | 0.1250%  | 0.0000% | $640801.80         | $640386.85         | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29                  | 2029-02-28      | 1.8750%  | 0.0000% | $19208600.00       | $18389601.54       | U.S. Treasuries (including strips) |
| 0 3/4 TRIN D 28                  | 2028-07-15      | 0.7500%  | 0.0000% | $25130096.65       | $25081363.70       | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 31                  | 2031-01-15      | 0.1250%  | 0.0000% | $62283000.00       | $58718406.61       | U.S. Treasuries (including strips) |
| 2 BOND 41                        | 2041-11-15      | 2.0000%  | 0.0000% | $100000000.00      | $69982689.50       | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 52                    | 2052-02-15      | 0.1250%  | 0.0000% | $17472982.97       | $9234675.10        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42                    | 2042-02-15      | 2.3750%  | 0.0000% | $100000000.00      | $74453439.13       | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53                    | 2053-02-15      | 1.5000%  | 0.0000% | $934221.07         | $734966.50         | U.S. Treasuries (including strips) |
| 4 7/8 BOND 45                    | 2045-08-15      | 4.8750%  | 0.0000% | $73396100.00       | $75511994.68       | U.S. Treasuries (including strips) |
| 0 3/8 TRIN D 27                  | 2027-07-15      | 0.3750%  | 0.0000% | $13776165.44       | $13731852.84       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49                    | 2049-05-15      | 2.8750%  | 0.0000% | $20925700.00       | $15100569.19       | U.S. Treasuries (including strips) |
| 2 BOND 50                        | 2050-02-15      | 2.0000%  | 0.0000% | $125572000.00      | $74672072.26       | U.S. Treasuries (including strips) |
| 0 1/4 TRIB 50                    | 2050-02-15      | 0.2500%  | 0.0000% | $129830467.10      | $74943118.68       | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 51                    | 2051-02-15      | 0.1250%  | 0.0000% | $132358097.75      | $71618126.51       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51                    | 2051-05-15      | 2.3750%  | 0.0000% | $345000000.00      | $218742829.80      | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41                    | 2041-05-15      | 2.2500%  | 0.0000% | $122822700.00      | $90646438.96       | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51                    | 2051-11-15      | 1.8750%  | 0.0000% | $50000000.00       | $27785373.20       | U.S. Treasuries (including strips) |
| TINT 05/15/34                    | 2034-05-15      | 0.0000%  | 0.0000% | $99999893.06       | $70345624.77       | U.S. Treasuries (including strips) |
| TINT 11/15/28                    | 2028-11-15      | 0.0000%  | 0.0000% | $51915720.74       | $46911616.33       | U.S. Treasuries (including strips) |
| TINT 05/15/48                    | 2048-05-15      | 0.0000%  | 0.0000% | $93000000.00       | $29853837.00       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29                 | 2029-06-30      | 4.2500%  | 0.0000% | $7744000.00        | $7916707.46        | U.S. Treasuries (including strips) |
| 1 7/8 TRIN D 34                  | 2034-07-15      | 1.8750%  | 0.0000% | $115741920.00      | $117219705.20      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27                 | 2027-08-15      | 3.7500%  | 0.0000% | $100000000.00      | $102027556.50      | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-08-31      | 3.7500%  | 0.0000% | $7691100.00        | $7818548.11        | U.S. Treasuries (including strips) |
| 2 1/8 TRIN A 35                  | 2035-01-15      | 2.1250%  | 0.0000% | $154125000.00      | $158099348.10      | U.S. Treasuries (including strips) |

### Security 191: Fixed Income Clearing Corp. - Northern Trust

- **C.1 - Title:** Fixed Income Clearing Corp. - Northern Trust 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 66585Q007, C.3 - LEI: 6PTKHDJ8HDUF78PFWH30, C.5 - Other ID: 66585Q007_3.67_0202
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 2.1400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2030-04-01      | 3.6250%  | 0.0000% | $50000000.00       | $50419983.90       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-01      | 3.6250%  | 0.0000% | $50000000.00       | $50419983.90       | U.S. Treasuries (including strips) |
| WI TREAS. NT/BD | 2032-04-30      | 4.0000%  | 0.0000% | $50000000.00       | $50627759.37       | U.S. Treasuries (including strips) |
| WI TREAS. NT/BD | 2032-04-30      | 4.0000%  | 0.0000% | $50000000.00       | $50627759.37       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $50495680.38       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-09-01      | 3.7500%  | 0.0000% | $50000000.00       | $50474790.39       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-09-01      | 3.7500%  | 0.0000% | $50000000.00       | $50474790.39       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-09-01      | 3.7500%  | 0.0000% | $50000000.00       | $50474790.39       | U.S. Treasuries (including strips) |
| WI TREAS. NT/BD | 2032-04-30      | 4.0000%  | 0.0000% | $18431100.00       | $18662505.94       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $50495680.38       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-03-01      | 4.1250%  | 0.0000% | $38453700.00       | $39544635.96       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-09-01      | 3.7500%  | 0.0000% | $50000000.00       | $50474790.39       | U.S. Treasuries (including strips) |
| WI TREAS. NT/BD | 2032-04-30      | 4.0000%  | 0.0000% | $50000000.00       | $50627759.37       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-09-01      | 3.7500%  | 0.0000% | $50000000.00       | $50474790.37       | U.S. Treasuries (including strips) |
| WI TREAS. NT/BD | 2032-04-30      | 4.0000%  | 0.0000% | $50000000.00       | $50627759.37       | U.S. Treasuries (including strips) |
| WI TREAS. NT/BD | 2032-04-30      | 4.0000%  | 0.0000% | $50000000.00       | $50627759.37       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-09-01      | 3.7500%  | 0.0000% | $50000000.00       | $50474790.39       | U.S. Treasuries (including strips) |
| WI TREAS. NT/BD | 2032-04-30      | 4.0000%  | 0.0000% | $50000000.00       | $50627759.37       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-09-01      | 3.7500%  | 0.0000% | $50000000.00       | $50474790.39       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $50495680.38       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $50495680.38       | U.S. Treasuries (including strips) |
| WI TREAS. NT/BD | 2032-04-30      | 4.0000%  | 0.0000% | $50000000.00       | $50627759.37       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-09-01      | 3.7500%  | 0.0000% | $50000000.00       | $50474790.39       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-09-01      | 3.7500%  | 0.0000% | $50000000.00       | $50474790.39       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-31      | 3.8750%  | 0.0000% | $39807900.00       | $40202539.92       | U.S. Treasuries (including strips) |
| WI TREAS. NT/BD | 2032-04-30      | 4.0000%  | 0.0000% | $50000000.00       | $50627759.37       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-09-01      | 3.7500%  | 0.0000% | $50000000.00       | $50474790.39       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $50495680.38       | U.S. Treasuries (including strips) |
| WI TREAS. NT/BD | 2032-04-30      | 4.0000%  | 0.0000% | $50000000.00       | $50627759.37       | U.S. Treasuries (including strips) |
| WI TREAS. NT/BD | 2032-04-30      | 4.0000%  | 0.0000% | $50000000.00       | $50627759.37       | U.S. Treasuries (including strips) |
| WI TREAS. NT/BD | 2032-04-30      | 4.0000%  | 0.0000% | $50000000.00       | $50627759.37       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-09-01      | 3.7500%  | 0.0000% | $50000000.00       | $50474790.39       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-09-01      | 3.7500%  | 0.0000% | $50000000.00       | $50474790.39       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $50495680.38       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-09-01      | 3.7500%  | 0.0000% | $50000000.00       | $50474790.39       | U.S. Treasuries (including strips) |
| WI TREAS. NT/BD | 2032-04-30      | 4.0000%  | 0.0000% | $50000000.00       | $50627759.37       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-03-01      | 4.1250%  | 0.0000% | $50000000.00       | $51418505.85       | U.S. Treasuries (including strips) |
| WI TREAS. NT/BD | 2032-04-30      | 4.0000%  | 0.0000% | $50000000.00       | $50627759.37       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-03-01      | 4.1250%  | 0.0000% | $50000000.00       | $51418506.41       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-03-01      | 4.1250%  | 0.0000% | $50000000.00       | $51418506.41       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-03-01      | 4.1250%  | 0.0000% | $50000000.00       | $51418506.41       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-03-01      | 4.1250%  | 0.0000% | $50000000.00       | $51418506.41       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-03-01      | 4.1250%  | 0.0000% | $50000000.00       | $51418506.41       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-03-01      | 4.1250%  | 0.0000% | $50000000.00       | $51418506.41       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-03-01      | 4.1250%  | 0.0000% | $11546300.00       | $11873870.08       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-03-01      | 4.1250%  | 0.0000% | $50000000.00       | $51418506.41       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-03-01      | 4.1250%  | 0.0000% | $50000000.00       | $51418506.41       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-03-01      | 4.1250%  | 0.0000% | $50000000.00       | $51418506.41       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-03-01      | 4.1250%  | 0.0000% | $50000000.00       | $51418506.41       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-03-01      | 4.1250%  | 0.0000% | $50000000.00       | $51418506.41       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-03-01      | 4.1250%  | 0.0000% | $50000000.00       | $51418506.41       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-03-01      | 4.1250%  | 0.0000% | $50000000.00       | $51418506.41       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-03-01      | 4.1250%  | 0.0000% | $50000000.00       | $51418506.41       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-03-01      | 4.1250%  | 0.0000% | $50000000.00       | $51418506.41       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-03-01      | 4.1250%  | 0.0000% | $50000000.00       | $51418506.41       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-03-01      | 4.1250%  | 0.0000% | $50000000.00       | $51418506.41       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-03-01      | 4.1250%  | 0.0000% | $50000000.00       | $51418506.41       | U.S. Treasuries (including strips) |
| WI TREAS. NT/BD | 2032-04-30      | 4.0000%  | 0.0000% | $31568900.00       | $31965254.13       | U.S. Treasuries (including strips) |
| WI TREAS. NT/BD | 2032-04-30      | 4.0000%  | 0.0000% | $50000000.00       | $50627760.45       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-01      | 3.6250%  | 0.0000% | $50000000.00       | $50419983.90       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-01      | 3.6250%  | 0.0000% | $50000000.00       | $50419983.90       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-01      | 3.6250%  | 0.0000% | $20591700.00       | $20764663.64       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-01      | 3.6250%  | 0.0000% | $50000000.00       | $50419983.90       | U.S. Treasuries (including strips) |

### Security 192: Our Family IV LLC

- **C.1 - Title:** Our Family IV LLC 3.850000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 689878AA4, C.4 - ISIN: US689878AA49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $13785000.00
- **C.18.a - Value (excl. sponsor support):** $13785000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2044-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 3.920000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903532P1, C.4 - ISIN: US6903532P13, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $6657550.00
- **C.18.a - Value (excl. sponsor support):** $6657550.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2031-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 194: 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):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533V7, C.4 - ISIN: US6903533V71, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $2000000.35
- **C.18.a - Value (excl. sponsor support):** $2000000.35
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 196: 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):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2038-09-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534F1, C.4 - ISIN: US6903534F13, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $6249999.08
- **C.18.a - Value (excl. sponsor support):** $6249999.08
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2027-09-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 3.920000%
- **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):** $11333332.33
- **C.18.a - Value (excl. sponsor support):** $11333332.33
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2027-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 3.920000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903537A9, C.4 - ISIN: US6903537A98, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $36279070.23
- **C.18.a - Value (excl. sponsor support):** $36279070.23
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2031-12-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 3.920000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353A31, C.4 - ISIN: US690353A310, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $4210000.01
- **C.18.a - Value (excl. sponsor support):** $4210000.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 3.920000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353A49, C.4 - ISIN: US690353A492, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $7893750.02
- **C.18.a - Value (excl. sponsor support):** $7893750.02
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 3.920000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353C39, C.4 - ISIN: US690353C399, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $2473375.01
- **C.18.a - Value (excl. sponsor support):** $2473375.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 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):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 3.950000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353P84, C.4 - ISIN: US690353P847, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $6037735.64
- **C.18.a - Value (excl. sponsor support):** $6037735.64
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2030-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 3.920000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Q75, C.4 - ISIN: US690353Q753, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $6660383.00
- **C.18.a - Value (excl. sponsor support):** $6660383.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2031-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 690353S57, C.4 - ISIN: US690353S577, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $6646398.20
- **C.18.a - Value (excl. sponsor support):** $6646398.20
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 3.920000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353T80, C.4 - ISIN: US690353T807, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $10102478.00
- **C.18.a - Value (excl. sponsor support):** $10102478.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2031-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 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):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 3.880000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353VS3, C.4 - ISIN: US690353VS38, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $11696000.00
- **C.18.a - Value (excl. sponsor support):** $11696000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2030-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 3.950000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353VV6, C.4 - ISIN: US690353VV66, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $4696750.00
- **C.18.a - Value (excl. sponsor support):** $4696750.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 3.920000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353W94, C.4 - ISIN: US690353W942, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $7609438.00
- **C.18.a - Value (excl. sponsor support):** $7609438.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2031-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 3.880000%
- **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):** $11146154.97
- **C.18.a - Value (excl. sponsor support):** $11146154.97
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2032-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 3.920000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353XK8, C.4 - ISIN: US690353XK83, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $6683375.02
- **C.18.a - Value (excl. sponsor support):** $6683375.02
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 3.880000%
- **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):** $12854702.41
- **C.18.a - Value (excl. sponsor support):** $12854702.41
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2033-11-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 3.920000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353YY7, C.4 - ISIN: US690353YY78, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $2631250.01
- **C.18.a - Value (excl. sponsor support):** $2631250.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 3.920000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Z59, C.4 - ISIN: US690353Z598, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $1983100.00
- **C.18.a - Value (excl. sponsor support):** $1983100.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2031-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **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):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 3.920000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353ZD2, C.4 - ISIN: US690353ZD23, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $6157125.02
- **C.18.a - Value (excl. sponsor support):** $6157125.02
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 3.920000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353ZF7, C.4 - ISIN: US690353ZF70, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $3578500.01
- **C.18.a - Value (excl. sponsor support):** $3578500.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 3.920000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353ZP5, C.4 - ISIN: US690353ZP52, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $3683750.01
- **C.18.a - Value (excl. sponsor support):** $3683750.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 3.920000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353ZT7, C.4 - ISIN: US690353ZT74, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $10682875.03
- **C.18.a - Value (excl. sponsor support):** $10682875.03
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 3.880000%
- **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):** $10056920.37
- **C.18.a - Value (excl. sponsor support):** $10056920.37
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2034-06-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 223: Plaza Patria Court Ltd. a California LP

- **C.1 - Title:** Plaza Patria Court Ltd. a California LP 3.810000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 72820VAA6, C.4 - ISIN: US72820VAA61, C.3 - LEI: 549300PD6SGONNYS0B90
- **C.18 - Value (incl. sponsor support):** $16505000.00
- **C.18.a - Value (excl. sponsor support):** $16505000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2058-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 224: Renaissance 88 Co. LP

- **C.1 - Title:** Renaissance 88 Co. LP 3.810000%
- **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:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2062-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 225: Rock Hill SI LLC

- **C.1 - Title:** Rock Hill SI LLC 3.810000%
- **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:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2061-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 226: Rohnert Park 668 LP

- **C.1 - Title:** Rohnert Park 668 LP 3.810000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 77540BAA8, C.4 - ISIN: US77540BAA89, C.3 - LEI: 5493003XKPAFCX3G2362
- **C.18 - Value (incl. sponsor support):** $20920000.00
- **C.18.a - Value (excl. sponsor support):** $20920000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2058-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 227: Senior Living Riverside LP

- **C.1 - Title:** Senior Living Riverside LP 3.810000%
- **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:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2065-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 228: 17th Street Rentals LLC

- **C.1 - Title:** 17th Street Rentals LLC 3.810000%
- **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:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2061-02-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 229: Southside Brookshore Associates LP

- **C.1 - Title:** Southside Brookshore Associates LP 3.810000%
- **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:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2059-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 230: Fixed Income Clearing Corp. - State Street Bank & Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank & Trust Co. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 857466007, C.3 - LEI: 549300ZFEEJ2IP5VME73, C.5 - Other ID: 857466007_3.67_0202
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 04.000 CLZS4656 | 2046-03-01      | 4.0000%  | 0.0000% | $107.42            | $104.97            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4763 | 2048-04-01      | 3.5000%  | 0.0000% | $55648.91          | $52482.29          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0542 | 2048-07-01      | 4.0000%  | 0.0000% | $57810.98          | $56489.55          | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB1784 | 2036-06-01      | 1.5000%  | 0.0000% | $15090477.00       | $13703335.20       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB8164 | 2037-07-01      | 3.5000%  | 0.0000% | $49737.02          | $48449.55          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0958 | 2052-04-01      | 3.5000%  | 0.0000% | $698.83            | $657.27            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  | 0.0000% | $78589.73          | $73385.47          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1807 | 2052-07-01      | 4.5000%  | 0.0000% | $728.52            | $721.88            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD1844 | 2052-06-01      | 3.0000%  | 0.0000% | $3592298.01        | $3218715.79        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8718 | 2054-06-01      | 6.5000%  | 0.0000% | $818.71            | $869.60            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8789 | 2054-04-01      | 5.5000%  | 0.0000% | $915808.19         | $934672.51         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9775 | 2055-01-01      | 5.0000%  | 0.0000% | $7374046.45        | $7489131.56        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9816 | 2055-01-01      | 6.0000%  | 0.0000% | $853.46            | $880.62            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9017 | 2054-08-01      | 6.0000%  | 0.0000% | $925.69            | $956.93            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9358 | 2054-10-01      | 6.5000%  | 0.0000% | $6642354.11        | $6942283.71        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9434 | 2054-11-01      | 5.0000%  | 0.0000% | $944.86            | $957.23            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9473 | 2054-11-01      | 5.0000%  | 0.0000% | $6649471.54        | $6740062.46        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9993 | 2055-02-01      | 6.0000%  | 0.0000% | $785.77            | $809.73            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG1392 | 2056-02-01      | 5.5000%  | 0.0000% | $6951208.00        | $7138943.14        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1716 | 2055-01-01      | 5.5000%  | 0.0000% | $23212669.31       | $23845691.71       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA1423 | 2054-04-01      | 4.5000%  | 0.0000% | $11209225.70       | $11085083.53       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA1816 | 2052-01-01      | 3.5000%  | 0.0000% | $7056061.08        | $6604716.21        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4580 | 2055-06-01      | 5.5000%  | 0.0000% | $981.21            | $1003.69           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4840 | 2055-06-01      | 6.0000%  | 0.0000% | $10296962.47       | $10701543.85       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY8762 | 2055-07-01      | 6.0000%  | 0.0000% | $12029886.06       | $12380128.17       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ3904 | 2055-09-01      | 6.0000%  | 0.0000% | $993.55            | $1037.73           | Agency Mortgage-Backed Securities  |
| 05.700 FGPC T30075 G | 2037-03-01      | 5.7000%  | 0.0000% | $59850.45          | $61912.99          | Agency Mortgage-Backed Securities  |
| 05.000 FGPC D98141 G | 2029-04-01      | 5.0000%  | 0.0000% | $942.42            | $953.50            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW7860 | 2052-09-01      | 4.5000%  | 0.0000% | $65223.92          | $64663.98          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIBX7705 | 2038-02-01      | 4.5000%  | 0.0000% | $303066.51         | $305178.58         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4063 | 2053-06-01      | 5.0000%  | 0.0000% | $21499401.94       | $21703061.00       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTCA1343 | 2038-03-01      | 4.0000%  | 0.0000% | $143.09            | $141.69            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA1378 | 2048-03-01      | 4.0000%  | 0.0000% | $41449.93          | $40474.30          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CICA1937 | 2033-06-01      | 4.0000%  | 0.0000% | $88570.38          | $88828.05          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CICA4070 | 2034-08-01      | 4.0000%  | 0.0000% | $163.51            | $163.85            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA5682 | 2050-05-01      | 2.5000%  | 0.0000% | $51182070.33       | $44463854.92       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6427 | 2050-07-01      | 3.0000%  | 0.0000% | $375.56            | $337.35            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB8725 | 2043-03-01      | 3.5000%  | 0.0000% | $205.95            | $197.18            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAB9241 | 2043-05-01      | 3.0000%  | 0.0000% | $1772900.00        | $1645910.13        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTMA0200 | 2029-10-01      | 4.5000%  | 0.0000% | $36179.92          | $36449.61          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTMA0268 | 2029-12-01      | 5.0000%  | 0.0000% | $54580.30          | $55562.41          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTMA0908 | 2031-11-01      | 4.0000%  | 0.0000% | $56259.87          | $56218.25          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRMA1253 | 2042-11-01      | 4.0000%  | 0.0000% | $184021.70         | $181058.99         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA1356 | 2043-02-01      | 3.5000%  | 0.0000% | $2396447.67        | $2287899.24        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA1463 | 2043-06-01      | 3.5000%  | 0.0000% | $163.70            | $156.28            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CWMA1635 | 2028-09-01      | 3.0000%  | 0.0000% | $51.71             | $51.15             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA1608 | 2033-10-01      | 3.5000%  | 0.0000% | $79977.87          | $78682.67          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA2087 | 2034-11-01      | 3.0000%  | 0.0000% | $60915.63          | $58462.96          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA2138 | 2035-01-01      | 3.5000%  | 0.0000% | $136349.45         | $133475.13         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA2176 | 2035-02-01      | 3.0000%  | 0.0000% | $120563.43         | $115563.99         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTMA2169 | 2034-12-01      | 4.5000%  | 0.0000% | $268.06            | $269.39            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTMA2508 | 2036-01-01      | 4.0000%  | 0.0000% | $118222.42         | $117769.89         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CNMA3486 | 2028-10-01      | 3.5000%  | 0.0000% | $38848.35          | $38738.00          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA3364 | 2033-05-01      | 3.5000%  | 0.0000% | $83.77             | $82.97             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIMA3353 | 2033-04-01      | 4.0000%  | 0.0000% | $66.84             | $67.04             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA3438 | 2033-08-01      | 3.5000%  | 0.0000% | $178183.68         | $176417.78         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4418 | 2036-09-01      | 2.0000%  | 0.0000% | $12873444.35       | $11923398.46       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4465 | 2051-11-01      | 2.0000%  | 0.0000% | $728509.29         | $595496.69         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CNMA3656 | 2029-05-01      | 3.5000%  | 0.0000% | $56.84             | $56.62             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA3694 | 2049-07-01      | 4.5000%  | 0.0000% | $104.61            | $104.35            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3687 | 2049-06-01      | 4.0000%  | 0.0000% | $73601.08          | $71002.32          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA3931 | 2035-02-01      | 3.0000%  | 0.0000% | $2140379.49        | $2085557.23        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3939 | 2050-02-01      | 3.5000%  | 0.0000% | $37763.31          | $35353.61          | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08635 G | 2045-04-01      | 3.0000%  | 0.0000% | $50283.85          | $46376.63          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK9435 | 2042-03-01      | 3.5000%  | 0.0000% | $83005007.22       | $79571209.93       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAL3160 | 2043-02-01      | 3.0000%  | 0.0000% | $14625262.88       | $13568509.64       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTAL6041 | 2033-08-01      | 4.0000%  | 0.0000% | $30614.22          | $30550.00          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAL9035 | 2046-08-01      | 3.0000%  | 0.0000% | $13552652.14       | $12409359.44       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAQ0535 | 2042-11-01      | 3.0000%  | 0.0000% | $7871935.08        | $7317960.77        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6407 | 2050-07-01      | 2.5000%  | 0.0000% | $4464478.75        | $3846589.93        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7033 | 2050-09-01      | 2.5000%  | 0.0000% | $12989635.31       | $11295045.01       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7036 | 2050-09-01      | 2.5000%  | 0.0000% | $528.29            | $455.01            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7986 | 2050-12-01      | 2.0000%  | 0.0000% | $6164303.17        | $5096276.69        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8019 | 2050-12-01      | 2.0000%  | 0.0000% | $472766.06         | $385286.90         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8021 | 2050-12-01      | 2.5000%  | 0.0000% | $89404.11          | $77511.47          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7289 | 2050-10-01      | 2.0000%  | 0.0000% | $4946651.19        | $4087913.09        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7334 | 2050-10-01      | 2.0000%  | 0.0000% | $8588200.08        | $7126987.49        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7340 | 2050-10-01      | 2.0000%  | 0.0000% | $61724715.36       | $50679393.02       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7351 | 2050-10-01      | 2.0000%  | 0.0000% | $6369161.94        | $5239451.65        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA7605 | 2050-11-01      | 3.0000%  | 0.0000% | $701266.05         | $638822.29         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7963 | 2050-11-01      | 2.5000%  | 0.0000% | $15815.58          | $13676.71          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0702 | 2051-06-01      | 2.5000%  | 0.0000% | $6008739.59        | $5128158.14        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1631 | 2051-09-01      | 2.5000%  | 0.0000% | $6141628.95        | $5279441.83        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTCB2113 | 2041-11-01      | 2.5000%  | 0.0000% | $697.20            | $632.69            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2548 | 2052-01-01      | 2.5000%  | 0.0000% | $11277.69          | $9745.50           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3528 | 2052-05-01      | 4.0000%  | 0.0000% | $265567.45         | $255445.94         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3582 | 2052-05-01      | 3.0000%  | 0.0000% | $76450.90          | $68648.06          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB2966 | 2037-03-01      | 2.0000%  | 0.0000% | $88511.42          | $82032.48          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3103 | 2052-03-01      | 2.5000%  | 0.0000% | $203314.47         | $177394.29         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3174 | 2052-03-01      | 3.5000%  | 0.0000% | $1233511.87        | $1154576.29        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3255 | 2052-04-01      | 3.5000%  | 0.0000% | $218722.27         | $205175.59         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  | 0.0000% | $35245334.39       | $31934587.41       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4386 | 2052-08-01      | 4.5000%  | 0.0000% | $922291.59         | $911984.98         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4067 | 2052-07-01      | 4.5000%  | 0.0000% | $5573.40           | $5540.49           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4121 | 2052-07-01      | 4.0000%  | 0.0000% | $793.23            | $764.24            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4341 | 2052-08-01      | 4.5000%  | 0.0000% | $744.39            | $740.44            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5310 | 2052-12-01      | 6.0000%  | 0.0000% | $185947.52         | $192944.60         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  | 0.0000% | $176608.39         | $174398.13         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4079 | 2050-07-01      | 3.0000%  | 0.0000% | $935788.19         | $841476.33         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4055 | 2050-06-01      | 2.5000%  | 0.0000% | $225452.15         | $194507.47         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4099 | 2035-08-01      | 2.5000%  | 0.0000% | $332.31            | $315.81            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4115 | 2040-08-01      | 3.0000%  | 0.0000% | $5837.03           | $5469.39           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4146 | 2050-09-01      | 5.0000%  | 0.0000% | $183.56            | $186.23            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4158 | 2050-10-01      | 2.0000%  | 0.0000% | $1505835.36        | $1237793.82        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4255 | 2051-02-01      | 2.0000%  | 0.0000% | $414089.74         | $339949.50         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4307 | 2051-04-01      | 3.0000%  | 0.0000% | $509.10            | $456.05            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5270 | 2054-02-01      | 5.0000%  | 0.0000% | $2891037.45        | $2908319.43        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  | 0.0000% | $763.09            | $754.57            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA4640 | 2037-06-01      | 3.5000%  | 0.0000% | $55953.91          | $54503.28          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4698 | 2052-08-01      | 3.0000%  | 0.0000% | $818.60            | $729.86            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4701 | 2052-08-01      | 4.5000%  | 0.0000% | $13946384.47       | $13790533.62       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  | 0.0000% | $138419.72         | $128866.74         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4733 | 2052-09-01      | 4.5000%  | 0.0000% | $45047718.53       | $44539715.41       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  | 0.0000% | $693301.68         | $709905.95         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA4876 | 2052-12-01      | 6.0000%  | 0.0000% | $16162.95          | $16773.48          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  | 0.0000% | $174679.85         | $178632.78         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  | 0.0000% | $94306.71          | $95112.35          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA4980 | 2053-04-01      | 6.0000%  | 0.0000% | $17296385.08       | $17927241.89       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  | 0.0000% | $917.15            | $936.04            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  | 0.0000% | $7223380.65        | $6910994.32        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3524 | 2047-06-01      | 4.5000%  | 0.0000% | $348.65            | $351.60            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC T65257 G | 2044-12-01      | 3.5000%  | 0.0000% | $249.09            | $235.00            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR8866 | 2043-06-01      | 3.5000%  | 0.0000% | $236.73            | $225.32            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS0037 | 2043-07-01      | 3.5000%  | 0.0000% | $399660.41         | $380544.43         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS0558 | 2043-09-01      | 4.5000%  | 0.0000% | $5793881.22        | $5853181.59        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4403 | 2045-02-01      | 3.5000%  | 0.0000% | $6617326.21        | $6319794.31        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5811 | 2045-09-01      | 3.5000%  | 0.0000% | $3434966.40        | $3276385.83        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6402 | 2045-12-01      | 3.5000%  | 0.0000% | $15443737.13       | $14663758.04       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8089 | 2046-10-01      | 3.5000%  | 0.0000% | $273.50            | $259.66            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7928 | 2046-09-01      | 3.0000%  | 0.0000% | $173.93            | $158.84            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8922 | 2047-03-01      | 3.5000%  | 0.0000% | $214.69            | $203.35            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8946 | 2047-03-01      | 3.5000%  | 0.0000% | $261671.99         | $247894.82         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS8980 | 2047-03-01      | 4.5000%  | 0.0000% | $32607.02          | $32720.98          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8109 | 2046-10-01      | 3.0000%  | 0.0000% | $265.87            | $242.87            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8689 | 2047-01-01      | 3.5000%  | 0.0000% | $236.64            | $225.06            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS9828 | 2047-06-01      | 4.5000%  | 0.0000% | $1451133.03        | $1466885.07        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAW0938 | 2029-04-01      | 3.0000%  | 0.0000% | $42.62             | $42.17             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAX9648 | 2045-04-01      | 3.0000%  | 0.0000% | $157.31            | $145.52            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAY1106 | 2045-04-01      | 3.0000%  | 0.0000% | $14906706.13       | $13749255.06       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ4775 | 2045-10-01      | 3.5000%  | 0.0000% | $110.03            | $104.40            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4765 | 2052-09-01      | 5.0000%  | 0.0000% | $369484.18         | $373872.46         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4889 | 2052-10-01      | 4.5000%  | 0.0000% | $2658635.76        | $2647908.16        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5136 | 2052-11-01      | 5.5000%  | 0.0000% | $38574857.29       | $39987567.16       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5139 | 2052-11-01      | 5.5000%  | 0.0000% | $47429.10          | $48410.72          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5122 | 2052-11-01      | 4.5000%  | 0.0000% | $393894.81         | $392931.74         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6202 | 2053-05-01      | 5.0000%  | 0.0000% | $12157075.82       | $12328305.53       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5450 | 2053-01-01      | 5.0000%  | 0.0000% | $1375237.46        | $1389523.12        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5468 | 2053-01-01      | 5.5000%  | 0.0000% | $18171988.69       | $18926390.73       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5479 | 2053-01-01      | 6.0000%  | 0.0000% | $18882512.80       | $19722432.14       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  | 0.0000% | $840.15            | $836.64            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5773 | 2053-02-01      | 5.5000%  | 0.0000% | $5916412.56        | $6062444.74        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5793 | 2053-02-01      | 4.5000%  | 0.0000% | $1094050.24        | $1081487.26        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5917 | 2053-03-01      | 6.0000%  | 0.0000% | $1034981.59        | $1095714.65        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CNCB5952 | 2033-03-01      | 5.0000%  | 0.0000% | $512.94            | $523.48            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7114 | 2053-09-01      | 5.5000%  | 0.0000% | $1434331.72        | $1464553.88        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6540 | 2053-06-01      | 6.0000%  | 0.0000% | $671090.75         | $701862.50         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6616 | 2053-06-01      | 6.0000%  | 0.0000% | $25413972.73       | $26416892.80       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6718 | 2053-07-01      | 4.5000%  | 0.0000% | $18761898.47       | $18600865.09       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6762 | 2053-07-01      | 6.0000%  | 0.0000% | $64781.88          | $67076.67          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  | 0.0000% | $76525366.79       | $78250214.58       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6904 | 2053-08-01      | 5.0000%  | 0.0000% | $6181636.10        | $6271936.07        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7273 | 2053-10-01      | 6.0000%  | 0.0000% | $673.17            | $713.11            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7416 | 2053-11-01      | 5.5000%  | 0.0000% | $22188829.47       | $22698297.34       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7617 | 2053-12-01      | 6.0000%  | 0.0000% | $12611283.64       | $13032769.55       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8223 | 2054-03-01      | 6.0000%  | 0.0000% | $73876.96          | $76603.63          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8314 | 2054-04-01      | 5.0000%  | 0.0000% | $892.60            | $907.93            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8348 | 2054-04-01      | 6.0000%  | 0.0000% | $11373937.85       | $12001009.58       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8344 | 2054-04-01      | 6.0000%  | 0.0000% | $31400284.25       | $32906032.54       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8491 | 2054-05-01      | 5.5000%  | 0.0000% | $795.22            | $812.17            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  | 0.0000% | $2878670.96        | $2941914.08        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  | 0.0000% | $10803492.89       | $11035882.03       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5190 | 2053-11-01      | 5.5000%  | 0.0000% | $795.83            | $812.95            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5191 | 2053-11-01      | 6.0000%  | 0.0000% | $7293278.91        | $7539940.03        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5583 | 2055-01-01      | 4.0000%  | 0.0000% | $106965.62         | $102656.21         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5877 | 2055-11-01      | 4.5000%  | 0.0000% | $168673.54         | $166283.60         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5331 | 2054-03-01      | 6.0000%  | 0.0000% | $838.44            | $876.55            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5143 | 2054-04-01      | 6.0000%  | 0.0000% | $782.68            | $818.99            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5881 | 2054-07-01      | 6.0000%  | 0.0000% | $834.59            | $880.07            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6541 | 2054-10-01      | 5.0000%  | 0.0000% | $5542649.04        | $5600219.30        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6961 | 2053-11-01      | 5.0000%  | 0.0000% | $24132.13          | $24582.38          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  | 0.0000% | $10812.26          | $10160.49          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8016 | 2049-10-01      | 3.0000%  | 0.0000% | $6046.36           | $5453.96           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8038 | 2050-01-01      | 3.5000%  | 0.0000% | $7100.87           | $6668.42           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8089 | 2050-07-01      | 2.5000%  | 0.0000% | $39658.29          | $34186.19          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7416 | 2054-06-01      | 5.0000%  | 0.0000% | $4058595.94        | $4118771.84        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7508 | 2049-10-01      | 3.5000%  | 0.0000% | $32795.65          | $30982.33          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  | 0.0000% | $827.43            | $720.50            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7553 | 2052-03-01      | 3.0000%  | 0.0000% | $139759.34         | $126339.88         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7567 | 2054-02-01      | 5.5000%  | 0.0000% | $19841381.65       | $20568519.80       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7569 | 2054-04-01      | 6.0000%  | 0.0000% | $75000022.65       | $78663273.73       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8146 | 2051-05-01      | 2.0000%  | 0.0000% | $69949.11          | $57428.30          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8172 | 2051-10-01      | 2.0000%  | 0.0000% | $167591.81         | $137044.70         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  | 0.0000% | $1250817.78        | $1258042.22        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | 0.0000% | $778.89            | $796.11            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  | 0.0000% | $1256478.81        | $1283851.90        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB6704 | 2054-06-01      | 6.5000%  | 0.0000% | $139977.66         | $146824.26         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB7023 | 2054-06-01      | 7.0000%  | 0.0000% | $2855954.55        | $3035996.46        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB7737 | 2054-06-01      | 6.5000%  | 0.0000% | $3926493.88        | $4094457.94        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC2648 | 2055-04-01      | 6.5000%  | 0.0000% | $1190784.38        | $1256190.72        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6019 | 2054-12-01      | 5.0000%  | 0.0000% | $1053482.16        | $1066890.65        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD3013 | 2055-02-01      | 6.5000%  | 0.0000% | $1296183.04        | $1357112.86        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4474 | 2055-04-01      | 5.5000%  | 0.0000% | $2488676.52        | $2570346.32        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD5839 | 2055-03-01      | 6.0000%  | 0.0000% | $991.27            | $1043.79           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD5981 | 2055-04-01      | 5.5000%  | 0.0000% | $1175045.72        | $1210364.72        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD7122 | 2055-08-01      | 6.5000%  | 0.0000% | $1041588.19        | $1085632.90        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7136 | 2055-10-01      | 6.0000%  | 0.0000% | $998.22            | $1041.87           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD6529 | 2055-04-01      | 6.5000%  | 0.0000% | $989.57            | $1040.16           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9756 | 2055-08-01      | 6.0000%  | 0.0000% | $994.74            | $1033.44           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2737 | 2055-08-01      | 6.0000%  | 0.0000% | $986.27            | $1031.84           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4396 | 2055-10-01      | 5.5000%  | 0.0000% | $1683450.80        | $1736103.34        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE3613 | 2055-07-01      | 5.5000%  | 0.0000% | $32592803.66       | $33237409.66       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4673 | 2055-07-01      | 5.5000%  | 0.0000% | $989.87            | $1023.17           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2978 | 2055-07-01      | 6.5000%  | 0.0000% | $24565531.86       | $25835916.50       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3150 | 2055-11-01      | 5.5000%  | 0.0000% | $23289433.26       | $24017869.82       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM0076 | 2050-03-01      | 3.0000%  | 0.0000% | $348.00            | $315.03            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM1577 | 2034-09-01      | 3.5000%  | 0.0000% | $209.39            | $206.77            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  | 0.0000% | $13300.52          | $12888.50          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM3873 | 2035-08-01      | 2.5000%  | 0.0000% | $63830.11          | $60781.20          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFM6247 | 2050-04-01      | 5.5000%  | 0.0000% | $57331.89          | $59129.73          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM6293 | 2051-01-01      | 3.0000%  | 0.0000% | $116769.01         | $104350.82         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM5446 | 2050-08-01      | 4.0000%  | 0.0000% | $7747282.34        | $7440972.01        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFM5684 | 2049-09-01      | 5.0000%  | 0.0000% | $1693110.54        | $1750249.26        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM7460 | 2051-03-01      | 4.0000%  | 0.0000% | $143639.21         | $139546.97         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL0365 | 2054-12-01      | 6.5000%  | 0.0000% | $863.56            | $920.84            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0497 | 2055-02-01      | 6.0000%  | 0.0000% | $23050300.31       | $24026096.35       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0542 | 2055-03-01      | 5.5000%  | 0.0000% | $2849255.41        | $2915316.98        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0736 | 2055-02-01      | 5.5000%  | 0.0000% | $10357103.39       | $10717132.42       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1119 | 2055-05-01      | 5.5000%  | 0.0000% | $14663446.19       | $14983381.41       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1114 | 2055-04-01      | 6.0000%  | 0.0000% | $5593388.66        | $5756091.01        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1220 | 2055-04-01      | 6.0000%  | 0.0000% | $25165652.57       | $25989232.10       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1262 | 2055-05-01      | 5.5000%  | 0.0000% | $29872903.12       | $30632856.51       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1354 | 2055-04-01      | 6.0000%  | 0.0000% | $873.75            | $910.31            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL2240 | 2055-07-01      | 5.0000%  | 0.0000% | $1022.09           | $1030.58           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL2246 | 2053-09-01      | 4.5000%  | 0.0000% | $2453277.68        | $2434031.72        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL2500 | 2055-07-01      | 6.5000%  | 0.0000% | $11790513.92       | $12523366.42       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL2511 | 2055-09-01      | 5.5000%  | 0.0000% | $1000.68           | $1034.03           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL2547 | 2055-09-01      | 5.0000%  | 0.0000% | $623787.36         | $630845.38         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSL3688 | 2052-03-01      | 2.0000%  | 0.0000% | $4971880.72        | $4117617.70        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0095 | 2053-10-01      | 6.0000%  | 0.0000% | $16336281.45       | $16888796.26       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0309 | 2053-11-01      | 6.0000%  | 0.0000% | $789.06            | $818.51            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0714 | 2054-01-01      | 6.5000%  | 0.0000% | $25567481.59       | $26606188.93       | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRJ0722 | 2054-01-01      | 7.0000%  | 0.0000% | $431993.44         | $465528.18         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1767 | 2054-06-01      | 5.5000%  | 0.0000% | $906.70            | $935.05            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1770 | 2054-06-01      | 5.5000%  | 0.0000% | $6640645.58        | $6850354.22        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0933 | 2054-02-01      | 6.0000%  | 0.0000% | $20778073.76       | $21742453.41       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1100 | 2054-03-01      | 5.5000%  | 0.0000% | $41223554.03       | $42094713.10       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1218 | 2054-04-01      | 5.5000%  | 0.0000% | $907.89            | $926.73            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1262 | 2054-04-01      | 5.5000%  | 0.0000% | $5692386.26        | $5872143.60        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1266 | 2054-04-01      | 5.5000%  | 0.0000% | $10150733.83       | $10360859.67       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1269 | 2054-04-01      | 6.0000%  | 0.0000% | $924086.73         | $966644.93         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1355 | 2054-04-01      | 6.5000%  | 0.0000% | $901.14            | $962.80            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1538 | 2054-05-01      | 6.5000%  | 0.0000% | $7788194.11        | $8101911.22        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1517 | 2054-05-01      | 5.5000%  | 0.0000% | $871.57            | $889.34            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1856 | 2054-06-01      | 5.5000%  | 0.0000% | $504405.10         | $516717.90         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ2220 | 2054-08-01      | 6.5000%  | 0.0000% | $11736170.86       | $12411436.22       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2295 | 2054-09-01      | 5.5000%  | 0.0000% | $957.73            | $987.09            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ2317 | 2054-09-01      | 6.5000%  | 0.0000% | $836.54            | $884.55            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3481 | 2055-02-15      | 5.5000%  | 0.0000% | $660127.65         | $680574.15         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2923 | 2054-11-01      | 6.0000%  | 0.0000% | $855.70            | $886.36            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3713 | 2055-03-01      | 5.0000%  | 0.0000% | $31731548.35       | $32129677.04       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3880 | 2055-03-01      | 5.0000%  | 0.0000% | $20368454.71       | $20645950.02       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8395 | 2054-01-01      | 5.5000%  | 0.0000% | $792.93            | $809.26            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  | 0.0000% | $996735.50         | $1016150.47        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3619 | 2053-09-01      | 5.5000%  | 0.0000% | $63243.35          | $65458.17          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD4231 | 2052-08-01      | 4.5000%  | 0.0000% | $19364348.54       | $19243030.89       | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q09813 G | 2042-08-01      | 3.5000%  | 0.0000% | $739.59            | $708.57            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q22339 G | 2043-10-01      | 4.5000%  | 0.0000% | $1077522.29        | $1085275.06        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC V83810 G | 2047-12-01      | 3.5000%  | 0.0000% | $399.96            | $379.55            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q62053 G | 2049-03-01      | 4.0000%  | 0.0000% | $3298468.36        | $3248823.85        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q62276 G | 2049-03-01      | 4.5000%  | 0.0000% | $764660.76         | $757749.75         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  | 0.0000% | $3092319.24        | $2926219.78        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q51632 G | 2047-10-01      | 3.5000%  | 0.0000% | $314.18            | $296.65            | Agency Mortgage-Backed Securities  |
| 06.500 FGPC G60503 G | 2039-09-01      | 6.5000%  | 0.0000% | $139.76            | $147.08            | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G60552 G | 2031-12-01      | 7.0000%  | 0.0000% | $238048.68         | $250348.39         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61430 G | 2044-02-01      | 3.5000%  | 0.0000% | $326.58            | $313.07            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE5856 | 2055-08-01      | 5.0000%  | 0.0000% | $4902827.64        | $4934876.33        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE6529 | 2055-08-01      | 6.5000%  | 0.0000% | $1001232.77        | $1061204.73        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8509 | 2055-08-01      | 6.0000%  | 0.0000% | $995.86            | $1041.07           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE8719 | 2055-09-01      | 5.5000%  | 0.0000% | $994.76            | $1016.53           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8793 | 2055-09-01      | 6.5000%  | 0.0000% | $5976801.46        | $6213806.21        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE9773 | 2055-10-01      | 5.5000%  | 0.0000% | $2508596.02        | $2574967.34        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9559 | 2055-10-01      | 6.0000%  | 0.0000% | $6273027.79        | $6641193.88        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0243 | 2055-10-01      | 6.0000%  | 0.0000% | $997.00            | $1043.19           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0642 | 2055-09-01      | 6.0000%  | 0.0000% | $980.17            | $1022.96           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1068 | 2055-10-01      | 5.5000%  | 0.0000% | $1827547.63        | $1880251.47        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDF1074 | 2055-09-01      | 7.0000%  | 0.0000% | $997.15            | $1059.09           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLDF1181 | 2055-09-01      | 4.0000%  | 0.0000% | $1050094.84        | $1014275.29        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF3172 | 2055-10-01      | 6.5000%  | 0.0000% | $997.69            | $1049.89           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF5568 | 2055-12-01      | 5.5000%  | 0.0000% | $1021.94           | $1054.08           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF5927 | 2055-12-01      | 5.0000%  | 0.0000% | $998.29            | $1007.02           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF5958 | 2055-11-01      | 6.0000%  | 0.0000% | $865284.66         | $891767.85         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF7430 | 2055-12-01      | 6.0000%  | 0.0000% | $1002.70           | $1040.44           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC0793 | 2046-04-01      | 3.5000%  | 0.0000% | $110748.22         | $105315.96         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBC1493 | 2046-08-01      | 3.0000%  | 0.0000% | $13583104.39       | $12412725.26       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM7751 | 2051-05-01      | 2.0000%  | 0.0000% | $4952857.20        | $4034330.57        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM7786 | 2049-01-01      | 4.0000%  | 0.0000% | $211753.07         | $206900.16         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM7900 | 2051-07-01      | 2.5000%  | 0.0000% | $63846.24          | $55668.16          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM7895 | 2048-11-01      | 3.5000%  | 0.0000% | $22183.05          | $21084.32          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8422 | 2051-08-01      | 2.5000%  | 0.0000% | $88876.36          | $75991.41          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIFM8547 | 2034-07-01      | 4.5000%  | 0.0000% | $1497791.72        | $1521444.85        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTFM9886 | 2041-12-01      | 2.0000%  | 0.0000% | $69446.11          | $61172.03          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM9218 | 2051-10-01      | 2.0000%  | 0.0000% | $225240.09         | $184329.08         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTFS0106 | 2041-11-01      | 2.0000%  | 0.0000% | $37608.45          | $33213.19          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS0146 | 2043-09-01      | 3.5000%  | 0.0000% | $616.45            | $589.86            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS0288 | 2052-01-01      | 2.0000%  | 0.0000% | $938256.23         | $773499.48         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS0584 | 2052-02-01      | 2.0000%  | 0.0000% | $70880.63          | $58096.68          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS0612 | 2052-02-01      | 2.0000%  | 0.0000% | $68544.64          | $56897.54          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTFS0697 | 2042-02-01      | 2.5000%  | 0.0000% | $262003.10         | $237760.18         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1790 | 2052-05-01      | 4.0000%  | 0.0000% | $603123.96         | $579205.41         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1206 | 2052-04-01      | 3.5000%  | 0.0000% | $749.76            | $702.14            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2602 | 2051-12-01      | 3.0000%  | 0.0000% | $188954.91         | $170247.55         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS2637 | 2052-05-01      | 2.5000%  | 0.0000% | $29706.47          | $25670.61          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1949 | 2052-06-01      | 4.0000%  | 0.0000% | $38015.71          | $36672.25          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS2180 | 2052-04-01      | 2.0000%  | 0.0000% | $53125.22          | $43787.46          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2157 | 2052-06-01      | 4.5000%  | 0.0000% | $698.10            | $696.39            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTFS2490 | 2038-10-01      | 5.5000%  | 0.0000% | $189.03            | $192.71            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2740 | 2049-06-01      | 3.5000%  | 0.0000% | $736.37            | $695.78            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3045 | 2052-10-01      | 5.0000%  | 0.0000% | $34947.92          | $35500.36          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3095 | 2052-08-01      | 3.5000%  | 0.0000% | $985393.77         | $926800.72         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS3695 | 2044-11-01      | 4.0000%  | 0.0000% | $17738173.69       | $17263202.55       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4173 | 2055-05-01      | 6.5000%  | 0.0000% | $985.64            | $1046.91           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4300 | 2055-06-01      | 5.5000%  | 0.0000% | $958.57            | $984.54            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4753 | 2055-09-01      | 6.0000%  | 0.0000% | $24215174.42       | $25037844.60       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ5136 | 2055-10-01      | 5.5000%  | 0.0000% | $259881.92         | $268089.91         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRJ5143 | 2055-10-01      | 4.5000%  | 0.0000% | $24418128.21       | $24142667.31       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRJ5603 | 2055-12-01      | 4.5000%  | 0.0000% | $4157265.82        | $4120000.09        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA4084 | 2056-01-01      | 5.5000%  | 0.0000% | $4666662.00        | $4793621.13        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD2061 | 2051-12-01      | 2.5000%  | 0.0000% | $695.50            | $604.76            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQD9471 | 2052-04-01      | 3.5000%  | 0.0000% | $564940.73         | $529061.03         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE4075 | 2052-06-01      | 4.0000%  | 0.0000% | $831.38            | $801.87            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE8596 | 2052-09-01      | 4.5000%  | 0.0000% | $10081350.24       | $9979337.06        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF0486 | 2052-09-01      | 5.5000%  | 0.0000% | $13738487.74       | $14179500.83       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH5665 | 2053-11-01      | 6.5000%  | 0.0000% | $1008432.69        | $1058876.63        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH7482 | 2054-01-01      | 6.0000%  | 0.0000% | $1974482.82        | $2076666.92        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQH8790 | 2054-02-01      | 5.5000%  | 0.0000% | $9762748.25        | $10072808.80       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ5599 | 2054-10-01      | 5.5000%  | 0.0000% | $915.24            | $950.57            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CTQK1141 | 2041-10-01      | 4.0000%  | 0.0000% | $204.96            | $199.55            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBE3795 | 2032-07-01      | 3.0000%  | 0.0000% | $36282.03          | $35465.20          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 U4BF0195 | 2051-05-01      | 4.0000%  | 0.0000% | $43799.05          | $42606.06          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I3BF0328 | 2048-07-01      | 4.5000%  | 0.0000% | $210679.77         | $212724.42         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I4BF0479 | 2060-06-01      | 2.5000%  | 0.0000% | $29064.47          | $24657.22          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 I4BF0503 | 2060-09-01      | 3.0000%  | 0.0000% | $338361.64         | $297936.45         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I6BF0665 | 2061-11-01      | 4.0000%  | 0.0000% | $3094935.52        | $2914111.51        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH0567 | 2047-06-01      | 3.5000%  | 0.0000% | $29149.11          | $27243.62          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH2623 | 2047-08-01      | 4.0000%  | 0.0000% | $100031.59         | $97733.89          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBH5775 | 2032-11-01      | 3.0000%  | 0.0000% | $248331.04         | $242847.06         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4517 | 2048-09-01      | 4.0000%  | 0.0000% | $1222855.40        | $1193125.61        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5482 | 2049-02-01      | 4.0000%  | 0.0000% | $72214.70          | $70517.53          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN1946 | 2048-10-01      | 4.5000%  | 0.0000% | $1749435.56        | $1762717.27        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN5411 | 2049-04-01      | 4.5000%  | 0.0000% | $4223462.26        | $4246653.29        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6710 | 2049-06-01      | 4.5000%  | 0.0000% | $23682.90          | $23701.02          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4095 | 2053-02-01      | 5.0000%  | 0.0000% | $3448910.00        | $3500046.22        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS4205 | 2053-03-01      | 2.5000%  | 0.0000% | $854.55            | $730.79            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4239 | 2053-03-01      | 5.0000%  | 0.0000% | $606203.35         | $617277.34         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS4269 | 2051-10-01      | 2.0000%  | 0.0000% | $1777761.93        | $1476836.81        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4529 | 2053-03-01      | 5.5000%  | 0.0000% | $799.82            | $819.03            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4523 | 2053-04-01      | 5.0000%  | 0.0000% | $4778039.86        | $4827190.50        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4786 | 2053-05-01      | 5.5000%  | 0.0000% | $754.24            | $774.09            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4832 | 2053-05-01      | 5.0000%  | 0.0000% | $1368323.63        | $1384637.84        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5134 | 2049-12-01      | 3.5000%  | 0.0000% | $65426.44          | $62009.51          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6298 | 2053-11-01      | 5.5000%  | 0.0000% | $7751737.64        | $7951589.50        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5719 | 2052-05-01      | 3.0000%  | 0.0000% | $450145.34         | $407836.93         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS5745 | 2053-08-01      | 6.5000%  | 0.0000% | $669.40            | $700.27            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5954 | 2053-10-01      | 6.0000%  | 0.0000% | $35911209.17       | $37197668.37       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6043 | 2053-05-01      | 3.5000%  | 0.0000% | $47821.25          | $44520.89          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIFS7113 | 2039-02-01      | 4.5000%  | 0.0000% | $730.92            | $734.92            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS7130 | 2054-01-01      | 5.0000%  | 0.0000% | $251219.75         | $254260.71         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS6333 | 2052-10-01      | 4.0000%  | 0.0000% | $8956088.52        | $8724862.21        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS6631 | 2052-07-01      | 2.5000%  | 0.0000% | $56666.64          | $48552.19          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS7733 | 2051-10-01      | 4.0000%  | 0.0000% | $1874715.30        | $1840012.86        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CNFS7761 | 2031-09-01      | 1.5000%  | 0.0000% | $2288888.41        | $2168473.04        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS8288 | 2052-03-01      | 2.0000%  | 0.0000% | $17109.63          | $13951.90          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8278 | 2054-06-01      | 6.0000%  | 0.0000% | $21955850.55       | $23244205.22       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS8356 | 2052-08-01      | 3.5000%  | 0.0000% | $4394388.60        | $4091129.40        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS8761 | 2054-07-01      | 6.5000%  | 0.0000% | $180986.81         | $189428.96         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9832 | 2053-07-01      | 5.5000%  | 0.0000% | $6217221.15        | $6362968.71        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9051 | 2054-08-01      | 5.5000%  | 0.0000% | $3385445.44        | $3516247.39        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9203 | 2054-09-01      | 6.0000%  | 0.0000% | $449245.54         | $463100.42         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9345 | 2054-10-01      | 5.0000%  | 0.0000% | $1885906.91        | $1895743.38        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9941 | 2054-11-01      | 5.0000%  | 0.0000% | $891.10            | $898.75            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9998 | 2054-12-01      | 6.0000%  | 0.0000% | $825.36            | $855.78            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 ZLFP0057 | 2050-08-25      | 4.0000%  | 0.0000% | $733.21            | $723.61            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 ZLFP0038 | 2052-01-25      | 2.5000%  | 0.0000% | $951546.48         | $814080.26         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 ZLFP0039 | 2050-11-25      | 3.5000%  | 0.0000% | $838.33            | $794.38            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA5164 | 2056-02-01      | 5.5000%  | 0.0000% | $1445904.00        | $1485242.07        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA5552 | 2051-07-01      | 3.0000%  | 0.0000% | $11717809.49       | $10496774.69       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7195 | 2052-04-01      | 3.5000%  | 0.0000% | $14609.51          | $13704.73          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9056 | 2053-05-01      | 5.0000%  | 0.0000% | $78459.28          | $79079.49          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9473 | 2053-07-01      | 5.5000%  | 0.0000% | $61976791.86       | $63537154.03       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CNRD5285 | 2036-01-01      | 4.5000%  | 0.0000% | $635790.00         | $640739.63         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 3JRE0019 | 2050-11-01      | 2.0000%  | 0.0000% | $60150.09          | $47899.39          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 3PRE6066 | 2050-10-01      | 2.0000%  | 0.0000% | $9931.62           | $7890.48           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO1530 | 2038-08-01      | 5.0000%  | 0.0000% | $619275.56         | $632477.14         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP9657 | 2050-07-01      | 2.0000%  | 0.0000% | $3586396.68        | $2976196.79        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBT0266 | 2051-09-01      | 3.0000%  | 0.0000% | $5985708.96        | $5373105.57        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT6823 | 2051-10-01      | 2.5000%  | 0.0000% | $135731.12         | $116620.30         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT8177 | 2052-06-01      | 4.5000%  | 0.0000% | $4137884.22        | $4121427.85        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU1421 | 2052-01-01      | 3.0000%  | 0.0000% | $35896.14          | $32401.49          | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLBU4787 | 2054-06-01      | 7.5000%  | 0.0000% | $1151823.55        | $1227473.78        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBU8948 | 2052-04-01      | 4.0000%  | 0.0000% | $139256.98         | $134324.81         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBV3214 | 2052-02-01      | 2.5000%  | 0.0000% | $749.87            | $648.97            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV4297 | 2052-03-01      | 3.5000%  | 0.0000% | $1518197.28        | $1426277.19        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV7959 | 2052-08-01      | 5.0000%  | 0.0000% | $54280.97          | $54769.70          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV8535 | 2052-05-01      | 3.0000%  | 0.0000% | $50871.08          | $45883.82          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW0790 | 2052-09-01      | 5.0000%  | 0.0000% | $731.31            | $738.24            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW0022 | 2052-07-01      | 4.0000%  | 0.0000% | $418881.89         | $406689.17         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1316 | 2052-11-01      | 4.5000%  | 0.0000% | $10423987.98       | $10371774.22       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0848 | 2055-08-01      | 5.5000%  | 0.0000% | $973.34            | $1007.01           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0861 | 2055-08-01      | 5.5000%  | 0.0000% | $946.05            | $968.43            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0213 | 2055-04-01      | 5.0000%  | 0.0000% | $985.02            | $994.04            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0245 | 2055-04-01      | 5.5000%  | 0.0000% | $844817.37         | $861639.84         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0247 | 2055-04-01      | 5.5000%  | 0.0000% | $1033.40           | $1062.58           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0389 | 2055-05-01      | 5.5000%  | 0.0000% | $15729227.54       | $16267364.62       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCC0546 | 2055-06-01      | 7.0000%  | 0.0000% | $815.68            | $863.67            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0737 | 2055-07-01      | 6.5000%  | 0.0000% | $31088830.05       | $33021439.54       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1699 | 2055-12-01      | 5.5000%  | 0.0000% | $11227148.28       | $11571468.71       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0996 | 2055-09-01      | 5.0000%  | 0.0000% | $15608.52          | $15765.91          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC1002 | 2055-09-01      | 5.0000%  | 0.0000% | $992.91            | $1009.96           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1010 | 2055-09-01      | 5.5000%  | 0.0000% | $430017.06         | $443466.94         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1011 | 2055-09-01      | 5.5000%  | 0.0000% | $3999679.80        | $4120000.39        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC1029 | 2055-09-01      | 6.0000%  | 0.0000% | $25812827.46       | $27019198.55       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC1239 | 2055-10-01      | 6.0000%  | 0.0000% | $1003.64           | $1049.41           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1440 | 2055-11-01      | 5.5000%  | 0.0000% | $959.82            | $980.76            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC1550 | 2055-11-01      | 6.5000%  | 0.0000% | $18819062.31       | $19764383.54       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA8158 | 2054-03-01      | 5.5000%  | 0.0000% | $826.43            | $842.61            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA9101 | 2054-03-01      | 5.5000%  | 0.0000% | $2947361.84        | $3005226.09        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL890482 | 2039-01-01      | 6.5000%  | 0.0000% | $23862.03          | $25340.91          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB4430 | 2042-02-01      | 3.5000%  | 0.0000% | $145.99            | $140.03            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAB4487 | 2027-02-01      | 3.0000%  | 0.0000% | $44950.96          | $44769.12          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CWAB6466 | 2027-10-01      | 2.5000%  | 0.0000% | $33.42             | $33.06             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAB7335 | 2042-12-01      | 3.5000%  | 0.0000% | $2467316.59        | $2355545.77        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA2673 | 2053-10-01      | 5.5000%  | 0.0000% | $868408.91         | $904635.07         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA5013 | 2053-11-01      | 6.5000%  | 0.0000% | $44007.40          | $46507.55          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA5014 | 2053-11-01      | 6.5000%  | 0.0000% | $11029.23          | $11649.31          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB3709 | 2054-07-01      | 5.5000%  | 0.0000% | $490299.06         | $499849.37         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2254 | 2052-07-01      | 3.5000%  | 0.0000% | $150092.04         | $140405.02         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2349 | 2053-02-01      | 5.5000%  | 0.0000% | $17707747.19       | $18348405.62       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL865885 | 2036-03-01      | 6.0000%  | 0.0000% | $69527.11          | $73513.68          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA1674 | 2053-10-01      | 6.0000%  | 0.0000% | $12918577.86       | $13501843.03       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA1723 | 2053-10-01      | 6.0000%  | 0.0000% | $853.76            | $899.75            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA2523 | 2052-08-01      | 3.0000%  | 0.0000% | $647004.33         | $585613.11         | Agency Mortgage-Backed Securities  |
| 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  | 0.0000% | $337900.00         | $351865.54         | U.S. Treasuries (including strips) |
| 4 NOTE N 32          | 2032-07-31      | 4.0000%  | 0.0000% | $1090300.00        | $1113040.72        | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28      | 2028-10-31      | 1.3750%  | 0.0000% | $14215900.00       | $13444168.43       | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  | 0.0000% | $100.00            | $97.21             | U.S. Treasuries (including strips) |

### Security 231: Fixed Income Clearing Corp. - State Street Bank & Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank & Trust Co. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.3 - LEI: 549300ZFEEJ2IP5VME73, C.5 - Other ID: 85748R009_3.66_0202
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 Note 2.375 05/15/2029 | 2029-05-15      | 2.3750%  | 0.0000% | $47000000.00       | $45363530.97       | U.S. Treasuries (including strips) |
| T Note 4.5 05/31/2029   | 2029-05-31      | 4.5000%  | 0.0000% | $125838200.00      | $130026524.40      | U.S. Treasuries (including strips) |
| T Note 4.625 04/30/2029 | 2029-04-30      | 4.6250%  | 0.0000% | $1791371200.00     | $1864609978.42     | U.S. Treasuries (including strips) |

### Security 232: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 86562A007, C.3 - LEI: 35380028MYWPB6AUO129, C.5 - Other ID: 86562A007_3.81_0206
- **C.18 - Value (incl. sponsor support):** $468825000.00
- **C.18.a - Value (excl. sponsor support):** $468825000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA3735 M | 2046-06-20      | 3.0000%  | 0.0000% | $88927682.40       | $81573955.95       | Agency Mortgage-Backed Securities  |
| GNII SF MA4962 M | 2048-01-20      | 3.5000%  | 0.0000% | $66470236.20       | $62535693.02       | Agency Mortgage-Backed Securities  |
| GNII SF MA5263 M | 2048-03-20      | 3.5000%  | 0.0000% | $22356082.80       | $21032746.76       | Agency Mortgage-Backed Securities  |
| GNII SF MA5466 M | 2048-09-20      | 4.0000%  | 0.0000% | $81166134.50       | $78569485.54       | Agency Mortgage-Backed Securities  |
| GNII SF MA5876 M | 2049-04-20      | 4.0000%  | 0.0000% | $63405680.00       | $61175652.90       | Agency Mortgage-Backed Securities  |
| GNII SF MA9904 M | 2053-05-20      | 4.5000%  | 0.0000% | $179234885.00      | $176238973.90      | Agency Mortgage-Backed Securities  |
| 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  | 0.0000% | $1750000.00        | $1815564.04        | U.S. Treasuries (including strips) |

### Security 233: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.730000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 86599Z009, C.3 - LEI: 35380028MYWPB6AUO129, C.5 - Other ID: 86599Z009_3.73_0206
- **C.18 - Value (incl. sponsor support):** $112453125.00
- **C.18.a - Value (excl. sponsor support):** $112453125.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  | 0.0000% | $10000000.00       | $6287337.23        | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  | 0.0000% | $8000000.00        | $5428847.22        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41    | 2041-02-15      | 1.8750%  | 0.0000% | $10000000.00       | $7025915.38        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  | 0.0000% | $8000000.00        | $5886580.24        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  | 0.0000% | $40000000.00       | $25318857.83       | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  | 0.0000% | $10000000.00       | $6477216.57        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49    | 2049-05-15      | 2.8750%  | 0.0000% | $30000000.00       | $21558690.33       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  | 0.0000% | $49000000.00       | $31513332.10       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  | 0.0000% | $700000.00         | $726134.81         | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  | 0.0000% | $4500000.00        | $4650639.03        | U.S. Treasuries (including strips) |

### Security 234: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.760000%
- **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_3.76_0204
- **C.18 - Value (incl. sponsor support):** $114065000.00
- **C.18.a - Value (excl. sponsor support):** $114065000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  | 0.0000% | $1750000.00        | $1815564.04        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  | 0.0000% | $4500000.00        | $4652492.44        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49    | 2049-05-15      | 2.8750%  | 0.0000% | $30000000.00       | $21648837.35       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  | 0.0000% | $40000000.00       | $25432669.57       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  | 0.0000% | $49000000.00       | $31650236.20       | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  | 0.0000% | $10000000.00       | $6305968.70        | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  | 0.0000% | $10000000.00       | $6494337.40        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41    | 2041-02-15      | 1.8750%  | 0.0000% | $10000000.00       | $7045387.83        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  | 0.0000% | $8000000.00        | $5904214.06        | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  | 0.0000% | $8000000.00        | $5444713.04        | U.S. Treasuries (including strips) |

### Security 235: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 87299D009, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: 87299D009_3.67_0202
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 CLCB9219 | 2054-09-01      | 6.0000%  | 0.0000% | $19037998.07       | $19742467.45       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7024 | 2050-09-01      | 2.5000%  | 0.0000% | $48803033.10       | $42552530.41       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB0581 | 2051-05-01      | 2.0000%  | 0.0000% | $98013567.20       | $80909328.48       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5697 | 2053-02-01      | 5.5000%  | 0.0000% | $46862873.69       | $47989811.27       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1707 | 2055-03-01      | 5.5000%  | 0.0000% | $50666833.51       | $52143293.21       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6020 | 2051-10-01      | 2.5000%  | 0.0000% | $76427462.68       | $65662569.65       | Agency Mortgage-Backed Securities |

### Security 236: Thomas Bently Durant Irrevocable Life Insurance Trust

- **C.1 - Title:** Thomas Bently Durant Irrevocable Life Insurance Trust 3.850000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 88434TAA5, C.4 - ISIN: US88434TAA51, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2044-03-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 237: Nomura Securities International

- **C.1 - Title:** Nomura Securities International 3.670000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 895990919, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: 895990919_3.67_0202
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 1.7900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2026-02-09      | 3.7400%  | 0.0000% | $21750000.00       | $21943617.29       | Agency Mortgage-Backed Securities  |
| 4.125 FMNT GB26-28G2             | 2028-11-13      | 4.1250%  | 0.0000% | $300000.00         | $302534.68         | Agency Mortgage-Backed Securities  |
| 4.30 FMNT 25-30 60               | 2030-09-19      | 4.3000%  | 0.0000% | $158647000.00      | $160538213.30      | Agency Mortgage-Backed Securities  |
| 4.20 FMNT 26-30 P2               | 2030-12-18      | 4.2000%  | 0.0000% | $13140000.00       | $13189012.20       | Agency Mortgage-Backed Securities  |
| 7.25 FNPR BB 05/30               | 2030-05-15      | 0.0000%  | 0.0000% | $2745000.00        | $2320411.63        | Agency Mortgage-Backed Securities  |
| 6.625 FNPR BB 11/30              | 2030-11-15      | 0.0000%  | 0.0000% | $73723000.00       | $61111575.00       | Agency Mortgage-Backed Securities  |
| 6.25 FNSM GDBB 05/29             | 2029-05-15      | 6.2500%  | 0.0000% | $683000.00         | $746159.63         | Agency Mortgage-Backed Securities  |
| 7.125 FNSM BB 01/30              | 2030-01-15      | 7.1250%  | 0.0000% | $17000.00          | $19140.11          | Agency Mortgage-Backed Securities  |
| 7.25 FNSM BB 05/30               | 2030-05-15      | 7.2500%  | 0.0000% | $2771000.00        | $3192065.00        | Agency Mortgage-Backed Securities  |
| 6.625 FNSM BB 11/30              | 2030-11-15      | 6.6250%  | 0.0000% | $37000.00          | $42011.62          | Agency Mortgage-Backed Securities  |
| 0.875 FNSM A 08/30               | 2030-08-05      | 0.8750%  | 0.0000% | $6812000.00        | $6034420.23        | Agency Mortgage-Backed Securities  |
| FNZC A 03/17/31                  | 2031-03-17      | 0.0000%  | 0.0000% | $16000.00          | $13075.20          | Agency Mortgage-Backed Securities  |
| FMZC 12/17/2029 A                | 2029-12-17      | 0.0000%  | 0.0000% | $49158000.00       | $42428515.59       | Agency Mortgage-Backed Securities  |
| 1.875 FHLB 26 LM                 | 2026-09-11      | 1.8750%  | 0.0000% | $730000.00         | $727396.52         | Agency Mortgage-Backed Securities  |
| 3.25 FHLB 28 G4973               | 2028-11-16      | 3.2500%  | 0.0000% | $565000.00         | $564212.14         | Agency Mortgage-Backed Securities  |
| 2.50 FHLB 26 SG                  | 2026-06-12      | 2.5000%  | 0.0000% | $3500000.00        | $3496844.17        | Agency Mortgage-Backed Securities  |
| FHOR 21-26 2F                    | 2026-02-23      | 0.7000%  | 0.0000% | $750000.00         | $750734.08         | Agency Mortgage-Backed Securities  |
| FHOR 22-26 7N                    | 2026-03-17      | 0.7500%  | 0.0000% | $4000000.00        | $3996203.33        | Agency Mortgage-Backed Securities  |
| 0.96 FHOR 21-26 5418             | 2026-03-05      | 0.9600%  | 0.0000% | $60485000.00       | $60557380.38       | Agency Mortgage-Backed Securities  |
| FHOR 21-26 8Z                    | 2026-03-23      | 1.0000%  | 0.0000% | $3000000.00        | $2991593.33        | Agency Mortgage-Backed Securities  |
| FHOR 22-26 U9                    | 2026-04-29      | 1.2500%  | 0.0000% | $1000000.00        | $997058.72         | Agency Mortgage-Backed Securities  |
| FHOR 21-26 32                    | 2026-05-20      | 1.1250%  | 0.0000% | $1500000.00        | $1491740.25        | Agency Mortgage-Backed Securities  |
| FHOR 21-26 BI                    | 2026-06-22      | 1.2000%  | 0.0000% | $1500000.00        | $1487455.00        | Agency Mortgage-Backed Securities  |
| FHOR 21-26 GN                    | 2026-07-22      | 1.2000%  | 0.0000% | $1500000.00        | $1482983.50        | Agency Mortgage-Backed Securities  |
| FHOR 21-31 PN                    | 2031-08-26      | 2.0000%  | 0.0000% | $50000000.00       | $45483277.78       | Agency Mortgage-Backed Securities  |
| FHOR 21-26 QS                    | 2026-03-16      | 2.0000%  | 0.0000% | $1000000.00        | $1005364.44        | Agency Mortgage-Backed Securities  |
| FHOR 21-31 QF                    | 2031-09-15      | 2.0000%  | 0.0000% | $50000000.00       | $45434500.00       | Agency Mortgage-Backed Securities  |
| FHOR 22-26 SQ                    | 2026-09-30      | 1.6250%  | 0.0000% | $1400000.00        | $1389024.93        | Agency Mortgage-Backed Securities  |
| FHOR 22-26 ZE                    | 2026-10-27      | 1.2500%  | 0.0000% | $500000.00         | $492746.08         | Agency Mortgage-Backed Securities  |
| 1.70 FHOR 22-27 G558             | 2027-01-28      | 1.7000%  | 0.0000% | $47450000.00       | $46589278.09       | Agency Mortgage-Backed Securities  |
| 4.25 FHLB 32 HG                  | 2032-09-10      | 4.2500%  | 0.0000% | $95000.00          | $97455.54          | Agency Mortgage-Backed Securities  |
| 4.125 FHLB 30 LT                 | 2030-06-14      | 4.1250%  | 0.0000% | $65000.00          | $66222.38          | Agency Mortgage-Backed Securities  |
| 4.75 FHLB 26 CE                  | 2026-06-12      | 4.7500%  | 0.0000% | $4895000.00        | $4945043.22        | Agency Mortgage-Backed Securities  |
| 4.00 FHLB 28 G6378               | 2028-06-30      | 4.0000%  | 0.0000% | $15000.00          | $15202.41          | Agency Mortgage-Backed Securities  |
| 4.75 FHLB 27 G6982               | 2027-04-09      | 4.7500%  | 0.0000% | $175000.00         | $180030.70         | Agency Mortgage-Backed Securities  |
| 4.875 FHLB 26 PV                 | 2026-03-13      | 4.8750%  | 0.0000% | $1940000.00        | $1978784.64        | Agency Mortgage-Backed Securities  |
| 4.00 FHLB 27 G7905               | 2027-03-10      | 4.0000%  | 0.0000% | $150000.00         | $153093.83         | Agency Mortgage-Backed Securities  |
| 3.875 FHLB 27 G8130              | 2027-06-04      | 3.8750%  | 0.0000% | $75000.00          | $75675.21          | Agency Mortgage-Backed Securities  |
| FHFR 03SO 08/28 8282             | 2028-08-01      | 3.8650%  | 0.0000% | $100000000.00      | $100990250.00      | Agency Mortgage-Backed Securities  |
| 3.50 FHLB 27 G8384               | 2027-10-04      | 3.5000%  | 0.0000% | $40000.00          | $40353.39          | Agency Mortgage-Backed Securities  |
| FHFR 03SO 04/27 8642             | 2027-04-06      | 3.6850%  | 0.0000% | $10000.00          | $10025.93          | Agency Mortgage-Backed Securities  |
| 5.625 FNSM A 07/37               | 2037-07-15      | 5.6250%  | 0.0000% | $1740000.00        | $1911848.93        | Agency Mortgage-Backed Securities  |
| 4.375 FHLB 26 BD                 | 2026-03-13      | 4.3750%  | 0.0000% | $2300000.00        | $2340248.40        | Agency Mortgage-Backed Securities  |
| FHDN 02/03/26                    | 2026-02-03      | 0.0000%  | 0.0000% | $2514000.00        | $2512743.00        | Agency Mortgage-Backed Securities  |
| FHDN 02/25/26                    | 2026-02-25      | 0.0000%  | 0.0000% | $200000.00         | $199458.00         | Agency Mortgage-Backed Securities  |
| FHDN 03/04/26                    | 2026-03-04      | 0.0000%  | 0.0000% | $1000000.00        | $996600.00         | Agency Mortgage-Backed Securities  |
| FHDN 03/06/26                    | 2026-03-06      | 0.0000%  | 0.0000% | $28495000.00       | $28392418.00       | Agency Mortgage-Backed Securities  |
| FHDN 04/08/26                    | 2026-04-08      | 0.0000%  | 0.0000% | $15184000.00       | $15079837.76       | Agency Mortgage-Backed Securities  |
| FHDN 05/29/26                    | 2026-05-29      | 0.0000%  | 0.0000% | $1461000.00        | $1443584.88        | Agency Mortgage-Backed Securities  |
| FHDN 06/05/26                    | 2026-06-05      | 0.0000%  | 0.0000% | $650000.00         | $641821.70         | Agency Mortgage-Backed Securities  |
| FHDN 06/09/26                    | 2026-06-09      | 0.0000%  | 0.0000% | $790000.00         | $779754.49         | Agency Mortgage-Backed Securities  |
| FHDN 06/12/26                    | 2026-06-12      | 0.0000%  | 0.0000% | $601000.00         | $593025.93         | Agency Mortgage-Backed Securities  |
| FHDN 06/22/26                    | 2026-06-22      | 0.0000%  | 0.0000% | $10349000.00       | $10201661.29       | Agency Mortgage-Backed Securities  |
| FHDN 07/24/26                    | 2026-07-24      | 0.0000%  | 0.0000% | $28783000.00       | $28285054.10       | Agency Mortgage-Backed Securities  |
| FHDN 07/29/26                    | 2026-07-29      | 0.0000%  | 0.0000% | $18000000.00       | $17680500.00       | Agency Mortgage-Backed Securities  |
| 3.30 FCSB 28 BV                  | 2028-05-17      | 3.3000%  | 0.0000% | $15000.00          | $14977.53          | Agency Mortgage-Backed Securities  |
| 1.91 FCOR 21-33 BY               | 2033-06-01      | 1.9100%  | 0.0000% | $11200000.00       | $9605011.11        | Agency Mortgage-Backed Securities  |
| 1.94 FCOR 21-32 BT               | 2032-04-19      | 1.9400%  | 0.0000% | $73850000.00       | $65569109.24       | Agency Mortgage-Backed Securities  |
| 2.02 FCOR 22-31 CF               | 2031-04-01      | 2.0200%  | 0.0000% | $459000.00         | $420731.89         | Agency Mortgage-Backed Securities  |
| 1.70 FCOR 21-31 CV               | 2031-04-28      | 1.7000%  | 0.0000% | $1045000.00        | $939593.40         | Agency Mortgage-Backed Securities  |
| 4 5/8 FCSB 26 FB                 | 2026-04-10      | 4.6250%  | 0.0000% | $1214000.00        | $1233256.40        | Agency Mortgage-Backed Securities  |
| 4.75 FCSB 26 FE                  | 2026-09-01      | 4.7500%  | 0.0000% | $1444000.00        | $1481690.89        | Agency Mortgage-Backed Securities  |
| 5.86 FCOR 26-45 F                | 2045-02-24      | 5.8600%  | 0.0000% | $499000.00         | $510523.07         | Agency Mortgage-Backed Securities  |
| 4 7/8 FCSB 26 GK                 | 2026-08-28      | 4.8750%  | 0.0000% | $213000.00         | $218854.80         | Agency Mortgage-Backed Securities  |
| 3 7/8 FCSB 26 HE                 | 2026-09-03      | 3.8750%  | 0.0000% | $11000.00          | $11189.12          | Agency Mortgage-Backed Securities  |
| 4.25 FCSB 27 GT                  | 2027-01-13      | 4.2500%  | 0.0000% | $28000.00          | $28220.41          | Agency Mortgage-Backed Securities  |
| 4.54 FCOR 27-33 FK               | 2033-01-05      | 4.5400%  | 0.0000% | $20147000.00       | $20190573.48       | Agency Mortgage-Backed Securities  |
| FCFR 03FF FP 26/09               | 2026-09-17      | 3.6900%  | 0.0000% | $7999000.00        | $8040274.84        | Agency Mortgage-Backed Securities  |
| 4.22 FCOR 26-28 KM               | 2028-05-15      | 4.2200%  | 0.0000% | $11530000.00       | $11634826.92       | Agency Mortgage-Backed Securities  |
| FCFR 03SF FL 27/11               | 2027-11-19      | 3.7500%  | 0.0000% | $1000000.00        | $1008225.56        | Agency Mortgage-Backed Securities  |
| 5.50 FHLB 36 G677                | 2036-07-15      | 5.5000%  | 0.0000% | $37265000.00       | $40811348.57       | Agency Mortgage-Backed Securities  |
| 6.75 FMNT GB 29 A                | 2029-09-15      | 6.7500%  | 0.0000% | $21000.00          | $23683.85          | Agency Mortgage-Backed Securities  |
| 6.75 FMNT GB 31 A                | 2031-03-15      | 6.7500%  | 0.0000% | $143000.00         | $165809.00         | Agency Mortgage-Backed Securities  |
| 6.75 FMPR GB 31 A                | 2031-03-15      | 0.0000%  | 0.0000% | $270346000.00      | $220749133.90      | Agency Mortgage-Backed Securities  |
| 6.25 FMNT GB 32 A                | 2032-07-15      | 6.2500%  | 0.0000% | $918000.00         | $1035681.33        | Agency Mortgage-Backed Securities  |
| 6.25 FMPR GB 32 A                | 2032-07-15      | 0.0000%  | 0.0000% | $264397000.00      | $202341966.50      | Agency Mortgage-Backed Securities  |
| 5.98 TVBD 36 A                   | 2036-04-01      | 5.9800%  | 0.0000% | $5055000.00        | $5754446.31        | Agency Mortgage-Backed Securities  |
| 5.880 TVBD 36 C                  | 2036-04-01      | 5.8800%  | 0.0000% | $15000000.00       | $16983250.00       | Agency Mortgage-Backed Securities  |
| 5.375 TVBD 56 A                  | 2056-04-01      | 5.3750%  | 0.0000% | $271000.00         | $279067.23         | Agency Mortgage-Backed Securities  |
| 4.875 TVBD 48 A                  | 2048-01-15      | 4.8750%  | 0.0000% | $966000.00         | $935449.53         | Agency Mortgage-Backed Securities  |
| TVIN 06/15/28                    | 2028-06-15      | 0.0000%  | 0.0000% | $19000.00          | $17363.32          | Agency Mortgage-Backed Securities  |
| 8.875 RFBD 30 B                  | 2030-04-15      | 8.8750%  | 0.0000% | $1000.00           | $1215.95           | Corporate Debt Securities          |
| 8.625 RFPR 30 A                  | 2030-01-15      | 0.0000%  | 0.0000% | $423000.00         | $363194.99         | Corporate Debt Securities          |
| 8.875 RFPR 30 B                  | 2030-04-15      | 0.0000%  | 0.0000% | $164664000.00      | $139661582.90      | Corporate Debt Securities          |
| 0 5/8 TRIN D 32                  | 2032-07-15      | 0.6250%  | 0.0000% | $36435461.14       | $34569563.93       | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 27                 | 2027-10-15      | 1.6250%  | 0.0000% | $77339211.80       | $78854811.76       | U.S. Treasuries (including strips) |
| 4  NOTE R 29                     | 2029-10-31      | 4.0000%  | 0.0000% | $851000.00         | $868187.86         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27                 | 2027-10-31      | 4.1250%  | 0.0000% | $7167900.00        | $7309677.30        | U.S. Treasuries (including strips) |
| 4  NOTE AK 26                    | 2026-02-15      | 4.0000%  | 0.0000% | $4971800.00        | $5062480.01        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AL 26                 | 2026-03-15      | 4.6250%  | 0.0000% | $9978500.00        | $10161121.05       | U.S. Treasuries (including strips) |
| T 4 7/8 10/31/30                 | 2030-10-31      | 4.8750%  | 0.0000% | $10424100.00       | $11040110.46       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28                 | 2028-12-31      | 3.7500%  | 0.0000% | $66454600.00       | $66897701.65       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AM 27                 | 2027-04-15      | 4.5000%  | 0.0000% | $100200.00         | $102625.54         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29                  | 2029-04-30      | 4.6250%  | 0.0000% | $7832100.00        | $8154754.18        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27                 | 2027-05-15      | 4.5000%  | 0.0000% | $3444000.00        | $3516725.27        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29                  | 2029-05-31      | 4.5000%  | 0.0000% | $32496200.00       | $33589086.49       | U.S. Treasuries (including strips) |
| 6 1/4 TPRN 30                    | 2030-05-15      | 0.0000%  | 0.0000% | $974100.00         | $829445.18         | U.S. Treasuries (including strips) |
| 6 BOND 26                        | 2026-02-15      | 6.0000%  | 0.0000% | $4171000.00        | $4289128.16        | U.S. Treasuries (including strips) |
| 3 5/8 TRIB 28                    | 2028-04-15      | 3.6250%  | 0.0000% | $50121500.00       | $53460389.16       | U.S. Treasuries (including strips) |
| TII 3 3/8 04/15/32               | 2032-04-15      | 3.3750%  | 0.0000% | $1854800.80        | $2083425.44        | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 27                    | 2027-01-15      | 2.3750%  | 0.0000% | $120434.71         | $122228.23         | U.S. Treasuries (including strips) |
| 4 1/2 BOND 39                    | 2039-08-15      | 4.5000%  | 0.0000% | $62960500.00       | $64254368.39       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27                 | 2027-03-31      | 3.8750%  | 0.0000% | $3697300.00        | $3758481.58        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28                 | 2028-04-15      | 3.7500%  | 0.0000% | $3849900.00        | $3906313.94        | U.S. Treasuries (including strips) |
| 1 5/8 TRIN X 30                  | 2030-04-15      | 1.6250%  | 0.0000% | $103106123.16      | $105089141.10      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30                 | 2030-07-31      | 3.8750%  | 0.0000% | $20772200.00       | $21265741.26       | U.S. Treasuries (including strips) |
| T 3 7/8 07/31/27                 | 2027-07-31      | 3.8750%  | 0.0000% | $53196600.00       | $54471174.63       | U.S. Treasuries (including strips) |
| 0 1/8 TRIN X 26                  | 2026-04-15      | 0.1250%  | 0.0000% | $613041.83         | $612286.22         | U.S. Treasuries (including strips) |
| 0 1/8 TRIN AE 26                 | 2026-10-15      | 0.1250%  | 0.0000% | $963101.37         | $961949.93         | U.S. Treasuries (including strips) |
| 2 1/2 NOTE H 26                  | 2026-02-28      | 2.5000%  | 0.0000% | $953700.00         | $962705.06         | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 26                  | 2026-07-15      | 0.1250%  | 0.0000% | $28734071.27       | $28785499.39       | U.S. Treasuries (including strips) |
| TII 0 3/8 01/15/27               | 2027-01-15      | 0.3750%  | 0.0000% | $15944923.88       | $15865269.20       | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 30                  | 2030-07-15      | 0.1250%  | 0.0000% | $5586438.88        | $5332416.78        | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 31                  | 2031-01-15      | 0.1250%  | 0.0000% | $735063.97         | $693108.57         | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43                    | 2043-11-15      | 4.7500%  | 0.0000% | $100504200.00      | $101436112.70      | U.S. Treasuries (including strips) |
| 4 7/8 BOND 45                    | 2045-08-15      | 4.8750%  | 0.0000% | $636700.00         | $656937.79         | U.S. Treasuries (including strips) |
| 0 7/8 TRIB 47                    | 2047-02-15      | 0.8750%  | 0.0000% | $139509191.39      | $101810259.50      | U.S. Treasuries (including strips) |
| TINT 05/15/27                    | 2027-05-15      | 0.0000%  | 0.0000% | $8104714.23        | $7742157.94        | U.S. Treasuries (including strips) |
| TINT 05/15/30                    | 2030-05-15      | 0.0000%  | 0.0000% | $21991178.21       | $18658613.07       | U.S. Treasuries (including strips) |
| 4 NOTE AB 29                     | 2029-07-31      | 4.0000%  | 0.0000% | $5694200.00        | $5868165.24        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29                 | 2029-10-31      | 4.1250%  | 0.0000% | $43982700.00       | $45079605.45       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28                 | 2028-01-15      | 4.2500%  | 0.0000% | $82374900.00       | $83578483.76       | U.S. Treasuries (including strips) |
| 2 1/8 TRIN A 35                  | 2035-01-15      | 2.1250%  | 0.0000% | $54912066.00       | $56411853.17       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32                  | 2032-02-29      | 4.1250%  | 0.0000% | $1390000.00        | $1428406.31        | U.S. Treasuries (including strips) |

### Security 238: 2020 Sheu Family Exempt Trust

- **C.1 - Title:** 2020 Sheu Family Exempt Trust 3.850000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 90138RAA4, C.4 - ISIN: US90138RAA41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9175000.00
- **C.18.a - Value (excl. sponsor support):** $9175000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2041-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 239: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.920000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PBJ9, C.4 - ISIN: US90376PBJ93, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $600000.68
- **C.18.a - Value (excl. sponsor support):** $600000.68
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 240: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.920000%
- **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:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2037-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 241: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.920000%
- **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:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2037-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 242: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 910QDQ001, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: 910QDQ001_3.67_0202
- **C.18 - Value (incl. sponsor support):** $1050000000.00
- **C.18.a - Value (excl. sponsor support):** $1050000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF CV6431 C | 2053-05-20      | 6.5000%  | 0.0000% | $270497.95         | $283789.71         | Agency Mortgage-Backed Securities |
| GNII SF CV8160 C | 2053-10-20      | 7.0000%  | 0.0000% | $329314.03         | $344339.60         | Agency Mortgage-Backed Securities |
| GNII SF CY5648 C | 2054-01-20      | 7.0000%  | 0.0000% | $391097.34         | $408007.57         | Agency Mortgage-Backed Securities |
| GNII SF CZ1711 C | 2054-01-20      | 7.5000%  | 0.0000% | $1289165.10        | $1403123.00        | Agency Mortgage-Backed Securities |
| GNII SF CZ1151 C | 2054-01-20      | 7.5000%  | 0.0000% | $977206.50         | $1063533.57        | Agency Mortgage-Backed Securities |
| GNII SF CZ3602 C | 2053-12-20      | 7.5000%  | 0.0000% | $180916.38         | $190729.77         | Agency Mortgage-Backed Securities |
| GNII SF CZ3717 C | 2054-01-20      | 7.5000%  | 0.0000% | $223015.61         | $232968.72         | Agency Mortgage-Backed Securities |
| GNII SF DA1197 C | 2054-01-20      | 7.0000%  | 0.0000% | $972955.46         | $1021414.37        | Agency Mortgage-Backed Securities |
| GNII SF DA8574 C | 2054-03-20      | 7.0000%  | 0.0000% | $336285.00         | $351629.98         | Agency Mortgage-Backed Securities |
| GNII SF DB1462 C | 2054-03-20      | 7.0000%  | 0.0000% | $310223.41         | $324378.25         | Agency Mortgage-Backed Securities |
| GNII SF DC4806 C | 2054-07-20      | 6.5000%  | 0.0000% | $2361250.29        | $2480132.42        | Agency Mortgage-Backed Securities |
| GNII SF DD8200 C | 2054-08-20      | 6.5000%  | 0.0000% | $668235.72         | $702277.73         | Agency Mortgage-Backed Securities |
| GNII SF DE3757 C | 2054-09-20      | 7.0000%  | 0.0000% | $540845.77         | $565522.89         | Agency Mortgage-Backed Securities |
| GNII SF DE9185 C | 2054-12-20      | 7.0000%  | 0.0000% | $400133.57         | $420065.39         | Agency Mortgage-Backed Securities |
| GNII SF DF1906 C | 2054-10-20      | 7.0000%  | 0.0000% | $365438.40         | $380279.91         | Agency Mortgage-Backed Securities |
| GNII SF DF4663 C | 2054-09-20      | 7.0000%  | 0.0000% | $399307.10         | $413695.29         | Agency Mortgage-Backed Securities |
| GNII SF DF5617 C | 2054-12-20      | 6.0000%  | 0.0000% | $647125.65         | $677130.50         | Agency Mortgage-Backed Securities |
| GNII SF DF5695 C | 2055-03-20      | 6.0000%  | 0.0000% | $733327.64         | $767332.29         | Agency Mortgage-Backed Securities |
| GNII SF DF7250 C | 2055-02-20      | 6.5000%  | 0.0000% | $544420.18         | $571175.77         | Agency Mortgage-Backed Securities |
| GNII SF DG3818 C | 2055-06-20      | 6.0000%  | 0.0000% | $424142.11         | $440218.93         | Agency Mortgage-Backed Securities |
| GNII SF DG4171 C | 2055-01-20      | 6.5000%  | 0.0000% | $1297138.91        | $1359327.79        | Agency Mortgage-Backed Securities |
| GNII SF DG4176 C | 2055-01-20      | 7.0000%  | 0.0000% | $1159787.13        | $1214786.43        | Agency Mortgage-Backed Securities |
| GNII SF DG4827 C | 2055-03-20      | 7.0000%  | 0.0000% | $459557.65         | $479593.39         | Agency Mortgage-Backed Securities |
| GNII SF DG5041 C | 2055-01-20      | 7.0000%  | 0.0000% | $76168.63          | $79172.02          | Agency Mortgage-Backed Securities |
| GNII SF DH2471 C | 2055-01-20      | 6.0000%  | 0.0000% | $985165.61         | $1027870.90        | Agency Mortgage-Backed Securities |
| GNII SF DH3088 C | 2055-02-20      | 5.5000%  | 0.0000% | $681473.04         | $699898.40         | Agency Mortgage-Backed Securities |
| GNII SF DH3631 C | 2055-04-20      | 7.0000%  | 0.0000% | $499816.33         | $521847.68         | Agency Mortgage-Backed Securities |
| GNII SF DH6282 C | 2055-02-20      | 6.5000%  | 0.0000% | $755294.56         | $809703.80         | Agency Mortgage-Backed Securities |
| GNII SF DJ1492 C | 2055-05-20      | 7.0000%  | 0.0000% | $347431.72         | $362580.75         | Agency Mortgage-Backed Securities |
| GNII SF DJ2234 C | 2055-06-20      | 6.0000%  | 0.0000% | $1465078.19        | $1520612.47        | Agency Mortgage-Backed Securities |
| GNII SF DJ3100 C | 2055-08-20      | 7.0000%  | 0.0000% | $668320.49         | $701985.73         | Agency Mortgage-Backed Securities |
| GNII SF DJ3213 C | 2055-09-20      | 6.0000%  | 0.0000% | $2127476.48        | $2208119.18        | Agency Mortgage-Backed Securities |
| GNII SF DJ8376 C | 2055-06-20      | 7.0000%  | 0.0000% | $460072.35         | $481891.23         | Agency Mortgage-Backed Securities |
| GNII SF DJ9914 C | 2055-06-20      | 6.5000%  | 0.0000% | $540866.59         | $570049.65         | Agency Mortgage-Backed Securities |
| GNII SF DK3276 C | 2055-06-20      | 6.0000%  | 0.0000% | $3492760.88        | $3603447.63        | Agency Mortgage-Backed Securities |
| GNII SF DK3257 C | 2055-06-20      | 7.0000%  | 0.0000% | $924521.03         | $966260.28         | Agency Mortgage-Backed Securities |
| GNII SF DK3337 C | 2055-05-20      | 7.0000%  | 0.0000% | $2827421.12        | $2950693.54        | Agency Mortgage-Backed Securities |
| GNII SF DK3350 C | 2055-05-20      | 6.0000%  | 0.0000% | $912436.98         | $942604.27         | Agency Mortgage-Backed Securities |
| GNII SF DK9884 C | 2055-09-20      | 6.0000%  | 0.0000% | $655708.18         | $672750.25         | Agency Mortgage-Backed Securities |
| GNII SF DK9230 C | 2055-07-20      | 6.5000%  | 0.0000% | $471679.02         | $497411.04         | Agency Mortgage-Backed Securities |
| GNII SF DL0250 C | 2055-07-20      | 6.5000%  | 0.0000% | $1748658.75        | $1855622.65        | Agency Mortgage-Backed Securities |
| GNII SF DL2729 C | 2055-06-20      | 7.0000%  | 0.0000% | $682325.28         | $713462.43         | Agency Mortgage-Backed Securities |
| GNII SF DL3780 C | 2055-10-20      | 6.0000%  | 0.0000% | $548626.58         | $573372.56         | Agency Mortgage-Backed Securities |
| GNII SF DL4164 C | 2055-07-20      | 6.0000%  | 0.0000% | $1969556.33        | $2035105.79        | Agency Mortgage-Backed Securities |
| GNII SF DL4769 C | 2055-07-20      | 7.0000%  | 0.0000% | $605101.23         | $633073.78         | Agency Mortgage-Backed Securities |
| GNII SF DL5995 C | 2055-08-20      | 7.0000%  | 0.0000% | $605253.37         | $633235.37         | Agency Mortgage-Backed Securities |
| GNII SF DL7128 C | 2055-07-20      | 7.0000%  | 0.0000% | $617458.53         | $646002.95         | Agency Mortgage-Backed Securities |
| GNII SF DL8045 C | 2055-09-20      | 5.5000%  | 0.0000% | $454114.61         | $465814.67         | Agency Mortgage-Backed Securities |
| GNII SF DL9710 C | 2055-08-20      | 7.0000%  | 0.0000% | $1744302.65        | $1814001.31        | Agency Mortgage-Backed Securities |
| GNII SF DM4655 C | 2055-09-20      | 6.0000%  | 0.0000% | $1114647.86        | $1170719.48        | Agency Mortgage-Backed Securities |
| GNII SF DM5784 C | 2055-10-20      | 7.0000%  | 0.0000% | $547644.92         | $567075.85         | Agency Mortgage-Backed Securities |
| GNII SF DM5759 C | 2055-10-20      | 6.0000%  | 0.0000% | $531534.81         | $549620.99         | Agency Mortgage-Backed Securities |
| GNII SF DM5848 C | 2055-09-20      | 5.5000%  | 0.0000% | $1887990.39        | $1923429.02        | Agency Mortgage-Backed Securities |
| GNII SF DM7114 C | 2055-10-20      | 6.0000%  | 0.0000% | $4209556.66        | $4347484.18        | Agency Mortgage-Backed Securities |
| GNII SF DM6692 C | 2055-10-20      | 6.0000%  | 0.0000% | $599725.65         | $626358.47         | Agency Mortgage-Backed Securities |
| GNII SF DM6698 C | 2055-10-20      | 6.0000%  | 0.0000% | $1117562.74        | $1164148.72        | Agency Mortgage-Backed Securities |
| GNII SF DN0674 C | 2055-09-20      | 6.5000%  | 0.0000% | $464080.15         | $493806.86         | Agency Mortgage-Backed Securities |
| GNII SF DN5302 C | 2055-11-20      | 6.5000%  | 0.0000% | $10124189.70       | $10601040.16       | Agency Mortgage-Backed Securities |
| GNII SF DN5324 C | 2055-11-20      | 5.5000%  | 0.0000% | $1825432.11        | $1866182.25        | Agency Mortgage-Backed Securities |
| GNII SF DN4867 C | 2055-12-20      | 6.0000%  | 0.0000% | $10573790.33       | $10990432.92       | Agency Mortgage-Backed Securities |
| GNII SF DN6172 C | 2055-12-20      | 5.5000%  | 0.0000% | $4217727.31        | $4329845.28        | Agency Mortgage-Backed Securities |
| GNII SF DN6194 C | 2055-12-20      | 5.0000%  | 0.0000% | $992864.16         | $1004031.68        | Agency Mortgage-Backed Securities |
| GNII SF DN6264 C | 2056-01-20      | 5.0000%  | 0.0000% | $944990.76         | $960060.32         | Agency Mortgage-Backed Securities |
| GNII SF DN6283 C | 2056-01-20      | 5.5000%  | 0.0000% | $2094020.88        | $2149685.31        | Agency Mortgage-Backed Securities |
| GNII SF DN6292 C | 2056-01-20      | 5.5000%  | 0.0000% | $4667678.40        | $4791757.22        | Agency Mortgage-Backed Securities |
| GNII SF DN5982 C | 2055-10-20      | 6.5000%  | 0.0000% | $3050005.52        | $3199904.48        | Agency Mortgage-Backed Securities |
| GNII SF DN6066 C | 2055-11-20      | 7.5000%  | 0.0000% | $1132756.46        | $1221403.34        | Agency Mortgage-Backed Securities |
| GNII SF DN6068 C | 2055-11-20      | 7.5000%  | 0.0000% | $4485538.92        | $4836539.82        | Agency Mortgage-Backed Securities |
| GNII SF DN8785 C | 2056-01-20      | 5.0000%  | 0.0000% | $690724.86         | $695505.21         | Agency Mortgage-Backed Securities |
| GNII SF DN9418 C | 2055-11-20      | 6.5000%  | 0.0000% | $504378.84         | $534018.72         | Agency Mortgage-Backed Securities |
| GNII SF DP3564 C | 2056-01-20      | 5.0000%  | 0.0000% | $1776236.70        | $1788524.31        | Agency Mortgage-Backed Securities |
| GNII SF DP3569 C | 2056-01-20      | 5.5000%  | 0.0000% | $463597.68         | $476230.97         | Agency Mortgage-Backed Securities |
| GNII SF DP2863 C | 2056-01-20      | 5.0000%  | 0.0000% | $479782.80         | $483103.27         | Agency Mortgage-Backed Securities |
| GNII SF DP3065 C | 2056-01-20      | 6.0000%  | 0.0000% | $2115874.74        | $2185204.19        | Agency Mortgage-Backed Securities |
| GNII SF DP3071 C | 2056-01-20      | 5.0000%  | 0.0000% | $2092117.44        | $2106596.52        | Agency Mortgage-Backed Securities |
| GNII SF DP4246 C | 2056-01-20      | 5.0000%  | 0.0000% | $1712618.88        | $1731832.37        | Agency Mortgage-Backed Securities |
| GNII SF DP4261 C | 2056-01-20      | 6.0000%  | 0.0000% | $4074063.00        | $4237112.43        | Agency Mortgage-Backed Securities |
| GNII SF MB0810 M | 2055-11-20      | 3.5000%  | 0.0000% | $409089.21         | $376954.62         | Agency Mortgage-Backed Securities |
| GNII SF MB0870 M | 2055-12-20      | 4.5000%  | 0.0000% | $304234481.46      | $299003169.57      | Agency Mortgage-Backed Securities |
| GNII SF MB0872 M | 2056-01-20      | 5.5000%  | 0.0000% | $181911667.14      | $185419025.23      | Agency Mortgage-Backed Securities |
| GNII SF MB0873 M | 2055-12-20      | 6.0000%  | 0.0000% | $74827598.58       | $77075594.23       | Agency Mortgage-Backed Securities |
| GNII SF MB0029 M | 2054-08-20      | 7.0000%  | 0.0000% | $331419.20         | $343531.54         | Agency Mortgage-Backed Securities |
| GNII SF MB0093 M | 2054-09-20      | 6.0000%  | 0.0000% | $201025.07         | $206881.20         | Agency Mortgage-Backed Securities |
| GNII SF MB0147 M | 2055-01-20      | 5.5000%  | 0.0000% | $30913081.22       | $31447276.45       | Agency Mortgage-Backed Securities |
| GNII SF MB0176 M | 2039-11-20      | 3.5000%  | 0.0000% | $177963.94         | $172527.94         | Agency Mortgage-Backed Securities |
| GNII SF MB0208 M | 2055-02-20      | 7.0000%  | 0.0000% | $6308584.35        | $6532405.92        | Agency Mortgage-Backed Securities |
| GNII SF MB0257 M | 2055-03-20      | 4.5000%  | 0.0000% | $999855.42         | $982812.88         | Agency Mortgage-Backed Securities |
| GNII SF MB0421 M | 2055-06-20      | 4.0000%  | 0.0000% | $4818666.14        | $4586754.44        | Agency Mortgage-Backed Securities |
| GNII SF MB0485 M | 2055-07-20      | 5.5000%  | 0.0000% | $29684233.81       | $30193038.08       | Agency Mortgage-Backed Securities |
| GNII SF MB0529 M | 2040-08-20      | 5.5000%  | 0.0000% | $73398.39          | $75212.62          | Agency Mortgage-Backed Securities |
| GNII SF DO0895 C | 2056-01-20      | 5.0000%  | 0.0000% | $590760.24         | $595863.10         | Agency Mortgage-Backed Securities |
| GNII SF DO1310 C | 2055-09-20      | 6.0000%  | 0.0000% | $1677582.06        | $1741171.37        | Agency Mortgage-Backed Securities |
| GNII SF DO3718 C | 2055-12-20      | 5.0000%  | 0.0000% | $1402203.10        | $1417974.76        | Agency Mortgage-Backed Securities |
| GNII SF DO5372 C | 2056-01-20      | 6.0000%  | 0.0000% | $675293.22         | $702931.84         | Agency Mortgage-Backed Securities |
| GNII SF DO5384 C | 2056-01-20      | 5.0000%  | 0.0000% | $437473.68         | $441575.34         | Agency Mortgage-Backed Securities |
| GNII SF DO4502 C | 2055-12-20      | 5.0000%  | 0.0000% | $1298873.83        | $1312246.74        | Agency Mortgage-Backed Securities |
| GNII SF DO7677 C | 2056-01-20      | 5.0000%  | 0.0000% | $2034322.50        | $2057208.18        | Agency Mortgage-Backed Securities |
| GNII SF DO7690 C | 2056-01-20      | 5.5000%  | 0.0000% | $2526168.12        | $2593322.65        | Agency Mortgage-Backed Securities |
| GNII SF DO7716 C | 2056-01-20      | 5.5000%  | 0.0000% | $2133125.40        | $2189831.46        | Agency Mortgage-Backed Securities |
| GNII SF DO9819 C | 2055-12-20      | 5.5000%  | 0.0000% | $8731784.45        | $8880282.03        | Agency Mortgage-Backed Securities |
| GNII SF DO9825 C | 2055-12-20      | 5.5000%  | 0.0000% | $3138678.87        | $3213513.00        | Agency Mortgage-Backed Securities |
| GNII SF DO9879 C | 2056-01-20      | 5.5000%  | 0.0000% | $5120288.46        | $5267289.67        | Agency Mortgage-Backed Securities |
| GNII SF AV9440 C | 2046-11-20      | 3.0000%  | 0.0000% | $83927.34          | $76157.07          | Agency Mortgage-Backed Securities |
| GNII SF AX6465 C | 2047-04-20      | 3.5000%  | 0.0000% | $64397.73          | $60128.13          | Agency Mortgage-Backed Securities |
| GNII SF 003596 M | 2034-08-20      | 5.5000%  | 0.0000% | $3953.23           | $4111.96           | Agency Mortgage-Backed Securities |
| GNII SF 002989 M | 2030-10-20      | 8.5000%  | 0.0000% | $14116.97          | $14856.95          | Agency Mortgage-Backed Securities |
| GNII SF 003040 M | 2031-02-20      | 7.0000%  | 0.0000% | $9385.10           | $9805.08           | Agency Mortgage-Backed Securities |
| GNII SF 003121 M | 2031-08-20      | 7.0000%  | 0.0000% | $493.25            | $523.59            | Agency Mortgage-Backed Securities |
| GNII SF 004373 M | 2039-02-20      | 7.0000%  | 0.0000% | $1187.28           | $1240.88           | Agency Mortgage-Backed Securities |
| GNII SF 003920 M | 2036-11-20      | 6.0000%  | 0.0000% | $404189.10         | $428053.77         | Agency Mortgage-Backed Securities |
| GNII SF 004049 M | 2037-11-20      | 6.0000%  | 0.0000% | $2347.14           | $2490.63           | Agency Mortgage-Backed Securities |
| GNII SF 004145 M | 2038-05-20      | 6.0000%  | 0.0000% | $2400.54           | $2547.34           | Agency Mortgage-Backed Securities |
| GNII SF 004292 M | 2038-11-20      | 6.5000%  | 0.0000% | $1352.70           | $1445.62           | Agency Mortgage-Backed Securities |
| GNII SF 005284 M | 2042-01-20      | 3.0000%  | 0.0000% | $6959.97           | $6470.94           | Agency Mortgage-Backed Securities |
| GNII SF 005332 M | 2042-03-20      | 4.0000%  | 0.0000% | $631793.34         | $615436.35         | Agency Mortgage-Backed Securities |
| GNII SF 004598 M | 2039-12-20      | 4.5000%  | 0.0000% | $4418.51           | $4458.78           | Agency Mortgage-Backed Securities |
| GNII SF 004617 M | 2040-01-20      | 4.5000%  | 0.0000% | $5353.57           | $5402.37           | Agency Mortgage-Backed Securities |
| GNII SF 004745 M | 2040-07-20      | 4.0000%  | 0.0000% | $855.53            | $833.92            | Agency Mortgage-Backed Securities |
| GNII SF 004774 M | 2040-08-20      | 6.0000%  | 0.0000% | $5353.39           | $5672.24           | Agency Mortgage-Backed Securities |
| GNII SF 004800 M | 2040-09-20      | 4.0000%  | 0.0000% | $18604.25          | $18133.34          | Agency Mortgage-Backed Securities |
| GNII SF 004832 M | 2040-10-20      | 3.5000%  | 0.0000% | $72890.23          | $69324.40          | Agency Mortgage-Backed Securities |
| GNII SF 005115 M | 2041-07-20      | 4.5000%  | 0.0000% | $70834.50          | $71444.02          | Agency Mortgage-Backed Securities |
| GNII SF 005233 M | 2041-11-20      | 4.0000%  | 0.0000% | $353615.32         | $344461.00         | Agency Mortgage-Backed Securities |
| GNII SF 005240 M | 2038-11-20      | 6.0000%  | 0.0000% | $61654.33          | $65423.16          | Agency Mortgage-Backed Securities |
| GNII SF 733686 C | 2040-06-20      | 4.5000%  | 0.0000% | $64528.20          | $64184.65          | Agency Mortgage-Backed Securities |
| GNII SF 734270 C | 2041-03-20      | 4.5000%  | 0.0000% | $333621.16         | $332552.57         | Agency Mortgage-Backed Securities |
| GNII SF 738875 C | 2041-09-20      | 4.5000%  | 0.0000% | $54211.57          | $54037.88          | Agency Mortgage-Backed Securities |
| GNII SF 738756 C | 2041-09-20      | 4.5000%  | 0.0000% | $134024.05         | $132985.23         | Agency Mortgage-Backed Securities |
| GNII SF 544328 C | 2041-08-20      | 4.5000%  | 0.0000% | $51968.68          | $51947.89          | Agency Mortgage-Backed Securities |
| GNII SF 763050 C | 2041-04-20      | 4.5000%  | 0.0000% | $92553.34          | $92060.03          | Agency Mortgage-Backed Securities |
| GNII SF MA0853 M | 2043-03-20      | 4.0000%  | 0.0000% | $98424.14          | $95875.86          | Agency Mortgage-Backed Securities |
| GNII SF MA2679 M | 2045-03-20      | 4.0000%  | 0.0000% | $811351.13         | $789840.76         | Agency Mortgage-Backed Securities |
| GNII SF MA1810 M | 2029-04-20      | 3.0000%  | 0.0000% | $37198.29          | $36825.78          | Agency Mortgage-Backed Securities |
| GNII SF MA2000 M | 2044-05-20      | 6.0000%  | 0.0000% | $181545.59         | $192643.17         | Agency Mortgage-Backed Securities |
| GNII SF MA2147 M | 2044-08-20      | 3.0000%  | 0.0000% | $49547.79          | $45930.44          | Agency Mortgage-Backed Securities |
| GNII SF MA2375 M | 2038-03-20      | 5.5000%  | 0.0000% | $36834.74          | $38375.92          | Agency Mortgage-Backed Securities |
| GNII SF MA2522 M | 2045-01-20      | 4.0000%  | 0.0000% | $1396805.79        | $1359772.59        | Agency Mortgage-Backed Securities |
| GNII SF MA2960 M | 2045-07-20      | 3.0000%  | 0.0000% | $7851283.75        | $7225785.06        | Agency Mortgage-Backed Securities |
| GNII SF MA3078 M | 2030-09-20      | 3.0000%  | 0.0000% | $3545.59           | $3490.80           | Agency Mortgage-Backed Securities |
| GNII SF MA3309 M | 2045-12-20      | 3.0000%  | 0.0000% | $1057608.71        | $972933.03         | Agency Mortgage-Backed Securities |
| GNII SF MA3377 M | 2046-01-20      | 4.0000%  | 0.0000% | $249307.17         | $242428.59         | Agency Mortgage-Backed Securities |
| GNII SF MA3453 M | 2046-02-20      | 3.0000%  | 0.0000% | $3247782.52        | $2987754.23        | Agency Mortgage-Backed Securities |
| GNII SF MA3663 M | 2046-05-20      | 3.5000%  | 0.0000% | $13848.20          | $13084.43          | Agency Mortgage-Backed Securities |
| GNII SF MA4131 M | 2039-07-20      | 5.5000%  | 0.0000% | $24897.04          | $25939.42          | Agency Mortgage-Backed Securities |
| GNII SF MA4320 M | 2047-01-20      | 3.0000%  | 0.0000% | $1538557.05        | $1412236.38        | Agency Mortgage-Backed Securities |
| GNII SF MA5398 M | 2048-08-20      | 4.0000%  | 0.0000% | $2471236.54        | $2390398.00        | Agency Mortgage-Backed Securities |
| GNII SF MA4624 M | 2032-08-20      | 3.0000%  | 0.0000% | $227121.90         | $221225.05         | Agency Mortgage-Backed Securities |
| GNII SF MA4719 M | 2047-09-20      | 3.5000%  | 0.0000% | $3364951.86        | $3169914.01        | Agency Mortgage-Backed Securities |
| GNII SF MA4716 M | 2042-06-20      | 2.0000%  | 0.0000% | $30106.24          | $25503.36          | Agency Mortgage-Backed Securities |
| GNII SF MA4751 M | 2032-09-20      | 4.0000%  | 0.0000% | $1269.87           | $1271.48           | Agency Mortgage-Backed Securities |
| GNII SF MA5024 M | 2048-02-20      | 6.0000%  | 0.0000% | $15682.03          | $16624.73          | Agency Mortgage-Backed Securities |
| GNII SF MA5468 M | 2048-09-20      | 5.0000%  | 0.0000% | $554289.63         | $566785.41         | Agency Mortgage-Backed Securities |
| GNII SF MA5821 M | 2049-03-20      | 6.0000%  | 0.0000% | $1048.66           | $1111.69           | Agency Mortgage-Backed Securities |
| GNII SF MA5984 M | 2049-06-20      | 3.0000%  | 0.0000% | $10391787.31       | $9513023.14        | Agency Mortgage-Backed Securities |
| GNII SF MA6475 M | 2050-02-20      | 3.5000%  | 0.0000% | $30201.50          | $28302.41          | Agency Mortgage-Backed Securities |
| GNII SF MA6709 M | 2050-06-20      | 2.5000%  | 0.0000% | $608413.80         | $530426.64         | Agency Mortgage-Backed Securities |
| GNII SF MA7024 M | 2035-12-20      | 2.5000%  | 0.0000% | $850767.62         | $801715.66         | Agency Mortgage-Backed Securities |
| GNII SF MA7056 M | 2050-11-20      | 4.5000%  | 0.0000% | $1854933.30        | $1851084.31        | Agency Mortgage-Backed Securities |
| GNII SF MA8015 M | 2037-05-20      | 1.5000%  | 0.0000% | $61263.14          | $55891.24          | Agency Mortgage-Backed Securities |
| GNII SF MA8041 M | 2052-05-20      | 2.0000%  | 0.0000% | $1051594.13        | $877503.89         | Agency Mortgage-Backed Securities |
| GNII SF MA8096 M | 2052-06-20      | 2.0000%  | 0.0000% | $407864.27         | $340345.24         | Agency Mortgage-Backed Securities |
| GNII SF MA7256 M | 2051-03-20      | 3.0000%  | 0.0000% | $4427964.05        | $4022108.67        | Agency Mortgage-Backed Securities |
| GNII SF MA7310 M | 2051-04-20      | 1.5000%  | 0.0000% | $16884409.00       | $13402781.95       | Agency Mortgage-Backed Securities |
| GNII SF MA7374 M | 2038-06-20      | 6.0000%  | 0.0000% | $8340.41           | $8700.49           | Agency Mortgage-Backed Securities |
| GNII SF MA7532 M | 2051-08-20      | 1.5000%  | 0.0000% | $3557625.39        | $2823432.31        | Agency Mortgage-Backed Securities |
| GNII SF MA7596 M | 2037-12-20      | 6.0000%  | 0.0000% | $22775.14          | $24145.35          | Agency Mortgage-Backed Securities |
| GNII SF MA7712 M | 2038-10-20      | 6.0000%  | 0.0000% | $26318.38          | $27967.05          | Agency Mortgage-Backed Securities |
| GNII SF MA7769 M | 2051-12-20      | 3.5000%  | 0.0000% | $275210.13         | $255957.66         | Agency Mortgage-Backed Securities |
| GNII SF MA7766 M | 2051-12-20      | 2.0000%  | 0.0000% | $157282.89         | $131245.82         | Agency Mortgage-Backed Securities |
| GNII SF MA7853 M | 2037-12-20      | 2.5000%  | 0.0000% | $11290.65          | $10706.29          | Agency Mortgage-Backed Securities |
| GNII SF MA7885 M | 2045-05-20      | 4.5000%  | 0.0000% | $16406967.42       | $16236909.20       | Agency Mortgage-Backed Securities |
| GNII SF MA7940 M | 2052-03-20      | 4.5000%  | 0.0000% | $66701.93          | $66145.90          | Agency Mortgage-Backed Securities |
| GNII SF MA8102 M | 2052-06-20      | 5.0000%  | 0.0000% | $19332.23          | $19501.66          | Agency Mortgage-Backed Securities |
| GNII SF MA8148 M | 2052-07-20      | 3.0000%  | 0.0000% | $209999.87         | $190525.25         | Agency Mortgage-Backed Securities |
| GNII SF MA8204 M | 2052-08-20      | 6.0000%  | 0.0000% | $29971.94          | $31050.34          | Agency Mortgage-Backed Securities |
| GNII SF MA8562 M | 2052-09-20      | 1.5000%  | 0.0000% | $176327.99         | $140772.56         | Agency Mortgage-Backed Securities |
| GNII SF MA8643 M | 2053-02-20      | 3.0000%  | 0.0000% | $36225.53          | $32993.58          | Agency Mortgage-Backed Securities |
| GNII SF MA8726 M | 2053-03-20      | 5.5000%  | 0.0000% | $660026.18         | $676889.55         | Agency Mortgage-Backed Securities |
| GNII SF MA8768 M | 2038-04-20      | 4.0000%  | 0.0000% | $79406.04          | $78720.70          | Agency Mortgage-Backed Securities |
| GNII SF MA8800 M | 2053-04-20      | 5.0000%  | 0.0000% | $444591.25         | $448042.51         | Agency Mortgage-Backed Securities |
| GNII SF MA9851 M | 2054-08-20      | 5.5000%  | 0.0000% | $9072.68           | $9235.18           | Agency Mortgage-Backed Securities |
| GNII SF MA9854 M | 2054-08-20      | 7.0000%  | 0.0000% | $44763616.80       | $46792612.27       | Agency Mortgage-Backed Securities |
| GNII SF MA9015 M | 2053-07-20      | 4.5000%  | 0.0000% | $17148348.11       | $16929620.93       | Agency Mortgage-Backed Securities |
| GNII SF MA9167 M | 2053-08-20      | 3.5000%  | 0.0000% | $18143.42          | $17177.45          | Agency Mortgage-Backed Securities |
| GNII SF MA9324 M | 2035-02-20      | 3.5000%  | 0.0000% | $49367.05          | $48435.61          | Agency Mortgage-Backed Securities |
| GNII SF MA9330 M | 2038-12-20      | 6.5000%  | 0.0000% | $461395.42         | $489269.75         | Agency Mortgage-Backed Securities |
| GNII SF MA9488 M | 2054-01-20      | 5.5000%  | 0.0000% | $9182601.29        | $9386092.84        | Agency Mortgage-Backed Securities |
| GNII SF MA9542 M | 2054-03-20      | 6.0000%  | 0.0000% | $72461.83          | $74597.52          | Agency Mortgage-Backed Securities |
| GNII SF MA9606 M | 2054-02-20      | 6.0000%  | 0.0000% | $39839817.17       | $41036578.71       | Agency Mortgage-Backed Securities |
| GNII SF MA9667 M | 2054-05-20      | 5.0000%  | 0.0000% | $1180018.96        | $1186612.64        | Agency Mortgage-Backed Securities |
| GNII SF BB0604 C | 2047-07-20      | 3.5000%  | 0.0000% | $62720.34          | $58561.94          | Agency Mortgage-Backed Securities |
| GNII SF BB0583 C | 2047-07-20      | 3.5000%  | 0.0000% | $51889.72          | $48434.35          | Agency Mortgage-Backed Securities |
| GNII SF BB6248 C | 2047-07-20      | 3.5000%  | 0.0000% | $578361.90         | $537878.56         | Agency Mortgage-Backed Securities |
| GNII SF BD5492 C | 2047-11-20      | 3.5000%  | 0.0000% | $45842.91          | $42803.50          | Agency Mortgage-Backed Securities |
| GNII SF BD9048 C | 2047-11-20      | 3.5000%  | 0.0000% | $62184.57          | $58061.69          | Agency Mortgage-Backed Securities |
| GNII SF CN1861 C | 2052-06-20      | 4.5000%  | 0.0000% | $470304.32         | $460973.01         | Agency Mortgage-Backed Securities |
| GNII SF BF4922 C | 2048-03-20      | 4.5000%  | 0.0000% | $126413.62         | $122796.29         | Agency Mortgage-Backed Securities |
| GNII SF BQ9097 C | 2051-08-20      | 2.5000%  | 0.0000% | $2371331.00        | $2074627.43        | Agency Mortgage-Backed Securities |
| GNII SF BU6906 C | 2050-05-20      | 4.0000%  | 0.0000% | $91479.17          | $87433.06          | Agency Mortgage-Backed Securities |
| GNII SF BW1756 C | 2050-09-20      | 3.0000%  | 0.0000% | $171308.76         | $155155.49         | Agency Mortgage-Backed Securities |
| GNII SF BW2756 C | 2050-06-20      | 3.0000%  | 0.0000% | $984846.04         | $878412.41         | Agency Mortgage-Backed Securities |
| GNII SF CB1022 C | 2051-02-20      | 2.0000%  | 0.0000% | $3659593.06        | $2981419.64        | Agency Mortgage-Backed Securities |
| GNII SF CH6377 C | 2051-10-20      | 2.5000%  | 0.0000% | $78679.97          | $67909.14          | Agency Mortgage-Backed Securities |
| GNII SF CI1513 C | 2052-03-20      | 3.0000%  | 0.0000% | $35645.92          | $31537.25          | Agency Mortgage-Backed Securities |
| GNII SF CK1877 C | 2052-01-20      | 3.0000%  | 0.0000% | $255406.81         | $227798.78         | Agency Mortgage-Backed Securities |
| GNII SF CK4938 C | 2052-03-20      | 3.0000%  | 0.0000% | $34809.62          | $31542.13          | Agency Mortgage-Backed Securities |
| GNII SF MA9905 M | 2054-09-20      | 5.0000%  | 0.0000% | $6179654.90        | $6211651.78        | Agency Mortgage-Backed Securities |
| GNII SF MA9909 M | 2054-09-20      | 7.0000%  | 0.0000% | $102251.00         | $105991.23         | Agency Mortgage-Backed Securities |
| GNII SF MA9964 M | 2054-10-20      | 5.0000%  | 0.0000% | $86399915.76       | $86837771.37       | Agency Mortgage-Backed Securities |
| GNII SF MA9996 M | 2039-11-20      | 3.5000%  | 0.0000% | $563529.22         | $545594.59         | Agency Mortgage-Backed Securities |
| GNII SF MA9967 M | 2054-10-20      | 6.5000%  | 0.0000% | $169517.45         | $176181.70         | Agency Mortgage-Backed Securities |
| GNII SF AD2592 C | 2043-08-20      | 4.5000%  | 0.0000% | $23079.39          | $22961.45          | Agency Mortgage-Backed Securities |
| GNII SF AQ0542 C | 2046-10-20      | 4.0000%  | 0.0000% | $12165.79          | $11632.94          | Agency Mortgage-Backed Securities |
| GNII SF AQ3551 C | 2046-03-20      | 3.5000%  | 0.0000% | $148121.41         | $137940.35         | Agency Mortgage-Backed Securities |
| GNII SF CQ2526 C | 2052-11-20      | 5.5000%  | 0.0000% | $20126.45          | $20658.28          | Agency Mortgage-Backed Securities |
| GNII SF CS7714 C | 2053-04-20      | 7.0000%  | 0.0000% | $377360.57         | $395208.93         | Agency Mortgage-Backed Securities |
| GNII SF CT6550 C | 2053-12-20      | 7.5000%  | 0.0000% | $3907790.43        | $4257907.61        | Agency Mortgage-Backed Securities |

### Security 243: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 3.680000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 910QDQ001, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: 910QDQ001_3.68_0406
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-06
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNIN 02/06/26           | 2026-02-06      | 0.0000%  | 0.0000% | $34000.00          | $33977.83          | Agency Mortgage-Backed Securities |
| FNIN 05/15/30           | 2030-05-15      | 0.0000%  | 0.0000% | $978000.00         | $824710.24         | Agency Mortgage-Backed Securities |
| 3.875 FNNT D 26-30      | 2030-09-03      | 3.8750%  | 0.0000% | $2210000.00        | $2238527.05        | Agency Mortgage-Backed Securities |
| 3.875 FNNT E 26-30      | 2030-09-18      | 3.8750%  | 0.0000% | $3459000.00        | $3490526.48        | Agency Mortgage-Backed Securities |
| 3.85 FNNT A 26-30       | 2030-10-21      | 3.8500%  | 0.0000% | $1265000.00        | $1276164.26        | Agency Mortgage-Backed Securities |
| 3.75 FNNT F 27-30       | 2030-12-03      | 3.7500%  | 0.0000% | $3000000.00        | $3012748.50        | Agency Mortgage-Backed Securities |
| 4.00 FNNT E 27-31       | 2031-01-08      | 4.0000%  | 0.0000% | $3065000.00        | $3069264.78        | Agency Mortgage-Backed Securities |
| 3.875 FNNT A 28-31      | 2031-01-14      | 3.8750%  | 0.0000% | $4780000.00        | $4791138.46        | Agency Mortgage-Backed Securities |
| 4.01 FNNT A 27-31       | 2031-01-13      | 4.0100%  | 0.0000% | $7500000.00        | $7507984.58        | Agency Mortgage-Backed Securities |
| 4.00 FNNT AB 26-29      | 2029-07-23      | 4.0000%  | 0.0000% | $20750000.00       | $20750161.39       | Agency Mortgage-Backed Securities |
| 3.72 FNNT A 27-29       | 2029-01-23      | 3.7200%  | 0.0000% | $9000000.00        | $9009021.00        | Agency Mortgage-Backed Securities |
| 4.00 FNNT C 28-31       | 2031-01-28      | 4.0000%  | 0.0000% | $1124000.00        | $1124282.37        | Agency Mortgage-Backed Securities |
| 3.82 FNNT B 27-29       | 2029-01-22      | 3.8200%  | 0.0000% | $5660000.00        | $5660536.44        | Agency Mortgage-Backed Securities |
| 4.00 FNNT S 27-31       | 2031-01-30      | 4.0000%  | 0.0000% | $10500000.00       | $10478433.00       | Agency Mortgage-Backed Securities |
| 0.65 FHOR 21-26 5387    | 2026-02-26      | 0.6500%  | 0.0000% | $1000000.00        | $1000760.56        | Agency Mortgage-Backed Securities |
| 0.70 FHOR 22-26 6J      | 2026-08-25      | 0.7000%  | 0.0000% | $115000.00         | $113449.33         | Agency Mortgage-Backed Securities |
| 1.00 FHOR 21-26 8E      | 2026-03-23      | 1.0000%  | 0.0000% | $20962500.00       | $20961027.97       | Agency Mortgage-Backed Securities |
| 0.85 FHOR 21-26 5415    | 2026-02-26      | 0.8500%  | 0.0000% | $12735000.00       | $12756383.48       | Agency Mortgage-Backed Securities |
| 1.75 FHOR 21-31 QA      | 2031-06-20      | 1.7500%  | 0.0000% | $46000000.00       | $41195918.44       | Agency Mortgage-Backed Securities |
| 1.00 FHOR 21-26 SY      | 2026-09-30      | 1.0000%  | 0.0000% | $485000.00         | $478300.37         | Agency Mortgage-Backed Securities |
| 1.70 FHOR 22-27 G558    | 2027-01-28      | 1.7000%  | 0.0000% | $75000000.00       | $73661733.33       | Agency Mortgage-Backed Securities |
| 1.60 FHOR 23-27 P5      | 2027-01-27      | 1.6000%  | 0.0000% | $40000000.00       | $39293773.33       | Agency Mortgage-Backed Securities |
| 1.75 FHOR 22-27 Q4      | 2027-01-28      | 1.7500%  | 0.0000% | $25000000.00       | $24586805.56       | Agency Mortgage-Backed Securities |
| 2.05 FHOR 23-27 Y2      | 2027-02-24      | 2.0500%  | 0.0000% | $14745000.00       | $14539066.42       | Agency Mortgage-Backed Securities |
| 3.00 FHOR 23-26 J4      | 2026-04-21      | 3.0000%  | 0.0000% | $2000000.00        | $2013122.00        | Agency Mortgage-Backed Securities |
| FHOR 03SO 25-26 7208    | 2026-07-22      | 3.7800%  | 0.0000% | $2499999.99        | $2502880.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Banks | 2027-03-30      | 3.7300%  | 0.0000% | $7000000.00        | $7023214.72        | Agency Mortgage-Backed Securities |
| 5.45 FHOR 26-38 CP      | 2038-09-17      | 5.4500%  | 0.0000% | $21425000.00       | $21905471.10       | Agency Mortgage-Backed Securities |
| FHOR 03SO 26-27 8355    | 2027-09-24      | 3.8100%  | 0.0000% | $1000000.00        | $1004462.08        | Agency Mortgage-Backed Securities |
| FHOR 03SO 26-27 8358    | 2027-09-21      | 3.8200%  | 0.0000% | $3000000.00        | $3015486.67        | Agency Mortgage-Backed Securities |
| FHOR 03SO 26-26 8589    | 2026-07-10      | 3.6600%  | 0.0000% | $1000000.00        | $1005128.61        | Agency Mortgage-Backed Securities |
| FHOR 03SO 26-26 8604    | 2026-09-24      | 3.6650%  | 0.0000% | $1000000.00        | $1003803.06        | Agency Mortgage-Backed Securities |
| 5.20 FCSB 26 F          | 2026-02-06      | 5.2000%  | 0.0000% | $5000.00           | $5126.41           | Agency Mortgage-Backed Securities |
| 3.33 FCSB 39 C          | 2039-08-08      | 3.3300%  | 0.0000% | $5000.00           | $4375.00           | Agency Mortgage-Backed Securities |
| 3.07 FCSB 33 I          | 2033-11-28      | 3.0700%  | 0.0000% | $31000.00          | $28640.94          | Agency Mortgage-Backed Securities |
| 2.08 FCSB 30 BH         | 2030-12-02      | 2.0800%  | 0.0000% | $25000.00          | $23124.48          | Agency Mortgage-Backed Securities |
| 0.94 FCOR 22-26 JD      | 2026-09-28      | 0.9400%  | 0.0000% | $115000.00         | $113405.47         | Agency Mortgage-Backed Securities |
| 2.04 FCOR 22-31 CG      | 2031-04-14      | 2.0400%  | 0.0000% | $8340000.00        | $7647468.64        | Agency Mortgage-Backed Securities |
| 2.00 FCOR 22-31 CK      | 2031-05-05      | 2.0000%  | 0.0000% | $29726000.00       | $27136961.18       | Agency Mortgage-Backed Securities |
| 2.12 FCOR 22-31 DM      | 2031-05-23      | 2.1200%  | 0.0000% | $15800000.00       | $14482999.78       | Agency Mortgage-Backed Securities |
| 4.75 FCSB 26 EO         | 2026-03-09      | 4.7500%  | 0.0000% | $615000.00         | $627204.16         | Agency Mortgage-Backed Securities |
| FCOR 03SF 26-26 NR      | 2026-09-03      | 3.7900%  | 0.0000% | $2750000.00        | $2767376.95        | Agency Mortgage-Backed Securities |
| 3.62 FCOR 27-28 MI      | 2028-12-22      | 3.6200%  | 0.0000% | $5855000.00        | $5865650.90        | Agency Mortgage-Backed Securities |
| 3.56 FCOR 27-28 LV      | 2028-10-27      | 3.5600%  | 0.0000% | $14705000.00       | $14810826.98       | Agency Mortgage-Backed Securities |
| 5.880 TVBD 36 C         | 2036-04-01      | 5.8800%  | 0.0000% | $10607000.00       | $12000607.77       | Agency Mortgage-Backed Securities |
| 4.250 TVBD 65 A         | 2065-09-15      | 4.2500%  | 0.0000% | $50000.00          | $41739.88          | Agency Mortgage-Backed Securities |
| 2.875 TVBD 27 A         | 2027-02-01      | 2.8750%  | 0.0000% | $5239000.00        | $5278026.04        | Agency Mortgage-Backed Securities |
| 1.500 TVBD 31 A         | 2031-09-15      | 1.5000%  | 0.0000% | $629000.00         | $553050.14         | Agency Mortgage-Backed Securities |
| 3.875 TVBD 28 A         | 2028-03-15      | 3.8750%  | 0.0000% | $3236000.00        | $3303151.04        | Agency Mortgage-Backed Securities |
| 5.250 TVBD 55 A         | 2055-02-01      | 5.2500%  | 0.0000% | $394000.00         | $400674.03         | Agency Mortgage-Backed Securities |
| TVIN 01/15/28           | 2028-01-15      | 0.0000%  | 0.0000% | $2065000.00        | $1916809.41        | Agency Mortgage-Backed Securities |
| RFIN 07/15/28           | 2028-07-15      | 0.0000%  | 0.0000% | $48052000.00       | $43776957.72       | Corporate Debt Securities         |
| RFIN 10/15/27           | 2027-10-15      | 0.0000%  | 0.0000% | $435000.00         | $408221.84         | Corporate Debt Securities         |
| 8.875 RFPR 30 B         | 2030-04-15      | 0.0000%  | 0.0000% | $32410000.00       | $27479855.62       | Corporate Debt Securities         |

### Security 244: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 910QDQ001, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: 910QDQ001_3.70_0428
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| 3.75 FMNT 26-29 W0   | 2029-04-20      | 3.7500%  | 0.0000% | $12925000.00       | $13024979.18       | Agency Mortgage-Backed Securities |
| 4.125 FMNT GB26-28M1 | 2028-11-03      | 4.1250%  | 0.0000% | $43798000.00       | $44234611.31       | Agency Mortgage-Backed Securities |
| 3.65 FMNT 26-28 K4   | 2028-11-08      | 3.6500%  | 0.0000% | $8000000.00        | $8055736.89        | Agency Mortgage-Backed Securities |
| 4.50 FMNT GB26-30X0  | 2030-05-23      | 4.5000%  | 0.0000% | $3356000.00        | $3406628.62        | Agency Mortgage-Backed Securities |
| 4.00 FMNT 26-30 N7   | 2030-11-27      | 4.0000%  | 0.0000% | $530000.00         | $532740.04         | Agency Mortgage-Backed Securities |
| 4.01 FMNT 26-30 S6   | 2030-12-04      | 4.0100%  | 0.0000% | $6875000.00        | $6903674.10        | Agency Mortgage-Backed Securities |
| 3.75 FMNT 26-28 M8   | 2028-12-05      | 3.7500%  | 0.0000% | $4000000.00        | $4016816.67        | Agency Mortgage-Backed Securities |
| 3.70 FMNT 27-29 Q3   | 2029-06-15      | 3.7000%  | 0.0000% | $700000.00         | $701811.91         | Agency Mortgage-Backed Securities |
| 4.00 FMNT 26-30 KE8  | 2030-02-28      | 4.0000%  | 0.0000% | $171000.00         | $171680.50         | Agency Mortgage-Backed Securities |
| 4.00 FMNT GB27-30F5  | 2030-12-23      | 4.0000%  | 0.0000% | $17720000.00       | $17778867.81       | Agency Mortgage-Backed Securities |
| 3.70 FMNT 26-28 A5   | 2028-12-18      | 3.7000%  | 0.0000% | $6750000.00        | $6764550.00        | Agency Mortgage-Backed Securities |
| 3.75 FMNT 26-29 H0   | 2029-12-28      | 3.7500%  | 0.0000% | $500000.00         | $501248.00         | Agency Mortgage-Backed Securities |
| 4.00 FMNT GB27-30Q0  | 2030-12-30      | 4.0000%  | 0.0000% | $133284000.00      | $133744140.80      | Agency Mortgage-Backed Securities |
| 3.8 FMNT 26-29 W7    | 2029-12-28      | 3.8000%  | 0.0000% | $10000000.00       | $10014296.67       | Agency Mortgage-Backed Securities |
| 4.00 FMNT 26-30 H9   | 2030-01-07      | 4.0000%  | 0.0000% | $12805000.00       | $12818564.76       | Agency Mortgage-Backed Securities |
| 3.75 FMNT 27-31 N6   | 2031-01-07      | 3.7500%  | 0.0000% | $4125000.00        | $4113532.50        | Agency Mortgage-Backed Securities |
| 3.75 FMNT 26-31 P1   | 2031-01-07      | 3.7500%  | 0.0000% | $7214000.00        | $7179228.52        | Agency Mortgage-Backed Securities |
| 3.75 FMNT 26-29 X4   | 2029-01-09      | 3.7500%  | 0.0000% | $6150000.00        | $6152146.35        | Agency Mortgage-Backed Securities |
| 3.85 FMNT 26-29 Y2   | 2029-10-09      | 3.8500%  | 0.0000% | $12625000.00       | $12632549.75       | Agency Mortgage-Backed Securities |
| 3.85 FMNT 26-29 Z9   | 2029-04-09      | 3.8500%  | 0.0000% | $9850000.00        | $9859091.55        | Agency Mortgage-Backed Securities |
| 3.55 FMNT 27-28 G0   | 2028-01-07      | 3.5500%  | 0.0000% | $16000000.00       | $16012044.44       | Agency Mortgage-Backed Securities |
| 3.70 FMNT 26-28 S4   | 2028-01-14      | 3.7000%  | 0.0000% | $4750000.00        | $4753616.86        | Agency Mortgage-Backed Securities |
| 3.75 FMNT 26-28 H6   | 2028-06-30      | 3.7500%  | 0.0000% | $12000000.00       | $12000378.00       | Agency Mortgage-Backed Securities |
| 3.875 FMNT 26-29 J2  | 2029-06-29      | 3.8750%  | 0.0000% | $12000000.00       | $11998761.00       | Agency Mortgage-Backed Securities |
| 4.00 FMNT 26-30 PK9  | 2030-06-28      | 4.0000%  | 0.0000% | $8864000.00        | $8860445.54        | Agency Mortgage-Backed Securities |
| 3.875 FMNT 26-31 G7  | 2031-01-21      | 3.8750%  | 0.0000% | $14000000.00       | $13986122.50       | Agency Mortgage-Backed Securities |
| 3.65 FMNT 26-28 H5   | 2028-07-21      | 3.6500%  | 0.0000% | $7500000.00        | $7503146.25        | Agency Mortgage-Backed Securities |
| 3.75 FMNT 27-29 L6   | 2029-01-22      | 3.7500%  | 0.0000% | $1125000.00        | $1125425.62        | Agency Mortgage-Backed Securities |
| 3.875 FMNT 26-29 V3  | 2029-01-24      | 3.8750%  | 0.0000% | $11875000.00       | $11876775.97       | Agency Mortgage-Backed Securities |
| 3.875 FMNT 26-29 B6  | 2029-10-26      | 3.8750%  | 0.0000% | $14000000.00       | $13982444.00       | Agency Mortgage-Backed Securities |
| 3.75 FMNT 26-28 C4   | 2028-10-27      | 3.7500%  | 0.0000% | $6000000.00        | $5995638.00        | Agency Mortgage-Backed Securities |
| 5.80 FCSB 26 J       | 2026-12-30      | 5.8000%  | 0.0000% | $18000.00          | $18459.53          | Agency Mortgage-Backed Securities |
| 3.05 FCSB 32 I       | 2032-07-19      | 3.0500%  | 0.0000% | $20000.00          | $18859.64          | Agency Mortgage-Backed Securities |
| 2.59 FCSB 27 BM      | 2027-08-02      | 2.5900%  | 0.0000% | $15000.00          | $14982.66          | Agency Mortgage-Backed Securities |
| 2.90 FCSB 30 BE      | 2030-05-01      | 2.9000%  | 0.0000% | $5000.00           | $4858.74           | Agency Mortgage-Backed Securities |
| 3.75 FCSB 27 DT      | 2027-12-22      | 3.7500%  | 0.0000% | $50000.00          | $50314.17          | Agency Mortgage-Backed Securities |
| 3 3/8 FCSB 27 DJ     | 2027-09-15      | 3.3750%  | 0.0000% | $40000.00          | $40396.77          | Agency Mortgage-Backed Securities |
| 4.75 FCSB 26 EO      | 2026-03-09      | 4.7500%  | 0.0000% | $485000.00         | $494624.42         | Agency Mortgage-Backed Securities |
| 4 1/8 FCSB 26 EX     | 2026-02-26      | 4.1250%  | 0.0000% | $2500000.00        | $2544744.58        | Agency Mortgage-Backed Securities |
| 4.75 FCSB 31 CD      | 2031-05-02      | 4.7500%  | 0.0000% | $27432000.00       | $28917857.33       | Agency Mortgage-Backed Securities |
| 4.25 FCSB 27 GS      | 2027-12-27      | 4.2500%  | 0.0000% | $49000000.00       | $49848181.83       | Agency Mortgage-Backed Securities |
| 3.50 FCSB 27 GI      | 2027-09-20      | 3.5000%  | 0.0000% | $20000.00          | $20242.38          | Agency Mortgage-Backed Securities |
| 3.50 FCSB 27 IB      | 2027-12-09      | 3.5000%  | 0.0000% | $560000.00         | $561864.43         | Agency Mortgage-Backed Securities |
| 3 3/8 FCSB 27 ID     | 2027-12-23      | 3.3750%  | 0.0000% | $15800000.00       | $15782884.65       | Agency Mortgage-Backed Securities |
| 3 5/8 FCSB 26/12     | 2026-12-01      | 3.6250%  | 0.0000% | $59000.00          | $59361.14          | Agency Mortgage-Backed Securities |
| 6.75 FMNT GB 31 A    | 2031-03-15      | 6.7500%  | 0.0000% | $577000.00         | $668961.39         | Agency Mortgage-Backed Securities |
| 6.25 FMNT GB 32 A    | 2032-07-15      | 6.2500%  | 0.0000% | $224000.00         | $252534.73         | Agency Mortgage-Backed Securities |

### Security 245: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 910QDQ001, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: 910QDQ001_3.81_0309
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.000 CL725162 | 2034-02-01      | 6.0000%  | 0.0000% | $3471.05           | $3628.91           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9026 | 2054-08-01      | 6.5000%  | 0.0000% | $732127.14         | $772603.60         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG0144 | 2056-01-01      | 5.0000%  | 0.0000% | $3446684.00        | $3481443.04        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG1445 | 2056-02-01      | 5.0000%  | 0.0000% | $8218759.00        | $8261626.22        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0438 | 2052-09-01      | 3.5000%  | 0.0000% | $7390.05           | $6880.02           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFA1071 | 2040-03-01      | 5.5000%  | 0.0000% | $159118.41         | $163518.12         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5886 | 2040-11-01      | 5.0000%  | 0.0000% | $19272933.21       | $19584533.72       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAD0361 | 2039-09-01      | 6.0000%  | 0.0000% | $41950.16          | $44489.37          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL255269 | 2034-07-01      | 5.5000%  | 0.0000% | $521.50            | $536.77            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT256600 | 2027-02-01      | 5.5000%  | 0.0000% | $3536.52           | $3605.40           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL555285 | 2033-03-01      | 6.0000%  | 0.0000% | $1637.46           | $1703.14           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL564126 | 2031-02-01      | 7.5000%  | 0.0000% | $1765.12           | $1798.36           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW8471 | 2052-09-01      | 4.5000%  | 0.0000% | $5450000.66        | $5428217.01        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIBX7705 | 2038-02-01      | 4.5000%  | 0.0000% | $339204.93         | $341568.85         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX9005 | 2053-03-01      | 6.0000%  | 0.0000% | $21670.46          | $22646.35          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBX9454 | 2038-03-01      | 4.0000%  | 0.0000% | $580868.68         | $575944.21         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY4833 | 2053-06-01      | 6.0000%  | 0.0000% | $443415.25         | $463434.71         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICA1445 | 2033-03-01      | 3.5000%  | 0.0000% | $4725716.75        | $4681089.18        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2327 | 2048-09-01      | 4.0000%  | 0.0000% | $58134.23          | $57023.42          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA4353 | 2049-10-01      | 3.5000%  | 0.0000% | $38708492.92       | $36592936.13       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA4563 | 2049-11-01      | 3.5000%  | 0.0000% | $7735110.19        | $7327620.29        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA1037 | 2032-04-01      | 3.0000%  | 0.0000% | $89033.09          | $86851.04          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA2077 | 2034-11-01      | 3.5000%  | 0.0000% | $3650234.72        | $3575421.13        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3495 | 2048-10-01      | 4.0000%  | 0.0000% | $377837.47         | $368766.43         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA3246 | 2033-01-01      | 2.5000%  | 0.0000% | $10596.91          | $10170.10          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3332 | 2048-04-01      | 3.5000%  | 0.0000% | $2354099.08        | $2208131.85        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3339 | 2033-04-01      | 3.0000%  | 0.0000% | $5084.88           | $4973.20           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA3361 | 2038-05-01      | 4.0000%  | 0.0000% | $2879.18           | $2844.90           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNMA4448 | 2031-10-01      | 1.5000%  | 0.0000% | $16140636.87       | $15366505.02       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3615 | 2049-03-01      | 4.0000%  | 0.0000% | $4240.41           | $4134.62           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3962 | 2050-03-01      | 4.0000%  | 0.0000% | $5855.26           | $5674.57           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL7495 | 2045-10-01      | 3.5000%  | 0.0000% | $307572.34         | $295872.12         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAL9679 | 2035-06-01      | 4.0000%  | 0.0000% | $897830.18         | $887970.41         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ3279 | 2042-11-01      | 3.5000%  | 0.0000% | $365416.32         | $348950.46         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7025 | 2050-09-01      | 2.5000%  | 0.0000% | $1296513.70        | $1134707.35        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA9148 | 2036-02-01      | 2.5000%  | 0.0000% | $96737.82          | $92171.01          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTCB0232 | 2041-04-01      | 3.0000%  | 0.0000% | $5752652.47        | $5439286.32        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB0341 | 2036-04-01      | 2.5000%  | 0.0000% | $465882.76         | $442164.15         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1680 | 2051-09-01      | 3.0000%  | 0.0000% | $21692734.17       | $19579724.48       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1818 | 2051-10-01      | 2.5000%  | 0.0000% | $185134.26         | $158340.49         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2556 | 2052-01-01      | 3.0000%  | 0.0000% | $787.60            | $702.61            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3565 | 2052-05-01      | 2.5000%  | 0.0000% | $499250.26         | $432564.85         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2766 | 2052-02-01      | 2.0000%  | 0.0000% | $58110.90          | $47951.32          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4049 | 2050-06-01      | 3.5000%  | 0.0000% | $1845.60           | $1732.20           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4238 | 2051-01-01      | 2.5000%  | 0.0000% | $1086.42           | $934.10            | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4260 | 2036-02-01      | 1.5000%  | 0.0000% | $5196507.49        | $4718628.00        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4563 | 2052-03-01      | 2.5000%  | 0.0000% | $35374.96          | $30364.59          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4730 | 2052-09-01      | 3.0000%  | 0.0000% | $90200.41          | $80421.49          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4861 | 2038-01-01      | 3.5000%  | 0.0000% | $1308.34           | $1274.42           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS2249 | 2039-04-01      | 4.0000%  | 0.0000% | $894.95            | $887.18            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS2946 | 2044-07-01      | 4.0000%  | 0.0000% | $6696.84           | $6533.23           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS6233 | 2045-11-01      | 4.5000%  | 0.0000% | $38555.95          | $38723.28          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6562 | 2046-01-01      | 3.5000%  | 0.0000% | $17006.65          | $16072.61          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAZ7047 | 2045-08-01      | 4.0000%  | 0.0000% | $9222.12           | $8944.70           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL640045 | 2032-06-01      | 7.5000%  | 0.0000% | $2701.46           | $2754.93           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB5664 | 2053-02-01      | 4.0000%  | 0.0000% | $7792.56           | $7507.02           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5776 | 2053-02-01      | 6.0000%  | 0.0000% | $18403071.47       | $19110326.04       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6704 | 2053-07-01      | 6.5000%  | 0.0000% | $10569508.21       | $11226446.60       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8989 | 2054-08-01      | 5.5000%  | 0.0000% | $136232161.72      | $140492217.20      | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8198 | 2054-03-01      | 7.0000%  | 0.0000% | $9049.64           | $9525.34           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICB8400 | 2039-04-01      | 5.0000%  | 0.0000% | $2177091.52        | $2228115.53        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8531 | 2054-05-01      | 5.5000%  | 0.0000% | $80206778.12       | $83033068.96       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5137 | 2053-09-01      | 5.0000%  | 0.0000% | $165111579.72      | $166352851.90      | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLMA5208 | 2053-11-01      | 7.5000%  | 0.0000% | $181611.58         | $193489.28         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5558 | 2039-12-01      | 5.0000%  | 0.0000% | $3452443.12        | $3508261.46        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5754 | 2040-06-01      | 3.5000%  | 0.0000% | $3492150.53        | $3401614.58        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5760 | 2055-07-01      | 5.5000%  | 0.0000% | $5775045.29        | $5887534.83        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA5805 | 2045-08-01      | 5.0000%  | 0.0000% | $13956956.70       | $14118658.90       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDC0816 | 2040-01-01      | 5.0000%  | 0.0000% | $1196343.64        | $1221478.55        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC6448 | 2054-11-01      | 6.0000%  | 0.0000% | $79677.50          | $82532.45          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8888 | 2054-12-01      | 5.5000%  | 0.0000% | $878091.70         | $903679.78         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD4556 | 2055-04-01      | 5.5000%  | 0.0000% | $1025730.67        | $1060313.75        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8380 | 2055-05-01      | 6.0000%  | 0.0000% | $1541686.40        | $1614963.27        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD9780 | 2055-08-01      | 6.0000%  | 0.0000% | $1314153.76        | $1367410.28        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD9800 | 2055-09-01      | 6.0000%  | 0.0000% | $1809801.41        | $1880203.29        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0021 | 2055-06-01      | 6.0000%  | 0.0000% | $1062933.18        | $1103185.75        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDE0112 | 2055-06-01      | 4.0000%  | 0.0000% | $693641.72         | $665696.44         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE0236 | 2055-05-01      | 6.5000%  | 0.0000% | $5935187.64        | $6170536.30        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0675 | 2055-06-01      | 6.0000%  | 0.0000% | $2076139.59        | $2149592.02        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE0679 | 2055-06-01      | 6.5000%  | 0.0000% | $9687658.42        | $10202878.23       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIFA2750 | 2039-08-01      | 6.5000%  | 0.0000% | $27618955.56       | $29134769.77       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2869 | 2055-08-01      | 6.5000%  | 0.0000% | $6405009.90        | $6787863.67        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3027 | 2055-07-01      | 6.5000%  | 0.0000% | $188043378.28      | $195580553.80      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4456 | 2054-08-01      | 5.5000%  | 0.0000% | $16779213.00       | $17355068.14       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3691 | 2055-09-01      | 5.5000%  | 0.0000% | $24057871.98       | $24526484.59       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3919 | 2055-10-01      | 6.5000%  | 0.0000% | $135178.15         | $142956.46         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3571 | 2035-06-01      | 3.0000%  | 0.0000% | $41264.01          | $40256.70          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM3381 | 2048-11-01      | 3.5000%  | 0.0000% | $1304.07           | $1235.45           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM3619 | 2050-01-01      | 4.5000%  | 0.0000% | $899.43            | $900.31            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM4544 | 2050-10-01      | 2.0000%  | 0.0000% | $1179716.12        | $969722.06         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM4844 | 2035-12-01      | 2.0000%  | 0.0000% | $116163.73         | $107814.59         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4883 | 2050-03-01      | 2.5000%  | 0.0000% | $2564903.28        | $2192232.81        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM5474 | 2035-10-01      | 2.5000%  | 0.0000% | $319795.85         | $303919.23         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFM5580 | 2036-01-01      | 1.5000%  | 0.0000% | $238410.58         | $217281.28         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFM5679 | 2050-04-01      | 5.5000%  | 0.0000% | $282125.57         | $292100.56         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7003 | 2051-02-01      | 4.0000%  | 0.0000% | $11750.87          | $11375.68          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7460 | 2051-03-01      | 4.0000%  | 0.0000% | $20123946.61       | $19550619.84       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE9390 | 2055-09-01      | 6.5000%  | 0.0000% | $8044182.37        | $8373809.72        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9521 | 2055-09-01      | 6.0000%  | 0.0000% | $1050859.30        | $1097993.84        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF2002 | 2055-11-01      | 6.0000%  | 0.0000% | $799551.80         | $834248.62         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF5730 | 2055-10-01      | 4.5000%  | 0.0000% | $1122343.90        | $1106441.40        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF6738 | 2055-12-01      | 4.5000%  | 0.0000% | $2734840.86        | $2696090.90        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF6895 | 2056-01-01      | 6.0000%  | 0.0000% | $1050365.00        | $1097071.93        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD2340 | 2046-06-01      | 3.5000%  | 0.0000% | $932929.13         | $883697.01         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7556 | 2051-05-01      | 3.5000%  | 0.0000% | $1951.72           | $1831.57           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM7877 | 2036-03-01      | 3.5000%  | 0.0000% | $7793.99           | $7692.35           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM9745 | 2036-11-01      | 2.5000%  | 0.0000% | $228068.79         | $216459.83         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFS1774 | 2037-05-01      | 3.5000%  | 0.0000% | $229260.83         | $223317.12         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1462 | 2052-01-01      | 3.5000%  | 0.0000% | $137801.84         | $129851.28         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2619 | 2052-08-01      | 5.0000%  | 0.0000% | $2372505.71        | $2391781.79        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1865 | 2052-05-01      | 3.5000%  | 0.0000% | $830240.30         | $777511.28         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2050 | 2051-02-01      | 4.0000%  | 0.0000% | $268530.51         | $262491.85         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS3312 | 2037-03-01      | 2.0000%  | 0.0000% | $1250.79           | $1160.86           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS3382 | 2051-08-01      | 2.0000%  | 0.0000% | $67975.67          | $55759.84          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM1056 | 2047-04-01      | 4.0000%  | 0.0000% | $5336454.60        | $5214149.58        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM3278 | 2047-12-01      | 5.0000%  | 0.0000% | $36862.93          | $37953.84          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM5261 | 2048-01-01      | 4.0000%  | 0.0000% | $85206.91          | $83236.69          | Agency Mortgage-Backed Securities |
| FNMS 04.500 I4BM7888 | 2059-01-01      | 4.5000%  | 0.0000% | $1145785.44        | $1128259.51        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4072 | 2053-03-01      | 5.5000%  | 0.0000% | $32735155.53       | $33499212.26       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4118 | 2053-03-01      | 5.0000%  | 0.0000% | $1195322.70        | $1213045.48        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS6430 | 2053-04-01      | 5.0000%  | 0.0000% | $116393.22         | $118167.61         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS8078 | 2052-02-01      | 2.0000%  | 0.0000% | $53833.49          | $43907.20          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS9507 | 2054-02-01      | 4.5000%  | 0.0000% | $1164065.95        | $1149298.61        | Agency Mortgage-Backed Securities |
| FNMS 02.500 REBP2498 | 2050-03-01      | 2.5000%  | 0.0000% | $102339.74         | $88609.11          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBQ7467 | 2052-01-01      | 3.5000%  | 0.0000% | $1620763.82        | $1508907.53        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBQ9430 | 2051-01-01      | 2.5000%  | 0.0000% | $5071827.22        | $4366152.91        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTBR1092 | 2041-06-01      | 2.0000%  | 0.0000% | $20127430.28       | $17655602.93       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBR7533 | 2036-03-01      | 2.0000%  | 0.0000% | $552355.64         | $512636.36         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT0482 | 2051-07-01      | 2.5000%  | 0.0000% | $33982.96          | $29212.22          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CNBV6122 | 2035-09-01      | 5.5000%  | 0.0000% | $603493.97         | $619866.49         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL888433 | 2035-12-01      | 6.0000%  | 0.0000% | $1207.11           | $1279.46           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL929828 | 2038-08-01      | 5.5000%  | 0.0000% | $159499.92         | $165134.82         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL937182 | 2037-05-01      | 5.5000%  | 0.0000% | $9235.09           | $9571.62           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAA4434 | 2039-03-01      | 5.0000%  | 0.0000% | $2165.51           | $2230.68           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA8023 | 2054-02-01      | 5.5000%  | 0.0000% | $7965282.85        | $8145223.02        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL852637 | 2036-02-01      | 6.0000%  | 0.0000% | $25721.80          | $27123.33          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA2371 | 2052-11-01      | 4.5000%  | 0.0000% | $15856120.43       | $15798768.84       | Agency Mortgage-Backed Securities |

### Security 246: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 3.890000%
- **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: VYVVCKR63DVZZN70PB21, C.5 - Other ID: 910QDQ001_3.89_0223
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-02-23
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.000 CL745257 | 2036-01-01      | 6.0000%  | 0.0000% | $969.33            | $1027.92           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL776587 | 2034-05-01      | 5.0000%  | 0.0000% | $1621.73           | $1652.39           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDG1521 | 2041-02-01      | 4.5000%  | 0.0000% | $1142077.00        | $1149336.04        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5879 | 2055-11-01      | 5.5000%  | 0.0000% | $144521730.74      | $147336805.40      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CNMA5901 | 2035-11-01      | 5.5000%  | 0.0000% | $3140958.63        | $3226171.44        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTAE0213 | 2029-12-01      | 5.5000%  | 0.0000% | $701.40            | $715.06            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL545762 | 2032-07-01      | 6.5000%  | 0.0000% | $9026.81           | $9480.19           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBW4879 | 2053-04-01      | 3.0000%  | 0.0000% | $3365.98           | $2998.34           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY4186 | 2053-07-01      | 5.5000%  | 0.0000% | $18800976.40       | $19218330.93       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY5368 | 2053-07-01      | 6.0000%  | 0.0000% | $12091.82          | $12437.74          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA0250 | 2032-05-01      | 3.0000%  | 0.0000% | $29163.38          | $28543.77          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2626 | 2048-11-01      | 4.0000%  | 0.0000% | $1573.01           | $1539.38           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2444 | 2048-10-01      | 4.5000%  | 0.0000% | $809863.10         | $809583.70         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2472 | 2048-10-01      | 4.0000%  | 0.0000% | $144240.23         | $140239.33         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTAC2352 | 2029-01-01      | 5.0000%  | 0.0000% | $2037.41           | $2048.03           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CJMA2308 | 2030-06-01      | 2.5000%  | 0.0000% | $2163.47           | $2099.02           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3182 | 2047-11-01      | 3.5000%  | 0.0000% | $25141.35          | $23677.86          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3467 | 2048-09-01      | 4.0000%  | 0.0000% | $131399.29         | $127784.78         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3442 | 2048-08-01      | 3.5000%  | 0.0000% | $597.78            | $562.52            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAH3780 | 2041-02-01      | 4.0000%  | 0.0000% | $113548.88         | $112165.77         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL5734 | 2029-09-01      | 3.5000%  | 0.0000% | $4300.86           | $4284.21           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL5760 | 2044-09-01      | 4.0000%  | 0.0000% | $27755.90          | $27297.66          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL7206 | 2045-08-01      | 4.0000%  | 0.0000% | $558.74            | $546.35            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL7481 | 2044-07-01      | 3.5000%  | 0.0000% | $1837848.72        | $1756578.03        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL9238 | 2041-10-01      | 3.0000%  | 0.0000% | $5479.11           | $5105.01           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA8005 | 2050-12-01      | 1.5000%  | 0.0000% | $211463.55         | $164304.71         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA7696 | 2050-11-01      | 1.5000%  | 0.0000% | $101158.92         | $78702.49          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA7956 | 2035-11-01      | 2.5000%  | 0.0000% | $2628111.65        | $2498277.39        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA9443 | 2036-03-01      | 2.5000%  | 0.0000% | $248637.34         | $236208.43         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3026 | 2052-03-01      | 3.5000%  | 0.0000% | $13448.88          | $12520.77          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3096 | 2052-03-01      | 2.5000%  | 0.0000% | $588723.48         | $508739.44         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3253 | 2052-04-01      | 3.5000%  | 0.0000% | $27556233.77       | $25979450.75       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7538 | 2046-07-01      | 3.0000%  | 0.0000% | $1521.63           | $1390.52           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS7589 | 2046-07-01      | 3.5000%  | 0.0000% | $2155256.44        | $2041576.24        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTAS9543 | 2037-05-01      | 3.5000%  | 0.0000% | $573994.23         | $557998.98         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAU1282 | 2043-07-01      | 3.0000%  | 0.0000% | $7644.36           | $7078.20           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAV2359 | 2044-01-01      | 4.0000%  | 0.0000% | $42337.12          | $41550.59          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAV6139 | 2029-01-01      | 3.5000%  | 0.0000% | $1136.53           | $1127.93           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAX9585 | 2045-03-01      | 3.5000%  | 0.0000% | $81079.09          | $77169.98          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4948 | 2052-10-01      | 5.0000%  | 0.0000% | $3300405.27        | $3379729.78        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB5181 | 2037-11-01      | 4.5000%  | 0.0000% | $34787.54          | $35072.66          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB7218 | 2053-10-01      | 5.0000%  | 0.0000% | $2929711.51        | $2952486.44        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5191 | 2053-11-01      | 6.0000%  | 0.0000% | $3375.59           | $3489.76           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5445 | 2054-08-01      | 6.0000%  | 0.0000% | $700.34            | $720.38            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5590 | 2040-01-01      | 5.0000%  | 0.0000% | $4541.78           | $4615.21           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5635 | 2055-02-01      | 3.5000%  | 0.0000% | $9547.80           | $8888.86           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5792 | 2055-08-01      | 5.5000%  | 0.0000% | $438246.94         | $446783.36         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5830 | 2040-09-01      | 5.5000%  | 0.0000% | $175836513.83      | $180606880.40      | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD6415 | 2055-04-01      | 6.5000%  | 0.0000% | $6568843.86        | $6921295.91        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0104 | 2055-06-01      | 6.0000%  | 0.0000% | $5390216.83        | $5659530.03        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0627 | 2055-06-01      | 6.0000%  | 0.0000% | $16860034.13       | $17349621.41       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE4634 | 2040-08-01      | 5.5000%  | 0.0000% | $1202249.84        | $1241847.81        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE4737 | 2040-07-01      | 5.5000%  | 0.0000% | $1226400.56        | $1266269.07        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA2878 | 2052-04-01      | 2.0000%  | 0.0000% | $25394.17          | $20718.52          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA3035 | 2052-02-01      | 2.0000%  | 0.0000% | $14282168.90       | $11776649.59       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3800 | 2055-10-01      | 6.0000%  | 0.0000% | $31448078.30       | $32858535.09       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM1082 | 2031-09-01      | 3.0000%  | 0.0000% | $13793.39          | $13631.69          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3523 | 2034-11-01      | 3.0000%  | 0.0000% | $37303.37          | $36783.87          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4422 | 2050-10-01      | 2.5000%  | 0.0000% | $65460.56          | $56931.96          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM3796 | 2048-10-01      | 4.5000%  | 0.0000% | $40680.59          | $40985.49          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6578 | 2036-01-01      | 2.0000%  | 0.0000% | $27408.81          | $25438.31          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM6946 | 2034-07-01      | 3.0000%  | 0.0000% | $182173.22         | $178944.50         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8038 | 2051-07-01      | 3.0000%  | 0.0000% | $123514.82         | $110910.71         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFM8066 | 2041-07-01      | 2.0000%  | 0.0000% | $14190604.93       | $12548299.41       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTFM7224 | 2038-11-01      | 4.5000%  | 0.0000% | $399830.57         | $403926.43         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM7392 | 2051-05-01      | 2.5000%  | 0.0000% | $627756.51         | $537136.02         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9107 | 2055-10-01      | 6.0000%  | 0.0000% | $3540064.26        | $3695661.88        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9697 | 2055-09-01      | 5.5000%  | 0.0000% | $8406921.49        | $8620890.72        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF2419 | 2040-11-01      | 5.0000%  | 0.0000% | $1017469.34        | $1034764.06        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF4590 | 2055-11-01      | 6.0000%  | 0.0000% | $2184626.58        | $2289190.09        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF6340 | 2055-11-01      | 6.0000%  | 0.0000% | $1579820.87        | $1640039.43        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBE2974 | 2047-01-01      | 4.0000%  | 0.0000% | $7455894.45        | $7275388.90        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM7672 | 2051-06-01      | 2.5000%  | 0.0000% | $49731.77          | $42535.78          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM7686 | 2051-06-01      | 3.0000%  | 0.0000% | $317725.72         | $285303.61         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7864 | 2036-07-01      | 2.0000%  | 0.0000% | $908257.86         | $840992.38         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7862 | 2036-05-01      | 2.0000%  | 0.0000% | $497924.81         | $461048.55         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM9939 | 2052-01-01      | 4.0000%  | 0.0000% | $51076.28          | $49243.01          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1626 | 2052-04-01      | 2.5000%  | 0.0000% | $58544.38          | $50723.96          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1636 | 2052-04-01      | 4.0000%  | 0.0000% | $87485.05          | $84734.72          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN5342 | 2049-03-01      | 4.0000%  | 0.0000% | $22463.85          | $21906.91          | Agency Mortgage-Backed Securities |
| FNMS 03.000 REBO0316 | 2049-05-01      | 3.0000%  | 0.0000% | $37829.23          | $34724.61          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS4194 | 2052-01-01      | 2.5000%  | 0.0000% | $40734.90          | $35167.29          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8210 | 2054-05-01      | 6.0000%  | 0.0000% | $46865.48          | $49278.65          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS9203 | 2054-09-01      | 6.0000%  | 0.0000% | $277017.45         | $285560.76         | Agency Mortgage-Backed Securities |
| FNMS 02.500 REBP1583 | 2050-02-01      | 2.5000%  | 0.0000% | $87960.18          | $76158.82          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBU5193 | 2039-12-01      | 5.5000%  | 0.0000% | $1133549.23        | $1175543.33        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV5990 | 2055-07-01      | 5.5000%  | 0.0000% | $899429.81         | $916949.40         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0287 | 2055-04-01      | 6.5000%  | 0.0000% | $1011705.26        | $1052908.08        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL930922 | 2039-04-01      | 4.5000%  | 0.0000% | $19865.54          | $20070.45          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAA9592 | 2039-01-01      | 6.0000%  | 0.0000% | $63513.14          | $66579.07          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT257125 | 2028-03-01      | 5.5000%  | 0.0000% | $197557.49         | $201405.63         | Agency Mortgage-Backed Securities |

### Security 247: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $18967691.07
- **C.18.a - Value (excl. sponsor support):** $18967691.07
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 248: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $278730432.40
- **C.18.a - Value (excl. sponsor support):** $278730432.40
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 249: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $322633431.25
- **C.18.a - Value (excl. sponsor support):** $322633431.25
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 250: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $346501823.50
- **C.18.a - Value (excl. sponsor support):** $346501823.50
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 251: 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):** $1165073979.40
- **C.18.a - Value (excl. sponsor support):** $1165073979.40
- **C.19 - Percentage of Net Assets:** 0.8300%
- **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 252: 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):** $147690792.00
- **C.18.a - Value (excl. sponsor support):** $147690792.00
- **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 253: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1009899363.60
- **C.18.a - Value (excl. sponsor support):** $1009899363.60
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 254: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $347220804.00
- **C.18.a - Value (excl. sponsor support):** $347220804.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 255: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.4 - ISIN: US912797SN89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1090482723.00
- **C.18.a - Value (excl. sponsor support):** $1090482723.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 256: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SQ1, C.4 - ISIN: US912797SQ11, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $699443808.00
- **C.18.a - Value (excl. sponsor support):** $699443808.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1248117187.50
- **C.18.a - Value (excl. sponsor support):** $1248117187.50
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 258: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SS7, C.4 - ISIN: US912797SS76, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1396900036.00
- **C.18.a - Value (excl. sponsor support):** $1396900036.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 259: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $648101909.00
- **C.18.a - Value (excl. sponsor support):** $648101909.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 260: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $692497400.00
- **C.18.a - Value (excl. sponsor support):** $692497400.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 261: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $692028267.00
- **C.18.a - Value (excl. sponsor support):** $692028267.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 262: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1136155115.50
- **C.18.a - Value (excl. sponsor support):** $1136155115.50
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 263: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $696460947.00
- **C.18.a - Value (excl. sponsor support):** $696460947.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 264: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1391922462.00
- **C.18.a - Value (excl. sponsor support):** $1391922462.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 265: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TG2, C.4 - ISIN: US912797TG20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $298080999.00
- **C.18.a - Value (excl. sponsor support):** $298080999.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 266: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TH0, C.4 - ISIN: US912797TH03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $719888249.75
- **C.18.a - Value (excl. sponsor support):** $719888249.75
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $198588438.00
- **C.18.a - Value (excl. sponsor support):** $198588438.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $935694724.80
- **C.18.a - Value (excl. sponsor support):** $935694724.80
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $913585152.80
- **C.18.a - Value (excl. sponsor support):** $913585152.80
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1542523117.20
- **C.18.a - Value (excl. sponsor support):** $1542523117.20
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $793176562.50
- **C.18.a - Value (excl. sponsor support):** $793176562.50
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 272: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCW9, C.4 - ISIN: US91282CCW91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $147560155.50
- **C.18.a - Value (excl. sponsor support):** $147560155.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 273: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2, C.4 - ISIN: US91282CCZ23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $230847108.20
- **C.18.a - Value (excl. sponsor support):** $230847108.20
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDK4, C.4 - ISIN: US91282CDK45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $534696093.75
- **C.18.a - Value (excl. sponsor support):** $534696093.75
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $710120506.00
- **C.18.a - Value (excl. sponsor support):** $710120506.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGV7, C.4 - ISIN: US91282CGV72, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $340045155.40
- **C.18.a - Value (excl. sponsor support):** $340045155.40
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 3.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $409917520.30
- **C.18.a - Value (excl. sponsor support):** $409917520.30
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHH7, C.4 - ISIN: US91282CHH79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $490962389.40
- **C.18.a - Value (excl. sponsor support):** $490962389.40
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 279: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHM6, C.4 - ISIN: US91282CHM64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $893401820.30
- **C.18.a - Value (excl. sponsor support):** $893401820.30
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 280: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJC6, C.4 - ISIN: US91282CJC64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $181219921.20
- **C.18.a - Value (excl. sponsor support):** $181219921.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 281: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJP7, C.4 - ISIN: US91282CJP77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $503352345.00
- **C.18.a - Value (excl. sponsor support):** $503352345.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-12-15
- **C.12 - Maturity Date (WAL):** 2026-12-15
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 282: United States Treasury Floating Rate Note - When Issued

- **C.1 - Title:** United States Treasury Floating Rate Note - When Issued 3.857700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $730000000.00
- **C.18.a - Value (excl. sponsor support):** $730000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 283: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $400443748.00
- **C.18.a - Value (excl. sponsor support):** $400443748.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $401087500.00
- **C.18.a - Value (excl. sponsor support):** $401087500.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Floating Rate Note 3.762700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $300069495.00
- **C.18.a - Value (excl. sponsor support):** $300069495.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $687627618.90
- **C.18.a - Value (excl. sponsor support):** $687627618.90
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $632213612.10
- **C.18.a - Value (excl. sponsor support):** $632213612.10
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $332212685.84
- **C.18.a - Value (excl. sponsor support):** $332212685.84
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 289: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $359749688.40
- **C.18.a - Value (excl. sponsor support):** $359749688.40
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 290: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $658448981.10
- **C.18.a - Value (excl. sponsor support):** $658448981.10
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1151896838.80
- **C.18.a - Value (excl. sponsor support):** $1151896838.80
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 292: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.710700%
- **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):** $520192743.20
- **C.18.a - Value (excl. sponsor support):** $520192743.20
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Floating Rate Note 3.772700%
- **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):** $100125363.00
- **C.18.a - Value (excl. sponsor support):** $100125363.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 294: VSL Property Holdings AB LLC

- **C.1 - Title:** VSL Property Holdings AB LLC 3.850000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 918299AA6, C.4 - ISIN: US918299AA68, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $17400000.00
- **C.18.a - Value (excl. sponsor support):** $17400000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2054-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 295: VPM Linden Manor LP

- **C.1 - Title:** VPM Linden Manor LP 3.810000%
- **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:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2060-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 296: Vickie Bice Life Insurance Trust

- **C.1 - Title:** Vickie Bice Life Insurance Trust 3.850000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 92571RAA4, C.4 - ISIN: US92571RAA41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6550000.00
- **C.18.a - Value (excl. sponsor support):** $6550000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2046-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 297: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 926SBP003, C.3 - LEI: 9845005D9C6BAA10BK72, C.5 - Other ID: 926SBP003_3.69_0202
- **C.18 - Value (incl. sponsor support):** $2000000000.05
- **C.18.a - Value (excl. sponsor support):** $2000000000.05
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 3/4 NOTE E 32                  | 2032-08-15      | 2.7500%  | 0.0000% | $35000000.00       | $32960156.16       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33                  | 2033-11-15      | 4.5000%  | 0.0000% | $21226000.00       | $22001661.05       | U.S. Treasuries (including strips) |
| T 4 1/2 11/15/33                 | 2033-11-15      | 4.5000%  | 0.0000% | $50000000.00       | $51827148.44       | U.S. Treasuries (including strips) |
| T 4 1/2 11/15/33                 | 2033-11-15      | 4.5000%  | 0.0000% | $50000000.00       | $51827148.44       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE S 30                  | 2030-11-30      | 4.3750%  | 0.0000% | $6000000.00        | $6197343.74        | U.S. Treasuries (including strips) |
| T 4 7/8 05/31/26                 | 2026-05-31      | 4.8750%  | 0.0000% | $50000000.00       | $50606542.94       | U.S. Treasuries (including strips) |
| T 4 7/8 05/31/26                 | 2026-05-31      | 4.8750%  | 0.0000% | $50000000.00       | $50606542.94       | U.S. Treasuries (including strips) |
| T 6 1/4 05/15/30                 | 2030-05-15      | 6.2500%  | 0.0000% | $14720000.00       | $16363349.96       | U.S. Treasuries (including strips) |
| T 5 3/8 02/15/31                 | 2031-02-15      | 5.3750%  | 0.0000% | $22416000.00       | $24557341.05       | U.S. Treasuries (including strips) |
| T 4 5/8 02/15/40                 | 2040-02-15      | 4.6250%  | 0.0000% | $34000000.00       | $34941640.71       | U.S. Treasuries (including strips) |
| T 2 3/4 11/15/42                 | 2042-11-15      | 2.7500%  | 0.0000% | $50000000.00       | $38594726.69       | U.S. Treasuries (including strips) |
| T 2 3/4 11/15/42                 | 2042-11-15      | 2.7500%  | 0.0000% | $50000000.00       | $38594726.69       | U.S. Treasuries (including strips) |
| T 2 3/4 11/15/42                 | 2042-11-15      | 2.7500%  | 0.0000% | $28800000.00       | $22230562.57       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43                    | 2043-05-15      | 2.8750%  | 0.0000% | $20401000.00       | $15921147.50       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27                 | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50850586.06       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27                 | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50850586.06       | U.S. Treasuries (including strips) |
| T 3 7/8 03/31/27                 | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50850586.06       | U.S. Treasuries (including strips) |
| T 3 7/8 03/31/27                 | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50850586.06       | U.S. Treasuries (including strips) |
| T 3 7/8 03/31/27                 | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50850586.06       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30                  | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $50752929.69       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AD 30                 | 2030-09-30      | 3.6250%  | 0.0000% | $31000000.00       | $31177402.34       | U.S. Treasuries (including strips) |
| T 3 5/8 09/30/30                 | 2030-09-30      | 3.6250%  | 0.0000% | $50000000.00       | $50286132.81       | U.S. Treasuries (including strips) |
| T 3 5/8 09/30/30                 | 2030-09-30      | 3.6250%  | 0.0000% | $50000000.00       | $50286132.81       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31                  | 2031-02-15      | 1.1250%  | 0.0000% | $50000000.00       | $44201171.75       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31                  | 2031-02-15      | 1.1250%  | 0.0000% | $50000000.00       | $44201171.75       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-04-30      | 0.7500%  | 0.0000% | $19250000.00       | $19153373.95       | U.S. Treasuries (including strips) |
| T 2 1/8 05/31/26                 | 2026-05-31      | 2.1250%  | 0.0000% | $17600000.00       | $17575215.66       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29                  | 2029-08-15      | 1.6250%  | 0.0000% | $21930000.00       | $20632617.77       | U.S. Treasuries (including strips) |
| T 0 5/8 03/31/27                 | 2027-03-31      | 0.6250%  | 0.0000% | $6686000.00        | $6480980.08        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27                  | 2027-04-30      | 0.5000%  | 0.0000% | $30000000.00       | $28944140.48       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30                  | 2030-05-15      | 0.6250%  | 0.0000% | $9987000.00        | $8776466.42        | U.S. Treasuries (including strips) |
| T 0 1/2 05/31/27                 | 2027-05-31      | 0.5000%  | 0.0000% | $25000000.00       | $24049316.41       | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53                    | 2053-08-15      | 4.1250%  | 0.0000% | $26160000.00       | $23548598.31       | U.S. Treasuries (including strips) |
| T 4 1/8 08/15/53                 | 2053-08-15      | 4.1250%  | 0.0000% | $50000000.00       | $45008788.81       | U.S. Treasuries (including strips) |
| T 4 1/8 08/15/53                 | 2053-08-15      | 4.1250%  | 0.0000% | $50000000.00       | $45008788.81       | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43                    | 2043-08-15      | 4.3750%  | 0.0000% | $50000000.00       | $48610351.56       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54                    | 2054-05-15      | 4.6250%  | 0.0000% | $50000000.00       | $48395507.81       | U.S. Treasuries (including strips) |
| T 4 5/8 05/15/54                 | 2054-05-15      | 4.6250%  | 0.0000% | $50000000.00       | $48395507.81       | U.S. Treasuries (including strips) |
| T 4 5/8 05/15/54                 | 2054-05-15      | 4.6250%  | 0.0000% | $50000000.00       | $48395507.81       | U.S. Treasuries (including strips) |
| T 4 5/8 05/15/54                 | 2054-05-15      | 4.6250%  | 0.0000% | $50000000.00       | $48395507.81       | U.S. Treasuries (including strips) |
| T 4 3/4 05/15/55                 | 2055-05-15      | 4.7500%  | 0.0000% | $40000000.00       | $39521093.75       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55                    | 2055-05-15      | 4.7500%  | 0.0000% | $50000000.00       | $49401367.19       | U.S. Treasuries (including strips) |
| T 2 3/4 08/15/47                 | 2047-08-15      | 2.7500%  | 0.0000% | $50000000.00       | $36263671.88       | U.S. Treasuries (including strips) |
| T 2 3/4 08/15/47                 | 2047-08-15      | 2.7500%  | 0.0000% | $42000000.00       | $30461484.38       | U.S. Treasuries (including strips) |
| T 2 3/4 08/15/47                 | 2047-08-15      | 2.7500%  | 0.0000% | $50000000.00       | $36263671.88       | U.S. Treasuries (including strips) |
| T 2 3/4 08/15/47                 | 2047-08-15      | 2.7500%  | 0.0000% | $50000000.00       | $36263671.88       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49                    | 2049-08-15      | 2.2500%  | 0.0000% | $10000000.00       | $6353320.29        | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50                    | 2050-05-15      | 1.2500%  | 0.0000% | $40000000.00       | $19206250.20       | U.S. Treasuries (including strips) |
| T 1 1/4 05/15/50                 | 2050-05-15      | 1.2500%  | 0.0000% | $50000000.00       | $24007812.75       | U.S. Treasuries (including strips) |
| T 3 1/2 10/15/28                 | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $50408202.88       | U.S. Treasuries (including strips) |
| T 3 1/2 10/15/28                 | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $50408202.88       | U.S. Treasuries (including strips) |
| T 3 1/2 10/15/28                 | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $50408202.88       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AG 30                 | 2030-11-30      | 3.5000%  | 0.0000% | $50000000.00       | $49663086.19       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AG 30                 | 2030-11-30      | 3.5000%  | 0.0000% | $50000000.00       | $49663086.19       | U.S. Treasuries (including strips) |
| T 2 7/8 08/15/45                 | 2045-08-15      | 2.8750%  | 0.0000% | $9330000.00        | $7106107.03        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34                  | 2034-08-15      | 3.8750%  | 0.0000% | $25000000.00       | $24931640.56       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31                  | 2031-11-30      | 4.1250%  | 0.0000% | $15000000.00       | $15272168.01       | U.S. Treasuries (including strips) |

### Security 298: MUFG Securities CA

- **C.1 - Title:** MUFG Securities CA 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933USN006, C.3 - LEI: 549300Y1PMK3RWXMWR72, C.5 - Other ID: 933USN006_3.67_0202
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 03.000 CLZS4522             | 2043-07-01      | 3.0000%  | 0.0000% | $7134.54           | $6614.62           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4606             | 2045-03-01      | 3.0000%  | 0.0000% | $159598.41         | $147206.34         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0361             | 2035-07-01      | 3.0000%  | 0.0000% | $123270.46         | $119354.98         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8141             | 2037-02-01      | 2.0000%  | 0.0000% | $34.67             | $32.12             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CTSC0114             | 2041-01-01      | 2.5000%  | 0.0000% | $254449.25         | $229869.68         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CTSC0630             | 2042-08-01      | 2.0000%  | 0.0000% | $332926.91         | $292781.29         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0780             | 2051-12-01      | 2.5000%  | 0.0000% | $6075.86           | $5274.95           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1684             | 2052-09-01      | 4.5000%  | 0.0000% | $37260.34          | $36967.89          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD1696             | 2047-04-01      | 2.0000%  | 0.0000% | $30.93             | $25.74             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1790             | 2052-09-01      | 5.0000%  | 0.0000% | $98192.25          | $99121.71          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1489             | 2052-08-01      | 4.5000%  | 0.0000% | $91070.07          | $91459.30          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1846             | 2052-10-01      | 4.5000%  | 0.0000% | $321342.83         | $318114.94         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD2364             | 2053-02-01      | 6.5000%  | 0.0000% | $65772.52          | $68938.36          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735475             | 2038-03-01      | 4.4790%  | 0.0000% | $8652.36           | $8596.48           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8635             | 2054-06-01      | 5.5000%  | 0.0000% | $20621.40          | $21127.94          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9819             | 2055-01-01      | 6.0000%  | 0.0000% | $480630.57         | $505969.10         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9025             | 2054-08-01      | 6.5000%  | 0.0000% | $28915.86          | $30554.56          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9435             | 2054-11-01      | 5.0000%  | 0.0000% | $17.54             | $17.80             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0296             | 2055-01-01      | 6.0000%  | 0.0000% | $18710.03          | $19594.26          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0307             | 2055-01-01      | 5.0000%  | 0.0000% | $334663.27         | $337754.48         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1158             | 2055-02-01      | 5.0000%  | 0.0000% | $7003.30           | $7049.64           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTMA5864             | 2045-10-01      | 5.0000%  | 0.0000% | $69496.82          | $70305.47          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX2047             | 2054-12-01      | 5.5000%  | 0.0000% | $17554.05          | $17937.09          | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 23-27 21               | 2027-06-01      | 4.0000%  | 0.0000% | $18.18             | $18.41             | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 23-26 J4               | 2026-04-27      | 4.0000%  | 0.0000% | $16000.00          | $16175.86          | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 25-29 F7               | 2029-08-06      | 4.0000%  | 0.0000% | $324018.18         | $329198.69         | Agency Mortgage-Backed Securities  |
| 4.75 FMNT GB26-2933              | 2029-12-18      | 4.7500%  | 0.0000% | $454545.45         | $458171.21         | Agency Mortgage-Backed Securities  |
| 4.10 FMNT 26-27 N2               | 2027-04-14      | 4.1000%  | 0.0000% | $181800.00         | $184092.90         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3835             | 2052-10-01      | 5.0000%  | 0.0000% | $14.63             | $14.92             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW5453             | 2052-07-01      | 5.0000%  | 0.0000% | $198700.25         | $202149.84         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW9647             | 2053-07-01      | 4.5000%  | 0.0000% | $57267.65          | $56571.68          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX2816             | 2052-11-01      | 5.0000%  | 0.0000% | $7686.67           | $7864.68           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY3024             | 2053-06-01      | 5.0000%  | 0.0000% | $16.89             | $17.00             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY7178             | 2053-09-01      | 6.0000%  | 0.0000% | $253838.63         | $264886.53         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA0558             | 2047-10-01      | 4.5000%  | 0.0000% | $18497.05          | $18673.23          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2051             | 2048-07-01      | 4.5000%  | 0.0000% | $40471.69          | $40790.17          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2183             | 2048-08-01      | 4.0000%  | 0.0000% | $4.84              | $4.76              | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2787             | 2048-12-01      | 4.0000%  | 0.0000% | $2042.32           | $2001.19           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA4007             | 2049-08-01      | 4.0000%  | 0.0000% | $375635.15         | $364922.50         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6316             | 2050-07-01      | 3.0000%  | 0.0000% | $65576.74          | $58500.79          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAB7809             | 2043-02-01      | 3.0000%  | 0.0000% | $55275.92          | $51521.73          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA2996             | 2037-05-01      | 3.5000%  | 0.0000% | $122269.55         | $118864.03         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3211             | 2047-12-01      | 4.0000%  | 0.0000% | $106260.27         | $104043.49         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA3283             | 2033-02-01      | 3.0000%  | 0.0000% | $76680.77          | $74705.22          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4387             | 2041-07-01      | 2.0000%  | 0.0000% | $23.95             | $21.24             | Agency Mortgage-Backed Securities  |
| GNMI SF CX5729 X                 | 2053-12-15      | 7.5000%  | 0.0000% | $174720.88         | $186444.94         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H03116 G             | 2037-07-01      | 5.5000%  | 0.0000% | $3.49              | $3.56              | Agency Mortgage-Backed Securities  |
| FMAR 1B8894 G                    | 2041-10-01      | 6.4730%  | 0.0000% | $33.32             | $35.07             | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H09119 G             | 2037-12-01      | 5.5000%  | 0.0000% | $1.74              | $1.74              | Agency Mortgage-Backed Securities  |
| 2.875 FHLB 29 EC                 | 2029-03-09      | 2.8750%  | 0.0000% | $4636.36           | $4578.77           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAL2232             | 2042-07-01      | 4.0000%  | 0.0000% | $118553.87         | $116644.94         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAL3166             | 2043-03-01      | 3.0000%  | 0.0000% | $120824.76         | $112094.77         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL4699             | 2043-10-01      | 3.5000%  | 0.0000% | $191639.27         | $182954.07         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQAL7710             | 2045-10-01      | 4.0000%  | 0.0000% | $113755.28         | $111922.48         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL9337             | 2044-10-01      | 6.4300%  | 0.0000% | $0.68              | $0.71              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO6786             | 2042-06-01      | 3.5000%  | 0.0000% | $1.90              | $1.82              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP4406             | 2042-09-01      | 3.5000%  | 0.0000% | $10808.69          | $10336.61          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0573             | 2046-05-01      | 2.5000%  | 0.0000% | $402390.09         | $352674.35         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CICB2580             | 2037-01-01      | 1.5000%  | 0.0000% | $104240.68         | $94728.34          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB2586             | 2037-01-01      | 2.0000%  | 0.0000% | $146036.47         | $135613.57         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2664             | 2052-01-01      | 3.0000%  | 0.0000% | $290645.79         | $259691.05         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2347             | 2051-12-01      | 2.0000%  | 0.0000% | $45715.13          | $37932.41          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB3641             | 2052-05-01      | 4.5000%  | 0.0000% | $129831.13         | $129326.22         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4039             | 2052-07-01      | 5.0000%  | 0.0000% | $632931.06         | $638922.25         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4046             | 2040-06-01      | 3.0000%  | 0.0000% | $119357.14         | $111883.67         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4334             | 2041-05-01      | 2.5000%  | 0.0000% | $21490.50          | $19511.46          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4361             | 2036-06-01      | 2.5000%  | 0.0000% | $342.03            | $324.62            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4366             | 2041-06-01      | 2.5000%  | 0.0000% | $59919.42          | $54354.76          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4356             | 2051-06-01      | 2.5000%  | 0.0000% | $12.19             | $10.49             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4540             | 2042-02-01      | 2.0000%  | 0.0000% | $168773.30         | $148280.70         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4606             | 2042-05-01      | 2.0000%  | 0.0000% | $96883.52          | $84899.14          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4607             | 2042-05-01      | 2.5000%  | 0.0000% | $159491.44         | $144338.46         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4632             | 2042-06-01      | 3.0000%  | 0.0000% | $87397.99          | $81467.75          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4701             | 2052-08-01      | 4.5000%  | 0.0000% | $75098.07          | $74258.85          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072             | 2053-07-01      | 5.5000%  | 0.0000% | $131.47            | $134.18            | Agency Mortgage-Backed Securities  |
| GNII SF MB0812 M                 | 2055-12-20      | 4.5000%  | 0.0000% | $1246877.03        | $1225436.98        | Agency Mortgage-Backed Securities  |
| GNII SF MB0147 M                 | 2055-01-20      | 5.5000%  | 0.0000% | $14.96             | $15.21             | Agency Mortgage-Backed Securities  |
| GNII SF MB0259 M                 | 2055-03-20      | 5.5000%  | 0.0000% | $878551.76         | $894845.87         | Agency Mortgage-Backed Securities  |
| GNII SF MB0556 M                 | 2055-06-20      | 5.5000%  | 0.0000% | $153370.74         | $155999.60         | Agency Mortgage-Backed Securities  |
| 4.05 FHOR 28-30 7C               | 2030-07-17      | 4.0500%  | 0.0000% | $181818.18         | $182954.64         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZJ1073             | 2041-01-01      | 4.0000%  | 0.0000% | $1.01              | $0.99              | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0595             | 2043-01-01      | 3.5000%  | 0.0000% | $121090.67         | $115607.13         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA5570             | 2048-07-01      | 4.0000%  | 0.0000% | $482848.25         | $472511.54         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA5921             | 2048-11-01      | 4.5000%  | 0.0000% | $4.39              | $4.42              | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4625             | 2045-03-01      | 3.0000%  | 0.0000% | $109850.11         | $101258.36         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4645             | 2045-03-01      | 3.0000%  | 0.0000% | $158897.07         | $146469.20         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6353             | 2045-12-01      | 4.0000%  | 0.0000% | $4.59              | $4.52              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7864             | 2046-09-01      | 3.5000%  | 0.0000% | $51242.09          | $48746.26          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAW7429             | 2042-02-01      | 4.0000%  | 0.0000% | $70538.41          | $69519.29          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4687             | 2052-09-01      | 5.0000%  | 0.0000% | $165597.47         | $168288.73         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4779             | 2052-10-01      | 5.0000%  | 0.0000% | $462744.06         | $472855.84         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4794             | 2052-10-01      | 4.5000%  | 0.0000% | $11962.66          | $11818.05          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5105             | 2052-11-01      | 5.0000%  | 0.0000% | $28671.81          | $28987.33          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6250             | 2053-05-01      | 5.0000%  | 0.0000% | $663712.91         | $672986.83         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5483             | 2053-01-01      | 6.0000%  | 0.0000% | $97754.12          | $103035.91         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5701             | 2053-02-01      | 6.0000%  | 0.0000% | $101605.10         | $106505.15         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6095             | 2053-04-01      | 6.0000%  | 0.0000% | $8994.92           | $9317.15           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6129             | 2053-04-01      | 5.0000%  | 0.0000% | $52093.44          | $52821.33          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6512             | 2053-06-01      | 5.0000%  | 0.0000% | $140737.12         | $143914.37         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6560             | 2053-06-01      | 5.5000%  | 0.0000% | $15.19             | $15.58             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6633             | 2053-06-01      | 5.0000%  | 0.0000% | $9554.04           | $9685.76           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6914             | 2053-08-01      | 5.5000%  | 0.0000% | $481060.18         | $496690.09         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7992             | 2054-02-01      | 6.0000%  | 0.0000% | $15.35             | $16.16             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8011             | 2054-02-01      | 6.5000%  | 0.0000% | $219283.23         | $232913.02         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7439             | 2053-11-01      | 6.0000%  | 0.0000% | $217537.46         | $227403.30         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7504             | 2053-11-01      | 6.0000%  | 0.0000% | $1481.25           | $1534.53           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7638             | 2053-12-01      | 6.0000%  | 0.0000% | $142089.41         | $148841.83         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8987             | 2054-08-01      | 5.5000%  | 0.0000% | $972557.26         | $1005345.62        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8164             | 2054-03-01      | 6.0000%  | 0.0000% | $9686.26           | $10220.28          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8220             | 2054-03-01      | 5.0000%  | 0.0000% | $1630763.08        | $1645617.34        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8296             | 2054-04-01      | 6.0000%  | 0.0000% | $7678.94           | $8082.91           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5614             | 2055-02-01      | 5.5000%  | 0.0000% | $119768.73         | $122101.65         | Agency Mortgage-Backed Securities  |
| GNII SP 785317 C                 | 2051-02-20      | 2.0000%  | 0.0000% | $232608.93         | $195097.75         | Agency Mortgage-Backed Securities  |
| GNII SP 785676 C                 | 2051-10-20      | 3.5000%  | 0.0000% | $38686.85          | $35932.60          | Agency Mortgage-Backed Securities  |
| GNMI SP 786677 X                 | 2053-04-15      | 6.0000%  | 0.0000% | $160785.43         | $165613.88         | Agency Mortgage-Backed Securities  |
| GNII SP 788131 C                 | 2055-07-20      | 7.5000%  | 0.0000% | $444143.31         | $476711.30         | Agency Mortgage-Backed Securities  |
| GNII SP 787339 C                 | 2054-04-20      | 6.0000%  | 0.0000% | $295246.10         | $306436.02         | Agency Mortgage-Backed Securities  |
| GNII SP 787570 C                 | 2051-07-20      | 3.0000%  | 0.0000% | $183145.58         | $165392.67         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2399             | 2053-02-01      | 6.0000%  | 0.0000% | $179093.16         | $187891.89         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD6202             | 2052-05-01      | 3.0000%  | 0.0000% | $914644.85         | $814918.07         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6299             | 2054-09-01      | 5.5000%  | 0.0000% | $256396.87         | $261437.77         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5453             | 2054-05-01      | 5.5000%  | 0.0000% | $15.92             | $16.45             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD5753             | 2052-07-01      | 3.5000%  | 0.0000% | $174515.39         | $162549.99         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5877             | 2054-07-01      | 5.5000%  | 0.0000% | $28631.80          | $29754.18          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5956             | 2054-07-01      | 5.5000%  | 0.0000% | $16769.72          | $17304.38          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6154             | 2054-01-01      | 5.5000%  | 0.0000% | $581936.15         | $595105.11         | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8104             | 2050-11-01      | 1.5000%  | 0.0000% | $253617.86         | $197474.05         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD8595             | 2055-05-01      | 5.5000%  | 0.0000% | $55920.66          | $57484.62          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA2841             | 2052-08-01      | 3.0000%  | 0.0000% | $19.55             | $17.42             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM2984             | 2045-08-01      | 4.0000%  | 0.0000% | $163953.39         | $160766.50         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM4517             | 2035-10-01      | 2.0000%  | 0.0000% | $170462.36         | $158213.12         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFM5430             | 2048-06-01      | 4.5000%  | 0.0000% | $116525.02         | $116830.43         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0214             | 2055-02-01      | 5.5000%  | 0.0000% | $576418.42         | $594622.03         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1329             | 2055-05-01      | 5.0000%  | 0.0000% | $238020.62         | $241801.29         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3258             | 2055-11-01      | 5.5000%  | 0.0000% | $66965.26          | $68728.50          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ0879             | 2054-02-01      | 5.5000%  | 0.0000% | $52855.89          | $53972.87          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ0273             | 2053-11-01      | 5.5000%  | 0.0000% | $9130.10           | $9415.34           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0663             | 2054-01-01      | 6.5000%  | 0.0000% | $4888.18           | $5092.86           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1715             | 2054-06-01      | 6.0000%  | 0.0000% | $560594.56         | $577887.97         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRJ1455             | 2054-05-01      | 7.0000%  | 0.0000% | $22948.79          | $24326.31          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2281             | 2054-09-01      | 6.0000%  | 0.0000% | $23705.36          | $24434.62          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3578             | 2055-03-01      | 6.0000%  | 0.0000% | $31843.88          | $33121.24          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3251             | 2055-01-01      | 5.5000%  | 0.0000% | $365822.08         | $376584.77         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD4386             | 2052-08-01      | 3.0000%  | 0.0000% | $814816.92         | $732260.21         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3605             | 2053-08-01      | 5.5000%  | 0.0000% | $233673.11         | $241328.13         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3653             | 2053-08-01      | 5.0000%  | 0.0000% | $14.09             | $14.41             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4222             | 2053-10-01      | 6.0000%  | 0.0000% | $261559.81         | $273642.13         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U99082 G             | 2043-11-01      | 4.0000%  | 0.0000% | $98539.36          | $97065.13          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V83917 G             | 2048-02-01      | 4.0000%  | 0.0000% | $195520.61         | $191192.61         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA2244             | 2046-07-01      | 3.0000%  | 0.0000% | $161376.40         | $148214.00         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB4023             | 2050-09-01      | 2.5000%  | 0.0000% | $3411.64           | $2949.65           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB6553             | 2050-08-01      | 2.5000%  | 0.0000% | $64606.73          | $55678.33          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE8009             | 2055-09-01      | 5.0000%  | 0.0000% | $18.23             | $18.35             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7636             | 2051-06-01      | 3.0000%  | 0.0000% | $324650.63         | $290316.12         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7685             | 2051-06-01      | 3.0000%  | 0.0000% | $107073.56         | $95558.51          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9227             | 2051-10-01      | 2.5000%  | 0.0000% | $371180.57         | $322218.10         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM9704             | 2051-12-01      | 2.0000%  | 0.0000% | $97995.95          | $80980.04          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0634             | 2052-03-01      | 3.0000%  | 0.0000% | $94734.31          | $84500.79          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS0713             | 2050-03-01      | 4.5000%  | 0.0000% | $885.59            | $887.09            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1373             | 2051-11-01      | 3.0000%  | 0.0000% | $224007.15         | $199499.35         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1390             | 2051-12-01      | 2.5000%  | 0.0000% | $73270.05          | $62984.46          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2592             | 2052-08-01      | 5.0000%  | 0.0000% | $679818.69         | $686253.70         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2656             | 2052-08-01      | 4.5000%  | 0.0000% | $293961.80         | $292796.25         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS2448             | 2052-05-01      | 2.0000%  | 0.0000% | $61177.08          | $50002.67          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3118             | 2052-10-01      | 5.5000%  | 0.0000% | $155703.77         | $161425.97         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3709             | 2052-11-01      | 5.0000%  | 0.0000% | $92716.55          | $93584.63          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4185             | 2055-05-01      | 6.5000%  | 0.0000% | $10312.15          | $10823.99          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4643             | 2055-08-01      | 6.0000%  | 0.0000% | $667753.27         | $699714.17         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4803             | 2055-09-01      | 6.5000%  | 0.0000% | $44.58             | $46.82             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC0344             | 2051-04-01      | 2.5000%  | 0.0000% | $169335.58         | $145748.81         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE3361             | 2052-06-01      | 4.0000%  | 0.0000% | $14.64             | $14.12             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2717             | 2052-11-01      | 5.5000%  | 0.0000% | $13.70             | $14.04             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF3330             | 2052-11-01      | 5.0000%  | 0.0000% | $13.97             | $14.10             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF4910             | 2052-12-01      | 5.0000%  | 0.0000% | $46571.68          | $47225.26          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8750             | 2053-03-01      | 6.0000%  | 0.0000% | $77.04             | $80.03             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQG0327             | 2053-04-01      | 4.5000%  | 0.0000% | $15.89             | $15.69             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG9227             | 2053-08-01      | 6.0000%  | 0.0000% | $51177.21          | $53674.01          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH5959             | 2053-12-01      | 6.0000%  | 0.0000% | $299612.42         | $309904.21         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1894             | 2054-08-01      | 6.0000%  | 0.0000% | $328178.85         | $343688.04         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2101             | 2054-08-01      | 5.5000%  | 0.0000% | $121279.26         | $124943.18         | Agency Mortgage-Backed Securities  |
| 1.23 FCOR 21-30 DY               | 2030-07-29      | 1.2300%  | 0.0000% | $18.18             | $16.14             | Agency Mortgage-Backed Securities  |
| 1.95 FCOR 21-40 Q                | 2040-08-13      | 1.9500%  | 0.0000% | $272727.27         | $191581.05         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0226             | 2058-01-01      | 3.5000%  | 0.0000% | $7.97              | $7.36              | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0736             | 2063-06-01      | 4.0000%  | 0.0000% | $195143.11         | $184796.66         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ9246             | 2048-06-01      | 4.0000%  | 0.0000% | $32878.69          | $32346.65          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBK8166             | 2035-10-01      | 2.0000%  | 0.0000% | $7.46              | $6.92              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3289             | 2048-01-01      | 3.5000%  | 0.0000% | $200853.23         | $191047.46         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5359             | 2048-07-01      | 4.0000%  | 0.0000% | $32802.44          | $32103.33          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN0856             | 2048-10-01      | 4.5000%  | 0.0000% | $47859.53          | $47780.80          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS6672             | 2053-12-01      | 6.0000%  | 0.0000% | $10372.15          | $10759.48          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6786             | 2054-02-01      | 5.5000%  | 0.0000% | $166007.12         | $169578.03         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6943             | 2052-06-01      | 3.0000%  | 0.0000% | $582202.07         | $518815.79         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS7798             | 2054-06-01      | 6.0000%  | 0.0000% | $65562.71          | $68572.71          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7956             | 2054-05-01      | 5.5000%  | 0.0000% | $54753.46          | $56522.08          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS8895             | 2052-04-01      | 3.0000%  | 0.0000% | $1037.06           | $923.93            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8598             | 2054-06-01      | 6.0000%  | 0.0000% | $555946.80         | $572604.82         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9690             | 2054-11-01      | 5.0000%  | 0.0000% | $34.78             | $35.25             | Agency Mortgage-Backed Securities  |
| GNII SF MA6930 M                 | 2050-10-20      | 2.0000%  | 0.0000% | $500073.15         | $417306.60         | Agency Mortgage-Backed Securities  |
| GNII SF MA8044 M                 | 2052-05-20      | 3.5000%  | 0.0000% | $463518.87         | $432201.89         | Agency Mortgage-Backed Securities  |
| GNII SF MA7828 M                 | 2052-01-20      | 3.0000%  | 0.0000% | $250216.54         | $226805.45         | Agency Mortgage-Backed Securities  |
| GNII SF MA7938 M                 | 2052-03-20      | 3.5000%  | 0.0000% | $8713.55           | $8130.26           | Agency Mortgage-Backed Securities  |
| GNII SF MA8879 M                 | 2053-05-20      | 5.5000%  | 0.0000% | $121146.34         | $124170.83         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA1942             | 2049-12-01      | 3.0000%  | 0.0000% | $5.54              | $4.99              | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA2461             | 2050-04-01      | 4.0000%  | 0.0000% | $3.42              | $3.32              | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4664             | 2051-02-01      | 2.5000%  | 0.0000% | $390062.80         | $335666.16         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4921             | 2051-03-01      | 2.5000%  | 0.0000% | $125356.92         | $107836.89         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8673             | 2053-05-01      | 5.5000%  | 0.0000% | $124190.88         | $127042.37         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9257             | 2053-06-01      | 5.0000%  | 0.0000% | $237884.13         | $241184.72         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTRB5158             | 2042-04-01      | 3.0000%  | 0.0000% | $495.44            | $464.66            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI4391             | 2054-04-01      | 6.0000%  | 0.0000% | $370210.53         | $386989.71         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI6033             | 2054-05-01      | 6.0000%  | 0.0000% | $66240.01          | $68681.84          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI8140             | 2054-06-01      | 6.0000%  | 0.0000% | $16.38             | $17.35             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO8988             | 2050-02-01      | 3.0000%  | 0.0000% | $4803.05           | $4367.03           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP1334             | 2050-03-01      | 3.0000%  | 0.0000% | $150831.35         | $136737.02         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKBP3378             | 2051-05-01      | 2.5000%  | 0.0000% | $322945.70         | $269221.38         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP7667             | 2050-12-01      | 2.5000%  | 0.0000% | $114699.88         | $99605.70          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR0994             | 2051-05-01      | 2.5000%  | 0.0000% | $300664.25         | $261064.93         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR2660             | 2051-02-01      | 2.0000%  | 0.0000% | $104065.02         | $84765.75          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR8795             | 2051-05-01      | 2.5000%  | 0.0000% | $12.48             | $10.79             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9814             | 2051-05-01      | 2.5000%  | 0.0000% | $105040.72         | $90881.12          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9341             | 2051-05-01      | 2.5000%  | 0.0000% | $10185.05          | $8896.95           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT1339             | 2051-07-01      | 2.5000%  | 0.0000% | $195747.31         | $167121.98         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT3222             | 2051-07-01      | 2.5000%  | 0.0000% | $13.71             | $11.79             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 REBT7247             | 2051-09-01      | 2.0000%  | 0.0000% | $187864.97         | $154030.70         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT7954             | 2052-10-01      | 4.5000%  | 0.0000% | $61339.56          | $60654.09          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBT8281             | 2052-08-01      | 5.0000%  | 0.0000% | $105898.06         | $108419.78         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT8301             | 2052-08-01      | 4.5000%  | 0.0000% | $82922.41          | $81944.50          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1450             | 2052-01-01      | 2.0000%  | 0.0000% | $470924.42         | $384791.46         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU2794             | 2051-11-01      | 2.5000%  | 0.0000% | $169475.40         | $147291.56         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4788             | 2054-06-01      | 6.0000%  | 0.0000% | $10649.00          | $10964.48          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU8766             | 2052-04-01      | 3.0000%  | 0.0000% | $139484.72         | $126414.68         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV4583             | 2052-04-01      | 3.5000%  | 0.0000% | $29.61             | $27.61             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0289             | 2055-04-01      | 6.5000%  | 0.0000% | $605214.95         | $632973.81         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0585             | 2055-06-01      | 6.0000%  | 0.0000% | $852161.97         | $880390.97         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NQ889810             | 2037-11-01      | 6.0000%  | 0.0000% | $6150.00           | $6321.79           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WZ889916             | 2038-09-01      | 4.4220%  | 0.0000% | $0.50              | $0.49              | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CL890479             | 2040-12-01      | 4.5000%  | 0.0000% | $128226.80         | $129445.08         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS973150             | 2038-02-01      | 6.4050%  | 0.0000% | $0.62              | $0.64              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5366             | 2042-06-01      | 3.5000%  | 0.0000% | $89442.87          | $85691.58          | Agency Mortgage-Backed Securities  |
| GNII SF MA8150 M                 | 2052-07-20      | 4.0000%  | 0.0000% | $275393.26         | $264430.47         | Agency Mortgage-Backed Securities  |
| GNII SF MA8267 M                 | 2052-09-20      | 4.0000%  | 0.0000% | $281201.65         | $270131.08         | Agency Mortgage-Backed Securities  |
| GNII SF MA8801 M                 | 2053-04-20      | 5.5000%  | 0.0000% | $208482.75         | $213748.52         | Agency Mortgage-Backed Securities  |
| GNII SF MA9243 M                 | 2053-10-20      | 6.5000%  | 0.0000% | $339607.80         | $353549.41         | Agency Mortgage-Backed Securities  |
| GNII SF MA9486 M                 | 2054-01-20      | 4.5000%  | 0.0000% | $1092488.73        | $1074455.02        | Agency Mortgage-Backed Securities  |
| GNII SF MA9607 M                 | 2054-04-20      | 6.5000%  | 0.0000% | $552753.63         | $574667.05         | Agency Mortgage-Backed Securities  |
| GNII SF CF8197 C                 | 2051-08-20      | 3.0000%  | 0.0000% | $335372.77         | $303905.30         | Agency Mortgage-Backed Securities  |
| GNII SF CH7005 C                 | 2051-10-20      | 2.0000%  | 0.0000% | $269388.05         | $219465.36         | Agency Mortgage-Backed Securities  |
| GNII SF CH7852 C                 | 2052-02-20      | 3.5000%  | 0.0000% | $182900.80         | $168510.06         | Agency Mortgage-Backed Securities  |
| GNII SF CI2248 C                 | 2051-10-20      | 3.5000%  | 0.0000% | $336201.46         | $305646.62         | Agency Mortgage-Backed Securities  |
| GNII SF CI2310 C                 | 2051-11-20      | 3.5000%  | 0.0000% | $352986.99         | $320905.57         | Agency Mortgage-Backed Securities  |
| GNII SF CI5879 C                 | 2051-12-20      | 3.5000%  | 0.0000% | $317710.72         | $289599.18         | Agency Mortgage-Backed Securities  |
| GNII SF CI5859 C                 | 2051-12-20      | 3.0000%  | 0.0000% | $282675.72         | $257721.86         | Agency Mortgage-Backed Securities  |
| GNII SF CK1568 C                 | 2052-01-20      | 4.5000%  | 0.0000% | $175092.33         | $168597.28         | Agency Mortgage-Backed Securities  |
| GNII SF CK1560 C                 | 2051-12-20      | 3.5000%  | 0.0000% | $32979.39          | $30384.56          | Agency Mortgage-Backed Securities  |
| GNII SF CK1632 C                 | 2052-01-20      | 4.0000%  | 0.0000% | $516337.39         | $487019.87         | Agency Mortgage-Backed Securities  |
| GNII SF CL5007 C                 | 2052-01-20      | 4.0000%  | 0.0000% | $339079.64         | $319826.44         | Agency Mortgage-Backed Securities  |
| GNII SF CL5067 C                 | 2052-03-20      | 4.0000%  | 0.0000% | $147476.76         | $141173.93         | Agency Mortgage-Backed Securities  |
| GNII SF CM7789 C                 | 2052-04-20      | 4.0000%  | 0.0000% | $172416.97         | $164782.04         | Agency Mortgage-Backed Securities  |
| GNII SF MA9905 M                 | 2054-09-20      | 5.0000%  | 0.0000% | $492977.68         | $495530.21         | Agency Mortgage-Backed Securities  |
| GNII SF MA9966 M                 | 2054-10-20      | 6.0000%  | 0.0000% | $116554.68         | $119914.18         | Agency Mortgage-Backed Securities  |
| GNII SF CS4481 C                 | 2053-08-20      | 6.0000%  | 0.0000% | $463761.71         | $488041.18         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5277             | 2054-06-01      | 5.5000%  | 0.0000% | $141065.82         | $145365.58         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2181             | 2053-01-01      | 5.5000%  | 0.0000% | $25.99             | $26.80             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2184             | 2053-01-01      | 6.0000%  | 0.0000% | $209087.71         | $216892.60         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2005             | 2055-06-01      | 5.0000%  | 0.0000% | $17.63             | $17.80             | Agency Mortgage-Backed Securities  |
| 2 3/8 NOTE J 29                  | 2029-03-31      | 2.3750%  | 0.0000% | $16983.64          | $16482.44          | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29                  | 2029-04-30      | 2.8750%  | 0.0000% | $1112.73           | $1094.70           | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27                  | 2027-04-30      | 2.7500%  | 0.0000% | $89072.73          | $88832.50          | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27                 | 2027-06-30      | 3.2500%  | 0.0000% | $93120.00          | $93008.10          | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32                  | 2032-08-15      | 2.7500%  | 0.0000% | $5.45              | $5.14              | U.S. Treasuries (including strips) |
| 3 1/8 NOTE AC 27                 | 2027-08-31      | 3.1250%  | 0.0000% | $60000.00          | $60407.85          | U.S. Treasuries (including strips) |
| 4  NOTE R 29                     | 2029-10-31      | 4.0000%  | 0.0000% | $143638.18         | $146536.98         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29                  | 2029-11-30      | 3.8750%  | 0.0000% | $42729.09          | $43247.60          | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33                  | 2033-02-15      | 3.5000%  | 0.0000% | $152156.36         | $149616.91         | U.S. Treasuries (including strips) |
| 4 NOTE H 30                      | 2030-02-28      | 4.0000%  | 0.0000% | $49387.27          | $50713.55          | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AL 26                 | 2026-03-15      | 4.6250%  | 0.0000% | $3.64              | $3.70              | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28                  | 2028-05-31      | 3.6250%  | 0.0000% | $20.00             | $20.15             | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30                  | 2030-06-30      | 3.7500%  | 0.0000% | $1816.36           | $1821.29           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30                  | 2030-08-31      | 4.1250%  | 0.0000% | $700.00            | $721.92            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30                  | 2030-09-30      | 4.6250%  | 0.0000% | $18178.18          | $19102.46          | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33                  | 2033-11-15      | 4.5000%  | 0.0000% | $182145.45         | $188781.29         | U.S. Treasuries (including strips) |
| 4 NOTE B 34                      | 2034-02-15      | 4.0000%  | 0.0000% | $5454.55           | $5509.65           | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-04-30      | 4.8750%  | 0.0000% | $12.73             | $12.92             | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34                  | 2034-05-15      | 4.3750%  | 0.0000% | $101749.09         | $104344.41         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31                  | 2031-05-31      | 4.6250%  | 0.0000% | $3625.45           | $3787.19           | U.S. Treasuries (including strips) |
| 6 1/8 BOND 27                    | 2027-11-15      | 6.1250%  | 0.0000% | $90909.09          | $96098.74          | U.S. Treasuries (including strips) |
| 4 1/4 BOND 40                    | 2040-11-15      | 4.2500%  | 0.0000% | $215840.00         | $209284.65         | U.S. Treasuries (including strips) |
| 4 3/4 BOND 41                    | 2041-02-15      | 4.7500%  | 0.0000% | $14.55             | $15.06             | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41                    | 2041-11-15      | 3.1250%  | 0.0000% | $646934.55         | $537436.20         | U.S. Treasuries (including strips) |
| 0 5/8 TRIB 43                    | 2043-02-15      | 0.6250%  | 0.0000% | $33921.40          | $25451.95          | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43                    | 2043-08-15      | 3.6250%  | 0.0000% | $1.82              | $1.60              | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43                    | 2043-11-15      | 3.7500%  | 0.0000% | $2023.64           | $1784.80           | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46                    | 2046-05-15      | 2.5000%  | 0.0000% | $309003.64         | $215541.04         | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46                    | 2046-08-15      | 2.2500%  | 0.0000% | $5696.36           | $3801.19           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30                  | 2030-04-30      | 3.8750%  | 0.0000% | $1.82              | $1.84              | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27                 | 2027-07-31      | 3.8750%  | 0.0000% | $20.00             | $20.48             | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28                  | 2028-01-31      | 0.7500%  | 0.0000% | $1.82              | $1.73              | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31                  | 2031-02-15      | 1.1250%  | 0.0000% | $25261.82          | $22323.23          | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28                  | 2028-03-31      | 1.2500%  | 0.0000% | $61150.91          | $58497.18          | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31                  | 2031-05-15      | 1.6250%  | 0.0000% | $167270.91         | $150138.29         | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26                  | 2026-05-31      | 0.7500%  | 0.0000% | $6380.00           | $6326.48           | U.S. Treasuries (including strips) |
| 1 NOTE N 28                      | 2028-07-31      | 1.0000%  | 0.0000% | $36701.82          | $34645.01          | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28                  | 2028-08-31      | 1.1250%  | 0.0000% | $543634.55         | $513530.65         | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31                  | 2031-11-15      | 1.3750%  | 0.0000% | $181825.45         | $158561.20         | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29                  | 2029-01-31      | 1.7500%  | 0.0000% | $2727.27           | $2607.20           | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32                  | 2032-02-15      | 1.8750%  | 0.0000% | $14441.82          | $12970.57          | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27                  | 2027-02-28      | 1.8750%  | 0.0000% | $23561.82          | $23331.97          | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29                  | 2029-02-15      | 2.6250%  | 0.0000% | $1.82              | $1.79              | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29                  | 2029-05-15      | 2.3750%  | 0.0000% | $18190.91          | $17566.56          | U.S. Treasuries (including strips) |
| 2 NOTE F 26                      | 2026-11-15      | 2.0000%  | 0.0000% | $36309.09          | $36010.19          | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29                  | 2029-08-15      | 1.6250%  | 0.0000% | $98909.09          | $93017.22          | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29                  | 2029-11-15      | 1.7500%  | 0.0000% | $78738.18          | $73702.88          | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27                  | 2027-01-31      | 1.5000%  | 0.0000% | $46460.00          | $45868.71          | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30                  | 2030-02-15      | 1.5000%  | 0.0000% | $18180.00          | $16808.90          | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27                  | 2027-04-30      | 0.5000%  | 0.0000% | $145445.45         | $140302.64         | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30                  | 2030-05-15      | 0.6250%  | 0.0000% | $181803.64         | $159726.34         | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                  | 2030-08-15      | 0.6250%  | 0.0000% | $5.45              | $4.76              | U.S. Treasuries (including strips) |
| 0 1/2 NOTE R 27                  | 2027-10-31      | 0.5000%  | 0.0000% | $18183.64          | $17282.56          | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30                  | 2030-11-15      | 0.8750%  | 0.0000% | $66345.45          | $58045.84          | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27                  | 2027-11-30      | 0.6250%  | 0.0000% | $36363.64          | $34545.25          | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52                    | 2052-02-15      | 2.2500%  | 0.0000% | $1.82              | $1.12              | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42                    | 2042-02-15      | 2.3750%  | 0.0000% | $1.82              | $1.35              | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42                    | 2042-05-15      | 3.2500%  | 0.0000% | $594.55            | $498.08            | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42                    | 2042-08-15      | 3.3750%  | 0.0000% | $133249.09         | $114333.13         | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53                    | 2053-02-15      | 3.6250%  | 0.0000% | $236352.73         | $194678.76         | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                    | 2043-02-15      | 3.8750%  | 0.0000% | $18180.00          | $16626.58          | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                    | 2043-05-15      | 3.8750%  | 0.0000% | $1.82              | $1.64              | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53                    | 2053-08-15      | 4.1250%  | 0.0000% | $51252.73          | $46194.01          | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43                    | 2043-08-15      | 4.3750%  | 0.0000% | $53698.18          | $52197.95          | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43                    | 2043-11-15      | 4.7500%  | 0.0000% | $27.27             | $27.45             | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44                    | 2044-02-15      | 4.5000%  | 0.0000% | $76090.91          | $74948.06          | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54                    | 2054-05-15      | 4.6250%  | 0.0000% | $88096.36          | $85383.34          | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44                    | 2044-08-15      | 4.1250%  | 0.0000% | $111360.00         | $104016.98         | U.S. Treasuries (including strips) |
| T 4 3/4 08/15/55                 | 2055-08-15      | 4.7500%  | 0.0000% | $45874.55          | $45940.96          | U.S. Treasuries (including strips) |
| 4 7/8 BOND 45                    | 2045-08-15      | 4.8750%  | 0.0000% | $17787.27          | $18300.05          | U.S. Treasuries (including strips) |
| 0 3/8 TRIN D 27                  | 2027-07-15      | 0.3750%  | 0.0000% | $53014.36          | $52843.83          | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27                  | 2027-08-15      | 2.2500%  | 0.0000% | $3621.82           | $3589.28           | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28                  | 2028-02-15      | 2.7500%  | 0.0000% | $14687.27          | $14640.72          | U.S. Treasuries (including strips) |
| 2 7/8 BOND 46                    | 2046-11-15      | 2.8750%  | 0.0000% | $26512.73          | $19693.76          | U.S. Treasuries (including strips) |
| 3 BOND 47                        | 2047-05-15      | 3.0000%  | 0.0000% | $1.82              | $1.37              | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47                    | 2047-11-15      | 2.7500%  | 0.0000% | $54147.27          | $38782.47          | U.S. Treasuries (including strips) |
| 3 BOND 48                        | 2048-02-15      | 3.0000%  | 0.0000% | $25.45             | $19.25             | U.S. Treasuries (including strips) |
| 1 TRIB 48                        | 2048-02-15      | 1.0000%  | 0.0000% | $2.39              | $1.76              | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48                    | 2048-05-15      | 3.1250%  | 0.0000% | $90910.91          | $69481.01          | U.S. Treasuries (including strips) |
| T 3 02/15/49                     | 2049-02-15      | 3.0000%  | 0.0000% | $3.64              | $2.72              | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49                    | 2049-05-15      | 2.8750%  | 0.0000% | $1.82              | $1.31              | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49                    | 2049-08-15      | 2.2500%  | 0.0000% | $7.27              | $4.62              | U.S. Treasuries (including strips) |
| 2 BOND 50                        | 2050-02-15      | 2.0000%  | 0.0000% | $2065.45           | $1228.23           | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50                    | 2050-08-15      | 1.3750%  | 0.0000% | $3.64              | $1.81              | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50                    | 2050-11-15      | 1.6250%  | 0.0000% | $73903.64          | $39002.76          | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40                    | 2040-11-15      | 1.3750%  | 0.0000% | $54561.82          | $35434.29          | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51                    | 2051-02-15      | 1.8750%  | 0.0000% | $18181.82          | $10302.60          | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51                    | 2051-05-15      | 2.3750%  | 0.0000% | $3.64              | $2.31              | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41                    | 2041-05-15      | 2.2500%  | 0.0000% | $91745.45          | $67710.60          | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AF 30                 | 2030-10-31      | 3.6250%  | 0.0000% | $1818.18           | $1821.52           | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27                 | 2027-10-31      | 3.5000%  | 0.0000% | $42052.73          | $42392.40          | U.S. Treasuries (including strips) |
| 3 3/4 NOTE R 32                  | 2032-10-31      | 3.7500%  | 0.0000% | $71429.09          | $71010.79          | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AU 28                 | 2028-11-15      | 3.5000%  | 0.0000% | $3.64              | $3.65              | U.S. Treasuries (including strips) |
| T 3 1/2 11/30/30                 | 2030-11-30      | 3.5000%  | 0.0000% | $16.36             | $16.25             | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32                  | 2032-05-15      | 2.8750%  | 0.0000% | $212343.64         | $200797.86         | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29                  | 2029-05-31      | 2.7500%  | 0.0000% | $39700.00          | $38769.57          | U.S. Treasuries (including strips) |
| T 3 1/8 08/15/44                 | 2044-08-15      | 3.1250%  | 0.0000% | $18176.36          | $14619.64          | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45                    | 2045-02-15      | 2.5000%  | 0.0000% | $120500.00         | $86494.42          | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27                 | 2027-08-31      | 3.6250%  | 0.0000% | $18178.18          | $18478.14          | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27                 | 2027-07-15      | 4.3750%  | 0.0000% | $721649.09         | $731420.83         | U.S. Treasuries (including strips) |
| 4 NOTE AB 29                     | 2029-07-31      | 4.0000%  | 0.0000% | $5167.27           | $5325.54           | U.S. Treasuries (including strips) |
| T 3 7/8 08/15/34                 | 2034-08-15      | 3.8750%  | 0.0000% | $150703.64         | $150302.19         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BL 26                 | 2026-11-30      | 4.2500%  | 0.0000% | $1.82              | $1.84              | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29                 | 2029-12-31      | 4.3750%  | 0.0000% | $1.82              | $1.87              | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26                 | 2026-12-31      | 4.2500%  | 0.0000% | $58716.36          | $59278.58          | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30                  | 2030-01-31      | 4.2500%  | 0.0000% | $31514.55          | $32791.34          | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32                  | 2032-01-31      | 4.3750%  | 0.0000% | $56469.09          | $59020.94          | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35                  | 2035-02-15      | 4.6250%  | 0.0000% | $186478.18         | $196399.22         | U.S. Treasuries (including strips) |

### Security 299: MUFG Securities CA

- **C.1 - Title:** MUFG Securities CA 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933USN006, C.3 - LEI: 549300Y1PMK3RWXMWR72, C.5 - Other ID: 933USN006_3.68_0319
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 03.000 CLZS4606 | 2045-03-01      | 3.0000%  | 0.0000% | $323.54            | $298.42            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0361 | 2035-07-01      | 3.0000%  | 0.0000% | $2034.69           | $1970.06           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTSC0114 | 2041-01-01      | 2.5000%  | 0.0000% | $5084.11           | $4592.99           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTSC0630 | 2042-08-01      | 2.0000%  | 0.0000% | $911.89            | $801.93            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1684 | 2052-09-01      | 4.5000%  | 0.0000% | $3714398.77        | $3685244.46        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD1696 | 2047-04-01      | 2.0000%  | 0.0000% | $5274.09           | $4388.66           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1790 | 2052-09-01      | 5.0000%  | 0.0000% | $125696.53         | $126886.34         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD2364 | 2053-02-01      | 6.5000%  | 0.0000% | $5031874.10        | $5274073.85        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735475 | 2038-03-01      | 4.4790%  | 0.0000% | $30.82             | $30.63             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB837922 | 2035-08-01      | 6.2900%  | 0.0000% | $19.90             | $20.60             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9025 | 2054-08-01      | 6.5000%  | 0.0000% | $16184216.96       | $17101394.52       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9342 | 2054-10-01      | 6.0000%  | 0.0000% | $30917957.94       | $32012340.27       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9435 | 2054-11-01      | 5.0000%  | 0.0000% | $24546519.42       | $24907495.09       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9673 | 2054-12-01      | 5.5000%  | 0.0000% | $20026154.40       | $20453123.15       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0307 | 2055-01-01      | 5.0000%  | 0.0000% | $872756.09         | $880817.54         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA0723 | 2052-03-01      | 2.0000%  | 0.0000% | $11710960.85       | $9772154.03        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA1109 | 2055-02-01      | 4.5000%  | 0.0000% | $961.24            | $953.05            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1158 | 2055-02-01      | 5.0000%  | 0.0000% | $4464.49           | $4494.04           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ2100 | 2055-09-01      | 5.5000%  | 0.0000% | $15397370.30       | $15785023.05       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL0214 | 2055-02-01      | 5.5000%  | 0.0000% | $671402.68         | $692605.95         | Agency Mortgage-Backed Securities |
| 4.00 FMNT 23-27 21   | 2027-06-01      | 4.0000%  | 0.0000% | $24999000.00       | $25319576.07       | Agency Mortgage-Backed Securities |
| 4.00 FMNT 23-26 J4   | 2026-04-27      | 4.0000%  | 0.0000% | $14119000.00       | $14274186.64       | Agency Mortgage-Backed Securities |
| 4.00 FMNT 25-29 F7   | 2029-08-06      | 4.0000%  | 0.0000% | $1561000.00        | $1585957.79        | Agency Mortgage-Backed Securities |
| FNFR SOFR A 11/05/27 | 2027-11-05      | 3.9000%  | 0.0000% | $3072000.00        | $3111641.60        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW3665 | 2052-07-01      | 4.0000%  | 0.0000% | $805.67            | $776.83            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW3835 | 2052-10-01      | 5.0000%  | 0.0000% | $5097559.34        | $5198260.50        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW4886 | 2053-04-01      | 5.5000%  | 0.0000% | $675.83            | $707.08            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6373 | 2052-08-01      | 5.0000%  | 0.0000% | $1098.44           | $1107.83           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX2816 | 2052-11-01      | 5.0000%  | 0.0000% | $109310.40         | $111841.78         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY3024 | 2053-06-01      | 5.0000%  | 0.0000% | $25806374.60       | $25965439.36       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY9764 | 2053-09-01      | 6.5000%  | 0.0000% | $900.40            | $957.87            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2583 | 2048-11-01      | 4.5000%  | 0.0000% | $155.80            | $155.93            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2051 | 2048-07-01      | 4.5000%  | 0.0000% | $275656.79         | $277825.94         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2183 | 2048-08-01      | 4.0000%  | 0.0000% | $791.95            | $779.13            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2465 | 2048-10-01      | 4.0000%  | 0.0000% | $2073.08           | $2036.05           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2486 | 2048-10-01      | 4.5000%  | 0.0000% | $7763240.50        | $7822186.79        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2787 | 2048-12-01      | 4.0000%  | 0.0000% | $9858845.89        | $9660300.78        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2951 | 2049-01-01      | 4.5000%  | 0.0000% | $179.62            | $179.77            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6316 | 2050-07-01      | 3.0000%  | 0.0000% | $5457.11           | $4868.27           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAC1668 | 2039-09-01      | 6.5300%  | 0.0000% | $36.27             | $37.97             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA2996 | 2037-05-01      | 3.5000%  | 0.0000% | $981.99            | $954.64            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4387 | 2041-07-01      | 2.0000%  | 0.0000% | $2634.20           | $2336.44           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4398 | 2051-08-01      | 2.0000%  | 0.0000% | $17096926.48       | $13996588.83       | Agency Mortgage-Backed Securities |
| 05.500 FGPC H03116 G | 2037-07-01      | 5.5000%  | 0.0000% | $107.02            | $109.09            | Agency Mortgage-Backed Securities |
| FMAR 1B8894 G        | 2041-10-01      | 6.4730%  | 0.0000% | $380.92            | $400.87            | Agency Mortgage-Backed Securities |
| 05.500 FGPC H09119 G | 2037-12-01      | 5.5000%  | 0.0000% | $20.25             | $20.35             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CZAL0315 | 2051-04-01      | 4.5000%  | 0.0000% | $150.09            | $148.96            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL2154 | 2042-06-01      | 3.5000%  | 0.0000% | $148.95            | $143.04            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL5161 | 2044-03-01      | 4.0000%  | 0.0000% | $677.16            | $665.58            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL8000 | 2045-12-01      | 4.0000%  | 0.0000% | $5275.24           | $5205.98           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAO3000 | 2042-05-01      | 4.0000%  | 0.0000% | $270.70            | $265.09            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8958 | 2051-02-01      | 2.5000%  | 0.0000% | $1015.57           | $873.79            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8527 | 2050-12-01      | 2.5000%  | 0.0000% | $13175983.60       | $11346813.04       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0573 | 2046-05-01      | 2.5000%  | 0.0000% | $6642.16           | $5821.51           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CICB2580 | 2037-01-01      | 1.5000%  | 0.0000% | $3792.17           | $3446.12           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB2586 | 2037-01-01      | 2.0000%  | 0.0000% | $13067787.30       | $12135114.64       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2347 | 2051-12-01      | 2.0000%  | 0.0000% | $1796980.74        | $1491055.75        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB3641 | 2052-05-01      | 4.5000%  | 0.0000% | $14618444.13       | $14561593.00       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4687 | 2052-09-01      | 5.0000%  | 0.0000% | $51182462.34       | $52014268.36       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTMA4334 | 2041-05-01      | 2.5000%  | 0.0000% | $1111749.72        | $1009369.68        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTMA4366 | 2041-06-01      | 2.5000%  | 0.0000% | $1162926.41        | $1054926.47        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  | 0.0000% | $3352.82           | $2884.24           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  | 0.0000% | $32852594.66       | $29295370.48       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA4632 | 2042-06-01      | 3.0000%  | 0.0000% | $17883362.93       | $16669917.15       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  | 0.0000% | $2454.14           | $2504.67           | Agency Mortgage-Backed Securities |
| GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $47279432.06       | $48096446.94       | Agency Mortgage-Backed Securities |
| GNII SF MB0259 M     | 2055-03-20      | 5.5000%  | 0.0000% | $70044534.62       | $71343619.50       | Agency Mortgage-Backed Securities |
| GNAR AF MB0494 M     | 2055-07-20      | 4.5000%  | 0.0000% | $44188441.65       | $44509912.56       | Agency Mortgage-Backed Securities |
| 1.00 FHOR 22-26 YL   | 2026-03-30      | 1.0000%  | 0.0000% | $2695000.00        | $2692782.91        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZJ1073 | 2041-01-01      | 4.0000%  | 0.0000% | $2178677.80        | $2142420.73        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM3756 | 2047-07-01      | 4.5000%  | 0.0000% | $218.07            | $219.86            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZN4495 | 2048-12-01      | 4.0000%  | 0.0000% | $90.77             | $88.56             | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZA5570 | 2048-07-01      | 4.0000%  | 0.0000% | $127174.46         | $124451.94         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA5921 | 2048-11-01      | 4.5000%  | 0.0000% | $1816909.32        | $1826889.61        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS2283 | 2044-04-01      | 4.5000%  | 0.0000% | $2559035.65        | $2574425.69        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS3641 | 2044-10-01      | 4.0000%  | 0.0000% | $2793.11           | $2739.16           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS5652 | 2045-08-01      | 4.0000%  | 0.0000% | $1772.92           | $1742.99           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS6353 | 2045-12-01      | 4.0000%  | 0.0000% | $1009.16           | $993.20            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS7864 | 2046-09-01      | 3.5000%  | 0.0000% | $12488005.87       | $11879758.11       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS8373 | 2046-11-01      | 4.0000%  | 0.0000% | $7235471.83        | $7122672.43        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8522 | 2046-12-01      | 3.0000%  | 0.0000% | $404.04            | $366.78            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAS9193 | 2044-10-01      | 4.0000%  | 0.0000% | $127.98            | $125.12            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAW7429 | 2042-02-01      | 4.0000%  | 0.0000% | $98923.44          | $97494.22          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4779 | 2052-10-01      | 5.0000%  | 0.0000% | $2506364.25        | $2561132.77        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5105 | 2052-11-01      | 5.0000%  | 0.0000% | $39663638.84       | $40100128.38       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6254 | 2053-05-01      | 5.5000%  | 0.0000% | $760.48            | $790.66            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6270 | 2053-05-01      | 6.5000%  | 0.0000% | $5315159.55        | $5649520.88        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6085 | 2053-04-01      | 6.0000%  | 0.0000% | $7337377.57        | $7723348.09        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6512 | 2053-06-01      | 5.0000%  | 0.0000% | $4167016.44        | $4261090.08        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6560 | 2053-06-01      | 5.5000%  | 0.0000% | $1671.14           | $1714.22           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6633 | 2053-06-01      | 5.0000%  | 0.0000% | $1755.41           | $1779.62           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6690 | 2053-07-01      | 4.5000%  | 0.0000% | $1448700.63        | $1453931.89        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6914 | 2053-08-01      | 5.5000%  | 0.0000% | $943.86            | $974.52            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB7968 | 2054-02-01      | 5.0000%  | 0.0000% | $4372564.43        | $4397915.59        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7979 | 2054-02-01      | 5.5000%  | 0.0000% | $18883376.08       | $19473907.52       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7992 | 2054-02-01      | 6.0000%  | 0.0000% | $1638.94           | $1725.16           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8011 | 2054-02-01      | 6.5000%  | 0.0000% | $6757303.21        | $7177310.90        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7439 | 2053-11-01      | 6.0000%  | 0.0000% | $25687384.91       | $26852367.74       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7504 | 2053-11-01      | 6.0000%  | 0.0000% | $117178.15         | $121393.20         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB7951 | 2054-02-01      | 4.5000%  | 0.0000% | $6574257.40        | $6524076.10        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8885 | 2054-07-01      | 7.0000%  | 0.0000% | $1743.66           | $1868.62           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8987 | 2054-08-01      | 5.5000%  | 0.0000% | $5401040.22        | $5583128.50        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8220 | 2054-03-01      | 5.0000%  | 0.0000% | $2810.11           | $2835.71           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8219 | 2054-03-01      | 5.0000%  | 0.0000% | $4895528.42        | $4941623.63        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8296 | 2054-04-01      | 6.0000%  | 0.0000% | $1571.75           | $1654.44           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  | 0.0000% | $763.93            | $780.71            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  | 0.0000% | $2016741.05        | $2060122.27        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  | 0.0000% | $26052518.43       | $26559983.87       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5614 | 2055-02-01      | 5.5000%  | 0.0000% | $1206.78           | $1230.28           | Agency Mortgage-Backed Securities |
| GNII SP 785550 C     | 2051-07-20      | 4.0000%  | 0.0000% | $7401196.80        | $6999668.71        | Agency Mortgage-Backed Securities |
| GNII SP 785676 C     | 2051-10-20      | 3.5000%  | 0.0000% | $14460402.19       | $13430914.74       | Agency Mortgage-Backed Securities |
| GNII SP 787339 C     | 2054-04-20      | 6.0000%  | 0.0000% | $2321669.76        | $2409661.82        | Agency Mortgage-Backed Securities |
| GNII SP 787530 C     | 2054-04-20      | 7.0000%  | 0.0000% | $314.26            | $325.12            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3551 | 2053-06-01      | 5.0000%  | 0.0000% | $864.31            | $877.07            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD2907 | 2053-05-01      | 6.5000%  | 0.0000% | $1089129.45        | $1158054.04        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2990 | 2053-03-01      | 6.0000%  | 0.0000% | $855.18            | $905.36            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD3397 | 2050-09-01      | 3.5000%  | 0.0000% | $1032.60           | $981.59            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6299 | 2054-09-01      | 5.5000%  | 0.0000% | $2753.11           | $2807.24           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5877 | 2054-07-01      | 5.5000%  | 0.0000% | $10880891.69       | $11307428.69       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD5900 | 2054-06-01      | 6.5000%  | 0.0000% | $1565.84           | $1669.70           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7300 | 2050-09-01      | 3.0000%  | 0.0000% | $2775.00           | $2510.67           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD7537 | 2051-03-01      | 2.0000%  | 0.0000% | $995.15            | $822.38            | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLSD8104 | 2050-11-01      | 1.5000%  | 0.0000% | $697.41            | $543.03            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8211 | 2052-05-01      | 2.0000%  | 0.0000% | $61093547.25       | $49862055.21       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  | 0.0000% | $2581.41           | $2214.18           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  | 0.0000% | $15597349.84       | $15943588.48       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB4868 | 2055-01-01      | 5.5000%  | 0.0000% | $987.62            | $1016.10           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM2398 | 2033-06-01      | 3.0000%  | 0.0000% | $6730152.75        | $6623686.22        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4070 | 2050-08-01      | 2.5000%  | 0.0000% | $2271.60           | $1972.80           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM4517 | 2035-10-01      | 2.0000%  | 0.0000% | $2645.74           | $2455.62           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL0215 | 2055-01-01      | 5.5000%  | 0.0000% | $46394497.67       | $48036424.74       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL1129 | 2055-05-01      | 5.0000%  | 0.0000% | $11516940.40       | $11626867.04       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3109 | 2055-10-01      | 5.0000%  | 0.0000% | $1493.60           | $1504.92           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3258 | 2055-11-01      | 5.5000%  | 0.0000% | $17143247.87       | $17594639.12       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSL3261 | 2054-01-01      | 2.5000%  | 0.0000% | $987.32            | $846.31            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ0879 | 2054-02-01      | 5.5000%  | 0.0000% | $1827.79           | $1866.41           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ0273 | 2053-11-01      | 5.5000%  | 0.0000% | $668669.32         | $689559.59         | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLRJ1243 | 2054-03-01      | 7.5000%  | 0.0000% | $1578427.19        | $1689630.01        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLRJ1455 | 2054-05-01      | 7.0000%  | 0.0000% | $1829374.86        | $1939184.71        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ3578 | 2055-03-01      | 6.0000%  | 0.0000% | $27667.41          | $28777.24          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD4386 | 2052-08-01      | 3.0000%  | 0.0000% | $13023022.45       | $11703538.50       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3653 | 2053-08-01      | 5.0000%  | 0.0000% | $1525.79           | $1560.05           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD4213 | 2053-11-01      | 6.5000%  | 0.0000% | $711.44            | $755.66            | Agency Mortgage-Backed Securities |
| 03.000 FGPC Z40290 G | 2044-06-15      | 3.0000%  | 0.0000% | $20654466.06       | $19223868.90       | Agency Mortgage-Backed Securities |
| 04.000 FGPC V81286 G | 2044-07-01      | 4.0000%  | 0.0000% | $4875042.78        | $4774213.36        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q28392 G | 2044-09-01      | 4.0000%  | 0.0000% | $4352720.40        | $4262237.02        | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q63763 G | 2049-05-01      | 4.5000%  | 0.0000% | $2160481.71        | $2166252.36        | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q44275 G | 2046-11-01      | 3.5000%  | 0.0000% | $3509612.85        | $3330880.35        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q46684 G | 2047-03-01      | 4.0000%  | 0.0000% | $2800813.56        | $2759796.27        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQB3456 | 2050-09-01      | 2.5000%  | 0.0000% | $584.00            | $503.94            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQB4023 | 2050-09-01      | 2.5000%  | 0.0000% | $3444.40           | $2977.97           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE8009 | 2055-09-01      | 5.0000%  | 0.0000% | $521035.97         | $524429.88         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBC0332 | 2045-12-01      | 4.0000%  | 0.0000% | $3669.32           | $3611.00           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9443 | 2051-10-01      | 2.5000%  | 0.0000% | $17876986.32       | $15356204.12       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CTFS0316 | 2041-11-01      | 1.5000%  | 0.0000% | $2924.42           | $2479.00           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0634 | 2052-03-01      | 3.0000%  | 0.0000% | $1544.30           | $1377.48           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS0713 | 2050-03-01      | 4.5000%  | 0.0000% | $21284113.86       | $21320190.43       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1734 | 2052-05-01      | 3.5000%  | 0.0000% | $718.02            | $671.12            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1384 | 2052-04-01      | 4.0000%  | 0.0000% | $23956331.14       | $23109743.67       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1428 | 2052-04-01      | 4.0000%  | 0.0000% | $32083374.13       | $30932229.79       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2656 | 2052-08-01      | 4.5000%  | 0.0000% | $24498153.62       | $24401018.44       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3709 | 2052-11-01      | 5.0000%  | 0.0000% | $4178.81           | $4217.94           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ4185 | 2055-05-01      | 6.5000%  | 0.0000% | $11490872.16       | $12061211.38       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ4803 | 2055-09-01      | 6.5000%  | 0.0000% | $58111497.92       | $61030503.02       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC2508 | 2051-06-01      | 2.5000%  | 0.0000% | $11291009.88       | $9823538.66        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD6642 | 2047-02-01      | 2.0000%  | 0.0000% | $757.58            | $630.79            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD7878 | 2052-03-01      | 3.0000%  | 0.0000% | $3274433.83        | $2972683.84        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0466 | 2052-09-01      | 5.0000%  | 0.0000% | $625.41            | $636.60            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF2717 | 2052-11-01      | 5.5000%  | 0.0000% | $753.30            | $772.26            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF5589 | 2053-01-01      | 6.0000%  | 0.0000% | $706.86            | $743.93            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG0747 | 2053-04-01      | 5.0000%  | 0.0000% | $56910.25          | $58061.87          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ2101 | 2054-08-01      | 5.5000%  | 0.0000% | $6238765.88        | $6427242.46        | Agency Mortgage-Backed Securities |
| 1.73 FCOR 21-35 BB   | 2035-10-26      | 1.7300%  | 0.0000% | $10000000.00       | $7964672.22        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBE5042 | 2046-08-01      | 4.0000%  | 0.0000% | $1972.98           | $1929.01           | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0103 | 2056-06-01      | 3.5000%  | 0.0000% | $718.11            | $671.94            | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0226 | 2058-01-01      | 3.5000%  | 0.0000% | $876.65            | $810.08            | Agency Mortgage-Backed Securities |
| FNMS 02.500 R3BF0443 | 2049-09-01      | 2.5000%  | 0.0000% | $830.71            | $714.62            | Agency Mortgage-Backed Securities |
| FNMS 02.500 R3BF0508 | 2050-06-01      | 2.5000%  | 0.0000% | $2165.09           | $1831.77           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ9246 | 2048-06-01      | 4.0000%  | 0.0000% | $918.35            | $903.49            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBK8166 | 2035-10-01      | 2.0000%  | 0.0000% | $409.74            | $380.29            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBK8508 | 2050-12-01      | 2.5000%  | 0.0000% | $888215.16         | $764818.88         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBL4895 | 2035-12-01      | 2.3500%  | 0.0000% | $1793.96           | $1510.22           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBL8042 | 2035-09-01      | 1.4600%  | 0.0000% | $32383900.00       | $24638516.70       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM1193 | 2047-05-01      | 4.0000%  | 0.0000% | $2105.97           | $2071.37           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM1579 | 2047-07-01      | 4.0000%  | 0.0000% | $5286.92           | $5211.49           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM3307 | 2048-01-01      | 4.0000%  | 0.0000% | $771.36            | $759.40            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM3289 | 2048-01-01      | 3.5000%  | 0.0000% | $15108309.18       | $14370713.13       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM3668 | 2048-03-01      | 3.5000%  | 0.0000% | $10050249.50       | $9512656.07        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM5359 | 2048-07-01      | 4.0000%  | 0.0000% | $3362689.37        | $3291021.12        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM4560 | 2048-10-01      | 4.5000%  | 0.0000% | $282.93            | $284.48            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM5746 | 2049-03-01      | 4.0000%  | 0.0000% | $833.83            | $817.03            | Agency Mortgage-Backed Securities |
| MNAR XX.XXX XYBM6491 | 2032-11-01      | 1.4557%  | 0.0000% | $5956.14           | $5035.83           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS4936 | 2052-01-01      | 2.5000%  | 0.0000% | $2750930.44        | $2422210.45        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  | 0.0000% | $36956809.71       | $32933198.66       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS7395 | 2054-03-01      | 5.5000%  | 0.0000% | $2314.10           | $2363.67           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS7798 | 2054-06-01      | 6.0000%  | 0.0000% | $719409.77         | $752438.11         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS7956 | 2054-05-01      | 5.5000%  | 0.0000% | $2650.97           | $2736.60           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS7958 | 2054-05-01      | 5.5000%  | 0.0000% | $860.54            | $888.51            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS8895 | 2052-04-01      | 3.0000%  | 0.0000% | $9225537.22        | $8219184.87        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS9773 | 2051-12-01      | 4.0000%  | 0.0000% | $24935599.64       | $24189656.71       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS9558 | 2054-08-01      | 6.0000%  | 0.0000% | $13658144.96       | $14147438.89       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS9690 | 2054-11-01      | 5.0000%  | 0.0000% | $3862.85           | $3915.47           | Agency Mortgage-Backed Securities |
| GNII SF MA7989 M     | 2052-04-20      | 3.5000%  | 0.0000% | $739.33            | $687.33            | Agency Mortgage-Backed Securities |
| GNII SF MA8879 M     | 2053-05-20      | 5.5000%  | 0.0000% | $3288.42           | $3370.51           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA2461 | 2050-04-01      | 4.0000%  | 0.0000% | $1413.38           | $1370.46           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA4921 | 2051-03-01      | 2.5000%  | 0.0000% | $3823491.26        | $3289115.87        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA8673 | 2053-05-01      | 5.5000%  | 0.0000% | $1675.80           | $1714.28           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA9257 | 2053-06-01      | 5.0000%  | 0.0000% | $607061.15         | $615483.99         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTRB5153 | 2042-04-01      | 2.0000%  | 0.0000% | $769.39            | $674.22            | Agency Mortgage-Backed Securities |
| FEPC 02.500 3JRE0017 | 2050-12-01      | 2.5000%  | 0.0000% | $1107.71           | $939.77            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI6033 | 2054-05-01      | 6.0000%  | 0.0000% | $830.70            | $861.32            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBO5991 | 2050-01-01      | 4.0000%  | 0.0000% | $2999381.74        | $2920381.69        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO8988 | 2050-02-01      | 3.0000%  | 0.0000% | $604.92            | $550.00            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKBP3378 | 2051-05-01      | 2.5000%  | 0.0000% | $20403.18          | $17008.96          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBP7667 | 2050-12-01      | 2.5000%  | 0.0000% | $1899.08           | $1649.17           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR0994 | 2051-05-01      | 2.5000%  | 0.0000% | $38141161.39       | $33117737.35       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR2807 | 2050-12-01      | 2.5000%  | 0.0000% | $12943017.98       | $11162497.33       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR7215 | 2051-04-01      | 2.5000%  | 0.0000% | $24634681.14       | $21191833.91       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR7223 | 2051-04-01      | 2.5000%  | 0.0000% | $1450.81           | $1248.50           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR8795 | 2051-05-01      | 2.5000%  | 0.0000% | $3449.36           | $2982.74           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR9345 | 2051-05-01      | 2.5000%  | 0.0000% | $11830702.30       | $10315117.04       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR9341 | 2051-05-01      | 2.5000%  | 0.0000% | $1344.05           | $1174.07           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR9357 | 2051-05-01      | 2.5000%  | 0.0000% | $13028494.20       | $11336508.27       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR9718 | 2051-04-01      | 2.5000%  | 0.0000% | $9022274.54        | $7829826.58        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT0837 | 2051-06-01      | 2.5000%  | 0.0000% | $711.49            | $612.56            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT1339 | 2051-07-01      | 2.5000%  | 0.0000% | $5120.97           | $4372.10           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT3222 | 2051-07-01      | 2.5000%  | 0.0000% | $6031.52           | $5187.56           | Agency Mortgage-Backed Securities |
| FNMS 02.000 REBT7247 | 2051-09-01      | 2.0000%  | 0.0000% | $1935.00           | $1586.51           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBT7954 | 2052-10-01      | 4.5000%  | 0.0000% | $2024.97           | $2002.34           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBT8301 | 2052-08-01      | 4.5000%  | 0.0000% | $710.19            | $701.82            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBT9375 | 2051-11-01      | 2.0000%  | 0.0000% | $29858490.16       | $24690018.68       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU2794 | 2051-11-01      | 2.5000%  | 0.0000% | $8772.39           | $7624.11           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU4788 | 2054-06-01      | 6.0000%  | 0.0000% | $1271127.51        | $1308785.09        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU8766 | 2052-04-01      | 3.0000%  | 0.0000% | $3743394.79        | $3392629.96        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV4583 | 2052-04-01      | 3.5000%  | 0.0000% | $303872.19         | $283277.09         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV7861 | 2052-07-01      | 5.0000%  | 0.0000% | $790.13            | $810.15            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0585 | 2055-06-01      | 6.0000%  | 0.0000% | $44408217.44       | $45879298.83       | Agency Mortgage-Backed Securities |
| FNMS 06.000 NQ889810 | 2037-11-01      | 6.0000%  | 0.0000% | $6.75              | $6.94              | Agency Mortgage-Backed Securities |
| FNMS 04.000 CL890834 | 2048-01-01      | 4.0000%  | 0.0000% | $1106.79           | $1084.38           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB5366 | 2042-06-01      | 3.5000%  | 0.0000% | $9779951.97        | $9369775.35        | Agency Mortgage-Backed Securities |
| GNII SF MA8801 M     | 2053-04-20      | 5.5000%  | 0.0000% | $1381.24           | $1416.12           | Agency Mortgage-Backed Securities |
| GNII SF MA9486 M     | 2054-01-20      | 4.5000%  | 0.0000% | $27187996.23       | $26739203.98       | Agency Mortgage-Backed Securities |
| GNII SF MA9607 M     | 2054-04-20      | 6.5000%  | 0.0000% | $437.79            | $455.15            | Agency Mortgage-Backed Securities |
| GNII SF CI5879 C     | 2051-12-20      | 3.5000%  | 0.0000% | $55914.59          | $50967.18          | Agency Mortgage-Backed Securities |
| GNII SF CI5859 C     | 2051-12-20      | 3.0000%  | 0.0000% | $816.85            | $744.74            | Agency Mortgage-Backed Securities |
| GNII SF CK1560 C     | 2051-12-20      | 3.5000%  | 0.0000% | $1977726.63        | $1822118.00        | Agency Mortgage-Backed Securities |
| GNII SF CK1632 C     | 2052-01-20      | 4.0000%  | 0.0000% | $2433.56           | $2295.38           | Agency Mortgage-Backed Securities |
| GNII SF CL5007 C     | 2052-01-20      | 4.0000%  | 0.0000% | $4160357.64        | $3924129.30        | Agency Mortgage-Backed Securities |
| GNII SF CS4481 C     | 2053-08-20      | 6.0000%  | 0.0000% | $2722.89           | $2865.44           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB5277 | 2054-06-01      | 5.5000%  | 0.0000% | $2627.42           | $2707.50           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2181 | 2053-01-01      | 5.5000%  | 0.0000% | $2144.37           | $2210.80           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA0458 | 2053-09-01      | 6.0000%  | 0.0000% | $329250.85         | $340111.29         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA2005 | 2055-06-01      | 5.0000%  | 0.0000% | $1942.51           | $1961.35           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3507 | 2055-11-01      | 5.5000%  | 0.0000% | $1275.67           | $1322.18           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4522 | 2043-07-01      | 3.0000%  | 0.0000% | $459190.53         | $425727.79         | Agency Mortgage-Backed Securities |

### Security 300: Fixed Income Clearing Corp. - Standard Chartered Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - Standard Chartered Bank 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 935QTY008, C.3 - LEI: U4LOSYZ7YG4W3S5F2G91, C.5 - Other ID: 935QTY008_3.67_0202
- **C.18 - Value (incl. sponsor support):** $8000000000.00
- **C.18.a - Value (excl. sponsor support):** $8000000000.00
- **C.19 - Percentage of Net Assets:** 5.7100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 7/8 NOTE V 27                  | 2027-02-28      | 1.8750%  | 0.0000% | $98884700.00       | $97920072.65       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29                  | 2029-03-31      | 2.3750%  | 0.0000% | $26049200.00       | $25280466.35       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29                  | 2029-04-30      | 2.8750%  | 0.0000% | $49999600.00       | $49189466.98       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29                  | 2029-04-30      | 2.8750%  | 0.0000% | $100000100.00      | $98379819.37       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27                  | 2027-05-31      | 2.6250%  | 0.0000% | $12188500.00       | $12096087.26       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27                  | 2027-05-31      | 2.6250%  | 0.0000% | $29974600.00       | $29747333.74       | U.S. Treasuries (including strips) |
| T 3 1/4 06/30/29                 | 2029-06-30      | 3.2500%  | 0.0000% | $20513100.00       | $20296120.02       | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27                 | 2027-06-30      | 3.2500%  | 0.0000% | $9555700.00        | $9544217.59        | U.S. Treasuries (including strips) |
| 2 5/8 NOTE N 29                  | 2029-07-31      | 2.6250%  | 0.0000% | $52649900.00       | $51546919.79       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32                  | 2032-08-15      | 2.7500%  | 0.0000% | $10000000.00       | $9415443.48        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32                  | 2032-08-15      | 2.7500%  | 0.0000% | $124533000.00      | $117253342.30      | U.S. Treasuries (including strips) |
| 3 1/8 NOTE AC 27                 | 2027-08-31      | 3.1250%  | 0.0000% | $19951200.00       | $20086819.22       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29                  | 2029-08-31      | 3.1250%  | 0.0000% | $10459400.00       | $10401094.57       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27                 | 2027-09-30      | 4.1250%  | 0.0000% | $47783400.00       | $48890567.63       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27                 | 2027-09-30      | 4.1250%  | 0.0000% | $3272900.00        | $3348734.89        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27                 | 2027-09-30      | 4.1250%  | 0.0000% | $568000.00         | $581160.87         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27                 | 2027-10-31      | 4.1250%  | 0.0000% | $12270000.00       | $12515295.40       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32                  | 2032-11-15      | 4.1250%  | 0.0000% | $17832100.00       | $18107859.54       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32                  | 2032-11-15      | 4.1250%  | 0.0000% | $6567500.00        | $6669061.27        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29                  | 2029-11-30      | 3.8750%  | 0.0000% | $31356900.00       | $31737410.30       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29                  | 2029-11-30      | 3.8750%  | 0.0000% | $4191800.00        | $4242666.73        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27                 | 2027-11-30      | 3.8750%  | 0.0000% | $4945300.00        | $5005883.97        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29                  | 2029-12-31      | 3.8750%  | 0.0000% | $58500.00          | $59020.73          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27                 | 2027-12-31      | 3.8750%  | 0.0000% | $24998400.00       | $25227968.46       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27                 | 2027-12-31      | 3.8750%  | 0.0000% | $7640900.00        | $7711068.88        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27                 | 2027-12-31      | 3.8750%  | 0.0000% | $3990700.00        | $4027347.90        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33                  | 2033-02-15      | 3.5000%  | 0.0000% | $21314600.00       | $20958864.89       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33                  | 2033-02-15      | 3.5000%  | 0.0000% | $1247600.00        | $1226777.88        | U.S. Treasuries (including strips) |
| 4 NOTE H 30                      | 2030-02-28      | 4.0000%  | 0.0000% | $49999100.00       | $51341804.84       | U.S. Treasuries (including strips) |
| 4 NOTE H 30                      | 2030-02-28      | 4.0000%  | 0.0000% | $3190000.00        | $3275666.11        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28                  | 2028-03-31      | 3.6250%  | 0.0000% | $3237400.00        | $3281333.87        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE K 30                  | 2030-04-30      | 3.5000%  | 0.0000% | $573000.00         | $572443.81         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28                  | 2028-04-30      | 3.5000%  | 0.0000% | $61183200.00       | $61633835.23       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28                  | 2028-04-30      | 3.5000%  | 0.0000% | $10495800.00       | $10573105.16       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33                  | 2033-05-15      | 3.3750%  | 0.0000% | $55510000.00       | $53522721.76       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28                  | 2028-05-31      | 3.6250%  | 0.0000% | $93089500.00       | $93765596.25       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28                  | 2028-05-31      | 3.6250%  | 0.0000% | $45610500.00       | $45941762.80       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30                  | 2030-05-31      | 3.7500%  | 0.0000% | $11715500.00       | $11787202.85       | U.S. Treasuries (including strips) |
| 4  NOTE AA 28                    | 2028-06-30      | 4.0000%  | 0.0000% | $100.00            | $101.33            | U.S. Treasuries (including strips) |
| 4  NOTE N 30                     | 2030-07-31      | 4.0000%  | 0.0000% | $40200.00          | $41381.65          | U.S. Treasuries (including strips) |
| 4  NOTE N 30                     | 2030-07-31      | 4.0000%  | 0.0000% | $1915400.00        | $1971701.85        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33                  | 2033-08-15      | 3.8750%  | 0.0000% | $38923000.00       | $39106257.95       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33                  | 2033-08-15      | 3.8750%  | 0.0000% | $42997100.00       | $43199539.69       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30                  | 2030-09-30      | 4.6250%  | 0.0000% | $992000.00         | $1042438.61        | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28                 | 2028-10-31      | 4.8750%  | 0.0000% | $62411000.00       | $65228721.48       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28                 | 2028-10-31      | 4.8750%  | 0.0000% | $2942300.00        | $3075138.47        | U.S. Treasuries (including strips) |
| 4 7/8 NOTE R 30                  | 2030-10-31      | 4.8750%  | 0.0000% | $5499800.00        | $5823973.80        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33                  | 2033-11-15      | 4.5000%  | 0.0000% | $5472900.00        | $5672286.03        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28                 | 2028-11-30      | 4.3750%  | 0.0000% | $200.00            | $205.55            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28                 | 2028-11-30      | 4.3750%  | 0.0000% | $13299900.00       | $13668742.55       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28                 | 2028-11-30      | 4.3750%  | 0.0000% | $846800.00         | $870284.08         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30                  | 2030-12-31      | 3.7500%  | 0.0000% | $78334100.00       | $78358127.80       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30                  | 2030-12-31      | 3.7500%  | 0.0000% | $125999000.00      | $126037648.30      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28                 | 2028-12-31      | 3.7500%  | 0.0000% | $100025300.00      | $100719649.10      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28                 | 2028-12-31      | 3.7500%  | 0.0000% | $86346400.00       | $86945793.81       | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27                     | 2027-01-15      | 4.0000%  | 0.0000% | $643400.00         | $647005.27         | U.S. Treasuries (including strips) |
| 4 NOTE U 29                      | 2029-01-31      | 4.0000%  | 0.0000% | $35000000.00       | $36074720.65       | U.S. Treasuries (including strips) |
| 4 NOTE B 34                      | 2034-02-15      | 4.0000%  | 0.0000% | $6336700.00        | $6400718.85        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AK 27                 | 2027-02-15      | 4.1250%  | 0.0000% | $22075500.00       | $22612409.75       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31                  | 2031-02-28      | 4.2500%  | 0.0000% | $317766800.00      | $329570662.10      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31                  | 2031-02-28      | 4.2500%  | 0.0000% | $32999900.00       | $34225724.31       | U.S. Treasuries (including strips) |
| T 4 1/4 02/28/29                 | 2029-02-28      | 4.2500%  | 0.0000% | $958000.00         | $992301.48         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29                  | 2029-02-28      | 4.2500%  | 0.0000% | $556200.00         | $576114.91         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AL 27                 | 2027-03-15      | 4.2500%  | 0.0000% | $4999900.00        | $5118153.91        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AL 27                 | 2027-03-15      | 4.2500%  | 0.0000% | $19999800.00       | $20472820.35       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29                  | 2029-03-31      | 4.1250%  | 0.0000% | $9728100.00        | $10002690.70       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-03-31      | 4.5000%  | 0.0000% | $10000000.00       | $10162214.18       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AM 27                 | 2027-04-15      | 4.5000%  | 0.0000% | $35247600.00       | $36101791.11       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AM 27                 | 2027-04-15      | 4.5000%  | 0.0000% | $17827800.00       | $18259839.30       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BA 26                 | 2026-04-30      | 4.8750%  | 0.0000% | $39999800.00       | $40597950.38       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BA 26                 | 2026-04-30      | 4.8750%  | 0.0000% | $284000.00         | $288246.89         | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BA 26                 | 2026-04-30      | 4.8750%  | 0.0000% | $125000000.00      | $126869229.30      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29                  | 2029-04-30      | 4.6250%  | 0.0000% | $2999900.00        | $3123887.01        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29                  | 2029-04-30      | 4.6250%  | 0.0000% | $2936200.00        | $3057554.27        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29                  | 2029-04-30      | 4.6250%  | 0.0000% | $7000100.00        | $7289416.80        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29                  | 2029-04-30      | 4.6250%  | 0.0000% | $1164900.00        | $1213045.76        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34                  | 2034-05-15      | 4.3750%  | 0.0000% | $82500400.00       | $84604744.54       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27                 | 2027-05-15      | 4.5000%  | 0.0000% | $41674000.00       | $42556593.38       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BC 26                 | 2026-05-31      | 4.8750%  | 0.0000% | $139000.00         | $140624.86         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31                  | 2031-05-31      | 4.6250%  | 0.0000% | $27999100.00       | $29248187.08       | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-06-04      | 0.0000%  | 0.0000% | $755000.00         | $745930.19         | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-03-10      | 0.0000%  | 0.0000% | $312000.00         | $310871.18         | U.S. Treasuries (including strips) |
| BILL 03/17/26                    | 2026-03-17      | 0.0000%  | 0.0000% | $59900.00          | $59640.51          | U.S. Treasuries (including strips) |
| BILL 03/24/26                    | 2026-03-24      | 0.0000%  | 0.0000% | $212000.00         | $210931.10         | U.S. Treasuries (including strips) |
| BILL 03/31/26                    | 2026-03-31      | 0.0000%  | 0.0000% | $2000.00           | $1988.59           | U.S. Treasuries (including strips) |
| BILL 04/07/26                    | 2026-04-07      | 0.0000%  | 0.0000% | $1016000.00        | $1009534.18        | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-04-14      | 0.0000%  | 0.0000% | $1999900.00        | $1985794.71        | U.S. Treasuries (including strips) |
| BILL 04/21/26                    | 2026-04-21      | 0.0000%  | 0.0000% | $425000.00         | $421719.00         | U.S. Treasuries (including strips) |
| BILL 04/28/26                    | 2026-04-28      | 0.0000%  | 0.0000% | $1300000.00        | $1289056.60        | U.S. Treasuries (including strips) |
| BILL 05/05/26                    | 2026-05-05      | 0.0000%  | 0.0000% | $526000.00         | $521210.77         | U.S. Treasuries (including strips) |
| BILL 05/26/26                    | 2026-05-26      | 0.0000%  | 0.0000% | $800000.00         | $791043.20         | U.S. Treasuries (including strips) |
| 6 1/8 BOND 27                    | 2027-11-15      | 6.1250%  | 0.0000% | $4999600.00        | $5285007.75        | U.S. Treasuries (including strips) |
| 4 1/2 BOND 36                    | 2036-02-15      | 4.5000%  | 0.0000% | $3639900.00        | $3801149.31        | U.S. Treasuries (including strips) |
| 4 1/2 BOND 39                    | 2039-08-15      | 4.5000%  | 0.0000% | $2709300.00        | $2758689.13        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40                    | 2040-02-15      | 4.6250%  | 0.0000% | $3220000.00        | $3308141.48        | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41                    | 2041-11-15      | 3.1250%  | 0.0000% | $13379700.00       | $11115089.09       | U.S. Treasuries (including strips) |
| 3 BOND 42                        | 2042-05-15      | 3.0000%  | 0.0000% | $1169700.00        | $946591.82         | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42                    | 2042-08-15      | 2.7500%  | 0.0000% | $100.00            | $78.27             | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42                    | 2042-11-15      | 2.7500%  | 0.0000% | $550000.00         | $424490.81         | U.S. Treasuries (including strips) |
| 3 1/8 BOND 43                    | 2043-02-15      | 3.1250%  | 0.0000% | $39369200.00       | $32340510.60       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43                    | 2043-05-15      | 2.8750%  | 0.0000% | $56551900.00       | $44128064.64       | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43                    | 2043-11-15      | 3.7500%  | 0.0000% | $1200.00           | $1058.37           | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44                    | 2044-02-15      | 3.6250%  | 0.0000% | $49988400.00       | $43645417.57       | U.S. Treasuries (including strips) |
| 3 3/8 BOND 44                    | 2044-05-15      | 3.3750%  | 0.0000% | $9999800.00        | $8308040.19        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46                    | 2046-02-15      | 2.5000%  | 0.0000% | $6010000.00        | $4245091.64        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46                    | 2046-05-15      | 2.5000%  | 0.0000% | $2997600.00        | $2090932.77        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46                    | 2046-05-15      | 2.5000%  | 0.0000% | $1076000.00        | $750548.33         | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46                    | 2046-08-15      | 2.2500%  | 0.0000% | $7719700.00        | $5151361.52        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32                  | 2032-02-29      | 4.1250%  | 0.0000% | $151138900.00      | $155253874.50      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28                 | 2028-03-15      | 3.8750%  | 0.0000% | $2954500.00        | $3017463.51        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32                  | 2032-03-31      | 4.1250%  | 0.0000% | $40318200.00       | $41263079.17       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27                 | 2027-03-31      | 3.8750%  | 0.0000% | $10339100.00       | $10511418.03       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28                 | 2028-04-15      | 3.7500%  | 0.0000% | $92700.00          | $94085.25          | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27                 | 2027-04-30      | 3.7500%  | 0.0000% | $32699700.00       | $33092449.41       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30                  | 2030-04-30      | 3.8750%  | 0.0000% | $225137200.00      | $228447172.10      | U.S. Treasuries (including strips) |
| 4 NOTE K 32                      | 2032-04-30      | 4.0000%  | 0.0000% | $12894600.00       | $13053696.78       | U.S. Treasuries (including strips) |
| T 3 3/4 05/15/28                 | 2028-05-15      | 3.7500%  | 0.0000% | $21625300.00       | $21882034.01       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27                 | 2027-05-31      | 3.8750%  | 0.0000% | $47461600.00       | $47974793.68       | U.S. Treasuries (including strips) |
| 4 NOTE Z 30                      | 2030-05-31      | 4.0000%  | 0.0000% | $100.00            | $101.64            | U.S. Treasuries (including strips) |
| 4 NOTE Z 30                      | 2030-05-31      | 4.0000%  | 0.0000% | $626000.00         | $636286.62         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28                 | 2028-06-15      | 3.8750%  | 0.0000% | $2126800.00        | $2152113.13        | U.S. Treasuries (including strips) |
| 4 NOTE M 32                      | 2032-06-30      | 4.0000%  | 0.0000% | $2960000.00        | $2974266.95        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30                 | 2030-06-30      | 3.8750%  | 0.0000% | $84782400.00       | $85441356.45       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27                 | 2027-06-30      | 3.7500%  | 0.0000% | $200.00            | $201.22            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30                 | 2030-07-31      | 3.8750%  | 0.0000% | $114707200.00      | $117435935.30      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30                 | 2030-07-31      | 3.8750%  | 0.0000% | $324000.00         | $331707.54         | U.S. Treasuries (including strips) |
| T 3 7/8 07/31/27                 | 2027-07-31      | 3.8750%  | 0.0000% | $100679800.00      | $103112596.60      | U.S. Treasuries (including strips) |
| 4 NOTE N 32                      | 2032-07-31      | 4.0000%  | 0.0000% | $42801600.00       | $43694326.00       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32                  | 2032-09-30      | 3.8750%  | 0.0000% | $27589000.00       | $27744178.12       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AD 30                 | 2030-09-30      | 3.6250%  | 0.0000% | $7070000.00        | $7107879.12        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 27                 | 2027-09-30      | 3.5000%  | 0.0000% | $100.00            | $101.11            | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28                  | 2028-01-31      | 0.7500%  | 0.0000% | $8528900.00        | $8105274.82        | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28                  | 2028-01-31      | 0.7500%  | 0.0000% | $3338100.00        | $3172298.64        | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31                  | 2031-02-15      | 1.1250%  | 0.0000% | $1910000.00        | $1687819.00        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28                  | 2028-03-31      | 1.2500%  | 0.0000% | $21230200.00       | $20308884.91       | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Y 26                  | 2026-04-30      | 0.7500%  | 0.0000% | $19370000.00       | $19269689.73       | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Y 26                  | 2026-04-30      | 0.7500%  | 0.0000% | $200.00            | $198.96            | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28                  | 2028-04-30      | 1.2500%  | 0.0000% | $57394400.00       | $54736537.95       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28                  | 2028-04-30      | 1.2500%  | 0.0000% | $8879300.00        | $8468110.85        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31                  | 2031-05-15      | 1.6250%  | 0.0000% | $100.00            | $89.76             | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31                  | 2031-05-15      | 1.6250%  | 0.0000% | $27900.00          | $25042.36          | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28                  | 2028-05-31      | 1.2500%  | 0.0000% | $5977300.00        | $5682611.82        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28                  | 2028-05-31      | 1.2500%  | 0.0000% | $200.00            | $190.14            | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28                  | 2028-05-31      | 1.2500%  | 0.0000% | $10183000.00       | $9680965.68        | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26                  | 2026-05-31      | 0.7500%  | 0.0000% | $2754000.00        | $2730899.08        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE AB 26                 | 2026-07-31      | 0.6250%  | 0.0000% | $2000000.00        | $1976842.03        | U.S. Treasuries (including strips) |
| 1 NOTE N 28                      | 2028-07-31      | 1.0000%  | 0.0000% | $4900000.00        | $4625398.25        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31                  | 2031-08-15      | 1.2500%  | 0.0000% | $18028400.00       | $15781439.77       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28                  | 2028-08-31      | 1.1250%  | 0.0000% | $31499600.00       | $29755301.99       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28                  | 2028-08-31      | 1.1250%  | 0.0000% | $1372000.00        | $1296025.17        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28                  | 2028-09-30      | 1.2500%  | 0.0000% | $122200.00         | $115496.30         | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AD 26                 | 2026-09-30      | 0.8750%  | 0.0000% | $15129900.00       | $14905367.63       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28                  | 2028-10-31      | 1.3750%  | 0.0000% | $18282400.00       | $17289912.34       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28                  | 2028-10-31      | 1.3750%  | 0.0000% | $10737000.00       | $10154125.76       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26                 | 2026-10-31      | 1.1250%  | 0.0000% | $4999800.00        | $4921768.31        | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31                  | 2031-11-15      | 1.3750%  | 0.0000% | $31230300.00       | $27234437.47       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE S 28                  | 2028-11-30      | 1.5000%  | 0.0000% | $3699100.00        | $3500879.05        | U.S. Treasuries (including strips) |
| 1 3/8 NOTE T 28                  | 2028-12-31      | 1.3750%  | 0.0000% | $905700.00         | $851255.21         | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29                  | 2029-01-31      | 1.7500%  | 0.0000% | $94999800.00       | $90817381.14       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32                  | 2032-02-15      | 1.8750%  | 0.0000% | $6949800.00        | $6241794.56        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29                  | 2029-02-28      | 1.8750%  | 0.0000% | $99999900.00       | $95736197.08       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29                  | 2029-02-28      | 1.8750%  | 0.0000% | $39400.00          | $37720.10          | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29                  | 2029-02-28      | 1.8750%  | 0.0000% | $190600.00         | $182473.37         | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27                  | 2027-02-28      | 1.8750%  | 0.0000% | $20793500.00       | $20590657.91       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28                  | 2028-05-15      | 2.8750%  | 0.0000% | $15000000.00       | $14863693.67       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28                  | 2028-08-15      | 2.8750%  | 0.0000% | $10271900.00       | $10231603.34       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE J 26                  | 2026-03-31      | 2.2500%  | 0.0000% | $13800.00          | $13872.36          | U.S. Treasuries (including strips) |
| 2 3/8 NOTE K 26                  | 2026-04-30      | 2.3750%  | 0.0000% | $100.00            | $100.28            | U.S. Treasuries (including strips) |
| 2 3/8 NOTE K 26                  | 2026-04-30      | 2.3750%  | 0.0000% | $24999400.00       | $25068955.93       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE K 26                  | 2026-04-30      | 2.3750%  | 0.0000% | $100.00            | $100.28            | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 26                  | 2026-05-15      | 1.6250%  | 0.0000% | $445900.00         | $444841.26         | U.S. Treasuries (including strips) |
| 2 NOTE F 26                      | 2026-11-15      | 2.0000%  | 0.0000% | $20000000.00       | $19835357.90       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27                  | 2027-05-15      | 2.3750%  | 0.0000% | $3829300.00        | $3791831.02        | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27                  | 2027-05-15      | 2.3750%  | 0.0000% | $16909900.00       | $16744439.80       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27                  | 2027-05-15      | 2.3750%  | 0.0000% | $22158400.00       | $21941584.22       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27                  | 2027-05-15      | 2.3750%  | 0.0000% | $13270800.00       | $13140947.71       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE R 26                  | 2026-10-31      | 1.6250%  | 0.0000% | $6931900.00        | $6858615.57        | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29                  | 2029-11-15      | 1.7500%  | 0.0000% | $100.00            | $93.61             | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26                  | 2026-11-30      | 1.6250%  | 0.0000% | $7000000.00        | $6907986.50        | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27                  | 2027-01-31      | 1.5000%  | 0.0000% | $21540000.00       | $21265865.57       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 27                  | 2027-02-28      | 1.1250%  | 0.0000% | $4858400.00        | $4757582.16        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30                  | 2030-05-15      | 0.6250%  | 0.0000% | $26350800.00       | $23150894.68       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30                  | 2030-05-15      | 0.6250%  | 0.0000% | $5969600.00        | $5244682.55        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27                  | 2027-06-30      | 0.5000%  | 0.0000% | $100.00            | $95.89             | U.S. Treasuries (including strips) |
| 0 3/8 NOTE N 27                  | 2027-07-31      | 0.3750%  | 0.0000% | $23124900.00       | $22110891.86       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                  | 2030-08-15      | 0.6250%  | 0.0000% | $501400.00         | $437513.75         | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                  | 2030-08-15      | 0.6250%  | 0.0000% | $9673400.00        | $8440856.59        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27                  | 2027-08-31      | 0.5000%  | 0.0000% | $35972100.00       | $34387041.48       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE R 27                  | 2027-10-31      | 0.5000%  | 0.0000% | $300.00            | $285.13            | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30                  | 2030-11-15      | 0.8750%  | 0.0000% | $69494100.00       | $60800597.72       | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30                  | 2030-11-15      | 0.8750%  | 0.0000% | $4069400.00        | $3560330.34        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27                  | 2027-11-30      | 0.6250%  | 0.0000% | $100000000.00      | $94999439.01       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27                  | 2027-12-31      | 0.6250%  | 0.0000% | $131214900.00      | $124270870.50      | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27                  | 2027-12-31      | 0.6250%  | 0.0000% | $41051300.00       | $38878822.34       | U.S. Treasuries (including strips) |
| 2 BOND 41                        | 2041-11-15      | 2.0000%  | 0.0000% | $10854000.00       | $7595921.12        | U.S. Treasuries (including strips) |
| 2 BOND 41                        | 2041-11-15      | 2.0000%  | 0.0000% | $60000.00          | $41989.61          | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52                    | 2052-02-15      | 2.2500%  | 0.0000% | $77626400.00       | $47804257.53       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52                    | 2052-02-15      | 2.2500%  | 0.0000% | $10910000.00       | $6718647.90        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42                    | 2042-02-15      | 2.3750%  | 0.0000% | $8446700.00        | $6288858.64        | U.S. Treasuries (including strips) |
| T 2 7/8 05/15/52                 | 2052-05-15      | 2.8750%  | 0.0000% | $1033900.00        | $726973.25         | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42                    | 2042-05-15      | 3.2500%  | 0.0000% | $1816000.00        | $1521359.82        | U.S. Treasuries (including strips) |
| 3 BOND 52                        | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $72.81             | U.S. Treasuries (including strips) |
| 3 BOND 52                        | 2052-08-15      | 3.0000%  | 0.0000% | $43249100.00       | $31490087.16       | U.S. Treasuries (including strips) |
| 3 BOND 52                        | 2052-08-15      | 3.0000%  | 0.0000% | $7319300.00        | $5329252.98        | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42                    | 2042-08-15      | 3.3750%  | 0.0000% | $15901800.00       | $13644390.15       | U.S. Treasuries (including strips) |
| 4 BOND 52                        | 2052-11-15      | 4.0000%  | 0.0000% | $3843400.00        | $3357747.17        | U.S. Treasuries (including strips) |
| T 4 11/15/42                     | 2042-11-15      | 4.0000%  | 0.0000% | $2729900.00        | $2515236.47        | U.S. Treasuries (including strips) |
| T 4 11/15/42                     | 2042-11-15      | 4.0000%  | 0.0000% | $401000.00         | $369467.68         | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53                    | 2053-02-15      | 3.6250%  | 0.0000% | $10275500.00       | $8463712.67        | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                    | 2043-02-15      | 3.8750%  | 0.0000% | $10000.00          | $9145.53           | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                    | 2043-02-15      | 3.8750%  | 0.0000% | $2757000.00        | $2521423.22        | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53                    | 2053-05-15      | 3.6250%  | 0.0000% | $4500000.00        | $3663366.74        | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53                    | 2053-05-15      | 3.6250%  | 0.0000% | $2260600.00        | $1840312.63        | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                    | 2043-05-15      | 3.8750%  | 0.0000% | $7998200.00        | $7220705.85        | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53                    | 2053-08-15      | 4.1250%  | 0.0000% | $11131500.00       | $10032804.49       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53                    | 2053-11-15      | 4.7500%  | 0.0000% | $8675300.00        | $8578990.08        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53                    | 2053-11-15      | 4.7500%  | 0.0000% | $1287000.00        | $1272712.21        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43                    | 2043-11-15      | 4.7500%  | 0.0000% | $2560000.00        | $2576920.00        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43                    | 2043-11-15      | 4.7500%  | 0.0000% | $4000.00           | $4026.44           | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44                    | 2044-02-15      | 4.5000%  | 0.0000% | $3498200.00        | $3445658.71        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54                    | 2054-05-15      | 4.6250%  | 0.0000% | $3190000.00        | $3091760.58        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44                    | 2044-05-15      | 4.6250%  | 0.0000% | $4950500.00        | $4892534.32        | U.S. Treasuries (including strips) |
| T 4 1/4 08/15/54                 | 2054-08-15      | 4.2500%  | 0.0000% | $100.00            | $92.06             | U.S. Treasuries (including strips) |
| T 4 1/8 08/15/44                 | 2044-08-15      | 4.1250%  | 0.0000% | $12002900.00       | $11211435.04       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54                    | 2054-11-15      | 4.5000%  | 0.0000% | $229000.00         | $217357.30         | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54                    | 2054-11-15      | 4.5000%  | 0.0000% | $6047500.00        | $5740036.11        | U.S. Treasuries (including strips) |
| T 4 5/8 11/15/44                 | 2044-11-15      | 4.6250%  | 0.0000% | $200.00            | $197.23            | U.S. Treasuries (including strips) |
| T 4 5/8 02/15/55                 | 2055-02-15      | 4.6250%  | 0.0000% | $10000.00          | $9806.49           | U.S. Treasuries (including strips) |
| 5 BOND 45                        | 2045-05-15      | 5.0000%  | 0.0000% | $6150800.00        | $6355044.93        | U.S. Treasuries (including strips) |
| T 4 3/4 08/15/55                 | 2055-08-15      | 4.7500%  | 0.0000% | $3276900.00        | $3281644.24        | U.S. Treasuries (including strips) |
| 4 7/8 BOND 45                    | 2045-08-15      | 4.8750%  | 0.0000% | $100.00            | $102.88            | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55                    | 2055-11-15      | 4.6250%  | 0.0000% | $100.00            | $96.97             | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55                    | 2055-11-15      | 4.6250%  | 0.0000% | $511000.00         | $495522.80         | U.S. Treasuries (including strips) |
| T 4 5/8 11/15/45                 | 2045-11-15      | 4.6250%  | 0.0000% | $54309800.00       | $53397989.77       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26                  | 2026-08-15      | 1.5000%  | 0.0000% | $237800.00         | $236725.58         | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26                  | 2026-08-15      | 1.5000%  | 0.0000% | $900.00            | $895.93            | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26                  | 2026-08-15      | 1.5000%  | 0.0000% | $5721700.00        | $5695848.36        | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27                  | 2027-08-15      | 2.2500%  | 0.0000% | $180400.00         | $178779.24         | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27                  | 2027-08-15      | 2.2500%  | 0.0000% | $19662300.00       | $19485648.77       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27                  | 2027-08-15      | 2.2500%  | 0.0000% | $14800.00          | $14667.03          | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28                  | 2028-02-15      | 2.7500%  | 0.0000% | $18110400.00       | $18052996.33       | U.S. Treasuries (including strips) |
| 3 BOND 47                        | 2047-05-15      | 3.0000%  | 0.0000% | $918900.00         | $693958.19         | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47                    | 2047-08-15      | 2.7500%  | 0.0000% | $6869900.00        | $4983462.20        | U.S. Treasuries (including strips) |
| 3 BOND 48                        | 2048-02-15      | 3.0000%  | 0.0000% | $4209600.00        | $3182696.08        | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48                    | 2048-05-15      | 3.1250%  | 0.0000% | $740000.00         | $565564.07         | U.S. Treasuries (including strips) |
| 3 BOND 48                        | 2048-08-15      | 3.0000%  | 0.0000% | $214300.00         | $161231.74         | U.S. Treasuries (including strips) |
| T 3 3/8 11/15/48                 | 2048-11-15      | 3.3750%  | 0.0000% | $550000.00         | $437859.75         | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49                    | 2049-05-15      | 2.8750%  | 0.0000% | $377000.00         | $272053.72         | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49                    | 2049-08-15      | 2.2500%  | 0.0000% | $3506700.00        | $2229618.56        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49                    | 2049-11-15      | 2.3750%  | 0.0000% | $4337000.00        | $2801368.87        | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50                    | 2050-05-15      | 1.2500%  | 0.0000% | $3866000.00        | $1858951.83        | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50                    | 2050-08-15      | 1.3750%  | 0.0000% | $2050500.00        | $1020519.85        | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40                    | 2040-08-15      | 1.1250%  | 0.0000% | $8623300.00        | $5437825.99        | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40                    | 2040-05-15      | 1.1250%  | 0.0000% | $5620000.00        | $3568092.36        | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50                    | 2050-11-15      | 1.6250%  | 0.0000% | $470000.00         | $248043.25         | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50                    | 2050-11-15      | 1.6250%  | 0.0000% | $40212700.00       | $21222316.85       | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40                    | 2040-11-15      | 1.3750%  | 0.0000% | $14999900.00       | $9741441.16        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51                    | 2051-02-15      | 1.8750%  | 0.0000% | $1186000.00        | $672038.34         | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51                    | 2051-05-15      | 2.3750%  | 0.0000% | $20700000.00       | $13124569.79       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51                    | 2051-05-15      | 2.3750%  | 0.0000% | $30368600.00       | $19254821.74       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41                    | 2041-05-15      | 2.2500%  | 0.0000% | $6640000.00        | $4900497.67        | U.S. Treasuries (including strips) |
| 2 BOND 51                        | 2051-08-15      | 2.0000%  | 0.0000% | $1397000.00        | $812092.07         | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51                    | 2051-11-15      | 1.8750%  | 0.0000% | $955000.00         | $530700.63         | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51                    | 2051-11-15      | 1.8750%  | 0.0000% | $10660000.00       | $5923841.57        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AT 28                 | 2028-10-15      | 3.5000%  | 0.0000% | $27357000.00       | $27569029.38       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AF 30                 | 2030-10-31      | 3.6250%  | 0.0000% | $99999900.00       | $100183656.70      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27                 | 2027-10-31      | 3.5000%  | 0.0000% | $77999800.00       | $78629831.10       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27                 | 2027-10-31      | 3.5000%  | 0.0000% | $14000.00          | $14113.08          | U.S. Treasuries (including strips) |
| 4 NOTE F 35                      | 2035-11-15      | 4.0000%  | 0.0000% | $636400.00         | $629116.27         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AU 28                 | 2028-11-15      | 3.5000%  | 0.0000% | $126131700.00      | $126714058.40      | U.S. Treasuries (including strips) |
| T 3 3/8 11/30/27                 | 2027-11-30      | 3.3750%  | 0.0000% | $75859100.00       | $76068615.75       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE S 32                  | 2032-11-30      | 3.7500%  | 0.0000% | $16974700.00       | $16812495.55       | U.S. Treasuries (including strips) |
| T 3 1/2 11/30/30                 | 2030-11-30      | 3.5000%  | 0.0000% | $125000100.00      | $124108272.40      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AG 30                 | 2030-11-30      | 3.5000%  | 0.0000% | $356000.00         | $353460.08         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AV 28                 | 2028-12-15      | 3.5000%  | 0.0000% | $44434600.00       | $44507609.47       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 32                  | 2032-12-31      | 3.8750%  | 0.0000% | $100.00            | $99.45             | U.S. Treasuries (including strips) |
| T 3 3/8 12/31/27                 | 2027-12-31      | 3.3750%  | 0.0000% | $100.00            | $99.98             | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AJ 29                 | 2029-01-15      | 3.5000%  | 0.0000% | $2606400.00        | $2602253.94        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27                  | 2027-04-30      | 2.7500%  | 0.0000% | $67298900.00       | $67117393.75       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27                  | 2027-04-30      | 2.7500%  | 0.0000% | $731000.00         | $729028.48         | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32                  | 2032-05-15      | 2.8750%  | 0.0000% | $2091000.00        | $1977305.87        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29                  | 2029-05-31      | 2.7500%  | 0.0000% | $102009900.00      | $99619146.66       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27                  | 2027-05-31      | 2.6250%  | 0.0000% | $552800.00         | $548608.69         | U.S. Treasuries (including strips) |
| 3 BOND 44                        | 2044-11-15      | 3.0000%  | 0.0000% | $10600000.00       | $8247492.63        | U.S. Treasuries (including strips) |
| 3 BOND 44                        | 2044-11-15      | 3.0000%  | 0.0000% | $1482000.00        | $1153092.84        | U.S. Treasuries (including strips) |
| 3 BOND 45                        | 2045-05-15      | 3.0000%  | 0.0000% | $800.00            | $618.74            | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45                    | 2045-08-15      | 2.8750%  | 0.0000% | $10909300.00       | $8307497.41        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE E 35                  | 2035-08-15      | 4.2500%  | 0.0000% | $6186800.00        | $6316711.50        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AR 28                 | 2028-08-15      | 3.6250%  | 0.0000% | $16238100.00       | $16524571.15       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27                 | 2027-08-31      | 3.6250%  | 0.0000% | $44097700.00       | $44825355.90       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE P 32                  | 2032-08-31      | 3.8750%  | 0.0000% | $3998800.00        | $4036787.47        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30                 | 2030-08-31      | 3.6250%  | 0.0000% | $27733700.00       | $27974234.23       | U.S. Treasuries (including strips) |
| BILL 02/19/26                    | 2026-02-19      | 0.0000%  | 0.0000% | $311000.00         | $310469.43         | U.S. Treasuries (including strips) |
| BILL 03/19/26                    | 2026-03-19      | 0.0000%  | 0.0000% | $2000000.00        | $1990944.00        | U.S. Treasuries (including strips) |
| BILL 04/16/26                    | 2026-04-16      | 0.0000%  | 0.0000% | $1690000.00        | $1677727.22        | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-05-14      | 0.0000%  | 0.0000% | $500.00            | $495.00            | U.S. Treasuries (including strips) |
| BILL 07/09/26                    | 2026-07-09      | 0.0000%  | 0.0000% | $58000.00          | $57107.79          | U.S. Treasuries (including strips) |
| BILL 08/06/26                    | 2026-08-06      | 0.0000%  | 0.0000% | $18000.00          | $17674.99          | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-02-05      | 0.0000%  | 0.0000% | $161000.00         | $160951.86         | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-02-12      | 0.0000%  | 0.0000% | $147000.00         | $146852.56         | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-02-26      | 0.0000%  | 0.0000% | $3000.00           | $2992.75           | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-03-26      | 0.0000%  | 0.0000% | $7517100.00        | $7477778.05        | U.S. Treasuries (including strips) |
| BILL 04/02/26                    | 2026-04-02      | 0.0000%  | 0.0000% | $3814000.00        | $3791436.38        | U.S. Treasuries (including strips) |
| BILL 04/02/26                    | 2026-04-02      | 0.0000%  | 0.0000% | $22847600.00       | $22712433.60       | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-04-09      | 0.0000%  | 0.0000% | $400000.00         | $397375.60         | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-05-07      | 0.0000%  | 0.0000% | $100.00            | $99.07             | U.S. Treasuries (including strips) |
| BILL 02/17/26                    | 2026-02-17      | 0.0000%  | 0.0000% | $21000.00          | $20968.23          | U.S. Treasuries (including strips) |
| BILL 02/24/26                    | 2026-02-24      | 0.0000%  | 0.0000% | $261000.00         | $260422.41         | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-03-03      | 0.0000%  | 0.0000% | $776100.00         | $773836.89         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27                 | 2027-06-15      | 4.6250%  | 0.0000% | $1978600.00        | $2018268.52        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31                  | 2031-06-30      | 4.2500%  | 0.0000% | $11403500.00       | $11658608.83       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31                  | 2031-06-30      | 4.2500%  | 0.0000% | $62100.00          | $63489.25          | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31                  | 2031-06-30      | 4.2500%  | 0.0000% | $50590200.00       | $51721958.40       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29                 | 2029-06-30      | 4.2500%  | 0.0000% | $244324700.00      | $249773653.80      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29                 | 2029-06-30      | 4.2500%  | 0.0000% | $231534300.00      | $236698001.00      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE BD 26                 | 2026-06-30      | 4.6250%  | 0.0000% | $19249800.00       | $19399407.00       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-07-31      | 4.3750%  | 0.0000% | $1000000.00        | $1025416.11        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE BE 26                 | 2026-07-31      | 4.3750%  | 0.0000% | $15900.00          | $16304.12          | U.S. Treasuries (including strips) |
| 4 NOTE AB 29                     | 2029-07-31      | 4.0000%  | 0.0000% | $45998300.00       | $47407195.93       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31                  | 2031-07-31      | 4.1250%  | 0.0000% | $93225400.00       | $96313575.99       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27                 | 2027-08-15      | 3.7500%  | 0.0000% | $600.00            | $612.17            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31                  | 2031-08-31      | 3.7500%  | 0.0000% | $29800000.00       | $30067689.12       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29                 | 2029-08-31      | 3.6250%  | 0.0000% | $3194100.00        | $3235939.50        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29                 | 2029-08-31      | 3.6250%  | 0.0000% | $36840500.00       | $37323073.51       | U.S. Treasuries (including strips) |
| T 3 5/8 09/30/31                 | 2031-09-30      | 3.6250%  | 0.0000% | $92005100.00       | $91859890.68       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29                 | 2029-09-30      | 3.5000%  | 0.0000% | $200.00            | $201.04            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29                 | 2029-09-30      | 3.5000%  | 0.0000% | $688000.00         | $691578.82         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27                 | 2027-10-15      | 3.8750%  | 0.0000% | $87019800.00       | $88489024.61       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27                 | 2027-10-15      | 3.8750%  | 0.0000% | $303852400.00      | $308982582.20      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29                 | 2029-10-31      | 4.1250%  | 0.0000% | $435636800.00      | $446533590.30      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26                 | 2026-10-31      | 4.1250%  | 0.0000% | $77999300.00       | $79077911.38       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31                  | 2031-10-31      | 4.1250%  | 0.0000% | $21012600.00       | $21467070.50       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27                 | 2027-11-15      | 4.1250%  | 0.0000% | $22118000.00       | $22529399.69       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BL 26                 | 2026-11-30      | 4.2500%  | 0.0000% | $163000.00         | $165023.69         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29                 | 2029-11-30      | 4.1250%  | 0.0000% | $53299900.00       | $54446155.64       | U.S. Treasuries (including strips) |
| 4 NOTE AV 27                     | 2027-12-15      | 4.0000%  | 0.0000% | $17105900.00       | $17333287.79       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29                 | 2029-12-31      | 4.3750%  | 0.0000% | $30000000.00       | $30820910.72       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26                 | 2026-12-31      | 4.2500%  | 0.0000% | $3835300.00        | $3872023.38        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28                 | 2028-01-15      | 4.2500%  | 0.0000% | $100.00            | $101.49            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30                  | 2030-01-31      | 4.2500%  | 0.0000% | $13240000.00       | $13776412.12       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27                 | 2027-01-31      | 4.1250%  | 0.0000% | $19999000.00       | $20517352.23       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32                  | 2032-01-31      | 4.3750%  | 0.0000% | $800.00            | $836.15            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35                  | 2035-02-15      | 4.6250%  | 0.0000% | $3500000.00        | $3686207.46        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35                  | 2035-02-15      | 4.6250%  | 0.0000% | $82007600.00       | $86370579.03       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28                 | 2028-02-15      | 4.2500%  | 0.0000% | $184900.00         | $191009.31         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28                 | 2028-02-15      | 4.2500%  | 0.0000% | $13299000.00       | $13738414.57       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27                 | 2027-02-28      | 4.1250%  | 0.0000% | $25000000.00       | $25582261.05       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27                 | 2027-02-28      | 4.1250%  | 0.0000% | $2643700.00        | $2705272.94        | U.S. Treasuries (including strips) |

### Security 301: Fixed Income Clearing Corp. - Wells Fargo Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 936ZZN004, C.3 - LEI: HPFHU0OQ28E4N0NFVK49, C.5 - Other ID: 936ZZN004_3.67_0202
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 1/2 NOTE BH 27                 | 2027-09-30      | 3.5000%  | 0.0000% | $1799839600.00     | $1819880399.00     | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-11-30      | 4.2500%  | 0.0000% | $217420300.00      | $220119628.00      | U.S. Treasuries (including strips) |

### Security 302: Fixed Income Clearing Corp. - BNP Paribas

- **C.1 - Title:** Fixed Income Clearing Corp. - BNP Paribas 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942URT003, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 942URT003_3.67_0202
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/8 NOTE P 30             | 2030-08-31      | 4.1250%  | 0.0000% | $200002000.00      | $206265751.00      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29             | 2029-04-30      | 4.6250%  | 0.0000% | $100143000.00      | $104281948.40      | U.S. Treasuries (including strips) |
| 5 1/4 BOND 28               | 2028-11-15      | 5.2500%  | 0.0000% | $400.00            | $421.65            | U.S. Treasuries (including strips) |
| 3 7/8 BOND 40               | 2040-08-15      | 3.8750%  | 0.0000% | $600.00            | $564.15            | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41               | 2041-11-15      | 3.1250%  | 0.0000% | $1819200.00        | $1511287.25        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43               | 2043-05-15      | 2.8750%  | 0.0000% | $47600.00          | $37142.80          | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46               | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $66.73             | U.S. Treasuries (including strips) |
| TRFR BB 04/30/27            | 2027-04-30      | 3.7727%  | 0.0000% | $100.00            | $101.08            | U.S. Treasuries (including strips) |
| T 4 1/4 08/15/35            | 2035-08-15      | 4.2500%  | 0.0000% | $1600.00           | $1633.60           | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AD 30            | 2030-09-30      | 3.6250%  | 0.0000% | $121111900.00      | $121760784.30      | U.S. Treasuries (including strips) |
| 3 BOND 52                   | 2052-08-15      | 3.0000%  | 0.0000% | $205000.00         | $149262.48         | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53               | 2053-08-15      | 4.1250%  | 0.0000% | $3009100.00        | $2712097.38        | U.S. Treasuries (including strips) |
| T 4 1/4 02/15/54            | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $92.06             | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44               | 2044-05-15      | 4.6250%  | 0.0000% | $12900.00          | $12748.95          | U.S. Treasuries (including strips) |
| T 4 5/8 11/15/55            | 2055-11-15      | 4.6250%  | 0.0000% | $253600.00         | $245918.95         | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49               | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $63.58             | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49               | 2049-11-15      | 2.3750%  | 0.0000% | $17970900.00       | $11607821.02       | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40               | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $63.06             | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41               | 2041-05-15      | 2.2500%  | 0.0000% | $22000.00          | $16236.59          | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AT 28            | 2028-10-15      | 3.5000%  | 0.0000% | $22880000.00       | $23057330.56       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AF 30            | 2030-10-31      | 3.6250%  | 0.0000% | $4550600.00        | $4558962.04        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29             | 2029-05-31      | 2.7500%  | 0.0000% | $16136000.00       | $15757828.90       | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-02-19      | 0.0000%  | 0.0000% | $10608100.00       | $10590002.58       | U.S. Treasuries (including strips) |
| T 3 7/8 08/15/34            | 2034-08-15      | 3.8750%  | 0.0000% | $800.00            | $797.87            | U.S. Treasuries (including strips) |
| TRFR BK 10/31/26            | 2026-10-31      | 3.8177%  | 0.0000% | $973500.00         | $984050.51         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28            | 2028-01-15      | 4.2500%  | 0.0000% | $3700000.00        | $3755067.28        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35             | 2035-02-15      | 4.6250%  | 0.0000% | $2556000.00        | $2691984.65        | U.S. Treasuries (including strips) |

### Security 303: Fixed Income Clearing Corp. - Morgan Stanley

- **C.1 - Title:** Fixed Income Clearing Corp. - Morgan Stanley 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 944JXE002, C.3 - LEI: 549300BI6Y5SI6BYPB26, C.5 - Other ID: 944JXE002_3.67_0202
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 3.5700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 1/2 NOTE W 27                  | 2027-03-31      | 2.5000%  | 0.0000% | $10040000.00       | $10004419.45       | U.S. Treasuries (including strips) |
| T 2 3/4 08/15/32                 | 2032-08-15      | 2.7500%  | 0.0000% | $172964700.00      | $162853935.70      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27                 | 2027-09-30      | 4.1250%  | 0.0000% | $227361700.00      | $232629795.50      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27                 | 2027-11-30      | 3.8750%  | 0.0000% | $13686400.00       | $13854069.60       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29                  | 2029-12-31      | 3.8750%  | 0.0000% | $200.00            | $201.78            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE J 30                  | 2030-03-31      | 3.6250%  | 0.0000% | $208775800.00      | $210381646.10      | U.S. Treasuries (including strips) |
| 4  NOTE AA 28                    | 2028-06-30      | 4.0000%  | 0.0000% | $131871500.00      | $133626303.10      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28                 | 2028-11-30      | 4.3750%  | 0.0000% | $258155700.00      | $265315062.50      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30                  | 2030-12-31      | 3.7500%  | 0.0000% | $391474900.00      | $391594979.00      | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-07-02      | 0.0000%  | 0.0000% | $10406800.00       | $10253091.56       | U.S. Treasuries (including strips) |
| BILL 04/28/26                    | 2026-04-28      | 0.0000%  | 0.0000% | $200.00            | $198.32            | U.S. Treasuries (including strips) |
| BILL 07/30/26                    | 2026-07-30      | 0.0000%  | 0.0000% | $130527000.00      | $128255308.10      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27                 | 2027-05-31      | 3.8750%  | 0.0000% | $225349200.00      | $227785860.00      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32                  | 2032-05-31      | 4.1250%  | 0.0000% | $394701800.00      | $400896161.10      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27                 | 2027-06-30      | 3.7500%  | 0.0000% | $492654600.00      | $495665574.30      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AQ 28                 | 2028-07-15      | 3.8750%  | 0.0000% | $65727500.00       | $66289053.61       | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28                  | 2028-01-31      | 0.7500%  | 0.0000% | $700.00            | $665.23            | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 28                  | 2028-02-29      | 1.1250%  | 0.0000% | $23900.00          | $22861.61          | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Y 26                  | 2026-04-30      | 0.7500%  | 0.0000% | $11184900.00       | $11126977.42       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28                  | 2028-05-31      | 1.2500%  | 0.0000% | $205472100.00      | $195342074.80      | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28                  | 2028-06-30      | 1.2500%  | 0.0000% | $1000.00           | $947.84            | U.S. Treasuries (including strips) |
| 1 NOTE N 28                      | 2028-07-31      | 1.0000%  | 0.0000% | $200000000.00      | $188791765.20      | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29                  | 2029-01-31      | 1.7500%  | 0.0000% | $13189100.00       | $12608442.56       | U.S. Treasuries (including strips) |
| T 2 3/8 04/30/26                 | 2026-04-30      | 2.3750%  | 0.0000% | $10447000.00       | $10476066.73       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 26                  | 2026-05-15      | 1.6250%  | 0.0000% | $226027500.00      | $225490820.80      | U.S. Treasuries (including strips) |
| 1 5/8 NOTE Q 26                  | 2026-09-30      | 1.6250%  | 0.0000% | $15500.00          | $15385.73          | U.S. Treasuries (including strips) |
| 1 3/4 NOTE T 26                  | 2026-12-31      | 1.7500%  | 0.0000% | $837900.00         | $825459.93         | U.S. Treasuries (including strips) |
| 0 1/2 NOTE L 27                  | 2027-05-31      | 0.5000%  | 0.0000% | $6811500.00        | $6551375.03        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27                  | 2027-06-30      | 0.5000%  | 0.0000% | $185645700.00      | $178009417.50      | U.S. Treasuries (including strips) |
| 0 3/8 NOTE Q 27                  | 2027-09-30      | 0.3750%  | 0.0000% | $19787400.00       | $18814866.47       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE R 27                  | 2027-10-31      | 0.5000%  | 0.0000% | $244200.00         | $232098.89         | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28                  | 2028-02-15      | 2.7500%  | 0.0000% | $128328600.00      | $127921843.00      | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-07-09      | 0.0000%  | 0.0000% | $260100.00         | $256098.88         | U.S. Treasuries (including strips) |
| BILL 10/29/26                    | 2026-10-29      | 0.0000%  | 0.0000% | $1000.00           | $974.36            | U.S. Treasuries (including strips) |
| BILL 02/24/26                    | 2026-02-24      | 0.0000%  | 0.0000% | $162387500.00      | $162028136.50      | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-06-30      | 4.6250%  | 0.0000% | $406699000.00      | $409859813.00      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31                  | 2031-09-30      | 3.6250%  | 0.0000% | $537580000.00      | $536731551.10      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26                 | 2026-09-30      | 3.5000%  | 0.0000% | $234800.00         | $237390.26         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27                 | 2027-02-28      | 4.1250%  | 0.0000% | $259212200.00      | $265249366.70      | U.S. Treasuries (including strips) |

### Security 304: Fixed Income Clearing Corp. - Mizuho Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - Mizuho Bank 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 945ABD006, C.3 - LEI: 5493004GRDTUI7EMIZ82, C.5 - Other ID: 945ABD006_3.67_0202
- **C.18 - Value (incl. sponsor support):** $2950000000.00
- **C.18.a - Value (excl. sponsor support):** $2950000000.00
- **C.19 - Percentage of Net Assets:** 2.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 CLZS4599             | 2045-01-01      | 3.5000%  | 0.0000% | $88.68             | $84.39             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4634             | 2045-10-01      | 4.0000%  | 0.0000% | $43736.46          | $42752.53          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0429             | 2047-11-01      | 4.0000%  | 0.0000% | $5024726.93        | $4877237.23        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZT2022             | 2034-05-01      | 2.5000%  | 0.0000% | $79033.70          | $75624.49          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0843             | 2037-04-01      | 2.5000%  | 0.0000% | $2581023.05        | $2449630.62        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0861             | 2037-02-01      | 2.5000%  | 0.0000% | $1143617.01        | $1085393.05        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0646             | 2037-03-01      | 2.5000%  | 0.0000% | $13310.86          | $12605.30          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0711             | 2037-07-01      | 3.0000%  | 0.0000% | $1410270.36        | $1362244.55        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB0979             | 2038-01-01      | 3.5000%  | 0.0000% | $696.49            | $678.45            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB1180             | 2039-05-01      | 6.0000%  | 0.0000% | $6437.76           | $6720.10           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8132             | 2036-12-01      | 2.0000%  | 0.0000% | $599.14            | $554.91            | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB8122             | 2036-10-01      | 1.5000%  | 0.0000% | $597611.47         | $540777.02         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8512             | 2036-05-01      | 2.0000%  | 0.0000% | $4257.52           | $3944.80           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD0615             | 2051-01-01      | 4.5000%  | 0.0000% | $670388.79         | $666635.29         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0768             | 2051-11-01      | 2.5000%  | 0.0000% | $684.86            | $598.25            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD1098             | 2052-01-01      | 2.5000%  | 0.0000% | $861907.65         | $744364.03         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1357             | 2052-08-01      | 5.0000%  | 0.0000% | $822296.29         | $838638.42         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1640             | 2052-09-01      | 4.0000%  | 0.0000% | $47524.44          | $46033.22          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1896             | 2052-11-01      | 4.0000%  | 0.0000% | $24219781.50       | $23528844.95       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF8990             | 2056-01-01      | 6.0000%  | 0.0000% | $2432860.48        | $2545281.34        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF8994             | 2056-01-01      | 6.0000%  | 0.0000% | $2935994.57        | $3069286.77        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF8149             | 2056-01-01      | 6.0000%  | 0.0000% | $3259217.28        | $3378948.97        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF8171             | 2056-01-01      | 5.0000%  | 0.0000% | $1576176.97        | $1596197.22        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF8828             | 2056-01-01      | 5.0000%  | 0.0000% | $5496963.72        | $5552058.57        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF9977             | 2056-01-01      | 5.5000%  | 0.0000% | $2714032.00        | $2780709.13        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG0026             | 2056-01-01      | 5.5000%  | 0.0000% | $1832273.00        | $1890499.99        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG0097             | 2056-01-01      | 6.0000%  | 0.0000% | $1425138.00        | $1495231.04        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG0098             | 2056-01-01      | 6.0000%  | 0.0000% | $2010753.00        | $2095508.92        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG0152             | 2056-01-01      | 6.0000%  | 0.0000% | $1090113.00        | $1141569.97        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG0131             | 2056-01-01      | 5.5000%  | 0.0000% | $2064795.00        | $2147001.83        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG0472             | 2056-01-01      | 6.0000%  | 0.0000% | $1163366.00        | $1214153.13        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDG0479             | 2056-01-01      | 6.5000%  | 0.0000% | $1614887.00        | $1693600.00        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDG0482             | 2056-01-01      | 4.5000%  | 0.0000% | $599940.00         | $591439.45         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA0290             | 2054-10-01      | 6.5000%  | 0.0000% | $831.66            | $866.48            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA0291             | 2054-07-01      | 6.5000%  | 0.0000% | $20234200.77       | $21208196.51       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA0752             | 2053-11-01      | 4.0000%  | 0.0000% | $54595674.53       | $53224024.92       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA1769             | 2052-05-01      | 3.0000%  | 0.0000% | $25954182.77       | $23393456.59       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1286             | 2055-04-01      | 6.0000%  | 0.0000% | $4046401.90        | $4164003.83        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2593             | 2054-08-01      | 5.0000%  | 0.0000% | $1173.24           | $1186.16           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2594             | 2049-08-01      | 5.0000%  | 0.0000% | $951.04            | $974.10            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3565             | 2055-11-01      | 5.5000%  | 0.0000% | $64147246.17       | $66206729.18       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA3579             | 2055-11-01      | 5.0000%  | 0.0000% | $28661433.47       | $28849016.19       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3582             | 2055-11-01      | 6.0000%  | 0.0000% | $28023094.13       | $29465452.12       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5951             | 2041-01-01      | 5.0000%  | 0.0000% | $2217267.33        | $2253115.61        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIMA5977             | 2041-01-01      | 4.5000%  | 0.0000% | $132944.00         | $133655.38         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5978             | 2041-01-01      | 5.0000%  | 0.0000% | $3696998.00        | $3756770.24        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CKMA6012             | 2056-01-01      | 6.0000%  | 0.0000% | $3027246.00        | $3092917.06        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX2632             | 2054-12-01      | 6.5000%  | 0.0000% | $1366250.81        | $1423699.07        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX7351             | 2055-03-01      | 5.5000%  | 0.0000% | $3106528.48        | $3197054.44        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5294             | 2055-06-01      | 6.5000%  | 0.0000% | $39723.92          | $42080.30          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5999             | 2055-06-01      | 6.5000%  | 0.0000% | $1460260.55        | $1554957.15        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6010             | 2055-06-01      | 6.5000%  | 0.0000% | $1177.19           | $1244.92           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7151             | 2055-06-01      | 6.5000%  | 0.0000% | $3561.88           | $3763.61           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6516             | 2055-06-01      | 6.0000%  | 0.0000% | $407865.81         | $422848.90         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6522             | 2055-06-01      | 6.0000%  | 0.0000% | $912572.01         | $940476.94         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6843             | 2055-06-01      | 6.5000%  | 0.0000% | $1464.72           | $1548.99           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6971             | 2055-06-01      | 6.0000%  | 0.0000% | $602937.29         | $621362.05         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY6998             | 2055-06-01      | 5.0000%  | 0.0000% | $975455.32         | $996761.97         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY6999             | 2055-06-01      | 5.0000%  | 0.0000% | $1068085.67        | $1074976.72        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7009             | 2055-06-01      | 6.5000%  | 0.0000% | $1147.18           | $1212.15           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY7044             | 2055-06-01      | 6.0000%  | 0.0000% | $2695665.83        | $2774285.82        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY8512             | 2055-07-01      | 6.0000%  | 0.0000% | $58152.98          | $59846.01          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9918             | 2055-08-01      | 6.0000%  | 0.0000% | $27492993.41       | $28495974.46       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9960             | 2055-07-01      | 6.0000%  | 0.0000% | $14233210.26       | $14647856.88       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0888             | 2055-08-01      | 6.0000%  | 0.0000% | $2157741.31        | $2220521.51        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0143             | 2055-08-01      | 6.0000%  | 0.0000% | $8010372.26        | $8254835.47        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0433             | 2055-08-01      | 6.0000%  | 0.0000% | $4467590.28        | $4596830.21        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ1360             | 2055-08-01      | 6.5000%  | 0.0000% | $5901860.11        | $6157275.56        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ8122             | 2055-11-01      | 6.5000%  | 0.0000% | $36332.86          | $38479.96          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ8205             | 2055-11-01      | 6.5000%  | 0.0000% | $2146.66           | $2245.74           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ9333             | 2055-11-01      | 5.0000%  | 0.0000% | $3972616.46        | $4003629.79        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL251569             | 2028-03-01      | 7.0000%  | 0.0000% | $6.78              | $7.12              | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CL253356             | 2030-07-01      | 8.0000%  | 0.0000% | $401.33            | $419.36            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL254693             | 2033-03-01      | 5.5000%  | 0.0000% | $345.24            | $354.52            | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CL253947             | 2031-07-01      | 8.0000%  | 0.0000% | $949.02            | $1001.60           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 K2253973             | 2031-07-01      | 6.5000%  | 0.0000% | $304.69            | $310.86            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL254477             | 2032-10-01      | 5.5000%  | 0.0000% | $1474.46           | $1530.65           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 K2255062             | 2033-11-01      | 7.0000%  | 0.0000% | $95.11             | $97.15             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CT256478             | 2026-11-01      | 6.0000%  | 0.0000% | $6218.60           | $6396.48           | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CL535039             | 2029-12-01      | 8.0000%  | 0.0000% | $237.85            | $247.52            | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL535996             | 2031-06-01      | 7.5000%  | 0.0000% | $568.63            | $595.87            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL555330             | 2033-04-01      | 5.5000%  | 0.0000% | $110.98            | $113.86            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL555424             | 2033-05-01      | 5.5000%  | 0.0000% | $50.49             | $51.89             | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CL557288             | 2030-09-01      | 8.0000%  | 0.0000% | $78.04             | $79.52             | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL608045             | 2031-10-01      | 7.5000%  | 0.0000% | $31.25             | $31.87             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY3521             | 2053-06-01      | 5.5000%  | 0.0000% | $2789877.04        | $2849208.12        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0866             | 2047-12-01      | 4.0000%  | 0.0000% | $245761.38         | $240077.47         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0868             | 2047-12-01      | 4.0000%  | 0.0000% | $3310200.37        | $3253073.66        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2455             | 2048-10-01      | 4.0000%  | 0.0000% | $17363987.71       | $16991047.84       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3836             | 2049-11-01      | 4.0000%  | 0.0000% | $403977.27         | $392710.84         | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G05394 G             | 2035-05-01      | 7.0000%  | 0.0000% | $1199072.25        | $1261026.99        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08816 G             | 2048-06-01      | 3.5000%  | 0.0000% | $21785.16          | $20551.89          | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G18681 G             | 2033-03-01      | 3.0000%  | 0.0000% | $2547.95           | $2492.95           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC C91385 G             | 2031-08-01      | 4.0000%  | 0.0000% | $330.57            | $330.75            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC C00635 G             | 2028-07-01      | 6.0000%  | 0.0000% | $1701.73           | $1752.19           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC A95828 G             | 2040-12-01      | 4.5000%  | 0.0000% | $616266.93         | $622787.04         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC A97616 G             | 2041-03-01      | 4.5000%  | 0.0000% | $99015.60          | $100033.08         | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL609661             | 2031-11-01      | 7.5000%  | 0.0000% | $649.29            | $679.08            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI7780             | 2041-07-01      | 4.5000%  | 0.0000% | $4308625.81        | $4349863.67        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CRAL4741             | 2044-01-01      | 4.5000%  | 0.0000% | $12604.13          | $12695.45          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL6155             | 2044-11-01      | 4.0000%  | 0.0000% | $247653.63         | $242337.06         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIAL6841             | 2029-02-01      | 4.0000%  | 0.0000% | $10.60             | $10.60             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL9063             | 2031-02-01      | 3.5000%  | 0.0000% | $698.48            | $694.79            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAQ4078             | 2043-06-01      | 4.0000%  | 0.0000% | $15737.98          | $15520.59          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA8386             | 2035-12-01      | 2.5000%  | 0.0000% | $6590159.17        | $6273244.27        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA8645             | 2051-01-01      | 4.0000%  | 0.0000% | $831.74            | $803.08            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CICB0314             | 2036-04-01      | 1.5000%  | 0.0000% | $3239779.68        | $2937272.82        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB1310             | 2051-08-01      | 2.0000%  | 0.0000% | $8842936.03        | $7236626.53        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2622             | 2052-01-01      | 2.5000%  | 0.0000% | $1427.93           | $1244.36           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3494             | 2052-05-01      | 3.0000%  | 0.0000% | $4653824.34        | $4178825.56        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB3095             | 2052-03-01      | 2.0000%  | 0.0000% | $1233.87           | $1005.05           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB3155             | 2052-03-01      | 2.0000%  | 0.0000% | $2281658.91        | $1858908.84        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4382             | 2052-08-01      | 4.0000%  | 0.0000% | $3397810.97        | $3261158.56        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4032             | 2052-07-01      | 4.5000%  | 0.0000% | $4952383.31        | $4895247.67        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4125             | 2052-07-01      | 4.0000%  | 0.0000% | $1435500.52        | $1384771.68        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4129             | 2052-07-01      | 4.5000%  | 0.0000% | $2140998.05        | $2114843.62        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4555             | 2052-09-01      | 4.5000%  | 0.0000% | $1208542.80        | $1193417.89        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4278             | 2036-03-01      | 1.5000%  | 0.0000% | $603199.46         | $547727.03         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4563             | 2052-03-01      | 2.5000%  | 0.0000% | $626084389.15      | $537408231.10      | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4653             | 2052-07-01      | 3.0000%  | 0.0000% | $1642670.80        | $1464805.14        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4737             | 2052-08-01      | 5.0000%  | 0.0000% | $88630.24          | $89414.42          | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLZI0724             | 2033-09-01      | 7.5000%  | 0.0000% | $254.15            | $259.73            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZI7346             | 2038-04-01      | 5.5000%  | 0.0000% | $124.25            | $129.68            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZI7350             | 2038-04-01      | 4.5000%  | 0.0000% | $113.86            | $115.03            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZI9164             | 2039-09-01      | 5.5000%  | 0.0000% | $216401.22         | $226274.43         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZI9945             | 2040-04-01      | 5.5000%  | 0.0000% | $83619.77          | $87281.10          | Agency Mortgage-Backed Securities  |
| FEPC 08.000 CLZJ5090             | 2030-11-01      | 8.0000%  | 0.0000% | $231.42            | $238.60            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZJ5163             | 2031-07-01      | 7.0000%  | 0.0000% | $1395.61           | $1466.26           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZJ6573             | 2032-06-01      | 6.5000%  | 0.0000% | $2795.32           | $2904.86           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTZJ9240             | 2028-03-01      | 5.0000%  | 0.0000% | $5.69              | $5.74              | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL3241             | 2042-06-01      | 3.5000%  | 0.0000% | $2071.46           | $1982.24           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL6251             | 2043-06-01      | 4.0000%  | 0.0000% | $14140.25          | $13766.82          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL6355             | 2043-07-01      | 4.0000%  | 0.0000% | $30762.42          | $30337.29          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL6516             | 2043-07-01      | 4.0000%  | 0.0000% | $438715.50         | $429932.51         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM7684             | 2048-08-01      | 4.0000%  | 0.0000% | $6095118.45        | $5900758.67        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZM8127             | 2048-08-01      | 5.0000%  | 0.0000% | $275644.81         | $282096.76         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZM9304             | 2042-07-01      | 3.5000%  | 0.0000% | $5233.08           | $4944.32           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0638             | 2043-02-01      | 3.5000%  | 0.0000% | $18368.24          | $17536.33          | Agency Mortgage-Backed Securities  |
| 03.000 FGPC T65095 G             | 2042-09-01      | 3.0000%  | 0.0000% | $122097.39         | $112200.99         | Agency Mortgage-Backed Securities  |
| 03.000 FGPC T65099 G             | 2042-10-01      | 3.0000%  | 0.0000% | $36216.65          | $33281.02          | Agency Mortgage-Backed Securities  |
| 03.000 FGPC T65134 G             | 2043-06-01      | 3.0000%  | 0.0000% | $107047.54         | $98369.05          | Agency Mortgage-Backed Securities  |
| 04.500 FGPC T65229 G             | 2044-06-01      | 4.5000%  | 0.0000% | $79293.60          | $77755.14          | Agency Mortgage-Backed Securities  |
| 04.500 FGPC T65491 G             | 2048-04-01      | 4.5000%  | 0.0000% | $305813.28         | $298631.87         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA1334             | 2042-07-01      | 3.5000%  | 0.0000% | $455150.64         | $435030.46         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA1383             | 2045-02-01      | 4.0000%  | 0.0000% | $117.44            | $114.82            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZA3208             | 2046-04-01      | 3.5000%  | 0.0000% | $266779.22         | $250412.43         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZA3211             | 2046-05-01      | 3.5000%  | 0.0000% | $101890.44         | $96010.90          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZA3213             | 2046-07-01      | 3.5000%  | 0.0000% | $353306.39         | $332916.18         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3PZA3222             | 2046-12-01      | 3.0000%  | 0.0000% | $230326.46         | $205977.65         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA5433             | 2048-06-01      | 3.5000%  | 0.0000% | $128579.93         | $121701.60         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZA5441             | 2048-05-01      | 5.0000%  | 0.0000% | $296914.74         | $304034.09         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA5498             | 2048-06-01      | 4.0000%  | 0.0000% | $7651283.14        | $7487906.99        | Agency Mortgage-Backed Securities  |
| FEPC 08.000 CLZS0712             | 2032-04-01      | 8.0000%  | 0.0000% | $6196.37           | $6549.46           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZS2140             | 2038-05-01      | 6.5000%  | 0.0000% | $190312.96         | $201082.98         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2254             | 2038-08-01      | 5.5000%  | 0.0000% | $21688.59          | $22645.46          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2516             | 2039-01-01      | 5.5000%  | 0.0000% | $36899.09          | $38553.26          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZS3549             | 2041-07-01      | 4.5000%  | 0.0000% | $3891915.02        | $3908105.39        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAR6432             | 2043-08-01      | 2.5000%  | 0.0000% | $8214.06           | $7412.09           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAS0453             | 2038-08-01      | 4.0000%  | 0.0000% | $239133.60         | $235288.15         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAS0907             | 2028-11-01      | 3.5000%  | 0.0000% | $32.37             | $32.29             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAS1984             | 2029-03-01      | 3.0000%  | 0.0000% | $314.35            | $310.98            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 GLAS4152             | 2044-12-01      | 4.0000%  | 0.0000% | $47473.27          | $46744.56          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS4347             | 2045-01-01      | 4.0000%  | 0.0000% | $42258.07          | $41418.92          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5458             | 2040-07-01      | 3.5000%  | 0.0000% | $134.46            | $129.50            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS9795             | 2047-06-01      | 3.5000%  | 0.0000% | $8318204.37        | $7890535.90        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAT5890             | 2043-06-01      | 2.5000%  | 0.0000% | $22346.06          | $20268.53          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT7208             | 2043-06-01      | 4.0000%  | 0.0000% | $13652.23          | $13291.69          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT8394             | 2043-06-01      | 4.0000%  | 0.0000% | $35472.37          | $34982.15          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT9653             | 2043-07-01      | 4.0000%  | 0.0000% | $35355.78          | $34867.17          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CQAU4268             | 2043-09-01      | 3.0000%  | 0.0000% | $475104.90         | $438826.21         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKAU7024             | 2043-11-01      | 2.5000%  | 0.0000% | $328908.55         | $292151.34         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAV9147             | 2044-02-01      | 4.0000%  | 0.0000% | $179400.38         | $175493.44         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAW5329             | 2044-06-01      | 4.0000%  | 0.0000% | $736.66            | $717.56            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAY3370             | 2045-04-01      | 2.5000%  | 0.0000% | $1061333.70        | $938484.21         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAY7071             | 2045-04-01      | 2.5000%  | 0.0000% | $45407.40          | $40249.66          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAY9643             | 2045-04-01      | 2.5000%  | 0.0000% | $100210.43         | $89264.63          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAZ4389             | 2045-07-01      | 4.0000%  | 0.0000% | $146962.21         | $143602.39         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB5073             | 2052-11-01      | 4.0000%  | 0.0000% | $795.94            | $775.95            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6096             | 2053-04-01      | 6.0000%  | 0.0000% | $11210682.62       | $11620134.11       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7491             | 2053-10-01      | 7.0000%  | 0.0000% | $1708915.44        | $1855834.13        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8523             | 2054-05-01      | 5.0000%  | 0.0000% | $8137442.94        | $8271953.07        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5106             | 2053-08-01      | 5.0000%  | 0.0000% | $28819.41          | $29043.45          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5177             | 2053-10-01      | 4.0000%  | 0.0000% | $1651083.79        | $1587614.85        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5444             | 2054-08-01      | 5.5000%  | 0.0000% | $26525.47          | $27042.15          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5583             | 2055-01-01      | 4.0000%  | 0.0000% | $1077535.03        | $1034123.54        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5736             | 2055-06-01      | 6.0000%  | 0.0000% | $871.10            | $896.02            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5877             | 2055-11-01      | 4.5000%  | 0.0000% | $277890.16         | $273952.74         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3251             | 2053-07-01      | 6.0000%  | 0.0000% | $4143665.32        | $4326410.63        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD4936             | 2052-11-01      | 4.5000%  | 0.0000% | $2202308.47        | $2179622.49        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD5007             | 2053-09-01      | 5.0000%  | 0.0000% | $77085415.99       | $77795201.39       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7462             | 2055-01-01      | 5.0000%  | 0.0000% | $1656485.73        | $1677029.10        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD7560             | 2053-02-01      | 4.0000%  | 0.0000% | $9909.72           | $9660.71           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8220             | 2052-06-01      | 3.0000%  | 0.0000% | $805.31            | $718.11            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8240             | 2052-07-01      | 2.0000%  | 0.0000% | $5366473.89        | $4379907.29        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8328             | 2053-06-01      | 4.5000%  | 0.0000% | $5866.44           | $5795.13           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB6395             | 2054-08-01      | 6.0000%  | 0.0000% | $195252.46         | $202583.28         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB8250             | 2054-11-01      | 6.5000%  | 0.0000% | $2401137.15        | $2541803.23        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5086             | 2054-10-01      | 5.0000%  | 0.0000% | $8130926.81        | $8215535.43        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC8437             | 2054-12-01      | 5.5000%  | 0.0000% | $3952563.62        | $4029553.86        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC9885             | 2055-01-01      | 6.0000%  | 0.0000% | $1050244.51        | $1106823.63        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD1359             | 2054-12-01      | 5.5000%  | 0.0000% | $643.76            | $659.22            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD1381             | 2055-01-01      | 6.5000%  | 0.0000% | $1073041.83        | $1124344.08        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD2120             | 2055-03-01      | 6.0000%  | 0.0000% | $1533020.01        | $1591341.20        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD3083             | 2055-02-01      | 6.0000%  | 0.0000% | $3628976.94        | $3753771.40        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7142             | 2055-09-01      | 6.0000%  | 0.0000% | $4146080.70        | $4272948.01        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD8926             | 2055-09-01      | 6.0000%  | 0.0000% | $2009536.99        | $2089643.83        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9220             | 2055-05-01      | 6.0000%  | 0.0000% | $13342668.66       | $13726715.14       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD9578             | 2055-05-01      | 6.5000%  | 0.0000% | $993.48            | $1033.26           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1319             | 2055-06-01      | 6.0000%  | 0.0000% | $18931780.67       | $19698978.45       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2547             | 2055-07-01      | 6.5000%  | 0.0000% | $1720161.75        | $1788949.49        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4743             | 2055-08-01      | 5.5000%  | 0.0000% | $34625817.31       | $35300278.23       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3586             | 2055-11-01      | 6.0000%  | 0.0000% | $32440770.87       | $33895912.45       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3587             | 2055-11-01      | 6.0000%  | 0.0000% | $22358441.45       | $23308615.58       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3588             | 2055-11-01      | 6.0000%  | 0.0000% | $18157714.80       | $18923685.89       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA3106             | 2051-03-01      | 2.5000%  | 0.0000% | $978.83            | $842.40            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA3275             | 2055-10-01      | 6.5000%  | 0.0000% | $32013923.55       | $33927655.42       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA3276             | 2055-10-01      | 6.5000%  | 0.0000% | $18069564.44       | $19176688.66       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA3418             | 2054-10-01      | 6.5000%  | 0.0000% | $10148958.78       | $10678542.72       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4375             | 2056-01-01      | 5.0000%  | 0.0000% | $25303687.00       | $25695154.72       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4376             | 2056-01-01      | 5.0000%  | 0.0000% | $107688210.00      | $109271310.50      | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA4406             | 2055-02-01      | 4.5000%  | 0.0000% | $20078117.00       | $19977445.32       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA4409             | 2056-01-01      | 6.0000%  | 0.0000% | $58425033.00       | $60131998.22       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA3914             | 2052-04-01      | 2.5000%  | 0.0000% | $84213.33          | $72482.65          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA3898             | 2055-12-01      | 5.0000%  | 0.0000% | $11212657.06       | $11365427.02       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL1325             | 2052-07-01      | 3.5000%  | 0.0000% | $34643985.87       | $32337162.17       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1333             | 2055-01-01      | 5.0000%  | 0.0000% | $18444921.28       | $18761487.37       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSL1640             | 2052-09-01      | 4.0000%  | 0.0000% | $13708937.90       | $13216008.67       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL1926             | 2049-01-01      | 3.5000%  | 0.0000% | $19237892.63       | $18104943.20       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL1927             | 2048-11-01      | 3.5000%  | 0.0000% | $283145.78         | $268469.32         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1943             | 2055-07-01      | 6.0000%  | 0.0000% | $1056.52           | $1096.73           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1988             | 2055-08-01      | 6.0000%  | 0.0000% | $67908281.55       | $70586674.70       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSL2311             | 2052-05-01      | 2.5000%  | 0.0000% | $13807692.63       | $11938239.98       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3498             | 2055-12-01      | 5.5000%  | 0.0000% | $38449348.64       | $39558595.28       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL2822             | 2055-09-01      | 5.5000%  | 0.0000% | $24892387.07       | $25853072.81       | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSL2928             | 2055-01-01      | 7.0000%  | 0.0000% | $847.18            | $890.72            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL3080             | 2055-10-01      | 6.5000%  | 0.0000% | $6186764.23        | $6525224.23        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSL3057             | 2052-05-01      | 4.0000%  | 0.0000% | $22955149.91       | $22389976.26       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3300             | 2055-11-01      | 5.5000%  | 0.0000% | $11156614.91       | $11573633.07       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3301             | 2055-11-01      | 5.5000%  | 0.0000% | $38670935.69       | $40164390.06       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL3304             | 2055-11-01      | 6.0000%  | 0.0000% | $29154086.77       | $30348860.10       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3291             | 2055-11-01      | 5.5000%  | 0.0000% | $15604575.10       | $16076091.62       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL3318             | 2055-10-01      | 6.5000%  | 0.0000% | $2222532.05        | $2332634.31        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL3321             | 2055-10-01      | 6.0000%  | 0.0000% | $15280680.65       | $15763876.15       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL4041             | 2056-02-01      | 6.0000%  | 0.0000% | $17714304.00       | $18429011.21       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL4042             | 2056-01-01      | 6.0000%  | 0.0000% | $21941760.00       | $22932328.06       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL4038             | 2056-01-01      | 6.0000%  | 0.0000% | $15272442.00       | $16008044.25       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL4061             | 2055-01-01      | 6.0000%  | 0.0000% | $85927808.00       | $89161557.81       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2680             | 2054-10-01      | 5.5000%  | 0.0000% | $56612792.10       | $57796314.00       | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U90316 G             | 2042-10-01      | 4.0000%  | 0.0000% | $183247.22         | $180467.22         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U95137 G             | 2043-08-01      | 4.0000%  | 0.0000% | $28079.87          | $27659.75          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC U99114 G             | 2044-02-01      | 3.5000%  | 0.0000% | $643161.36         | $614739.70         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA7231             | 2050-02-01      | 4.0000%  | 0.0000% | $365.79            | $358.26            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQC0345             | 2051-03-01      | 2.0000%  | 0.0000% | $8618881.62        | $7183657.79        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE5795             | 2055-07-01      | 5.0000%  | 0.0000% | $2071060.74        | $2085808.30        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE6925             | 2055-12-01      | 6.5000%  | 0.0000% | $976.07            | $1015.17           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE7488             | 2055-09-01      | 5.5000%  | 0.0000% | $2103649.74        | $2144625.80        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7779             | 2055-08-01      | 6.0000%  | 0.0000% | $28427456.51       | $29550037.80       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8109             | 2055-08-01      | 6.0000%  | 0.0000% | $10615739.28       | $11045935.03       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8198             | 2055-10-01      | 6.0000%  | 0.0000% | $14415892.73       | $15000087.16       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0196             | 2055-09-01      | 6.0000%  | 0.0000% | $2036010.57        | $2108322.20        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0566             | 2055-11-01      | 5.5000%  | 0.0000% | $5420756.87        | $5624688.76        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF1443             | 2055-10-01      | 6.0000%  | 0.0000% | $352047.54         | $366547.08         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF2949             | 2055-11-01      | 4.5000%  | 0.0000% | $1000.91           | $988.14            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIDF3903             | 2040-11-01      | 6.0000%  | 0.0000% | $123621.00         | $128975.32         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF4258             | 2056-01-01      | 6.0000%  | 0.0000% | $1007463.00        | $1050837.64        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF4297             | 2056-01-01      | 6.5000%  | 0.0000% | $1486227.00        | $1567980.05        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF4287             | 2056-01-01      | 5.5000%  | 0.0000% | $1044670.00        | $1085632.09        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIDF4514             | 2040-12-01      | 5.5000%  | 0.0000% | $970.06            | $1002.36           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF4821             | 2055-11-01      | 6.0000%  | 0.0000% | $1518681.46        | $1572982.43        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF5019             | 2055-11-01      | 6.5000%  | 0.0000% | $1619123.19        | $1730107.79        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF5138             | 2055-12-01      | 5.5000%  | 0.0000% | $74964.27          | $78046.40          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIDF5216             | 2040-12-01      | 5.0000%  | 0.0000% | $996.42            | $1020.40           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF6018             | 2055-12-01      | 5.0000%  | 0.0000% | $1053735.83        | $1076752.35        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF6057             | 2055-12-01      | 4.5000%  | 0.0000% | $998.92            | $987.88            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF6096             | 2056-01-01      | 5.0000%  | 0.0000% | $999.02            | $1017.90           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF6080             | 2056-01-01      | 5.5000%  | 0.0000% | $1063.25           | $1095.67           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF6086             | 2056-01-01      | 6.0000%  | 0.0000% | $999.17            | $1043.99           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF6095             | 2056-01-01      | 5.0000%  | 0.0000% | $999.21            | $1004.43           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF6108             | 2056-01-01      | 5.0000%  | 0.0000% | $3615548.00        | $3667813.56        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF6755             | 2056-01-01      | 6.5000%  | 0.0000% | $837563.00         | $880936.30         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIDF7752             | 2040-12-01      | 5.0000%  | 0.0000% | $997.15            | $1018.11           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIDF7753             | 2040-12-01      | 5.0000%  | 0.0000% | $996.48            | $1021.68           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8313             | 2051-07-01      | 2.5000%  | 0.0000% | $647.31            | $556.53            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9491             | 2051-11-01      | 2.5000%  | 0.0000% | $709.09            | $615.84            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0037             | 2051-08-01      | 3.0000%  | 0.0000% | $114391.58         | $103958.68         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0630             | 2052-02-01      | 3.0000%  | 0.0000% | $449225.53         | $404696.80         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS2654             | 2052-08-01      | 4.0000%  | 0.0000% | $775.58            | $746.54            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1860             | 2052-05-01      | 4.0000%  | 0.0000% | $1142722.83        | $1102512.95        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS4477             | 2037-05-01      | 2.5000%  | 0.0000% | $2736104.70        | $2596628.72        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ5274             | 2055-10-01      | 6.5000%  | 0.0000% | $28824171.40       | $30073154.77       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRJ5970             | 2055-12-01      | 4.5000%  | 0.0000% | $616833.00         | $608093.09         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0014             | 2055-06-01      | 6.0000%  | 0.0000% | $11693127.95       | $12031215.25       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRQ0062             | 2055-11-01      | 4.5000%  | 0.0000% | $105003.98         | $103516.18         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0094             | 2056-01-01      | 5.0000%  | 0.0000% | $6314240.00        | $6347173.67        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRQ0083             | 2056-01-01      | 4.5000%  | 0.0000% | $474124.46         | $467406.59         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CIRR0031             | 2040-10-01      | 4.5000%  | 0.0000% | $130523.29         | $131221.72         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIRR0062             | 2041-01-01      | 5.0000%  | 0.0000% | $4243184.00        | $4311786.86        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CIRR0053             | 2041-01-01      | 4.5000%  | 0.0000% | $4030243.78        | $4051809.61        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA0907             | 2055-12-01      | 5.0000%  | 0.0000% | $997.03            | $1016.60           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA0910             | 2055-12-01      | 5.0000%  | 0.0000% | $1006.26           | $1014.24           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA0985             | 2055-12-01      | 6.0000%  | 0.0000% | $1038.07           | $1084.64           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA1121             | 2055-12-01      | 6.0000%  | 0.0000% | $999.18            | $1041.57           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA1133             | 2055-12-01      | 5.5000%  | 0.0000% | $998.85            | $1028.26           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA1341             | 2055-12-01      | 5.0000%  | 0.0000% | $1328914.93        | $1349434.41        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA1627             | 2055-12-01      | 5.0000%  | 0.0000% | $956.79            | $972.74            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA2667             | 2056-01-01      | 5.0000%  | 0.0000% | $3814902.75        | $3878503.96        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA1826             | 2056-01-01      | 5.5000%  | 0.0000% | $1316027.20        | $1356387.86        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA1858             | 2056-01-01      | 5.5000%  | 0.0000% | $999.12            | $1031.34           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA1859             | 2056-01-01      | 6.0000%  | 0.0000% | $2896.65           | $3035.30           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA1861             | 2055-12-01      | 5.5000%  | 0.0000% | $998.68            | $1029.80           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA2014             | 2055-12-01      | 5.5000%  | 0.0000% | $2502474.68        | $2551219.27        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA2173             | 2055-12-01      | 5.0000%  | 0.0000% | $2517765.25        | $2548093.69        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA2239             | 2055-12-01      | 6.0000%  | 0.0000% | $36179155.59       | $37586609.15       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLTA2314             | 2055-12-01      | 4.5000%  | 0.0000% | $2000000.92        | $1971662.90        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA2539             | 2056-01-01      | 5.0000%  | 0.0000% | $998.98            | $1015.63           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA2540             | 2056-01-01      | 5.0000%  | 0.0000% | $999.04            | $1017.91           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLTA2714             | 2055-12-01      | 6.5000%  | 0.0000% | $3646247.93        | $3825056.69        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA2750             | 2056-01-01      | 5.5000%  | 0.0000% | $1998.22           | $2067.03           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA2921             | 2055-12-01      | 5.0000%  | 0.0000% | $1415020.43        | $1438611.34        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA2930             | 2056-01-01      | 5.0000%  | 0.0000% | $7584383.93        | $7680946.62        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA2936             | 2056-01-01      | 5.0000%  | 0.0000% | $5208020.92        | $5269838.98        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA3034             | 2056-01-01      | 5.5000%  | 0.0000% | $1360321.00        | $1412290.10        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA3035             | 2056-01-01      | 5.0000%  | 0.0000% | $1064598.00        | $1083147.32        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA3059             | 2056-01-01      | 6.0000%  | 0.0000% | $1496742.00        | $1566088.05        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA3111             | 2056-01-01      | 5.0000%  | 0.0000% | $1360192.00        | $1384880.54        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA3105             | 2056-01-01      | 5.0000%  | 0.0000% | $1092373.00        | $1110686.39        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA3192             | 2055-12-01      | 5.5000%  | 0.0000% | $1092017.00        | $1120643.74        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA3202             | 2055-12-01      | 5.0000%  | 0.0000% | $1263676.00        | $1285366.72        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA3220             | 2056-01-01      | 5.0000%  | 0.0000% | $3090644.00        | $3132753.34        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA3254             | 2056-01-01      | 5.5000%  | 0.0000% | $147328.00         | $151675.58         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA3307             | 2056-01-01      | 5.5000%  | 0.0000% | $2830476.00        | $2923365.30        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA3288             | 2056-01-01      | 5.0000%  | 0.0000% | $2351805.00        | $2370454.29        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA3297             | 2056-01-01      | 5.0000%  | 0.0000% | $1473022.00        | $1485610.12        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA4411             | 2056-01-01      | 6.0000%  | 0.0000% | $1081243.00        | $1117219.56        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA4432             | 2056-01-01      | 5.0000%  | 0.0000% | $5314500.00        | $5351322.99        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA3777             | 2056-01-01      | 5.0000%  | 0.0000% | $1348243.00        | $1372711.96        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA3800             | 2056-01-01      | 5.5000%  | 0.0000% | $1036608.00        | $1076210.11        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA3913             | 2056-01-01      | 5.5000%  | 0.0000% | $1475000.00        | $1514836.15        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA3971             | 2056-01-01      | 5.0000%  | 0.0000% | $2714750.00        | $2746973.48        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA3988             | 2056-01-01      | 6.0000%  | 0.0000% | $1442804.00        | $1487001.90        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA4616             | 2056-01-01      | 5.0000%  | 0.0000% | $1085246.00        | $1105743.89        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA4643             | 2056-02-01      | 6.0000%  | 0.0000% | $1166500.00        | $1207769.99        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC9160             | 2051-10-01      | 3.0000%  | 0.0000% | $14087.07          | $12669.40          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD3220             | 2051-12-01      | 2.5000%  | 0.0000% | $722.29            | $629.43            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD3751             | 2052-01-01      | 2.0000%  | 0.0000% | $249098.35         | $202902.10         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD5035             | 2052-01-01      | 2.0000%  | 0.0000% | $676474.35         | $551019.55         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD7951             | 2052-03-01      | 3.0000%  | 0.0000% | $4297753.59        | $3868428.06        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE1068             | 2052-04-01      | 3.0000%  | 0.0000% | $745.71            | $669.59            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE2847             | 2052-05-01      | 4.5000%  | 0.0000% | $9266064.36        | $9187136.02        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE3890             | 2052-06-01      | 4.5000%  | 0.0000% | $1805278.98        | $1803322.06        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQH3122             | 2053-10-01      | 4.5000%  | 0.0000% | $2708542.55        | $2670165.21        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ0016             | 2054-07-01      | 6.5000%  | 0.0000% | $3254010.38        | $3437846.06        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0702             | 2062-12-01      | 3.5000%  | 0.0000% | $1135.61           | $1037.46           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I6BF0745             | 2063-06-01      | 4.0000%  | 0.0000% | $642918.04         | $605138.39         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4182             | 2048-07-01      | 4.0000%  | 0.0000% | $304201.25         | $297071.45         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4600             | 2042-08-01      | 4.5000%  | 0.0000% | $247.35            | $249.59            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO2360             | 2049-10-01      | 4.0000%  | 0.0000% | $435.08            | $426.11            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS4334             | 2052-03-01      | 2.5000%  | 0.0000% | $2820181.67        | $2453724.13        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5048             | 2052-01-01      | 3.5000%  | 0.0000% | $8410211.86        | $7855932.17        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS5749             | 2053-09-01      | 6.5000%  | 0.0000% | $23886029.23       | $24829076.21       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS6031             | 2052-06-01      | 2.0000%  | 0.0000% | $7814914.51        | $6365608.22        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6432             | 2050-10-01      | 3.5000%  | 0.0000% | $9722663.17        | $9123265.31        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIFS7207             | 2039-02-01      | 6.0000%  | 0.0000% | $661.71            | $694.36            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA4951             | 2056-02-01      | 5.5000%  | 0.0000% | $1016.00           | $1039.05           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIQN6202             | 2036-05-01      | 2.5000%  | 0.0000% | $1328.31           | $1260.68           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6388             | 2051-12-01      | 2.5000%  | 0.0000% | $1397.00           | $1218.37           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7310             | 2052-05-01      | 3.5000%  | 0.0000% | $18090744.10       | $16941971.80       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7559             | 2052-06-01      | 4.0000%  | 0.0000% | $5083.71           | $4924.34           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA7615             | 2052-10-01      | 5.5000%  | 0.0000% | $6158.42           | $6308.41           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8767             | 2053-03-01      | 5.0000%  | 0.0000% | $404798.95         | $412017.64         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CTRB1223             | 2045-12-01      | 5.5000%  | 0.0000% | $984.57            | $1014.73           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI5952             | 2054-05-01      | 6.0000%  | 0.0000% | $2714700.74        | $2826886.65        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI8330             | 2054-05-01      | 5.5000%  | 0.0000% | $4174194.83        | $4257822.97        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO4383             | 2040-10-01      | 5.0000%  | 0.0000% | $14128.13          | $14414.05          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO4351             | 2040-10-01      | 5.0000%  | 0.0000% | $2633443.99        | $2688787.87        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO4617             | 2040-12-01      | 5.0000%  | 0.0000% | $995.62            | $1019.85           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO4618             | 2040-12-01      | 5.0000%  | 0.0000% | $815166.45         | $834780.81         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO4633             | 2040-12-01      | 5.0000%  | 0.0000% | $1990.37           | $2029.42           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO4743             | 2040-12-01      | 5.0000%  | 0.0000% | $2068177.67        | $2107362.98        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA4650             | 2049-11-01      | 4.0000%  | 0.0000% | $415.79            | $408.23            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ0240             | 2050-08-01      | 2.5000%  | 0.0000% | $122438.35         | $105556.90         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CKBQ1104             | 2050-04-01      | 4.5000%  | 0.0000% | $1270672.81        | $1231241.29        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ2143             | 2050-09-01      | 2.5000%  | 0.0000% | $21205103.19       | $18146964.47       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ6913             | 2051-12-01      | 2.0000%  | 0.0000% | $5514972.45        | $4508032.85        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBT0101             | 2036-05-01      | 2.0000%  | 0.0000% | $46272.61          | $42976.66          | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIBV1300             | 2037-01-01      | 1.5000%  | 0.0000% | $1057641.70        | $958014.32         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV3869             | 2052-03-01      | 2.0000%  | 0.0000% | $944.64            | $769.45            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV4633             | 2052-03-01      | 2.0000%  | 0.0000% | $415327.80         | $339231.90         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV5975             | 2055-07-01      | 4.5000%  | 0.0000% | $2508201.32        | $2492580.24        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV8459             | 2052-04-01      | 3.0000%  | 0.0000% | $1056517.86        | $942387.17         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA4922             | 2053-10-01      | 6.5000%  | 0.0000% | $142522.34         | $148723.64         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB2495             | 2054-05-01      | 6.0000%  | 0.0000% | $1423317.42        | $1465466.60        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2254             | 2052-07-01      | 3.5000%  | 0.0000% | $10305.78          | $9640.64           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NP844834             | 2036-03-01      | 5.5000%  | 0.0000% | $4816.87           | $4832.55           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA2044             | 2052-07-01      | 4.0000%  | 0.0000% | $21194203.37       | $20415744.99       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2060             | 2055-06-01      | 6.5000%  | 0.0000% | $7058764.55        | $7428058.72        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA3500             | 2055-07-01      | 4.5000%  | 0.0000% | $36020169.69       | $35735430.25       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA3555             | 2055-11-01      | 6.5000%  | 0.0000% | $14336707.70       | $15153428.52       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ4721             | 2055-10-01      | 5.5000%  | 0.0000% | $173681.11         | $178975.70         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ5107             | 2055-10-01      | 6.0000%  | 0.0000% | $14832335.17       | $15287974.62       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ6877             | 2055-11-01      | 6.0000%  | 0.0000% | $3833991.17        | $4008047.97        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ8014             | 2055-10-01      | 5.0000%  | 0.0000% | $1624494.70        | $1646628.08        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ8082             | 2055-11-01      | 5.0000%  | 0.0000% | $2512554.35        | $2537890.39        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ8084             | 2055-11-01      | 6.0000%  | 0.0000% | $1123764.17        | $1167325.02        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQZ7618             | 2055-11-01      | 4.5000%  | 0.0000% | $1995.56           | $1977.67           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2876             | 2038-11-01      | 5.5000%  | 0.0000% | $32112.63          | $33586.55          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4079             | 2045-02-01      | 4.0000%  | 0.0000% | $12249.59          | $12079.07          | Agency Mortgage-Backed Securities  |
| 2 5/8 NOTE N 29                  | 2029-07-31      | 2.6250%  | 0.0000% | $10568000.00       | $10346607.46       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29                  | 2029-08-31      | 3.1250%  | 0.0000% | $755900.00         | $751686.27         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32                  | 2032-11-15      | 4.1250%  | 0.0000% | $900.00            | $913.92            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29                  | 2029-11-30      | 3.8750%  | 0.0000% | $100.00            | $101.21            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE K 30                  | 2030-04-30      | 3.5000%  | 0.0000% | $2292000.00        | $2289775.25        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-07-15      | 4.5000%  | 0.0000% | $100.00            | $100.57            | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33                  | 2033-11-15      | 4.5000%  | 0.0000% | $4200.00           | $4353.01           | U.S. Treasuries (including strips) |
| T 3 3/4 12/31/28                 | 2028-12-31      | 3.7500%  | 0.0000% | $32013000.00       | $32235225.76       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29                  | 2029-04-30      | 4.6250%  | 0.0000% | $100.00            | $104.13            | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29                  | 2029-05-31      | 4.5000%  | 0.0000% | $1000.00           | $1033.89           | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31                  | 2031-05-31      | 4.6250%  | 0.0000% | $227607000.00      | $237760932.20      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27                 | 2027-05-31      | 3.8750%  | 0.0000% | $65983000.00       | $66696462.22       | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28                  | 2028-01-31      | 0.7500%  | 0.0000% | $1000.00           | $950.33            | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31                  | 2031-05-15      | 1.6250%  | 0.0000% | $500.00            | $448.79            | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28                  | 2028-09-30      | 1.2500%  | 0.0000% | $1000.00           | $945.14            | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31                  | 2031-11-15      | 1.3750%  | 0.0000% | $300.00            | $261.62            | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32                  | 2032-02-15      | 1.8750%  | 0.0000% | $2474800.00        | $2222681.69        | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53                    | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $81.41             | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54                    | 2054-11-15      | 4.5000%  | 0.0000% | $100.00            | $94.92             | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50                    | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $49.77             | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41                    | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $68.06             | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-03-05      | 0.0000%  | 0.0000% | $200.00            | $199.38            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31                  | 2031-08-31      | 3.7500%  | 0.0000% | $18000.00          | $18161.69          | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29                 | 2029-09-30      | 3.5000%  | 0.0000% | $1000.00           | $1005.20           | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34                  | 2034-11-15      | 4.2500%  | 0.0000% | $200.00            | $202.81            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32                  | 2032-02-29      | 4.1250%  | 0.0000% | $5993100.00        | $6156270.79        | U.S. Treasuries (including strips) |

### Security 305: Fixed Income Clearing Corp. - Natixis

- **C.1 - Title:** Fixed Income Clearing Corp. - Natixis 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 954ZEB000, C.3 - LEI: 8EWQ2UQKS07AKK8ANH81, C.5 - Other ID: 954ZEB000_3.67_0202
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 0 3/4 01/31/28 | 2028-01-31      | 0.7500%  | 0.0000% | $50000000.00       | $47514660.00       | U.S. Treasuries (including strips) |
| T 0 3/4 01/31/28 | 2028-01-31      | 0.7500%  | 0.0000% | $50000000.00       | $47514660.00       | U.S. Treasuries (including strips) |
| T 0 3/4 01/31/28 | 2028-01-31      | 0.7500%  | 0.0000% | $50000000.00       | $47514660.00       | U.S. Treasuries (including strips) |
| T 0 3/4 01/31/28 | 2028-01-31      | 0.7500%  | 0.0000% | $50000000.00       | $47514660.00       | U.S. Treasuries (including strips) |
| T 0 3/4 01/31/28 | 2028-01-31      | 0.7500%  | 0.0000% | $50000000.00       | $47514660.00       | U.S. Treasuries (including strips) |
| T 0 3/4 01/31/28 | 2028-01-31      | 0.7500%  | 0.0000% | $50000000.00       | $47514660.00       | U.S. Treasuries (including strips) |
| T 0 3/4 01/31/28 | 2028-01-31      | 0.7500%  | 0.0000% | $50000000.00       | $47514660.00       | U.S. Treasuries (including strips) |
| T 0 3/4 01/31/28 | 2028-01-31      | 0.7500%  | 0.0000% | $50000000.00       | $47514660.00       | U.S. Treasuries (including strips) |
| T 0 3/4 01/31/28 | 2028-01-31      | 0.7500%  | 0.0000% | $50000000.00       | $47514660.00       | U.S. Treasuries (including strips) |
| T 0 3/4 01/31/28 | 2028-01-31      | 0.7500%  | 0.0000% | $50000000.00       | $47514660.00       | U.S. Treasuries (including strips) |
| T 0 3/4 01/31/28 | 2028-01-31      | 0.7500%  | 0.0000% | $50000000.00       | $47514660.00       | U.S. Treasuries (including strips) |
| T 0 3/4 01/31/28 | 2028-01-31      | 0.7500%  | 0.0000% | $50000000.00       | $47514660.00       | U.S. Treasuries (including strips) |
| T 0 3/4 01/31/28 | 2028-01-31      | 0.7500%  | 0.0000% | $50000000.00       | $47514660.00       | U.S. Treasuries (including strips) |
| T 0 3/4 01/31/28 | 2028-01-31      | 0.7500%  | 0.0000% | $50000000.00       | $47514660.00       | U.S. Treasuries (including strips) |
| T 0 3/4 01/31/28 | 2028-01-31      | 0.7500%  | 0.0000% | $50000000.00       | $47514660.00       | U.S. Treasuries (including strips) |
| T 0 3/4 01/31/28 | 2028-01-31      | 0.7500%  | 0.0000% | $50000000.00       | $47514660.00       | U.S. Treasuries (including strips) |
| T 0 3/4 01/31/28 | 2028-01-31      | 0.7500%  | 0.0000% | $50000000.00       | $47514660.00       | U.S. Treasuries (including strips) |
| T 0 3/4 01/31/28 | 2028-01-31      | 0.7500%  | 0.0000% | $50000000.00       | $47514660.00       | U.S. Treasuries (including strips) |
| T 0 3/4 01/31/28 | 2028-01-31      | 0.7500%  | 0.0000% | $50000000.00       | $47514660.00       | U.S. Treasuries (including strips) |
| T 2 1/4 05/15/41 | 2041-05-15      | 2.2500%  | 0.0000% | $50000000.00       | $36868920.00       | U.S. Treasuries (including strips) |
| T 2 1/4 05/15/41 | 2041-05-15      | 2.2500%  | 0.0000% | $50000000.00       | $36868920.00       | U.S. Treasuries (including strips) |
| T 2 1/4 05/15/41 | 2041-05-15      | 2.2500%  | 0.0000% | $50000000.00       | $36868920.00       | U.S. Treasuries (including strips) |
| T 2 1/4 05/15/41 | 2041-05-15      | 2.2500%  | 0.0000% | $50000000.00       | $36868920.00       | U.S. Treasuries (including strips) |
| T 2 1/4 05/15/41 | 2041-05-15      | 2.2500%  | 0.0000% | $50000000.00       | $36868920.00       | U.S. Treasuries (including strips) |
| T 2 1/4 05/15/41 | 2041-05-15      | 2.2500%  | 0.0000% | $50000000.00       | $36868920.00       | U.S. Treasuries (including strips) |
| T 2 1/4 05/15/41 | 2041-05-15      | 2.2500%  | 0.0000% | $50000000.00       | $36868920.00       | U.S. Treasuries (including strips) |
| T 2 1/4 05/15/41 | 2041-05-15      | 2.2500%  | 0.0000% | $50000000.00       | $36868920.00       | U.S. Treasuries (including strips) |
| T 2 1/4 05/15/41 | 2041-05-15      | 2.2500%  | 0.0000% | $50000000.00       | $36868920.00       | U.S. Treasuries (including strips) |
| T 2 1/4 05/15/41 | 2041-05-15      | 2.2500%  | 0.0000% | $50000000.00       | $36868920.00       | U.S. Treasuries (including strips) |
| T 2 1/4 05/15/41 | 2041-05-15      | 2.2500%  | 0.0000% | $50000000.00       | $36868920.00       | U.S. Treasuries (including strips) |
| T 2 1/4 05/15/41 | 2041-05-15      | 2.2500%  | 0.0000% | $50000000.00       | $36868920.00       | U.S. Treasuries (including strips) |
| T 2 1/4 05/15/41 | 2041-05-15      | 2.2500%  | 0.0000% | $50000000.00       | $36868920.00       | U.S. Treasuries (including strips) |
| T 2 1/4 05/15/41 | 2041-05-15      | 2.2500%  | 0.0000% | $50000000.00       | $36868920.00       | U.S. Treasuries (including strips) |
| T 2 1/4 05/15/41 | 2041-05-15      | 2.2500%  | 0.0000% | $50000000.00       | $36868920.00       | U.S. Treasuries (including strips) |
| T 2 1/4 05/15/41 | 2041-05-15      | 2.2500%  | 0.0000% | $50000000.00       | $36868920.00       | U.S. Treasuries (including strips) |
| T 2 1/4 05/15/41 | 2041-05-15      | 2.2500%  | 0.0000% | $50000000.00       | $36868920.00       | U.S. Treasuries (including strips) |
| T 2 1/4 05/15/41 | 2041-05-15      | 2.2500%  | 0.0000% | $50000000.00       | $36868920.00       | U.S. Treasuries (including strips) |
| T 2 1/4 05/15/41 | 2041-05-15      | 2.2500%  | 0.0000% | $50000000.00       | $36868920.00       | U.S. Treasuries (including strips) |
| T 2 1/4 05/15/41 | 2041-05-15      | 2.2500%  | 0.0000% | $50000000.00       | $36868920.00       | U.S. Treasuries (including strips) |
| T 2 1/4 05/15/41 | 2041-05-15      | 2.2500%  | 0.0000% | $50000000.00       | $36868920.00       | U.S. Treasuries (including strips) |
| T 2 1/4 05/15/41 | 2041-05-15      | 2.2500%  | 0.0000% | $50000000.00       | $36868920.00       | U.S. Treasuries (including strips) |
| T 2 1/4 05/15/41 | 2041-05-15      | 2.2500%  | 0.0000% | $50000000.00       | $36868920.00       | U.S. Treasuries (including strips) |
| T 2 1/4 05/15/41 | 2041-05-15      | 2.2500%  | 0.0000% | $50000000.00       | $36868920.00       | U.S. Treasuries (including strips) |
| T 2 1/4 05/15/41 | 2041-05-15      | 2.2500%  | 0.0000% | $50000000.00       | $36868920.00       | U.S. Treasuries (including strips) |
| T 2 1/4 05/15/41 | 2041-05-15      | 2.2500%  | 0.0000% | $50000000.00       | $36868920.00       | U.S. Treasuries (including strips) |
| T 2 1/4 05/15/41 | 2041-05-15      | 2.2500%  | 0.0000% | $50000000.00       | $36868920.00       | U.S. Treasuries (including strips) |
| T 2 1/4 05/15/41 | 2041-05-15      | 2.2500%  | 0.0000% | $50000000.00       | $36868920.00       | U.S. Treasuries (including strips) |
| T 4 12/15/27     | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50660850.00       | U.S. Treasuries (including strips) |
| T 4 12/15/27     | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50660850.00       | U.S. Treasuries (including strips) |
| T 4 12/15/27     | 2027-12-15      | 4.0000%  | 0.0000% | $3523400.00        | $3569968.78        | U.S. Treasuries (including strips) |

### Security 306: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 959JAA007, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 959JAA007_3.67_0202
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| 03.000 FGPC G08635 G | 2045-04-01      | 3.0000%  | 0.0000% | $9309489.24        | $8586110.90        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8729 | 2051-01-01      | 2.0000%  | 0.0000% | $11431293.55       | $9376199.73        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4280 | 2051-03-01      | 1.5000%  | 0.0000% | $10946491.47       | $8505296.16        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM6290 | 2051-02-01      | 2.0000%  | 0.0000% | $2815953.45        | $2335084.66        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM6706 | 2051-04-01      | 2.5000%  | 0.0000% | $9007655.11        | $7754337.99        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM6904 | 2051-05-01      | 2.5000%  | 0.0000% | $7739598.40        | $6733047.29        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM6963 | 2051-05-01      | 2.0000%  | 0.0000% | $9865133.81        | $8209923.29        | Agency Mortgage-Backed Securities |

### Security 307: Citigroup Global Markets Holdings, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 959JDB002, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 959JDB002_3.67_0202
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF DJ3235 C | 2055-09-20      | 5.5000%  | 0.0000% | $16010132.99       | $16435723.25       | Agency Mortgage-Backed Securities |
| GNII SF DK6108 C | 2055-06-20      | 6.5000%  | 0.0000% | $15384016.23       | $16140096.19       | Agency Mortgage-Backed Securities |
| GNII SF DK7015 C | 2055-08-20      | 7.0000%  | 0.0000% | $17603356.01       | $18564303.66       | Agency Mortgage-Backed Securities |
| GNII SF DL0829 C | 2055-09-20      | 5.5000%  | 0.0000% | $17869395.86       | $18344410.08       | Agency Mortgage-Backed Securities |
| GNII SF DL0830 C | 2055-09-20      | 5.5000%  | 0.0000% | $19825148.09       | $20352131.37       | Agency Mortgage-Backed Securities |
| GNII SF DL8834 C | 2055-09-20      | 6.5000%  | 0.0000% | $16562073.20       | $17376051.25       | Agency Mortgage-Backed Securities |
| GNII SF DM3263 C | 2055-08-20      | 6.5000%  | 0.0000% | $15117572.18       | $15860557.17       | Agency Mortgage-Backed Securities |
| GNII SF DM6285 C | 2055-09-20      | 7.0000%  | 0.0000% | $15380116.16       | $16440142.82       | Agency Mortgage-Backed Securities |
| GNII SF DM6369 C | 2055-10-20      | 6.5000%  | 0.0000% | $17051125.35       | $18165861.62       | Agency Mortgage-Backed Securities |
| GNII SF DN4868 C | 2055-12-20      | 6.0000%  | 0.0000% | $9187308.24        | $9535565.40        | Agency Mortgage-Backed Securities |
| GNII SF DN6278 C | 2056-01-20      | 5.5000%  | 0.0000% | $16625020.00       | $17038526.74       | Agency Mortgage-Backed Securities |
| GNII SF DN5624 C | 2055-10-20      | 6.5000%  | 0.0000% | $14856533.74       | $16086834.66       | Agency Mortgage-Backed Securities |
| GNII SF DN5599 C | 2055-10-20      | 6.5000%  | 0.0000% | $14743993.89       | $15964975.15       | Agency Mortgage-Backed Securities |
| GNII SF DN6058 C | 2055-11-20      | 6.5000%  | 0.0000% | $15198928.75       | $16265697.65       | Agency Mortgage-Backed Securities |
| GNII SF DN6352 C | 2056-01-20      | 5.5000%  | 0.0000% | $16155160.00       | $16584621.60       | Agency Mortgage-Backed Securities |
| GNII SF DN8210 C | 2055-11-20      | 6.0000%  | 0.0000% | $16002255.62       | $16608826.45       | Agency Mortgage-Backed Securities |
| GNII SF DP0261 C | 2056-01-20      | 6.5000%  | 0.0000% | $17430857.00       | $18622920.38       | Agency Mortgage-Backed Securities |
| GNII SF DP4285 C | 2056-01-20      | 5.5000%  | 0.0000% | $16866688.00       | $17533032.75       | Agency Mortgage-Backed Securities |
| GNII SF DP6981 C | 2056-01-20      | 6.0000%  | 0.0000% | $15975632.00       | $16712864.81       | Agency Mortgage-Backed Securities |
| GNII SF DP6982 C | 2056-01-20      | 6.0000%  | 0.0000% | $18289835.00       | $19122796.76       | Agency Mortgage-Backed Securities |
| GNII SF DI5369 C | 2055-04-20      | 7.0000%  | 0.0000% | $16978300.22       | $18077456.52       | Agency Mortgage-Backed Securities |
| GNII SF DO4636 C | 2055-12-20      | 6.5000%  | 0.0000% | $16204840.94       | $17001262.06       | Agency Mortgage-Backed Securities |
| GNII SF DO9865 C | 2056-01-20      | 5.0000%  | 0.0000% | $20149588.00       | $20376246.24       | Agency Mortgage-Backed Securities |
| GNII SF MA1450 M | 2043-11-20      | 4.5000%  | 0.0000% | $18679076.00       | $18789095.76       | Agency Mortgage-Backed Securities |

### Security 308: Citigroup Global Markets Holdings, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 959JDE006, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 959JDE006_3.70_0413
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-13
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.000 CLQZ0449 | 2055-08-01      | 6.0000%  | 0.0000% | $1140437.30        | $1199914.90        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ0450 | 2055-08-01      | 5.5000%  | 0.0000% | $1111654.71        | $1156795.18        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ1304 | 2055-08-01      | 6.0000%  | 0.0000% | $2794483.24        | $2882851.32        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ2424 | 2055-08-01      | 5.5000%  | 0.0000% | $99838.14          | $101782.84         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5793 | 2055-08-01      | 6.0000%  | 0.0000% | $47411132.34       | $48767722.86       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5276 | 2055-08-01      | 6.0000%  | 0.0000% | $1192558.18        | $1228732.45        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2868 | 2055-08-01      | 6.5000%  | 0.0000% | $783419.50         | $831415.00         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3331 | 2055-08-01      | 6.0000%  | 0.0000% | $27579975.96       | $28545256.72       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1897 | 2055-08-01      | 5.5000%  | 0.0000% | $509567.42         | $523430.48         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3670 | 2055-08-01      | 6.0000%  | 0.0000% | $33834749.12       | $34814716.23       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6039 | 2055-08-01      | 6.0000%  | 0.0000% | $72008632.92       | $74108788.68       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7579 | 2055-08-01      | 6.0000%  | 0.0000% | $1221501.50        | $1271000.81        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7646 | 2055-08-01      | 6.0000%  | 0.0000% | $1548008.17        | $1596074.34        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ5629 | 2055-08-01      | 5.5000%  | 0.0000% | $14705458.63       | $14991899.73       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0050 | 2055-09-01      | 6.0000%  | 0.0000% | $267827446.93      | $275490882.90      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0839 | 2055-08-01      | 6.0000%  | 0.0000% | $25410827.57       | $26369307.04       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ4295 | 2055-08-01      | 5.5000%  | 0.0000% | $1063380.34        | $1094142.40        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4356 | 2055-08-01      | 6.0000%  | 0.0000% | $23498.06          | $24215.93          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ5453 | 2055-08-01      | 6.5000%  | 0.0000% | $996.29            | $1070.73           | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 959JDG001, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 959JDG001_3.84_0227
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNCL CL DD4688   | 2067-02-15      | 5.3500%  | 0.0000% | $25897.00          | $26035.10          | Agency Mortgage-Backed Securities  |
| GNAR AF MB0696 M | 2055-10-20      | 5.0000%  | 0.0000% | $34671205.80       | $35295175.79       | Agency Mortgage-Backed Securities  |
| GNHA ML 898731 H | 2063-10-20      | 6.4320%  | 0.0000% | $79844.25          | $82712.77          | Agency Mortgage-Backed Securities  |
| GNAR AF 082579 M | 2040-07-20      | 5.3750%  | 0.0000% | $309831.90         | $316987.42         | Agency Mortgage-Backed Securities  |
| GNAR AT 082661 M | 2040-11-20      | 4.7500%  | 0.0000% | $282519.87         | $290641.88         | Agency Mortgage-Backed Securities  |
| GNAR FT 082380 M | 2039-08-20      | 5.3750%  | 0.0000% | $126121.44         | $129009.60         | Agency Mortgage-Backed Securities  |
| GNAR AF 082391 M | 2039-09-20      | 5.3750%  | 0.0000% | $50463.13          | $51620.24          | Agency Mortgage-Backed Securities  |
| GNAR AT 082530 M | 2040-05-20      | 5.6250%  | 0.0000% | $83248.07          | $85232.56          | Agency Mortgage-Backed Securities  |
| GNAR AT 082547 M | 2040-06-20      | 5.6250%  | 0.0000% | $163653.87         | $167543.47         | Agency Mortgage-Backed Securities  |
| GNAR AF 082713 M | 2041-01-20      | 5.6250%  | 0.0000% | $119750.85         | $122460.96         | Agency Mortgage-Backed Securities  |
| GNAR AF 082735 M | 2041-02-20      | 5.6250%  | 0.0000% | $215194.87         | $220076.84         | Agency Mortgage-Backed Securities  |
| GNHA PB 786283 H | 2072-07-20      | 5.4020%  | 0.0000% | $1792423.72        | $1899940.86        | Agency Mortgage-Backed Securities  |
| GNAR AF MA0100 M | 2042-05-20      | 5.6250%  | 0.0000% | $101657.76         | $104118.62         | Agency Mortgage-Backed Securities  |
| GNAR AF MA0331 M | 2042-08-20      | 5.3750%  | 0.0000% | $297356.95         | $304326.96         | Agency Mortgage-Backed Securities  |
| GNAR AT MA2323 M | 2044-10-20      | 4.7500%  | 0.0000% | $479760.30         | $494066.02         | Agency Mortgage-Backed Securities  |
| GNAR AT MA3056 M | 2045-08-20      | 5.3750%  | 0.0000% | $175345.45         | $179607.55         | Agency Mortgage-Backed Securities  |
| GNHA RM CJ7146 H | 2071-11-20      | 5.2150%  | 0.0000% | $3027017.73        | $3181440.03        | Agency Mortgage-Backed Securities  |
| GNHA RM CK2782 H | 2072-01-20      | 5.2280%  | 0.0000% | $2483688.84        | $2619090.86        | Agency Mortgage-Backed Securities  |
| 3 1/4 NOTE AA 27 | 2027-06-30      | 3.2500%  | 0.0000% | $1100.00           | $1098.37           | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27 | 2027-06-15      | 4.6250%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  | 0.0000% | $58600.00          | $58946.78          | U.S. Treasuries (including strips) |
| 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  | 0.0000% | $100.00            | $96.14             | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27  | 2027-06-30      | 0.5000%  | 0.0000% | $3138300.00        | $3008099.35        | U.S. Treasuries (including strips) |
| TINT 08/15/35    | 2035-08-15      | 0.0000%  | 0.0000% | $7919999.00        | $5232062.22        | U.S. Treasuries (including strips) |
| TINT 11/15/27    | 2027-11-15      | 0.0000%  | 0.0000% | $5503272.00        | $5159113.88        | U.S. Treasuries (including strips) |
| TINT 02/15/28    | 2028-02-15      | 0.0000%  | 0.0000% | $46149189.00       | $42865074.26       | U.S. Treasuries (including strips) |
| TINT 05/15/35    | 2035-05-15      | 0.0000%  | 0.0000% | $206765.00         | $138445.50         | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27 | 2027-07-15      | 4.3750%  | 0.0000% | $151374400.00      | $153409302.60      | U.S. Treasuries (including strips) |

### Security 310: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 959JFU008, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 959JFU008_3.68_0202
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FHOR 22-27 B7      | 2027-07-29      | 1.2500%  | 0.0000% | $1000000.00        | $964734.72         | Agency Mortgage-Backed Securities |
| FHOR 21-26 HU      | 2026-07-29      | 2.5000%  | 0.0000% | $765000.00         | $760470.77         | Agency Mortgage-Backed Securities |
| FHOR 22-27 F8      | 2027-09-20      | 1.2500%  | 0.0000% | $900000.00         | $871293.50         | Agency Mortgage-Backed Securities |
| FHOR 22-29 MN      | 2029-10-26      | 1.9000%  | 0.0000% | $44060000.00       | $41381817.80       | Agency Mortgage-Backed Securities |
| FHDN 02/25/26      | 2026-02-25      | 0.0000%  | 0.0000% | $62056000.00       | $61887828.24       | Agency Mortgage-Backed Securities |
| 3.44 FCSB 40 H     | 2040-02-23      | 3.4400%  | 0.0000% | $99000.00          | $85645.12          | Agency Mortgage-Backed Securities |
| 3.00 FCSB 30 AU    | 2030-01-17      | 3.0000%  | 0.0000% | $160000.00         | $155264.53         | Agency Mortgage-Backed Securities |
| 3.22 FCSB 38 O     | 2038-01-25      | 3.2200%  | 0.0000% | $7170000.00        | $6162666.78        | Agency Mortgage-Backed Securities |
| 2.58 FCSB 27 BK    | 2027-06-15      | 2.5800%  | 0.0000% | $63000.00          | $62356.27          | Agency Mortgage-Backed Securities |
| 2.80 FCSB 29 BN    | 2029-05-03      | 2.8000%  | 0.0000% | $166000.00         | $162352.43         | Agency Mortgage-Backed Securities |
| 2.04 FCSB 29 BU    | 2029-09-24      | 2.0400%  | 0.0000% | $166000.00         | $157565.54         | Agency Mortgage-Backed Securities |
| 1.30 FCOR 22-31 BW | 2031-02-03      | 1.3000%  | 0.0000% | $281000.00         | $248941.18         | Agency Mortgage-Backed Securities |
| 1.42 FCOR 22-31 BY | 2031-02-18      | 1.4200%  | 0.0000% | $500000.00         | $445120.00         | Agency Mortgage-Backed Securities |
| 1.00 FCOR 22-27 HY | 2027-08-09      | 1.0000%  | 0.0000% | $28328000.00       | $27383657.79       | Agency Mortgage-Backed Securities |
| 3.54 FCOR 22-32 CK | 2032-03-29      | 3.5400%  | 0.0000% | $1051000.00        | $1019152.95        | Agency Mortgage-Backed Securities |
| 4.85 FCOR 23-42 N  | 2042-04-28      | 4.8500%  | 0.0000% | $3000000.00        | $2885476.33        | Agency Mortgage-Backed Securities |
| 5.48 FCOR 22-42 R  | 2042-06-27      | 5.4800%  | 0.0000% | $16000000.00       | $15845173.33       | Agency Mortgage-Backed Securities |
| 5.70 FCOR 26-40 AA | 2040-02-10      | 5.7000%  | 0.0000% | $20000000.00       | $20526193.33       | Agency Mortgage-Backed Securities |
| 3 3/8 FCSB 28 GC   | 2028-01-07      | 3.3750%  | 0.0000% | $12055000.00       | $12016824.83       | Agency Mortgage-Backed Securities |
| 3.74 FCOR 26-28 MJ | 2028-07-13      | 3.7400%  | 0.0000% | $36765000.00       | $36762099.65       | Agency Mortgage-Backed Securities |
| 4.07 FCOR 26-30 JB | 2030-10-15      | 4.0700%  | 0.0000% | $25000000.00       | $25215895.83       | Agency Mortgage-Backed Securities |

### Security 311: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.670000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 959JHQ005, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 959JHQ005_3.67_0202
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNAR XX.XXX LB743623 | 2033-11-01      | 6.0370%  | 0.0000% | $1478.49           | $1515.73           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF9374 | 2056-01-01      | 6.5000%  | 0.0000% | $60623.73          | $63270.21          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA1100 | 2052-04-01      | 3.5000%  | 0.0000% | $692664.66         | $655243.06         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ3973 | 2055-09-01      | 7.0000%  | 0.0000% | $105202.38         | $110809.97         | Agency Mortgage-Backed Securities |
| 1.50 FMNT 21-33 71   | 2033-09-23      | 1.5000%  | 0.0000% | $166666.67         | $137956.28         | Agency Mortgage-Backed Securities |
| 1.52 FMNT 21-34 F7   | 2034-04-13      | 1.5200%  | 0.0000% | $250000.00         | $202689.69         | Agency Mortgage-Backed Securities |
| 0.75 FNSM A 10/27    | 2027-10-08      | 0.7500%  | 0.0000% | $7666.67           | $7335.88           | Agency Mortgage-Backed Securities |
| 1.875 FNSM A 09/26   | 2026-09-24      | 1.8750%  | 0.0000% | $8250.00           | $8212.59           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HA109425 | 2028-08-01      | 4.2410%  | 0.0000% | $154108.96         | $153691.84         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX W2573665 | 2030-06-01      | 4.6500%  | 0.0000% | $190.36            | $190.97            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIBW2421 | 2041-01-01      | 6.0000%  | 0.0000% | $33221.80          | $34592.87          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX5590 | 2053-01-01      | 5.5000%  | 0.0000% | $15332.70          | $16001.20          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ6211 | 2036-01-01      | 4.8600%  | 0.0000% | $166666.67         | $171383.17         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5550 | 2032-12-01      | 4.3000%  | 0.0000% | $120000.00         | $120237.95         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2472 | 2048-10-01      | 4.0000%  | 0.0000% | $775.49            | $753.97            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA4182 | 2049-09-01      | 4.5000%  | 0.0000% | $1404.92           | $1402.67           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTCA4598 | 2039-11-01      | 3.5000%  | 0.0000% | $515.16            | $496.21            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6315 | 2050-07-01      | 3.0000%  | 0.0000% | $620.37            | $557.65            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3218 | 2032-12-01      | 3.0000%  | 0.0000% | $85.75             | $83.38             | Agency Mortgage-Backed Securities |
| GNII ET DJ6888 C     | 2065-05-20      | 6.0000%  | 0.0000% | $17039.95          | $17562.42          | Agency Mortgage-Backed Securities |
| GNII SF DN4043 C     | 2055-10-20      | 6.0000%  | 0.0000% | $19444.75          | $20255.31          | Agency Mortgage-Backed Securities |
| 02.500 FGPC G16034 G | 2032-01-01      | 2.5000%  | 0.0000% | $38343.99          | $37166.02          | Agency Mortgage-Backed Securities |
| FMZC 11/15/38 S0     | 2038-11-15      | 0.0000%  | 0.0000% | $833.33            | $460.02            | Agency Mortgage-Backed Securities |
| 4.08 FHOR 23-33 AY   | 2033-05-25      | 4.0800%  | 0.0000% | $15250.00          | $15003.46          | Agency Mortgage-Backed Securities |
| 4.00 FHOR 23-33 BA   | 2033-06-06      | 4.0000%  | 0.0000% | $24166.67          | $23620.96          | Agency Mortgage-Backed Securities |
| 2.47 FHOR 20-40 Y    | 2040-04-30      | 2.4700%  | 0.0000% | $500000.00         | $378516.00         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL5548 | 2038-05-01      | 6.4660%  | 0.0000% | $206.72            | $216.09            | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYAN9902 | 2038-09-01      | 3.8100%  | 0.0000% | $384288.01         | $361107.82         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAQ8710 | 2043-01-01      | 5.9120%  | 0.0000% | $9952.84           | $10344.03          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA9175 | 2046-02-01      | 2.0000%  | 0.0000% | $290083.28         | $242996.41         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4237 | 2051-01-01      | 2.0000%  | 0.0000% | $283154.26         | $232634.19         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5325 | 2039-04-01      | 6.0000%  | 0.0000% | $98144.90          | $102190.76         | Agency Mortgage-Backed Securities |
| GNII SF MB0870 M     | 2055-12-20      | 4.5000%  | 0.0000% | $4099118.93        | $4028634.58        | Agency Mortgage-Backed Securities |
| GNII SF MB0092 M     | 2054-12-20      | 5.5000%  | 0.0000% | $5038493.76        | $5128735.99        | Agency Mortgage-Backed Securities |
| GNII SF MB0687 M     | 2055-10-20      | 6.0000%  | 0.0000% | $8397665.89        | $8639714.61        | Agency Mortgage-Backed Securities |
| GNII SF DI0932 C     | 2055-02-20      | 7.0000%  | 0.0000% | $53289.92          | $56708.20          | Agency Mortgage-Backed Securities |
| GNII SF DO2099 C     | 2055-10-20      | 6.0000%  | 0.0000% | $22014.41          | $22915.46          | Agency Mortgage-Backed Securities |
| GNMI SF 590371 X     | 2032-07-15      | 6.5000%  | 0.0000% | $112.23            | $114.83            | Agency Mortgage-Backed Securities |
| 2.65 FHOR 22-41 AQ   | 2041-11-05      | 2.6500%  | 0.0000% | $33333.33          | $24934.86          | Agency Mortgage-Backed Securities |
| 5.00 FHOR 23-42 Y    | 2042-06-30      | 5.0000%  | 0.0000% | $144166.67         | $138739.03         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0781 | 2031-11-01      | 6.5000%  | 0.0000% | $276.84            | $289.23            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CWAS5515 | 2030-06-01      | 3.5000%  | 0.0000% | $2736.18           | $2712.07           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7729 | 2046-08-01      | 3.0000%  | 0.0000% | $467.18            | $427.77            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7465 | 2053-11-01      | 6.5000%  | 0.0000% | $169663.48         | $178234.89         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7478 | 2053-11-01      | 6.0000%  | 0.0000% | $323540.69         | $335715.63         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8222 | 2054-03-01      | 5.5000%  | 0.0000% | $2270981.96        | $2326535.98        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA5119 | 2053-07-01      | 2.5000%  | 0.0000% | $3247.34           | $2773.02           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC8858 | 2055-01-01      | 6.5000%  | 0.0000% | $216222.22         | $226050.84         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD5276 | 2055-03-01      | 7.0000%  | 0.0000% | $17295.98          | $18498.38          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CKDD5370 | 2055-03-01      | 6.0000%  | 0.0000% | $44597.67          | $45632.31          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODE0787 | 2055-05-01      | 5.3310%  | 0.0000% | $231485.63         | $237187.99         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA4508 | 2054-05-01      | 4.0000%  | 0.0000% | $627546.67         | $598798.89         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA4510 | 2056-01-01      | 4.5000%  | 0.0000% | $1132122.67        | $1114214.75        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFM3029 | 2036-08-01      | 7.0000%  | 0.0000% | $347.05            | $367.26            | Agency Mortgage-Backed Securities |
| FKAR 04.100 WNWN1696 | 2032-08-01      | 4.1000%  | 0.0000% | $783666.67         | $776218.52         | Agency Mortgage-Backed Securities |
| FKAR 04.700 WNWN4146 | 2036-01-01      | 4.7000%  | 0.0000% | $355400.00         | $356146.38         | Agency Mortgage-Backed Securities |
| FHDN 02/20/26        | 2026-02-20      | 0.0000%  | 0.0000% | $261666.67         | $261193.31         | Agency Mortgage-Backed Securities |
| FHDN 03/04/26        | 2026-03-04      | 0.0000%  | 0.0000% | $1170000.00        | $1166509.89        | Agency Mortgage-Backed Securities |
| FHDN 04/17/26        | 2026-04-17      | 0.0000%  | 0.0000% | $193333.33         | $191899.19         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE5973 | 2040-07-01      | 6.0000%  | 0.0000% | $55672.96          | $58018.87          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE7819 | 2055-08-01      | 7.0000%  | 0.0000% | $17657.55          | $18759.47          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF3787 | 2055-11-01      | 6.0000%  | 0.0000% | $25943.62          | $26697.23          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRJ3861 | 2055-03-01      | 3.0000%  | 0.0000% | $12123.55          | $10797.16          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRQ0084 | 2056-01-01      | 5.0000%  | 0.0000% | $96550.40          | $97053.99          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRQ0085 | 2056-01-01      | 5.5000%  | 0.0000% | $318728.31         | $324936.67         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0031 | 2055-12-01      | 5.5000%  | 0.0000% | $26554.94          | $27294.80          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA1494 | 2055-12-01      | 5.5000%  | 0.0000% | $194729.04         | $199584.33         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA3599 | 2056-01-01      | 5.0000%  | 0.0000% | $142428.53         | $143360.70         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA4205 | 2056-01-01      | 5.5000%  | 0.0000% | $190337.33         | $194316.82         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA4672 | 2056-01-01      | 5.0000%  | 0.0000% | $21383.33          | $21671.38          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA4747 | 2056-01-01      | 4.5000%  | 0.0000% | $29420.33          | $29092.06          | Agency Mortgage-Backed Securities |
| 3.25 FCSB 35 F       | 2035-10-11      | 3.2500%  | 0.0000% | $83333.33          | $75878.69          | Agency Mortgage-Backed Securities |
| 2.83 FCSB 36 Q       | 2036-12-19      | 2.8300%  | 0.0000% | $72666.67          | $63108.97          | Agency Mortgage-Backed Securities |
| 4.00 FCOR 23-33 AL   | 2033-09-26      | 4.0000%  | 0.0000% | $87850.00          | $86346.95          | Agency Mortgage-Backed Securities |
| 3.57 FCSB 38 R       | 2038-03-02      | 3.5700%  | 0.0000% | $100000.00         | $91173.77          | Agency Mortgage-Backed Securities |
| 3.56 FCSB 33 AM      | 2033-05-17      | 3.5600%  | 0.0000% | $107416.67         | $104145.71         | Agency Mortgage-Backed Securities |
| 2.00 FCOR 21-40 S    | 2040-08-27      | 2.0000%  | 0.0000% | $87066.67          | $62308.74          | Agency Mortgage-Backed Securities |
| 2.09 FCOR 21-40 M    | 2040-06-18      | 2.0900%  | 0.0000% | $50000.00          | $35638.52          | Agency Mortgage-Backed Securities |
| 1.65 FCOR 21-35 AS   | 2035-07-23      | 1.6500%  | 0.0000% | $166666.67         | $131396.81         | Agency Mortgage-Backed Securities |
| 2.35 FCOR 26-46 D    | 2046-08-24      | 2.3500%  | 0.0000% | $46666.67          | $30339.32          | Agency Mortgage-Backed Securities |
| 2.10 FCOR 22-41 B    | 2041-01-28      | 2.1000%  | 0.0000% | $32166.67          | $22659.03          | Agency Mortgage-Backed Securities |
| 2.58 FCOR 22-36 BH   | 2036-11-17      | 2.5800%  | 0.0000% | $244266.67         | $204398.60         | Agency Mortgage-Backed Securities |
| 2.90 FCOR 22-41 V    | 2041-12-09      | 2.9000%  | 0.0000% | $345816.67         | $267625.56         | Agency Mortgage-Backed Securities |
| 2.68 FCOR 22-37 AD   | 2037-01-05      | 2.6800%  | 0.0000% | $83333.33          | $69800.43          | Agency Mortgage-Backed Securities |
| 2.69 FCOR 22-36 BM   | 2036-01-11      | 2.6900%  | 0.0000% | $300616.67         | $257522.28         | Agency Mortgage-Backed Securities |
| 2.93 FCOR 23-42 F    | 2042-02-03      | 2.9300%  | 0.0000% | $83333.33          | $65561.49          | Agency Mortgage-Backed Securities |
| 3.44 FCOR 23-42 H    | 2042-02-24      | 3.4400%  | 0.0000% | $73600.00          | $61907.00          | Agency Mortgage-Backed Securities |
| 4.49 FCOR 23-37 AL   | 2037-04-20      | 4.4900%  | 0.0000% | $307816.67         | $302732.53         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK5312 | 2048-06-01      | 4.5000%  | 0.0000% | $50171.01          | $50348.37          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM4823 | 2042-07-01      | 6.4410%  | 0.0000% | $4848.43           | $5079.07           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS5392 | 2053-07-01      | 6.5000%  | 0.0000% | $116689.42         | $123017.62         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4527 | 2053-04-01      | 5.5000%  | 0.0000% | $2407.50           | $2489.93           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5622 | 2056-02-01      | 5.0000%  | 0.0000% | $182613.87         | $183904.54         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA5716 | 2056-02-01      | 4.5000%  | 0.0000% | $174511.33         | $172038.68         | Agency Mortgage-Backed Securities |
| GNII SF MA4126 M     | 2046-11-20      | 3.0000%  | 0.0000% | $22869.83          | $20990.52          | Agency Mortgage-Backed Securities |
| GNII SF MA7137 M     | 2051-01-20      | 3.0000%  | 0.0000% | $132333.33         | $120450.68         | Agency Mortgage-Backed Securities |
| GNII SF MA7988 M     | 2052-04-20      | 3.0000%  | 0.0000% | $12800709.74       | $11603032.68       | Agency Mortgage-Backed Securities |
| FCFR 03PR BG 26/03   | 2026-03-24      | 3.6900%  | 0.0000% | $40800.00          | $40953.51          | Agency Mortgage-Backed Securities |
| FCFR 03SF BO 26/07   | 2026-07-10      | 3.7600%  | 0.0000% | $16666.67          | $16709.72          | Agency Mortgage-Backed Securities |
| FCFR 03SF Q 27/07    | 2027-07-19      | 3.8800%  | 0.0000% | $1583.33           | $1587.78           | Agency Mortgage-Backed Securities |
| FCFR 03SF CA 26/11   | 2026-11-13      | 3.8000%  | 0.0000% | $1666.67           | $1682.62           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA7375 | 2052-05-01      | 3.0000%  | 0.0000% | $1667716.01        | $1497486.68        | Agency Mortgage-Backed Securities |
| FEPC 03.500 3PRE6015 | 2049-09-01      | 3.5000%  | 0.0000% | $2794.02           | $2570.61           | Agency Mortgage-Backed Securities |
| 6.75 FMPR GB 31 A    | 2031-03-15      | 0.0000%  | 0.0000% | $767866.67         | $626744.29         | Agency Mortgage-Backed Securities |
| 6.25 FMPR GB 32 A    | 2032-07-15      | 0.0000%  | 0.0000% | $838550.00         | $641333.10         | Agency Mortgage-Backed Securities |
| 2.22 FMNT GB21-40K0  | 2040-07-13      | 2.2200%  | 0.0000% | $716933.33         | $513059.96         | Agency Mortgage-Backed Securities |
| 1.54 FMNT 21-33 K0   | 2033-10-25      | 1.5400%  | 0.0000% | $333333.33         | $275059.30         | Agency Mortgage-Backed Securities |
| 1.55 FMNT 20-34 C8   | 2034-01-27      | 1.5500%  | 0.0000% | $250000.00         | $204177.29         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV3042 | 2052-02-01      | 2.5000%  | 0.0000% | $23755.63          | $20405.82          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV8518 | 2052-05-01      | 3.0000%  | 0.0000% | $7923.17           | $7058.73           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC0186 | 2040-03-01      | 6.0000%  | 0.0000% | $17306.14          | $18019.56          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB888490 | 2035-05-01      | 6.3990%  | 0.0000% | $1131.72           | $1163.03           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL889440 | 2038-04-01      | 5.5000%  | 0.0000% | $35269.19          | $36900.59          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CI890696 | 2030-09-01      | 3.0000%  | 0.0000% | $7234.86           | $7126.02           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAB3258 | 2026-07-01      | 4.0000%  | 0.0000% | $220.15            | $220.23            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB5250 | 2042-05-01      | 3.5000%  | 0.0000% | $39633.59          | $37926.55          | Agency Mortgage-Backed Securities |
| GNII SF MA8648 M     | 2053-02-20      | 5.5000%  | 0.0000% | $1728218.69        | $1768673.80        | Agency Mortgage-Backed Securities |
| GNII SF BZ8535 C     | 2046-01-20      | 2.5000%  | 0.0000% | $517.05            | $449.70            | Agency Mortgage-Backed Securities |
| 5.25 TVBD 39 C       | 2039-09-15      | 5.2500%  | 0.0000% | $1083.33           | $1159.42           | Agency Mortgage-Backed Securities |
| 5.250 TVBD 55 A      | 2055-02-01      | 5.2500%  | 0.0000% | $208333.33         | $211862.33         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA4360 | 2054-01-01      | 6.0000%  | 0.0000% | $2920.07           | $3009.32           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODB4053 | 2054-06-01      | 6.3020%  | 0.0000% | $79464.65          | $82518.71          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL452850 | 2028-11-01      | 6.5000%  | 0.0000% | $120.09            | $125.56            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX AM461838 | 2034-02-01      | 6.0800%  | 0.0000% | $2615.97           | $2573.24           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1868850 | 2036-04-01      | 6.2650%  | 0.0000% | $1258.71           | $1301.29           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ7930 | 2055-11-01      | 7.0000%  | 0.0000% | $22237.96          | $23651.93          | Agency Mortgage-Backed Securities |
| 8.625 RFPR 30 A      | 2030-01-15      | 0.0000%  | 0.0000% | $7500.00           | $6437.63           | Corporate Debt Securities         |
| 8.875 RFPR 30 B      | 2030-04-15      | 0.0000%  | 0.0000% | $1174083.33        | $995484.12         | Corporate Debt Securities         |

### Security 312: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 959JJC004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 959JJC004_3.66_0202
- **C.18 - Value (incl. sponsor support):** $1108375000.00
- **C.18.a - Value (excl. sponsor support):** $1108375000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 5/8 NOTE AD 28 | 2028-09-30      | 4.6250%  | 0.0000% | $197082338.55      | $205256796.33      | U.S. Treasuries (including strips) |
| 4 NOTE AV 27     | 2027-12-15      | 4.0000%  | 0.0000% | $913147305.33      | $925285722.18      | U.S. Treasuries (including strips) |

### Security 313: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 959JJF007, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 959JJF007_3.67_0206
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 2.1400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2050-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 NOTE H 30   | 2030-02-28      | 4.0000%  | 0.0000% | $2979974100.00     | $3060000053.00     | U.S. Treasuries (including strips) |

### Security 314: RBC Dominion

- **C.1 - Title:** RBC Dominion 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 964FUR009, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: 964FUR009_3.67_0202
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.000 CLAS8269        | 2046-11-01      | 3.0000%  | 0.0000% | $195.03            | $178.00            | Agency Mortgage-Backed Securities  |
| GNII SP 783618 M            | 2042-02-20      | 4.0000%  | 0.0000% | $50.60             | $49.30             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBM3663        | 2047-04-01      | 3.0000%  | 0.0000% | $1966253.39        | $1795831.66        | Agency Mortgage-Backed Securities  |
| 1 1/8 TRIN A 33             | 2033-01-15      | 1.1250%  | 0.0000% | $24405208.07       | $23676155.20       | U.S. Treasuries (including strips) |
| 2 7/8 TPRN 43               | 2043-05-15      | 0.0000%  | 0.0000% | $123500.00         | $53431.41          | U.S. Treasuries (including strips) |
| 2 1/4 TPRN 46               | 2046-08-15      | 0.0000%  | 0.0000% | $44968100.00       | $16279621.37       | U.S. Treasuries (including strips) |
| 3 TPRN 48                   | 2048-08-15      | 0.0000%  | 0.0000% | $2150700.00        | $699558.19         | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46               | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $70.88             | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32             | 2032-05-31      | 4.1250%  | 0.0000% | $16356600.00       | $16622440.14       | U.S. Treasuries (including strips) |
| 4 NOTE N 32                 | 2032-07-31      | 4.0000%  | 0.0000% | $2526700.00        | $2580799.94        | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28             | 2028-10-31      | 1.3750%  | 0.0000% | $200.00            | $189.05            | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32             | 2032-02-15      | 1.8750%  | 0.0000% | $10041400.00       | $9021462.69        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28             | 2028-05-15      | 2.8750%  | 0.0000% | $24488100.00       | $24258938.20       | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42               | 2042-05-15      | 3.2500%  | 0.0000% | $3000.00           | $2520.32           | U.S. Treasuries (including strips) |
| 3 BOND 52                   | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $73.12             | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43               | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $90.53             | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54               | 2054-05-15      | 4.6250%  | 0.0000% | $400.00            | $389.21            | U.S. Treasuries (including strips) |
| T 4 1/2 11/15/54            | 2054-11-15      | 4.5000%  | 0.0000% | $800.00            | $762.53            | U.S. Treasuries (including strips) |
| 3 BOND 48                   | 2048-08-15      | 3.0000%  | 0.0000% | $1339100.00        | $1011135.20        | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 51               | 2051-02-15      | 0.1250%  | 0.0000% | $130776.45         | $71293.39          | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41               | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $68.26             | U.S. Treasuries (including strips) |
| T 4 11/15/35                | 2035-11-15      | 4.0000%  | 0.0000% | $267600.00         | $264996.73         | U.S. Treasuries (including strips) |
| TINT 08/15/39               | 2039-08-15      | 0.0000%  | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32             | 2032-05-15      | 2.8750%  | 0.0000% | $100.00            | $94.60             | U.S. Treasuries (including strips) |
| BILL 04/02/26               | 2026-04-02      | 0.0000%  | 0.0000% | $900.00            | $894.41            | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-02-17      | 0.0000%  | 0.0000% | $100.00            | $99.82             | U.S. Treasuries (including strips) |
| 1 7/8 TRIN D 34             | 2034-07-15      | 1.8750%  | 0.0000% | $51670293.32       | $52402612.96       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31             | 2031-08-31      | 3.7500%  | 0.0000% | $4224300.00        | $4263889.53        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32             | 2032-01-31      | 4.3750%  | 0.0000% | $9400.00           | $9829.64           | U.S. Treasuries (including strips) |

### Security 315: Fixed Income Clearing Corp. - Credit Agricole

- **C.1 - Title:** Fixed Income Clearing Corp. - Credit Agricole 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 973VFA007, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 973VFA007_3.67_0202
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 1/8 NOTE AC 27                          | 2027-08-31      | 3.1250%  | 0.0000% | $100.00            | $100.68            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 29                           | 2029-09-30      | 3.8750%  | 0.0000% | $100.00            | $101.92            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27                          | 2027-09-30      | 4.1250%  | 0.0000% | $4010500.00        | $4103425.49        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32                           | 2032-11-15      | 4.1250%  | 0.0000% | $9651800.00        | $9801057.57        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28                           | 2028-03-31      | 3.6250%  | 0.0000% | $1950500.00        | $1976969.70        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE K 30                           | 2030-04-30      | 3.5000%  | 0.0000% | $136745000.00      | $136612267.50      | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33                           | 2033-05-15      | 3.3750%  | 0.0000% | $15792600.00       | $15227219.16       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30                           | 2030-09-30      | 4.6250%  | 0.0000% | $14336900.00       | $15065865.04       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28                          | 2028-09-30      | 4.6250%  | 0.0000% | $4000400.00        | $4166326.09        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30                           | 2030-12-31      | 3.7500%  | 0.0000% | $74500.00          | $74522.85          | U.S. Treasuries (including strips) |
| 4 NOTE B 34                               | 2034-02-15      | 4.0000%  | 0.0000% | $2846800.00        | $2875560.85        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AY 26                          | 2026-02-28      | 4.6250%  | 0.0000% | $100.00            | $101.98            | U.S. Treasuries (including strips) |
| T 4 1/4 02/28/29                          | 2029-02-28      | 4.2500%  | 0.0000% | $1954000.00        | $2023963.56        | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-04-30      | 3.7627%  | 0.0000% | $100.00            | $100.99            | U.S. Treasuries (including strips) |
| BILL 03/31/26                             | 2026-03-31      | 0.0000%  | 0.0000% | $100.00            | $99.43             | U.S. Treasuries (including strips) |
| 5 BOND 37                                 | 2037-05-15      | 5.0000%  | 0.0000% | $1400.00           | $1503.08           | U.S. Treasuries (including strips) |
| 4 3/8 BOND 38                             | 2038-02-15      | 4.3750%  | 0.0000% | $100.00            | $102.26            | U.S. Treasuries (including strips) |
| 4 1/2 BOND 38                             | 2038-05-15      | 4.5000%  | 0.0000% | $200.00            | $204.32            | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39                             | 2039-05-15      | 4.2500%  | 0.0000% | $25000500.00       | $24621358.72       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42                             | 2042-11-15      | 2.7500%  | 0.0000% | $3255000.00        | $2512213.82        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43                             | 2043-05-15      | 2.8750%  | 0.0000% | $79000100.00       | $61644640.05       | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43                             | 2043-11-15      | 3.7500%  | 0.0000% | $32494300.00       | $28659287.89       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32                           | 2032-02-29      | 4.1250%  | 0.0000% | $552600.00         | $567645.33         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32                           | 2032-05-31      | 4.1250%  | 0.0000% | $35370800.00       | $35925901.37       | U.S. Treasuries (including strips) |
| 4 NOTE Z 30                               | 2030-05-31      | 4.0000%  | 0.0000% | $10319400.00       | $10488971.44       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30                          | 2030-06-30      | 3.8750%  | 0.0000% | $115296300.00      | $116192420.40      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30                          | 2030-07-31      | 3.8750%  | 0.0000% | $148320400.00      | $151848749.70      | U.S. Treasuries (including strips) |
| T 3 7/8 07/31/27                          | 2027-07-31      | 3.8750%  | 0.0000% | $26500.00          | $27140.34          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32                           | 2032-09-30      | 3.8750%  | 0.0000% | $2559000.00        | $2573393.45        | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31                           | 2031-02-15      | 1.1250%  | 0.0000% | $7999900.00        | $7069310.59        | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26                           | 2026-05-31      | 0.7500%  | 0.0000% | $3213200.00        | $3186247.25        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28                           | 2028-06-30      | 1.2500%  | 0.0000% | $6059000.00        | $5742968.08        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28                           | 2028-09-30      | 1.2500%  | 0.0000% | $26500.00          | $25046.25          | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31                           | 2031-11-15      | 1.3750%  | 0.0000% | $15378200.00       | $13410586.07       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32                           | 2032-02-15      | 1.8750%  | 0.0000% | $1000.00           | $898.13            | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29                           | 2029-05-15      | 2.3750%  | 0.0000% | $11256300.00       | $10869963.39       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30                           | 2030-05-15      | 0.6250%  | 0.0000% | $65044400.00       | $57145743.35       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27                           | 2027-06-30      | 0.5000%  | 0.0000% | $23758400.00       | $22781130.64       | U.S. Treasuries (including strips) |
| 2 BOND 41                                 | 2041-11-15      | 2.0000%  | 0.0000% | $90216200.00       | $63135723.13       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52                             | 2052-02-15      | 2.2500%  | 0.0000% | $1129000.00        | $695266.13         | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42                             | 2042-02-15      | 2.3750%  | 0.0000% | $20051300.00       | $14928882.44       | U.S. Treasuries (including strips) |
| 3 BOND 52                                 | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $72.81             | U.S. Treasuries (including strips) |
| 4 BOND 52                                 | 2052-11-15      | 4.0000%  | 0.0000% | $733100.00         | $640465.33         | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53                             | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $81.41             | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                             | 2043-05-15      | 3.8750%  | 0.0000% | $22929400.00       | $20700464.19       | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43                             | 2043-08-15      | 4.3750%  | 0.0000% | $23201700.00       | $22553486.87       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43                             | 2043-11-15      | 4.7500%  | 0.0000% | $368993000.00      | $371431813.40      | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44                             | 2044-02-15      | 4.5000%  | 0.0000% | $100.00            | $98.50             | U.S. Treasuries (including strips) |
| T 4 1/4 08/15/54                          | 2054-08-15      | 4.2500%  | 0.0000% | $50000000.00       | $46031658.70       | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44                             | 2044-08-15      | 4.1250%  | 0.0000% | $106600.00         | $99570.85          | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44                             | 2044-11-15      | 4.6250%  | 0.0000% | $41927200.00       | $41347554.14       | U.S. Treasuries (including strips) |
| 5 BOND 45                                 | 2045-05-15      | 5.0000%  | 0.0000% | $40356000.00       | $41696070.92       | U.S. Treasuries (including strips) |
| 3 BOND 47                                 | 2047-02-15      | 3.0000%  | 0.0000% | $10120400.00       | $7742203.68        | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47                             | 2047-08-15      | 2.7500%  | 0.0000% | $1000000.00        | $725405.35         | U.S. Treasuries (including strips) |
| 3 BOND 48                                 | 2048-02-15      | 3.0000%  | 0.0000% | $100.00            | $75.61             | U.S. Treasuries (including strips) |
| 3 BOND 48                                 | 2048-02-15      | 3.0000%  | 0.0000% | $49500.00          | $37424.80          | U.S. Treasuries (including strips) |
| T 3 3/8 11/15/48                          | 2048-11-15      | 3.3750%  | 0.0000% | $1900.00           | $1512.61           | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49                             | 2049-08-15      | 2.2500%  | 0.0000% | $200.00            | $127.16            | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49                             | 2049-11-15      | 2.3750%  | 0.0000% | $644300.00         | $416168.31         | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50                             | 2050-08-15      | 1.3750%  | 0.0000% | $201538300.00      | $100304236.20      | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40                             | 2040-08-15      | 1.1250%  | 0.0000% | $130688400.00      | $82411695.93       | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40                             | 2040-05-15      | 1.1250%  | 0.0000% | $100.00            | $63.49             | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41                             | 2041-02-15      | 1.8750%  | 0.0000% | $100000000.00      | $70453878.26       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41                             | 2041-05-15      | 2.2500%  | 0.0000% | $6123200.00        | $4519085.44        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 27                          | 2027-09-30      | 3.5000%  | 0.0000% | $87026500.00       | $87995519.99       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27                          | 2027-10-31      | 3.5000%  | 0.0000% | $9000000.00        | $9072696.08        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE S 32                           | 2032-11-30      | 3.7500%  | 0.0000% | $43162100.00       | $42749657.68       | U.S. Treasuries (including strips) |
| 3 BOND 44                                 | 2044-11-15      | 3.0000%  | 0.0000% | $1398500.00        | $1088124.38        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45                             | 2045-02-15      | 2.5000%  | 0.0000% | $210800.00         | $151311.41         | U.S. Treasuries (including strips) |
| 3 BOND 45                                 | 2045-05-15      | 3.0000%  | 0.0000% | $100.00            | $77.34             | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45                             | 2045-08-15      | 2.8750%  | 0.0000% | $40000900.00       | $30460925.36       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AR 28                          | 2028-08-15      | 3.6250%  | 0.0000% | $25000000.00       | $25441047.83       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30                          | 2030-08-31      | 3.6250%  | 0.0000% | $686000.00         | $691949.67         | U.S. Treasuries (including strips) |
| BILL 02/26/26                             | 2026-02-26      | 0.0000%  | 0.0000% | $700.00            | $698.31            | U.S. Treasuries (including strips) |
| BILL 04/09/26                             | 2026-04-09      | 0.0000%  | 0.0000% | $2100.00           | $2086.22           | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31                           | 2031-06-30      | 4.2500%  | 0.0000% | $29586000.00       | $30247871.35       | U.S. Treasuries (including strips) |
| 4 NOTE AB 29                              | 2029-07-31      | 4.0000%  | 0.0000% | $58306000.00       | $60091872.22       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31                           | 2031-07-31      | 4.1250%  | 0.0000% | $29572700.00       | $30552322.53       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29                          | 2029-10-31      | 4.1250%  | 0.0000% | $81718000.00       | $83762051.16       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31                           | 2031-11-30      | 4.1250%  | 0.0000% | $152700.00         | $155420.32         | U.S. Treasuries (including strips) |
| 4 NOTE AV 27                              | 2027-12-15      | 4.0000%  | 0.0000% | $100.00            | $101.33            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29                          | 2029-12-31      | 4.3750%  | 0.0000% | $428400.00         | $440122.61         | U.S. Treasuries (including strips) |

### Security 316: Wingo Family Master Trust

- **C.1 - Title:** Wingo Family Master Trust 3.850000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 97413AAC8, C.4 - ISIN: US97413AAC80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $23180000.00
- **C.18.a - Value (excl. sponsor support):** $23180000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2050-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 317: Citibank NA

- **C.1 - Title:** Citibank NA 3.670000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 981ZCF000, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395, C.5 - Other ID: 981ZCF000_3.67_0202
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAR 1B2632 G        | 2034-11-01      | 6.2750%  | 0.0000% | $183.59            | $188.99            | Agency Mortgage-Backed Securities |
| FMAR 1B2642 G        | 2034-11-01      | 6.4550%  | 0.0000% | $625.97            | $648.88            | Agency Mortgage-Backed Securities |
| FMAR 1B2810 G        | 2035-02-01      | 6.7180%  | 0.0000% | $511.14            | $531.34            | Agency Mortgage-Backed Securities |
| FMAR 1B3488 G        | 2037-07-01      | 6.6750%  | 0.0000% | $1294.66           | $1338.44           | Agency Mortgage-Backed Securities |
| FMAR 847340 G        | 2034-11-01      | 6.6470%  | 0.0000% | $284.92            | $294.45            | Agency Mortgage-Backed Securities |
| FMAR 847415 G        | 2035-06-01      | 6.5040%  | 0.0000% | $1264.38           | $1316.89           | Agency Mortgage-Backed Securities |
| FMAR 847581 G        | 2036-07-01      | 6.5650%  | 0.0000% | $1066.63           | $1105.87           | Agency Mortgage-Backed Securities |
| 06.500 FGPC A43534 G | 2036-03-01      | 6.5000%  | 0.0000% | $268.28            | $279.07            | Agency Mortgage-Backed Securities |
| 06.500 FGPC A44039 G | 2036-03-01      | 6.5000%  | 0.0000% | $1004.64           | $1065.27           | Agency Mortgage-Backed Securities |
| 05.000 FGPC A46671 G | 2035-08-01      | 5.0000%  | 0.0000% | $178.37            | $183.50            | Agency Mortgage-Backed Securities |
| 04.500 FGPC A46675 G | 2035-08-01      | 4.5000%  | 0.0000% | $218.81            | $221.32            | Agency Mortgage-Backed Securities |
| 05.500 FGPC A48406 G | 2036-03-01      | 5.5000%  | 0.0000% | $319.25            | $334.95            | Agency Mortgage-Backed Securities |
| 06.000 FGPC A48592 G | 2036-03-01      | 6.0000%  | 0.0000% | $1529.98           | $1604.49           | Agency Mortgage-Backed Securities |
| 06.000 FGPC A51249 G | 2036-08-01      | 6.0000%  | 0.0000% | $3293.27           | $3426.51           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT1545 | 2048-12-01      | 4.0000%  | 0.0000% | $1040.67           | $1015.53           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB0862 | 2037-12-01      | 5.0000%  | 0.0000% | $12991.82          | $13213.04          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB0378 | 2034-04-01      | 3.5000%  | 0.0000% | $205.95            | $203.58            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8155 | 2037-05-01      | 3.0000%  | 0.0000% | $620.13            | $597.34            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8175 | 2037-09-01      | 2.5000%  | 0.0000% | $2735.35           | $2590.36           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8309 | 2039-06-01      | 5.5000%  | 0.0000% | $588.26            | $604.21            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0923 | 2052-01-01      | 2.5000%  | 0.0000% | $16013.48          | $13913.64          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1132 | 2052-06-01      | 4.0000%  | 0.0000% | $2344.98           | $2271.58           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  | 0.0000% | $8079.32           | $7544.30           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2390 | 2053-03-01      | 5.0000%  | 0.0000% | $1563.34           | $1583.40           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD681874 | 2033-03-01      | 6.3740%  | 0.0000% | $557.86            | $572.86            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD685511 | 2033-07-01      | 6.2800%  | 0.0000% | $4453.36           | $4602.75           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD687125 | 2033-04-01      | 6.5400%  | 0.0000% | $142.56            | $147.03            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD690573 | 2033-10-01      | 6.3930%  | 0.0000% | $4783.98           | $4946.76           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD705715 | 2033-06-01      | 6.2900%  | 0.0000% | $933.23            | $965.16            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX W2709092 | 2033-06-01      | 5.7600%  | 0.0000% | $735.37            | $748.51            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB722439 | 2033-07-01      | 6.1630%  | 0.0000% | $2417.25           | $2459.83           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LA723653 | 2033-07-01      | 6.5000%  | 0.0000% | $2485.88           | $2560.01           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB725216 | 2034-01-01      | 7.0000%  | 0.0000% | $1688.44           | $1755.67           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS725557 | 2034-06-01      | 6.3120%  | 0.0000% | $2345.99           | $2428.09           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS725639 | 2033-09-01      | 6.3190%  | 0.0000% | $367.80            | $378.98            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS725896 | 2034-10-01      | 6.3430%  | 0.0000% | $1327.22           | $1367.46           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD728646 | 2033-07-01      | 6.1750%  | 0.0000% | $412.49            | $425.15            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS732218 | 2043-06-01      | 5.2270%  | 0.0000% | $43990.22          | $44556.58          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735322 | 2034-07-01      | 5.8430%  | 0.0000% | $770.90            | $790.99            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735332 | 2034-08-01      | 6.1340%  | 0.0000% | $2635.46           | $2712.18           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735259 | 2038-05-01      | 6.3220%  | 0.0000% | $103.95            | $107.05            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735442 | 2034-04-01      | 6.5080%  | 0.0000% | $515.69            | $532.58            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735539 | 2035-04-01      | 6.4220%  | 0.0000% | $2435.65           | $2517.40           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735691 | 2032-04-01      | 5.8280%  | 0.0000% | $932.80            | $956.11            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735858 | 2035-08-01      | 6.2340%  | 0.0000% | $2831.13           | $2914.16           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB735961 | 2035-09-01      | 6.0960%  | 0.0000% | $170676.46         | $174224.16         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS742955 | 2033-10-01      | 5.8900%  | 0.0000% | $3552.70           | $3648.74           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX GA743602 | 2033-09-01      | 5.9430%  | 0.0000% | $3307.96           | $3391.20           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS745054 | 2035-09-01      | 6.2480%  | 0.0000% | $193.16            | $200.15            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB745168 | 2035-09-01      | 6.4010%  | 0.0000% | $2585.62           | $2674.39           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS745445 | 2036-01-01      | 6.1910%  | 0.0000% | $333.25            | $344.36            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1745466 | 2036-04-01      | 6.6570%  | 0.0000% | $2520.18           | $2613.23           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS745539 | 2034-08-01      | 6.3520%  | 0.0000% | $364.51            | $377.37            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD745688 | 2034-07-01      | 6.3060%  | 0.0000% | $9971.14           | $10288.27          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB745702 | 2034-11-01      | 6.3770%  | 0.0000% | $295.12            | $304.71            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS745705 | 2032-11-01      | 6.3540%  | 0.0000% | $157.67            | $160.87            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB745768 | 2036-07-01      | 6.5580%  | 0.0000% | $538.86            | $559.23            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB745858 | 2036-08-01      | 6.5410%  | 0.0000% | $343.91            | $356.68            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS745862 | 2035-04-01      | 6.3840%  | 0.0000% | $2044.36           | $2110.59           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1745895 | 2036-10-01      | 6.5070%  | 0.0000% | $3254.98           | $3369.51           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB745982 | 2035-12-01      | 6.4910%  | 0.0000% | $1188.58           | $1222.00           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB749306 | 2033-10-01      | 6.3000%  | 0.0000% | $2311.76           | $2397.47           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS751531 | 2034-05-01      | 6.2100%  | 0.0000% | $2963.33           | $3061.33           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS754031 | 2033-12-01      | 5.8420%  | 0.0000% | $936.74            | $964.75            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB758614 | 2033-11-01      | 5.9050%  | 0.0000% | $3700.77           | $3802.86           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB758900 | 2033-12-01      | 6.0600%  | 0.0000% | $256.42            | $264.40            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD767672 | 2034-03-01      | 6.3850%  | 0.0000% | $342.34            | $352.30            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS768435 | 2034-01-01      | 6.0750%  | 0.0000% | $876.00            | $910.34            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS770140 | 2034-03-01      | 6.3180%  | 0.0000% | $591.89            | $607.76            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB777058 | 2034-05-01      | 6.7770%  | 0.0000% | $4434.85           | $4561.60           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS778711 | 2034-05-01      | 6.2630%  | 0.0000% | $563.87            | $581.22            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD780365 | 2034-06-01      | 6.2730%  | 0.0000% | $1443.19           | $1491.04           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS781309 | 2034-07-01      | 6.3100%  | 0.0000% | $3473.77           | $3596.04           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD781563 | 2034-11-01      | 5.8740%  | 0.0000% | $1877.14           | $1928.63           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WN784124 | 2034-12-01      | 5.8300%  | 0.0000% | $2421.56           | $2501.44           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB790762 | 2034-09-01      | 6.1650%  | 0.0000% | $736.55            | $753.38            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD791972 | 2034-09-01      | 6.3930%  | 0.0000% | $592.27            | $613.42            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB791961 | 2034-09-01      | 5.9380%  | 0.0000% | $2883.77           | $2928.47           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB793065 | 2034-08-01      | 6.6520%  | 0.0000% | $677.56            | $701.66            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB794792 | 2034-10-01      | 6.2120%  | 0.0000% | $1954.55           | $2015.40           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS795297 | 2044-07-01      | 5.2280%  | 0.0000% | $4.64              | $4.68              | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WN795718 | 2034-09-01      | 6.3000%  | 0.0000% | $2510.65           | $2593.19           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB800165 | 2034-12-01      | 5.7700%  | 0.0000% | $892.24            | $913.77            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB800171 | 2034-12-01      | 5.7560%  | 0.0000% | $2718.01           | $2780.67           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS801344 | 2034-10-01      | 6.3150%  | 0.0000% | $1166.61           | $1208.19           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB803594 | 2034-10-01      | 6.0850%  | 0.0000% | $2205.72           | $2267.57           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS806506 | 2044-10-01      | 5.2280%  | 0.0000% | $970.54            | $984.55            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB806721 | 2034-11-01      | 6.2100%  | 0.0000% | $796.80            | $830.61            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB806776 | 2034-11-01      | 5.9090%  | 0.0000% | $3565.84           | $3653.34           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB809319 | 2035-01-01      | 6.6700%  | 0.0000% | $867.88            | $895.22            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB809347 | 2035-01-01      | 6.2350%  | 0.0000% | $1758.53           | $1811.77           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WN813586 | 2035-03-01      | 6.4250%  | 0.0000% | $53.32             | $55.01             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS813714 | 2035-01-01      | 5.5690%  | 0.0000% | $705.59            | $722.19            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS813718 | 2035-01-01      | 5.8170%  | 0.0000% | $858.37            | $891.08            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB813842 | 2035-01-01      | 5.9810%  | 0.0000% | $998.36            | $1028.28           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB815195 | 2035-05-01      | 6.3150%  | 0.0000% | $2068.73           | $2116.65           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB816597 | 2035-02-01      | 6.4200%  | 0.0000% | $1599.60           | $1641.81           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB819423 | 2035-04-01      | 6.8100%  | 0.0000% | $968.10            | $1008.34           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB820113 | 2034-11-01      | 6.5200%  | 0.0000% | $3431.25           | $3564.77           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB821378 | 2035-05-01      | 6.0390%  | 0.0000% | $1724.17           | $1752.13           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB821365 | 2035-05-01      | 6.4600%  | 0.0000% | $3811.55           | $3921.30           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB823660 | 2035-05-01      | 6.5850%  | 0.0000% | $11.84             | $12.21             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9153 | 2054-09-01      | 6.0000%  | 0.0000% | $868.37            | $909.40            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9630 | 2054-12-01      | 4.5000%  | 0.0000% | $938.74            | $930.21            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF9348 | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.12           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF9488 | 2056-01-01      | 4.5000%  | 0.0000% | $84178.00          | $82994.20          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF9937 | 2056-01-01      | 6.0000%  | 0.0000% | $1163513.00        | $1201853.47        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDG0782 | 2056-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.95           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG0147 | 2056-01-01      | 5.0000%  | 0.0000% | $1004.00           | $1012.58           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDG0551 | 2056-01-01      | 4.0000%  | 0.0000% | $1000.00           | $959.71            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG1733 | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.74           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODG1738 | 2056-02-01      | 4.6540%  | 0.0000% | $14784757.00       | $14934586.56       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG1852 | 2056-02-01      | 5.5000%  | 0.0000% | $2032.00           | $2080.19           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0287 | 2054-12-01      | 6.0000%  | 0.0000% | $783.80            | $806.23            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA0658 | 2054-10-01      | 4.5000%  | 0.0000% | $2751645.31        | $2714649.44        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0739 | 2050-02-01      | 5.5000%  | 0.0000% | $881.34            | $901.78            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1730 | 2055-05-01      | 6.0000%  | 0.0000% | $822.21            | $845.97            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFA1529 | 2038-03-01      | 2.0000%  | 0.0000% | $990.63            | $917.57            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1829 | 2055-04-01      | 6.0000%  | 0.0000% | $805.25            | $828.56            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA1995 | 2052-04-01      | 2.5000%  | 0.0000% | $995236.19         | $857401.84         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5853 | 2055-10-01      | 5.5000%  | 0.0000% | $975.42            | $994.42            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5971 | 2056-01-01      | 5.0000%  | 0.0000% | $1519.00           | $1526.92           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5972 | 2056-01-01      | 5.5000%  | 0.0000% | $908362.00         | $926055.58         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5973 | 2056-01-01      | 6.0000%  | 0.0000% | $621787.00         | $639578.40         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5952 | 2041-01-01      | 5.5000%  | 0.0000% | $1974.03           | $2027.59           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAE1831 | 2040-08-01      | 6.5000%  | 0.0000% | $755.57            | $784.46            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAE1973 | 2040-09-01      | 6.5650%  | 0.0000% | $1247.92           | $1303.60           | Agency Mortgage-Backed Securities |
| FKAR WG9016          | 2030-08-01      | 3.8500%  | 0.0000% | $1007.00           | $1000.27           | Agency Mortgage-Backed Securities |
| 05.000 FGPC N30991 G | 2033-07-01      | 5.0000%  | 0.0000% | $4600.45           | $4633.51           | Agency Mortgage-Backed Securities |
| 07.000 FGPC G00800 G | 2026-11-01      | 7.0000%  | 0.0000% | $66.33             | $69.75             | Agency Mortgage-Backed Securities |
| 07.000 FGPC G00810 G | 2027-11-01      | 7.0000%  | 0.0000% | $1.09              | $1.15              | Agency Mortgage-Backed Securities |
| 06.500 FGPC G00860 G | 2028-02-01      | 6.5000%  | 0.0000% | $2.77              | $2.88              | Agency Mortgage-Backed Securities |
| 08.500 FGPC G00884 G | 2027-12-01      | 8.5000%  | 0.0000% | $7.55              | $7.67              | Agency Mortgage-Backed Securities |
| 07.000 FGPC G00487 G | 2026-06-01      | 7.0000%  | 0.0000% | $0.50              | $0.53              | Agency Mortgage-Backed Securities |
| 08.500 FGPC G00544 G | 2026-10-01      | 8.5000%  | 0.0000% | $0.24              | $0.24              | Agency Mortgage-Backed Securities |
| 07.500 FGPC G00551 G | 2026-10-01      | 7.5000%  | 0.0000% | $1.73              | $1.75              | Agency Mortgage-Backed Securities |
| 07.000 FGPC G00606 G | 2026-11-01      | 7.0000%  | 0.0000% | $0.22              | $0.23              | Agency Mortgage-Backed Securities |
| 07.500 FGPC G00608 G | 2026-12-01      | 7.5000%  | 0.0000% | $9.51              | $9.61              | Agency Mortgage-Backed Securities |
| 06.000 FGPC G00587 G | 2026-08-01      | 6.0000%  | 0.0000% | $187.10            | $192.65            | Agency Mortgage-Backed Securities |
| 08.500 FGPC G00723 G | 2027-05-01      | 8.5000%  | 0.0000% | $51.25             | $52.02             | Agency Mortgage-Backed Securities |
| 07.000 FGPC G00762 G | 2027-09-01      | 7.0000%  | 0.0000% | $2.99              | $3.14              | Agency Mortgage-Backed Securities |
| 07.000 FGPC G00750 G | 2027-07-01      | 7.0000%  | 0.0000% | $1.45              | $1.53              | Agency Mortgage-Backed Securities |
| 07.000 FGPC G01707 G | 2034-06-01      | 7.0000%  | 0.0000% | $24.92             | $26.21             | Agency Mortgage-Backed Securities |
| 06.500 FGPC G01767 G | 2032-12-01      | 6.5000%  | 0.0000% | $42.06             | $44.26             | Agency Mortgage-Backed Securities |
| 05.500 FGPC G01770 G | 2035-01-01      | 5.5000%  | 0.0000% | $1493.11           | $1538.83           | Agency Mortgage-Backed Securities |
| 06.000 FGPC G01777 G | 2035-02-01      | 6.0000%  | 0.0000% | $480.67            | $504.58            | Agency Mortgage-Backed Securities |
| 07.500 FGPC G00921 G | 2028-04-01      | 7.5000%  | 0.0000% | $12.23             | $12.44             | Agency Mortgage-Backed Securities |
| 08.000 FGPC G00924 G | 2028-03-01      | 8.0000%  | 0.0000% | $27.34             | $27.74             | Agency Mortgage-Backed Securities |
| 08.500 FGPC G00936 G | 2027-08-01      | 8.5000%  | 0.0000% | $4.63              | $4.69              | Agency Mortgage-Backed Securities |
| 06.000 FGPC G00951 G | 2028-07-01      | 6.0000%  | 0.0000% | $10.45             | $10.76             | Agency Mortgage-Backed Securities |
| 06.500 FGPC G00954 G | 2028-07-01      | 6.5000%  | 0.0000% | $25.14             | $26.16             | Agency Mortgage-Backed Securities |
| 07.000 FGPC G00992 G | 2028-11-01      | 7.0000%  | 0.0000% | $23.95             | $25.19             | Agency Mortgage-Backed Securities |
| 08.500 FGPC G00994 G | 2028-08-01      | 8.5000%  | 0.0000% | $8.95              | $9.10              | Agency Mortgage-Backed Securities |
| 07.000 FGPC G01058 G | 2029-09-01      | 7.0000%  | 0.0000% | $18.26             | $19.20             | Agency Mortgage-Backed Securities |
| 06.500 FGPC G01149 G | 2030-11-01      | 6.5000%  | 0.0000% | $6.48              | $6.75              | Agency Mortgage-Backed Securities |
| 07.000 FGPC G01129 G | 2030-06-01      | 7.0000%  | 0.0000% | $14.50             | $15.25             | Agency Mortgage-Backed Securities |
| 07.000 FGPC G01148 G | 2030-11-01      | 7.0000%  | 0.0000% | $1.37              | $1.44              | Agency Mortgage-Backed Securities |
| 07.000 FGPC G01183 G | 2031-02-01      | 7.0000%  | 0.0000% | $54.14             | $56.94             | Agency Mortgage-Backed Securities |
| 07.000 FGPC G01228 G | 2031-04-01      | 7.0000%  | 0.0000% | $34.13             | $35.90             | Agency Mortgage-Backed Securities |
| 07.000 FGPC G01309 G | 2031-08-01      | 7.0000%  | 0.0000% | $15.23             | $16.02             | Agency Mortgage-Backed Securities |
| 07.000 FGPC G01311 G | 2031-09-01      | 7.0000%  | 0.0000% | $27.80             | $29.24             | Agency Mortgage-Backed Securities |
| 07.000 FGPC G01315 G | 2031-09-01      | 7.0000%  | 0.0000% | $33.04             | $34.74             | Agency Mortgage-Backed Securities |
| 07.000 FGPC G01317 G | 2031-10-01      | 7.0000%  | 0.0000% | $1.77              | $1.86              | Agency Mortgage-Backed Securities |
| 07.000 FGPC G01324 G | 2031-10-01      | 7.0000%  | 0.0000% | $12.42             | $13.06             | Agency Mortgage-Backed Securities |
| 05.500 FGPC G01453 G | 2032-10-01      | 5.5000%  | 0.0000% | $3225.41           | $3348.27           | Agency Mortgage-Backed Securities |
| 06.500 FGPC G01456 G | 2030-12-01      | 6.5000%  | 0.0000% | $161.40            | $167.90            | Agency Mortgage-Backed Securities |
| 05.500 FGPC G01563 G | 2033-06-01      | 5.5000%  | 0.0000% | $565.39            | $582.75            | Agency Mortgage-Backed Securities |
| 05.500 FGPC G01579 G | 2033-06-01      | 5.5000%  | 0.0000% | $755.34            | $770.85            | Agency Mortgage-Backed Securities |
| 06.000 FGPC G01629 G | 2033-10-01      | 6.0000%  | 0.0000% | $31.31             | $32.55             | Agency Mortgage-Backed Securities |
| 07.000 FGPC G01639 G | 2033-12-01      | 7.0000%  | 0.0000% | $54.98             | $57.87             | Agency Mortgage-Backed Securities |
| 04.500 FGPC P00061 G | 2034-08-01      | 4.5000%  | 0.0000% | $4230.93           | $4242.46           | Agency Mortgage-Backed Securities |
| 05.410 FGPC T30388 G | 2037-08-01      | 5.4100%  | 0.0000% | $4632.38           | $4651.72           | Agency Mortgage-Backed Securities |
| 07.000 FGPC C60942 G | 2031-11-01      | 7.0000%  | 0.0000% | $1453.05           | $1528.14           | Agency Mortgage-Backed Securities |
| 05.500 FGPC C62298 G | 2032-01-01      | 5.5000%  | 0.0000% | $2231.69           | $2363.54           | Agency Mortgage-Backed Securities |
| 06.500 FGPC C62923 G | 2032-01-01      | 6.5000%  | 0.0000% | $90.39             | $94.41             | Agency Mortgage-Backed Securities |
| 06.500 FGPC C65527 G | 2032-04-01      | 6.5000%  | 0.0000% | $39.49             | $41.08             | Agency Mortgage-Backed Securities |
| 07.000 FGPC C66070 G | 2032-04-01      | 7.0000%  | 0.0000% | $2991.55           | $3146.14           | Agency Mortgage-Backed Securities |
| 06.500 FGPC C67997 G | 2032-06-01      | 6.5000%  | 0.0000% | $50.25             | $52.27             | Agency Mortgage-Backed Securities |
| 07.000 FGPC C67999 G | 2032-06-01      | 7.0000%  | 0.0000% | $17.33             | $18.23             | Agency Mortgage-Backed Securities |
| 07.000 FGPC C67630 G | 2032-06-01      | 7.0000%  | 0.0000% | $70.29             | $73.92             | Agency Mortgage-Backed Securities |
| 07.000 FGPC C68150 G | 2032-06-01      | 7.0000%  | 0.0000% | $2117.94           | $2227.38           | Agency Mortgage-Backed Securities |
| 07.000 FGPC C68205 G | 2032-06-01      | 7.0000%  | 0.0000% | $838.61            | $881.94            | Agency Mortgage-Backed Securities |
| 07.000 FGPC C68248 G | 2032-06-01      | 7.0000%  | 0.0000% | $1645.72           | $1730.75           | Agency Mortgage-Backed Securities |
| 06.000 FGPC C69732 G | 2032-08-01      | 6.0000%  | 0.0000% | $36.89             | $37.99             | Agency Mortgage-Backed Securities |
| 05.500 FGPC C70868 G | 2032-09-01      | 5.5000%  | 0.0000% | $1239.59           | $1265.08           | Agency Mortgage-Backed Securities |
| 06.500 FGPC C70466 G | 2032-09-01      | 6.5000%  | 0.0000% | $84.96             | $88.38             | Agency Mortgage-Backed Securities |
| 05.500 FGPC C71589 G | 2032-10-01      | 5.5000%  | 0.0000% | $2800.55           | $2858.04           | Agency Mortgage-Backed Securities |
| 05.500 FGPC C74177 G | 2032-12-01      | 5.5000%  | 0.0000% | $2671.74           | $2726.58           | Agency Mortgage-Backed Securities |
| 05.500 FGPC C75364 G | 2033-01-01      | 5.5000%  | 0.0000% | $2.47              | $2.53              | Agency Mortgage-Backed Securities |
| 06.000 FGPC C75066 G | 2032-12-01      | 6.0000%  | 0.0000% | $15.93             | $16.43             | Agency Mortgage-Backed Securities |
| 05.500 FGPC C76198 G | 2033-02-01      | 5.5000%  | 0.0000% | $111.72            | $114.02            | Agency Mortgage-Backed Securities |
| 06.000 FGPC C75454 G | 2033-01-01      | 6.0000%  | 0.0000% | $1796.69           | $1849.97           | Agency Mortgage-Backed Securities |
| 05.500 FGPC C78010 G | 2033-04-01      | 5.5000%  | 0.0000% | $617.13            | $635.75            | Agency Mortgage-Backed Securities |
| 06.000 FGPC C77238 G | 2033-02-01      | 6.0000%  | 0.0000% | $2295.25           | $2363.39           | Agency Mortgage-Backed Securities |
| 06.000 FGPC C77592 G | 2033-03-01      | 6.0000%  | 0.0000% | $25.19             | $25.94             | Agency Mortgage-Backed Securities |
| 05.500 FGPC C77913 G | 2033-03-01      | 5.5000%  | 0.0000% | $386.79            | $397.87            | Agency Mortgage-Backed Securities |
| 05.500 FGPC C78989 G | 2033-05-01      | 5.5000%  | 0.0000% | $887.00            | $905.21            | Agency Mortgage-Backed Securities |
| 05.500 FGPC C78237 G | 2033-04-01      | 5.5000%  | 0.0000% | $118.64            | $122.49            | Agency Mortgage-Backed Securities |
| 06.000 FGPC C79221 G | 2033-05-01      | 6.0000%  | 0.0000% | $33.10             | $34.08             | Agency Mortgage-Backed Securities |
| 05.500 FGPC C79389 G | 2033-04-01      | 5.5000%  | 0.0000% | $288.36            | $298.68            | Agency Mortgage-Backed Securities |
| 05.500 FGPC C79420 G | 2033-05-01      | 5.5000%  | 0.0000% | $1917.52           | $1964.29           | Agency Mortgage-Backed Securities |
| 05.500 FGPC C79462 G | 2033-05-01      | 5.5000%  | 0.0000% | $74.40             | $75.93             | Agency Mortgage-Backed Securities |
| 05.500 FGPC C79584 G | 2033-05-01      | 5.5000%  | 0.0000% | $66.81             | $68.18             | Agency Mortgage-Backed Securities |
| 05.000 FGPC G30293 G | 2026-07-01      | 5.0000%  | 0.0000% | $0.35              | $0.35              | Agency Mortgage-Backed Securities |
| 06.000 FGPC G30381 G | 2027-12-01      | 6.0000%  | 0.0000% | $3832.18           | $3945.46           | Agency Mortgage-Backed Securities |
| 05.000 FGPC G30389 G | 2028-03-01      | 5.0000%  | 0.0000% | $173.89            | $175.28            | Agency Mortgage-Backed Securities |
| 05.000 FGPC G30419 G | 2028-11-01      | 5.0000%  | 0.0000% | $2045.61           | $2066.48           | Agency Mortgage-Backed Securities |
| 04.000 FGPC G30628 G | 2032-10-01      | 4.0000%  | 0.0000% | $1572.27           | $1571.78           | Agency Mortgage-Backed Securities |
| 04.500 FGPC G30669 G | 2033-12-01      | 4.5000%  | 0.0000% | $4346.29           | $4401.79           | Agency Mortgage-Backed Securities |
| 05.000 FGPC G30698 G | 2031-07-01      | 5.0000%  | 0.0000% | $2883.77           | $2921.35           | Agency Mortgage-Backed Securities |
| 06.000 FGPC D98056 G | 2028-08-01      | 6.0000%  | 0.0000% | $111.28            | $114.57            | Agency Mortgage-Backed Securities |
| 07.000 FGPC D69776 G | 2026-04-01      | 7.0000%  | 0.0000% | $0.79              | $0.84              | Agency Mortgage-Backed Securities |
| FMAR 1B1225 G        | 2033-09-01      | 6.5000%  | 0.0000% | $265.55            | $272.72            | Agency Mortgage-Backed Securities |
| FMAR 1B2566 G        | 2034-11-01      | 6.6500%  | 0.0000% | $214.07            | $221.34            | Agency Mortgage-Backed Securities |
| 06.000 FGPC A52621 G | 2036-10-01      | 6.0000%  | 0.0000% | $3543.68           | $3762.25           | Agency Mortgage-Backed Securities |
| 06.000 FGPC A52084 G | 2036-09-01      | 6.0000%  | 0.0000% | $97.46             | $101.99            | Agency Mortgage-Backed Securities |
| 06.000 FGPC A52525 G | 2036-09-01      | 6.0000%  | 0.0000% | $153.53            | $159.54            | Agency Mortgage-Backed Securities |
| 06.000 FGPC A54117 G | 2036-11-01      | 6.0000%  | 0.0000% | $765.86            | $799.98            | Agency Mortgage-Backed Securities |
| 06.000 FGPC A54174 G | 2036-11-01      | 6.0000%  | 0.0000% | $1250.67           | $1287.76           | Agency Mortgage-Backed Securities |
| 05.500 FGPC A54341 G | 2036-12-01      | 5.5000%  | 0.0000% | $81.65             | $85.67             | Agency Mortgage-Backed Securities |
| 05.500 FGPC A61516 G | 2036-10-01      | 5.5000%  | 0.0000% | $3607.14           | $3714.19           | Agency Mortgage-Backed Securities |
| 05.500 FGPC A61562 G | 2036-10-01      | 5.5000%  | 0.0000% | $612.91            | $643.06            | Agency Mortgage-Backed Securities |
| 06.000 FGPC A61985 G | 2037-06-01      | 6.0000%  | 0.0000% | $4029.20           | $4265.33           | Agency Mortgage-Backed Securities |
| 06.000 FGPC A63820 G | 2037-08-01      | 6.0000%  | 0.0000% | $2236.99           | $2374.94           | Agency Mortgage-Backed Securities |
| 06.000 FGPC A64158 G | 2037-08-01      | 6.0000%  | 0.0000% | $73.04             | $76.45             | Agency Mortgage-Backed Securities |
| 06.000 FGPC A64825 G | 2037-08-01      | 6.0000%  | 0.0000% | $2074.43           | $2190.00           | Agency Mortgage-Backed Securities |
| 06.500 FGPC A65179 G | 2037-09-01      | 6.5000%  | 0.0000% | $2130.21           | $2215.99           | Agency Mortgage-Backed Securities |
| 06.000 FGPC A65571 G | 2037-09-01      | 6.0000%  | 0.0000% | $294.39            | $306.33            | Agency Mortgage-Backed Securities |
| 06.000 FGPC A65895 G | 2037-09-01      | 6.0000%  | 0.0000% | $413.87            | $439.44            | Agency Mortgage-Backed Securities |
| 06.500 FGPC A65898 G | 2037-09-01      | 6.5000%  | 0.0000% | $68.49             | $71.82             | Agency Mortgage-Backed Securities |
| 06.000 FGPC A66380 G | 2037-09-01      | 6.0000%  | 0.0000% | $3623.85           | $3836.28           | Agency Mortgage-Backed Securities |
| 06.000 FGPC A69435 G | 2037-12-01      | 6.0000%  | 0.0000% | $251.35            | $262.82            | Agency Mortgage-Backed Securities |
| 06.500 FGPC A71283 G | 2038-01-01      | 6.5000%  | 0.0000% | $73.91             | $77.77             | Agency Mortgage-Backed Securities |
| 06.000 FGPC A76467 G | 2038-04-01      | 6.0000%  | 0.0000% | $2773.88           | $2931.39           | Agency Mortgage-Backed Securities |
| 05.500 FGPC A77961 G | 2038-06-01      | 5.5000%  | 0.0000% | $3417.56           | $3577.26           | Agency Mortgage-Backed Securities |
| 05.500 FGPC A78147 G | 2038-06-01      | 5.5000%  | 0.0000% | $219.33            | $229.49            | Agency Mortgage-Backed Securities |
| 05.500 FGPC A78227 G | 2038-06-01      | 5.5000%  | 0.0000% | $2657.94           | $2774.29           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX AS037029 | 2026-11-01      | 5.0000%  | 0.0000% | $41.56             | $41.61             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX AS072163 | 2028-02-01      | 5.2500%  | 0.0000% | $286.89            | $287.64            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL190391 | 2038-09-01      | 6.0000%  | 0.0000% | $21.02             | $22.29             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL190396 | 2039-06-01      | 4.5000%  | 0.0000% | $2050.28           | $2064.64           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL190404 | 2040-05-01      | 4.5000%  | 0.0000% | $26.59             | $26.85             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS534988 | 2028-10-01      | 6.1950%  | 0.0000% | $3672.55           | $3707.74           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS544860 | 2034-09-01      | 5.5630%  | 0.0000% | $4454.81           | $4446.93           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS544861 | 2036-12-01      | 4.8050%  | 0.0000% | $3180.86           | $3233.49           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS545176 | 2031-08-01      | 6.1830%  | 0.0000% | $801.26            | $821.29            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS545255 | 2040-12-01      | 6.1410%  | 0.0000% | $119.06            | $121.19            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS555258 | 2033-01-01      | 5.6520%  | 0.0000% | $3611.49           | $3673.19           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS555566 | 2033-04-01      | 6.4800%  | 0.0000% | $803.42            | $823.56            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD555610 | 2032-11-01      | 6.2380%  | 0.0000% | $493.96            | $507.82            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS555715 | 2033-07-01      | 6.1860%  | 0.0000% | $147.01            | $150.52            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS555847 | 2033-09-01      | 5.8960%  | 0.0000% | $80.49             | $82.09             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS555958 | 2036-10-01      | 4.6160%  | 0.0000% | $2609.01           | $2586.71           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD556438 | 2028-03-01      | 6.4750%  | 0.0000% | $2153.72           | $2174.84           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS559813 | 2040-09-01      | 5.4270%  | 0.0000% | $2378.62           | $2405.15           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX W2573657 | 2030-08-01      | 6.6500%  | 0.0000% | $1892.18           | $1906.49           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB597590 | 2031-09-01      | 6.2450%  | 0.0000% | $3255.06           | $3332.19           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW9888 | 2052-10-01      | 4.0000%  | 0.0000% | $4071.79           | $3926.95           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBX3198 | 2052-12-01      | 4.0000%  | 0.0000% | $748.13            | $721.63            | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ1840 | 2031-09-01      | 4.3800%  | 0.0000% | $1000.00           | $1012.04           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3471 | 2032-04-01      | 4.7100%  | 0.0000% | $147840.00         | $151243.60         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4479 | 2032-08-01      | 4.6300%  | 0.0000% | $4345238.00        | $4440110.72        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ4621 | 2035-08-01      | 5.2800%  | 0.0000% | $388000.00         | $409403.37         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ4611 | 2032-11-01      | 5.4250%  | 0.0000% | $1993.97           | $2082.47           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4891 | 2032-09-01      | 4.8000%  | 0.0000% | $414815.00         | $427451.79         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4905 | 2030-09-01      | 4.5100%  | 0.0000% | $1671652.00        | $1707062.70        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4928 | 2030-09-01      | 4.3700%  | 0.0000% | $1000000.00        | $1016035.28        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5257 | 2032-10-01      | 4.4600%  | 0.0000% | $1821.00           | $1841.69           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6265 | 2031-01-01      | 4.3700%  | 0.0000% | $84000.00          | $85305.72          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5648 | 2032-11-01      | 4.3200%  | 0.0000% | $2832.31           | $2846.87           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5737 | 2031-01-01      | 4.3500%  | 0.0000% | $39480.00          | $39988.15          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5898 | 2032-12-01      | 3.9900%  | 0.0000% | $3995450.00        | $3927843.66        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5953 | 2030-12-01      | 4.1900%  | 0.0000% | $12297311.47       | $12378833.77       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5954 | 2030-12-01      | 4.1900%  | 0.0000% | $10368674.13       | $10437410.95       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5998 | 2030-12-01      | 3.8850%  | 0.0000% | $8869000.00        | $8803880.10        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6028 | 2033-01-01      | 3.9100%  | 0.0000% | $2162040.00        | $2109594.79        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6058 | 2031-01-01      | 3.9100%  | 0.0000% | $3948600.00        | $3920863.94        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6322 | 2033-01-01      | 4.5050%  | 0.0000% | $587160.00         | $594651.00         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6342 | 2033-01-01      | 4.3900%  | 0.0000% | $1250.00           | $1257.30           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0833 | 2047-12-01      | 3.5000%  | 0.0000% | $221.48            | $208.96            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2055 | 2048-07-01      | 4.5000%  | 0.0000% | $1481.11           | $1471.27           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2166 | 2048-08-01      | 4.5000%  | 0.0000% | $812.54            | $813.92            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3225 | 2049-03-01      | 4.5000%  | 0.0000% | $291.63            | $291.43            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3633 | 2049-06-01      | 3.5000%  | 0.0000% | $22718.63          | $21554.63          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA4266 | 2034-10-01      | 3.0000%  | 0.0000% | $264.28            | $256.85            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB9564 | 2043-06-01      | 3.0000%  | 0.0000% | $10657.07          | $9860.51           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAC1877 | 2039-09-01      | 4.5000%  | 0.0000% | $2331.27           | $2355.33           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA1658 | 2028-10-01      | 3.5000%  | 0.0000% | $37.72             | $37.62             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA2161 | 2029-12-01      | 3.5000%  | 0.0000% | $76.86             | $76.41             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CKMA2252 | 2045-03-01      | 3.5000%  | 0.0000% | $65.97             | $62.16             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3496 | 2048-10-01      | 4.5000%  | 0.0000% | $81.26             | $81.20             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  | 0.0000% | $79.35             | $77.43             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3537 | 2048-12-01      | 4.5000%  | 0.0000% | $725.86            | $725.32            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKMA2828 | 2046-11-01      | 2.5000%  | 0.0000% | $1036.17           | $904.91            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2863 | 2047-01-01      | 3.0000%  | 0.0000% | $842.65            | $769.08            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA2938 | 2047-03-01      | 4.5000%  | 0.0000% | $107.21            | $107.07            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3358 | 2048-05-01      | 4.5000%  | 0.0000% | $180.25            | $180.52            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4438 | 2051-10-01      | 2.5000%  | 0.0000% | $2132.90           | $1833.14           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3694 | 2049-07-01      | 4.5000%  | 0.0000% | $313.82            | $313.06            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3746 | 2049-08-01      | 4.0000%  | 0.0000% | $1078.64           | $1050.23           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3747 | 2049-08-01      | 4.5000%  | 0.0000% | $190.52            | $189.98            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3804 | 2049-10-01      | 4.0000%  | 0.0000% | $141.27            | $137.46            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3905 | 2050-01-01      | 3.0000%  | 0.0000% | $192.96            | $173.88            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3960 | 2050-03-01      | 3.0000%  | 0.0000% | $200.60            | $180.51            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3986 | 2035-04-01      | 3.5000%  | 0.0000% | $558.69            | $546.83            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3991 | 2050-04-01      | 3.0000%  | 0.0000% | $213.93            | $191.71            | Agency Mortgage-Backed Securities |
| 05.500 FGPC A79866 G | 2038-08-01      | 5.5000%  | 0.0000% | $1937.56           | $1977.33           | Agency Mortgage-Backed Securities |
| 06.000 FGPC A79536 G | 2038-07-01      | 6.0000%  | 0.0000% | $50.15             | $52.94             | Agency Mortgage-Backed Securities |
| FMAR 1J0780 G        | 2037-12-01      | 6.3790%  | 0.0000% | $1697.91           | $1775.75           | Agency Mortgage-Backed Securities |
| FMAR 1J0589 G        | 2037-08-01      | 6.6170%  | 0.0000% | $120.89            | $125.44            | Agency Mortgage-Backed Securities |
| 05.000 FGPC G01840 G | 2035-07-01      | 5.0000%  | 0.0000% | $425.82            | $434.38            | Agency Mortgage-Backed Securities |
| 05.500 FGPC G01931 G | 2035-10-01      | 5.5000%  | 0.0000% | $2071.87           | $2173.73           | Agency Mortgage-Backed Securities |
| 05.500 FGPC G02031 G | 2036-02-01      | 5.5000%  | 0.0000% | $2422.08           | $2541.15           | Agency Mortgage-Backed Securities |
| 05.500 FGPC G02074 G | 2036-02-01      | 5.5000%  | 0.0000% | $2515.86           | $2639.55           | Agency Mortgage-Backed Securities |
| 06.000 FGPC G02120 G | 2036-03-01      | 6.0000%  | 0.0000% | $1424.34           | $1511.82           | Agency Mortgage-Backed Securities |
| 06.000 FGPC G02391 G | 2036-11-01      | 6.0000%  | 0.0000% | $834.30            | $885.55            | Agency Mortgage-Backed Securities |
| 06.000 FGPC G03238 G | 2037-08-01      | 6.0000%  | 0.0000% | $2709.90           | $2846.88           | Agency Mortgage-Backed Securities |
| 05.500 FGPC G02408 G | 2036-12-01      | 5.5000%  | 0.0000% | $4180.88           | $4386.54           | Agency Mortgage-Backed Securities |
| 05.500 FGPC G02478 G | 2036-12-01      | 5.5000%  | 0.0000% | $471.07            | $494.25            | Agency Mortgage-Backed Securities |
| 05.500 FGPC G03381 G | 2037-09-01      | 5.5000%  | 0.0000% | $55.68             | $58.18             | Agency Mortgage-Backed Securities |
| 04.500 FGPC G05659 G | 2039-10-01      | 4.5000%  | 0.0000% | $2016.82           | $2040.01           | Agency Mortgage-Backed Securities |
| 03.500 FGPC G07961 G | 2045-03-01      | 3.5000%  | 0.0000% | $1184.76           | $1128.78           | Agency Mortgage-Backed Securities |
| 04.000 FGPC G14611 G | 2027-09-01      | 4.0000%  | 0.0000% | $34.05             | $34.08             | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08799 G | 2048-02-01      | 3.0000%  | 0.0000% | $151.76            | $137.72            | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08843 G | 2048-10-01      | 4.5000%  | 0.0000% | $270.73            | $271.29            | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08853 G | 2048-12-01      | 4.5000%  | 0.0000% | $278.11            | $278.24            | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08858 G | 2049-01-01      | 4.5000%  | 0.0000% | $118.56            | $118.75            | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08887 G | 2049-06-01      | 3.0000%  | 0.0000% | $226.92            | $204.93            | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08353 G | 2039-07-01      | 4.5000%  | 0.0000% | $1526.14           | $1543.69           | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08534 G | 2043-06-01      | 3.0000%  | 0.0000% | $4349.65           | $4038.72           | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08700 G | 2046-03-01      | 4.5000%  | 0.0000% | $175.63            | $176.89            | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08674 G | 2045-10-01      | 4.5000%  | 0.0000% | $136.04            | $137.02            | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08726 G | 2046-10-01      | 3.0000%  | 0.0000% | $2553.70           | $2334.17           | Agency Mortgage-Backed Securities |
| 02.500 FGPC G18536 G | 2030-01-01      | 2.5000%  | 0.0000% | $251.04            | $245.64            | Agency Mortgage-Backed Securities |
| 03.000 FGPC G18537 G | 2030-01-01      | 3.0000%  | 0.0000% | $562.85            | $555.95            | Agency Mortgage-Backed Securities |
| 03.000 FGPC G18524 G | 2029-09-01      | 3.0000%  | 0.0000% | $2140.97           | $2116.21           | Agency Mortgage-Backed Securities |
| 03.000 FGPC G18527 G | 2029-10-01      | 3.0000%  | 0.0000% | $4220.52           | $4172.60           | Agency Mortgage-Backed Securities |
| 02.500 FGPC G18533 G | 2029-12-01      | 2.5000%  | 0.0000% | $3346.04           | $3274.21           | Agency Mortgage-Backed Securities |
| 03.000 FGPC G18569 G | 2030-09-01      | 3.0000%  | 0.0000% | $966.84            | $952.35            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G18696 G | 2033-07-01      | 3.5000%  | 0.0000% | $161.48            | $159.99            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G18730 G | 2034-04-01      | 3.5000%  | 0.0000% | $158.80            | $157.12            | Agency Mortgage-Backed Securities |
| FMAR 1A1085 G        | 2036-08-01      | 6.4800%  | 0.0000% | $1893.37           | $1944.56           | Agency Mortgage-Backed Securities |
| FMAR 1H1350 G        | 2036-10-01      | 6.2180%  | 0.0000% | $1724.64           | $1809.99           | Agency Mortgage-Backed Securities |
| FMAR 1H1390 G        | 2037-04-01      | 6.4370%  | 0.0000% | $1227.80           | $1291.35           | Agency Mortgage-Backed Securities |
| FMAR 1J1680 G        | 2037-06-01      | 6.8910%  | 0.0000% | $853.14            | $888.79            | Agency Mortgage-Backed Securities |
| FMAR 1J1681 G        | 2037-06-01      | 6.7300%  | 0.0000% | $645.89            | $672.32            | Agency Mortgage-Backed Securities |
| FMAR 1J1749 G        | 2037-06-01      | 6.1850%  | 0.0000% | $3886.82           | $4004.87           | Agency Mortgage-Backed Securities |
| FMAR 1J1378 G        | 2036-11-01      | 6.0150%  | 0.0000% | $1881.24           | $1948.05           | Agency Mortgage-Backed Securities |
| FMAR 1J1380 G        | 2036-03-01      | 7.3740%  | 0.0000% | $385.60            | $404.58            | Agency Mortgage-Backed Securities |
| FMAR 1J1418 G        | 2036-12-01      | 6.0650%  | 0.0000% | $908.76            | $937.83            | Agency Mortgage-Backed Securities |
| FMAR 1J1497 G        | 2037-02-01      | 7.6000%  | 0.0000% | $569.62            | $600.16            | Agency Mortgage-Backed Securities |
| FMAR 1J1516 G        | 2037-02-01      | 6.6280%  | 0.0000% | $617.24            | $639.58            | Agency Mortgage-Backed Securities |
| FMAR 1J1621 G        | 2037-05-01      | 7.1800%  | 0.0000% | $4125.11           | $4326.34           | Agency Mortgage-Backed Securities |
| FMAR 1J3685 G        | 2037-11-01      | 6.1700%  | 0.0000% | $367.53            | $380.84            | Agency Mortgage-Backed Securities |
| 03.000 FGPC J18360 G | 2027-03-01      | 3.0000%  | 0.0000% | $370.12            | $368.75            | Agency Mortgage-Backed Securities |
| FMAR 1L0183 G        | 2035-08-01      | 6.1540%  | 0.0000% | $634.65            | $655.70            | Agency Mortgage-Backed Securities |
| FMAR 1L1302 G        | 2036-04-01      | 6.0100%  | 0.0000% | $1349.91           | $1416.42           | Agency Mortgage-Backed Securities |
| FMAR 1G1381 G        | 2036-12-01      | 6.2470%  | 0.0000% | $1592.28           | $1661.63           | Agency Mortgage-Backed Securities |
| FMAR 1G1555 G        | 2037-02-01      | 7.2270%  | 0.0000% | $2413.13           | $2516.68           | Agency Mortgage-Backed Securities |
| FMAR 1G1642 G        | 2037-04-01      | 6.3200%  | 0.0000% | $2214.96           | $2264.85           | Agency Mortgage-Backed Securities |
| FMAR 1G5120 G        | 2037-09-01      | 6.6050%  | 0.0000% | $1816.58           | $1876.29           | Agency Mortgage-Backed Securities |
| FMAR 1B7215 G        | 2036-12-01      | 6.2550%  | 0.0000% | $811.94            | $841.97            | Agency Mortgage-Backed Securities |
| FMAR 1G2602 G        | 2036-10-01      | 6.5030%  | 0.0000% | $2273.56           | $2349.85           | Agency Mortgage-Backed Securities |
| FMAR 1Q0105 G        | 2036-09-01      | 6.4170%  | 0.0000% | $2384.83           | $2472.73           | Agency Mortgage-Backed Securities |
| FMAR 1Q0287 G        | 2037-07-01      | 6.3250%  | 0.0000% | $3697.78           | $3776.14           | Agency Mortgage-Backed Securities |
| FMAR 1Q1104 G        | 2037-04-01      | 6.2830%  | 0.0000% | $28961.40          | $29921.66          | Agency Mortgage-Backed Securities |
| FMAR 1B7789 G        | 2040-11-01      | 6.2720%  | 0.0000% | $880.76            | $915.09            | Agency Mortgage-Backed Securities |
| 04.500 FGPC A89385 G | 2039-10-01      | 4.5000%  | 0.0000% | $574.31            | $580.91            | Agency Mortgage-Backed Securities |
| 04.500 FGPC A91566 G | 2040-03-01      | 4.5000%  | 0.0000% | $2301.96           | $2325.84           | Agency Mortgage-Backed Securities |
| 04.500 FGPC A97046 G | 2041-02-01      | 4.5000%  | 0.0000% | $892.48            | $901.65            | Agency Mortgage-Backed Securities |
| 04.500 FGPC A97047 G | 2041-02-01      | 4.5000%  | 0.0000% | $4910.23           | $4960.67           | Agency Mortgage-Backed Securities |
| FMAR 786625 G        | 2028-09-01      | 5.8690%  | 0.0000% | $3152.78           | $3181.27           | Agency Mortgage-Backed Securities |
| FMAR 788825 G        | 2031-11-01      | 6.2350%  | 0.0000% | $188.47            | $193.91            | Agency Mortgage-Backed Securities |
| 06.500 FGPC A28566 G | 2034-11-01      | 6.5000%  | 0.0000% | $4653.32           | $4900.71           | Agency Mortgage-Backed Securities |
| FMAR 848565 G        | 2037-12-01      | 6.5140%  | 0.0000% | $4073.44           | $4215.12           | Agency Mortgage-Backed Securities |
| FMAR 848690 G        | 2037-03-01      | 6.1900%  | 0.0000% | $53765.09          | $56246.53          | Agency Mortgage-Backed Securities |
| FMAR 849128 G        | 2043-09-01      | 6.3500%  | 0.0000% | $2409.76           | $2498.81           | Agency Mortgage-Backed Securities |
| FMAR 849336 G        | 2034-12-01      | 6.1820%  | 0.0000% | $3932.22           | $3992.54           | Agency Mortgage-Backed Securities |
| 03.000 FGPC J22427 G | 2028-02-01      | 3.0000%  | 0.0000% | $170.75            | $169.24            | Agency Mortgage-Backed Securities |
| 03.500 FGPC J39815 G | 2033-11-01      | 3.5000%  | 0.0000% | $465.18            | $457.80            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD629133 | 2032-05-01      | 6.3750%  | 0.0000% | $534.02            | $548.20            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAH0057 | 2041-02-01      | 4.5000%  | 0.0000% | $458.22            | $458.85            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAH1204 | 2041-01-01      | 6.0650%  | 0.0000% | $1623.41           | $1688.56           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAH3767 | 2041-02-01      | 6.8150%  | 0.0000% | $3293.21           | $3431.08           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAH5583 | 2041-02-01      | 4.5000%  | 0.0000% | $370.87            | $374.24            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI4291 | 2041-06-01      | 4.5000%  | 0.0000% | $124.04            | $125.17            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI7784 | 2041-07-01      | 4.5000%  | 0.0000% | $29.62             | $29.89             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI8448 | 2041-08-01      | 4.5000%  | 0.0000% | $4872.47           | $4916.78           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAK8184 | 2042-04-01      | 6.1820%  | 0.0000% | $2566.44           | $2662.61           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL0160 | 2041-05-01      | 4.5000%  | 0.0000% | $37.63             | $37.90             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL3544 | 2043-05-01      | 6.2450%  | 0.0000% | $852.98            | $879.64            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL2983 | 2043-01-01      | 5.9960%  | 0.0000% | $4333.53           | $4504.49           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL4301 | 2042-04-01      | 4.5000%  | 0.0000% | $4050.37           | $4087.20           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL5369 | 2044-05-01      | 4.5000%  | 0.0000% | $38.81             | $39.04             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL5213 | 2044-04-01      | 4.5000%  | 0.0000% | $905.20            | $910.64            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL7730 | 2044-04-01      | 6.3920%  | 0.0000% | $981.45            | $1030.21           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL9031 | 2046-08-01      | 3.0000%  | 0.0000% | $240.36            | $221.87            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL9012 | 2046-09-01      | 6.3410%  | 0.0000% | $113217.33         | $118315.05         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL9645 | 2044-07-01      | 6.2920%  | 0.0000% | $2483.16           | $2592.97           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL8332 | 2043-12-01      | 6.3850%  | 0.0000% | $3658.65           | $3835.21           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL8419 | 2046-05-01      | 4.5000%  | 0.0000% | $83.24             | $83.68             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL8786 | 2044-05-01      | 6.4550%  | 0.0000% | $1084.13           | $1125.25           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL8787 | 2046-07-01      | 2.6990%  | 0.0000% | $1298280.87        | $1335428.84        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN6754 | 2037-09-01      | 3.1700%  | 0.0000% | $1717601.00        | $1508858.56        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMB0303 | 2055-02-01      | 6.0000%  | 0.0000% | $680.68            | $700.55            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICA6862 | 2035-09-01      | 2.0000%  | 0.0000% | $5717.93           | $5332.59           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0414 | 2051-05-01      | 2.5000%  | 0.0000% | $38738.41          | $33492.03          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB0428 | 2036-05-01      | 2.0000%  | 0.0000% | $87101.95          | $80757.54          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB0545 | 2051-05-01      | 3.5000%  | 0.0000% | $487.47            | $456.02            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB0744 | 2036-06-01      | 2.5000%  | 0.0000% | $3256.80           | $3105.53           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2666 | 2052-01-01      | 3.0000%  | 0.0000% | $1480.21           | $1318.88           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB1879 | 2051-10-01      | 3.5000%  | 0.0000% | $604.28            | $564.08            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB2103 | 2051-11-01      | 3.5000%  | 0.0000% | $623.45            | $583.71            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3582 | 2052-05-01      | 3.0000%  | 0.0000% | $3900.56           | $3502.45           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2896 | 2052-02-01      | 3.0000%  | 0.0000% | $4119.62           | $3668.91           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3174 | 2052-03-01      | 3.5000%  | 0.0000% | $675.58            | $632.35            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3841 | 2052-06-01      | 3.5000%  | 0.0000% | $30092.41          | $28228.71          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3914 | 2052-06-01      | 4.0000%  | 0.0000% | $753.08            | $726.46            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB4109 | 2052-07-01      | 3.0000%  | 0.0000% | $1653.89           | $1474.39           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  | 0.0000% | $2190.45           | $2167.55           | Agency Mortgage-Backed Securities |
| FNMS 05.500 GLCB5340 | 2052-12-01      | 5.5000%  | 0.0000% | $54834.65          | $55745.97          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  | 0.0000% | $1208.54           | $1193.42           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4326 | 2051-05-01      | 2.5000%  | 0.0000% | $3202.88           | $2755.74           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4361 | 2036-06-01      | 2.5000%  | 0.0000% | $22460.48          | $21316.88          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  | 0.0000% | $670.56            | $576.85            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5325 | 2039-04-01      | 6.0000%  | 0.0000% | $543.96            | $566.39            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4548 | 2052-02-01      | 2.5000%  | 0.0000% | $3047.87           | $2615.26           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  | 0.0000% | $3149.25           | $2702.23           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4624 | 2052-06-01      | 3.0000%  | 0.0000% | $810.78            | $724.02            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4598 | 2052-05-01      | 2.5000%  | 0.0000% | $805.68            | $691.32            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  | 0.0000% | $8371443.10        | $7466035.25        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  | 0.0000% | $88518.17          | $82409.12          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  | 0.0000% | $821.34            | $732.40            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4654 | 2052-07-01      | 3.5000%  | 0.0000% | $800.84            | $745.57            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4628 | 2037-06-01      | 2.5000%  | 0.0000% | $7625.15           | $7220.98           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4699 | 2052-08-01      | 3.5000%  | 0.0000% | $1629.41           | $1516.96           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4730 | 2052-09-01      | 3.0000%  | 0.0000% | $827.53            | $737.81            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4732 | 2052-09-01      | 4.0000%  | 0.0000% | $19920.56          | $19168.01          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4782 | 2052-10-01      | 3.5000%  | 0.0000% | $33895.62          | $31556.33          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  | 0.0000% | $1600.92           | $1540.16           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA4876 | 2052-12-01      | 6.0000%  | 0.0000% | $673.46            | $698.90            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5008 | 2053-05-01      | 4.5000%  | 0.0000% | $410609.86         | $405360.21         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5010 | 2053-05-01      | 5.5000%  | 0.0000% | $737.24            | $753.77            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5040 | 2053-06-01      | 6.0000%  | 0.0000% | $3819.06           | $3952.51           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5042 | 2038-06-01      | 4.5000%  | 0.0000% | $11437.44          | $11500.06          | Agency Mortgage-Backed Securities |
| GNII SF DP6973 C     | 2056-01-20      | 5.5000%  | 0.0000% | $1931.00           | $1982.48           | Agency Mortgage-Backed Securities |
| GNII SF MB0553 M     | 2055-07-20      | 4.0000%  | 0.0000% | $1059.46           | $1008.47           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN1256 | 2048-11-01      | 4.5000%  | 0.0000% | $35.44             | $35.36             | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZN1448 | 2048-11-01      | 4.0000%  | 0.0000% | $808.37            | $789.48            | Agency Mortgage-Backed Securities |
| FMAR 2B1569 G        | 2043-08-01      | 6.3500%  | 0.0000% | $1092.76           | $1133.30           | Agency Mortgage-Backed Securities |
| FMAR 2B3360 G        | 2044-11-01      | 6.2310%  | 0.0000% | $2500.38           | $2607.49           | Agency Mortgage-Backed Securities |
| FMAR 2B6311 G        | 2047-07-01      | 6.2650%  | 0.0000% | $4266.08           | $4445.33           | Agency Mortgage-Backed Securities |
| FMAR 2B6349 G        | 2047-07-01      | 6.3800%  | 0.0000% | $2690.03           | $2819.12           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZA6946 | 2049-05-01      | 4.0000%  | 0.0000% | $82.46             | $80.43             | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR1561 | 2043-01-01      | 3.0000%  | 0.0000% | $1134216.12        | $1054402.08        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  | 0.0000% | $161.87            | $161.43            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS1626 | 2044-02-01      | 4.5000%  | 0.0000% | $64.25             | $64.64             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS4578 | 2045-03-01      | 4.0000%  | 0.0000% | $496835.56         | $489796.50         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6187 | 2045-11-01      | 3.5000%  | 0.0000% | $191.33            | $182.06            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS6222 | 2045-11-01      | 4.0000%  | 0.0000% | $830860.93         | $812125.20         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6408 | 2046-01-01      | 3.5000%  | 0.0000% | $141.57            | $134.57            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS6627 | 2046-02-01      | 4.5000%  | 0.0000% | $334.63            | $336.53            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS8700 | 2047-01-01      | 4.5000%  | 0.0000% | $102.55            | $103.02            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS8683 | 2047-01-01      | 3.5000%  | 0.0000% | $540.12            | $511.83            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9459 | 2047-04-01      | 4.5000%  | 0.0000% | $107.46            | $107.80            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9994 | 2047-04-01      | 4.5000%  | 0.0000% | $126.48            | $127.20            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAT7277 | 2043-09-01      | 4.0000%  | 0.0000% | $297.36            | $287.83            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAT7897 | 2043-08-01      | 6.2180%  | 0.0000% | $2068.93           | $2159.66           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAV6368 | 2029-01-01      | 3.5000%  | 0.0000% | $19.21             | $19.14             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAW0744 | 2044-03-01      | 4.5000%  | 0.0000% | $34.87             | $35.08             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAW1733 | 2044-05-01      | 4.0000%  | 0.0000% | $1754693.60        | $1730440.61        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAW1543 | 2029-03-01      | 3.5000%  | 0.0000% | $58.33             | $57.96             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAW3131 | 2044-06-01      | 4.0000%  | 0.0000% | $767866.30         | $757251.49         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAW8992 | 2044-07-01      | 4.5000%  | 0.0000% | $119.63            | $120.07            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB665387 | 2032-08-01      | 5.4120%  | 0.0000% | $2695.42           | $2697.16           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD669201 | 2032-11-01      | 5.9150%  | 0.0000% | $142.67            | $147.09            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX GA670672 | 2033-08-01      | 5.4000%  | 0.0000% | $1206.40           | $1238.80           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD671155 | 2033-02-01      | 6.5230%  | 0.0000% | $849.60            | $875.45            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB675490 | 2033-03-01      | 6.7250%  | 0.0000% | $1044.58           | $1083.65           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD681767 | 2033-01-01      | 5.8610%  | 0.0000% | $34.91             | $35.74             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4839 | 2052-10-01      | 5.5000%  | 0.0000% | $672.12            | $689.28            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB5664 | 2053-02-01      | 4.0000%  | 0.0000% | $4329.20           | $4170.57           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB5878 | 2052-12-01      | 2.5000%  | 0.0000% | $692.81            | $592.54            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB6455 | 2053-06-01      | 4.0000%  | 0.0000% | $798.98            | $768.93            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOCB7766 | 2054-01-01      | 5.9860%  | 0.0000% | $7307.06           | $7548.90           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5216 | 2053-12-01      | 6.0000%  | 0.0000% | $279147.98         | $288365.26         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5476 | 2039-09-01      | 5.5000%  | 0.0000% | $2162.74           | $2221.41           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5553 | 2054-12-01      | 5.5000%  | 0.0000% | $861.63            | $878.42            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5554 | 2054-12-01      | 6.0000%  | 0.0000% | $799.35            | $822.31            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5558 | 2039-12-01      | 5.0000%  | 0.0000% | $763.50            | $775.85            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5559 | 2039-12-01      | 5.5000%  | 0.0000% | $1453.46           | $1493.51           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5535 | 2039-11-01      | 5.0000%  | 0.0000% | $2272.77           | $2310.56           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5536 | 2039-11-01      | 5.5000%  | 0.0000% | $713.48            | $732.84            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5537 | 2039-11-01      | 6.0000%  | 0.0000% | $3196.24           | $3328.00           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5551 | 2054-12-01      | 4.5000%  | 0.0000% | $1886.48           | $1859.76           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5584 | 2055-01-01      | 4.5000%  | 0.0000% | $537045.13         | $529435.74         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5585 | 2055-01-01      | 5.0000%  | 0.0000% | $928.92            | $933.76            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5590 | 2040-01-01      | 5.0000%  | 0.0000% | $1513.93           | $1538.40           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5591 | 2040-01-01      | 5.5000%  | 0.0000% | $2095.10           | $2151.94           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5617 | 2040-02-01      | 5.0000%  | 0.0000% | $716.98            | $728.57            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5618 | 2040-02-01      | 5.5000%  | 0.0000% | $1395.20           | $1433.05           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5614 | 2055-02-01      | 5.5000%  | 0.0000% | $867914.26         | $884819.98         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5635 | 2055-02-01      | 3.5000%  | 0.0000% | $954.78            | $888.89            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5643 | 2055-03-01      | 4.0000%  | 0.0000% | $956.94            | $918.38            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5647 | 2055-03-01      | 6.0000%  | 0.0000% | $635210.99         | $653430.96         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5672 | 2055-04-01      | 5.0000%  | 0.0000% | $952.50            | $957.47            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5674 | 2055-04-01      | 6.0000%  | 0.0000% | $762066.30         | $783870.79         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5712 | 2040-05-01      | 5.5000%  | 0.0000% | $1657.29           | $1702.25           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5713 | 2040-05-01      | 6.0000%  | 0.0000% | $1486.61           | $1547.89           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5697 | 2055-05-01      | 4.0000%  | 0.0000% | $988.81            | $948.98            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5700 | 2055-05-01      | 5.5000%  | 0.0000% | $717828.99         | $731811.27         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5745 | 2040-06-01      | 5.0000%  | 0.0000% | $3449.41           | $3505.18           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5746 | 2040-06-01      | 5.5000%  | 0.0000% | $1687.26           | $1733.03           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5747 | 2040-06-01      | 6.0000%  | 0.0000% | $1624.40           | $1691.37           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5760 | 2055-07-01      | 5.5000%  | 0.0000% | $3950330.57        | $4027277.31        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5761 | 2055-07-01      | 6.0000%  | 0.0000% | $498489.57         | $512753.02         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5772 | 2040-07-01      | 5.5000%  | 0.0000% | $2514.69           | $2582.92           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5785 | 2040-07-01      | 3.5000%  | 0.0000% | $403625.70         | $393161.48         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5793 | 2055-08-01      | 6.0000%  | 0.0000% | $907.93            | $933.90            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5801 | 2040-08-01      | 5.5000%  | 0.0000% | $846.83            | $869.80            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5822 | 2055-09-01      | 5.5000%  | 0.0000% | $650026.86         | $662688.45         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5829 | 2040-09-01      | 5.0000%  | 0.0000% | $5562.90           | $5652.84           | Agency Mortgage-Backed Securities |
| GNII SP 788194 C     | 2055-09-20      | 5.5000%  | 0.0000% | $998.67            | $1025.22           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD6647 | 2052-07-01      | 3.5000%  | 0.0000% | $927.64            | $863.62            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  | 0.0000% | $189.70            | $178.26            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8019 | 2049-10-01      | 4.5000%  | 0.0000% | $653.63            | $650.35            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8030 | 2049-12-01      | 3.0000%  | 0.0000% | $1336.65           | $1205.27           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8065 | 2050-05-01      | 4.5000%  | 0.0000% | $892.42            | $888.42            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8151 | 2051-06-01      | 2.5000%  | 0.0000% | $668.21            | $574.82            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8190 | 2052-01-01      | 3.0000%  | 0.0000% | $690.42            | $616.54            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8194 | 2052-02-01      | 2.5000%  | 0.0000% | $2285.44           | $1961.05           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8226 | 2052-07-01      | 3.5000%  | 0.0000% | $3987.03           | $3711.87           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8200 | 2052-03-01      | 2.5000%  | 0.0000% | $1537.16           | $1318.97           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8214 | 2052-05-01      | 3.5000%  | 0.0000% | $3078.80           | $2866.32           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8220 | 2052-06-01      | 3.0000%  | 0.0000% | $805.31            | $718.11            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  | 0.0000% | $751.48            | $768.16            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8300 | 2053-02-01      | 5.5000%  | 0.0000% | $718.63            | $734.90            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8316 | 2053-04-01      | 5.5000%  | 0.0000% | $743.98            | $760.01            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  | 0.0000% | $3451.34           | $3407.62           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8367 | 2053-10-01      | 5.5000%  | 0.0000% | $3115.18           | $3182.19           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC2000 | 2054-09-01      | 6.0000%  | 0.0000% | $864.90            | $889.69            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6394 | 2055-04-01      | 6.0000%  | 0.0000% | $899.56            | $925.48            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDD9323 | 2055-04-01      | 4.0000%  | 0.0000% | $989.01            | $949.16            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODE3695 | 2055-07-01      | 5.8310%  | 0.0000% | $2926414.43        | $3005386.97        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDE3838 | 2055-11-01      | 4.0000%  | 0.0000% | $997.58            | $957.39            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE4676 | 2055-07-01      | 5.5000%  | 0.0000% | $879.16            | $896.28            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA2839 | 2052-07-01      | 2.5000%  | 0.0000% | $1002.98           | $855.98            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA3262 | 2054-01-01      | 2.5000%  | 0.0000% | $991.05            | $850.08            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA4438 | 2056-02-01      | 5.0000%  | 0.0000% | $17082312.00       | $17194111.94       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM1675 | 2049-10-01      | 3.0000%  | 0.0000% | $37458.57          | $33811.82          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1567 | 2049-08-01      | 3.5000%  | 0.0000% | $839.62            | $788.66            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM1598 | 2049-02-01      | 4.0000%  | 0.0000% | $173.49            | $169.32            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM1649 | 2030-07-01      | 3.0000%  | 0.0000% | $3177.32           | $3145.22           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM1986 | 2049-09-01      | 5.0000%  | 0.0000% | $353.25            | $361.62            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM2547 | 2035-02-01      | 3.0000%  | 0.0000% | $28740.47          | $27897.01          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM2908 | 2049-10-01      | 5.0000%  | 0.0000% | $296.55            | $303.04            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  | 0.0000% | $4485.01           | $4346.07           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM5530 | 2050-11-01      | 4.0000%  | 0.0000% | $943.17            | $912.29            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM5893 | 2050-08-01      | 5.0000%  | 0.0000% | $335.78            | $344.00            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7261 | 2036-05-01      | 2.0000%  | 0.0000% | $1847.36           | $1710.55           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7460 | 2051-03-01      | 4.0000%  | 0.0000% | $670.40            | $651.30            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1346 | 2055-05-01      | 6.0000%  | 0.0000% | $1862.11           | $1957.94           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSL1513 | 2052-12-01      | 4.0000%  | 0.0000% | $2266.10           | $2192.34           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1586 | 2053-05-01      | 6.0000%  | 0.0000% | $1112.19           | $1151.61           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1842 | 2055-07-01      | 6.0000%  | 0.0000% | $2565.08           | $2686.31           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL3815 | 2053-01-01      | 3.0000%  | 0.0000% | $2458.91           | $2189.89           | Agency Mortgage-Backed Securities |
| FKAR 03.900 WAWA4841 | 2039-01-01      | 3.9000%  | 0.0000% | $987.82            | $910.61            | Agency Mortgage-Backed Securities |
| FMAR 8B0562 G        | 2056-02-01      | 4.9180%  | 0.0000% | $5157183.00        | $5242759.86        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8379 | 2053-10-01      | 4.0000%  | 0.0000% | $3450.88           | $3316.79           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8484 | 2054-11-01      | 4.0000%  | 0.0000% | $4719.44           | $4529.30           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8453 | 2054-08-01      | 5.5000%  | 0.0000% | $1633.72           | $1665.55           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8534 | 2055-05-01      | 6.0000%  | 0.0000% | $2769.73           | $2848.98           | Agency Mortgage-Backed Securities |
| 03.000 FGPC U70087 G | 2027-05-01      | 3.0000%  | 0.0000% | $3042.87           | $3026.91           | Agency Mortgage-Backed Securities |
| 03.000 FGPC U40189 G | 2027-03-01      | 3.0000%  | 0.0000% | $4620.49           | $4597.87           | Agency Mortgage-Backed Securities |
| 04.500 FGPC V80530 G | 2043-10-01      | 4.5000%  | 0.0000% | $154.53            | $155.64            | Agency Mortgage-Backed Securities |
| 04.000 FGPC V81760 G | 2045-05-01      | 4.0000%  | 0.0000% | $2244.81           | $2196.98           | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q25332 G | 2044-03-01      | 4.5000%  | 0.0000% | $265.60            | $267.51            | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q44686 G | 2046-12-01      | 4.5000%  | 0.0000% | $1041.24           | $1035.32           | Agency Mortgage-Backed Securities |
| FKAR 04.100 WAWA2531 | 2052-05-01      | 4.1000%  | 0.0000% | $2207210.39        | $1976995.64        | Agency Mortgage-Backed Securities |
| FKAR 04.200 WAWA3903 | 2030-09-01      | 4.3500%  | 0.0000% | $1016.00           | $1009.42           | Agency Mortgage-Backed Securities |
| 03.500 FGPC G67700 G | 2046-08-01      | 3.5000%  | 0.0000% | $448.43            | $426.10            | Agency Mortgage-Backed Securities |
| 04.000 FGPC G67713 G | 2048-06-01      | 4.0000%  | 0.0000% | $717.74            | $702.01            | Agency Mortgage-Backed Securities |
| FKAR 03.560 WNWN0086 | 2035-08-01      | 3.5600%  | 0.0000% | $207848.00         | $194342.41         | Agency Mortgage-Backed Securities |
| FKAR 02.400 WNWN0087 | 2037-11-01      | 2.4000%  | 0.0000% | $7239078.00        | $5758044.68        | Agency Mortgage-Backed Securities |
| FKAR 04.070 WNWN1258 | 2035-06-01      | 4.0700%  | 0.0000% | $13584632.00       | $13153613.51       | Agency Mortgage-Backed Securities |
| FKAR 04.500 WNWN1566 | 2030-05-01      | 4.5000%  | 0.0000% | $6508204.00        | $6595479.02        | Agency Mortgage-Backed Securities |
| FKAR 04.200 WNWN1628 | 2032-07-01      | 4.2000%  | 0.0000% | $302444.00         | $303312.11         | Agency Mortgage-Backed Securities |
| FKAR 04.150 WNWN2735 | 2032-07-01      | 4.1500%  | 0.0000% | $48255000.00       | $47913984.62       | Agency Mortgage-Backed Securities |
| FKAR 03.900 WNWN5327 | 2030-08-01      | 3.9000%  | 0.0000% | $19745000.00       | $19601190.59       | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q57426 G | 2048-07-01      | 4.5000%  | 0.0000% | $163.36            | $162.14            | Agency Mortgage-Backed Securities |
| 04.500 FGPC G60201 G | 2044-12-01      | 4.5000%  | 0.0000% | $153.33            | $154.44            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G61748 G | 2048-11-01      | 3.5000%  | 0.0000% | $342.68            | $325.66            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G60994 G | 2045-01-01      | 3.5000%  | 0.0000% | $504.28            | $481.54            | Agency Mortgage-Backed Securities |
| 04.500 FGPC G61607 G | 2048-09-01      | 4.5000%  | 0.0000% | $696.03            | $698.03            | Agency Mortgage-Backed Securities |
| FMAR 972136 G        | 2034-01-01      | 5.8900%  | 0.0000% | $1231.17           | $1269.84           | Agency Mortgage-Backed Securities |
| FMAR 972164 G        | 2035-01-01      | 6.2340%  | 0.0000% | $5839.81           | $6045.77           | Agency Mortgage-Backed Securities |
| FMAR 1B0097 G        | 2031-08-01      | 6.6580%  | 0.0000% | $2280.75           | $2343.45           | Agency Mortgage-Backed Securities |
| FMAR 1B0118 G        | 2031-08-01      | 6.6580%  | 0.0000% | $410.22            | $421.72            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQA3399 | 2049-10-01      | 4.0000%  | 0.0000% | $151.95            | $147.67            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6103 | 2055-08-01      | 6.0000%  | 0.0000% | $3533966.24        | $3636643.27        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE6165 | 2055-09-01      | 5.5000%  | 0.0000% | $967.45            | $986.30            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE6943 | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1017.93           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODF0189 | 2055-09-01      | 5.5990%  | 0.0000% | $1042511.11        | $1066023.19        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF3667 | 2055-11-01      | 4.5000%  | 0.0000% | $997.81            | $983.67            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF5232 | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $988.10            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKBE2954 | 2036-12-01      | 3.0000%  | 0.0000% | $43.52             | $40.77             | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM7740 | 2051-06-01      | 2.5000%  | 0.0000% | $771.06            | $658.05            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9210 | 2051-10-01      | 3.0000%  | 0.0000% | $9490.69           | $8566.31           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM9461 | 2051-11-01      | 3.5000%  | 0.0000% | $628.16            | $587.89            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9530 | 2051-07-01      | 2.5000%  | 0.0000% | $306931.09         | $261950.31         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0360 | 2052-01-01      | 2.5000%  | 0.0000% | $91244.28          | $79320.74          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS0490 | 2052-01-01      | 2.0000%  | 0.0000% | $799.50            | $651.23            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1125 | 2050-07-01      | 3.5000%  | 0.0000% | $628.03            | $596.22            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1507 | 2052-02-01      | 3.0000%  | 0.0000% | $14942.63          | $13335.27          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2461 | 2051-12-01      | 3.0000%  | 0.0000% | $3171233.23        | $2873218.71        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS3497 | 2052-08-01      | 3.5000%  | 0.0000% | $827.93            | $770.79            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2736 | 2052-06-01      | 4.0000%  | 0.0000% | $9864.56           | $9517.44           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS2743 | 2036-07-01      | 2.5000%  | 0.0000% | $423412.50         | $402857.47         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS2931 | 2037-03-01      | 2.0000%  | 0.0000% | $2603.76           | $2411.70           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  | 0.0000% | $2527.18           | $2251.06           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ4666 | 2055-08-01      | 4.5000%  | 0.0000% | $1759.90           | $1747.17           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRQ0010 | 2055-06-01      | 4.0000%  | 0.0000% | $3862.38           | $3706.77           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0023 | 2055-05-01      | 6.0000%  | 0.0000% | $2354.72           | $2423.16           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0041 | 2055-08-01      | 6.0000%  | 0.0000% | $1492.91           | $1535.63           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRQ0053 | 2055-10-01      | 4.0000%  | 0.0000% | $991.14            | $951.21            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIRR0026 | 2040-09-01      | 5.5000%  | 0.0000% | $1765.33           | $1813.22           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIRR0003 | 2040-06-01      | 5.5000%  | 0.0000% | $1487.36           | $1527.71           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIRR0004 | 2040-06-01      | 6.0000%  | 0.0000% | $708.95            | $738.18            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIRR0010 | 2040-07-01      | 5.5000%  | 0.0000% | $1648.21           | $1692.92           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIRR0050 | 2040-12-01      | 6.0000%  | 0.0000% | $951.81            | $991.05            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQG5124 | 2053-06-01      | 3.0000%  | 0.0000% | $4952.75           | $4424.47           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3631 | 2047-05-01      | 4.5000%  | 0.0000% | $139.08            | $139.32            | Agency Mortgage-Backed Securities |
| FNMS 03.500 U4BF0241 | 2052-05-01      | 3.5000%  | 0.0000% | $1207.64           | $1134.95           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH7071 | 2047-12-01      | 4.5000%  | 0.0000% | $591.17            | $588.89            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBJ5955 | 2048-04-01      | 3.5000%  | 0.0000% | $195993.54         | $184921.37         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ8300 | 2048-02-01      | 4.5000%  | 0.0000% | $6865.44           | $6878.63           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ9169 | 2048-05-01      | 4.0000%  | 0.0000% | $920.99            | $899.40            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6578 | 2048-08-01      | 4.5000%  | 0.0000% | $109.36            | $108.75            | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBL3451 | 2044-09-01      | 3.0100%  | 0.0000% | $382263.92         | $317969.70         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM1959 | 2047-10-01      | 3.5000%  | 0.0000% | $8368.65           | $7976.66           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM2007 | 2048-09-01      | 4.0000%  | 0.0000% | $266.44            | $260.18            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM3845 | 2037-09-01      | 6.3980%  | 0.0000% | $642.10            | $669.29            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM6201 | 2042-08-01      | 6.4940%  | 0.0000% | $745.04            | $779.48            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBM5499 | 2029-05-01      | 4.0000%  | 0.0000% | $84.28             | $84.35             | Agency Mortgage-Backed Securities |
| MNAR XX.XXX XYBM6468 | 2030-11-01      | 1.4290%  | 0.0000% | $16005545.00       | $14192935.26       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX XXBM7581 | 2031-11-01      | 4.7051%  | 0.0000% | $2171749.00        | $2224210.07        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN0340 | 2048-12-01      | 4.5000%  | 0.0000% | $314.99            | $314.98            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4849 | 2042-01-01      | 6.0000%  | 0.0000% | $6603.92           | $6993.44           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6256 | 2052-08-01      | 3.5000%  | 0.0000% | $858.27            | $799.04            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS6037 | 2053-07-01      | 2.5000%  | 0.0000% | $874.61            | $748.29            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS7561 | 2047-04-01      | 3.5000%  | 0.0000% | $21105.96          | $20121.63          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS7879 | 2052-07-01      | 2.5000%  | 0.0000% | $899.49            | $767.65            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA5000 | 2056-02-01      | 5.5000%  | 0.0000% | $4427.00           | $4519.05           | Agency Mortgage-Backed Securities |
| GNII JM MA6030 M     | 2049-07-20      | 3.5000%  | 0.0000% | $5346.55           | $4864.32           | Agency Mortgage-Backed Securities |
| GNII SF MA7418 M     | 2051-06-20      | 2.5000%  | 0.0000% | $1245.27           | $1084.07           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7672 | 2052-07-01      | 4.5000%  | 0.0000% | $4010.69           | $3960.46           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7772 | 2052-08-01      | 4.0000%  | 0.0000% | $805.03            | $775.52            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA8789 | 2047-09-01      | 3.5000%  | 0.0000% | $3359.59           | $3155.54           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9379 | 2053-07-01      | 5.5000%  | 0.0000% | $876.43            | $893.50            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTRB5245 | 2043-07-01      | 5.5000%  | 0.0000% | $611.94            | $630.35            | Agency Mortgage-Backed Securities |
| FEPC 02.000 3PRE6066 | 2050-10-01      | 2.0000%  | 0.0000% | $2921.06           | $2320.73           | Agency Mortgage-Backed Securities |
| FMAR 780870 G        | 2033-09-01      | 6.3600%  | 0.0000% | $760.25            | $788.28            | Agency Mortgage-Backed Securities |
| FMAR 786190 G        | 2027-07-01      | 6.3570%  | 0.0000% | $1415.78           | $1429.21           | Agency Mortgage-Backed Securities |
| FMAR 786223 G        | 2028-01-01      | 6.4200%  | 0.0000% | $931.00            | $941.26            | Agency Mortgage-Backed Securities |
| FMAR 782785 G        | 2034-10-01      | 6.1060%  | 0.0000% | $652.87            | $675.60            | Agency Mortgage-Backed Securities |
| FMAR 782837 G        | 2034-11-01      | 5.8920%  | 0.0000% | $885.28            | $919.05            | Agency Mortgage-Backed Securities |
| FMAR 783022 G        | 2035-02-01      | 6.5000%  | 0.0000% | $689.84            | $722.35            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBO7222 | 2050-01-01      | 4.0000%  | 0.0000% | $194.73            | $189.18            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP9638 | 2050-06-01      | 3.0000%  | 0.0000% | $1674.10           | $1504.34           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBQ7729 | 2051-03-01      | 2.5000%  | 0.0000% | $281185.79         | $239980.79         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR7802 | 2051-04-01      | 2.0000%  | 0.0000% | $710.92            | $590.25            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR8501 | 2051-04-01      | 2.5000%  | 0.0000% | $798.76            | $682.70            | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS8097 | 2033-04-01      | 4.7000%  | 0.0000% | $40895.31          | $41796.03          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV0922 | 2052-06-01      | 3.0000%  | 0.0000% | $4473.58           | $3985.12           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBV1441 | 2055-03-01      | 4.0000%  | 0.0000% | $986.39            | $946.65            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBV5405 | 2052-04-01      | 4.0000%  | 0.0000% | $4995591.28        | $4851679.40        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV6047 | 2055-08-01      | 5.5000%  | 0.0000% | $721.91            | $735.97            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV6417 | 2055-10-01      | 5.5000%  | 0.0000% | $1293.79           | $1319.00           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV8515 | 2052-05-01      | 3.0000%  | 0.0000% | $796.72            | $710.55            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0839 | 2055-08-01      | 6.0000%  | 0.0000% | $3236673.15        | $3358758.30        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0875 | 2055-01-01      | 6.0000%  | 0.0000% | $908.82            | $935.26            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC0236 | 2055-04-01      | 5.0000%  | 0.0000% | $2137270.35        | $2151414.33        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0267 | 2055-04-01      | 6.0000%  | 0.0000% | $976.39            | $1006.22           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOCC1076 | 2055-09-01      | 3.3840%  | 0.0000% | $1847186.63        | $1783948.20        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB1343 | 2040-08-01      | 4.5000%  | 0.0000% | $11994.99          | $12112.60          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB1389 | 2040-08-01      | 4.5000%  | 0.0000% | $547.84            | $553.21            | Agency Mortgage-Backed Securities |
| FNMS 04.500 GLAB2959 | 2040-07-01      | 4.5000%  | 0.0000% | $69.96             | $68.71             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LA255720 | 2035-03-01      | 6.0000%  | 0.0000% | $125.25            | $128.82            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX W2313449 | 2027-04-01      | 6.4790%  | 0.0000% | $4171.65           | $4211.68           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS323919 | 2029-08-01      | 6.1250%  | 0.0000% | $3233.44           | $3290.91           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WN347547 | 2026-08-01      | 6.1250%  | 0.0000% | $9.99              | $10.04             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD399907 | 2027-08-01      | 6.2670%  | 0.0000% | $496.12            | $500.18            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX GA520790 | 2028-04-01      | 6.3400%  | 0.0000% | $404.30            | $409.13            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD533019 | 2030-03-01      | 6.4020%  | 0.0000% | $2909.72           | $2966.06           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD2254 | 2052-07-01      | 3.5000%  | 0.0000% | $2447.15           | $2289.21           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB838948 | 2035-08-01      | 5.8770%  | 0.0000% | $5004.20           | $5131.88           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2300 | 2054-07-01      | 6.5000%  | 0.0000% | $893.02            | $930.42            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS3665 | 2041-10-01      | 4.5000%  | 0.0000% | $69.64             | $70.27             | Agency Mortgage-Backed Securities |
| RFIN 01/15/30        | 2030-01-15      | 0.0000%  | 0.0000% | $277000.00         | $236952.17         | Corporate Debt Securities         |

### Security 318: Citibank NA

- **C.1 - Title:** Citibank NA 3.650000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 981ZCG008, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395, C.5 - Other ID: 981ZCG008_3.65_0204
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **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? 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 CLZS4777 | 2048-07-01      | 3.5000%  | 0.0000% | $75.94             | $71.49             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF9346 | 2056-01-01      | 4.5000%  | 0.0000% | $1232200.00        | $1214740.96        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF9505 | 2056-01-01      | 5.0000%  | 0.0000% | $503240.00         | $506726.84         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF9488 | 2056-01-01      | 4.5000%  | 0.0000% | $145904.00         | $143852.15         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODG1736 | 2056-02-01      | 4.6150%  | 0.0000% | $5308141.00        | $5357021.75        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAE0054 | 2040-06-01      | 6.7500%  | 0.0000% | $4451.59           | $4671.98           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAE1831 | 2040-08-01      | 6.5000%  | 0.0000% | $856.31            | $889.05            | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5737 | 2031-01-01      | 4.3500%  | 0.0000% | $1349310.00        | $1366677.19        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5898 | 2032-12-01      | 3.9900%  | 0.0000% | $47040.00          | $46244.04          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6004 | 2031-01-01      | 4.1200%  | 0.0000% | $22054300.00       | $22122665.88       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6058 | 2031-01-01      | 3.9100%  | 0.0000% | $11462100.00       | $11381587.02       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6322 | 2033-01-01      | 4.5050%  | 0.0000% | $206447.00         | $209080.86         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3536 | 2048-12-01      | 4.0000%  | 0.0000% | $89104.73          | $86759.25          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3537 | 2048-12-01      | 4.5000%  | 0.0000% | $74.33             | $74.27             | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3937 | 2050-02-01      | 3.0000%  | 0.0000% | $27677.10          | $24930.61          | Agency Mortgage-Backed Securities |
| GNII SF DJ3116 C     | 2055-08-20      | 6.0000%  | 0.0000% | $25377366.21       | $26339303.72       | Agency Mortgage-Backed Securities |
| GNII SF DL9048 C     | 2055-08-20      | 6.5000%  | 0.0000% | $39366.62          | $40245.92          | Agency Mortgage-Backed Securities |
| GNPL PN DM8161       | 2060-12-15      | 5.2300%  | 0.0000% | $17794524.08       | $18195489.09       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3841 | 2052-06-01      | 3.5000%  | 0.0000% | $819.58            | $768.82            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  | 0.0000% | $11512415.96       | $11610763.97       | Agency Mortgage-Backed Securities |
| GNII SF MB0815 M     | 2054-12-20      | 6.0000%  | 0.0000% | $568141.63         | $586051.35         | Agency Mortgage-Backed Securities |
| GNII SF MB0817 M     | 2055-10-20      | 7.0000%  | 0.0000% | $565417.29         | $590475.95         | Agency Mortgage-Backed Securities |
| GNII SF DI4583 C     | 2055-09-20      | 6.5000%  | 0.0000% | $38577.46          | $40983.62          | Agency Mortgage-Backed Securities |
| GNII SF DO0158 C     | 2055-12-20      | 5.5000%  | 0.0000% | $1645649.72        | $1689392.00        | Agency Mortgage-Backed Securities |
| GNII SF DO0161 C     | 2055-12-20      | 5.5000%  | 0.0000% | $2014717.19        | $2068269.50        | Agency Mortgage-Backed Securities |
| GNII SF DO0173 C     | 2055-12-20      | 6.5000%  | 0.0000% | $1891148.85        | $1984085.79        | Agency Mortgage-Backed Securities |
| GNII SF DO9152 C     | 2055-12-20      | 5.5000%  | 0.0000% | $1073071.06        | $1107988.31        | Agency Mortgage-Backed Securities |
| GNII BD 605661 C     | 2034-09-20      | 6.0000%  | 0.0000% | $748.86            | $758.94            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5216 | 2053-12-01      | 6.0000%  | 0.0000% | $859303.30         | $887676.92         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5530 | 2054-11-01      | 5.0000%  | 0.0000% | $126725.60         | $127389.10         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5614 | 2055-02-01      | 5.5000%  | 0.0000% | $1723.97           | $1757.55           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5785 | 2040-07-01      | 3.5000%  | 0.0000% | $821775.21         | $800470.23         | Agency Mortgage-Backed Securities |
| GNII JM 004337 M     | 2039-01-20      | 6.0000%  | 0.0000% | $38.30             | $39.23             | Agency Mortgage-Backed Securities |
| GNAR AT 082547 M     | 2040-06-20      | 5.6250%  | 0.0000% | $436.39            | $446.76            | Agency Mortgage-Backed Securities |
| GNHA PB 786283 H     | 2072-07-20      | 5.4020%  | 0.0000% | $1920.36           | $2035.55           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD4750 | 2052-10-01      | 4.0000%  | 0.0000% | $1484731.20        | $1432145.32        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD6828 | 2053-09-01      | 5.0000%  | 0.0000% | $596627.21         | $600669.23         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8244 | 2052-09-01      | 4.0000%  | 0.0000% | $930956.31         | $895768.23         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA4438 | 2056-02-01      | 5.0000%  | 0.0000% | $2024.00           | $2037.25           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7031 | 2051-01-01      | 4.0000%  | 0.0000% | $6036.76           | $5879.69           | Agency Mortgage-Backed Securities |
| FMAR 8B0562 G        | 2056-02-01      | 4.9180%  | 0.0000% | $3389392.00        | $3445634.63        | Agency Mortgage-Backed Securities |
| FKAR 04.200 WAWA3903 | 2030-09-01      | 4.3500%  | 0.0000% | $43334.00          | $43053.51          | Agency Mortgage-Backed Securities |
| FKAR 04.350 WNWN1726 | 2035-11-01      | 4.3500%  | 0.0000% | $239979.00         | $237438.38         | Agency Mortgage-Backed Securities |
| FKAR 04.200 WNWN1628 | 2032-07-01      | 4.2000%  | 0.0000% | $165839.00         | $166315.01         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE9332 | 2055-09-01      | 6.5000%  | 0.0000% | $996.99            | $1047.29           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF1543 | 2055-11-01      | 6.5000%  | 0.0000% | $945783.77         | $991006.53         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF2388 | 2055-10-01      | 6.5000%  | 0.0000% | $1004.58           | $1049.29           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF3172 | 2055-10-01      | 6.5000%  | 0.0000% | $997.69            | $1049.89           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF4650 | 2055-11-01      | 5.5000%  | 0.0000% | $225594.21         | $234777.15         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0751 | 2052-03-01      | 3.0000%  | 0.0000% | $35799.73          | $31986.48          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA4231 | 2056-01-01      | 5.5000%  | 0.0000% | $1023175.00        | $1059236.35        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBL9928 | 2030-12-01      | 1.3700%  | 0.0000% | $36249000.00       | $32012565.27       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM3346 | 2041-06-01      | 6.5480%  | 0.0000% | $154729.86         | $161573.36         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX XYBM6468 | 2030-11-01      | 1.4290%  | 0.0000% | $1000.00           | $886.75            | Agency Mortgage-Backed Securities |
| MNAR XX.XXX XYBM6932 | 2032-05-01      | 3.1910%  | 0.0000% | $28762285.49       | $27252672.17       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN7662 | 2049-07-01      | 3.5000%  | 0.0000% | $223668.10         | $210185.27         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA4978 | 2056-02-01      | 5.5000%  | 0.0000% | $1459657.00        | $1502964.38        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA4984 | 2056-02-01      | 5.5000%  | 0.0000% | $12943119.00       | $13278573.01       | Agency Mortgage-Backed Securities |
| GNII JM MA6759 M     | 2050-07-20      | 4.0000%  | 0.0000% | $310.54            | $291.77            | Agency Mortgage-Backed Securities |
| GNII SF MA7987 M     | 2052-03-20      | 2.5000%  | 0.0000% | $60980469.35       | $53085565.14       | Agency Mortgage-Backed Securities |
| GNII SF MA7769 M     | 2051-12-20      | 3.5000%  | 0.0000% | $85767.31          | $79767.41          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBR7761 | 2051-03-01      | 4.5000%  | 0.0000% | $851322.55         | $842685.88         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BS7576 | 2027-12-01      | 4.8600%  | 0.0000% | $704974.43         | $717355.19         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU1240 | 2052-03-01      | 3.0000%  | 0.0000% | $217479.20         | $196147.90         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0839 | 2055-08-01      | 6.0000%  | 0.0000% | $588365.17         | $610557.91         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0267 | 2055-04-01      | 6.0000%  | 0.0000% | $1897.61           | $1955.57           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB888757 | 2037-09-01      | 6.5940%  | 0.0000% | $1142.97           | $1189.74           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS889017 | 2040-12-01      | 6.3400%  | 0.0000% | $1826.48           | $1884.57           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB894571 | 2036-03-01      | 7.0690%  | 0.0000% | $2131.96           | $2248.01           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1902818 | 2036-11-01      | 6.3210%  | 0.0000% | $314.72            | $326.31            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1902955 | 2036-12-01      | 6.0100%  | 0.0000% | $2930.21           | $3023.76           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB904688 | 2036-12-01      | 6.0810%  | 0.0000% | $2445.49           | $2551.00           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1905857 | 2036-12-01      | 6.2500%  | 0.0000% | $3897.97           | $4034.38           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1905946 | 2037-01-01      | 6.1250%  | 0.0000% | $357.49            | $369.94            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1906236 | 2037-01-01      | 6.6820%  | 0.0000% | $1817.14           | $1879.63           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS907897 | 2036-12-01      | 5.7800%  | 0.0000% | $553.90            | $572.74            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB912244 | 2037-02-01      | 6.7350%  | 0.0000% | $4008.56           | $4187.91           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1918782 | 2037-06-01      | 6.2350%  | 0.0000% | $441.33            | $452.15            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB920961 | 2037-01-01      | 5.7130%  | 0.0000% | $1328.93           | $1356.76           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB922881 | 2037-02-01      | 6.0850%  | 0.0000% | $2958.99           | $3027.79           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1946362 | 2037-09-01      | 6.5120%  | 0.0000% | $2019.20           | $2093.67           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1946664 | 2037-09-01      | 6.5650%  | 0.0000% | $548.60            | $568.71            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB949782 | 2037-08-01      | 6.2800%  | 0.0000% | $1664.39           | $1723.41           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB952182 | 2037-11-01      | 6.2000%  | 0.0000% | $1476.40           | $1528.71           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS995108 | 2037-11-01      | 6.2110%  | 0.0000% | $1827.92           | $1897.98           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB995641 | 2038-07-01      | 6.4450%  | 0.0000% | $4393.16           | $4540.20           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1995919 | 2037-07-01      | 6.5870%  | 0.0000% | $3598.56           | $3730.62           | Agency Mortgage-Backed Securities |
| GNII SF MA8346 M     | 2052-10-20      | 4.0000%  | 0.0000% | $14974.48          | $14367.42          | Agency Mortgage-Backed Securities |
| GNII SF MA8572 M     | 2052-12-20      | 6.5000%  | 0.0000% | $4162469.59        | $4342588.44        | Agency Mortgage-Backed Securities |
| GNII SF MA9726 M     | 2054-06-20      | 6.0000%  | 0.0000% | $157894.49         | $162481.69         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD841068 | 2034-11-01      | 6.2420%  | 0.0000% | $12255.72          | $12892.06          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA1995 | 2052-04-01      | 2.5000%  | 0.0000% | $5913644.36        | $5094639.45        | Agency Mortgage-Backed Securities |
| 8.875 RFBD 30 B      | 2030-04-15      | 8.8750%  | 0.0000% | $8000.00           | $9727.56           | Corporate Debt Securities         |
| RFIN 01/15/30        | 2030-01-15      | 0.0000%  | 0.0000% | $24000.00          | $20530.15          | Corporate Debt Securities         |
| 8.625 RFPR 30 A      | 2030-01-15      | 0.0000%  | 0.0000% | $181000.00         | $155409.68         | Corporate Debt Securities         |

### Security 319: Societe Generale

- **C.1 - Title:** Societe Generale 3.650000%
- **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: 983TES002, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 983TES002_3.65_0204
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.500 CLMA3520 | 2048-11-01      | 3.5000%  | 0.0000% | $2786549.36        | $2629386.43        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ3267 | 2055-02-01      | 6.0000%  | 0.0000% | $40580375.01       | $42212247.14       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4151 | 2055-05-01      | 5.5000%  | 0.0000% | $45110597.62       | $46366727.29       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4624 | 2055-08-01      | 5.5000%  | 0.0000% | $95817874.75       | $99077843.76       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ5051 | 2055-10-01      | 6.0000%  | 0.0000% | $52889564.26       | $54689307.97       | Agency Mortgage-Backed Securities |
| FNMS 02.500 I4BF0822 | 2062-10-01      | 2.5000%  | 0.0000% | $19301883.71       | $16039747.41       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ2998 | 2050-10-01      | 2.0000%  | 0.0000% | $58420381.66       | $47984813.79       | Agency Mortgage-Backed Securities |

### Security 320: Societe Generale

- **C.1 - Title:** Societe Generale 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 988APL001, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 988APL001_3.83_0205
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 5/8 NOTE AD 28 | 2028-09-30      | 4.6250%  | 0.0000% | $199105400.00      | $207303639.20      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  | 0.0000% | $292847600.00      | $302696418.80      | U.S. Treasuries (including strips) |

### Security 321: Societe Generale

- **C.1 - Title:** Societe Generale 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 988APR008, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 988APR008_3.67_0407
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 NOTE AV 27    | 2027-12-15      | 4.0000%  | 0.0000% | $166785800.00      | $168958175.90      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31 | 2031-12-31      | 4.5000%  | 0.0000% | $329639900.00      | $341041907.40      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Allspring Funds Trust

**Date:** 2026-02-06

**By:** David Berardi

**Name of Signing Officer:** David Berardi

**Title of Signing Officer:** Assistant Treasurer