# EDGAR Filing Document

**Accession Number:** 0001081400
**File Stem:** 0001145549-25-038822
**Filing Date:** 2025-6
**Character Count:** 1613942
**Document Hash:** 97267a5cfda1516b87ba23391ef1890f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-038822.hdr.sgml**: 20250606

**ACCESSION NUMBER**: 0001145549-25-038822

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250606

**DATE AS OF CHANGE**: 20250606

**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:** 251029700

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-05-31

**Registrant Full Name:** Allspring Funds Trust

**CIK Number of Registrant:** 0001081400

**LEI of Registrant:** 549300XROIY0CTN7RZ24

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

**LEI of Series:** 549300GFSYYLVYEWA041

**EDGAR Series Identifier:** S000007421

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 43 days

- **WAL:** 105 days

- **Total Value of Portfolio Securities:** $116915110508.97

- **Amortized Cost of Portfolio Securities:** $116918076082.77

- **Cash:** $5661280153.48

- **Total Other Assets:** $257123204.99

- **Total Liabilities:** $1038174055.03

- **Net Assets of Series:** $121798305386.21

- **Number of Shares Outstanding (Series):** 121801955246.6210

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-05-01 | $80231440589.22           | $93266046113.92            | 67.7800%                  | 78.8000%                   |
| 2025-05-02 | $78073989207.12           | $89876136777.32            | 67.8000%                  | 78.0500%                   |
| 2025-05-05 | $76681539388.45           | $89035036672.49            | 66.8200%                  | 77.5900%                   |
| 2025-05-06 | $78251906028.49           | $89950592412.16            | 67.6800%                  | 77.8000%                   |
| 2025-05-07 | $82199560763.84           | $91148361444.86            | 70.0700%                  | 77.6900%                   |
| 2025-05-08 | $81893156409.61           | $90976865024.20            | 68.4500%                  | 76.0500%                   |
| 2025-05-09 | $81709018306.40           | $90542861942.43            | 68.4800%                  | 75.8900%                   |
| 2025-05-12 | $81715288736.12           | $91497690884.18            | 68.3100%                  | 76.4900%                   |
| 2025-05-13 | $84806973416.29           | $94498153142.41            | 69.1500%                  | 77.0500%                   |
| 2025-05-14 | $84031081382.18           | $93472538245.38            | 69.0900%                  | 76.8500%                   |
| 2025-05-15 | $81299144522.92           | $90965858894.37            | 68.2700%                  | 76.3900%                   |
| 2025-05-16 | $78354583822.45           | $88329382544.01            | 67.0100%                  | 75.5400%                   |
| 2025-05-19 | $78654895913.42           | $89130557489.27            | 67.1000%                  | 76.0300%                   |
| 2025-05-20 | $77358947854.69           | $87923926213.52            | 66.7300%                  | 75.8500%                   |
| 2025-05-21 | $79012884695.95           | $89303150139.64            | 67.0800%                  | 75.8100%                   |
| 2025-05-22 | $81838687727.10           | $92309338015.47            | 67.7600%                  | 76.4300%                   |
| 2025-05-23 | $79870704441.81           | $90086607161.71            | 67.4900%                  | 76.1200%                   |
| 2025-05-27 | $79065120285.64           | $89192945902.30            | 66.9000%                  | 75.4700%                   |
| 2025-05-28 | $80520105222.94           | $91398206313.22            | 67.3100%                  | 76.4000%                   |
| 2025-05-29 | $81456136868.94           | $92814452678.04            | 67.2900%                  | 76.6800%                   |
| 2025-05-30 | $83466035969.51           | $95079674501.76            | 67.9500%                  | 77.4000%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-05-01 | 4.4000%             |
| 2025-05-02 | 4.4100%             |
| 2025-05-05 | 4.4000%             |
| 2025-05-06 | 4.4000%             |
| 2025-05-07 | 4.3900%             |
| 2025-05-08 | 4.3900%             |
| 2025-05-09 | 4.3700%             |
| 2025-05-12 | 4.3700%             |
| 2025-05-13 | 4.3600%             |
| 2025-05-14 | 4.3600%             |
| 2025-05-15 | 4.3600%             |
| 2025-05-16 | 4.3700%             |
| 2025-05-19 | 4.3700%             |
| 2025-05-20 | 4.3600%             |
| 2025-05-21 | 4.3600%             |
| 2025-05-22 | 4.3600%             |
| 2025-05-23 | 4.3500%             |
| 2025-05-27 | 4.3500%             |
| 2025-05-28 | 4.3500%             |
| 2025-05-29 | 4.3600%             |
| 2025-05-30 | 4.3800%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-05-01 | 1.0001                      |
|  |  |
| 2025-05-02 | 1.0000                      |
|  |  |
| 2025-05-05 | 1.0000                      |
|  |  |
| 2025-05-06 | 1.0000                      |
|  |  |
| 2025-05-07 | 1.0000                      |
|  |  |
| 2025-05-08 | 1.0000                      |
|  |  |
| 2025-05-09 | 1.0000                      |
|  |  |
| 2025-05-12 | 1.0000                      |
|  |  |
| 2025-05-13 | 1.0000                      |
|  |  |
| 2025-05-14 | 0.9999                      |
|  |  |
| 2025-05-15 | 1.0000                      |
|  |  |
| 2025-05-16 | 0.9999                      |
|  |  |
| 2025-05-19 | 1.0000                      |
|  |  |
| 2025-05-20 | 1.0000                      |
|  |  |
| 2025-05-21 | 0.9999                      |
|  |  |
| 2025-05-22 | 0.9999                      |
|  |  |
| 2025-05-23 | 0.9999                      |
|  |  |
| 2025-05-27 | 1.0000                      |
|  |  |
| 2025-05-28 | 0.9999                      |
|  |  |
| 2025-05-29 | 0.9999                      |
|  |  |
| 2025-05-30 | 0.9999                      |
|  |  |

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

### Class: Class A

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $827503280.70

- **Number of Shares Outstanding:** 827529582.3010

- **Expense Reimbursement/Waiver:** 340.68

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0001          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0000          |
|  |  |
| 2025-05-06 | 1.0000          |
|  |  |
| 2025-05-07 | 1.0000          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 0.9999          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 0.9999          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 0.9999          |
|  |  |
| 2025-05-22 | 0.9999          |
|  |  |
| 2025-05-23 | 0.9999          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 0.9999          |
|  |  |
| 2025-05-29 | 0.9999          |
|  |  |
| 2025-05-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $8257456.17               | $369790.04              |
| 2025-05-02 | $9815.93                  | $172889.00              |
| 2025-05-05 | $158840.31                | $129824.30              |
| 2025-05-06 | $1542712.70               | $255470.14              |
| 2025-05-07 | $11584.84                 | $328577.90              |
| 2025-05-08 | $119671.71                | $176761.92              |
| 2025-05-09 | $61280.83                 | $5333399.44             |
| 2025-05-12 | $160254.62                | $339439.50              |
| 2025-05-13 | $1096139.77               | $596993.36              |
| 2025-05-14 | $73820.53                 | $369462.28              |
| 2025-05-15 | $211817.93                | $590032.80              |
| 2025-05-16 | $79965.87                 | $360184.04              |
| 2025-05-19 | $17887.99                 | $583269.44              |
| 2025-05-20 | $1147465.07               | $114540.30              |
| 2025-05-21 | $103375.36                | $478046.50              |
| 2025-05-22 | $175041.35                | $283760.01              |
| 2025-05-23 | $525834.85                | $82551.91               |
| 2025-05-27 | $561281.41                | $264373.10              |
| 2025-05-28 | $1802697.30               | $444050.96              |
| 2025-05-29 | $1855.92                  | $500271.23              |
| 2025-05-30 | $82370.15                 | $11547.27               |

**Total Gross Subscriptions (Month):** $16201170.61

**Total Gross Redemptions (Month):** $11785235.44

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.8500%           |
| 2025-05-02 | 3.8500%           |
| 2025-05-05 | 3.8500%           |
| 2025-05-06 | 3.8500%           |
| 2025-05-07 | 3.8400%           |
| 2025-05-08 | 3.8300%           |
| 2025-05-09 | 3.8200%           |
| 2025-05-12 | 3.8100%           |
| 2025-05-13 | 3.8100%           |
| 2025-05-14 | 3.8100%           |
| 2025-05-15 | 3.8100%           |
| 2025-05-16 | 3.8100%           |
| 2025-05-19 | 3.8100%           |
| 2025-05-20 | 3.8100%           |
| 2025-05-21 | 3.8100%           |
| 2025-05-22 | 3.8000%           |
| 2025-05-23 | 3.7900%           |
| 2025-05-27 | 3.8000%           |
| 2025-05-28 | 3.8000%           |
| 2025-05-29 | 3.8100%           |
| 2025-05-30 | 3.8200%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 54.6300%         | 0.0000%              |

### Class: Administrator Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $3851864249.46

- **Number of Shares Outstanding:** 3851987915.1240

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0001          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0000          |
|  |  |
| 2025-05-06 | 1.0000          |
|  |  |
| 2025-05-07 | 1.0000          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 0.9999          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 0.9999          |
|  |  |
| 2025-05-19 | 0.9999          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 0.9999          |
|  |  |
| 2025-05-22 | 0.9999          |
|  |  |
| 2025-05-23 | 0.9999          |
|  |  |
| 2025-05-27 | 0.9999          |
|  |  |
| 2025-05-28 | 0.9999          |
|  |  |
| 2025-05-29 | 0.9999          |
|  |  |
| 2025-05-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $8512127.79               | $480726166.74           |
| 2025-05-02 | $6401552.59               | $85112030.68            |
| 2025-05-05 | $2898439.60               | $14049988.26            |
| 2025-05-06 | $39722644.45              | $1227904.10             |
| 2025-05-07 | $59515422.57              | $1406959.46             |
| 2025-05-08 | $25631921.10              | $19285076.36            |
| 2025-05-09 | $38293272.46              | $12328199.24            |
| 2025-05-12 | $21234264.90              | $62987530.03            |
| 2025-05-13 | $87576737.14              | $2303165.71             |
| 2025-05-14 | $27138164.37              | $35838154.80            |
| 2025-05-15 | $13103538.42              | $78174214.68            |
| 2025-05-16 | $174039874.92             | $34551937.04            |
| 2025-05-19 | $464505.97                | $267857409.99           |
| 2025-05-20 | $71360526.00              | $10026687.56            |
| 2025-05-21 | $6599279.88               | $68664573.15            |
| 2025-05-22 | $21729519.61              | $4576017.38             |
| 2025-05-23 | $32830755.90              | $3489781.96             |
| 2025-05-27 | $29729399.24              | $76121746.92            |
| 2025-05-28 | $132951526.73             | $40915458.24            |
| 2025-05-29 | $78535937.50              | $26834746.42            |
| 2025-05-30 | $24641210.66              | $3939022.28             |

**Total Gross Subscriptions (Month):** $902910621.80

**Total Gross Redemptions (Month):** $1330416771.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.0700%           |
| 2025-05-02 | 4.0800%           |
| 2025-05-05 | 4.0700%           |
| 2025-05-06 | 4.0700%           |
| 2025-05-07 | 4.0600%           |
| 2025-05-08 | 4.0600%           |
| 2025-05-09 | 4.0400%           |
| 2025-05-12 | 4.0400%           |
| 2025-05-13 | 4.0300%           |
| 2025-05-14 | 4.0300%           |
| 2025-05-15 | 4.0300%           |
| 2025-05-16 | 4.0400%           |
| 2025-05-19 | 4.0400%           |
| 2025-05-20 | 4.0300%           |
| 2025-05-21 | 4.0300%           |
| 2025-05-22 | 4.0300%           |
| 2025-05-23 | 4.0200%           |
| 2025-05-27 | 4.0200%           |
| 2025-05-28 | 4.0200%           |
| 2025-05-29 | 4.0300%           |
| 2025-05-30 | 4.0500%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 88.8300%         | 0.0000%              |

### Class: Institutional Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $32033576747.94

- **Number of Shares Outstanding:** 32034558114.5750

- **Expense Reimbursement/Waiver:** 287289.87

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0001          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0000          |
|  |  |
| 2025-05-06 | 1.0000          |
|  |  |
| 2025-05-07 | 1.0000          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 0.9999          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 0.9999          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 0.9999          |
|  |  |
| 2025-05-22 | 0.9999          |
|  |  |
| 2025-05-23 | 0.9999          |
|  |  |
| 2025-05-27 | 0.9999          |
|  |  |
| 2025-05-28 | 0.9999          |
|  |  |
| 2025-05-29 | 0.9999          |
|  |  |
| 2025-05-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $396299401.21             | $354401473.89           |
| 2025-05-02 | $658903043.93             | $268717464.46           |
| 2025-05-05 | $142033242.93             | $1055654916.63          |
| 2025-05-06 | $406825156.43             | $217979015.19           |
| 2025-05-07 | $892369200.33             | $34341820.59            |
| 2025-05-08 | $657658645.84             | $103900697.75           |
| 2025-05-09 | $802812298.16             | $307880025.84           |
| 2025-05-12 | $124932567.59             | $1438174837.11          |
| 2025-05-13 | $346138236.91             | $88907858.09            |
| 2025-05-14 | $93702250.31              | $634973124.10           |
| 2025-05-15 | $350063466.01             | $350868775.24           |
| 2025-05-16 | $1100443137.64            | $161072342.66           |
| 2025-05-19 | $94618867.66              | $767968715.57           |
| 2025-05-20 | $355146485.05             | $123500952.36           |
| 2025-05-21 | $160411048.70             | $293790695.38           |
| 2025-05-22 | $275195212.84             | $158047873.86           |
| 2025-05-23 | $575107328.14             | $153310446.95           |
| 2025-05-27 | $254195497.54             | $658336625.80           |
| 2025-05-28 | $183088617.23             | $382853156.76           |
| 2025-05-29 | $487351963.49             | $220945073.24           |
| 2025-05-30 | $907277764.01             | $99922335.37            |

**Total Gross Subscriptions (Month):** $9264573431.95

**Total Gross Redemptions (Month):** $7875548226.84

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2000%           |
| 2025-05-02 | 4.2100%           |
| 2025-05-05 | 4.2000%           |
| 2025-05-06 | 4.2000%           |
| 2025-05-07 | 4.1900%           |
| 2025-05-08 | 4.1900%           |
| 2025-05-09 | 4.1700%           |
| 2025-05-12 | 4.1700%           |
| 2025-05-13 | 4.1600%           |
| 2025-05-14 | 4.1600%           |
| 2025-05-15 | 4.1600%           |
| 2025-05-16 | 4.1700%           |
| 2025-05-19 | 4.1700%           |
| 2025-05-20 | 4.1600%           |
| 2025-05-21 | 4.1600%           |
| 2025-05-22 | 4.1600%           |
| 2025-05-23 | 4.1500%           |
| 2025-05-27 | 4.1500%           |
| 2025-05-28 | 4.1500%           |
| 2025-05-29 | 4.1600%           |
| 2025-05-30 | 4.1800%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 68.3500%         | 0.0000%              |
| Non-financial corporation |  | 18.5500%         | 0.0000%              |

### Class: Service Class

- **Minimum Initial Investment:** $100000.00

- **Net Assets of Class:** $1048115427.77

- **Number of Shares Outstanding:** 1048148224.6420

- **Expense Reimbursement/Waiver:** 408.52

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0001          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0000          |
|  |  |
| 2025-05-06 | 1.0000          |
|  |  |
| 2025-05-07 | 1.0000          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 0.9999          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 0.9999          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 0.9999          |
|  |  |
| 2025-05-22 | 0.9999          |
|  |  |
| 2025-05-23 | 0.9999          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 0.9999          |
|  |  |
| 2025-05-29 | 0.9999          |
|  |  |
| 2025-05-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $576650.98                | $29800828.74            |
| 2025-05-02 | $1078797.35               | $11970513.04            |
| 2025-05-05 | $1568015.96               | $160635.00              |
| 2025-05-06 | $8636313.73               | $1373643.11             |
| 2025-05-07 | $5449718.19               | $2499151.76             |
| 2025-05-08 | $25522883.41              | $11531.62               |
| 2025-05-09 | $28930753.29              | $2137140.14             |
| 2025-05-12 | $4773300.95               | $425977.87              |
| 2025-05-13 | $17531561.93              | $18955220.93            |
| 2025-05-14 | $28113656.40              | $11203221.76            |
| 2025-05-15 | $24016.33                 | $44780738.72            |
| 2025-05-16 | $25609862.90              | $334619.25              |
| 2025-05-19 | $32720746.62              | $5098735.03             |
| 2025-05-20 | $5009345.80               | $9058055.51             |
| 2025-05-21 | $10917947.06              | $5078155.89             |
| 2025-05-22 | $8561700.47               | $8072419.40             |
| 2025-05-23 | $27420837.82              | $13785570.72            |
| 2025-05-27 | $10187636.84              | $32867359.09            |
| 2025-05-28 | $31791294.20              | $152577.57              |
| 2025-05-29 | $14955030.91              | $35232014.68            |
| 2025-05-30 | $20792667.99              | $15903402.85            |

**Total Gross Subscriptions (Month):** $310172739.13

**Total Gross Redemptions (Month):** $248901512.68

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.9000%           |
| 2025-05-02 | 3.9100%           |
| 2025-05-05 | 3.9100%           |
| 2025-05-06 | 3.9000%           |
| 2025-05-07 | 3.8900%           |
| 2025-05-08 | 3.8900%           |
| 2025-05-09 | 3.8700%           |
| 2025-05-12 | 3.8700%           |
| 2025-05-13 | 3.8600%           |
| 2025-05-14 | 3.8600%           |
| 2025-05-15 | 3.8600%           |
| 2025-05-16 | 3.8700%           |
| 2025-05-19 | 3.8700%           |
| 2025-05-20 | 3.8600%           |
| 2025-05-21 | 3.8600%           |
| 2025-05-22 | 3.8600%           |
| 2025-05-23 | 3.8500%           |
| 2025-05-27 | 3.8500%           |
| 2025-05-28 | 3.8500%           |
| 2025-05-29 | 3.8600%           |
| 2025-05-30 | 3.8800%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 6.1100%          | 0.0000%              |
| Non-financial corporation |  | 88.4900%         | 0.0000%              |

### Class: Select Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $82957488002.72

- **Number of Shares Outstanding:** 82959939864.6590

- **Expense Reimbursement/Waiver:** 2117229.15

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0001          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0000          |
|  |  |
| 2025-05-06 | 1.0000          |
|  |  |
| 2025-05-07 | 1.0000          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 0.9999          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 0.9999          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 0.9999          |
|  |  |
| 2025-05-22 | 0.9999          |
|  |  |
| 2025-05-23 | 0.9999          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 0.9999          |
|  |  |
| 2025-05-29 | 0.9999          |
|  |  |
| 2025-05-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $4524304159.90            | $8573708402.05          |
| 2025-05-02 | $2035754416.60            | $5175449486.66          |
| 2025-05-05 | $3631110547.69            | $2986144901.93          |
| 2025-05-06 | $2092615561.89            | $1516571582.95          |
| 2025-05-07 | $1829690998.07            | $1800810501.54          |
| 2025-05-08 | $5092395969.36            | $2571040166.68          |
| 2025-05-09 | $2724261088.84            | $3433854765.91          |
| 2025-05-12 | $3276699339.99            | $2336010101.03          |
| 2025-05-13 | $3401146076.12            | $1567267087.72          |
| 2025-05-14 | $3353384471.96            | $3806307430.74          |
| 2025-05-15 | $4542859709.97            | $6125903135.52          |
| 2025-05-16 | $1595880840.71            | $5509630014.54          |
| 2025-05-19 | $3871758921.41            | $2869607429.56          |
| 2025-05-20 | $3032370584.19            | $3038086429.72          |
| 2025-05-21 | $2983462266.86            | $2209963853.39          |
| 2025-05-22 | $3990429100.58            | $2042413161.36          |
| 2025-05-23 | $1843038898.37            | $3930854200.43          |
| 2025-05-27 | $4020937010.33            | $3434856720.06          |
| 2025-05-28 | $2977635848.44            | $2634809210.11          |
| 2025-05-29 | $5322672893.13            | $3044840213.69          |
| 2025-05-30 | $4744782492.34            | $3341356887.21          |

**Total Gross Subscriptions (Month):** $70887191196.75

**Total Gross Redemptions (Month):** $71949485682.80

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2600%           |
| 2025-05-02 | 4.2700%           |
| 2025-05-05 | 4.2600%           |
| 2025-05-06 | 4.2600%           |
| 2025-05-07 | 4.2500%           |
| 2025-05-08 | 4.2500%           |
| 2025-05-09 | 4.2300%           |
| 2025-05-12 | 4.2300%           |
| 2025-05-13 | 4.2200%           |
| 2025-05-14 | 4.2200%           |
| 2025-05-15 | 4.2200%           |
| 2025-05-16 | 4.2300%           |
| 2025-05-19 | 4.2300%           |
| 2025-05-20 | 4.2200%           |
| 2025-05-21 | 4.2200%           |
| 2025-05-22 | 4.2200%           |
| 2025-05-23 | 4.2100%           |
| 2025-05-27 | 4.2100%           |
| 2025-05-28 | 4.2100%           |
| 2025-05-29 | 4.2200%           |
| 2025-05-30 | 4.2400%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 57.0800%         | 0.0000%              |
| Non-financial corporation |  | 15.1500%         | 0.0000%              |

### Class: Sweep Class

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $838548881.88

- **Number of Shares Outstanding:** 838575094.3000

- **Expense Reimbursement/Waiver:** 8418.11

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0001          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0000          |
|  |  |
| 2025-05-06 | 1.0000          |
|  |  |
| 2025-05-07 | 1.0000          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 0.9999          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 0.9999          |
|  |  |
| 2025-05-19 | 0.9999          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 0.9999          |
|  |  |
| 2025-05-22 | 0.9999          |
|  |  |
| 2025-05-23 | 0.9999          |
|  |  |
| 2025-05-27 | 0.9999          |
|  |  |
| 2025-05-28 | 0.9999          |
|  |  |
| 2025-05-29 | 0.9999          |
|  |  |
| 2025-05-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $38170053.90              | $33219949.18            |
| 2025-05-02 | $60044128.46              | $65570118.91            |
| 2025-05-05 | $26910351.37              | $31823250.05            |
| 2025-05-06 | $88443643.48              | $31845504.91            |
| 2025-05-07 | $16743433.59              | $30371730.54            |
| 2025-05-08 | $24255152.61              | $20644425.05            |
| 2025-05-09 | $25671492.80              | $24641223.37            |
| 2025-05-12 | $32833647.12              | $27547625.29            |
| 2025-05-13 | $54033700.42              | $62223298.00            |
| 2025-05-14 | $39116788.96              | $54703266.70            |
| 2025-05-15 | $25245319.68              | $36018962.52            |
| 2025-05-16 | $56257278.27              | $23006797.45            |
| 2025-05-19 | $35870763.77              | $101839463.80           |
| 2025-05-20 | $32732372.82              | $38682365.01            |
| 2025-05-21 | $20597551.47              | $31991367.74            |
| 2025-05-22 | $29310091.81              | $27209168.61            |
| 2025-05-23 | $21916978.77              | $137042964.89           |
| 2025-05-27 | $43575704.18              | $33466943.77            |
| 2025-05-28 | $37060086.04              | $24154123.37            |
| 2025-05-29 | $56260343.70              | $27927840.63            |
| 2025-05-30 | $35147437.94              | $43244628.28            |

**Total Gross Subscriptions (Month):** $800196321.16

**Total Gross Redemptions (Month):** $907175018.07

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.9000%           |
| 2025-05-02 | 3.9100%           |
| 2025-05-05 | 3.9100%           |
| 2025-05-06 | 3.9000%           |
| 2025-05-07 | 3.8900%           |
| 2025-05-08 | 3.8900%           |
| 2025-05-09 | 3.8700%           |
| 2025-05-12 | 3.8700%           |
| 2025-05-13 | 3.8600%           |
| 2025-05-14 | 3.8600%           |
| 2025-05-15 | 3.8600%           |
| 2025-05-16 | 3.8700%           |
| 2025-05-19 | 3.8700%           |
| 2025-05-20 | 3.8600%           |
| 2025-05-21 | 3.8600%           |
| 2025-05-22 | 3.8600%           |
| 2025-05-23 | 3.8500%           |
| 2025-05-27 | 3.8500%           |
| 2025-05-28 | 3.8500%           |
| 2025-05-29 | 3.8600%           |
| 2025-05-30 | 3.8800%           |

**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:** $141104287.74

- **Number of Shares Outstanding:** 141108765.9900

- **Expense Reimbursement/Waiver:** 3729.83

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0001          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0000          |
|  |  |
| 2025-05-06 | 1.0000          |
|  |  |
| 2025-05-07 | 1.0000          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 0.9999          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 0.9999          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 0.9999          |
|  |  |
| 2025-05-22 | 0.9999          |
|  |  |
| 2025-05-23 | 0.9999          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 0.9999          |
|  |  |
| 2025-05-29 | 0.9999          |
|  |  |
| 2025-05-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $399802.40                | $0.00                   |
| 2025-05-02 | $25000000.00              | $0.00                   |
| 2025-05-23 | $1000000.00               | $0.00                   |

**Total Gross Subscriptions (Month):** $26399802.40

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2400%           |
| 2025-05-02 | 4.2500%           |
| 2025-05-05 | 4.2400%           |
| 2025-05-06 | 4.2400%           |
| 2025-05-07 | 4.2300%           |
| 2025-05-08 | 4.2300%           |
| 2025-05-09 | 4.2100%           |
| 2025-05-12 | 4.2100%           |
| 2025-05-13 | 4.2000%           |
| 2025-05-14 | 4.2000%           |
| 2025-05-15 | 4.2000%           |
| 2025-05-16 | 4.2100%           |
| 2025-05-19 | 4.2100%           |
| 2025-05-20 | 4.2000%           |
| 2025-05-21 | 4.2000%           |
| 2025-05-22 | 4.2000%           |
| 2025-05-23 | 4.1900%           |
| 2025-05-27 | 4.1900%           |
| 2025-05-28 | 4.1900%           |
| 2025-05-29 | 4.2000%           |
| 2025-05-30 | 4.2200%           |

**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:** $100104508.00

- **Number of Shares Outstanding:** 100107685.0300

- **Expense Reimbursement/Waiver:** 900.02

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0001          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0000          |
|  |  |
| 2025-05-06 | 1.0000          |
|  |  |
| 2025-05-07 | 1.0000          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 0.9999          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 0.9999          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 0.9999          |
|  |  |
| 2025-05-22 | 0.9999          |
|  |  |
| 2025-05-23 | 0.9999          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 0.9999          |
|  |  |
| 2025-05-29 | 0.9999          |
|  |  |
| 2025-05-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $370.59                   | $0.00                   |
| 2025-05-16 | $0.00                     | $20000000.00            |
| 2025-05-19 | $20000000.00              | $0.00                   |

**Total Gross Subscriptions (Month):** $20000370.59

**Total Gross Redemptions (Month):** $20000000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2000%           |
| 2025-05-02 | 4.2100%           |
| 2025-05-05 | 4.2000%           |
| 2025-05-06 | 4.2000%           |
| 2025-05-07 | 4.1900%           |
| 2025-05-08 | 4.1900%           |
| 2025-05-09 | 4.1700%           |
| 2025-05-12 | 4.1700%           |
| 2025-05-13 | 4.1600%           |
| 2025-05-14 | 4.1600%           |
| 2025-05-15 | 4.1600%           |
| 2025-05-16 | 4.1700%           |
| 2025-05-19 | 4.1700%           |
| 2025-05-20 | 4.1600%           |
| 2025-05-21 | 4.1600%           |
| 2025-05-22 | 4.1600%           |
| 2025-05-23 | 4.1500%           |
| 2025-05-27 | 4.1500%           |
| 2025-05-28 | 4.1500%           |
| 2025-05-29 | 4.1600%           |
| 2025-05-30 | 4.1800%           |

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

## Part C: Schedule of Portfolio Securities

### Security 1: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 01399W007, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 01399W007_4.36_0606
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.6400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 05.500 CLSD8446 | 2054-07-01      | 5.5000%  | 0.0000% | $82976576.40       | $82433208.94       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3722 | 2053-05-01      | 5.0000%  | 0.0000% | $244993.23         | $239881.64         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3917 | 2053-10-01      | 6.0000%  | 0.0000% | $6081232.51        | $6221546.82        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5190 | 2053-11-01      | 5.5000%  | 0.0000% | $8104448.79        | $8057617.68        | Agency Mortgage-Backed Securities |
| GNII ET DE7649 C     | 2064-10-20      | 6.5000%  | 0.0000% | $125759.00         | $128815.96         | Agency Mortgage-Backed Securities |
| GNII SF DE8981 C     | 2054-10-20      | 6.5000%  | 0.0000% | $2165781.76        | $2241237.84        | Agency Mortgage-Backed Securities |
| GNII SF DE8992 C     | 2054-09-20      | 6.5000%  | 0.0000% | $1483808.56        | $1549949.50        | Agency Mortgage-Backed Securities |
| GNII SF DF0756 C     | 2054-09-20      | 6.0000%  | 0.0000% | $1705771.72        | $1747401.65        | Agency Mortgage-Backed Securities |
| GNII SF DF1323 C     | 2054-10-20      | 7.5000%  | 0.0000% | $1099540.45        | $1173509.47        | Agency Mortgage-Backed Securities |
| GNII ET DF1660 C     | 2064-09-20      | 6.5000%  | 0.0000% | $57115.21          | $58503.52          | Agency Mortgage-Backed Securities |
| GNII ET DF5682 C     | 2062-09-20      | 4.5000%  | 0.0000% | $302891.16         | $282726.79         | Agency Mortgage-Backed Securities |
| GNII ET DF6056 C     | 2064-09-20      | 4.0000%  | 0.0000% | $119262.12         | $107904.58         | Agency Mortgage-Backed Securities |
| GNII SF DF6062 C     | 2044-10-20      | 7.0000%  | 0.0000% | $1323784.65        | $1369121.48        | Agency Mortgage-Backed Securities |
| GNII ET DF7154 C     | 2064-12-20      | 6.0000%  | 0.0000% | $1764162.44        | $1781245.42        | Agency Mortgage-Backed Securities |
| GNII ET DG0027 C     | 2064-12-20      | 6.5000%  | 0.0000% | $50774.47          | $52008.70          | Agency Mortgage-Backed Securities |
| GNII SF DG2217 C     | 2054-11-20      | 6.0000%  | 0.0000% | $1957709.68        | $2005488.24        | Agency Mortgage-Backed Securities |
| GNII SF 004771 M     | 2040-08-20      | 4.5000%  | 0.0000% | $1294969.20        | $1269270.54        | Agency Mortgage-Backed Securities |
| GNMI SF 720161 X     | 2039-07-15      | 4.5000%  | 0.0000% | $71977.18          | $69595.82          | Agency Mortgage-Backed Securities |
| GNII SF 733994 C     | 2040-10-20      | 4.0000%  | 0.0000% | $458935.17         | $430934.72         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF4936 | 2052-12-01      | 5.5000%  | 0.0000% | $644241.98         | $640478.03         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF5614 | 2053-01-01      | 5.5000%  | 0.0000% | $4780902.25        | $4843419.98        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG4185 | 2053-06-01      | 6.0000%  | 0.0000% | $1148720.80        | $1182974.88        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQG6223 | 2053-06-01      | 4.5000%  | 0.0000% | $161867.93         | $153136.29         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG9816 | 2053-08-01      | 5.0000%  | 0.0000% | $1099108.12        | $1078954.63        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQH4907 | 2053-10-01      | 5.0000%  | 0.0000% | $1275112.53        | $1246644.09        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH7450 | 2054-01-01      | 6.5000%  | 0.0000% | $313870.90         | $324936.14         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH9252 | 2054-01-01      | 6.5000%  | 0.0000% | $372199.15         | $384887.83         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH9458 | 2054-02-01      | 6.5000%  | 0.0000% | $12978436.85       | $13415110.78       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ0303 | 2054-07-01      | 7.0000%  | 0.0000% | $1991455.80        | $2104733.57        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ4888 | 2054-09-01      | 5.5000%  | 0.0000% | $2844123.82        | $2846187.39        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ6124 | 2054-10-01      | 6.0000%  | 0.0000% | $3145114.00        | $3202966.28        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ6690 | 2054-10-01      | 7.0000%  | 0.0000% | $764629.79         | $805479.29         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ7373 | 2054-10-01      | 7.0000%  | 0.0000% | $1214582.13        | $1277939.46        | Agency Mortgage-Backed Securities |
| 3.08 FCSB 35 S       | 2035-06-21      | 3.0800%  | 0.0000% | $6504000.00        | $5775755.79        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD2762 | 2055-05-01      | 6.5000%  | 0.0000% | $5956096.00        | $6143380.14        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM3154 | 2049-09-01      | 5.0000%  | 0.0000% | $301201.60         | $297642.24         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3665 | 2049-09-01      | 4.0000%  | 0.0000% | $9967059.35        | $9280620.22        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7031 | 2051-01-01      | 4.0000%  | 0.0000% | $480102.60         | $447187.36         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY0898 | 2055-04-01      | 7.0000%  | 0.0000% | $1679639.45        | $1782334.10        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY0119 | 2055-04-01      | 6.5000%  | 0.0000% | $1761769.34        | $1825533.26        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY0928 | 2055-04-01      | 7.0000%  | 0.0000% | $1016668.69        | $1073468.84        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY0991 | 2055-04-01      | 5.5000%  | 0.0000% | $17936421.43       | $17971837.90       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY1177 | 2055-04-01      | 5.0000%  | 0.0000% | $1229578.88        | $1199509.25        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY2022 | 2055-04-01      | 7.0000%  | 0.0000% | $19902.12          | $20948.19          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY2535 | 2055-04-01      | 6.0000%  | 0.0000% | $10888622.98       | $11150813.76       | Agency Mortgage-Backed Securities |
| GNII SF MA7963 M     | 2037-04-20      | 3.0000%  | 0.0000% | $115507.62         | $108367.25         | Agency Mortgage-Backed Securities |
| GNII SF MA7939 M     | 2052-02-20      | 4.0000%  | 0.0000% | $161265.53         | $148640.09         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY2839 | 2055-05-01      | 7.0000%  | 0.0000% | $1016398.74        | $1079844.27        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY3119 | 2055-05-01      | 6.5000%  | 0.0000% | $3854632.00        | $4015031.37        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY3652 | 2055-05-01      | 5.5000%  | 0.0000% | $26594432.00       | $26428763.48       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY4197 | 2055-06-01      | 6.5000%  | 0.0000% | $8595328.00        | $8893088.31        | Agency Mortgage-Backed Securities |
| GNII SF MA9274 M     | 2038-11-20      | 7.0000%  | 0.0000% | $80473.41          | $85037.77          | Agency Mortgage-Backed Securities |
| GNII SF MA9303 M     | 2053-11-20      | 4.5000%  | 0.0000% | $2329409.91        | $2205380.48        | Agency Mortgage-Backed Securities |
| GNII JM MA9410 M     | 2053-11-20      | 5.5000%  | 0.0000% | $510635.18         | $506328.26         | Agency Mortgage-Backed Securities |
| GNII SF MA9514 M     | 2031-06-20      | 7.0000%  | 0.0000% | $83420.64          | $88460.91          | Agency Mortgage-Backed Securities |
| GNII SF MA9608 M     | 2054-04-20      | 7.0000%  | 0.0000% | $125234746.46      | $130021079.30      | Agency Mortgage-Backed Securities |
| GNII SF MA9665 M     | 2054-04-20      | 4.0000%  | 0.0000% | $395262.98         | $362777.20         | Agency Mortgage-Backed Securities |
| GNII SF MA9668 M     | 2054-05-20      | 5.5000%  | 0.0000% | $20498849.76       | $20438307.55       | Agency Mortgage-Backed Securities |
| GNII JM MA9656 M     | 2054-05-20      | 6.0000%  | 0.0000% | $592217.87         | $597840.00         | Agency Mortgage-Backed Securities |
| GNII SF BC5293 C     | 2047-08-20      | 3.5000%  | 0.0000% | $1061732.99        | $957180.37         | Agency Mortgage-Backed Securities |
| GNII SF BD4279 C     | 2047-11-20      | 4.0000%  | 0.0000% | $743622.65         | $685064.77         | Agency Mortgage-Backed Securities |
| GNMI SF BE0204 X     | 2048-01-15      | 4.0000%  | 0.0000% | $34740.70          | $32270.23          | Agency Mortgage-Backed Securities |
| GNII RG CN9847 C     | 2045-03-20      | 2.5000%  | 0.0000% | $1065122.91        | $884809.20         | Agency Mortgage-Backed Securities |
| GNMI SF CO1918 X     | 2052-09-15      | 5.5000%  | 0.0000% | $1067657.13        | $1088573.13        | Agency Mortgage-Backed Securities |
| GNII SF CO2536 C     | 2052-06-20      | 2.5000%  | 0.0000% | $1348550.40        | $1109074.67        | Agency Mortgage-Backed Securities |
| GNPL PN CP1213       | 2058-06-15      | 5.0000%  | 0.0000% | $40400.46          | $40164.02          | Agency Mortgage-Backed Securities |
| GNII ET DH3909 C     | 2065-01-20      | 4.0000%  | 0.0000% | $861263.06         | $779246.03         | Agency Mortgage-Backed Securities |
| GNII SF DH4730 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1801862.00        | $1843087.40        | Agency Mortgage-Backed Securities |
| GNII ET DH5110 C     | 2065-02-20      | 6.0000%  | 0.0000% | $553994.77         | $559360.95         | Agency Mortgage-Backed Securities |
| GNII ET DH6683 C     | 2064-11-20      | 6.0000%  | 0.0000% | $223772.59         | $225939.90         | Agency Mortgage-Backed Securities |
| GNII ET DH7645 C     | 2065-01-20      | 7.0000%  | 0.0000% | $451936.00         | $464670.60         | Agency Mortgage-Backed Securities |
| GNII ET DH7628 C     | 2065-01-20      | 3.0000%  | 0.0000% | $422752.75         | $359755.68         | Agency Mortgage-Backed Securities |
| GNII ET DH7639 C     | 2065-01-20      | 3.5000%  | 0.0000% | $156251.81         | $135981.96         | Agency Mortgage-Backed Securities |
| GNII ET DH7794 C     | 2065-01-20      | 4.5000%  | 0.0000% | $582306.40         | $543537.02         | Agency Mortgage-Backed Securities |
| GNII SF DH7868 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1738651.35        | $1824971.72        | Agency Mortgage-Backed Securities |
| GNII ET DH7903 C     | 2065-02-20      | 4.0000%  | 0.0000% | $259468.84         | $234760.72         | Agency Mortgage-Backed Securities |
| GNII ET DH7906 C     | 2065-02-20      | 6.0000%  | 0.0000% | $464731.78         | $469232.86         | Agency Mortgage-Backed Securities |
| GNII ET DH7908 C     | 2065-01-20      | 3.5000%  | 0.0000% | $62037.80          | $53989.91          | Agency Mortgage-Backed Securities |
| 2.03 FHOR 21-40 LL   | 2040-07-27      | 2.0300%  | 0.0000% | $3000000.00        | $1999034.50        | Agency Mortgage-Backed Securities |
| 2.00 FCOR 21-40 S    | 2040-08-27      | 2.0000%  | 0.0000% | $5224000.00        | $3441814.99        | Agency Mortgage-Backed Securities |
| 1.65 FCOR 21-35 AS   | 2035-07-23      | 1.6500%  | 0.0000% | $10000000.00       | $7466558.33        | Agency Mortgage-Backed Securities |
| 2.45 FCOR 22-41 O    | 2041-08-09      | 2.4500%  | 0.0000% | $2549000.00        | $1769982.69        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN8108 | 2036-10-01      | 2.0000%  | 0.0000% | $208882.33         | $189203.34         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA2977 | 2050-07-01      | 2.5000%  | 0.0000% | $1905231.58        | $1578324.11        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA5764 | 2051-09-01      | 2.0000%  | 0.0000% | $291206.23         | $228181.08         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD8397 | 2055-05-01      | 6.5000%  | 0.0000% | $1710974.00        | $1783090.03        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD8408 | 2055-05-01      | 7.0000%  | 0.0000% | $1034300.00        | $1093183.62        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD8553 | 2055-04-01      | 5.5000%  | 0.0000% | $2460555.18        | $2449821.15        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDD9582 | 2055-05-01      | 7.5000%  | 0.0000% | $1035446.00        | $1116532.47        | Agency Mortgage-Backed Securities |
| FNMS 04.000 U3BF0237 | 2041-06-01      | 4.0000%  | 0.0000% | $208531.26         | $198768.29         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ2157 | 2054-08-01      | 6.5000%  | 0.0000% | $68182202.62       | $70344608.75       | Agency Mortgage-Backed Securities |
| GNMI SF 766458 X     | 2047-04-15      | 3.0000%  | 0.0000% | $692762.12         | $607811.24         | Agency Mortgage-Backed Securities |
| GNMI SF 778792 X     | 2042-01-15      | 3.5000%  | 0.0000% | $1455139.28        | $1333561.59        | Agency Mortgage-Backed Securities |
| GNII SF BH2711 C     | 2048-05-20      | 4.5000%  | 0.0000% | $93878.21          | $89645.15          | Agency Mortgage-Backed Securities |
| GNII SF BR0796 C     | 2050-01-20      | 4.0000%  | 0.0000% | $1623005.58        | $1494863.16        | Agency Mortgage-Backed Securities |
| GNMI SF BR6606 X     | 2050-02-15      | 3.0000%  | 0.0000% | $10297036.73       | $8994530.23        | Agency Mortgage-Backed Securities |
| GNII SF BS7618 C     | 2050-06-20      | 3.0000%  | 0.0000% | $305303.04         | $266101.11         | Agency Mortgage-Backed Securities |
| GNII SF BU0165 C     | 2050-06-20      | 2.5000%  | 0.0000% | $1260300.20        | $1052419.85        | Agency Mortgage-Backed Securities |
| GNPL PN BV7052       | 2062-05-15      | 3.1700%  | 0.0000% | $90461.90          | $80371.92          | Agency Mortgage-Backed Securities |
| GNII SF BX2403 C     | 2050-10-20      | 3.0000%  | 0.0000% | $575375.05         | $500054.81         | Agency Mortgage-Backed Securities |
| GNII SF BZ4615 C     | 2039-01-20      | 6.5000%  | 0.0000% | $795549.83         | $829188.95         | Agency Mortgage-Backed Securities |
| GNII SF BZ8527 C     | 2046-01-20      | 2.5000%  | 0.0000% | $60177.23          | $50147.12          | Agency Mortgage-Backed Securities |
| GNII SF CC9815 C     | 2051-05-20      | 3.0000%  | 0.0000% | $86073.05          | $74992.58          | Agency Mortgage-Backed Securities |
| GNPL PN CC9848       | 2063-10-15      | 2.9100%  | 0.0000% | $1013944.74        | $863163.21         | Agency Mortgage-Backed Securities |
| GNPL LM CE1223       | 2060-05-15      | 3.1000%  | 0.0000% | $67240.45          | $61246.18          | Agency Mortgage-Backed Securities |
| GNII RG CH7664 C     | 2050-10-20      | 3.0000%  | 0.0000% | $361014.56         | $312969.54         | Agency Mortgage-Backed Securities |
| GNII ET DH9933 C     | 2065-02-20      | 7.0000%  | 0.0000% | $89384.38          | $91903.04          | Agency Mortgage-Backed Securities |
| GNII SF DJ1821 C     | 2055-05-20      | 6.5000%  | 0.0000% | $3467476.00        | $3588428.88        | Agency Mortgage-Backed Securities |
| GNII SF DJ1849 C     | 2055-05-20      | 6.0000%  | 0.0000% | $3038960.00        | $3105690.50        | Agency Mortgage-Backed Securities |
| GNII ET DJ3544 C     | 2065-02-20      | 7.0000%  | 0.0000% | $851407.75         | $875398.63         | Agency Mortgage-Backed Securities |
| GNII SF DJ4722 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1705970.69        | $1743430.96        | Agency Mortgage-Backed Securities |
| GNII ET DJ6221 C     | 2065-04-20      | 4.0000%  | 0.0000% | $265954.12         | $240627.63         | Agency Mortgage-Backed Securities |
| GNII ET DJ5614 C     | 2065-04-20      | 2.0000%  | 0.0000% | $608896.62         | $461355.56         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4617 | 2045-06-01      | 3.0000%  | 0.0000% | $72474.50          | $63077.14          | Agency Mortgage-Backed Securities |
| FEPC 03.000 3VZT1166 | 2043-11-01      | 3.0000%  | 0.0000% | $126338.23         | $111891.79         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7561 | 2052-06-01      | 4.0000%  | 0.0000% | $2079698.51        | $1925345.83        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CTRB5312 | 2044-08-01      | 6.5000%  | 0.0000% | $3978645.11        | $4110792.27        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIRC2049 | 2036-06-01      | 2.0000%  | 0.0000% | $57175.42          | $51790.53          | Agency Mortgage-Backed Securities |
| FEPC 01.500 3PRE6090 | 2051-03-01      | 1.5000%  | 0.0000% | $2373990.15        | $1711745.02        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQI0954 | 2054-03-01      | 7.0000%  | 0.0000% | $1139930.63        | $1217110.65        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQI2316 | 2054-04-01      | 5.0000%  | 0.0000% | $798269.11         | $782163.06         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI2727 | 2054-03-01      | 6.5000%  | 0.0000% | $16321009.57       | $16886632.28       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQI2983 | 2054-03-01      | 4.0000%  | 0.0000% | $917343.27         | $846028.29         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3055 | 2040-01-01      | 6.0000%  | 0.0000% | $1233691.99        | $1284483.50        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3259 | 2040-03-01      | 6.0000%  | 0.0000% | $564729.26         | $581971.77         | Agency Mortgage-Backed Securities |
| 6.75 FMPR GB 31 A    | 2031-03-15      | 0.0000%  | 0.0000% | $63953000.00       | $49938019.81       | Agency Mortgage-Backed Securities |
| GNMI SF AA0566 X     | 2042-05-15      | 3.0000%  | 0.0000% | $57379.71          | $51258.08          | Agency Mortgage-Backed Securities |
| GNMI SF AA5735 X     | 2042-10-15      | 3.5000%  | 0.0000% | $4509515.03        | $4118262.49        | Agency Mortgage-Backed Securities |
| GNMI SF AA6403 X     | 2043-05-15      | 3.0000%  | 0.0000% | $97953.74          | $87523.30          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB1513 | 2037-03-01      | 2.0000%  | 0.0000% | $20099120.00       | $18299748.51       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8108 | 2036-06-01      | 2.5000%  | 0.0000% | $553948.20         | $513264.52         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTSC0242 | 2042-02-01      | 2.5000%  | 0.0000% | $248948.07         | $215471.25         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTSC0260 | 2042-03-01      | 2.0000%  | 0.0000% | $27585861.48       | $23219077.84       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTSC0276 | 2042-05-01      | 3.0000%  | 0.0000% | $29277.04          | $26478.96          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0257 | 2050-01-01      | 3.0000%  | 0.0000% | $9027563.21        | $7692816.93        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1789 | 2052-10-01      | 5.0000%  | 0.0000% | $286320.91         | $280615.62         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1867 | 2052-11-01      | 5.0000%  | 0.0000% | $14520971.51       | $14145514.05       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBW0553 | 2052-05-01      | 3.5000%  | 0.0000% | $472995.50         | $423889.32         | Agency Mortgage-Backed Securities |
| GNII SF MA3522 M     | 2046-03-20      | 4.0000%  | 0.0000% | $225324.48         | $211010.11         | Agency Mortgage-Backed Securities |
| GNII SF AM4971 C     | 2045-04-20      | 3.5000%  | 0.0000% | $936072.51         | $837294.81         | Agency Mortgage-Backed Securities |
| GNII SF CS3934 C     | 2053-01-20      | 5.0000%  | 0.0000% | $647815.31         | $635811.80         | Agency Mortgage-Backed Securities |
| GNII SF CS5376 C     | 2053-01-20      | 5.0000%  | 0.0000% | $1128238.28        | $1106984.28        | Agency Mortgage-Backed Securities |
| GNII SF CT6731 C     | 2053-06-20      | 6.5000%  | 0.0000% | $1030748.36        | $1118471.35        | Agency Mortgage-Backed Securities |
| GNII ET CT7966 C     | 2065-02-20      | 7.0000%  | 0.0000% | $99838.03          | $102651.26         | Agency Mortgage-Backed Securities |
| GNII ET CV1291 C     | 2064-11-20      | 6.5000%  | 0.0000% | $13906.37          | $14244.54          | Agency Mortgage-Backed Securities |
| GNII ET CV4231 C     | 2063-07-20      | 6.5000%  | 0.0000% | $850901.79         | $871583.05         | Agency Mortgage-Backed Securities |
| GNII ET CV5115 C     | 2063-06-20      | 6.5000%  | 0.0000% | $1197513.14        | $1226618.83        | Agency Mortgage-Backed Securities |
| GNII ET CV5461 C     | 2062-11-20      | 6.5000%  | 0.0000% | $89363.71          | $91535.71          | Agency Mortgage-Backed Securities |
| GNII ET CV5472 C     | 2063-05-20      | 6.5000%  | 0.0000% | $7658531.94        | $7844673.40        | Agency Mortgage-Backed Securities |
| GNII ET CV5570 C     | 2063-04-20      | 6.5000%  | 0.0000% | $303560.68         | $310938.76         | Agency Mortgage-Backed Securities |
| GNCL CS CV6109       | 2066-04-15      | 8.7800%  | 0.0000% | $20727424.00       | $23127489.28       | Agency Mortgage-Backed Securities |
| GNII ET CW6777 C     | 2063-07-20      | 6.0000%  | 0.0000% | $789759.86         | $797407.37         | Agency Mortgage-Backed Securities |
| GNII SF CX2364 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1673716.85        | $1729970.66        | Agency Mortgage-Backed Securities |
| GNII SF CY0324 C     | 2053-10-20      | 7.5000%  | 0.0000% | $2064503.49        | $2175818.76        | Agency Mortgage-Backed Securities |
| GNII SF MB0173 M     | 2034-01-20      | 1.5000%  | 0.0000% | $45744.59          | $41004.60          | Agency Mortgage-Backed Securities |
| GNII SF MB0179 M     | 2040-12-20      | 5.0000%  | 0.0000% | $620279.45         | $622236.91         | Agency Mortgage-Backed Securities |
| GNII SF MB0197 M     | 2043-11-20      | 1.5000%  | 0.0000% | $101113.27         | $78463.43          | Agency Mortgage-Backed Securities |
| GNII SF MB0228 M     | 2037-06-20      | 2.5000%  | 0.0000% | $328304.73         | $295317.29         | Agency Mortgage-Backed Securities |
| GNII SF MB0262 M     | 2055-03-20      | 7.0000%  | 0.0000% | $15580461.53       | $16114526.86       | Agency Mortgage-Backed Securities |
| GNII SF MB0308 M     | 2055-04-20      | 5.5000%  | 0.0000% | $158264409.47      | $157740484.00      | Agency Mortgage-Backed Securities |
| GNII SF MB0343 M     | 2040-02-20      | 6.5000%  | 0.0000% | $185373.00         | $196861.51         | Agency Mortgage-Backed Securities |
| GNII SF MB0366 M     | 2055-05-20      | 5.5000%  | 0.0000% | $485089280.00      | $483408715.40      | Agency Mortgage-Backed Securities |
| GNII SF DI0822 C     | 2055-04-20      | 6.0000%  | 0.0000% | $3945609.99        | $4048958.67        | Agency Mortgage-Backed Securities |
| GNII SF DI0177 C     | 2055-04-20      | 5.5000%  | 0.0000% | $117620.03         | $118097.40         | Agency Mortgage-Backed Securities |
| GNII ET DI0700 C     | 2065-02-20      | 6.5000%  | 0.0000% | $280679.42         | $287504.73         | Agency Mortgage-Backed Securities |
| GNII SF DI1675 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1346460.57        | $1404990.01        | Agency Mortgage-Backed Securities |
| GNII SF DI1762 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1134854.97        | $1173757.68        | Agency Mortgage-Backed Securities |
| GNII SF DI0933 C     | 2055-02-20      | 7.0000%  | 0.0000% | $2372119.82        | $2453433.45        | Agency Mortgage-Backed Securities |
| GNII SF DI2224 C     | 2052-02-20      | 5.5000%  | 0.0000% | $1475496.69        | $1466628.30        | Agency Mortgage-Backed Securities |
| GNII SF DI2438 C     | 2055-04-20      | 5.5000%  | 0.0000% | $5864557.29        | $5866748.03        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2064 | 2052-08-01      | 4.5000%  | 0.0000% | $301471.55         | $285437.79         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2342 | 2044-12-01      | 5.0000%  | 0.0000% | $2492054.63        | $2498949.59        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2888 | 2053-05-01      | 6.0000%  | 0.0000% | $50661010.41       | $51556359.32       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD4600 | 2048-03-01      | 3.5000%  | 0.0000% | $762084.36         | $693263.14         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD4708 | 2053-12-01      | 5.5000%  | 0.0000% | $19247585.38       | $19150665.24       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD7139 | 2054-11-01      | 5.0000%  | 0.0000% | $8536606.09        | $8326415.88        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAO6792 | 2042-06-01      | 4.0000%  | 0.0000% | $14291.96          | $13601.92          | Agency Mortgage-Backed Securities |
| GNII SF MA4904 M     | 2047-12-20      | 5.5000%  | 0.0000% | $607987.24         | $620832.52         | Agency Mortgage-Backed Securities |
| GNII SF MA5194 M     | 2048-04-20      | 5.0000%  | 0.0000% | $385018.43         | $380493.60         | Agency Mortgage-Backed Securities |
| GNII JM MA7084 M     | 2050-12-20      | 1.5000%  | 0.0000% | $690346.28         | $514018.26         | Agency Mortgage-Backed Securities |
| GNII ET CY7463 C     | 2062-08-20      | 5.0000%  | 0.0000% | $161552.52         | $155916.89         | Agency Mortgage-Backed Securities |
| GNII ET CZ3060 C     | 2063-12-20      | 7.5000%  | 0.0000% | $181900.59         | $187483.24         | Agency Mortgage-Backed Securities |
| GNII ET DA2806 C     | 2064-01-20      | 5.0000%  | 0.0000% | $107166.39         | $103428.08         | Agency Mortgage-Backed Securities |
| GNII ET DA2913 C     | 2064-03-20      | 5.0000%  | 0.0000% | $86996.01          | $83961.22          | Agency Mortgage-Backed Securities |
| GNII SF DA6823 C     | 2054-05-20      | 6.5000%  | 0.0000% | $1156782.03        | $1222636.61        | Agency Mortgage-Backed Securities |
| GNII ET DA7236 C     | 2061-08-20      | 5.0000%  | 0.0000% | $271489.98         | $262020.08         | Agency Mortgage-Backed Securities |
| GNII ET DA7612 C     | 2064-04-20      | 5.0000%  | 0.0000% | $616109.43         | $594618.17         | Agency Mortgage-Backed Securities |
| GNII ET DA9289 C     | 2064-03-20      | 5.0000%  | 0.0000% | $106140.89         | $102438.14         | Agency Mortgage-Backed Securities |
| GNII SF DB0874 C     | 2054-04-20      | 7.0000%  | 0.0000% | $1010782.38        | $1076928.88        | Agency Mortgage-Backed Securities |
| GNII SF DB5963 C     | 2054-04-20      | 6.5000%  | 0.0000% | $1718872.40        | $1806198.18        | Agency Mortgage-Backed Securities |
| GNII ET DI2800 C     | 2065-03-20      | 3.5000%  | 0.0000% | $417377.39         | $363232.88         | Agency Mortgage-Backed Securities |
| GNII ET DI3243 C     | 2064-11-20      | 4.0000%  | 0.0000% | $235830.11         | $213372.53         | Agency Mortgage-Backed Securities |
| GNII ET DI3231 C     | 2064-12-20      | 6.0000%  | 0.0000% | $420708.06         | $424781.91         | Agency Mortgage-Backed Securities |
| GNII SF DI3258 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1465280.39        | $1561327.89        | Agency Mortgage-Backed Securities |
| GNII ET DI6286 C     | 2064-12-20      | 6.0000%  | 0.0000% | $620733.51         | $625221.00         | Agency Mortgage-Backed Securities |
| GNII ET DI6294 C     | 2065-03-20      | 7.0000%  | 0.0000% | $228553.24         | $233596.47         | Agency Mortgage-Backed Securities |
| GNII ET DI7156 C     | 2065-04-20      | 6.5000%  | 0.0000% | $10505570.84       | $10761035.97       | Agency Mortgage-Backed Securities |
| GNII ET DI7188 C     | 2065-04-20      | 4.0000%  | 0.0000% | $435921.98         | $394407.48         | Agency Mortgage-Backed Securities |
| GNII ET DI6716 C     | 2065-02-20      | 4.0000%  | 0.0000% | $138988.43         | $125753.15         | Agency Mortgage-Backed Securities |
| GNII ET DI7313 C     | 2065-03-20      | 6.5000%  | 0.0000% | $1620787.54        | $1660202.03        | Agency Mortgage-Backed Securities |
| GNII SF DI7857 C     | 2055-04-20      | 6.0000%  | 0.0000% | $4516582.73        | $4615763.88        | Agency Mortgage-Backed Securities |
| GNII SF DI7927 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1068037.10        | $1099356.58        | Agency Mortgage-Backed Securities |
| GNII SF DI8242 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1409048.25        | $1457343.22        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8366 | 2053-10-01      | 5.0000%  | 0.0000% | $19519982.63       | $18979021.02       | Agency Mortgage-Backed Securities |
| GNII SF MA6343 M     | 2044-11-20      | 5.5000%  | 0.0000% | $593969.19         | $604565.93         | Agency Mortgage-Backed Securities |
| GNII SF MA7969 M     | 2035-04-20      | 6.0000%  | 0.0000% | $65045.90          | $67143.06          | Agency Mortgage-Backed Securities |
| GNII SF MA7989 M     | 2052-04-20      | 3.5000%  | 0.0000% | $2245419.17        | $2003384.19        | Agency Mortgage-Backed Securities |
| GNII SF MA7292 M     | 2032-09-20      | 6.5000%  | 0.0000% | $309065.19         | $320141.19         | Agency Mortgage-Backed Securities |
| GNII SF MA7367 M     | 2051-05-20      | 2.5000%  | 0.0000% | $265826.72         | $222886.11         | Agency Mortgage-Backed Securities |
| GNII ET DC0794 C     | 2062-12-20      | 5.0000%  | 0.0000% | $142005.81         | $137052.47         | Agency Mortgage-Backed Securities |
| GNII ET DC0046 C     | 2065-02-20      | 4.0000%  | 0.0000% | $36910.66          | $33395.63          | Agency Mortgage-Backed Securities |
| GNII ET DC3563 C     | 2055-11-20      | 3.0000%  | 0.0000% | $223776.84         | $190449.23         | Agency Mortgage-Backed Securities |
| GNII ET DC6981 C     | 2064-04-20      | 6.5000%  | 0.0000% | $8872.87           | $9088.55           | Agency Mortgage-Backed Securities |
| GNPL PN DC7221       | 2060-02-15      | 5.3100%  | 0.0000% | $1394871.17        | $1401579.81        | Agency Mortgage-Backed Securities |
| GNII ET DC8392 C     | 2064-05-20      | 5.0000%  | 0.0000% | $622483.12         | $600768.28         | Agency Mortgage-Backed Securities |
| GNII ET DD0874 C     | 2063-04-20      | 4.0000%  | 0.0000% | $196723.27         | $177991.13         | Agency Mortgage-Backed Securities |
| GNII ET DD0881 C     | 2064-06-20      | 4.5000%  | 0.0000% | $239236.67         | $223310.21         | Agency Mortgage-Backed Securities |
| GNII ET DD0350 C     | 2064-02-20      | 5.0000%  | 0.0000% | $200779.29         | $193775.26         | Agency Mortgage-Backed Securities |
| GNII ET DD1389 C     | 2063-12-20      | 7.5000%  | 0.0000% | $1117743.99        | $1152047.18        | Agency Mortgage-Backed Securities |
| GNII ET DD1391 C     | 2064-06-20      | 4.5000%  | 0.0000% | $316353.54         | $295292.93         | Agency Mortgage-Backed Securities |
| GNII ET DD1435 C     | 2064-05-20      | 6.5000%  | 0.0000% | $86537.74          | $88506.22          | Agency Mortgage-Backed Securities |
| GNII ET DD2710 C     | 2061-04-20      | 3.5000%  | 0.0000% | $409058.23         | $355999.88         | Agency Mortgage-Backed Securities |
| GNII SF DD4247 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1189999.32        | $1230793.56        | Agency Mortgage-Backed Securities |
| GNII ET DD5645 C     | 2064-08-20      | 6.5000%  | 0.0000% | $93522.21          | $95795.56          | Agency Mortgage-Backed Securities |
| GNII ET DD6681 C     | 2063-06-20      | 3.0000%  | 0.0000% | $279541.07         | $237888.24         | Agency Mortgage-Backed Securities |
| GNII ET DD6673 C     | 2064-10-20      | 6.0000%  | 0.0000% | $78824.64          | $79587.93          | Agency Mortgage-Backed Securities |
| GNII ET DD8578 C     | 2064-08-20      | 6.5000%  | 0.0000% | $47526.93          | $48682.22          | Agency Mortgage-Backed Securities |
| GNII SF DD8659 C     | 2054-09-20      | 6.5000%  | 0.0000% | $806538.83         | $812544.41         | Agency Mortgage-Backed Securities |
| GNII ET DD9614 C     | 2064-08-20      | 6.5000%  | 0.0000% | $173627.00         | $177847.55         | Agency Mortgage-Backed Securities |
| GNII SF DE0184 C     | 2054-12-20      | 5.0000%  | 0.0000% | $1288125.95        | $1260477.33        | Agency Mortgage-Backed Securities |
| GNII ET DE3057 C     | 2064-09-20      | 6.5000%  | 0.0000% | $28204.22          | $28889.79          | Agency Mortgage-Backed Securities |
| GNII ET DE4519 C     | 2064-09-20      | 3.0000%  | 0.0000% | $247620.88         | $210718.60         | Agency Mortgage-Backed Securities |
| GNII ET DI8629 C     | 2065-03-20      | 3.5000%  | 0.0000% | $234158.60         | $203781.31         | Agency Mortgage-Backed Securities |
| GNII ET DI9969 C     | 2064-11-20      | 6.0000%  | 0.0000% | $168550.97         | $170183.61         | Agency Mortgage-Backed Securities |
| GNII SF AS4324 C     | 2046-06-20      | 4.0000%  | 0.0000% | $112076.88         | $102863.29         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE0399 | 2052-04-01      | 3.0000%  | 0.0000% | $2428965.63        | $2090150.83        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE2363 | 2052-05-01      | 3.5000%  | 0.0000% | $168531.83         | $149697.97         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE6398 | 2052-07-01      | 5.0000%  | 0.0000% | $1812734.92        | $1786939.30        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE6679 | 2052-08-01      | 4.5000%  | 0.0000% | $124307.12         | $119111.58         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8145 | 2052-08-01      | 5.0000%  | 0.0000% | $2706471.39        | $2665172.75        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX0091 | 2054-11-01      | 4.5000%  | 0.0000% | $1214882.80        | $1148946.25        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX0190 | 2054-12-01      | 5.0000%  | 0.0000% | $1938807.66        | $1890988.47        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX0932 | 2054-12-01      | 5.0000%  | 0.0000% | $2856115.87        | $2787208.58        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX1642 | 2054-12-01      | 6.5000%  | 0.0000% | $20940251.07       | $21645981.73       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX3258 | 2055-01-01      | 6.0000%  | 0.0000% | $1825311.07        | $1869263.34        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX3402 | 2055-01-01      | 7.0000%  | 0.0000% | $833239.58         | $875859.70         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX4018 | 2055-01-01      | 6.5000%  | 0.0000% | $11339857.41       | $11723361.31       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX4335 | 2055-01-01      | 6.0000%  | 0.0000% | $1423111.83        | $1453041.77        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX5347 | 2055-01-01      | 5.0000%  | 0.0000% | $1243858.15        | $1214589.89        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX4877 | 2055-01-01      | 6.0000%  | 0.0000% | $1253254.66        | $1281604.95        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX5006 | 2055-02-01      | 7.0000%  | 0.0000% | $1141873.00        | $1206354.44        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX6229 | 2055-02-01      | 6.0000%  | 0.0000% | $8013920.89        | $8206890.76        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX5835 | 2055-02-01      | 4.5000%  | 0.0000% | $3365500.09        | $3181582.24        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX6908 | 2055-02-01      | 7.0000%  | 0.0000% | $2412702.72        | $2536729.85        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX7665 | 2055-03-01      | 7.0000%  | 0.0000% | $3990761.74        | $4202247.73        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX8215 | 2055-02-01      | 4.5000%  | 0.0000% | $2813847.16        | $2664626.03        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX8219 | 2055-02-01      | 4.5000%  | 0.0000% | $1465977.03        | $1394325.93        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX8342 | 2055-03-01      | 6.5000%  | 0.0000% | $1223197.24        | $1269891.70        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX8506 | 2055-03-01      | 7.0000%  | 0.0000% | $1520415.15        | $1613374.68        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX8734 | 2055-03-01      | 6.0000%  | 0.0000% | $1351255.79        | $1379675.85        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX8717 | 2055-03-01      | 7.0000%  | 0.0000% | $3177544.45        | $3344384.24        | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQX9822 | 2055-04-01      | 7.5000%  | 0.0000% | $3045232.60        | $3338122.06        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX9041 | 2055-03-01      | 7.0000%  | 0.0000% | $1150540.15        | $1224150.43        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX9042 | 2055-03-01      | 7.0000%  | 0.0000% | $1776974.92        | $1873096.63        | Agency Mortgage-Backed Securities |
| GNII SF MA8350 M     | 2052-09-20      | 6.0000%  | 0.0000% | $340300.80         | $347768.14         | Agency Mortgage-Backed Securities |
| GNII SF MA8341 M     | 2052-08-20      | 1.5000%  | 0.0000% | $134101.57         | $102689.53         | Agency Mortgage-Backed Securities |
| GNII SF MA8615 M     | 2038-02-20      | 4.5000%  | 0.0000% | $353523.09         | $346385.81         | Agency Mortgage-Backed Securities |
| GNII SF MA8619 M     | 2036-06-20      | 6.5000%  | 0.0000% | $38482.13          | $39871.10          | Agency Mortgage-Backed Securities |
| GNII SF MA9237 M     | 2053-10-20      | 3.5000%  | 0.0000% | $193492.21         | $172705.04         | Agency Mortgage-Backed Securities |
| GNII SF DG3331 C     | 2054-12-20      | 5.0000%  | 0.0000% | $915713.65         | $884775.14         | Agency Mortgage-Backed Securities |
| GNII SF DG4326 C     | 2054-12-20      | 5.0000%  | 0.0000% | $1940880.98        | $1893837.47        | Agency Mortgage-Backed Securities |
| GNII SF DG4533 C     | 2055-01-20      | 5.0000%  | 0.0000% | $1460365.61        | $1424067.89        | Agency Mortgage-Backed Securities |
| GNII ET DG4627 C     | 2064-12-20      | 6.5000%  | 0.0000% | $260215.02         | $266540.36         | Agency Mortgage-Backed Securities |
| GNII ET DG4784 C     | 2065-01-20      | 6.5000%  | 0.0000% | $456193.63         | $467286.94         | Agency Mortgage-Backed Securities |
| GNII ET DG4778 C     | 2065-01-20      | 6.5000%  | 0.0000% | $25940.99          | $26571.80          | Agency Mortgage-Backed Securities |
| GNII SF DG5486 C     | 2054-12-20      | 5.5000%  | 0.0000% | $53053.63          | $52283.21          | Agency Mortgage-Backed Securities |
| GNII ET DG6134 C     | 2065-01-20      | 3.0000%  | 0.0000% | $101690.31         | $86535.37          | Agency Mortgage-Backed Securities |
| GNII ET DG6140 C     | 2065-01-20      | 6.0000%  | 0.0000% | $312263.47         | $315288.16         | Agency Mortgage-Backed Securities |
| GNII ET DG6773 C     | 2064-10-20      | 4.5000%  | 0.0000% | $314327.29         | $293397.81         | Agency Mortgage-Backed Securities |
| GNII ET DG6807 C     | 2064-12-20      | 3.5000%  | 0.0000% | $161096.82         | $140198.61         | Agency Mortgage-Backed Securities |
| GNII ET DG6880 C     | 2064-11-20      | 6.5000%  | 0.0000% | $414261.08         | $424330.15         | Agency Mortgage-Backed Securities |
| GNII SF DG7704 C     | 2055-01-20      | 6.0000%  | 0.0000% | $1629095.14        | $1676864.01        | Agency Mortgage-Backed Securities |
| GNII ET DG9559 C     | 2064-11-20      | 3.5000%  | 0.0000% | $477870.02         | $415878.54         | Agency Mortgage-Backed Securities |
| GNII ET DH1787 C     | 2064-12-20      | 4.0000%  | 0.0000% | $895799.13         | $810495.07         | Agency Mortgage-Backed Securities |
| GNII ET DH1820 C     | 2064-11-20      | 4.5000%  | 0.0000% | $188075.88         | $175553.60         | Agency Mortgage-Backed Securities |
| GNII SF DH3034 C     | 2055-02-20      | 5.5000%  | 0.0000% | $3566857.67        | $3541909.48        | Agency Mortgage-Backed Securities |
| GNAR AR 080095 M     | 2027-07-20      | 4.6250%  | 0.0000% | $7845.55           | $7897.06           | Agency Mortgage-Backed Securities |
| GNII SP 784408 C     | 2047-10-20      | 3.5000%  | 0.0000% | $352185.42         | $317248.43         | Agency Mortgage-Backed Securities |
| GNII SP 784328 C     | 2046-11-20      | 3.0000%  | 0.0000% | $6657504.20        | $5830386.98        | Agency Mortgage-Backed Securities |
| GNII SP 784519 C     | 2047-11-20      | 3.5000%  | 0.0000% | $2264785.83        | $2099292.14        | Agency Mortgage-Backed Securities |
| GNII SP 785558 C     | 2051-07-20      | 2.5000%  | 0.0000% | $279092.80         | $231775.38         | Agency Mortgage-Backed Securities |
| GNII SP 787236 C     | 2054-01-20      | 6.5000%  | 0.0000% | $956789.83         | $991324.31         | Agency Mortgage-Backed Securities |
| GNII SP 786981 C     | 2052-04-20      | 3.0000%  | 0.0000% | $158177850.74      | $137571969.50      | Agency Mortgage-Backed Securities |
| GNMI SF 757397 X     | 2046-10-15      | 2.5000%  | 0.0000% | $168110.49         | $141944.58         | Agency Mortgage-Backed Securities |
| GNMI SF 758873 X     | 2038-03-15      | 3.0000%  | 0.0000% | $2336318.29        | $2087677.17        | Agency Mortgage-Backed Securities |
| GNII RG CI7922 C     | 2051-04-20      | 3.0000%  | 0.0000% | $517186.38         | $448362.66         | Agency Mortgage-Backed Securities |
| GNII RG CI8117 C     | 2049-12-20      | 5.5000%  | 0.0000% | $1498779.28        | $1501863.10        | Agency Mortgage-Backed Securities |
| GNCL CL CJ1373       | 2065-03-15      | 5.3900%  | 0.0000% | $16298080.00       | $16145154.20       | Agency Mortgage-Backed Securities |
| GNII SF CJ9761 C     | 2052-03-20      | 4.5000%  | 0.0000% | $968400.39         | $946746.96         | Agency Mortgage-Backed Securities |
| GNPL PN CL5340       | 2057-06-15      | 3.2700%  | 0.0000% | $46147.04          | $41660.91          | Agency Mortgage-Backed Securities |
| GNII ET CL6462 C     | 2063-05-20      | 6.5000%  | 0.0000% | $244436.23         | $250377.28         | Agency Mortgage-Backed Securities |
| GNII SF CL6988 C     | 2052-06-20      | 4.0000%  | 0.0000% | $982180.04         | $903763.98         | Agency Mortgage-Backed Securities |
| GNII RG CM0740 C     | 2047-10-20      | 3.0000%  | 0.0000% | $517320.99         | $448512.98         | Agency Mortgage-Backed Securities |
| GNII RG CM1934 C     | 2047-12-20      | 3.0000%  | 0.0000% | $403042.54         | $349505.06         | Agency Mortgage-Backed Securities |
| GNII RG CM5273 C     | 2048-03-20      | 3.5000%  | 0.0000% | $1916937.30        | $1698999.63        | Agency Mortgage-Backed Securities |
| GNMI SF CN1525 X     | 2052-05-15      | 5.0000%  | 0.0000% | $58589.25          | $57083.49          | Agency Mortgage-Backed Securities |
| GNII ET DJ7156 C     | 2065-05-20      | 5.5000%  | 0.0000% | $1395856.00        | $1381585.54        | Agency Mortgage-Backed Securities |
| GNII ET DJ7902 C     | 2065-04-20      | 4.5000%  | 0.0000% | $536304.66         | $500595.89         | Agency Mortgage-Backed Securities |
| GNII ET DJ8942 C     | 2065-04-20      | 4.0000%  | 0.0000% | $453995.00         | $410760.25         | Agency Mortgage-Backed Securities |
| GNII ET DJ8944 C     | 2055-05-20      | 5.5000%  | 0.0000% | $334027.00         | $330613.43         | Agency Mortgage-Backed Securities |
| GNII ET DJ8789 C     | 2065-04-20      | 4.0000%  | 0.0000% | $324179.00         | $293306.86         | Agency Mortgage-Backed Securities |
| GNII SF DJ8791 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1527736.00        | $1538721.27        | Agency Mortgage-Backed Securities |
| GNII SF DJ8792 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1031744.00        | $1036754.72        | Agency Mortgage-Backed Securities |
| GNII SF DJ8794 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1265312.00        | $1265784.66        | Agency Mortgage-Backed Securities |
| GNII SF DK0029 C     | 2055-05-20      | 5.5000%  | 0.0000% | $2022072.00        | $2027298.16        | Agency Mortgage-Backed Securities |
| GNII SF DK0310 C     | 2055-05-20      | 6.0000%  | 0.0000% | $13090064.00       | $13377499.98       | Agency Mortgage-Backed Securities |
| GNII SF MB0025 M     | 2054-11-20      | 5.0000%  | 0.0000% | $224717773.89      | $218786747.80      | Agency Mortgage-Backed Securities |
| GNII ET DF2390 C     | 2064-09-20      | 6.5000%  | 0.0000% | $122880.47         | $125867.22         | Agency Mortgage-Backed Securities |
| GNII SF DF2846 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1541114.46        | $1594877.95        | Agency Mortgage-Backed Securities |
| GNII ET DF3382 C     | 2064-09-20      | 6.5000%  | 0.0000% | $183673.31         | $188137.88         | Agency Mortgage-Backed Securities |

### Security 2: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 03199S004, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 03199S004_4.42_0606
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF DE7929 C   | 2055-01-20      | 7.0000%  | 0.0000% | $34262937.10       | $36052349.45       | Agency Mortgage-Backed Securities |
| GNII SF 004747 M   | 2040-07-20      | 5.0000%  | 0.0000% | $27326.61          | $27409.26          | Agency Mortgage-Backed Securities |
| GNII SF 005116 M   | 2041-07-20      | 5.0000%  | 0.0000% | $32422.31          | $32450.67          | Agency Mortgage-Backed Securities |
| GNII JM 005178 M   | 2041-09-20      | 4.0000%  | 0.0000% | $567.46            | $528.52            | Agency Mortgage-Backed Securities |
| GNII SF MA9482 M   | 2054-01-20      | 2.5000%  | 0.0000% | $503688.43         | $422761.77         | Agency Mortgage-Backed Securities |
| GNII SF BB3181 C   | 2047-06-20      | 3.5000%  | 0.0000% | $2349373.42        | $2120914.34        | Agency Mortgage-Backed Securities |
| GNII RG DH3754 C   | 2054-01-20      | 5.5000%  | 0.0000% | $2925567.57        | $2928348.48        | Agency Mortgage-Backed Securities |
| GNMI SF 711068 X   | 2040-01-15      | 5.0000%  | 0.0000% | $101327.78         | $101625.05         | Agency Mortgage-Backed Securities |
| FHOR 21-26 1U      | 2026-01-29      | 0.7500%  | 0.0000% | $25000000.00       | $24484445.83       | Agency Mortgage-Backed Securities |
| FHOR 21-26 67      | 2026-05-26      | 1.0200%  | 0.0000% | $20000000.00       | $19388706.67       | Agency Mortgage-Backed Securities |
| FHOR 22-25 U3      | 2025-06-30      | 1.1000%  | 0.0000% | $50000000.00       | $50085666.67       | Agency Mortgage-Backed Securities |
| FHOR 22-26 FW      | 2026-06-29      | 1.5000%  | 0.0000% | $20000000.00       | $19563573.33       | Agency Mortgage-Backed Securities |
| 3.63 FCOR 22-27 IX | 2027-05-03      | 3.6300%  | 0.0000% | $2309000.00        | $2290649.22        | Agency Mortgage-Backed Securities |
| GNII SF BL7729 C   | 2049-05-20      | 5.0000%  | 0.0000% | $111399.21         | $111523.73         | Agency Mortgage-Backed Securities |
| GNII SF DJ1065 C   | 2055-04-20      | 6.0000%  | 0.0000% | $1458281.45        | $1490301.42        | Agency Mortgage-Backed Securities |
| GNII SF DJ1149 C   | 2055-04-20      | 6.5000%  | 0.0000% | $2031716.43        | $2125628.68        | Agency Mortgage-Backed Securities |
| GNAR AF MA1692 M   | 2044-02-20      | 5.6250%  | 0.0000% | $412314.40         | $420634.18         | Agency Mortgage-Backed Securities |
| GNII SF MA4451 M   | 2047-05-20      | 3.5000%  | 0.0000% | $91020.40          | $82179.08          | Agency Mortgage-Backed Securities |
| GNMI SF AL8626 X   | 2045-08-15      | 3.0000%  | 0.0000% | $81635.44          | $71729.36          | Agency Mortgage-Backed Securities |
| GNII ET CU0727 C   | 2065-03-20      | 7.0000%  | 0.0000% | $68768.27          | $70706.08          | Agency Mortgage-Backed Securities |
| GNCL CL CX6386     | 2066-03-15      | 4.6800%  | 0.0000% | $435969.00         | $424171.68         | Agency Mortgage-Backed Securities |
| GNAR AF MB0375 M   | 2055-05-20      | 4.5000%  | 0.0000% | $23641152.00       | $23382352.31       | Agency Mortgage-Backed Securities |
| GNII SF DI1466 C   | 2055-04-20      | 6.0000%  | 0.0000% | $1340921.06        | $1370364.11        | Agency Mortgage-Backed Securities |
| GNII SF DI2876 C   | 2055-04-20      | 5.5000%  | 0.0000% | $3192942.90        | $3194126.07        | Agency Mortgage-Backed Securities |
| GNII ET DC2671 C   | 2064-06-20      | 3.5000%  | 0.0000% | $230040.82         | $200199.80         | Agency Mortgage-Backed Securities |
| GNPL PN DC7229     | 2060-03-15      | 5.2500%  | 0.0000% | $10221548.39       | $10293693.78       | Agency Mortgage-Backed Securities |
| GNPL PN DC7205     | 2059-12-15      | 5.2800%  | 0.0000% | $1447287.39        | $1449620.89        | Agency Mortgage-Backed Securities |
| GNPL PN DC7244     | 2060-05-15      | 5.5900%  | 0.0000% | $7003056.00        | $7175093.47        | Agency Mortgage-Backed Securities |
| GNII ET DE0859 C   | 2064-09-20      | 7.0000%  | 0.0000% | $6491.14           | $6674.05           | Agency Mortgage-Backed Securities |
| GNII SF DI9669 C   | 2055-05-20      | 6.0000%  | 0.0000% | $11388480.00       | $11767173.53       | Agency Mortgage-Backed Securities |
| GNII SF AX4342 C   | 2046-10-20      | 3.5000%  | 0.0000% | $105304.14         | $94936.57          | Agency Mortgage-Backed Securities |
| GNII SF 002671 M   | 2028-11-20      | 6.0000%  | 0.0000% | $17380.34          | $17924.73          | Agency Mortgage-Backed Securities |
| GNII SF 002753 M   | 2029-05-20      | 6.0000%  | 0.0000% | $399.52            | $414.49            | Agency Mortgage-Backed Securities |
| GNII SF MA8348 M   | 2052-10-20      | 5.0000%  | 0.0000% | $17988735.96       | $17600103.31       | Agency Mortgage-Backed Securities |
| GNII SF MA9847 M   | 2054-08-20      | 3.5000%  | 0.0000% | $409755.36         | $364824.64         | Agency Mortgage-Backed Securities |
| GNII SF MA9242 M   | 2053-09-20      | 6.0000%  | 0.0000% | $165473.00         | $168686.70         | Agency Mortgage-Backed Securities |
| GNII ET DG8901 C   | 2065-01-20      | 3.5000%  | 0.0000% | $189124.82         | $164589.55         | Agency Mortgage-Backed Securities |
| GNMI SF 503460 X   | 2029-03-15      | 6.0000%  | 0.0000% | $6660.98           | $6766.97           | Agency Mortgage-Backed Securities |
| GNII SP 784768 C   | 2046-09-20      | 3.0000%  | 0.0000% | $56926.53          | $50440.13          | Agency Mortgage-Backed Securities |
| GNMI SP 782197 X   | 2037-10-15      | 6.0000%  | 0.0000% | $2817.49           | $2956.69           | Agency Mortgage-Backed Securities |
| GNII SP 782511 M   | 2038-12-20      | 6.0000%  | 0.0000% | $238028.80         | $248731.37         | Agency Mortgage-Backed Securities |
| GNII BD DJ9227 C   | 2055-05-20      | 4.5000%  | 0.0000% | $14990544.00       | $13978097.65       | Agency Mortgage-Backed Securities |
| GNII SF DK3946 C   | 2055-05-20      | 6.0000%  | 0.0000% | $2476132.00        | $2530503.73        | Agency Mortgage-Backed Securities |

### Security 3: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.260000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 066982000, C.3 - LEI: 213800LBQA1Y9L22JB70, C.5 - Other ID: 066982000_4.26_0602
- **C.18 - Value (incl. sponsor support):** $430000000.00
- **C.18.a - Value (excl. sponsor support):** $430000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2.20 FHOR 21-36 DG  | 2036-03-04      | 2.2000%  | 0.0000% | $1600000.00        | $1240871.29        | Agency Mortgage-Backed Securities  |
| 2.82 FHOR 22-42 M   | 2042-01-07      | 2.8200%  | 0.0000% | $4500000.00        | $3292257.00        | Agency Mortgage-Backed Securities  |
| 2.31 FCOR 22-36 AV  | 2036-07-14      | 2.3100%  | 0.0000% | $5000000.00        | $3901383.33        | Agency Mortgage-Backed Securities  |
| 2.69 FCOR 22-41 U   | 2041-11-29      | 2.6900%  | 0.0000% | $16878000.00       | $12007865.29       | Agency Mortgage-Backed Securities  |
| 2.80 FCOR 22-41 W   | 2041-12-16      | 2.8000%  | 0.0000% | $7999000.00        | $5869766.63        | Agency Mortgage-Backed Securities  |
| 4.94 FCOR 27-33 EJ  | 2033-03-03      | 4.9400%  | 0.0000% | $3571000.00        | $3609157.33        | Agency Mortgage-Backed Securities  |
| 4.43 FCOR 27-28 JR  | 2028-01-27      | 4.4300%  | 0.0000% | $25000000.00       | $25499445.83       | Agency Mortgage-Backed Securities  |
| 5.82 FCOR 25-40 AE  | 2040-03-26      | 5.8200%  | 0.0000% | $15514000.00       | $15570714.01       | Agency Mortgage-Backed Securities  |
| 6.75 FMNT GB 31 A   | 2031-03-15      | 6.7500%  | 0.0000% | $1511000.00        | $1732986.30        | Agency Mortgage-Backed Securities  |
| 6.25 FMNT GB 32 A   | 2032-07-15      | 6.2500%  | 0.0000% | $180000.00         | $206007.75         | Agency Mortgage-Backed Securities  |
| 7.25 FNPR BB 05/30  | 2030-05-15      | 0.0000%  | 0.0000% | $101701000.00      | $82651487.39       | Agency Mortgage-Backed Securities  |
| 6.625 FNPR BB 11/30 | 2030-11-15      | 0.0000%  | 0.0000% | $261504000.00      | $207567754.00      | Agency Mortgage-Backed Securities  |
| 5.625 FNSM A 07/37  | 2037-07-15      | 5.6250%  | 0.0000% | $65000.00          | $71727.29          | Agency Mortgage-Backed Securities  |
| 4.875 TVBD 35 B     | 2035-05-15      | 4.8750%  | 0.0000% | $27000.00          | $27105.24          | Agency Mortgage-Backed Securities  |
| TINT 08/15/32       | 2032-08-15      | 0.0000%  | 0.0000% | $2865.82           | $2100.03           | U.S. Treasuries (including strips) |
| TINT 02/15/35       | 2035-02-15      | 0.0000%  | 0.0000% | $6143.53           | $3947.37           | U.S. Treasuries (including strips) |
| TINT 08/15/26       | 2026-08-15      | 0.0000%  | 0.0000% | $496894.08         | $473498.32         | U.S. Treasuries (including strips) |
| TINT 11/15/28       | 2028-11-15      | 0.0000%  | 0.0000% | $286.29            | $249.63            | U.S. Treasuries (including strips) |
| TII 0 5/8 01/15/26  | 2026-01-15      | 0.6250%  | 0.0000% | $75055953.28       | $74871675.98       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. - Barclays 4.370000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 06799C006, C.3 - LEI: N/A, C.5 - Other ID: 06799C006_4.37_0602
- **C.18 - Value (incl. sponsor support):** $19500000000.00
- **C.18.a - Value (excl. sponsor support):** $19500000000.00
- **C.19 - Percentage of Net Assets:** 16.0100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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% | $25000000.00       | $24238913.73       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29                           | 2029-03-31      | 2.3750%  | 0.0000% | $95329200.00       | $90464974.47       | U.S. Treasuries (including strips) |
| 2 1/2 NOTE W 27                           | 2027-03-31      | 2.5000%  | 0.0000% | $298554000.00      | $292184756.70      | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32                           | 2032-05-15      | 2.8750%  | 0.0000% | $285405700.00      | $263336097.80      | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27                           | 2027-05-31      | 2.6250%  | 0.0000% | $17100.00          | $16897.28          | U.S. Treasuries (including strips) |
| 2 7/8 NOTE AP 25                          | 2025-06-15      | 2.8750%  | 0.0000% | $100000300.00      | $101231530.10      | U.S. Treasuries (including strips) |
| 3 1/4 NOTE M 29                           | 2029-06-30      | 3.2500%  | 0.0000% | $200000.00         | $197497.37         | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27                          | 2027-06-30      | 3.2500%  | 0.0000% | $430385000.00      | $430587216.80      | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27                          | 2027-06-30      | 3.2500%  | 0.0000% | $132966900.00      | $133029374.60      | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2025-07-15      | 3.0000%  | 0.0000% | $75000000.00       | $75705588.38       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27                          | 2027-07-31      | 2.7500%  | 0.0000% | $2649500.00        | $2610009.35        | U.S. Treasuries (including strips) |
| 2 5/8 NOTE N 29                           | 2029-07-31      | 2.6250%  | 0.0000% | $258439200.00      | $247689717.10      | U.S. Treasuries (including strips) |
| 2 5/8 NOTE N 29                           | 2029-07-31      | 2.6250%  | 0.0000% | $425899000.00      | $408184218.30      | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32                           | 2032-08-15      | 2.7500%  | 0.0000% | $232803300.00      | $213773854.00      | U.S. Treasuries (including strips) |
| 3 1/8 NOTE AC 27                          | 2027-08-31      | 3.1250%  | 0.0000% | $1608400.00        | $1594123.17        | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29                           | 2029-08-31      | 3.1250%  | 0.0000% | $83584600.00       | $81551954.76       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29                           | 2029-08-31      | 3.1250%  | 0.0000% | $650000.00         | $634193.03         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27                          | 2027-09-30      | 4.1250%  | 0.0000% | $100.00            | $101.18            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27                          | 2027-10-31      | 4.1250%  | 0.0000% | $123316000.00      | $124347510.20      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32                           | 2032-11-15      | 4.1250%  | 0.0000% | $35770800.00       | $35650731.23       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AU 25                          | 2025-11-15      | 4.5000%  | 0.0000% | $4245200.00        | $4254820.64        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29                           | 2029-12-31      | 3.8750%  | 0.0000% | $2357700.00        | $2386474.86        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33                           | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $96.16             | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33                           | 2033-02-15      | 3.5000%  | 0.0000% | $99744100.00       | $95916245.51       | U.S. Treasuries (including strips) |
| 4 NOTE V 28                               | 2028-02-29      | 4.0000%  | 0.0000% | $24005100.00       | $24310596.20       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE J 30                           | 2030-03-31      | 3.6250%  | 0.0000% | $400.00            | $396.05            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE J 30                           | 2030-03-31      | 3.6250%  | 0.0000% | $7800100.00        | $7722985.27        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28                           | 2028-03-31      | 3.6250%  | 0.0000% | $82449700.00       | $82383791.61       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-05-15      | 3.6250%  | 0.0000% | $899900.00         | $896379.22         | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33                           | 2033-05-15      | 3.3750%  | 0.0000% | $242919200.00      | $228803087.30      | U.S. Treasuries (including strips) |
| 6 3/4 BOND 26                             | 2026-08-15      | 6.7500%  | 0.0000% | $39978600.00       | $42056178.50       | U.S. Treasuries (including strips) |
| 6 1/2 BOND 26                             | 2026-11-15      | 6.5000%  | 0.0000% | $11162400.00       | $11634317.89       | U.S. Treasuries (including strips) |
| 6 5/8 BOND 27                             | 2027-02-15      | 6.6250%  | 0.0000% | $31105700.00       | $33161324.82       | U.S. Treasuries (including strips) |
| 6 3/8 BOND 27                             | 2027-08-15      | 6.3750%  | 0.0000% | $50000000.00       | $53517695.85       | U.S. Treasuries (including strips) |
| 6 1/8 BOND 27                             | 2027-11-15      | 6.1250%  | 0.0000% | $2169400.00        | $2287677.00        | U.S. Treasuries (including strips) |
| 5 1/2 BOND 28                             | 2028-08-15      | 5.5000%  | 0.0000% | $100000.00         | $106565.11         | U.S. Treasuries (including strips) |
| 5 1/2 BOND 28                             | 2028-08-15      | 5.5000%  | 0.0000% | $72478400.00       | $77236687.05       | U.S. Treasuries (including strips) |
| 5 1/4 BOND 28                             | 2028-11-15      | 5.2500%  | 0.0000% | $42984200.00       | $44895275.21       | U.S. Treasuries (including strips) |
| 5 1/4 BOND 29                             | 2029-02-15      | 5.2500%  | 0.0000% | $7031000.00        | $7476096.56        | U.S. Treasuries (including strips) |
| 6 1/8 BOND 29                             | 2029-08-15      | 6.1250%  | 0.0000% | $7417500.00        | $8165337.43        | U.S. Treasuries (including strips) |
| 6 1/4 BOND 30                             | 2030-05-15      | 6.2500%  | 0.0000% | $21462000.00       | $23672855.43       | U.S. Treasuries (including strips) |
| 5 3/8 BOND 31                             | 2031-02-15      | 5.3750%  | 0.0000% | $524000.00         | $566517.88         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31                           | 2031-11-30      | 4.1250%  | 0.0000% | $18785400.00       | $19149868.24       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29                          | 2029-11-30      | 4.1250%  | 0.0000% | $700.00            | $719.24            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29                          | 2029-11-30      | 4.1250%  | 0.0000% | $164646600.00      | $169173011.00      | U.S. Treasuries (including strips) |
| 4 NOTE AV 27                              | 2027-12-15      | 4.0000%  | 0.0000% | $3739800.00        | $3818622.86        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31                           | 2031-12-31      | 4.5000%  | 0.0000% | $120273400.00      | $124912995.60      | U.S. Treasuries (including strips) |
| T 4 1/2 12/31/31                          | 2031-12-31      | 4.5000%  | 0.0000% | $92000000.00       | $95548937.63       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29                          | 2029-12-31      | 4.3750%  | 0.0000% | $73410200.00       | $75985316.25       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26                          | 2026-12-31      | 4.2500%  | 0.0000% | $80447700.00       | $82158862.56       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28                          | 2028-01-15      | 4.2500%  | 0.0000% | $53356400.00       | $54668617.85       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28                          | 2028-01-15      | 4.2500%  | 0.0000% | $309249200.00      | $316854704.10      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27                          | 2027-01-31      | 4.1250%  | 0.0000% | $14393500.00       | $14619709.44       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32                           | 2032-01-31      | 4.3750%  | 0.0000% | $752249200.00      | $772354493.70      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32                           | 2032-01-31      | 4.3750%  | 0.0000% | $526286000.00      | $540351996.50      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35                           | 2035-02-15      | 4.6250%  | 0.0000% | $3655200.00        | $3770043.80        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27                          | 2027-02-28      | 4.1250%  | 0.0000% | $200.00            | $202.55            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27                          | 2027-02-28      | 4.1250%  | 0.0000% | $15334700.00       | $15530177.68       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32                           | 2032-02-29      | 4.1250%  | 0.0000% | $515872500.00      | $519916119.10      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32                           | 2032-03-31      | 4.1250%  | 0.0000% | $800.00            | $803.31            | U.S. Treasuries (including strips) |
| 4 NOTE W 30                               | 2030-03-31      | 4.0000%  | 0.0000% | $12691000.00       | $12789144.29       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27                          | 2027-03-31      | 3.8750%  | 0.0000% | $304586000.00      | $306095972.60      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27                          | 2027-03-31      | 3.8750%  | 0.0000% | $116948800.00      | $117528568.90      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27                          | 2027-04-30      | 3.7500%  | 0.0000% | $61413600.00       | $61392047.82       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27                          | 2027-04-30      | 3.7500%  | 0.0000% | $199237600.00      | $199167680.60      | U.S. Treasuries (including strips) |
| 4 NOTE K 32                               | 2032-04-30      | 4.0000%  | 0.0000% | $46870400.00       | $46537614.07       | U.S. Treasuries (including strips) |
| 4 NOTE K 32                               | 2032-04-30      | 4.0000%  | 0.0000% | $310795600.00      | $308588910.80      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35                           | 2035-05-15      | 4.2500%  | 0.0000% | $100.00            | $98.97             | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35                           | 2035-05-15      | 4.2500%  | 0.0000% | $300.00            | $296.91            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28                          | 2028-05-15      | 3.7500%  | 0.0000% | $59714200.00       | $59597789.14       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28                          | 2028-05-15      | 3.7500%  | 0.0000% | $486377400.00      | $485429223.30      | U.S. Treasuries (including strips) |
| 0 3/8 NOTE Q 27                           | 2027-09-30      | 0.3750%  | 0.0000% | $39175000.00       | $36152952.51       | U.S. Treasuries (including strips) |
| 0 3/8 NOTE Q 27                           | 2027-09-30      | 0.3750%  | 0.0000% | $18655000.00       | $17215911.40       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2025-09-30      | 0.2500%  | 0.0000% | $84804600.00       | $83705264.06       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2025-10-31      | 0.2500%  | 0.0000% | $34000000.00       | $33435967.34       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE R 27                           | 2027-10-31      | 0.5000%  | 0.0000% | $6970900.00        | $6431733.01        | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30                           | 2030-11-15      | 0.8750%  | 0.0000% | $28824600.00       | $24414397.52       | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30                           | 2030-11-15      | 0.8750%  | 0.0000% | $148071000.00      | $125415938.30      | U.S. Treasuries (including strips) |
| 0 3/8 NOTE AG 25                          | 2025-11-30      | 0.3750%  | 0.0000% | $100.00            | $98.24             | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27                           | 2027-12-31      | 0.6250%  | 0.0000% | $12300100.00       | $11351894.87       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2025-12-31      | 0.3750%  | 0.0000% | $200000000.00      | $195865973.40      | U.S. Treasuries (including strips) |
| 0 3/8 NOTE U 26                           | 2026-01-31      | 0.3750%  | 0.0000% | $4000.00           | $3902.83           | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28                           | 2028-01-31      | 0.7500%  | 0.0000% | $700000.00         | $646423.73         | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31                           | 2031-02-15      | 1.1250%  | 0.0000% | $10400.00          | $8913.74           | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 28                           | 2028-02-29      | 1.1250%  | 0.0000% | $7255000.00        | $6756834.91        | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 28                           | 2028-02-29      | 1.1250%  | 0.0000% | $63698500.00       | $59324637.97       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28                           | 2028-03-31      | 1.2500%  | 0.0000% | $19894200.00       | $18539627.40       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28                           | 2028-04-30      | 1.2500%  | 0.0000% | $252100.00         | $234180.99         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28                           | 2028-04-30      | 1.2500%  | 0.0000% | $4100000.00        | $3808576.19        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31                           | 2031-05-15      | 1.6250%  | 0.0000% | $6370300.00        | $5550298.19        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28                           | 2028-05-31      | 1.2500%  | 0.0000% | $150290200.00      | $140089351.70      | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28                           | 2028-06-30      | 1.2500%  | 0.0000% | $127095400.00      | $118090253.50      | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AA 26                          | 2026-06-30      | 0.8750%  | 0.0000% | $20426900.00       | $19798827.79       | U.S. Treasuries (including strips) |
| 1 NOTE N 28                               | 2028-07-31      | 1.0000%  | 0.0000% | $140665900.00      | $129113613.50      | U.S. Treasuries (including strips) |
| 1 NOTE N 28                               | 2028-07-31      | 1.0000%  | 0.0000% | $20000000.00       | $18357485.86       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31                           | 2031-08-15      | 1.2500%  | 0.0000% | $119989000.00      | $101688776.90      | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28                           | 2028-08-31      | 1.1250%  | 0.0000% | $208250000.00      | $191332796.50      | U.S. Treasuries (including strips) |
| 0 3/4 NOTE AC 26                          | 2026-08-31      | 0.7500%  | 0.0000% | $7100000.00        | $6827236.60        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28                           | 2028-09-30      | 1.2500%  | 0.0000% | $55905000.00       | $51415447.23       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28                           | 2028-10-31      | 1.3750%  | 0.0000% | $204564000.00      | $188370289.10      | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26                          | 2026-10-31      | 1.1250%  | 0.0000% | $2490000.00        | $2393164.20        | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31                           | 2031-11-15      | 1.3750%  | 0.0000% | $120286000.00      | $101579778.30      | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AG 26                          | 2026-11-30      | 1.2500%  | 0.0000% | $859100.00         | $830080.17         | U.S. Treasuries (including strips) |
| 1 1/2 NOTE S 28                           | 2028-11-30      | 1.5000%  | 0.0000% | $22133000.00       | $20569475.99       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE S 28                           | 2028-11-30      | 1.5000%  | 0.0000% | $50000000.00       | $46467889.55       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AH 26                          | 2026-12-31      | 1.2500%  | 0.0000% | $3810900.00        | $3671049.72        | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29                           | 2029-01-31      | 1.7500%  | 0.0000% | $55482200.00       | $51728760.48       | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29                           | 2029-01-31      | 1.7500%  | 0.0000% | $14850000.00       | $13845379.12       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29                           | 2029-02-28      | 1.8750%  | 0.0000% | $41775400.00       | $39021296.14       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29                           | 2029-02-28      | 1.8750%  | 0.0000% | $100.00            | $93.41             | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27                           | 2027-02-28      | 1.8750%  | 0.0000% | $423487900.00      | $410595466.90      | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27                           | 2027-08-15      | 2.2500%  | 0.0000% | $500000.00         | $485819.54         | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27                           | 2027-11-15      | 2.2500%  | 0.0000% | $550000.00         | $529346.47         | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28                           | 2028-02-15      | 2.7500%  | 0.0000% | $327492900.00      | $320479165.30      | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28                           | 2028-05-15      | 2.8750%  | 0.0000% | $320257100.00      | $311610758.80      | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28                           | 2028-05-15      | 2.8750%  | 0.0000% | $26038300.00       | $25335314.72       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28                           | 2028-08-15      | 2.8750%  | 0.0000% | $11779900.00       | $11514388.93       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28                           | 2028-08-15      | 2.8750%  | 0.0000% | $133137000.00      | $130136181.10      | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28                           | 2028-11-15      | 3.1250%  | 0.0000% | $150000.00         | $146404.32         | U.S. Treasuries (including strips) |
| 2 7/8 NOTE S 25                           | 2025-11-30      | 2.8750%  | 0.0000% | $990700.00         | $997696.34         | U.S. Treasuries (including strips) |
| 2 5/8 NOTE G 26                           | 2026-01-31      | 2.6250%  | 0.0000% | $18000000.00       | $17960402.59       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE G 26                           | 2026-01-31      | 2.6250%  | 0.0000% | $8000000.00        | $7982401.15        | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29                           | 2029-02-15      | 2.6250%  | 0.0000% | $103624500.00      | $99808780.22       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29                           | 2029-02-15      | 2.6250%  | 0.0000% | $37000000.00       | $35637565.13       | U.S. Treasuries (including strips) |
| 2 1/2 NOTE H 26                           | 2026-02-28      | 2.5000%  | 0.0000% | $2000000.00        | $1986490.13        | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29                           | 2029-05-15      | 2.3750%  | 0.0000% | $74250600.00       | $70125093.43       | U.S. Treasuries (including strips) |
| 2 1/8 NOTE L 26                           | 2026-05-31      | 2.1250%  | 0.0000% | $2789400.00        | $2763122.79        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2025-08-15      | 2.0000%  | 0.0000% | $895800.00         | $896493.22         | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 26                           | 2026-05-15      | 1.6250%  | 0.0000% | $1000000.00        | $976773.36         | U.S. Treasuries (including strips) |
| 2 NOTE F 26                               | 2026-11-15      | 2.0000%  | 0.0000% | $255291400.00      | $248200736.80      | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27                           | 2027-02-15      | 2.2500%  | 0.0000% | $1437000.00        | $1405511.15        | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27                           | 2027-05-15      | 2.3750%  | 0.0000% | $20495100.00       | $19916729.73       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE N 25                           | 2025-07-31      | 2.8750%  | 0.0000% | $18251400.00       | $18377790.34       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE N 26                           | 2026-07-31      | 1.8750%  | 0.0000% | $29897600.00       | $29323675.92       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29                           | 2029-08-15      | 1.6250%  | 0.0000% | $8038100.00        | $7372276.11        | U.S. Treasuries (including strips) |
| 1 3/8 NOTE P 26                           | 2026-08-31      | 1.3750%  | 0.0000% | $8510800.00        | $8262473.04        | U.S. Treasuries (including strips) |
| 1 3/8 NOTE P 26                           | 2026-08-31      | 1.3750%  | 0.0000% | $36093700.00       | $35040562.93       | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29                           | 2029-11-15      | 1.7500%  | 0.0000% | $100.00            | $91.26             | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29                           | 2029-11-15      | 1.7500%  | 0.0000% | $1200.00           | $1095.17           | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26                           | 2026-11-30      | 1.6250%  | 0.0000% | $10044000.00       | $9778530.62        | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 27                           | 2027-02-28      | 1.1250%  | 0.0000% | $4220500.00        | $4031425.52        | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 27                           | 2027-02-28      | 1.1250%  | 0.0000% | $3071700.00        | $2934090.69        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE J 27                           | 2027-03-31      | 0.6250%  | 0.0000% | $1590900.00        | $1500303.96        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27                           | 2027-04-30      | 0.5000%  | 0.0000% | $102498000.00      | $96112847.01       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30                           | 2030-05-15      | 0.6250%  | 0.0000% | $8090100.00        | $6880223.56        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30                           | 2030-05-15      | 0.6250%  | 0.0000% | $200000000.00      | $170089951.00      | U.S. Treasuries (including strips) |
| 0 1/2 NOTE L 27                           | 2027-05-31      | 0.5000%  | 0.0000% | $40092200.00       | $37568406.59       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27                           | 2027-06-30      | 0.5000%  | 0.0000% | $900.00            | $840.90            | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27                           | 2027-06-30      | 0.5000%  | 0.0000% | $200.00            | $186.87            | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2025-06-30      | 0.2500%  | 0.0000% | $7929000.00        | $7910738.82        | U.S. Treasuries (including strips) |
| 0 1/4 NOTE AB 25                          | 2025-07-31      | 0.2500%  | 0.0000% | $900.00            | $894.64            | U.S. Treasuries (including strips) |
| T 0 3/8 07/31/27                          | 2027-07-31      | 0.3750%  | 0.0000% | $26613300.00       | $24707408.08       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                           | 2030-08-15      | 0.6250%  | 0.0000% | $110806300.00      | $93504403.75       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                           | 2030-08-15      | 0.6250%  | 0.0000% | $8000000.00        | $6750836.64        | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26                           | 2026-08-15      | 1.5000%  | 0.0000% | $3032100.00        | $2953087.69        | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26                           | 2026-08-15      | 1.5000%  | 0.0000% | $900.00            | $876.55            | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27                           | 2027-08-15      | 2.2500%  | 0.0000% | $11121000.00       | $10805598.30       | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-07-10      | 0.0000%  | 0.0000% | $200.00            | $199.11            | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-09-04      | 0.0000%  | 0.0000% | $17000000.00       | $16812456.00       | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-11-28      | 0.0000%  | 0.0000% | $149999400.00      | $146889462.40      | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-06-05      | 0.0000%  | 0.0000% | $617800.00         | $617582.53         | U.S. Treasuries (including strips) |
| BILL 06/05/25                             | 2025-06-05      | 0.0000%  | 0.0000% | $110000.00         | $109961.28         | U.S. Treasuries (including strips) |
| BILL 12/26/25                             | 2025-12-26      | 0.0000%  | 0.0000% | $11000000.00       | $10741632.00       | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-06-26      | 0.0000%  | 0.0000% | $1200.00           | $1196.63           | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-07-17      | 0.0000%  | 0.0000% | $318000.00         | $316322.23         | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-07-24      | 0.0000%  | 0.0000% | $2872700.00        | $2855211.00        | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-07-31      | 0.0000%  | 0.0000% | $300.00            | $297.92            | U.S. Treasuries (including strips) |
| BILL 07/31/25                             | 2025-07-31      | 0.0000%  | 0.0000% | $1956300.00        | $1942754.58        | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-02-19      | 0.0000%  | 0.0000% | $300.00            | $291.23            | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-06-10      | 0.0000%  | 0.0000% | $115800.00         | $115691.61         | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-06-17      | 0.0000%  | 0.0000% | $200.00            | $199.65            | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-07-01      | 0.0000%  | 0.0000% | $51000.00          | $50827.26          | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-09-18      | 0.0000%  | 0.0000% | $27997400.00       | $27644632.76       | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-07-15      | 0.0000%  | 0.0000% | $650600.00         | $647326.83         | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-07-29      | 0.0000%  | 0.0000% | $8049500.00        | $7995689.09        | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-10-09      | 0.0000%  | 0.0000% | $114000200.00      | $112294757.00      | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-08-05      | 0.0000%  | 0.0000% | $1000.00           | $992.49            | U.S. Treasuries (including strips) |
| BILL 08/05/25                             | 2025-08-05      | 0.0000%  | 0.0000% | $11936000.00       | $11846300.96       | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-08-12      | 0.0000%  | 0.0000% | $332000.00         | $329232.45         | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-05-14      | 0.0000%  | 0.0000% | $12000000.00       | $11544456.00       | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-11-20      | 0.0000%  | 0.0000% | $25191700.00       | $24692425.70       | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-09-23      | 0.0000%  | 0.0000% | $100.00            | $98.68             | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31                           | 2031-02-28      | 4.2500%  | 0.0000% | $302046000.00      | $308035424.50      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31                           | 2031-02-28      | 4.2500%  | 0.0000% | $131188000.00      | $133789393.90      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29                           | 2029-02-28      | 4.2500%  | 0.0000% | $138188900.00      | $141185320.50      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 31                           | 2031-03-31      | 4.1250%  | 0.0000% | $83500500.00       | $84273154.76       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29                           | 2029-03-31      | 4.1250%  | 0.0000% | $488305900.00      | $495022691.70      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AM 27                          | 2027-04-15      | 4.5000%  | 0.0000% | $18938000.00       | $19228391.26       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BA 26                          | 2026-04-30      | 4.8750%  | 0.0000% | $75300.00          | $76034.49          | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29                           | 2029-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $51424219.00       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34                           | 2034-05-15      | 4.3750%  | 0.0000% | $1500.00           | $1505.81           | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27                          | 2027-05-15      | 4.5000%  | 0.0000% | $2433000.00        | $2462607.76        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27                          | 2027-05-15      | 4.5000%  | 0.0000% | $14443600.00       | $14619367.62       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BC 26                          | 2026-05-31      | 4.8750%  | 0.0000% | $2239000.00        | $2307797.91        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29                           | 2029-05-31      | 4.5000%  | 0.0000% | $452195200.00      | $471596352.00      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27                          | 2027-06-15      | 4.6250%  | 0.0000% | $89350000.00       | $92457953.35       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31                           | 2031-06-30      | 4.2500%  | 0.0000% | $424659000.00      | $435487166.20      | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-07-31      | 4.4833%  | 0.0000% | $6322700.00        | $6351608.64        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE BE 26                          | 2026-07-31      | 4.3750%  | 0.0000% | $250200.00         | $254547.45         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34                           | 2034-08-15      | 3.8750%  | 0.0000% | $471108100.00      | $458817642.00      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34                           | 2034-08-15      | 3.8750%  | 0.0000% | $14383800.00       | $14008549.63       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27                          | 2027-08-15      | 3.7500%  | 0.0000% | $100000000.00      | $100740148.10      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31                           | 2031-08-31      | 3.7500%  | 0.0000% | $100000000.00      | $98898209.80       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27                          | 2027-09-15      | 3.3750%  | 0.0000% | $163836300.00      | $163143618.00      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31                           | 2031-09-30      | 3.6250%  | 0.0000% | $9287700.00        | $9085094.61        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29                          | 2029-09-30      | 3.5000%  | 0.0000% | $3439400.00        | $3397809.76        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27                          | 2027-10-15      | 3.8750%  | 0.0000% | $94392600.00       | $94794461.77       | U.S. Treasuries (including strips) |
| T 3.875 10/15/27                          | 2027-10-15      | 3.8750%  | 0.0000% | $150000.00         | $150638.60         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29                          | 2029-10-31      | 4.1250%  | 0.0000% | $126769700.00      | $128057904.80      | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-10-31      | 4.5063%  | 0.0000% | $63800.00          | $64079.40          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31                           | 2031-10-31      | 4.1250%  | 0.0000% | $3078300.00        | $3086656.88        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34                           | 2034-11-15      | 4.2500%  | 0.0000% | $25514400.00       | $25293071.18       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BL 26                          | 2026-11-30      | 4.2500%  | 0.0000% | $472910200.00      | $484507491.30      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30                           | 2030-05-31      | 3.7500%  | 0.0000% | $277553000.00      | $279642412.90      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30                           | 2030-05-31      | 3.7500%  | 0.0000% | $100000000.00      | $100752797.80      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30                           | 2030-06-30      | 3.7500%  | 0.0000% | $13752200.00       | $13807286.83       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30                           | 2030-06-30      | 3.7500%  | 0.0000% | $389473000.00      | $391033101.90      | U.S. Treasuries (including strips) |
| 4  NOTE AA 28                             | 2028-06-30      | 4.0000%  | 0.0000% | $74338100.00       | $75822601.08       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AQ 26                          | 2026-07-15      | 4.5000%  | 0.0000% | $100.00            | $102.08            | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AQ 26                          | 2026-07-15      | 4.5000%  | 0.0000% | $150000000.00      | $153126415.20      | U.S. Treasuries (including strips) |
| 4  NOTE N 30                              | 2030-07-31      | 4.0000%  | 0.0000% | $100890400.00      | $102176971.60      | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2025-07-31      | 4.4263%  | 0.0000% | $4109300.00        | $4124757.94        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AR 26                          | 2026-08-15      | 4.3750%  | 0.0000% | $13597600.00       | $13810743.21       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30                           | 2030-09-30      | 4.6250%  | 0.0000% | $100.00            | $103.60            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30                           | 2030-09-30      | 4.6250%  | 0.0000% | $45000000.00       | $46620313.52       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28                          | 2028-09-30      | 4.6250%  | 0.0000% | $121400.00         | $125043.09         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28                          | 2028-09-30      | 4.6250%  | 0.0000% | $46019000.00       | $47399982.65       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2025-09-30      | 5.0000%  | 0.0000% | $49608900.00       | $50103437.28       | U.S. Treasuries (including strips) |
| 5 NOTE BH 25                              | 2025-09-30      | 5.0000%  | 0.0000% | $121513000.00      | $122724329.20      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AT 26                          | 2026-10-15      | 4.6250%  | 0.0000% | $800.00            | $810.55            | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2025-10-31      | 5.0000%  | 0.0000% | $243871000.00      | $245423260.10      | U.S. Treasuries (including strips) |
| 4 7/8 NOTE R 30                           | 2030-10-31      | 4.8750%  | 0.0000% | $671130000.00      | $700924940.50      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33                           | 2033-11-15      | 4.5000%  | 0.0000% | $217024800.00      | $220522206.50      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33                           | 2033-11-15      | 4.5000%  | 0.0000% | $1183000.00        | $1202064.33        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26                          | 2026-11-15      | 4.6250%  | 0.0000% | $300.00            | $303.01            | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2025-11-30      | 4.8750%  | 0.0000% | $36842000.00       | $37820047.19       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE S 30                           | 2030-11-30      | 4.3750%  | 0.0000% | $55727500.00       | $57842738.02       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30                           | 2030-12-31      | 3.7500%  | 0.0000% | $49179000.00       | $49202639.07       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30                           | 2030-12-31      | 3.7500%  | 0.0000% | $189354000.00      | $189445017.50      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 25                          | 2025-12-31      | 4.2500%  | 0.0000% | $125400000.00      | $127561958.30      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AW 26                          | 2026-01-31      | 4.2500%  | 0.0000% | $8350000.00        | $8462741.65        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AW 26                          | 2026-01-31      | 4.2500%  | 0.0000% | $165999600.00      | $168240925.60      | U.S. Treasuries (including strips) |
| 4 NOTE U 29                               | 2029-01-31      | 4.0000%  | 0.0000% | $25751600.00       | $26155080.47       | U.S. Treasuries (including strips) |
| 4 NOTE G 31                               | 2031-01-31      | 4.0000%  | 0.0000% | $576267000.00      | $582138683.00      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AK 27                          | 2027-02-15      | 4.1250%  | 0.0000% | $1815000.00        | $1840406.06        | U.S. Treasuries (including strips) |

### Security 5: RBC Dominion

- **C.1 - Title:** RBC Dominion 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 071995005, C.3 - LEI: N/A, C.5 - Other ID: 071995005_4.10_0602
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  | 0.0000% | $23080000.00       | $23497645.16       | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 45    | 2045-02-15      | 0.7500%  | 0.0000% | $86023283.45       | $61715830.14       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27 | 2027-02-28      | 4.1250%  | 0.0000% | $23946100.00       | $24240886.26       | U.S. Treasuries (including strips) |
| TINT 05/15/29    | 2029-05-15      | 0.0000%  | 0.0000% | $19841679.36       | $16918325.37       | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 31  | 2031-07-15      | 0.1250%  | 0.0000% | $38441453.49       | $34978384.44       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  | 0.0000% | $400.00            | $384.07            | U.S. Treasuries (including strips) |
| 2 1/4 TPRN 46    | 2046-08-15      | 0.0000%  | 0.0000% | $58841200.00       | $20034369.46       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 31  | 2031-03-31      | 4.1250%  | 0.0000% | $200.00            | $201.56            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27 | 2027-06-15      | 4.6250%  | 0.0000% | $9507300.00        | $9833704.94        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  | 0.0000% | $27596500.00       | $28262417.26       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  | 0.0000% | $82175000.00       | $82733254.30       | U.S. Treasuries (including strips) |
| 4 NOTE G 31      | 2031-01-31      | 4.0000%  | 0.0000% | $3751700.00        | $3784599.30        | U.S. Treasuries (including strips) |

### Security 6: RBC Dominion

- **C.1 - Title:** RBC Dominion 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 071995005, C.3 - LEI: N/A, C.5 - Other ID: 071995005_4.34_0602
- **C.18 - Value (incl. sponsor support):** $824700000.00
- **C.18.a - Value (excl. sponsor support):** $824700000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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 1/8 TRIN X 27             | 2027-04-15      | 0.1250%  | 0.0000% | $216235.62         | $211247.87         | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32             | 2032-05-15      | 2.8750%  | 0.0000% | $135177755.14      | $124534652.87      | U.S. Treasuries (including strips) |
| 0 5/8 TRIN D 32             | 2032-07-15      | 0.6250%  | 0.0000% | $51.86             | $47.88             | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27            | 2027-07-31      | 2.7500%  | 0.0000% | $2591678.66        | $2551575.16        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32             | 2032-08-15      | 2.7500%  | 0.0000% | $703021.41         | $644517.76         | U.S. Treasuries (including strips) |
| T 3 7/8 09/30/29            | 2029-09-30      | 3.8750%  | 0.0000% | $94.25             | $94.45             | U.S. Treasuries (including strips) |
| 1 1/8 TRIN A 33             | 2033-01-15      | 1.1250%  | 0.0000% | $2197066.38        | $2080860.12        | U.S. Treasuries (including strips) |
| 1 1/4 TRIN X 28             | 2028-04-15      | 1.2500%  | 0.0000% | $4920888.86        | $4899964.67        | U.S. Treasuries (including strips) |
| 2 1/4 TPRN 46               | 2046-08-15      | 0.0000%  | 0.0000% | $12262487.86       | $4175156.39        | U.S. Treasuries (including strips) |
| 2 3/4 TPRN 47               | 2047-08-15      | 0.0000%  | 0.0000% | $15889094.33       | $5132781.25        | U.S. Treasuries (including strips) |
| 2 3/4 TPRN 47               | 2047-11-15      | 0.0000%  | 0.0000% | $141.38            | $45.11             | U.S. Treasuries (including strips) |
| 3 TPRN 49                   | 2049-02-15      | 0.0000%  | 0.0000% | $235.63            | $70.59             | U.S. Treasuries (including strips) |
| 2 7/8 TPRN 49               | 2049-05-15      | 0.0000%  | 0.0000% | $369465.60         | $109453.82         | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 27               | 2027-01-15      | 2.3750%  | 0.0000% | $448.29            | $459.81            | U.S. Treasuries (including strips) |
| 4 3/8 BOND 39               | 2039-11-15      | 4.3750%  | 0.0000% | $47.13             | $45.33             | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 41               | 2041-02-15      | 2.1250%  | 0.0000% | $1720.10           | $1658.71           | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 42               | 2042-02-15      | 0.7500%  | 0.0000% | $3068836.39        | $2336583.48        | U.S. Treasuries (including strips) |
| 0 5/8 TRIB 43               | 2043-02-15      | 0.6250%  | 0.0000% | $70974586.21       | $51704388.46       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 44               | 2044-08-15      | 3.1250%  | 0.0000% | $943032.67         | $734137.64         | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 45               | 2045-02-15      | 0.7500%  | 0.0000% | $20611196.00       | $14787125.30       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31             | 2031-11-30      | 4.1250%  | 0.0000% | $8559066.48        | $8712887.25        | U.S. Treasuries (including strips) |
| T 4 1/2 12/31/31            | 2031-12-31      | 4.5000%  | 0.0000% | $777527.16         | $806393.95         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28            | 2028-01-15      | 4.2500%  | 0.0000% | $31303397.09       | $32051531.00       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30             | 2030-01-31      | 4.2500%  | 0.0000% | $5687366.83        | $5826826.72        | U.S. Treasuries (including strips) |
| 2 1/8 TRIN A 35             | 2035-01-15      | 2.1250%  | 0.0000% | $95.49             | $96.45             | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28            | 2028-02-15      | 4.2500%  | 0.0000% | $1457268.46        | $1487419.27        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27            | 2027-02-28      | 4.1250%  | 0.0000% | $471.26            | $477.06            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28            | 2028-03-15      | 3.8750%  | 0.0000% | $502737.12         | $506408.47         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28            | 2028-04-15      | 3.7500%  | 0.0000% | $471.26            | $471.37            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28            | 2028-05-15      | 3.7500%  | 0.0000% | $2077489.99        | $2071898.49        | U.S. Treasuries (including strips) |
| 0 3/8 NOTE Q 27             | 2027-09-30      | 0.3750%  | 0.0000% | $94.25             | $86.90             | U.S. Treasuries (including strips) |
| 0 1/4 NOTE AF 25            | 2025-10-31      | 0.2500%  | 0.0000% | $124788.89         | $122679.19         | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 31             | 2031-01-15      | 0.1250%  | 0.0000% | $1743107.01        | $1598159.23        | U.S. Treasuries (including strips) |
| 0 3/8 NOTE U 26             | 2026-01-31      | 0.3750%  | 0.0000% | $81009.10          | $79019.01          | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28             | 2028-01-31      | 0.7500%  | 0.0000% | $4069493.93        | $3754512.94        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28             | 2028-03-31      | 1.2500%  | 0.0000% | $71229621.75       | $66316856.33       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31             | 2031-05-15      | 1.6250%  | 0.0000% | $325732.94         | $283388.42         | U.S. Treasuries (including strips) |
| 1 NOTE N 28                 | 2028-07-31      | 1.0000%  | 0.0000% | $47.13             | $43.20             | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31             | 2031-08-15      | 1.2500%  | 0.0000% | $12299198.79       | $10406157.28       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28             | 2028-10-31      | 1.3750%  | 0.0000% | $3226414.90        | $2967498.09        | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 32             | 2032-01-15      | 0.1250%  | 0.0000% | $208651999.08      | $186759430.22      | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32             | 2032-02-15      | 1.8750%  | 0.0000% | $1211130.86        | $1054381.14        | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27             | 2027-08-15      | 2.2500%  | 0.0000% | $6361.97           | $6177.19           | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27             | 2027-11-15      | 2.2500%  | 0.0000% | $47.13             | $45.32             | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28             | 2028-05-15      | 2.8750%  | 0.0000% | $47.13             | $45.82             | U.S. Treasuries (including strips) |
| 3 NOTE Q 25                 | 2025-09-30      | 3.0000%  | 0.0000% | $47.13             | $47.14             | U.S. Treasuries (including strips) |
| 0 7/8 TRIN A 29             | 2029-01-15      | 0.8750%  | 0.0000% | $26852609.01       | $26371225.54       | U.S. Treasuries (including strips) |
| 0 3/8 TRIN A 27             | 2027-01-15      | 0.3750%  | 0.0000% | $12306610.83       | $12137351.62       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27             | 2027-02-15      | 2.2500%  | 0.0000% | $11869930.66       | $11603962.17       | U.S. Treasuries (including strips) |
| 0 3/4 TRIN D 28             | 2028-07-15      | 0.7500%  | 0.0000% | $495813.99         | $488864.15         | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27             | 2027-01-31      | 1.5000%  | 0.0000% | $47.13             | $45.45             | U.S. Treasuries (including strips) |
| 0 5/8 NOTE J 27             | 2027-03-31      | 0.6250%  | 0.0000% | $356741.66         | $336177.14         | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27             | 2027-04-30      | 0.5000%  | 0.0000% | $34967.28          | $32763.63          | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53               | 2053-02-15      | 1.5000%  | 0.0000% | $2078295.16        | $1613341.86        | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43               | 2043-05-15      | 3.8750%  | 0.0000% | $23004276.05       | $20144878.68       | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43               | 2043-08-15      | 4.3750%  | 0.0000% | $94.25             | $89.11             | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 54               | 2054-02-15      | 2.1250%  | 0.0000% | $1995224.78        | $1793836.71        | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54               | 2054-08-15      | 4.2500%  | 0.0000% | $1043363.31        | $944149.84         | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44               | 2044-08-15      | 4.1250%  | 0.0000% | $12785724.67       | $11612261.46       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54               | 2054-11-15      | 4.5000%  | 0.0000% | $5104280.37        | $4765939.26        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44               | 2044-11-15      | 4.6250%  | 0.0000% | $6604668.86        | $6341573.13        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55               | 2055-02-15      | 4.6250%  | 0.0000% | $16635.38          | $16058.42          | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45               | 2045-02-15      | 4.7500%  | 0.0000% | $629599.54         | $621664.33         | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55               | 2055-05-15      | 4.7500%  | 0.0000% | $47.13             | $45.94             | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-08-07      | 0.0000%  | 0.0000% | $424.13            | $420.70            | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-08-21      | 0.0000%  | 0.0000% | $47.13             | $46.67             | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-08-28      | 0.0000%  | 0.0000% | $47.13             | $46.63             | U.S. Treasuries (including strips) |
| BILL 06/17/25               | 2025-06-17      | 0.0000%  | 0.0000% | $17295.14          | $17258.47          | U.S. Treasuries (including strips) |
| BILL 08/26/25               | 2025-08-26      | 0.0000%  | 0.0000% | $47.13             | $46.64             | U.S. Treasuries (including strips) |
| 3 3/4 TPRN 43               | 2043-11-15      | 0.0000%  | 0.0000% | $40999.37          | $16223.08          | U.S. Treasuries (including strips) |
| 3 5/8 TPRN 44               | 2044-02-15      | 0.0000%  | 0.0000% | $47.13             | $18.38             | U.S. Treasuries (including strips) |
| 3 TPRN 44                   | 2044-11-15      | 0.0000%  | 0.0000% | $424.13            | $158.35            | U.S. Treasuries (including strips) |
| 2 7/8 TPRN 45               | 2045-08-15      | 0.0000%  | 0.0000% | $94.25             | $33.84             | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 31             | 2031-03-31      | 4.1250%  | 0.0000% | $136711.70         | $137781.10         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31             | 2031-04-30      | 4.6250%  | 0.0000% | $823144.85         | $848209.93         | U.S. Treasuries (including strips) |
| T 4 3/8 05/15/34            | 2034-05-15      | 4.3750%  | 0.0000% | $52375236.10       | $52482777.55       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29             | 2029-05-31      | 4.5000%  | 0.0000% | $7176021.02        | $7477029.08        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31             | 2031-05-31      | 4.6250%  | 0.0000% | $17720116.83       | $18596340.11       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31             | 2031-06-30      | 4.2500%  | 0.0000% | $47.13             | $48.26             | U.S. Treasuries (including strips) |
| 4 3/8 NOTE BE 26            | 2026-07-31      | 4.3750%  | 0.0000% | $13931492.16       | $14169468.60       | U.S. Treasuries (including strips) |
| 4 NOTE AB 29                | 2029-07-31      | 4.0000%  | 0.0000% | $4755455.83        | $4822551.37        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31             | 2031-07-31      | 4.1250%  | 0.0000% | $235.63            | $238.68            | U.S. Treasuries (including strips) |
| 1 7/8 TRIN D 34             | 2034-07-15      | 1.8750%  | 0.0000% | $2916082.44        | $2899534.85        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34             | 2034-08-15      | 3.8750%  | 0.0000% | $2277303.02        | $2213703.86        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27            | 2027-08-15      | 3.7500%  | 0.0000% | $11079820.94       | $11155091.49       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31             | 2031-08-31      | 3.7500%  | 0.0000% | $110038.54         | $108654.16         | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27            | 2027-09-15      | 3.3750%  | 0.0000% | $5603247.43        | $5575568.00        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29            | 2029-09-30      | 3.5000%  | 0.0000% | $1235636.23        | $1219174.72        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26            | 2026-09-30      | 3.5000%  | 0.0000% | $522624.17         | $521744.96         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29            | 2029-10-31      | 4.1250%  | 0.0000% | $994352.57         | $1003254.78        | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 29            | 2029-10-15      | 1.6250%  | 0.0000% | $13207923.60       | $13324390.42       | U.S. Treasuries (including strips) |
| T 4 1/4 11/15/34            | 2034-11-15      | 4.2500%  | 0.0000% | $11219642.93       | $11100628.74       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BL 26            | 2026-11-30      | 4.2500%  | 0.0000% | $138078.34         | $141384.39         | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46               | 2046-08-15      | 2.2500%  | 0.0000% | $1411886.40        | $909590.99         | U.S. Treasuries (including strips) |
| 3 BOND 47                   | 2047-02-15      | 3.0000%  | 0.0000% | $266260.29         | $197415.70         | U.S. Treasuries (including strips) |
| 3 BOND 47                   | 2047-05-15      | 3.0000%  | 0.0000% | $47.13             | $34.50             | U.S. Treasuries (including strips) |
| 1 TRIB 48                   | 2048-02-15      | 1.0000%  | 0.0000% | $18359865.07       | $13252130.93       | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48               | 2048-11-15      | 3.3750%  | 0.0000% | $377.01            | $291.58            | U.S. Treasuries (including strips) |
| 1 TRIB 49                   | 2049-02-15      | 1.0000%  | 0.0000% | $120415.47         | $85699.92          | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50               | 2050-08-15      | 1.3750%  | 0.0000% | $10586367.58       | $5109799.07        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42               | 2042-02-15      | 2.3750%  | 0.0000% | $11529777.26       | $8269227.78        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 52               | 2052-05-15      | 2.8750%  | 0.0000% | $754.01            | $518.35            | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42               | 2042-05-15      | 3.2500%  | 0.0000% | $47.13             | $38.19             | U.S. Treasuries (including strips) |
| 3 BOND 52                   | 2052-08-15      | 3.0000%  | 0.0000% | $518.38            | $369.57            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30             | 2030-06-30      | 3.7500%  | 0.0000% | $14651384.57       | $14691290.16       | U.S. Treasuries (including strips) |
| 1 3/8 TRIN D 33             | 2033-07-15      | 1.3750%  | 0.0000% | $2481075.90        | $2388786.73        | U.S. Treasuries (including strips) |
| 4  NOTE N 30                | 2030-07-31      | 4.0000%  | 0.0000% | $47.13             | $47.67             | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AS 26            | 2026-09-15      | 4.6250%  | 0.0000% | $47.13             | $47.88             | U.S. Treasuries (including strips) |
| 4 7/8 NOTE R 30             | 2030-10-31      | 4.8750%  | 0.0000% | $424.13            | $442.36            | U.S. Treasuries (including strips) |
| 2 3/8 TRIN AE 28            | 2028-10-15      | 2.3750%  | 0.0000% | $49.19             | $50.99             | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33             | 2033-11-15      | 4.5000%  | 0.0000% | $688883.69         | $698627.43         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26            | 2026-11-15      | 4.6250%  | 0.0000% | $1073712.27        | $1084100.64        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28            | 2028-11-30      | 4.3750%  | 0.0000% | $478938.63         | $496091.73         | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AV 26            | 2026-12-15      | 4.3750%  | 0.0000% | $4478827.89        | $4589786.02        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30             | 2030-12-31      | 3.7500%  | 0.0000% | $47.13             | $47.08             | U.S. Treasuries (including strips) |
| 4 NOTE G 31                 | 2031-01-31      | 4.0000%  | 0.0000% | $4010492.54        | $4045661.23        | U.S. Treasuries (including strips) |
| 4 NOTE B 34                 | 2034-02-15      | 4.0000%  | 0.0000% | $47.13             | $46.46             | U.S. Treasuries (including strips) |

### Security 7: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 136998002, C.3 - LEI: N/A, C.5 - Other ID: 136998002_4.35_0602
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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 07.000 CLDA4602        | 2053-11-01      | 7.0000%  | 0.0000% | $2368.52           | $2517.99           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD8536        | 2055-05-01      | 7.0000%  | 0.0000% | $1165.34           | $1222.77           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD3724        | 2046-03-01      | 3.5000%  | 0.0000% | $604185.21         | $559544.65         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4085        | 2053-10-01      | 6.0000%  | 0.0000% | $439723.11         | $447798.77         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5093        | 2052-11-01      | 6.0000%  | 0.0000% | $8261820.97        | $8579218.10        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6178        | 2053-05-01      | 5.0000%  | 0.0000% | $920.68            | $900.81            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7431        | 2053-11-01      | 5.5000%  | 0.0000% | $770695.83         | $776335.44         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7812        | 2054-01-01      | 7.0000%  | 0.0000% | $971741.71         | $1037963.85        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA4894        | 2053-01-01      | 6.0000%  | 0.0000% | $729.24            | $741.48            | Agency Mortgage-Backed Securities  |
| GNII SF MA7828 M            | 2052-01-20      | 3.0000%  | 0.0000% | $756.26            | $659.35            | Agency Mortgage-Backed Securities  |
| GNII SF MA7882 M            | 2052-02-20      | 3.0000%  | 0.0000% | $774.84            | $675.51            | Agency Mortgage-Backed Securities  |
| GNII SF MA8147 M            | 2052-02-20      | 2.5000%  | 0.0000% | $32964.29          | $27640.36          | Agency Mortgage-Backed Securities  |
| GNII SF MA8148 M            | 2052-07-20      | 3.0000%  | 0.0000% | $780.03            | $683.20            | Agency Mortgage-Backed Securities  |
| GNII SF MA8198 M            | 2052-08-20      | 3.0000%  | 0.0000% | $765.67            | $669.21            | Agency Mortgage-Backed Securities  |
| GNII SF DE4985 C            | 2054-09-20      | 7.5000%  | 0.0000% | $2004.79           | $2151.87           | Agency Mortgage-Backed Securities  |
| GNII SF DE5893 C            | 2054-10-20      | 6.0000%  | 0.0000% | $1987.30           | $2030.92           | Agency Mortgage-Backed Securities  |
| GNII SF DE7799 C            | 2054-11-20      | 6.0000%  | 0.0000% | $1989.15           | $2047.46           | Agency Mortgage-Backed Securities  |
| GNII SF DE7876 C            | 2054-11-20      | 6.0000%  | 0.0000% | $995.05            | $1029.10           | Agency Mortgage-Backed Securities  |
| GNII SF DE7936 C            | 2054-12-20      | 6.0000%  | 0.0000% | $2988.67           | $3083.64           | Agency Mortgage-Backed Securities  |
| GNII SF DE7907 C            | 2055-01-20      | 6.0000%  | 0.0000% | $2007.96           | $2071.78           | Agency Mortgage-Backed Securities  |
| GNII SF DE7920 C            | 2055-01-20      | 6.0000%  | 0.0000% | $2988.95           | $3079.35           | Agency Mortgage-Backed Securities  |
| GNII SF DE7921 C            | 2055-01-20      | 6.0000%  | 0.0000% | $2986.29           | $3079.53           | Agency Mortgage-Backed Securities  |
| GNII SF DE9928 C            | 2054-10-20      | 6.5000%  | 0.0000% | $993.40            | $1018.27           | Agency Mortgage-Backed Securities  |
| GNII SF DF0540 C            | 2054-10-20      | 6.0000%  | 0.0000% | $2501346.45        | $2565464.29        | Agency Mortgage-Backed Securities  |
| GNII SF DF0541 C            | 2054-10-20      | 6.0000%  | 0.0000% | $3365209.25        | $3439080.08        | Agency Mortgage-Backed Securities  |
| GNII SF DF5158 C            | 2054-10-20      | 6.0000%  | 0.0000% | $18881.72          | $19342.55          | Agency Mortgage-Backed Securities  |
| GNII SF DF5460 C            | 2054-10-20      | 6.5000%  | 0.0000% | $1987.64           | $2037.41           | Agency Mortgage-Backed Securities  |
| GNII SF DF5455 C            | 2054-10-20      | 6.5000%  | 0.0000% | $4316173.73        | $4424264.15        | Agency Mortgage-Backed Securities  |
| GNII SF DF5937 C            | 2051-10-20      | 6.5000%  | 0.0000% | $1626.37           | $1637.66           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF9806        | 2053-03-01      | 5.5000%  | 0.0000% | $70123.02          | $69878.12          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ0905        | 2054-07-01      | 5.5000%  | 0.0000% | $791536.03         | $795864.59         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1586        | 2054-08-01      | 6.0000%  | 0.0000% | $1082574.10        | $1113925.81        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ1912        | 2054-08-01      | 7.0000%  | 0.0000% | $570483.95         | $604985.05         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ2182        | 2054-08-01      | 7.0000%  | 0.0000% | $11688.70          | $12298.29          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ3037        | 2054-09-01      | 5.5000%  | 0.0000% | $7764.78           | $7812.01           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ3955        | 2054-09-01      | 6.0000%  | 0.0000% | $2354841.24        | $2406396.56        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ6810        | 2054-10-01      | 5.5000%  | 0.0000% | $190713.62         | $191207.48         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD0569        | 2055-03-01      | 6.5000%  | 0.0000% | $2077254.16        | $2164806.49        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD5306        | 2055-04-01      | 5.5000%  | 0.0000% | $119634.20         | $119467.97         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD6193        | 2055-04-01      | 6.5000%  | 0.0000% | $1056476.08        | $1098743.69        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD6344        | 2055-05-01      | 5.5000%  | 0.0000% | $2077.74           | $2074.85           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD7448        | 2055-04-01      | 5.5000%  | 0.0000% | $3063.58           | $3076.42           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7454        | 2055-04-01      | 6.0000%  | 0.0000% | $1299661.80        | $1336875.45        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD7460        | 2055-04-01      | 7.0000%  | 0.0000% | $1219033.23        | $1287356.25        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM5867        | 2049-06-01      | 3.5000%  | 0.0000% | $33729955.74       | $30588295.18       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7699        | 2048-11-01      | 3.0000%  | 0.0000% | $4375.58           | $3809.71           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4074        | 2055-05-01      | 6.0000%  | 0.0000% | $2000.00           | $2028.57           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY4070        | 2055-05-01      | 6.5000%  | 0.0000% | $4602904.00        | $4789874.47        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4167        | 2055-05-01      | 6.0000%  | 0.0000% | $252280.00         | $256374.84         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4179        | 2055-05-01      | 6.0000%  | 0.0000% | $3000.00           | $3052.41           | Agency Mortgage-Backed Securities  |
| GNII SF MA9722 M            | 2054-06-20      | 4.0000%  | 0.0000% | $963.96            | $885.13            | Agency Mortgage-Backed Securities  |
| GNHA AL CP3116 H            | 2072-10-20      | 7.3410%  | 0.0000% | $859.55            | $922.76            | Agency Mortgage-Backed Securities  |
| GNII SF DH6176 C            | 2055-01-20      | 6.0000%  | 0.0000% | $1990.78           | $2049.15           | Agency Mortgage-Backed Securities  |
| GNII SF DH6177 C            | 2055-01-20      | 6.0000%  | 0.0000% | $1991.47           | $2049.86           | Agency Mortgage-Backed Securities  |
| GNII SF DH6178 C            | 2055-01-20      | 6.0000%  | 0.0000% | $1991.92           | $2055.22           | Agency Mortgage-Backed Securities  |
| GNII SF DH6197 C            | 2055-01-20      | 6.0000%  | 0.0000% | $997.09            | $1028.47           | Agency Mortgage-Backed Securities  |
| GNII SF DH6151 C            | 2055-01-20      | 6.0000%  | 0.0000% | $19586015.58       | $20208426.50       | Agency Mortgage-Backed Securities  |
| GNMI SF 701432 X            | 2038-11-15      | 6.0000%  | 0.0000% | $13.74             | $14.26             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA2790        | 2050-06-01      | 2.5000%  | 0.0000% | $5767.55           | $4756.15           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA5855        | 2051-09-01      | 2.5000%  | 0.0000% | $3180390.58        | $2604987.60        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE0317        | 2055-05-01      | 6.0000%  | 0.0000% | $3000.00           | $3056.83           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE0433        | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1014.29           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ2688        | 2054-10-01      | 6.5000%  | 0.0000% | $1555115.68        | $1611350.39        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1954        | 2054-07-01      | 5.5000%  | 0.0000% | $949.65            | $950.47            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRJ3627        | 2055-03-01      | 7.0000%  | 0.0000% | $6712344.03        | $7078145.90        | Agency Mortgage-Backed Securities  |
| GNII SF BT3677 C            | 2050-04-20      | 4.0000%  | 0.0000% | $2467526.35        | $2265068.83        | Agency Mortgage-Backed Securities  |
| GNII SF BT4758 C            | 2050-03-20      | 3.0000%  | 0.0000% | $614.31            | $532.76            | Agency Mortgage-Backed Securities  |
| GNII SF BW5907 C            | 2050-09-20      | 4.5000%  | 0.0000% | $525904.87         | $509373.05         | Agency Mortgage-Backed Securities  |
| GNII SF BW5990 C            | 2050-07-20      | 4.5000%  | 0.0000% | $200769.67         | $190472.20         | Agency Mortgage-Backed Securities  |
| GNII SF BW7261 C            | 2050-09-20      | 4.5000%  | 0.0000% | $592691.85         | $561194.43         | Agency Mortgage-Backed Securities  |
| GNII SF BX2703 C            | 2050-11-20      | 2.5000%  | 0.0000% | $1497.39           | $1255.46           | Agency Mortgage-Backed Securities  |
| GNII SF BY2139 C            | 2050-08-20      | 4.5000%  | 0.0000% | $447612.72         | $435593.87         | Agency Mortgage-Backed Securities  |
| GNII SF BY4967 C            | 2050-08-20      | 4.5000%  | 0.0000% | $3916.73           | $3877.97           | Agency Mortgage-Backed Securities  |
| GNII SF CE3708 C            | 2051-08-20      | 3.5000%  | 0.0000% | $1149.20           | $1023.33           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA8886        | 2053-04-01      | 6.0000%  | 0.0000% | $7178506.91        | $7348539.42        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ3524        | 2047-11-01      | 4.0000%  | 0.0000% | $169.66            | $158.58            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL0126        | 2028-10-01      | 3.5100%  | 0.0000% | $4238268.63        | $4150212.24        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL4217        | 2029-10-01      | 2.4300%  | 0.0000% | $4711.10           | $4374.04           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL6290        | 2030-05-01      | 2.0800%  | 0.0000% | $1000.00           | $894.29            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL8750        | 2030-10-01      | 1.3300%  | 0.0000% | $8984796.38        | $7749606.01        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL9426        | 2030-12-01      | 1.2700%  | 0.0000% | $1791.09           | $1535.06           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX XYBM3226        | 2032-10-01      | 3.4500%  | 0.0000% | $1923777.47        | $1814504.40        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX XYBM7037        | 2032-08-01      | 1.7550%  | 0.0000% | $2997.97           | $2529.44           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6942        | 2053-12-01      | 6.5000%  | 0.0000% | $26339924.67       | $27313372.19       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFS6959        | 2054-01-01      | 7.0000%  | 0.0000% | $26774213.92       | $28637080.43       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8967        | 2054-08-01      | 6.0000%  | 0.0000% | $2069.31           | $2118.32           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8243        | 2054-06-01      | 6.0000%  | 0.0000% | $24954635.31       | $25656442.83       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0704        | 2051-10-01      | 2.5000%  | 0.0000% | $905179.82         | $757046.14         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1789        | 2052-10-01      | 5.0000%  | 0.0000% | $802.02            | $786.04            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HY387923        | 2028-08-01      | 3.5300%  | 0.0000% | $6258074.00        | $6134318.15        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HT471415        | 2032-05-01      | 3.4000%  | 0.0000% | $1999.15           | $1942.32           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAL0152        | 2040-06-01      | 6.0000%  | 0.0000% | $527563.76         | $551771.73         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS0898        | 2031-02-01      | 1.4900%  | 0.0000% | $3000.00           | $2572.41           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS1693        | 2031-04-01      | 1.9800%  | 0.0000% | $1000.00           | $877.43            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS0968        | 2031-02-01      | 1.3400%  | 0.0000% | $1212074.75        | $1035065.11        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS1182        | 2031-03-01      | 1.3800%  | 0.0000% | $2070.00           | $1743.35           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS1195        | 2031-02-01      | 1.5800%  | 0.0000% | $1435.00           | $1226.81           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBS3060        | 2028-11-01      | 1.3900%  | 0.0000% | $738399.00         | $669866.51         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBS5142        | 2029-04-01      | 2.3700%  | 0.0000% | $3783.57           | $3538.04           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX H2BS7571        | 2030-12-01      | 4.5900%  | 0.0000% | $64293.19          | $64539.59          | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBS8729        | 2030-06-01      | 4.3800%  | 0.0000% | $8513990.00        | $8516734.34        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU4932        | 2054-09-01      | 6.5000%  | 0.0000% | $971.88            | $1022.59           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4933        | 2054-09-01      | 6.0000%  | 0.0000% | $921.11            | $950.44            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9913        | 2054-11-01      | 5.5000%  | 0.0000% | $987.46            | $992.86            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA8498        | 2054-01-01      | 7.0000%  | 0.0000% | $999417.57         | $1060494.87        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL888743        | 2036-01-01      | 6.0000%  | 0.0000% | $17.71             | $18.51             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 K0918263        | 2037-04-01      | 6.5000%  | 0.0000% | $73.37             | $74.47             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL995050        | 2037-09-01      | 6.0000%  | 0.0000% | $148761.38         | $155579.31         | Agency Mortgage-Backed Securities  |
| GNII SF CQ0924 C            | 2053-01-20      | 7.5000%  | 0.0000% | $2437.33           | $2539.05           | Agency Mortgage-Backed Securities  |
| GNII SF CR8917 C            | 2053-06-20      | 5.5000%  | 0.0000% | $742622.60         | $748967.98         | Agency Mortgage-Backed Securities  |
| GNII SF CR8920 C            | 2053-06-20      | 6.0000%  | 0.0000% | $2063574.68        | $2093687.05        | Agency Mortgage-Backed Securities  |
| GNII SF CR9840 C            | 2053-01-20      | 7.5000%  | 0.0000% | $1322.05           | $1406.47           | Agency Mortgage-Backed Securities  |
| GNII SF CR9729 C            | 2053-11-20      | 8.0000%  | 0.0000% | $2554.04           | $2654.90           | Agency Mortgage-Backed Securities  |
| GNII SF CS4369 C            | 2053-07-20      | 6.0000%  | 0.0000% | $3680.10           | $3815.11           | Agency Mortgage-Backed Securities  |
| GNII SF CS4373 C            | 2053-07-20      | 5.5000%  | 0.0000% | $2389.68           | $2404.94           | Agency Mortgage-Backed Securities  |
| GNII SF CS4292 C            | 2053-06-20      | 5.5000%  | 0.0000% | $832.03            | $832.21            | Agency Mortgage-Backed Securities  |
| GNII SF CS4296 C            | 2053-06-20      | 6.0000%  | 0.0000% | $17592.92          | $17979.21          | Agency Mortgage-Backed Securities  |
| GNII SF CS4316 C            | 2053-06-20      | 6.0000%  | 0.0000% | $1762.05           | $1826.69           | Agency Mortgage-Backed Securities  |
| GNII SF CS4317 C            | 2053-07-20      | 6.0000%  | 0.0000% | $2665.81           | $2768.25           | Agency Mortgage-Backed Securities  |
| GNII SF CS5072 C            | 2053-01-20      | 7.5000%  | 0.0000% | $738.80            | $785.97            | Agency Mortgage-Backed Securities  |
| GNII SF CU0311 C            | 2053-05-20      | 7.0000%  | 0.0000% | $310147.78         | $320784.58         | Agency Mortgage-Backed Securities  |
| GNII SF CU3820 C            | 2053-06-20      | 6.0000%  | 0.0000% | $2616.38           | $2673.82           | Agency Mortgage-Backed Securities  |
| GNII SF CU3823 C            | 2053-06-20      | 6.0000%  | 0.0000% | $2512190.27        | $2567351.26        | Agency Mortgage-Backed Securities  |
| GNII SF CU7836 C            | 2053-11-20      | 8.0000%  | 0.0000% | $3954.27           | $4110.58           | Agency Mortgage-Backed Securities  |
| GNII SF CU7814 C            | 2053-11-20      | 7.5000%  | 0.0000% | $5530691.43        | $5805249.71        | Agency Mortgage-Backed Securities  |
| GNII SF CV0165 C            | 2053-07-20      | 7.5000%  | 0.0000% | $1531.73           | $1604.96           | Agency Mortgage-Backed Securities  |
| GNII SF CV6173 C            | 2053-06-20      | 7.0000%  | 0.0000% | $3107.00           | $3299.98           | Agency Mortgage-Backed Securities  |
| GNII SF CV6268 C            | 2053-09-20      | 7.0000%  | 0.0000% | $2677.37           | $2843.67           | Agency Mortgage-Backed Securities  |
| GNII SF CV6269 C            | 2053-09-20      | 7.0000%  | 0.0000% | $956540.08         | $1015954.51        | Agency Mortgage-Backed Securities  |
| GNII SF CV6503 C            | 2053-04-20      | 5.5000%  | 0.0000% | $2923.30           | $2923.91           | Agency Mortgage-Backed Securities  |
| GNII SF CV7900 C            | 2053-07-20      | 5.5000%  | 0.0000% | $2927.76           | $2964.54           | Agency Mortgage-Backed Securities  |
| GNII SF CV7909 C            | 2053-07-20      | 6.0000%  | 0.0000% | $3583.77           | $3737.24           | Agency Mortgage-Backed Securities  |
| GNII SF CV7915 C            | 2053-07-20      | 6.0000%  | 0.0000% | $1360966.50        | $1390864.66        | Agency Mortgage-Backed Securities  |
| GNII SF CV8717 C            | 2053-07-20      | 6.0000%  | 0.0000% | $2934.00           | $3020.01           | Agency Mortgage-Backed Securities  |
| GNII SF CV8718 C            | 2053-07-20      | 6.0000%  | 0.0000% | $1956.79           | $1999.74           | Agency Mortgage-Backed Securities  |
| GNII SF CW2366 C            | 2053-07-20      | 7.5000%  | 0.0000% | $985.11            | $1026.74           | Agency Mortgage-Backed Securities  |
| GNII SF CW2456 C            | 2053-08-20      | 7.5000%  | 0.0000% | $474471.30         | $494521.35         | Agency Mortgage-Backed Securities  |
| GNII SF MB0143 M            | 2055-01-20      | 3.5000%  | 0.0000% | $14129485.42       | $12579190.42       | Agency Mortgage-Backed Securities  |
| GNII SF MB0255 M            | 2055-01-20      | 3.5000%  | 0.0000% | $995.50            | $886.27            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4688        | 2054-02-01      | 6.5000%  | 0.0000% | $2391199.40        | $2514609.46        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5409        | 2054-05-01      | 6.0000%  | 0.0000% | $8540207.93        | $8737216.29        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6019        | 2053-12-01      | 5.5000%  | 0.0000% | $5361096.94        | $5370942.89        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAM1750        | 2030-12-01      | 3.0400%  | 0.0000% | $1762.36           | $1649.38           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN2147        | 2028-08-01      | 2.5700%  | 0.0000% | $1935.83           | $1842.28           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN7163        | 2027-10-01      | 2.9400%  | 0.0000% | $3453.54           | $3357.27           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN9056        | 2028-05-01      | 3.3300%  | 0.0000% | $441270.44         | $430092.40         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW8740        | 2052-10-01      | 4.5000%  | 0.0000% | $860.83            | $824.28            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX9555        | 2053-03-01      | 6.5000%  | 0.0000% | $550.32            | $574.36            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0181        | 2053-05-01      | 5.0000%  | 0.0000% | $674.03            | $662.88            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY2840        | 2053-06-01      | 5.5000%  | 0.0000% | $843.92            | $850.14            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY3184        | 2053-04-01      | 5.5000%  | 0.0000% | $646.30            | $643.53            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ1934        | 2029-10-01      | 3.9100%  | 0.0000% | $126267.00         | $124278.76         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0709        | 2047-09-01      | 4.0000%  | 0.0000% | $1852641.02        | $1731906.67        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3210        | 2047-12-01      | 3.5000%  | 0.0000% | $462710.63         | $418941.19         | Agency Mortgage-Backed Securities  |
| GNII SF CZ1323 C            | 2054-04-20      | 6.0000%  | 0.0000% | $2964.06           | $3072.77           | Agency Mortgage-Backed Securities  |
| GNII SF CZ1470 C            | 2054-08-20      | 7.5000%  | 0.0000% | $1986.44           | $2127.34           | Agency Mortgage-Backed Securities  |
| GNII SF CZ1474 C            | 2054-07-20      | 7.5000%  | 0.0000% | $2916.53           | $3137.63           | Agency Mortgage-Backed Securities  |
| GNII SF CZ1477 C            | 2054-06-20      | 7.5000%  | 0.0000% | $21008.04          | $22498.14          | Agency Mortgage-Backed Securities  |
| GNII SF DA5223 C            | 2054-06-20      | 5.5000%  | 0.0000% | $1980.19           | $1973.33           | Agency Mortgage-Backed Securities  |
| GNII SF DA9377 C            | 2054-09-20      | 6.0000%  | 0.0000% | $1985.47           | $2082.66           | Agency Mortgage-Backed Securities  |
| GNII SF DB5948 C            | 2054-03-20      | 8.0000%  | 0.0000% | $381810.63         | $409230.92         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS9587        | 2047-05-01      | 4.0000%  | 0.0000% | $1266420.53        | $1184491.01        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0198        | 2051-04-01      | 3.0000%  | 0.0000% | $717.86            | $611.38            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0734        | 2051-06-01      | 3.0000%  | 0.0000% | $52211467.01       | $44961835.21       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1024        | 2051-07-01      | 2.5000%  | 0.0000% | $551493.77         | $455622.58         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1552        | 2051-09-01      | 2.5000%  | 0.0000% | $787.20            | $646.49            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2211        | 2051-11-01      | 2.5000%  | 0.0000% | $820.69            | $670.61            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2282        | 2051-12-01      | 2.0000%  | 0.0000% | $877.29            | $689.14            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2805        | 2052-02-01      | 2.5000%  | 0.0000% | $2373.55           | $1957.18           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB3928        | 2052-05-01      | 5.0000%  | 0.0000% | $832.00            | $817.90            | Agency Mortgage-Backed Securities  |
| GNII SF MA6930 M            | 2050-10-20      | 2.0000%  | 0.0000% | $1103.17           | $885.56            | Agency Mortgage-Backed Securities  |
| GNII SF DC4645 C            | 2054-05-20      | 7.5000%  | 0.0000% | $2976.03           | $3230.68           | Agency Mortgage-Backed Securities  |
| GNII SF DC4651 C            | 2054-06-20      | 7.5000%  | 0.0000% | $3959.88           | $4202.12           | Agency Mortgage-Backed Securities  |
| GNII ET DC8557 C            | 2064-08-20      | 7.0000%  | 0.0000% | $7168530.77        | $7370532.00        | Agency Mortgage-Backed Securities  |
| GNII SF DD1797 C            | 2054-07-20      | 6.0000%  | 0.0000% | $48846.54          | $50038.65          | Agency Mortgage-Backed Securities  |
| GNII ET DD5333 C            | 2064-08-20      | 7.0000%  | 0.0000% | $904.88            | $930.37            | Agency Mortgage-Backed Securities  |
| GNII ET DD5344 C            | 2064-08-20      | 7.0000%  | 0.0000% | $996.88            | $1024.97           | Agency Mortgage-Backed Securities  |
| GNII ET DD5363 C            | 2064-08-20      | 7.0000%  | 0.0000% | $2601.08           | $2674.37           | Agency Mortgage-Backed Securities  |
| GNII ET DD5376 C            | 2064-08-20      | 7.0000%  | 0.0000% | $910.31            | $935.96            | Agency Mortgage-Backed Securities  |
| GNII ET DD5384 C            | 2064-08-20      | 7.0000%  | 0.0000% | $2679.62           | $2755.12           | Agency Mortgage-Backed Securities  |
| GNII ET DD5404 C            | 2064-08-20      | 7.0000%  | 0.0000% | $1613.40           | $1658.87           | Agency Mortgage-Backed Securities  |
| GNII ET DD5408 C            | 2064-08-20      | 7.0000%  | 0.0000% | $9249941.95        | $9510595.04        | Agency Mortgage-Backed Securities  |
| GNII ET DD5433 C            | 2064-08-20      | 7.0000%  | 0.0000% | $2609.32           | $2682.85           | Agency Mortgage-Backed Securities  |
| GNII SF DD6432 C            | 2054-07-20      | 6.0000%  | 0.0000% | $1981.70           | $2030.06           | Agency Mortgage-Backed Securities  |
| GNII SF DD9136 C            | 2054-10-20      | 6.5000%  | 0.0000% | $4002.91           | $4103.16           | Agency Mortgage-Backed Securities  |
| GNII SF DE0352 C            | 2054-07-20      | 7.5000%  | 0.0000% | $993.55            | $1056.75           | Agency Mortgage-Backed Securities  |
| GNII SF DE3362 C            | 2054-09-20      | 6.0000%  | 0.0000% | $9887310.61        | $10104350.26       | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q58478 G        | 2048-09-01      | 4.0000%  | 0.0000% | $690062.39         | $645559.73         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB4266        | 2054-07-01      | 6.0000%  | 0.0000% | $653879.22         | $668963.78         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB5244        | 2054-05-01      | 6.5000%  | 0.0000% | $208985.35         | $215552.32         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB6916        | 2054-07-01      | 5.5000%  | 0.0000% | $3867.23           | $3875.16           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB8089        | 2054-07-01      | 6.5000%  | 0.0000% | $5883.99           | $6199.86           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB7569        | 2054-07-01      | 7.0000%  | 0.0000% | $46493.81          | $49536.87          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB7781        | 2054-08-01      | 6.5000%  | 0.0000% | $1026158.60        | $1076573.89        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC0877        | 2055-03-01      | 6.5000%  | 0.0000% | $979.70            | $1020.46           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC0134        | 2054-09-01      | 6.5000%  | 0.0000% | $26479.78          | $27774.70          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC0379        | 2054-08-01      | 6.5000%  | 0.0000% | $96858.69          | $100938.19         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC1107        | 2054-09-01      | 5.5000%  | 0.0000% | $1032.61           | $1035.17           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC4969        | 2054-11-01      | 4.5000%  | 0.0000% | $3004.20           | $2857.24           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC7869        | 2055-01-01      | 6.0000%  | 0.0000% | $40086.02          | $41164.95          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9452        | 2054-11-01      | 4.5000%  | 0.0000% | $100253.37         | $95145.06          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAD0938        | 2039-04-01      | 6.0000%  | 0.0000% | $13.96             | $14.60             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX2205        | 2055-01-01      | 5.5000%  | 0.0000% | $993.91            | $994.94            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX7544        | 2055-02-01      | 6.5000%  | 0.0000% | $995.72            | $1034.94           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX8523        | 2055-03-01      | 5.5000%  | 0.0000% | $924.39            | $919.30            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX9048        | 2055-04-01      | 5.5000%  | 0.0000% | $995.30            | $989.82            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX9199        | 2055-04-01      | 5.5000%  | 0.0000% | $997.30            | $991.81            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX9533        | 2055-04-01      | 5.5000%  | 0.0000% | $998.29            | $992.79            | Agency Mortgage-Backed Securities  |
| GNII SF DG3211 C            | 2054-12-20      | 6.0000%  | 0.0000% | $1990.33           | $2053.57           | Agency Mortgage-Backed Securities  |
| GNII SF DG3182 C            | 2054-11-20      | 6.0000%  | 0.0000% | $2982.90           | $3048.38           | Agency Mortgage-Backed Securities  |
| GNII SF DG4277 C            | 2054-10-20      | 7.5000%  | 0.0000% | $2006.24           | $2153.43           | Agency Mortgage-Backed Securities  |
| GNII SF DG4286 C            | 2054-11-20      | 7.5000%  | 0.0000% | $1991.73           | $2137.86           | Agency Mortgage-Backed Securities  |
| GNII SF DG7307 C            | 2055-01-20      | 5.5000%  | 0.0000% | $3961779.54        | $4002187.93        | Agency Mortgage-Backed Securities  |
| GNII SF DG7308 C            | 2055-01-20      | 6.0000%  | 0.0000% | $11343572.23       | $11704052.05       | Agency Mortgage-Backed Securities  |
| GNII SP 785238 C            | 2050-12-20      | 3.0000%  | 0.0000% | $1067.70           | $946.30            | Agency Mortgage-Backed Securities  |
| GNHA RM CL0587 H            | 2072-01-20      | 5.9560%  | 0.0000% | $978.26            | $1017.94           | Agency Mortgage-Backed Securities  |
| GNII SF MB0088 M            | 2054-12-20      | 3.5000%  | 0.0000% | $476810.05         | $424496.57         | Agency Mortgage-Backed Securities  |
| GNII SF DF1897 C            | 2054-10-20      | 6.5000%  | 0.0000% | $1888176.14        | $1935460.06        | Agency Mortgage-Backed Securities  |
| 2 3/4 NOTE Y 27             | 2027-04-30      | 2.7500%  | 0.0000% | $900.00            | $882.41            | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 27            | 2027-10-15      | 1.6250%  | 0.0000% | $107.93            | $109.31            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29             | 2029-12-31      | 3.8750%  | 0.0000% | $25800.00          | $26114.88          | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28             | 2028-01-31      | 3.5000%  | 0.0000% | $14593500.00       | $14618900.35       | U.S. Treasuries (including strips) |
| 1 1/4 TRIN X 28             | 2028-04-15      | 1.2500%  | 0.0000% | $106.60            | $106.26            | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33             | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $94.19             | U.S. Treasuries (including strips) |
| 1 3/4 TRIB 28               | 2028-01-15      | 1.7500%  | 0.0000% | $152.62            | $155.22            | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 41               | 2041-02-15      | 2.1250%  | 0.0000% | $146.00            | $141.31            | U.S. Treasuries (including strips) |
| 4 3/8 BOND 41               | 2041-05-15      | 4.3750%  | 0.0000% | $12800.00          | $12191.43          | U.S. Treasuries (including strips) |
| 3 BOND 42                   | 2042-05-15      | 3.0000%  | 0.0000% | $53100.00          | $41584.78          | U.S. Treasuries (including strips) |
| 3 1/8 BOND 43               | 2043-02-15      | 3.1250%  | 0.0000% | $1537500.00        | $1224581.70        | U.S. Treasuries (including strips) |
| 3 1/8 BOND 44               | 2044-08-15      | 3.1250%  | 0.0000% | $119200.00         | $93002.57          | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46               | 2046-02-15      | 2.5000%  | 0.0000% | $200.00            | $136.91            | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46               | 2046-02-15      | 2.5000%  | 0.0000% | $268900.00         | $184078.27         | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46               | 2046-05-15      | 2.5000%  | 0.0000% | $1732400.00        | $1171218.51        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29            | 2029-12-31      | 4.3750%  | 0.0000% | $300.00            | $310.52            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30             | 2030-01-31      | 4.2500%  | 0.0000% | $600.00            | $615.52            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28            | 2028-02-15      | 4.2500%  | 0.0000% | $100.00            | $102.14            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27            | 2027-04-30      | 3.7500%  | 0.0000% | $200.00            | $199.93            | U.S. Treasuries (including strips) |
| 1 5/8 TRIN X 30             | 2030-04-15      | 1.6250%  | 0.0000% | $100.44            | $100.80            | U.S. Treasuries (including strips) |
| TINT 05/15/29               | 2029-05-15      | 0.0000%  | 0.0000% | $130.43            | $111.36            | U.S. Treasuries (including strips) |
| TII 0 1/8 10/15/25          | 2025-10-15      | 0.1250%  | 0.0000% | $669599.22         | $667757.61         | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 31             | 2031-01-15      | 0.1250%  | 0.0000% | $736.94            | $677.08            | U.S. Treasuries (including strips) |
| T 1 1/4 05/31/28            | 2028-05-31      | 1.2500%  | 0.0000% | $100.00            | $93.21             | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 31             | 2031-07-15      | 0.1250%  | 0.0000% | $5879832.68        | $5361796.84        | U.S. Treasuries (including strips) |
| 0 5/8 TRIN A 26             | 2026-01-15      | 0.6250%  | 0.0000% | $134.56            | $134.23            | U.S. Treasuries (including strips) |
| 0 3/4 TRIN D 28             | 2028-07-15      | 0.7500%  | 0.0000% | $154249.91         | $152252.99         | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53               | 2053-02-15      | 1.5000%  | 0.0000% | $215.12            | $167.80            | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43               | 2043-02-15      | 3.8750%  | 0.0000% | $2300.00           | $2044.64           | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43               | 2043-08-15      | 4.3750%  | 0.0000% | $200.00            | $189.52            | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43               | 2043-11-15      | 4.7500%  | 0.0000% | $100.00            | $98.21             | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44               | 2044-02-15      | 4.5000%  | 0.0000% | $600.00            | $576.46            | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54               | 2054-08-15      | 4.2500%  | 0.0000% | $130800.00         | $118554.37         | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44               | 2044-11-15      | 4.6250%  | 0.0000% | $1424200.00        | $1370617.59        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55               | 2055-02-15      | 4.6250%  | 0.0000% | $2126300.00        | $2056145.48        | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-06-03      | 0.0000%  | 0.0000% | $100.00            | $99.99             | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-08-14      | 0.0000%  | 0.0000% | $94100.00          | $93295.26          | U.S. Treasuries (including strips) |
| 6 1/2 TPRN 26               | 2026-11-15      | 0.0000%  | 0.0000% | $865200.00         | $820832.54         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 31             | 2031-03-31      | 4.1250%  | 0.0000% | $3360800.00        | $3391898.47        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27            | 2027-08-15      | 3.7500%  | 0.0000% | $200.00            | $201.48            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31             | 2031-08-31      | 3.7500%  | 0.0000% | $3677200.00        | $3636684.97        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29            | 2029-09-30      | 3.5000%  | 0.0000% | $100.00            | $98.79             | U.S. Treasuries (including strips) |
| 2 BOND 50                   | 2050-02-15      | 2.0000%  | 0.0000% | $200.00            | $115.70            | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40               | 2040-05-15      | 1.1250%  | 0.0000% | $200.00            | $121.59            | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50               | 2050-11-15      | 1.6250%  | 0.0000% | $2400.00           | $1233.47           | U.S. Treasuries (including strips) |
| 2 BOND 51                   | 2051-08-15      | 2.0000%  | 0.0000% | $15961900.00       | $9058088.64        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52               | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $60.21             | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42               | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $71.88             | U.S. Treasuries (including strips) |
| 5 NOTE BG 25                | 2025-08-31      | 5.0000%  | 0.0000% | $200.00            | $202.72            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AW 26            | 2026-01-31      | 4.2500%  | 0.0000% | $2000.00           | $2027.00           | U.S. Treasuries (including strips) |

### Security 8: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 196480D79, C.4 - ISIN: US196480D793, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $24765000.00
- **C.18.a - Value (excl. sponsor support):** $24765000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 9: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 196480YP6, C.4 - ISIN: US196480YP65, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $29370000.00
- **C.18.a - Value (excl. sponsor support):** $29370000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 10: Columbus Hotel Investment One LLC

- **C.1 - Title:** Columbus Hotel Investment One LLC 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 199203AA8, C.4 - ISIN: US199203AA86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6535000.00
- **C.18.a - Value (excl. sponsor support):** $6535000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 11: Daiwa Capital Markets, Inc.

- **C.1 - Title:** Daiwa Capital Markets, Inc. 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 234993004, C.3 - LEI: 549300ZFEEJ2IP5VME73, C.5 - Other ID: 234993004_4.35_0602
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.6400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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 05.500 CLSD8446        | 2054-07-01      | 5.5000%  | 0.0000% | $13394488.31       | $13306775.26       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8431        | 2054-05-01      | 5.5000%  | 0.0000% | $3833518.41        | $3808414.83        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8438        | 2054-06-01      | 5.5000%  | 0.0000% | $15748589.96       | $15645461.20       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8453        | 2054-08-01      | 5.5000%  | 0.0000% | $7058233.15        | $7012012.70        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8454        | 2054-08-01      | 6.0000%  | 0.0000% | $33702.76          | $34184.25          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8462        | 2054-09-01      | 5.5000%  | 0.0000% | $419846967.54      | $417097203.30      | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8475        | 2054-11-01      | 5.5000%  | 0.0000% | $4043427.20        | $4016945.00        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8515        | 2055-03-01      | 5.5000%  | 0.0000% | $3808124.91        | $3783176.19        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8493        | 2054-12-01      | 5.5000%  | 0.0000% | $235881491.67      | $234336599.10      | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8506        | 2055-02-01      | 5.5000%  | 0.0000% | $970.68            | $964.33            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8524        | 2055-04-01      | 5.5000%  | 0.0000% | $990873.80         | $984382.15         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8525        | 2055-04-01      | 6.0000%  | 0.0000% | $3895903.59        | $3951561.77        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8531        | 2055-05-01      | 4.5000%  | 0.0000% | $19845.55          | $18761.01          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8533        | 2055-05-01      | 5.5000%  | 0.0000% | $10479113.71       | $10410460.38       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3605        | 2053-08-01      | 5.5000%  | 0.0000% | $6255777.72        | $6260504.31        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3652        | 2053-08-01      | 6.0000%  | 0.0000% | $3967267.41        | $4112911.08        | Agency Mortgage-Backed Securities  |
| 03.000 FGPC Z40117 G        | 2045-04-01      | 3.0000%  | 0.0000% | $239.45            | $212.05            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q04359 G        | 2041-11-01      | 4.0000%  | 0.0000% | $380870.80         | $363076.98         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U90316 G        | 2042-10-01      | 4.0000%  | 0.0000% | $24444.46          | $23110.89          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U95137 G        | 2043-08-01      | 4.0000%  | 0.0000% | $28935.15          | $27362.77          | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G30761 G        | 2034-04-01      | 4.5000%  | 0.0000% | $68.80             | $68.73             | Agency Mortgage-Backed Securities  |
| 03.500 FGPC V84260 G        | 2048-06-01      | 3.5000%  | 0.0000% | $74644.86          | $67624.91          | Agency Mortgage-Backed Securities  |
| 04.500 FGPC V84652 G        | 2048-09-01      | 4.5000%  | 0.0000% | $4545325.26        | $4372102.91        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q37953 G        | 2045-12-01      | 3.5000%  | 0.0000% | $1213349.77        | $1107162.79        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q40493 G        | 2046-05-01      | 3.5000%  | 0.0000% | $1723184.44        | $1571239.97        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q42622 G        | 2046-08-01      | 3.5000%  | 0.0000% | $5260569.34        | $4796642.06        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q45306 G        | 2047-01-01      | 3.5000%  | 0.0000% | $6768402.87        | $6167331.09        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q44981 G        | 2046-12-01      | 3.5000%  | 0.0000% | $5494694.14        | $4982970.22        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q46779 G        | 2047-03-01      | 4.0000%  | 0.0000% | $130717.09         | $122457.24         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5024        | 2052-11-01      | 5.0000%  | 0.0000% | $10907288.67       | $10625300.11       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5694        | 2053-02-01      | 5.5000%  | 0.0000% | $15452947.22       | $15721867.99       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6046        | 2053-04-01      | 4.5000%  | 0.0000% | $273785.48         | $260179.98         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6706        | 2053-07-01      | 6.5000%  | 0.0000% | $15050337.81       | $15934020.06       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7060        | 2053-09-01      | 6.5000%  | 0.0000% | $17620396.70       | $18542438.78       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7305        | 2053-10-01      | 6.0000%  | 0.0000% | $10432025.02       | $10757465.94       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7503        | 2053-11-01      | 6.0000%  | 0.0000% | $2957742.47        | $3022813.79        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7655        | 2053-12-01      | 6.5000%  | 0.0000% | $18255105.64       | $19326992.70       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB8193        | 2054-03-01      | 7.0000%  | 0.0000% | $11434611.20       | $12140788.65       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5038        | 2053-06-01      | 5.0000%  | 0.0000% | $872.70            | $848.79            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5164        | 2053-10-01      | 5.0000%  | 0.0000% | $907.10            | $882.24            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5248        | 2054-01-01      | 6.5000%  | 0.0000% | $8881615.56        | $9160854.54        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5420        | 2054-07-01      | 5.5000%  | 0.0000% | $12698141.29       | $12614988.23       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5444        | 2054-08-01      | 5.5000%  | 0.0000% | $888849.12         | $883028.55         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA5520        | 2054-09-01      | 3.5000%  | 0.0000% | $751411.84         | $667421.62         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5497        | 2054-10-01      | 5.5000%  | 0.0000% | $352930.19         | $350618.70         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5553        | 2054-12-01      | 5.5000%  | 0.0000% | $16451655.74       | $16343906.55       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5646        | 2055-03-01      | 5.5000%  | 0.0000% | $113121.91         | $112380.79         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G30670 G        | 2033-12-01      | 4.5000%  | 0.0000% | $160762.88         | $162149.78         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G04153 G        | 2038-03-01      | 5.5000%  | 0.0000% | $48833.00          | $49957.75          | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G04703 G        | 2038-08-01      | 5.5000%  | 0.0000% | $72330.24          | $73936.96          | Agency Mortgage-Backed Securities  |
| 02.500 FGPC G14433 G        | 2027-05-01      | 2.5000%  | 0.0000% | $18.61             | $18.32             | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G16574 G        | 2033-03-01      | 3.0000%  | 0.0000% | $186.56            | $180.77            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08779 G        | 2047-09-01      | 3.5000%  | 0.0000% | $21680281.16       | $19699601.98       | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08767 G        | 2047-06-01      | 4.0000%  | 0.0000% | $110.77            | $103.73            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08748 G        | 2047-02-01      | 3.5000%  | 0.0000% | $82234.40          | $74586.88          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF4916        | 2052-12-01      | 5.0000%  | 0.0000% | $12728696.73       | $12364424.06       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF5620        | 2052-12-01      | 5.0000%  | 0.0000% | $751.27            | $733.19            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF6506        | 2053-01-01      | 6.0000%  | 0.0000% | $1762805.35        | $1818484.15        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF7245        | 2053-02-01      | 5.5000%  | 0.0000% | $972.79            | $970.18            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8190        | 2053-02-01      | 6.0000%  | 0.0000% | $732.35            | $743.75            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG3017        | 2053-05-01      | 5.0000%  | 0.0000% | $642217.04         | $624261.15         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG8087        | 2053-07-01      | 6.0000%  | 0.0000% | $778.85            | $789.97            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH5400        | 2053-12-01      | 6.0000%  | 0.0000% | $7567015.91        | $7754090.20        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ3687        | 2054-09-01      | 5.5000%  | 0.0000% | $1722391.42        | $1715351.25        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ6600        | 2054-10-01      | 5.5000%  | 0.0000% | $3488958.47        | $3466107.74        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ9527        | 2054-11-01      | 6.0000%  | 0.0000% | $1941837.09        | $1969578.83        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ9989        | 2054-12-01      | 5.5000%  | 0.0000% | $994.90            | $999.55            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ9991        | 2054-12-01      | 5.5000%  | 0.0000% | $928.55            | $928.78            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD2187        | 2055-04-01      | 5.5000%  | 0.0000% | $942284.08         | $939555.75         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD3859        | 2055-03-01      | 6.5000%  | 0.0000% | $997.17            | $1033.12           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD5924        | 2055-04-01      | 6.0000%  | 0.0000% | $1131124.99        | $1152274.01        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD6962        | 2055-04-01      | 5.5000%  | 0.0000% | $999.10            | $1001.15           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD7437        | 2055-04-01      | 6.5000%  | 0.0000% | $1021335.52        | $1058679.75        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM3268        | 2050-03-01      | 3.5000%  | 0.0000% | $279.31            | $250.97            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM3773        | 2048-11-01      | 3.5000%  | 0.0000% | $276.29            | $251.59            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM4044        | 2035-08-01      | 2.0000%  | 0.0000% | $973356.11         | $885644.18         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM7460        | 2051-03-01      | 4.0000%  | 0.0000% | $7187.09           | $6701.78           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM7599        | 2051-01-01      | 3.5000%  | 0.0000% | $14378.66          | $12914.40          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM8479        | 2051-08-01      | 3.0000%  | 0.0000% | $108530.61         | $93237.64          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM9221        | 2051-10-01      | 4.0000%  | 0.0000% | $540.65            | $500.94            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY0756        | 2055-04-01      | 6.0000%  | 0.0000% | $998.92            | $1021.21           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY1753        | 2055-05-01      | 6.0000%  | 0.0000% | $999.34            | $1020.65           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY1281        | 2055-04-01      | 6.0000%  | 0.0000% | $993.40            | $1013.68           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY1269        | 2055-04-01      | 6.5000%  | 0.0000% | $999.18            | $1052.44           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY1832        | 2055-05-01      | 5.5000%  | 0.0000% | $999.02            | $1003.37           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY1871        | 2055-05-01      | 6.0000%  | 0.0000% | $999.49            | $1021.80           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY2884        | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $1030.19           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY4475        | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.64           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4030        | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.32           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4236        | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.19           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4223        | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.14           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4268        | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.32           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4327        | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.32           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4503        | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.14           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4702        | 2055-06-01      | 6.0000%  | 0.0000% | $1008.00           | $1028.58           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4903        | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.32           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4933        | 2055-06-01      | 6.0000%  | 0.0000% | $1008.00           | $1027.40           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4994        | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.33           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0660        | 2055-04-01      | 6.0000%  | 0.0000% | $22527497.58       | $22980127.57       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL1026        | 2055-04-01      | 4.5000%  | 0.0000% | $13268119.09       | $12543056.19       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1028        | 2055-04-01      | 6.0000%  | 0.0000% | $41226219.90       | $41815191.41       | Agency Mortgage-Backed Securities  |
| FMAR 1G2137 G               | 2037-08-01      | 7.8330%  | 0.0000% | $179.43            | $185.97            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC C01674 G        | 2033-11-01      | 5.5000%  | 0.0000% | $82046.12          | $83894.26          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC C03520 G        | 2040-09-01      | 4.0000%  | 0.0000% | $36.41             | $34.79             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZI8976        | 2039-07-01      | 5.0000%  | 0.0000% | $51.25             | $51.39             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL2535        | 2041-12-01      | 4.0000%  | 0.0000% | $1236.76           | $1176.66           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZL5313        | 2043-03-01      | 3.0000%  | 0.0000% | $5689883.77        | $5085149.65        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM4550        | 2047-10-01      | 3.5000%  | 0.0000% | $753.30            | $678.50            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM5531        | 2048-02-01      | 4.0000%  | 0.0000% | $152.36            | $142.40            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA1193        | 2049-08-01      | 4.0000%  | 0.0000% | $52040.63          | $48503.39          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA1293        | 2049-09-01      | 3.0000%  | 0.0000% | $323150.06         | $280909.39         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA2480        | 2050-07-01      | 2.5000%  | 0.0000% | $446.16            | $368.02            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA3089        | 2050-07-01      | 2.5000%  | 0.0000% | $573.01            | $473.58            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA3202        | 2050-07-01      | 2.5000%  | 0.0000% | $568.36            | $470.12            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA3952        | 2050-11-01      | 2.0000%  | 0.0000% | $10651551.63       | $8292031.75        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA3988        | 2050-11-01      | 2.5000%  | 0.0000% | $541.76            | $446.87            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6019        | 2051-10-01      | 2.5000%  | 0.0000% | $760.57            | $626.36            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7183        | 2052-04-01      | 4.0000%  | 0.0000% | $1550656.36        | $1426083.18        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7185        | 2052-04-01      | 4.0000%  | 0.0000% | $2616461.08        | $2424554.71        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6337        | 2051-11-01      | 2.5000%  | 0.0000% | $688260.04         | $568401.54         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA6664        | 2052-02-01      | 3.0000%  | 0.0000% | $794.19            | $680.55            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA7020        | 2052-03-01      | 2.5000%  | 0.0000% | $815.88            | $671.12            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7843        | 2055-04-01      | 6.0000%  | 0.0000% | $1119592.65        | $1142647.68        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7875        | 2055-04-01      | 6.0000%  | 0.0000% | $193571.61         | $196689.34         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLDD9126        | 2055-05-01      | 4.0000%  | 0.0000% | $190000.00         | $174483.69         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE0778        | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.14           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE0801        | 2055-05-01      | 5.5000%  | 0.0000% | $1164444.00        | $1170814.16        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE0472        | 2055-06-01      | 6.0000%  | 0.0000% | $14288.00          | $14492.12          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC0327        | 2045-12-01      | 3.5000%  | 0.0000% | $4669526.50        | $4255897.25        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE9351        | 2047-03-01      | 4.0000%  | 0.0000% | $758881.22         | $704376.26         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH0224        | 2047-04-01      | 4.0000%  | 0.0000% | $7856185.74        | $7368986.12        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH3986        | 2047-10-01      | 4.0000%  | 0.0000% | $258758.12         | $242047.06         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0147        | 2051-11-01      | 3.0000%  | 0.0000% | $1530546.34        | $1314876.54        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1075        | 2052-03-01      | 3.0000%  | 0.0000% | $782.16            | $675.15            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1419        | 2052-01-01      | 3.5000%  | 0.0000% | $735.07            | $659.75            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1528        | 2052-04-01      | 3.0000%  | 0.0000% | $18486357.47       | $16001673.95       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3497        | 2052-08-01      | 3.5000%  | 0.0000% | $865.29            | $770.99            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3353        | 2052-11-01      | 4.5000%  | 0.0000% | $1937108.44        | $1845151.96        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4371        | 2052-02-01      | 3.5000%  | 0.0000% | $876.26            | $780.51            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS3691        | 2053-01-01      | 6.0000%  | 0.0000% | $22489412.01       | $22908892.02       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1244        | 2055-05-01      | 5.5000%  | 0.0000% | $6265943.00        | $6224892.03        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0943        | 2054-02-01      | 6.0000%  | 0.0000% | $647273.61         | $659344.83         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1350        | 2054-04-01      | 6.0000%  | 0.0000% | $888.80            | $902.94            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2637        | 2054-10-01      | 5.5000%  | 0.0000% | $3557696.39        | $3534210.46        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1860        | 2054-06-01      | 6.5000%  | 0.0000% | $31861385.63       | $33063774.14       | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRJ2231        | 2054-08-01      | 7.0000%  | 0.0000% | $11380878.78       | $12024762.12       | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLRJ3133        | 2054-10-01      | 7.5000%  | 0.0000% | $1911937.51        | $2049361.20        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3159        | 2054-12-01      | 6.0000%  | 0.0000% | $2820131.35        | $2873523.01        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3267        | 2055-02-01      | 6.0000%  | 0.0000% | $982.51            | $1003.63           | Agency Mortgage-Backed Securities  |
| GNII SF DJ1305 C            | 2055-04-20      | 7.5000%  | 0.0000% | $626919.68         | $675942.08         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0465        | 2042-09-01      | 3.5000%  | 0.0000% | $7665755.87        | $7066182.18        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0531        | 2042-06-01      | 3.5000%  | 0.0000% | $1791569.44        | $1651444.42        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZN0949        | 2048-10-01      | 4.0000%  | 0.0000% | $7024688.16        | $6516889.06        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC T65441 G        | 2047-10-01      | 3.5000%  | 0.0000% | $78.25             | $69.97             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA4883        | 2047-03-01      | 4.0000%  | 0.0000% | $3850982.13        | $3611367.17        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS3059        | 2038-12-01      | 5.5000%  | 0.0000% | $31751.46          | $32324.27          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS3771        | 2043-07-01      | 3.5000%  | 0.0000% | $137716.86         | $127486.90         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZS8633        | 2031-12-01      | 3.0000%  | 0.0000% | $153.00            | $148.38            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZT0537        | 2048-03-01      | 3.5000%  | 0.0000% | $1174.75           | $1065.21           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0539        | 2048-03-01      | 4.0000%  | 0.0000% | $512.08            | $478.74            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0542        | 2048-07-01      | 4.0000%  | 0.0000% | $234.06            | $218.79            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0543        | 2048-08-01      | 4.5000%  | 0.0000% | $454.17            | $438.55            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZT1725        | 2034-01-01      | 3.5000%  | 0.0000% | $139.02            | $136.18            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3SZT0945        | 2045-02-01      | 4.0000%  | 0.0000% | $6030324.70        | $5687544.29        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZT1107        | 2043-03-01      | 3.5000%  | 0.0000% | $48942.71          | $45115.41          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3VZT1142        | 2042-10-01      | 4.0000%  | 0.0000% | $6697264.50        | $6325092.30        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZT2090        | 2049-06-01      | 3.0000%  | 0.0000% | $121.55            | $104.71            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0308        | 2035-01-01      | 2.5000%  | 0.0000% | $180226.26         | $168344.83         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7297        | 2052-05-01      | 4.5000%  | 0.0000% | $846.62            | $804.56            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA7706        | 2052-07-01      | 5.0000%  | 0.0000% | $743.38            | $732.18            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA7762        | 2052-10-01      | 5.0000%  | 0.0000% | $37049279.30       | $36357820.38       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7779        | 2052-08-01      | 4.5000%  | 0.0000% | $784.17            | $745.20            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA7906        | 2052-10-01      | 5.0000%  | 0.0000% | $40715469.63       | $39927005.52       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8550        | 2053-02-01      | 5.5000%  | 0.0000% | $275845.21         | $274673.30         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9622        | 2053-08-01      | 5.5000%  | 0.0000% | $2118.79           | $2119.27           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ2170        | 2047-11-01      | 4.0000%  | 0.0000% | $301408.98         | $281296.33         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ2281        | 2048-01-01      | 4.5000%  | 0.0000% | $378453.10         | $363813.78         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ4256        | 2047-12-01      | 4.5000%  | 0.0000% | $303571.28         | $290741.45         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ8787        | 2048-02-01      | 4.0000%  | 0.0000% | $490971.09         | $458599.51         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK4239        | 2048-08-01      | 4.5000%  | 0.0000% | $1428129.77        | $1372971.12        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK4286        | 2048-09-01      | 4.5000%  | 0.0000% | $910521.77         | $875609.64         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBK9723        | 2048-08-01      | 4.0000%  | 0.0000% | $682863.63         | $640421.08         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM4897        | 2046-12-01      | 3.5000%  | 0.0000% | $120146.35         | $111195.26         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5244        | 2049-01-01      | 4.0000%  | 0.0000% | $4402171.60        | $4109146.43        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5603        | 2048-11-01      | 4.0000%  | 0.0000% | $40991.87          | $38290.47          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6803        | 2049-02-01      | 4.5000%  | 0.0000% | $307404.86         | $297035.48         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBP0672        | 2035-03-01      | 3.0000%  | 0.0000% | $418.13            | $399.22            | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CLBP8004        | 2054-01-01      | 8.0000%  | 0.0000% | $2099863.10        | $2260041.59        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP8075        | 2050-08-01      | 2.0000%  | 0.0000% | $5722599.50        | $4488784.80        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ6865        | 2051-12-01      | 2.0000%  | 0.0000% | $15978113.51       | $12607516.26       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4832        | 2053-05-01      | 5.0000%  | 0.0000% | $95193.70          | $92633.92          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS4858        | 2053-02-01      | 6.0000%  | 0.0000% | $11507951.28       | $11874333.76       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6378        | 2053-10-01      | 5.5000%  | 0.0000% | $134670.21         | $134993.49         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6451        | 2053-08-01      | 5.5000%  | 0.0000% | $939070.46         | $938113.13         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8961        | 2054-09-01      | 5.5000%  | 0.0000% | $62213868.08       | $61963118.57       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFS8233        | 2054-05-01      | 7.0000%  | 0.0000% | $11943004.98       | $12643723.64       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS8542        | 2054-07-01      | 6.5000%  | 0.0000% | $1792.29           | $1897.47           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8532        | 2053-10-01      | 6.0000%  | 0.0000% | $1022773.16        | $1038568.18        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0684        | 2036-05-01      | 3.0000%  | 0.0000% | $571.95            | $546.06            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8132        | 2036-12-01      | 2.0000%  | 0.0000% | $15202.24          | $13745.00          | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB8144        | 2037-03-01      | 1.5000%  | 0.0000% | $235454.23         | $206565.02         | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CTSC0471        | 2042-03-01      | 1.5000%  | 0.0000% | $896.93            | $724.72            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0868        | 2052-02-01      | 2.5000%  | 0.0000% | $1664.34           | $1359.53           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD0894        | 2052-01-01      | 2.0000%  | 0.0000% | $773.57            | $613.36            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0592        | 2050-09-01      | 3.0000%  | 0.0000% | $604.96            | $531.66            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1789        | 2052-10-01      | 5.0000%  | 0.0000% | $389781.41         | $382014.54         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD0972        | 2052-04-01      | 4.0000%  | 0.0000% | $638705.43         | $592630.64         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1440        | 2052-07-01      | 3.5000%  | 0.0000% | $868.74            | $774.68            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1445        | 2052-08-01      | 4.5000%  | 0.0000% | $1058.53           | $1009.85           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1446        | 2052-08-01      | 4.5000%  | 0.0000% | $806.48            | $764.42            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1447        | 2052-08-01      | 4.5000%  | 0.0000% | $18547408.69       | $17672861.28       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1491        | 2052-08-01      | 4.5000%  | 0.0000% | $783.81            | $750.51            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1805        | 2052-11-01      | 5.0000%  | 0.0000% | $786.50            | $770.04            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2088        | 2052-06-01      | 3.5000%  | 0.0000% | $858.49            | $762.72            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL555531        | 2033-06-01      | 5.5000%  | 0.0000% | $4.52              | $4.62              | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI9484        | 2041-09-01      | 4.5000%  | 0.0000% | $22.45             | $21.84             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAJ4077        | 2041-10-01      | 4.0000%  | 0.0000% | $73.66             | $70.19             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTAK9325        | 2032-04-01      | 4.0000%  | 0.0000% | $143545.34         | $141449.33         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL2063        | 2042-01-01      | 4.5000%  | 0.0000% | $252132.02         | $247585.07         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL2065        | 2041-06-01      | 4.5000%  | 0.0000% | $43.69             | $42.90             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL3521        | 2043-03-01      | 3.5000%  | 0.0000% | $5350046.34        | $4931659.04        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT7954        | 2052-10-01      | 4.5000%  | 0.0000% | $20304164.97       | $19223699.13       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU9888        | 2052-01-01      | 3.0000%  | 0.0000% | $722.22            | $620.56            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV3014        | 2052-02-01      | 3.0000%  | 0.0000% | $1558.63           | $1328.47           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV3045        | 2052-02-01      | 3.0000%  | 0.0000% | $723.48            | $625.40            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5737        | 2037-07-01      | 3.5000%  | 0.0000% | $153853.56         | $144601.64         | Agency Mortgage-Backed Securities  |
| GNII JM MA5388 M            | 2048-07-20      | 4.0000%  | 0.0000% | $51.32             | $46.52             | Agency Mortgage-Backed Securities  |
| GNII SF MB0145 M            | 2055-01-20      | 4.5000%  | 0.0000% | $49119046.28       | $46442205.61       | Agency Mortgage-Backed Securities  |
| GNII SF MB0257 M            | 2055-03-20      | 4.5000%  | 0.0000% | $499047.29         | $471850.71         | Agency Mortgage-Backed Securities  |
| GNII SF MB0305 M            | 2055-03-20      | 4.0000%  | 0.0000% | $45517.59          | $41776.05          | Agency Mortgage-Backed Securities  |
| GNII SF MB0365 M            | 2055-05-20      | 5.0000%  | 0.0000% | $13449674.00       | $13092555.27       | Agency Mortgage-Backed Securities  |
| GNII SF MB0366 M            | 2055-05-20      | 5.5000%  | 0.0000% | $48054428.00       | $47887946.13       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2284        | 2052-12-01      | 6.0000%  | 0.0000% | $770.86            | $783.47            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2892        | 2053-05-01      | 5.5000%  | 0.0000% | $785.78            | $784.65            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD2932        | 2053-04-01      | 4.0000%  | 0.0000% | $879.99            | $813.09            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2990        | 2053-03-01      | 6.0000%  | 0.0000% | $18531840.87       | $19121974.98       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD3225        | 2052-03-01      | 2.5000%  | 0.0000% | $885.75            | $726.67            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3389        | 2053-07-01      | 6.0000%  | 0.0000% | $16653367.66       | $17121815.79       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD5292        | 2052-06-01      | 3.5000%  | 0.0000% | $1820.15           | $1631.98           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5302        | 2054-04-01      | 5.5000%  | 0.0000% | $931.61            | $937.67            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD4558        | 2052-10-01      | 4.0000%  | 0.0000% | $894.02            | $826.29            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4762        | 2054-02-01      | 6.0000%  | 0.0000% | $67935.80          | $69371.31          | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD4808        | 2054-01-01      | 7.0000%  | 0.0000% | $5518111.12        | $5878890.13        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD4921        | 2054-01-01      | 7.0000%  | 0.0000% | $11638567.56       | $12448331.24       | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD4982        | 2054-01-01      | 7.0000%  | 0.0000% | $157021.32         | $166199.83         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5107        | 2041-07-01      | 6.0000%  | 0.0000% | $838.19            | $876.47            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD5192        | 2051-11-01      | 2.5000%  | 0.0000% | $903.32            | $749.17            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5403        | 2054-03-01      | 5.5000%  | 0.0000% | $15672319.42       | $15701102.52       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7085        | 2053-08-01      | 6.0000%  | 0.0000% | $4729048.18        | $4799039.67        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6898        | 2054-06-01      | 6.0000%  | 0.0000% | $5496712.35        | $5609039.49        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8006        | 2049-08-01      | 4.0000%  | 0.0000% | $111.57            | $103.88            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8013        | 2049-09-01      | 4.5000%  | 0.0000% | $142.70            | $136.55            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8044        | 2050-02-01      | 3.0000%  | 0.0000% | $213.55            | $183.72            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL3024        | 2043-01-01      | 3.5000%  | 0.0000% | $88740.62          | $81801.06          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAL5971        | 2044-10-01      | 4.0000%  | 0.0000% | $10997166.38       | $10385781.36       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAL9432        | 2046-10-01      | 3.0000%  | 0.0000% | $45753.02          | $39816.27          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO2159        | 2042-05-01      | 4.0000%  | 0.0000% | $5488740.71        | $5229475.77        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO5989        | 2042-06-01      | 4.0000%  | 0.0000% | $89777.42          | $85349.71          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP3244        | 2042-08-01      | 3.5000%  | 0.0000% | $244316.21         | $225506.17         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAP9766        | 2042-10-01      | 4.0000%  | 0.0000% | $46743.62          | $44145.38          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAQ0087        | 2042-10-01      | 3.5000%  | 0.0000% | $678747.18         | $617557.07         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTAQ4646        | 2032-11-01      | 3.5000%  | 0.0000% | $303803.17         | $295587.25         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR1126        | 2043-02-01      | 3.5000%  | 0.0000% | $336885.33         | $309838.30         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR8718        | 2043-04-01      | 3.5000%  | 0.0000% | $378041.01         | $349018.22         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS2892        | 2044-07-01      | 4.0000%  | 0.0000% | $14932301.11       | $14136338.11       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX8841        | 2053-05-01      | 5.0000%  | 0.0000% | $829.97            | $806.61            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBY5588        | 2053-08-01      | 4.5000%  | 0.0000% | $1122.11           | $1064.69           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY6467        | 2053-08-01      | 5.0000%  | 0.0000% | $850.12            | $826.83            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA1354        | 2048-03-01      | 3.5000%  | 0.0000% | $14674.05          | $13286.10          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2305        | 2048-09-01      | 4.0000%  | 0.0000% | $13175987.09       | $12351832.02       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2946        | 2049-01-01      | 4.0000%  | 0.0000% | $9381819.21        | $8728349.44        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA5461        | 2035-03-01      | 2.5000%  | 0.0000% | $189.94            | $176.24            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA5816        | 2048-04-01      | 3.5000%  | 0.0000% | $2150.75           | $1956.75           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA1582        | 2043-08-01      | 3.5000%  | 0.0000% | $93718.16          | $86272.20          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CRMA1591        | 2043-08-01      | 4.5000%  | 0.0000% | $51565.90          | $50020.94          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CRMA1629        | 2043-09-01      | 4.5000%  | 0.0000% | $46219.34          | $44834.51          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CRMA1664        | 2043-10-01      | 4.5000%  | 0.0000% | $29230.61          | $28354.83          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3182        | 2047-11-01      | 3.5000%  | 0.0000% | $3640.03           | $3298.15           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4398        | 2051-08-01      | 2.0000%  | 0.0000% | $110923.02         | $86667.94          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4438        | 2051-10-01      | 2.5000%  | 0.0000% | $9009.79           | $7368.58           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8064        | 2050-05-01      | 4.0000%  | 0.0000% | $239.98            | $222.09            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8074        | 2050-07-01      | 3.0000%  | 0.0000% | $321.40            | $274.14            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8089        | 2050-07-01      | 2.5000%  | 0.0000% | $432.51            | $357.14            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8098        | 2050-10-01      | 2.0000%  | 0.0000% | $647.74            | $508.09            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD7520        | 2050-05-01      | 4.0000%  | 0.0000% | $158327.51         | $148387.90         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7548        | 2051-11-01      | 2.5000%  | 0.0000% | $748.15            | $623.02            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD7549        | 2052-01-01      | 2.0000%  | 0.0000% | $953203.90         | $753435.35         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7550        | 2052-02-01      | 3.0000%  | 0.0000% | $734.77            | $636.94            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD7537        | 2051-03-01      | 2.0000%  | 0.0000% | $715.58            | $564.65            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7540        | 2051-05-01      | 2.5000%  | 0.0000% | $699.99            | $582.30            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7544        | 2051-07-01      | 3.0000%  | 0.0000% | $38689652.95       | $33550919.05       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD7563        | 2053-05-01      | 4.5000%  | 0.0000% | $1106273.05        | $1059494.30        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8129        | 2051-02-01      | 2.5000%  | 0.0000% | $8052.76           | $6623.65           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8115        | 2050-12-01      | 3.0000%  | 0.0000% | $399.97            | $343.79            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8157        | 2051-07-01      | 3.0000%  | 0.0000% | $612.49            | $524.38            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8189        | 2052-01-01      | 2.5000%  | 0.0000% | $163853.11         | $134171.75         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8173        | 2051-10-01      | 2.5000%  | 0.0000% | $1083.33           | $885.22            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8178        | 2051-11-01      | 2.5000%  | 0.0000% | $9276.04           | $7587.68           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8199        | 2052-03-01      | 2.0000%  | 0.0000% | $836.12            | $650.82            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8236        | 2052-08-01      | 3.5000%  | 0.0000% | $855.23            | $759.69            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8243        | 2052-09-01      | 3.5000%  | 0.0000% | $861.89            | $766.24            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8266        | 2052-11-01      | 4.5000%  | 0.0000% | $4263040.51        | $4036762.58        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8323        | 2053-05-01      | 5.0000%  | 0.0000% | $13595.19          | $13222.62          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8314        | 2053-04-01      | 4.5000%  | 0.0000% | $888.88            | $841.55            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8316        | 2053-04-01      | 5.5000%  | 0.0000% | $820.66            | $816.44            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8342        | 2053-07-01      | 5.5000%  | 0.0000% | $2018260.02        | $2008777.34        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6487        | 2046-01-01      | 4.0000%  | 0.0000% | $12036097.91       | $11354821.33       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAT6319        | 2043-06-01      | 3.5000%  | 0.0000% | $6621249.98        | $6095121.78        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6635        | 2050-08-01      | 2.5000%  | 0.0000% | $624.52            | $518.39            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7833        | 2050-11-01      | 2.0000%  | 0.0000% | $697.31            | $549.21            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA9297        | 2051-02-01      | 3.0000%  | 0.0000% | $2033886.64        | $1770936.96        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0189        | 2051-04-01      | 3.0000%  | 0.0000% | $17972.81          | $15440.67          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB1273        | 2051-08-01      | 2.0000%  | 0.0000% | $78365.44          | $61469.62          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2602        | 2052-01-01      | 2.0000%  | 0.0000% | $796.83            | $629.48            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2371        | 2051-12-01      | 2.5000%  | 0.0000% | $1542.92           | $1276.73           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4402        | 2052-08-01      | 5.0000%  | 0.0000% | $27176972.19       | $26993005.23       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4113        | 2052-07-01      | 3.5000%  | 0.0000% | $820.44            | $732.81            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4120        | 2050-09-01      | 2.5000%  | 0.0000% | $496.27            | $408.92            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4160        | 2050-10-01      | 3.0000%  | 0.0000% | $394.56            | $339.14            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4305        | 2051-04-01      | 2.0000%  | 0.0000% | $1287979.08        | $1007532.08        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4627        | 2037-06-01      | 2.0000%  | 0.0000% | $1641547.49        | $1484193.85        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4731        | 2052-09-01      | 3.5000%  | 0.0000% | $862.72            | $767.28            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4782        | 2052-10-01      | 3.5000%  | 0.0000% | $866.01            | $770.20            | Agency Mortgage-Backed Securities  |
| GNII SF MA7989 M            | 2052-04-20      | 3.5000%  | 0.0000% | $31571913.41       | $28168759.31       | Agency Mortgage-Backed Securities  |
| GNII SF MA8043 M            | 2052-05-20      | 3.0000%  | 0.0000% | $230566.17         | $200990.68         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q51615 G        | 2047-10-01      | 4.0000%  | 0.0000% | $2778797.23        | $2608251.95        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q56248 G        | 2048-05-01      | 4.0000%  | 0.0000% | $3900377.99        | $3659019.56        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1023        | 2049-07-01      | 3.5000%  | 0.0000% | $341.76            | $309.08            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1114        | 2049-07-01      | 3.5000%  | 0.0000% | $2491400.74        | $2248679.62        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA1839        | 2049-08-01      | 4.0000%  | 0.0000% | $7379.17           | $6885.22           | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G60552 G        | 2031-12-01      | 7.0000%  | 0.0000% | $87.20             | $91.59             | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G61654 G        | 2041-09-01      | 5.5000%  | 0.0000% | $260.75            | $267.18            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA7144        | 2050-02-01      | 3.0000%  | 0.0000% | $256.35            | $220.48            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA6370        | 2050-01-01      | 3.0000%  | 0.0000% | $375.74            | $324.84            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA8490        | 2050-04-01      | 3.0000%  | 0.0000% | $480.92            | $418.74            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQB1639        | 2050-07-01      | 3.0000%  | 0.0000% | $166440.89         | $145418.19         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB8773        | 2051-02-01      | 2.0000%  | 0.0000% | $607.75            | $480.95            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC3902        | 2051-07-01      | 2.5000%  | 0.0000% | $615.61            | $511.54            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD4216        | 2052-01-01      | 2.0000%  | 0.0000% | $869.71            | $678.34            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD4224        | 2052-01-01      | 2.0000%  | 0.0000% | $837.77            | $653.43            | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLQD5229        | 2052-01-01      | 1.5000%  | 0.0000% | $734981.36         | $541607.27         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE0393        | 2052-04-01      | 3.0000%  | 0.0000% | $9551286.62        | $8224113.06        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE7580        | 2052-08-01      | 5.0000%  | 0.0000% | $3349221.81        | $3272048.30        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0362        | 2054-08-01      | 5.5000%  | 0.0000% | $33289122.59       | $33071097.35       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC0389        | 2054-09-01      | 5.0000%  | 0.0000% | $1977287.33        | $1919583.71        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC1817        | 2054-11-01      | 5.5000%  | 0.0000% | $994.27            | $989.60            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC2551        | 2054-09-01      | 5.5000%  | 0.0000% | $1616791.27        | $1610216.68        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC2732        | 2054-12-01      | 6.0000%  | 0.0000% | $1180798.36        | $1200306.72        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC4790        | 2055-05-01      | 5.5000%  | 0.0000% | $33688.00          | $33467.29          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6997        | 2054-11-01      | 5.0000%  | 0.0000% | $989.86            | $977.72            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9645        | 2054-12-01      | 5.0000%  | 0.0000% | $13161582.88       | $12860864.11       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9949        | 2055-02-01      | 4.5000%  | 0.0000% | $7635369.56        | $7219577.88        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0580        | 2055-02-01      | 5.5000%  | 0.0000% | $131962480.30      | $131624993.70      | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTFA0721        | 2042-01-01      | 2.0000%  | 0.0000% | $17690637.77       | $14895518.97       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM1002        | 2048-01-01      | 3.5000%  | 0.0000% | $283.58            | $257.70            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM2984        | 2045-08-01      | 4.0000%  | 0.0000% | $14459135.00       | $13627072.82       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX5135        | 2055-01-01      | 5.5000%  | 0.0000% | $986.68            | $991.94            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX7065        | 2055-01-01      | 6.0000%  | 0.0000% | $56590.03          | $57767.85          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX7388        | 2055-03-01      | 5.5000%  | 0.0000% | $996.73            | $997.36            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX8965        | 2055-04-01      | 5.5000%  | 0.0000% | $997.73            | $1003.18           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX9779        | 2055-04-01      | 6.0000%  | 0.0000% | $985.46            | $1007.45           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX9426        | 2055-04-01      | 6.0000%  | 0.0000% | $981.40            | $996.27            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX9679        | 2055-04-01      | 6.0000%  | 0.0000% | $1003.36           | $1025.44           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX9934        | 2055-04-01      | 6.5000%  | 0.0000% | $998.32            | $1032.53           | Agency Mortgage-Backed Securities  |
| GNII SF MA9853 M            | 2054-08-20      | 6.5000%  | 0.0000% | $2130246.85        | $2186200.15        | Agency Mortgage-Backed Securities  |
| GNII SP 786981 C            | 2052-04-20      | 3.0000%  | 0.0000% | $31400.91          | $27310.30          | Agency Mortgage-Backed Securities  |
| 3 7/8 NOTE T 29             | 2029-12-31      | 3.8750%  | 0.0000% | $100.00            | $101.22            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28             | 2028-05-31      | 3.6250%  | 0.0000% | $40800.00          | $41232.21          | U.S. Treasuries (including strips) |
| 4 3/4 BOND 41               | 2041-02-15      | 4.7500%  | 0.0000% | $536400.00         | $540362.61         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35             | 2035-05-15      | 4.2500%  | 0.0000% | $199700.00         | $197643.16         | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 26             | 2026-05-15      | 1.6250%  | 0.0000% | $39900.00          | $38973.26          | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55               | 2055-05-15      | 4.7500%  | 0.0000% | $3000.00           | $2928.95           | U.S. Treasuries (including strips) |
| BILL 08/07/25               | 2025-08-07      | 0.0000%  | 0.0000% | $800.00            | $793.80            | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-10-30      | 0.0000%  | 0.0000% | $17933400.00       | $17620695.30       | U.S. Treasuries (including strips) |
| BILL 08/21/25               | 2025-08-21      | 0.0000%  | 0.0000% | $138700.00         | $137397.05         | U.S. Treasuries (including strips) |
| BILL 08/28/25               | 2025-08-28      | 0.0000%  | 0.0000% | $1600.00           | $1583.59           | U.S. Treasuries (including strips) |
| BILL 04/16/26               | 2026-04-16      | 0.0000%  | 0.0000% | $223700.00         | $215890.19         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31             | 2031-04-30      | 4.6250%  | 0.0000% | $2533800.00        | $2614788.81        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27            | 2027-05-15      | 4.5000%  | 0.0000% | $3774900.00        | $3820837.66        | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BC 26            | 2026-05-31      | 4.8750%  | 0.0000% | $1394500.00        | $1437348.90        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29            | 2029-06-30      | 4.2500%  | 0.0000% | $1500.00           | $1543.72           | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42               | 2042-05-15      | 3.2500%  | 0.0000% | $18600.00          | $15105.19          | U.S. Treasuries (including strips) |

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWK25, C.4 - ISIN: US3130AWK257, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $325032760.00
- **C.18.a - Value (excl. sponsor support):** $325032760.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWP61, C.4 - ISIN: US3130AWP611, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200019956.00
- **C.18.a - Value (excl. sponsor support):** $200019956.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-25
- **C.13 - Final Legal Maturity Date:** 2025-07-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWXD7, C.4 - ISIN: US3130AWXD70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $450066699.00
- **C.18.a - Value (excl. sponsor support):** $450066699.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXJ33, C.4 - ISIN: US3130AXJ331, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150049566.00
- **C.18.a - Value (excl. sponsor support):** $150049566.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYCW4, C.4 - ISIN: US3130AYCW47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $244148954.68
- **C.18.a - Value (excl. sponsor support):** $244148954.68
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYCZ7, C.4 - ISIN: US3130AYCZ77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100041730.00
- **C.18.a - Value (excl. sponsor support):** $100041730.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYP42, C.4 - ISIN: US3130AYP427, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $225098070.75
- **C.18.a - Value (excl. sponsor support):** $225098070.75
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYT30, C.4 - ISIN: US3130AYT304, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $396039691.08
- **C.18.a - Value (excl. sponsor support):** $396039691.08
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B12Y2, C.4 - ISIN: US3130B12Y28, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99991038.00
- **C.18.a - Value (excl. sponsor support):** $99991038.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1L96, C.4 - ISIN: US3130B1L968, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199982032.00
- **C.18.a - Value (excl. sponsor support):** $199982032.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 5.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1PE1, C.4 - ISIN: US3130B1PE19, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10001405.20
- **C.18.a - Value (excl. sponsor support):** $10001405.20
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 5.2000%
- **C.11 - Maturity Date (WAM):** 2025-06-10
- **C.12 - Maturity Date (WAL):** 2025-06-10
- **C.13 - Final Legal Maturity Date:** 2025-06-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1T56, C.4 - ISIN: US3130B1T565, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99998378.00
- **C.18.a - Value (excl. sponsor support):** $99998378.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1TL1, C.4 - ISIN: US3130B1TL16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $169971853.10
- **C.18.a - Value (excl. sponsor support):** $169971853.10
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 25: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1WF0, C.4 - ISIN: US3130B1WF01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99991433.00
- **C.18.a - Value (excl. sponsor support):** $99991433.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 26: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XA0, C.4 - ISIN: US3130B1XA05, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50034859.50
- **C.18.a - Value (excl. sponsor support):** $50034859.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 27: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1YP6, C.4 - ISIN: US3130B1YP64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $20010339.60
- **C.18.a - Value (excl. sponsor support):** $20010339.60
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.9500%
- **C.11 - Maturity Date (WAM):** 2025-07-15
- **C.12 - Maturity Date (WAL):** 2025-07-15
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B22W4, C.4 - ISIN: US3130B22W44, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100010584.00
- **C.18.a - Value (excl. sponsor support):** $100010584.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B24U6, C.4 - ISIN: US3130B24U69, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150016218.00
- **C.18.a - Value (excl. sponsor support):** $150016218.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 30: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B27M1, C.4 - ISIN: US3130B27M17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $145044132.20
- **C.18.a - Value (excl. sponsor support):** $145044132.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.435000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2F26, C.4 - ISIN: US3130B2F265, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200020782.00
- **C.18.a - Value (excl. sponsor support):** $200020782.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 32: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2FD2, C.4 - ISIN: US3130B2FD29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49999186.50
- **C.18.a - Value (excl. sponsor support):** $49999186.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 33: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.435000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2FF7, C.4 - ISIN: US3130B2FF76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150015586.50
- **C.18.a - Value (excl. sponsor support):** $150015586.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 34: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2LH6, C.4 - ISIN: US3130B2LH68, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149996031.00
- **C.18.a - Value (excl. sponsor support):** $149996031.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 35: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2T96, C.4 - ISIN: US3130B2T969, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $300031947.00
- **C.18.a - Value (excl. sponsor support):** $300031947.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 36: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.520000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2VU6, C.4 - ISIN: US3130B2VU69, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100028691.00
- **C.18.a - Value (excl. sponsor support):** $100028691.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.520000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3EB5, C.4 - ISIN: US3130B3EB54, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100014200.00
- **C.18.a - Value (excl. sponsor support):** $100014200.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3RD7, C.4 - ISIN: US3130B3RD73, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $248075523.44
- **C.18.a - Value (excl. sponsor support):** $248075523.44
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 39: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3TW3, C.4 - ISIN: US3130B3TW37, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $19988391.80
- **C.18.a - Value (excl. sponsor support):** $19988391.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.505000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3YQ0, C.4 - ISIN: US3130B3YQ04, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149992473.00
- **C.18.a - Value (excl. sponsor support):** $149992473.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4N31, C.4 - ISIN: US3130B4N315, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $172733363.75
- **C.18.a - Value (excl. sponsor support):** $172733363.75
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4P47, C.4 - ISIN: US3130B4P476, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $106395317.30
- **C.18.a - Value (excl. sponsor support):** $106395317.30
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-01-21
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4QU8, C.4 - ISIN: US3130B4QU80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $68947831.86
- **C.18.a - Value (excl. sponsor support):** $68947831.86
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-01-23
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5AF5, C.4 - ISIN: US3130B5AF52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149999244.00
- **C.18.a - Value (excl. sponsor support):** $149999244.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 45: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5B72, C.4 - ISIN: US3130B5B721, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $144823421.90
- **C.18.a - Value (excl. sponsor support):** $144823421.90
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2026-03-23
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5J82, C.4 - ISIN: US3130B5J823, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199997946.00
- **C.18.a - Value (excl. sponsor support):** $199997946.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 47: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5NG9, C.4 - ISIN: US3130B5NG98, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99900491.00
- **C.18.a - Value (excl. sponsor support):** $99900491.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5QZ4, C.4 - ISIN: US3130B5QZ43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $499324965.00
- **C.18.a - Value (excl. sponsor support):** $499324965.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-15
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.365000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5R42, C.4 - ISIN: US3130B5R420, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $499939590.00
- **C.18.a - Value (excl. sponsor support):** $499939590.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 50: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5X94, C.4 - ISIN: US3130B5X949, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149997669.00
- **C.18.a - Value (excl. sponsor support):** $149997669.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 51: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62H8, C.4 - ISIN: US3130B62H85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $369990957.20
- **C.18.a - Value (excl. sponsor support):** $369990957.20
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 52: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B63H7, C.4 - ISIN: US3130B63H76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199722836.00
- **C.18.a - Value (excl. sponsor support):** $199722836.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6HR0, C.4 - ISIN: US3130B6HR01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249909092.50
- **C.18.a - Value (excl. sponsor support):** $249909092.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6JY3, C.4 - ISIN: US3130B6JY34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249999535.00
- **C.18.a - Value (excl. sponsor support):** $249999535.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 55: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.280000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6K47, C.4 - ISIN: US3130B6K472, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $299883621.00
- **C.18.a - Value (excl. sponsor support):** $299883621.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313GU6, C.4 - ISIN: US313313GU64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149772229.50
- **C.18.a - Value (excl. sponsor support):** $149772229.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-06-12
- **C.12 - Maturity Date (WAL):** 2025-06-12
- **C.13 - Final Legal Maturity Date:** 2025-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313GZ5, C.4 - ISIN: US313313GZ51, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $12972667.50
- **C.18.a - Value (excl. sponsor support):** $12972667.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-06-17
- **C.12 - Maturity Date (WAL):** 2025-06-17
- **C.13 - Final Legal Maturity Date:** 2025-06-17
- **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? Yes, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313HA9, C.4 - ISIN: US313313HA91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $59866841.40
- **C.18.a - Value (excl. sponsor support):** $59866841.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-06-18
- **C.12 - Maturity Date (WAL):** 2025-06-18
- **C.13 - Final Legal Maturity Date:** 2025-06-18
- **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? Yes, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313HQ4, C.4 - ISIN: US313313HQ44, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $37854048.46
- **C.18.a - Value (excl. sponsor support):** $37854048.46
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 313313JD1, C.4 - ISIN: US313313JD13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $36801906.07
- **C.18.a - Value (excl. sponsor support):** $36801906.07
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-15
- **C.12 - Maturity Date (WAL):** 2025-07-15
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 313313KQ0, C.4 - ISIN: US313313KQ07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24762062.50
- **C.18.a - Value (excl. sponsor support):** $24762062.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-08-19
- **C.12 - Maturity Date (WAL):** 2025-08-19
- **C.13 - Final Legal Maturity Date:** 2025-08-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, 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: 313313KS6, C.4 - ISIN: US313313KS62, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49512375.00
- **C.18.a - Value (excl. sponsor support):** $49512375.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-08-21
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, 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: 313313KW7, C.4 - ISIN: US313313KW74, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $59386650.00
- **C.18.a - Value (excl. sponsor support):** $59386650.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313LA4, C.4 - ISIN: US313313LA46, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24732687.50
- **C.18.a - Value (excl. sponsor support):** $24732687.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 313313LE6, C.4 - ISIN: US313313LE67, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $54392593.75
- **C.18.a - Value (excl. sponsor support):** $54392593.75
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313313LH9, C.4 - ISIN: US313313LH98, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24715187.50
- **C.18.a - Value (excl. sponsor support):** $24715187.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313313LM8, C.4 - ISIN: US313313LM83, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24703562.50
- **C.18.a - Value (excl. sponsor support):** $24703562.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-09-09
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2025-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313313LV8, C.4 - ISIN: US313313LV82, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9872125.00
- **C.18.a - Value (excl. sponsor support):** $9872125.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-09-17
- **C.12 - Maturity Date (WAL):** 2025-09-17
- **C.13 - Final Legal Maturity Date:** 2025-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313313MB1, C.4 - ISIN: US313313MB10, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $39460600.00
- **C.18.a - Value (excl. sponsor support):** $39460600.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-09-23
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313MH8, C.4 - ISIN: US313313MH89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $39432700.00
- **C.18.a - Value (excl. sponsor support):** $39432700.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-09-29
- **C.12 - Maturity Date (WAL):** 2025-09-29
- **C.13 - Final Legal Maturity Date:** 2025-09-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313MU9, C.4 - ISIN: US313313MU90, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24615316.00
- **C.18.a - Value (excl. sponsor support):** $24615316.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-10
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313MY1, C.4 - ISIN: US313313MY13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24603746.50
- **C.18.a - Value (excl. sponsor support):** $24603746.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313NN4, C.4 - ISIN: US313313NN49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $68777109.80
- **C.18.a - Value (excl. sponsor support):** $68777109.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313NQ7, C.4 - ISIN: US313313NQ79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24557468.75
- **C.18.a - Value (excl. sponsor support):** $24557468.75
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313NW4, C.4 - ISIN: US313313NW48, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24545083.25
- **C.18.a - Value (excl. sponsor support):** $24545083.25
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313QQ4, C.4 - ISIN: US313313QQ43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24431895.75
- **C.18.a - Value (excl. sponsor support):** $24431895.75
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-17
- **C.12 - Maturity Date (WAL):** 2025-12-17
- **C.13 - Final Legal Maturity Date:** 2025-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313US5, C.4 - ISIN: US313313US52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $33850303.55
- **C.18.a - Value (excl. sponsor support):** $33850303.55
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-25
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313UU0, C.4 - ISIN: US313313UU09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $62850567.65
- **C.18.a - Value (excl. sponsor support):** $62850567.65
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313WS3, C.4 - ISIN: US313313WS35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $14433956.25
- **C.18.a - Value (excl. sponsor support):** $14433956.25
- **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 80: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385GL4, C.4 - ISIN: US313385GL43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $188889618.33
- **C.18.a - Value (excl. sponsor support):** $188889618.33
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HH2, C.4 - ISIN: US313385HH22, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $328000846.74
- **C.18.a - Value (excl. sponsor support):** $328000846.74
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-06-25
- **C.12 - Maturity Date (WAL):** 2025-06-25
- **C.13 - Final Legal Maturity Date:** 2025-06-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HK5, C.4 - ISIN: US313385HK50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49836472.00
- **C.18.a - Value (excl. sponsor support):** $49836472.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-06-27
- **C.12 - Maturity Date (WAL):** 2025-06-27
- **C.13 - Final Legal Maturity Date:** 2025-06-27
- **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 83: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HQ2, C.4 - ISIN: US313385HQ21, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $263982180.05
- **C.18.a - Value (excl. sponsor support):** $263982180.05
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HX7, C.4 - ISIN: US313385HX71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $746508330.00
- **C.18.a - Value (excl. sponsor support):** $746508330.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-07-09
- **C.12 - Maturity Date (WAL):** 2025-07-09
- **C.13 - Final Legal Maturity Date:** 2025-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HZ2, C.4 - ISIN: US313385HZ20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $248777917.50
- **C.18.a - Value (excl. sponsor support):** $248777917.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-07-11
- **C.12 - Maturity Date (WAL):** 2025-07-11
- **C.13 - Final Legal Maturity Date:** 2025-07-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 86: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385JD9, C.4 - ISIN: US313385JD99, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99464611.00
- **C.18.a - Value (excl. sponsor support):** $99464611.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-07-15
- **C.12 - Maturity Date (WAL):** 2025-07-15
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 87: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385KB1, C.4 - ISIN: US313385KB15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $248349703.50
- **C.18.a - Value (excl. sponsor support):** $248349703.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385KG0, C.4 - ISIN: US313385KG02, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $247855625.00
- **C.18.a - Value (excl. sponsor support):** $247855625.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-08-11
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385KL9, C.4 - ISIN: US313385KL96, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $183326212.50
- **C.18.a - Value (excl. sponsor support):** $183326212.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-08-15
- **C.12 - Maturity Date (WAL):** 2025-08-15
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385KY1, C.4 - ISIN: US313385KY18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24738562.50
- **C.18.a - Value (excl. sponsor support):** $24738562.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-08-27
- **C.12 - Maturity Date (WAL):** 2025-08-27
- **C.13 - Final Legal Maturity Date:** 2025-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NP7, C.4 - ISIN: US313385NP73, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $245603610.00
- **C.18.a - Value (excl. sponsor support):** $245603610.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-29
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NX0, C.4 - ISIN: US313385NX08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $343591111.50
- **C.18.a - Value (excl. sponsor support):** $343591111.50
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PV2, C.4 - ISIN: US313385PV24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $176250799.80
- **C.18.a - Value (excl. sponsor support):** $176250799.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RL2, C.4 - ISIN: US313385RL24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $195045916.00
- **C.18.a - Value (excl. sponsor support):** $195045916.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 0.610000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EL4W1, C.4 - ISIN: US3133EL4W17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $41524944.30
- **C.18.a - Value (excl. sponsor support):** $41524944.30
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.7400%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EN5B2, C.4 - ISIN: US3133EN5B25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $102169289.40
- **C.18.a - Value (excl. sponsor support):** $102169289.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EN6A3, C.4 - ISIN: US3133EN6A33, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $29964921.00
- **C.18.a - Value (excl. sponsor support):** $29964921.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ENP95, C.4 - ISIN: US3133ENP954, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $29982462.00
- **C.18.a - Value (excl. sponsor support):** $29982462.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP2K0, C.4 - ISIN: US3133EP2K06, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $420067590.60
- **C.18.a - Value (excl. sponsor support):** $420067590.60
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.435000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP4W2, C.4 - ISIN: US3133EP4W26, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $30012734.40
- **C.18.a - Value (excl. sponsor support):** $30012734.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP5K7, C.4 - ISIN: US3133EP5K78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10024477.00
- **C.18.a - Value (excl. sponsor support):** $10024477.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6U4, C.4 - ISIN: US3133EP6U42, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49995603.50
- **C.18.a - Value (excl. sponsor support):** $49995603.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 103: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.505000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPL86, C.4 - ISIN: US3133EPL867, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $124998013.75
- **C.18.a - Value (excl. sponsor support):** $124998013.75
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.505000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPLG8, C.4 - ISIN: US3133EPLG81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $185000000.00
- **C.18.a - Value (excl. sponsor support):** $185000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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 105: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.525000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPLU7, C.4 - ISIN: US3133EPLU75, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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 106: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPPQ2, C.4 - ISIN: US3133EPPQ28, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200017272.00
- **C.18.a - Value (excl. sponsor support):** $200017272.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPQQ1, C.4 - ISIN: US3133EPQQ19, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $72005144.40
- **C.18.a - Value (excl. sponsor support):** $72005144.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPRW7, C.4 - ISIN: US3133EPRW77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $105015165.15
- **C.18.a - Value (excl. sponsor support):** $105015165.15
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.495000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPT62, C.4 - ISIN: US3133EPT621, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $75010892.25
- **C.18.a - Value (excl. sponsor support):** $75010892.25
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPUJ2, C.4 - ISIN: US3133EPUJ20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $93014706.09
- **C.18.a - Value (excl. sponsor support):** $93014706.09
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPX42, C.4 - ISIN: US3133EPX425, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $158011819.98
- **C.18.a - Value (excl. sponsor support):** $158011819.98
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPY58, C.4 - ISIN: US3133EPY589, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $160062576.00
- **C.18.a - Value (excl. sponsor support):** $160062576.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2G5, C.4 - ISIN: US3133ER2G57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $39998864.40
- **C.18.a - Value (excl. sponsor support):** $39998864.40
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 114: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2H3, C.4 - ISIN: US3133ER2H31, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $23974037.04
- **C.18.a - Value (excl. sponsor support):** $23974037.04
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.425000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3Z2, C.4 - ISIN: US3133ER3Z20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $139998796.00
- **C.18.a - Value (excl. sponsor support):** $139998796.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 116: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4U2, C.4 - ISIN: US3133ER4U24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $62411586.88
- **C.18.a - Value (excl. sponsor support):** $62411586.88
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.425000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER5A5, C.4 - ISIN: US3133ER5A50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $124999361.25
- **C.18.a - Value (excl. sponsor support):** $124999361.25
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 118: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.415000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER5G2, C.4 - ISIN: US3133ER5G21, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100023997.00
- **C.18.a - Value (excl. sponsor support):** $100023997.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 119: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6F3, C.4 - ISIN: US3133ER6F39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $130001310.40
- **C.18.a - Value (excl. sponsor support):** $130001310.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 120: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $144998555.80
- **C.18.a - Value (excl. sponsor support):** $144998555.80
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 121: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $40004192.00
- **C.18.a - Value (excl. sponsor support):** $40004192.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 122: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERA68, C.4 - ISIN: US3133ERA684, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249995487.50
- **C.18.a - Value (excl. sponsor support):** $249995487.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERAG6, C.4 - ISIN: US3133ERAG66, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100002311.00
- **C.18.a - Value (excl. sponsor support):** $100002311.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERAZ4, C.4 - ISIN: US3133ERAZ48, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $66395819.05
- **C.18.a - Value (excl. sponsor support):** $66395819.05
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.435000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERB59, C.4 - ISIN: US3133ERB591, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $59994664.20
- **C.18.a - Value (excl. sponsor support):** $59994664.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 126: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBW0, C.4 - ISIN: US3133ERBW08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $34999643.35
- **C.18.a - Value (excl. sponsor support):** $34999643.35
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-20
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBX8, C.4 - ISIN: US3133ERBX80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100039070.00
- **C.18.a - Value (excl. sponsor support):** $100039070.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.471300%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERCM1, C.4 - ISIN: US3133ERCM17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149988895.50
- **C.18.a - Value (excl. sponsor support):** $149988895.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **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 129: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDN8, C.4 - ISIN: US3133ERDN80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $40003903.20
- **C.18.a - Value (excl. sponsor support):** $40003903.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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? 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. 4.435000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDP3, C.4 - ISIN: US3133ERDP39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $209995373.70
- **C.18.a - Value (excl. sponsor support):** $209995373.70
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERET4, C.4 - ISIN: US3133ERET42, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200026162.00
- **C.18.a - Value (excl. sponsor support):** $200026162.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 132: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EREY3, C.4 - ISIN: US3133EREY37, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99990447.00
- **C.18.a - Value (excl. sponsor support):** $99990447.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERFS5, C.4 - ISIN: US3133ERFS59, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200088304.00
- **C.18.a - Value (excl. sponsor support):** $200088304.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGH8, C.4 - ISIN: US3133ERGH85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $449925061.50
- **C.18.a - Value (excl. sponsor support):** $449925061.50
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGM7, C.4 - ISIN: US3133ERGM70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $90008977.50
- **C.18.a - Value (excl. sponsor support):** $90008977.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.435000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHC8, C.4 - ISIN: US3133ERHC89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $65026154.70
- **C.18.a - Value (excl. sponsor support):** $65026154.70
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $90049266.90
- **C.18.a - Value (excl. sponsor support):** $90049266.90
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 138: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHZ7, C.4 - ISIN: US3133ERHZ74, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $60033153.00
- **C.18.a - Value (excl. sponsor support):** $60033153.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 139: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJM4, C.4 - ISIN: US3133ERJM44, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150017676.00
- **C.18.a - Value (excl. sponsor support):** $150017676.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 140: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJN2, C.4 - ISIN: US3133ERJN27, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $154973721.30
- **C.18.a - Value (excl. sponsor support):** $154973721.30
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 141: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERK75, C.4 - ISIN: US3133ERK758, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $279997715.20
- **C.18.a - Value (excl. sponsor support):** $279997715.20
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 142: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 5.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKE0, C.4 - ISIN: US3133ERKE09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $25015963.25
- **C.18.a - Value (excl. sponsor support):** $25015963.25
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 5.1000%
- **C.11 - Maturity Date (WAM):** 2025-07-08
- **C.12 - Maturity Date (WAL):** 2025-07-08
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLB5, C.4 - ISIN: US3133ERLB50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $185003204.20
- **C.18.a - Value (excl. sponsor support):** $185003204.20
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 144: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLV1, C.4 - ISIN: US3133ERLV15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100053343.00
- **C.18.a - Value (excl. sponsor support):** $100053343.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.9400%
- **C.11 - Maturity Date (WAM):** 2025-07-22
- **C.12 - Maturity Date (WAL):** 2025-07-22
- **C.13 - Final Legal Maturity Date:** 2025-07-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERM99, C.4 - ISIN: US3133ERM994, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50481259.08
- **C.18.a - Value (excl. sponsor support):** $50481259.08
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-12-19
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMQ1, C.4 - ISIN: US3133ERMQ11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $60026566.80
- **C.18.a - Value (excl. sponsor support):** $60026566.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 147: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNN7, C.4 - ISIN: US3133ERNN70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175016649.50
- **C.18.a - Value (excl. sponsor support):** $175016649.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 148: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPU9, C.4 - ISIN: US3133ERPU95, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $61998877.80
- **C.18.a - Value (excl. sponsor support):** $61998877.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 149: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.435000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ53, C.4 - ISIN: US3133ERQ532, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $375210761.25
- **C.18.a - Value (excl. sponsor support):** $375210761.25
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 150: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ95, C.4 - ISIN: US3133ERQ953, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149996232.00
- **C.18.a - Value (excl. sponsor support):** $149996232.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 151: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQJ3, C.4 - ISIN: US3133ERQJ32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $110096058.60
- **C.18.a - Value (excl. sponsor support):** $110096058.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 152: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50052849.00
- **C.18.a - Value (excl. sponsor support):** $50052849.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 153: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $45072580.05
- **C.18.a - Value (excl. sponsor support):** $45072580.05
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 154: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRM5, C.4 - ISIN: US3133ERRM51, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $70068691.00
- **C.18.a - Value (excl. sponsor support):** $70068691.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 155: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $69998083.40
- **C.18.a - Value (excl. sponsor support):** $69998083.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 156: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERS44, C.4 - ISIN: US3133ERS447, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $224997997.50
- **C.18.a - Value (excl. sponsor support):** $224997997.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 157: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERS69, C.4 - ISIN: US3133ERS694, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $174014719.80
- **C.18.a - Value (excl. sponsor support):** $174014719.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSF9, C.4 - ISIN: US3133ERSF91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150102631.50
- **C.18.a - Value (excl. sponsor support):** $150102631.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24999159.00
- **C.18.a - Value (excl. sponsor support):** $24999159.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 160: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTB7, C.4 - ISIN: US3133ERTB78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125052605.00
- **C.18.a - Value (excl. sponsor support):** $125052605.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 161: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.415000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTJ0, C.4 - ISIN: US3133ERTJ05, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250092895.00
- **C.18.a - Value (excl. sponsor support):** $250092895.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV24, C.4 - ISIN: US3133ERV243, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $39992859.57
- **C.18.a - Value (excl. sponsor support):** $39992859.57
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.425000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVS7, C.4 - ISIN: US3133ERVS75, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100046344.00
- **C.18.a - Value (excl. sponsor support):** $100046344.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERX71, C.4 - ISIN: US3133ERX710, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $38968010.64
- **C.18.a - Value (excl. sponsor support):** $38968010.64
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-01-27
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 165: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYR6, C.4 - ISIN: US3133ERYR65, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $165072842.55
- **C.18.a - Value (excl. sponsor support):** $165072842.55
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZQ7, C.4 - ISIN: US3133ERZQ73, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175001041.25
- **C.18.a - Value (excl. sponsor support):** $175001041.25
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 167: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAL1, C.4 - ISIN: US3133ETAL18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125067145.00
- **C.18.a - Value (excl. sponsor support):** $125067145.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 168: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBP1, C.4 - ISIN: US3133ETBP13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $399988664.00
- **C.18.a - Value (excl. sponsor support):** $399988664.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 169: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDD6, C.4 - ISIN: US3133ETDD64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149996844.00
- **C.18.a - Value (excl. sponsor support):** $149996844.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 170: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDK0, C.4 - ISIN: US3133ETDK08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $59999867.40
- **C.18.a - Value (excl. sponsor support):** $59999867.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 171: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.481300%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETFL6, C.4 - ISIN: US3133ETFL62, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $94997269.70
- **C.18.a - Value (excl. sponsor support):** $94997269.70
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **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 172: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETFP7, C.4 - ISIN: US3133ETFP76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150058809.00
- **C.18.a - Value (excl. sponsor support):** $150058809.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 173: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.435000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGX9, C.4 - ISIN: US3133ETGX91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $114999591.75
- **C.18.a - Value (excl. sponsor support):** $114999591.75
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 174: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJY4, C.4 - ISIN: US3133ETJY48, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $229999565.30
- **C.18.a - Value (excl. sponsor support):** $229999565.30
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 175: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp.
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3134A2HG6, C.4 - ISIN: US3134A2HG69, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $19555645.40
- **C.18.a - Value (excl. sponsor support):** $19555645.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAEY5, C.4 - ISIN: US3134HAEY57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100035244.00
- **C.18.a - Value (excl. sponsor support):** $100035244.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 177: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJM6, C.4 - ISIN: US3134HAJM64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $255191635.05
- **C.18.a - Value (excl. sponsor support):** $255191635.05
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 178: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAPV9, C.4 - ISIN: US3134HAPV99, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1128813084.96
- **C.18.a - Value (excl. sponsor support):** $1128813084.96
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 179: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $141073112.73
- **C.18.a - Value (excl. sponsor support):** $141073112.73
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 180: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $300202215.00
- **C.18.a - Value (excl. sponsor support):** $300202215.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 181: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 0.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G04Z3, C.4 - ISIN: US3135G04Z35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $171241086.52
- **C.18.a - Value (excl. sponsor support):** $171241086.52
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.9700%
- **C.11 - Maturity Date (WAM):** 2025-06-17
- **C.12 - Maturity Date (WAL):** 2025-06-17
- **C.13 - Final Legal Maturity Date:** 2025-06-17
- **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 182: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 0.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G05X7, C.4 - ISIN: US3135G05X77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24769948.25
- **C.18.a - Value (excl. sponsor support):** $24769948.25
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 183: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 0.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G06G3, C.4 - ISIN: US3135G06G36, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24589405.75
- **C.18.a - Value (excl. sponsor support):** $24589405.75
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 184: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50032365.50
- **C.18.a - Value (excl. sponsor support):** $50032365.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 185: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149073288.63
- **C.18.a - Value (excl. sponsor support):** $149073288.63
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 186: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $329342120.52
- **C.18.a - Value (excl. sponsor support):** $329342120.52
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 187: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 2.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G0K36, C.4 - ISIN: US3135G0K368, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $226190063.88
- **C.18.a - Value (excl. sponsor support):** $226190063.88
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 188: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $183088396.15
- **C.18.a - Value (excl. sponsor support):** $183088396.15
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 189: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $478462522.36
- **C.18.a - Value (excl. sponsor support):** $478462522.36
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 190: Fortis Family Insurance LLC

- **C.1 - Title:** Fortis Family Insurance LLC 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 349575AA8, C.4 - ISIN: US349575AA87, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10345000.00
- **C.18.a - Value (excl. sponsor support):** $10345000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2070-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 191: Gillean 2019 Family Trust

- **C.1 - Title:** Gillean 2019 Family Trust 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 375702AA5, C.4 - ISIN: US375702AA54, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6140000.00
- **C.18.a - Value (excl. sponsor support):** $6140000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2039-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 192: Hacienda Senior Villas LP A California LP

- **C.1 - Title:** Hacienda Senior Villas LP A California LP 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 404515AA6, C.4 - ISIN: US404515AA67, C.3 - LEI: 549300Y6NSRDF98IH132
- **C.18 - Value (incl. sponsor support):** $20575000.00
- **C.18.a - Value (excl. sponsor support):** $20575000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 193: Federal Reserve Bank of New York

- **C.1 - Title:** Federal Reserve Bank of New York 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 43999X9F9, C.3 - LEI: 254900Y8NKGV541U8Q32, C.5 - Other ID: 43999X9F9_4.25_0602
- **C.18 - Value (incl. sponsor support):** $2400000000.00
- **C.18.a - Value (excl. sponsor support):** $2400000000.00
- **C.19 - Percentage of Net Assets:** 1.9700%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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?:** Yes

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 3/8 NOTE F 31 | 2031-11-15      | 1.3750%  | 0.0000% | $2847914300.00     | $2400850029.00     | U.S. Treasuries (including strips) |

### Security 194: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC 4.290000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 46799N008, C.3 - LEI: N/A, C.5 - Other ID: 46799N008_4.29_0602
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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 05.500 CLCB5470 | 2053-01-01      | 5.5000%  | 0.0000% | $74054196.34       | $73881987.46       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8508 | 2054-05-01      | 6.5000%  | 0.0000% | $28056357.58       | $29118013.26       | Agency Mortgage-Backed Securities |

### Security 195: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 46799N008, C.3 - LEI: N/A, C.5 - Other ID: 46799N008_4.37_0620
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-20
- **C.12 - Maturity Date (WAL):** 2025-06-20
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **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? 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 CLCB7130 | 2053-09-01      | 6.0000%  | 0.0000% | $23386836.44       | $23778784.22       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8706 | 2054-06-01      | 6.0000%  | 0.0000% | $23346626.22       | $23798017.66       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF6401 | 2053-01-01      | 5.5000%  | 0.0000% | $25173369.61       | $25292629.85       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ4672 | 2054-09-01      | 6.0000%  | 0.0000% | $25249437.78       | $25671743.04       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM4250 | 2050-09-01      | 2.0000%  | 0.0000% | $32048128.51       | $25268638.91       | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0126 | 2056-07-01      | 3.5000%  | 0.0000% | $30038466.79       | $26606044.60       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS1564 | 2051-04-01      | 2.0000%  | 0.0000% | $35419728.68       | $27541216.10       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7558 | 2052-06-01      | 4.5000%  | 0.0000% | $28557169.62       | $27222693.09       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9578 | 2053-08-01      | 6.0000%  | 0.0000% | $9262125.30        | $9411239.34        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5265 | 2053-07-01      | 5.0000%  | 0.0000% | $25718615.53       | $25089815.39       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8248 | 2054-05-01      | 6.0000%  | 0.0000% | $25262539.60       | $26066882.01       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS8589 | 2054-07-01      | 6.5000%  | 0.0000% | $29277375.98       | $30526030.04       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV2451 | 2052-06-01      | 3.0000%  | 0.0000% | $36483058.02       | $31070273.45       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV7556 | 2052-11-01      | 5.0000%  | 0.0000% | $33941404.72       | $33056476.88       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2188 | 2053-02-01      | 5.5000%  | 0.0000% | $26611976.19       | $26797423.23       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD3019 | 2052-07-01      | 3.0000%  | 0.0000% | $29740868.62       | $25329009.05       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9850 | 2052-09-01      | 5.0000%  | 0.0000% | $25289042.03       | $24635162.94       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA0865 | 2047-12-01      | 4.0000%  | 0.0000% | $25978666.86       | $24439852.27       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1876 | 2051-10-01      | 3.0000%  | 0.0000% | $29604944.20       | $25213484.94       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA0328 | 2054-12-01      | 6.5000%  | 0.0000% | $27101365.56       | $28184583.05       | Agency Mortgage-Backed Securities |

### Security 196: Ken-Vin Life Co. LLC

- **C.1 - Title:** Ken-Vin Life Co. LLC 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 48849PAB4, C.4 - ISIN: US48849PAB40, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $45930000.00
- **C.18.a - Value (excl. sponsor support):** $45930000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 197: L Ward Huntley Irrevocable Life Insurance Trust u/a April 1 2021

- **C.1 - Title:** L Ward Huntley Irrevocable Life Insurance Trust u/a April 1 2021 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 50248DAA6, C.4 - ISIN: US50248DAA63, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $21350000.00
- **C.18.a - Value (excl. sponsor support):** $21350000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 198: La Mesa Senior Living LP

- **C.1 - Title:** La Mesa Senior Living LP 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 503667AA5, C.4 - ISIN: US503667AA54, C.3 - LEI: 549300MT3J8CYDB9JX03
- **C.18 - Value (incl. sponsor support):** $48125000.00
- **C.18.a - Value (excl. sponsor support):** $48125000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 199: Legado Encino LLC

- **C.1 - Title:** Legado Encino LLC 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 52473EAA6, C.4 - ISIN: US52473EAA64, C.3 - LEI: 549300TDU6EBKEPEUV84
- **C.18 - Value (incl. sponsor support):** $19500000.00
- **C.18.a - Value (excl. sponsor support):** $19500000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 200: MBW Legacy Investments LLC

- **C.1 - Title:** MBW Legacy Investments LLC 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 55285MAB7, C.4 - ISIN: US55285MAB72, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10920000.00
- **C.18.a - Value (excl. sponsor support):** $10920000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 201: Mitchell 2019 Irrevocable Life Insurance Trust

- **C.1 - Title:** Mitchell 2019 Irrevocable Life Insurance Trust 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 60669LAA7, C.4 - ISIN: US60669LAA70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $25905000.00
- **C.18.a - Value (excl. sponsor support):** $25905000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 202: MUFG Securities Americas

- **C.1 - Title:** MUFG Securities Americas 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 606745008, C.3 - LEI: N/A, C.5 - Other ID: 606745008_4.34_0604
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| 04.500 FGPC U99191 G | 2048-09-01      | 4.5000%  | 0.0000% | $237099.84         | $229128.54         | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q45735 G | 2047-01-01      | 3.0000%  | 0.0000% | $14605505.68       | $12758298.70       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4917 | 2052-10-01      | 5.5000%  | 0.0000% | $1990271.90        | $1988242.93        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB6590 | 2053-06-01      | 4.0000%  | 0.0000% | $19636.76          | $18045.79          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  | 0.0000% | $4284642.60        | $4171497.09        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA4818 | 2052-10-01      | 6.0000%  | 0.0000% | $132867.97         | $135027.65         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4803 | 2052-11-01      | 3.5000%  | 0.0000% | $222048.49         | $197462.27         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4979 | 2053-04-01      | 5.5000%  | 0.0000% | $3179391.59        | $3163054.46        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5011 | 2053-05-01      | 6.0000%  | 0.0000% | $8473.42           | $8619.68           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  | 0.0000% | $4458240.07        | $4433049.04        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA5452 | 2044-08-01      | 5.0000%  | 0.0000% | $766531.51         | $760839.08         | Agency Mortgage-Backed Securities |
| GNII SF MA7534 M     | 2051-08-20      | 2.5000%  | 0.0000% | $1838649.49        | $1541641.20        | Agency Mortgage-Backed Securities |
| GNII SF MA7767 M     | 2051-12-20      | 2.5000%  | 0.0000% | $532840.31         | $446767.36         | Agency Mortgage-Backed Securities |
| GNII SF MA7826 M     | 2052-01-20      | 2.0000%  | 0.0000% | $3557910.00        | $2856073.51        | Agency Mortgage-Backed Securities |
| GNII SF MA7828 M     | 2052-01-20      | 3.0000%  | 0.0000% | $5908314.80        | $5151203.65        | Agency Mortgage-Backed Securities |
| GNII SF MA8201 M     | 2052-08-20      | 4.5000%  | 0.0000% | $7724573.41        | $7346725.91        | Agency Mortgage-Backed Securities |
| GNII SF MA8267 M     | 2052-09-20      | 4.0000%  | 0.0000% | $14294215.21       | $13172794.32       | Agency Mortgage-Backed Securities |
| GNII SF MA8323 M     | 2037-10-20      | 6.5000%  | 0.0000% | $349699.33         | $369599.36         | Agency Mortgage-Backed Securities |
| GNII SF 004682 M     | 2040-04-20      | 6.5000%  | 0.0000% | $2226.88           | $2343.74           | Agency Mortgage-Backed Securities |
| GNII SF 004837 M     | 2040-10-20      | 6.0000%  | 0.0000% | $1154.89           | $1205.02           | Agency Mortgage-Backed Securities |
| 05.000 FGPC C79405 G | 2033-05-01      | 5.0000%  | 0.0000% | $61.63             | $62.29             | Agency Mortgage-Backed Securities |
| 05.000 FGPC G30296 G | 2026-08-01      | 5.0000%  | 0.0000% | $237.12            | $237.58            | Agency Mortgage-Backed Securities |
| 04.500 FGPC G30669 G | 2033-12-01      | 4.5000%  | 0.0000% | $3828.62           | $3862.64           | Agency Mortgage-Backed Securities |
| 06.000 FGPC A60373 G | 2037-05-01      | 6.0000%  | 0.0000% | $5601.85           | $5737.10           | Agency Mortgage-Backed Securities |
| 05.000 FGPC G01840 G | 2035-07-01      | 5.0000%  | 0.0000% | $15185.61          | $15266.13          | Agency Mortgage-Backed Securities |
| 05.000 FGPC G07806 G | 2041-06-01      | 5.0000%  | 0.0000% | $49899.22          | $50128.50          | Agency Mortgage-Backed Securities |
| 02.000 FGPC G15452 G | 2025-07-01      | 2.0000%  | 0.0000% | $87.86             | $87.81             | Agency Mortgage-Backed Securities |
| 02.500 FGPC G16350 G | 2032-10-01      | 2.5000%  | 0.0000% | $2089.48           | $1996.21           | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08789 G | 2047-11-01      | 4.0000%  | 0.0000% | $107398.72         | $100816.16         | Agency Mortgage-Backed Securities |
| 03.000 FGPC G18557 G | 2030-06-01      | 3.0000%  | 0.0000% | $293.15            | $286.18            | Agency Mortgage-Backed Securities |
| 03.000 FGPC C91441 G | 2032-04-01      | 3.0000%  | 0.0000% | $2126.14           | $2057.42           | Agency Mortgage-Backed Securities |
| 03.500 FGPC C91844 G | 2035-09-01      | 3.5000%  | 0.0000% | $24355.51          | $23630.33          | Agency Mortgage-Backed Securities |
| 03.000 FGPC C91927 G | 2037-05-01      | 3.0000%  | 0.0000% | $19342.24          | $18165.70          | Agency Mortgage-Backed Securities |
| 03.000 FGPC C91975 G | 2038-02-01      | 3.0000%  | 0.0000% | $12834.27          | $11973.50          | Agency Mortgage-Backed Securities |
| 03.500 FGPC C92009 G | 2038-08-01      | 3.5000%  | 0.0000% | $5257.38           | $5040.05           | Agency Mortgage-Backed Securities |
| 04.000 FGPC C92014 G | 2038-09-01      | 4.0000%  | 0.0000% | $10111.96          | $9911.26           | Agency Mortgage-Backed Securities |
| 03.000 FGPC J17508 G | 2026-12-01      | 3.0000%  | 0.0000% | $246.28            | $243.98            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3055 | 2055-03-01      | 6.0000%  | 0.0000% | $1436036.28        | $1474690.55        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3695 | 2047-12-01      | 4.0000%  | 0.0000% | $1317108.10        | $1232432.83        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4070 | 2050-08-01      | 2.5000%  | 0.0000% | $35039745.69       | $28955230.12       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM4929 | 2048-03-01      | 3.5000%  | 0.0000% | $29004138.29       | $26412109.34       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM5000 | 2050-07-01      | 3.5000%  | 0.0000% | $1466.89           | $1317.56           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFM6015 | 2039-08-01      | 3.5000%  | 0.0000% | $39843.58          | $38406.52          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM7083 | 2051-04-01      | 2.0000%  | 0.0000% | $299191.18         | $232579.29         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM7151 | 2051-05-01      | 2.0000%  | 0.0000% | $34693752.66       | $27237167.03       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM6733 | 2035-02-01      | 2.5000%  | 0.0000% | $3009.53           | $2886.77           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTFM7464 | 2040-06-01      | 4.5000%  | 0.0000% | $9823.90           | $9808.55           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM7475 | 2050-10-02      | 4.5000%  | 0.0000% | $1081916.09        | $1037503.44        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8745 | 2051-09-01      | 2.5000%  | 0.0000% | $331171.96         | $270471.75         | Agency Mortgage-Backed Securities |
| 06.500 FGPC H09197 G | 2038-10-01      | 6.5000%  | 0.0000% | $3909.19           | $4020.82           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD1215 | 2046-06-01      | 3.5000%  | 0.0000% | $306921.65         | $279285.95         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0434 | 2051-11-01      | 2.5000%  | 0.0000% | $43694.64          | $36415.37          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0675 | 2052-02-01      | 3.0000%  | 0.0000% | $12038.90          | $10267.73          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1171 | 2052-01-01      | 3.0000%  | 0.0000% | $835975.53         | $713249.86         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1430 | 2052-04-01      | 3.5000%  | 0.0000% | $31274745.46       | $27907595.15       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1475 | 2052-04-01      | 3.5000%  | 0.0000% | $61652.62          | $55327.77          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1640 | 2052-04-01      | 4.0000%  | 0.0000% | $255977.71         | $237454.45         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2656 | 2052-08-01      | 4.5000%  | 0.0000% | $4535829.94        | $4310417.33        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1949 | 2052-06-01      | 4.0000%  | 0.0000% | $40704.79          | $37507.44          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2066 | 2052-06-01      | 4.0000%  | 0.0000% | $158440.86         | $146681.73         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2323 | 2052-07-01      | 4.0000%  | 0.0000% | $600313.34         | $554671.65         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS3306 | 2050-11-01      | 3.0000%  | 0.0000% | $116467.45         | $101362.28         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS4018 | 2052-07-01      | 3.0000%  | 0.0000% | $1702.25           | $1455.70           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5284 | 2050-09-01      | 3.5000%  | 0.0000% | $5486662.64        | $4919075.31        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5343 | 2053-07-01      | 6.0000%  | 0.0000% | $26392.27          | $26817.14          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4531 | 2052-11-01      | 5.5000%  | 0.0000% | $82267.63          | $84213.47          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4522 | 2053-05-01      | 5.0000%  | 0.0000% | $214827.81         | $208767.25         | Agency Mortgage-Backed Securities |
| GNII SF BN4433 C     | 2049-06-20      | 3.5000%  | 0.0000% | $665389.13         | $590395.41         | Agency Mortgage-Backed Securities |
| GNII SF BU7041 C     | 2050-06-20      | 3.5000%  | 0.0000% | $286384.62         | $257259.43         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM3052 | 2047-10-01      | 4.5000%  | 0.0000% | $103736.66         | $99663.13          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM4890 | 2048-01-01      | 4.5000%  | 0.0000% | $3175847.02        | $3056635.25        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5082 | 2048-11-01      | 4.5000%  | 0.0000% | $231276.10         | $223871.79         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN1628 | 2048-11-01      | 4.5000%  | 0.0000% | $193982.33         | $186319.64         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBO2560 | 2049-07-01      | 5.0000%  | 0.0000% | $293604.46         | $290798.12         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBO7222 | 2050-01-01      | 4.0000%  | 0.0000% | $824.92            | $766.29            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBP7229 | 2050-07-01      | 2.0000%  | 0.0000% | $27754096.08       | $21795544.52       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4571 | 2053-05-01      | 5.5000%  | 0.0000% | $96864.59          | $96982.91          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5079 | 2050-03-01      | 5.0000%  | 0.0000% | $335219.71         | $331609.32         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS7160 | 2054-02-01      | 6.5000%  | 0.0000% | $63141.34          | $66174.72          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS6426 | 2052-03-01      | 2.5000%  | 0.0000% | $10749223.82       | $8914620.35        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS6444 | 2053-10-01      | 5.0000%  | 0.0000% | $293405.72         | $286763.25         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS8868 | 2053-02-01      | 5.0000%  | 0.0000% | $19719510.00       | $19204846.13       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8644 | 2054-05-01      | 5.5000%  | 0.0000% | $15766365.04       | $15764812.93       | Agency Mortgage-Backed Securities |
| GNII SF MA0462 M     | 2042-10-20      | 3.5000%  | 0.0000% | $191601.36         | $175585.30         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAH0968 | 2025-12-01      | 3.5000%  | 0.0000% | $58756.80          | $58578.50          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL0519 | 2026-03-01      | 4.0000%  | 0.0000% | $9098.54           | $9083.57           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL1371 | 2027-01-01      | 4.0000%  | 0.0000% | $3344.11           | $3333.77           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ7559 | 2050-11-01      | 2.0000%  | 0.0000% | $1076024.01        | $836713.16         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV3162 | 2052-05-01      | 3.0000%  | 0.0000% | $296003.50         | $256216.69         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV7939 | 2052-08-01      | 5.5000%  | 0.0000% | $11080402.87       | $11063145.77       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV8543 | 2052-05-01      | 3.5000%  | 0.0000% | $2015483.17        | $1810463.07        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS9389 | 2048-06-01      | 4.0000%  | 0.0000% | $3169081.13        | $2998921.19        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA9723 | 2054-03-01      | 5.5000%  | 0.0000% | $16671206.90       | $16680835.45       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL888268 | 2037-03-01      | 6.0000%  | 0.0000% | $1454.52           | $1521.16           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889226 | 2036-02-01      | 6.0000%  | 0.0000% | $15844.33          | $16525.73          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL994637 | 2038-11-01      | 5.5000%  | 0.0000% | $11041.76          | $11240.96          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL995072 | 2038-08-01      | 5.5000%  | 0.0000% | $22314.84          | $22744.79          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAA7937 | 2037-01-01      | 4.5000%  | 0.0000% | $689.70            | $680.13            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAB2518 | 2026-03-01      | 4.0000%  | 0.0000% | $282.94            | $282.26            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB3314 | 2041-07-01      | 4.5000%  | 0.0000% | $42111.64          | $41370.10          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAB7391 | 2042-12-01      | 2.5000%  | 0.0000% | $179001.17         | $155292.09         | Agency Mortgage-Backed Securities |
| GNII SF MA3662 M     | 2046-05-20      | 3.0000%  | 0.0000% | $12834185.66       | $11353796.57       | Agency Mortgage-Backed Securities |
| GNII SF MA3942 M     | 2038-11-20      | 6.0000%  | 0.0000% | $3299.90           | $3452.53           | Agency Mortgage-Backed Securities |
| GNII SF MA4197 M     | 2047-01-20      | 4.0000%  | 0.0000% | $56571.95          | $52697.46          | Agency Mortgage-Backed Securities |
| GNII SF MA4267 M     | 2034-09-20      | 6.0000%  | 0.0000% | $435426.73         | $455683.80         | Agency Mortgage-Backed Securities |
| GNII SF CU2153 C     | 2053-05-20      | 5.5000%  | 0.0000% | $14251023.04       | $14254023.68       | Agency Mortgage-Backed Securities |
| GNII SF CU2161 C     | 2053-06-20      | 6.5000%  | 0.0000% | $1734287.16        | $1794597.19        | Agency Mortgage-Backed Securities |
| GNII SF CU2172 C     | 2053-08-20      | 6.5000%  | 0.0000% | $10436689.17       | $10799636.63       | Agency Mortgage-Backed Securities |
| GNII SF CV6261 C     | 2053-09-20      | 6.5000%  | 0.0000% | $14114717.85       | $14900274.04       | Agency Mortgage-Backed Securities |
| GNII SF MB0366 M     | 2055-05-20      | 5.5000%  | 0.0000% | $40000000.00       | $39861422.24       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL2723 | 2027-09-01      | 4.0000%  | 0.0000% | $566.17            | $563.94            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL2897 | 2043-01-01      | 3.5000%  | 0.0000% | $2453.65           | $2269.32           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL3914 | 2026-11-01      | 4.0000%  | 0.0000% | $74.33             | $74.11             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL4309 | 2028-10-01      | 4.0000%  | 0.0000% | $2194.94           | $2186.43           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL6589 | 2045-03-01      | 4.0000%  | 0.0000% | $363919.33         | $343563.58         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL6848 | 2044-06-01      | 5.0000%  | 0.0000% | $103.52            | $103.80            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL7299 | 2027-08-01      | 4.0000%  | 0.0000% | $262.73            | $261.14            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL9367 | 2046-11-01      | 3.5000%  | 0.0000% | $51634.01          | $47017.80          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS3538 | 2044-10-01      | 3.5000%  | 0.0000% | $475773.16         | $433530.90         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAS4178 | 2044-12-01      | 5.0000%  | 0.0000% | $47361.73          | $46908.61          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW6011 | 2052-07-01      | 4.0000%  | 0.0000% | $15327.09          | $14154.92          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6306 | 2052-08-01      | 5.0000%  | 0.0000% | $153146.90         | $149911.33         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2048 | 2048-07-01      | 4.5000%  | 0.0000% | $573340.84         | $551137.07         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA3984 | 2049-08-01      | 5.0000%  | 0.0000% | $4130138.50        | $4089377.25        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA4125 | 2049-08-01      | 4.0000%  | 0.0000% | $195272.13         | $181878.26         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA2217 | 2045-02-01      | 4.0000%  | 0.0000% | $9780.47           | $9176.19           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2258 | 2045-04-01      | 3.5000%  | 0.0000% | $13475.97          | $12282.18          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA2473 | 2035-11-01      | 3.5000%  | 0.0000% | $1908.55           | $1848.81           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA3543 | 2033-11-01      | 4.5000%  | 0.0000% | $127759.27         | $128127.73         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA3591 | 2039-02-01      | 4.5000%  | 0.0000% | $44712.51          | $44725.93          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3027 | 2047-06-01      | 4.0000%  | 0.0000% | $1015441.03        | $953266.81         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3088 | 2047-08-01      | 4.0000%  | 0.0000% | $576916.71         | $539472.63         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA3245 | 2038-01-01      | 4.5000%  | 0.0000% | $92762.46          | $93413.10          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3466 | 2048-09-01      | 3.5000%  | 0.0000% | $2318.88           | $2086.83           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3658 | 2034-05-01      | 3.5000%  | 0.0000% | $213.02            | $208.45            | Agency Mortgage-Backed Securities |
| GNII SF MA4720 M     | 2047-09-20      | 4.0000%  | 0.0000% | $16083577.05       | $14945538.87       | Agency Mortgage-Backed Securities |
| GNII SF MA4843 M     | 2039-01-20      | 6.5000%  | 0.0000% | $8159.59           | $8514.95           | Agency Mortgage-Backed Securities |
| GNII SF MA4995 M     | 2033-01-20      | 4.0000%  | 0.0000% | $19261.46          | $19059.33          | Agency Mortgage-Backed Securities |
| GNII SF MA5167 M     | 2033-05-20      | 4.0000%  | 0.0000% | $5420.97           | $5398.40           | Agency Mortgage-Backed Securities |
| GNII SF MA5471 M     | 2048-09-20      | 6.5000%  | 0.0000% | $157195.11         | $165497.55         | Agency Mortgage-Backed Securities |
| GNII SF MA5656 M     | 2038-07-20      | 6.5000%  | 0.0000% | $2465.67           | $2545.18           | Agency Mortgage-Backed Securities |
| GNII SF MA5907 M     | 2034-04-20      | 4.5000%  | 0.0000% | $18067.71          | $18128.62          | Agency Mortgage-Backed Securities |
| GNII SF MA5881 M     | 2038-11-20      | 6.5000%  | 0.0000% | $2937.53           | $3080.60           | Agency Mortgage-Backed Securities |
| GNII SF MA5991 M     | 2049-06-20      | 6.5000%  | 0.0000% | $15275.05          | $16036.44          | Agency Mortgage-Backed Securities |
| GNII SF MA7109 M     | 2036-01-20      | 3.5000%  | 0.0000% | $91667.71          | $87713.02          | Agency Mortgage-Backed Securities |
| GNII SF MA7167 M     | 2036-02-20      | 3.5000%  | 0.0000% | $14381.62          | $13766.94          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAX5294 | 2027-01-01      | 4.0000%  | 0.0000% | $34.64             | $34.50             | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0199 | 2051-04-01      | 3.0000%  | 0.0000% | $178090.45         | $152553.47         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICB3219 | 2037-03-01      | 3.0000%  | 0.0000% | $41046.25          | $39084.02          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3412 | 2052-04-01      | 3.5000%  | 0.0000% | $47255.43          | $42516.16          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4036 | 2052-07-01      | 5.0000%  | 0.0000% | $69808.24          | $68352.86          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA3833 | 2049-11-01      | 2.5000%  | 0.0000% | $25292908.99       | $20900160.21       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3871 | 2049-12-01      | 3.0000%  | 0.0000% | $1190645.27        | $1021080.31        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4182 | 2050-11-01      | 2.0000%  | 0.0000% | $29083990.81       | $22802026.53       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4326 | 2051-05-01      | 2.5000%  | 0.0000% | $1351240.58        | $1107356.37        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5319 | 2039-03-01      | 4.5000%  | 0.0000% | $8040.49           | $7944.09           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5354 | 2054-05-01      | 6.0000%  | 0.0000% | $483803.75         | $490744.56         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5373 | 2039-05-01      | 4.5000%  | 0.0000% | $4318.53           | $4266.75           | Agency Mortgage-Backed Securities |
| GNII SF MA6383 M     | 2035-01-20      | 4.0000%  | 0.0000% | $23970.38          | $23273.47          | Agency Mortgage-Backed Securities |
| GNII SF MA6411 M     | 2049-12-20      | 4.0000%  | 0.0000% | $1356.74           | $1254.86           | Agency Mortgage-Backed Securities |
| GNII SF MA6480 M     | 2050-02-20      | 6.0000%  | 0.0000% | $155643.96         | $165162.89         | Agency Mortgage-Backed Securities |
| GNII SF MA6547 M     | 2050-02-20      | 6.0000%  | 0.0000% | $50900.78          | $53266.31          | Agency Mortgage-Backed Securities |
| GNII SF MA6632 M     | 2035-05-20      | 4.0000%  | 0.0000% | $22517.25          | $21843.05          | Agency Mortgage-Backed Securities |
| GNII SF MA6764 M     | 2050-07-20      | 2.0000%  | 0.0000% | $1270.29           | $1022.13           | Agency Mortgage-Backed Securities |
| GNII SF MA6796 M     | 2035-08-20      | 4.0000%  | 0.0000% | $15226.43          | $14749.09          | Agency Mortgage-Backed Securities |
| GNII SF MA6842 M     | 2035-09-20      | 3.5000%  | 0.0000% | $30248.05          | $28948.75          | Agency Mortgage-Backed Securities |
| GNII SF MA6930 M     | 2050-10-20      | 2.0000%  | 0.0000% | $955105.35         | $766700.42         | Agency Mortgage-Backed Securities |
| GNII SF MA6994 M     | 2050-11-20      | 2.0000%  | 0.0000% | $317543.02         | $254904.20         | Agency Mortgage-Backed Securities |
| GNII SF MA7026 M     | 2035-12-20      | 3.5000%  | 0.0000% | $138826.01         | $132862.66         | Agency Mortgage-Backed Securities |
| GNII SF MA7989 M     | 2052-04-20      | 3.5000%  | 0.0000% | $1030272.00        | $919218.40         | Agency Mortgage-Backed Securities |
| GNII SF MA7218 M     | 2036-01-20      | 1.5000%  | 0.0000% | $50407.07          | $44603.11          | Agency Mortgage-Backed Securities |
| GNII SF 002615 M     | 2028-07-20      | 6.5000%  | 0.0000% | $78.83             | $80.85             | Agency Mortgage-Backed Securities |
| GNII SF 002630 M     | 2028-08-20      | 6.5000%  | 0.0000% | $376.35            | $385.96            | Agency Mortgage-Backed Securities |
| GNII SF 002135 M     | 2025-12-20      | 6.5000%  | 0.0000% | $64.27             | $65.91             | Agency Mortgage-Backed Securities |
| GNII SF 002167 M     | 2026-02-20      | 6.5000%  | 0.0000% | $561.07            | $575.39            | Agency Mortgage-Backed Securities |
| GNII SF 002426 M     | 2027-05-20      | 6.5000%  | 0.0000% | $13.65             | $14.00             | Agency Mortgage-Backed Securities |
| GNII SF 002547 M     | 2028-02-20      | 6.5000%  | 0.0000% | $924.92            | $948.53            | Agency Mortgage-Backed Securities |
| GNII SF 002729 M     | 2029-03-20      | 6.5000%  | 0.0000% | $906.39            | $930.48            | Agency Mortgage-Backed Securities |
| GNII SF 002808 M     | 2029-09-20      | 6.5000%  | 0.0000% | $855.84            | $877.69            | Agency Mortgage-Backed Securities |
| GNII SF 003025 M     | 2031-01-20      | 6.5000%  | 0.0000% | $1259.04           | $1291.18           | Agency Mortgage-Backed Securities |
| GNII SF 003095 M     | 2031-06-20      | 6.5000%  | 0.0000% | $1438.08           | $1498.28           | Agency Mortgage-Backed Securities |
| GNII SF 003149 M     | 2031-10-20      | 6.0000%  | 0.0000% | $360.30            | $375.11            | Agency Mortgage-Backed Securities |
| GNII SF 003160 M     | 2031-11-20      | 6.0000%  | 0.0000% | $340.34            | $355.38            | Agency Mortgage-Backed Securities |
| GNII SF 003214 M     | 2032-03-20      | 6.0000%  | 0.0000% | $214.28            | $224.75            | Agency Mortgage-Backed Securities |
| GNII SF 003215 M     | 2032-03-20      | 6.5000%  | 0.0000% | $75.53             | $78.64             | Agency Mortgage-Backed Securities |
| GNII SF 003249 M     | 2032-06-20      | 6.0000%  | 0.0000% | $181.15            | $188.43            | Agency Mortgage-Backed Securities |
| GNII SF 003261 M     | 2032-07-20      | 6.5000%  | 0.0000% | $1840.37           | $1919.66           | Agency Mortgage-Backed Securities |
| GNII SF 003348 M     | 2033-02-20      | 6.5000%  | 0.0000% | $171.51            | $177.89            | Agency Mortgage-Backed Securities |
| GNII SF 003376 M     | 2033-04-20      | 6.0000%  | 0.0000% | $1909.75           | $1974.13           | Agency Mortgage-Backed Securities |
| GNII SF 003432 M     | 2033-08-20      | 6.5000%  | 0.0000% | $6159.90           | $6324.02           | Agency Mortgage-Backed Securities |
| GNII SF 003460 M     | 2033-10-20      | 6.0000%  | 0.0000% | $765.73            | $793.77            | Agency Mortgage-Backed Securities |
| GNII SF 004401 M     | 2039-03-20      | 6.5000%  | 0.0000% | $5469.40           | $5799.84           | Agency Mortgage-Backed Securities |
| GNII SF 003693 M     | 2035-03-20      | 6.5000%  | 0.0000% | $15951.56          | $16698.99          | Agency Mortgage-Backed Securities |
| GNII SF 003713 M     | 2035-05-20      | 6.5000%  | 0.0000% | $1005.60           | $1066.60           | Agency Mortgage-Backed Securities |
| GNII SF 003831 M     | 2036-03-20      | 6.0000%  | 0.0000% | $586.55            | $612.01            | Agency Mortgage-Backed Securities |
| GNII SF 003880 M     | 2036-07-20      | 6.5000%  | 0.0000% | $3193.00           | $3385.63           | Agency Mortgage-Backed Securities |
| GNII SF 003891 M     | 2036-08-20      | 6.5000%  | 0.0000% | $678.28            | $708.52            | Agency Mortgage-Backed Securities |
| GNII SF 003900 M     | 2036-09-20      | 6.5000%  | 0.0000% | $5046.84           | $5464.90           | Agency Mortgage-Backed Securities |
| GNII SF 003910 M     | 2036-10-20      | 6.0000%  | 0.0000% | $2798.67           | $2922.35           | Agency Mortgage-Backed Securities |
| GNII SF 003911 M     | 2036-10-20      | 6.5000%  | 0.0000% | $567.30            | $614.28            | Agency Mortgage-Backed Securities |
| GNII SF 003955 M     | 2037-02-20      | 6.5000%  | 0.0000% | $278.20            | $289.86            | Agency Mortgage-Backed Securities |
| GNII SF 003986 M     | 2037-05-20      | 6.0000%  | 0.0000% | $6222.82           | $6574.35           | Agency Mortgage-Backed Securities |
| GNII SF 004017 M     | 2037-08-20      | 6.0000%  | 0.0000% | $4825.37           | $5049.83           | Agency Mortgage-Backed Securities |
| GNII SF 004116 M     | 2038-04-20      | 6.5000%  | 0.0000% | $1903.45           | $1981.99           | Agency Mortgage-Backed Securities |
| GNII SF 004146 M     | 2038-05-20      | 6.5000%  | 0.0000% | $336.53            | $350.29            | Agency Mortgage-Backed Securities |
| GNII SF 004292 M     | 2038-11-20      | 6.5000%  | 0.0000% | $27510.07          | $28740.63          | Agency Mortgage-Backed Securities |
| 04.000 FGPC G67713 G | 2048-06-01      | 4.0000%  | 0.0000% | $1846686.51        | $1728755.67        | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q50035 G | 2047-08-01      | 3.5000%  | 0.0000% | $57428.91          | $52220.99          | Agency Mortgage-Backed Securities |
| 04.000 FGPC G61467 G | 2047-11-01      | 4.0000%  | 0.0000% | $96581.08          | $90177.68          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB6905 | 2054-07-01      | 6.0000%  | 0.0000% | $19637315.43       | $19924812.26       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8840 | 2054-07-01      | 5.5000%  | 0.0000% | $930210.40         | $925832.42         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA0897 | 2051-10-01      | 3.0000%  | 0.0000% | $31959707.66       | $27616212.95       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA0526 | 2051-12-01      | 3.0000%  | 0.0000% | $23865452.21       | $20540485.59       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA0723 | 2052-03-01      | 2.0000%  | 0.0000% | $35377382.88       | $28090565.75       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA0976 | 2052-02-01      | 2.5000%  | 0.0000% | $3382386.66        | $2778068.79        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA0982 | 2051-02-01      | 4.0000%  | 0.0000% | $1707812.27        | $1593795.69        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA1045 | 2052-05-01      | 3.0000%  | 0.0000% | $5928276.19        | $5056811.69        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA1049 | 2046-01-01      | 3.5000%  | 0.0000% | $6163238.05        | $5706809.87        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1220 | 2055-04-01      | 6.0000%  | 0.0000% | $23537320.80       | $24095069.00       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM1986 | 2049-09-01      | 5.0000%  | 0.0000% | $228988.46         | $226629.83         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM2852 | 2046-05-01      | 4.5000%  | 0.0000% | $2994.07           | $2946.03           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM2908 | 2049-10-01      | 5.0000%  | 0.0000% | $83452.52          | $82483.54          | Agency Mortgage-Backed Securities |
| GNII SF MA8429 M     | 2052-10-20      | 5.5000%  | 0.0000% | $15102330.00       | $15102489.42       | Agency Mortgage-Backed Securities |
| GNII SF MA8570 M     | 2053-01-20      | 5.5000%  | 0.0000% | $147219510.00      | $147191472.90      | Agency Mortgage-Backed Securities |
| GNII SF MA9102 M     | 2053-04-20      | 3.5000%  | 0.0000% | $85788.45          | $76613.84          | Agency Mortgage-Backed Securities |
| GNII SF CJ8967 C     | 2052-08-20      | 5.0000%  | 0.0000% | $15587083.94       | $15196156.41       | Agency Mortgage-Backed Securities |

### Security 203: Morris Family Insurance Trust/The

- **C.1 - Title:** Morris Family Insurance Trust/The 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 618052AA2, C.4 - ISIN: US618052AA20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $8170000.00
- **C.18.a - Value (excl. sponsor support):** $8170000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 204: Our Family IV LLC

- **C.1 - Title:** Our Family IV LLC 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 689878AA4, C.4 - ISIN: US689878AA49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $13785000.00
- **C.18.a - Value (excl. sponsor support):** $13785000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 205: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903532J5, C.4 - ISIN: US6903532J52, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $7042500.00
- **C.18.a - Value (excl. sponsor support):** $7042500.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2035-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.590000%
- **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):** $7407200.00
- **C.18.a - Value (excl. sponsor support):** $7407200.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 207: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903532T3, C.4 - ISIN: US6903532T35, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $3968000.00
- **C.18.a - Value (excl. sponsor support):** $3968000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2035-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903532U0, C.4 - ISIN: US6903532U08, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $7746750.00
- **C.18.a - Value (excl. sponsor support):** $7746750.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2035-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533H8, C.4 - ISIN: US6903533H87, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $8922650.00
- **C.18.a - Value (excl. sponsor support):** $8922650.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 210: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533J4, C.4 - ISIN: US6903533J44, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $3968000.00
- **C.18.a - Value (excl. sponsor support):** $3968000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2035-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533K1, C.4 - ISIN: US6903533K17, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $3130000.00
- **C.18.a - Value (excl. sponsor support):** $3130000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2035-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533U9, C.4 - ISIN: US6903533U98, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $694736.79
- **C.18.a - Value (excl. sponsor support):** $694736.79
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-11-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533V7, C.4 - ISIN: US6903533V71, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $3000000.34
- **C.18.a - Value (excl. sponsor support):** $3000000.34
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 214: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533X3, C.4 - ISIN: US6903533X38, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $3045568.42
- **C.18.a - Value (excl. sponsor support):** $3045568.42
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 215: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534D6, C.4 - ISIN: US6903534D64, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $2269250.00
- **C.18.a - Value (excl. sponsor support):** $2269250.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2035-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534E4, C.4 - ISIN: US6903534E48, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $7063040.00
- **C.18.a - Value (excl. sponsor support):** $7063040.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2035-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534F1, C.4 - ISIN: US6903534F13, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $8928570.53
- **C.18.a - Value (excl. sponsor support):** $8928570.53
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 218: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903535F0, C.4 - ISIN: US6903535F04, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $19833332.38
- **C.18.a - Value (excl. sponsor support):** $19833332.38
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 219: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.590000%
- **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):** $40813953.96
- **C.18.a - Value (excl. sponsor support):** $40813953.96
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 220: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.590000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353A31, C.4 - ISIN: US690353A310, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $4496000.01
- **C.18.a - Value (excl. sponsor support):** $4496000.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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. 4.590000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353A49, C.4 - ISIN: US690353A492, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $8430000.02
- **C.18.a - Value (excl. sponsor support):** $8430000.02
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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. 4.590000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353C39, C.4 - ISIN: US690353C399, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $2641400.01
- **C.18.a - Value (excl. sponsor support):** $2641400.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 223: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353P76, C.4 - ISIN: US690353P763, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $16223000.00
- **C.18.a - Value (excl. sponsor support):** $16223000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 224: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353P84, C.4 - ISIN: US690353P847, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $7169811.10
- **C.18.a - Value (excl. sponsor support):** $7169811.10
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 225: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.590000%
- **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):** $7410352.00
- **C.18.a - Value (excl. sponsor support):** $7410352.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 226: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353S57, C.4 - ISIN: US690353S577, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $6975890.00
- **C.18.a - Value (excl. sponsor support):** $6975890.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 227: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353T56, C.4 - ISIN: US690353T567, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $9390000.00
- **C.18.a - Value (excl. sponsor support):** $9390000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2035-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.590000%
- **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):** $11240032.00
- **C.18.a - Value (excl. sponsor support):** $11240032.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 229: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353V46, C.4 - ISIN: US690353V464, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $11761675.00
- **C.18.a - Value (excl. sponsor support):** $11761675.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 230: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353V87, C.4 - ISIN: US690353V878, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $13888000.00
- **C.18.a - Value (excl. sponsor support):** $13888000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2035-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353VS3, C.4 - ISIN: US690353VS38, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $12716000.00
- **C.18.a - Value (excl. sponsor support):** $12716000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 232: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353VV6, C.4 - ISIN: US690353VV66, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $11741875.00
- **C.18.a - Value (excl. sponsor support):** $11741875.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 233: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.590000%
- **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):** $8466272.00
- **C.18.a - Value (excl. sponsor support):** $8466272.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 234: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353WB9, C.4 - ISIN: US690353WB93, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $12247009.53
- **C.18.a - Value (excl. sponsor support):** $12247009.53
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 235: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.590000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353XK8, C.4 - ISIN: US690353XK83, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $7137400.02
- **C.18.a - Value (excl. sponsor support):** $7137400.02
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 236: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353YG6, C.4 - ISIN: US690353YG62, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $13948719.37
- **C.18.a - Value (excl. sponsor support):** $13948719.37
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 237: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.590000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353YY7, C.4 - ISIN: US690353YY78, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $2810000.01
- **C.18.a - Value (excl. sponsor support):** $2810000.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 238: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.590000%
- **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):** $2206400.00
- **C.18.a - Value (excl. sponsor support):** $2206400.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 239: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Z83, C.4 - ISIN: US690353Z838, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $3974635.00
- **C.18.a - Value (excl. sponsor support):** $3974635.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 240: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.590000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353ZD2, C.4 - ISIN: US690353ZD23, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $6575400.02
- **C.18.a - Value (excl. sponsor support):** $6575400.02
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 241: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.590000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353ZF7, C.4 - ISIN: US690353ZF70, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $3821600.01
- **C.18.a - Value (excl. sponsor support):** $3821600.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 242: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.590000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353ZP5, C.4 - ISIN: US690353ZP52, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $3934000.01
- **C.18.a - Value (excl. sponsor support):** $3934000.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 243: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.590000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353ZT7, C.4 - ISIN: US690353ZT74, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $11408600.03
- **C.18.a - Value (excl. sponsor support):** $11408600.03
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 244: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353ZU4, C.4 - ISIN: US690353ZU48, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $10853501.49
- **C.18.a - Value (excl. sponsor support):** $10853501.49
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 245: Plaza Patria Court Ltd. a California LP

- **C.1 - Title:** Plaza Patria Court Ltd. a California LP 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 72820VAA6, C.4 - ISIN: US72820VAA61, C.3 - LEI: 549300PD6SGONNYS0B90
- **C.18 - Value (incl. sponsor support):** $17325000.00
- **C.18.a - Value (excl. sponsor support):** $17325000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 246: Renaissance 88 Co. LP

- **C.1 - Title:** Renaissance 88 Co. LP 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 75972XAA1, C.4 - ISIN: US75972XAA19, C.3 - LEI: 254900D7X1HWVKEPZK68
- **C.18 - Value (incl. sponsor support):** $27000000.00
- **C.18.a - Value (excl. sponsor support):** $27000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 247: Rock Hill SI LLC

- **C.1 - Title:** Rock Hill SI LLC 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 77227PAA7, C.4 - ISIN: US77227PAA75, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $35700000.00
- **C.18.a - Value (excl. sponsor support):** $35700000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 248: Rohnert Park 668 LP

- **C.1 - Title:** Rohnert Park 668 LP 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 77540BAA8, C.4 - ISIN: US77540BAA89, C.3 - LEI: 5493003XKPAFCX3G2362
- **C.18 - Value (incl. sponsor support):** $20920000.00
- **C.18.a - Value (excl. sponsor support):** $20920000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 249: 17th Street Rentals LLC

- **C.1 - Title:** 17th Street Rentals LLC 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 81815VAA4, C.4 - ISIN: US81815VAA44, C.3 - LEI: 549300NEPGL3MYTX1E03
- **C.18 - Value (incl. sponsor support):** $18200000.00
- **C.18.a - Value (excl. sponsor support):** $18200000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 250: Southside Brookshore Associates LP

- **C.1 - Title:** Southside Brookshore Associates LP 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 84471LAA5, C.4 - ISIN: US84471LAA52, C.3 - LEI: 549300WK0XETJF5RWI83
- **C.18 - Value (incl. sponsor support):** $7640000.00
- **C.18.a - Value (excl. sponsor support):** $7640000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 251: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 853993004, C.3 - LEI: N/A, C.5 - Other ID: 853993004_4.25_0602
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  | 0.0000% | $29401000.00       | $29952372.95       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45    | 2045-08-15      | 2.8750%  | 0.0000% | $11124800.00       | $8219999.79        | U.S. Treasuries (including strips) |
| BILL 01/22/26    | 2026-01-22      | 0.0000%  | 0.0000% | $45431300.00       | $44244225.56       | U.S. Treasuries (including strips) |
| BILL 07/24/25    | 2025-07-24      | 0.0000%  | 0.0000% | $63968800.00       | $63579357.95       | U.S. Treasuries (including strips) |
| BILL 08/28/25    | 2025-08-28      | 0.0000%  | 0.0000% | $32840900.00       | $32504116.57       | U.S. Treasuries (including strips) |

### Security 252: Fixed Income Clearing Corp. - State Street Bank & Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank & Trust Co. 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 857466007, C.3 - LEI: 549300ZFEEJ2IP5VME73, C.5 - Other ID: 857466007_4.35_0602
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.6400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.500 CLDA5014 | 2053-11-01      | 6.5000%  | 0.0000% | $15377.67          | $15996.76          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8367 | 2053-10-01      | 5.5000%  | 0.0000% | $1631439.60        | $1622221.24        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  | 0.0000% | $212358.22         | $210967.60         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3642 | 2053-09-01      | 6.0000%  | 0.0000% | $164737.02         | $168639.04         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q36002 G | 2045-09-01      | 3.5000%  | 0.0000% | $2770303.36        | $2525952.76        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q49353 G | 2047-07-01      | 4.0000%  | 0.0000% | $192.03            | $179.81            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL796097 | 2034-10-01      | 6.0000%  | 0.0000% | $506276.38         | $526437.99         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5293 | 2052-12-01      | 5.5000%  | 0.0000% | $6072104.66        | $6177805.17        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5330 | 2052-12-01      | 6.5000%  | 0.0000% | $12588385.67       | $13230835.33       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4679 | 2052-09-01      | 5.0000%  | 0.0000% | $8181313.98        | $8072476.15        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4794 | 2052-10-01      | 4.5000%  | 0.0000% | $2828068.04        | $2674464.36        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4911 | 2052-10-01      | 5.5000%  | 0.0000% | $11618431.60       | $11685209.19       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5133 | 2052-11-01      | 5.5000%  | 0.0000% | $16430019.74       | $16574678.77       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5160 | 2052-11-01      | 6.5000%  | 0.0000% | $8476978.99        | $8834242.21        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5460 | 2053-01-01      | 5.5000%  | 0.0000% | $3845578.28        | $3836931.71        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5489 | 2053-01-01      | 6.0000%  | 0.0000% | $10452197.20       | $10627170.47       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5468 | 2053-01-01      | 5.5000%  | 0.0000% | $10490850.96       | $10540572.93       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5479 | 2053-01-01      | 6.0000%  | 0.0000% | $9471241.18        | $9682547.73        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5487 | 2053-01-01      | 6.0000%  | 0.0000% | $276272.45         | $284822.35         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5595 | 2053-01-01      | 5.0000%  | 0.0000% | $8466236.69        | $8240000.03        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5711 | 2053-02-01      | 6.5000%  | 0.0000% | $7328744.28        | $7675863.74        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5856 | 2053-03-01      | 6.0000%  | 0.0000% | $1878154.26        | $1919714.68        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5988 | 2053-04-01      | 5.5000%  | 0.0000% | $922.67            | $922.34            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6075 | 2053-04-01      | 5.5000%  | 0.0000% | $8537474.08        | $8560495.86        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7119 | 2053-09-01      | 6.0000%  | 0.0000% | $2626776.62        | $2673880.85        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7138 | 2053-09-01      | 6.5000%  | 0.0000% | $15404065.62       | $15970736.69       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6466 | 2053-06-01      | 6.0000%  | 0.0000% | $9410393.88        | $9636895.79        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6616 | 2053-06-01      | 6.0000%  | 0.0000% | $26469453.75       | $26962535.55       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6691 | 2053-07-01      | 5.0000%  | 0.0000% | $4863811.69        | $4809637.48        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6745 | 2053-07-01      | 5.5000%  | 0.0000% | $11569768.34       | $11597542.21       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB6778 | 2053-07-01      | 7.0000%  | 0.0000% | $2553552.86        | $2696697.09        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  | 0.0000% | $882701.56         | $878536.58         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6873 | 2053-08-01      | 6.0000%  | 0.0000% | $9706271.30        | $9862788.15        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6849 | 2053-08-01      | 5.5000%  | 0.0000% | $1629541.25        | $1623706.76        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7346 | 2053-10-01      | 6.5000%  | 0.0000% | $2549569.91        | $2651552.98        | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLCB7876 | 2054-01-01      | 7.5000%  | 0.0000% | $240198.33         | $256678.50         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4807 | 2052-11-01      | 5.5000%  | 0.0000% | $1938529.84        | $1936702.88        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  | 0.0000% | $1708.81           | $1662.33           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5011 | 2053-05-01      | 6.0000%  | 0.0000% | $7913247.25        | $8049840.44        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  | 0.0000% | $48185474.40       | $47925540.56       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CKMA5082 | 2053-06-01      | 6.5000%  | 0.0000% | $736467.23         | $752456.02         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5089 | 2053-07-01      | 4.0000%  | 0.0000% | $24313.54          | $22346.17          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIMA5202 | 2038-11-01      | 6.0000%  | 0.0000% | $2183154.90        | $2246844.81        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTMA5429 | 2044-07-01      | 5.5000%  | 0.0000% | $2040638.23        | $2064331.17        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5584 | 2055-01-01      | 4.5000%  | 0.0000% | $1957.31           | $1850.33           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5587 | 2055-01-01      | 6.0000%  | 0.0000% | $1912.54           | $1939.86           | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  | 0.0000% | $318975.13         | $334057.33         | Agency Mortgage-Backed Securities  |
| 06.000 FGPC G04641 G | 2038-08-01      | 6.0000%  | 0.0000% | $749166.05         | $784577.88         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G05566 G | 2038-12-01      | 5.5000%  | 0.0000% | $113.28            | $115.66            | Agency Mortgage-Backed Securities  |
| 06.500 FGPC G06374 G | 2035-11-01      | 6.5000%  | 0.0000% | $759949.80         | $785236.45         | Agency Mortgage-Backed Securities  |
| 06.000 FGPC G07058 G | 2039-09-01      | 6.0000%  | 0.0000% | $369498.64         | $396494.33         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF1787 | 2052-10-01      | 5.5000%  | 0.0000% | $859871.57         | $863946.12         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF1972 | 2052-10-01      | 5.5000%  | 0.0000% | $5324.48           | $5298.45           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  | 0.0000% | $398318.61         | $387553.16         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF4933 | 2052-12-01      | 6.0000%  | 0.0000% | $889031.79         | $902038.62         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQF4956 | 2052-12-01      | 6.5000%  | 0.0000% | $7360750.24        | $7608307.81        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF5828 | 2053-01-01      | 6.0000%  | 0.0000% | $16781758.57       | $17154889.78       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6522 | 2053-01-01      | 5.5000%  | 0.0000% | $1407828.14        | $1407689.55        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF9575 | 2053-03-01      | 6.0000%  | 0.0000% | $926.62            | $945.20            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG2180 | 2053-05-01      | 5.5000%  | 0.0000% | $771.97            | $773.54            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG4359 | 2053-06-01      | 6.0000%  | 0.0000% | $453161.60         | $464067.99         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG6681 | 2053-07-01      | 6.0000%  | 0.0000% | $1550.67           | $1574.98           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG8586 | 2053-08-01      | 6.0000%  | 0.0000% | $753.43            | $768.99            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH4150 | 2053-11-01      | 7.0000%  | 0.0000% | $947.17            | $1011.17           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH5298 | 2053-12-01      | 6.0000%  | 0.0000% | $976.68            | $1002.70           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH6183 | 2053-12-01      | 6.0000%  | 0.0000% | $912.69            | $937.01            | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQH6619 | 2053-12-01      | 7.5000%  | 0.0000% | $662.69            | $710.46            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ0167 | 2054-07-01      | 5.5000%  | 0.0000% | $888.32            | $882.51            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ9426 | 2054-11-01      | 6.0000%  | 0.0000% | $1830644.60        | $1871642.50        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC9574 | 2055-01-01      | 6.0000%  | 0.0000% | $2179682.95        | $2218274.97        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD0010 | 2055-02-01      | 5.5000%  | 0.0000% | $1994.65           | $1993.44           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD3220 | 2055-02-01      | 5.0000%  | 0.0000% | $1994.29           | $1957.07           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDD3749 | 2055-02-01      | 4.5000%  | 0.0000% | $64696.10          | $61232.92          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4301 | 2055-02-01      | 5.5000%  | 0.0000% | $1992.97           | $1979.91           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD4705 | 2055-04-01      | 6.0000%  | 0.0000% | $111204.24         | $113310.81         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM3462 | 2033-12-01      | 3.5000%  | 0.0000% | $1436019.37        | $1410644.10        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM6293 | 2051-01-01      | 3.0000%  | 0.0000% | $238705.66         | $203818.99         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIFM5578 | 2036-01-01      | 1.5000%  | 0.0000% | $18105734.26       | $15986862.42       | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIFM7110 | 2036-04-01      | 1.5000%  | 0.0000% | $43511438.08       | $38282247.94       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM7973 | 2050-05-01      | 4.0000%  | 0.0000% | $324185.41         | $301760.61         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7494 | 2051-06-01      | 3.0000%  | 0.0000% | $52019.03          | $44728.13          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM7936 | 2036-07-01      | 2.0000%  | 0.0000% | $1789305.61        | $1618106.84        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIFM8547 | 2034-07-01      | 4.5000%  | 0.0000% | $336533.56         | $339402.85         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8601 | 2051-08-01      | 2.5000%  | 0.0000% | $1532178.92        | $1252419.74        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM8839 | 2051-09-01      | 2.0000%  | 0.0000% | $7581057.50        | $6000225.91        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM9165 | 2051-10-01      | 2.0000%  | 0.0000% | $11323316.58       | $8962259.13        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM9268 | 2051-10-01      | 2.0000%  | 0.0000% | $24088757.26       | $19065820.45       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY1794 | 2055-05-01      | 5.5000%  | 0.0000% | $2122419.58        | $2125339.09        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY4827 | 2055-06-01      | 6.5000%  | 0.0000% | $111285.00         | $115737.30         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL0311 | 2055-01-01      | 4.5000%  | 0.0000% | $5418703.29        | $5135960.77        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0375 | 2054-12-01      | 6.0000%  | 0.0000% | $13745312.07       | $14024126.56       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0542 | 2055-03-01      | 5.5000%  | 0.0000% | $12625315.28       | $12546666.59       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZM1931 | 2046-10-01      | 3.0000%  | 0.0000% | $5720377.27        | $5002616.74        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3524 | 2047-06-01      | 4.5000%  | 0.0000% | $2963700.56        | $2869374.86        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4414 | 2051-01-01      | 2.5000%  | 0.0000% | $641.78            | $530.47            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7185 | 2052-04-01      | 4.0000%  | 0.0000% | $2367.55           | $2193.90           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7186 | 2052-04-01      | 4.0000%  | 0.0000% | $290747.33         | $269170.17         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE0989 | 2055-06-01      | 5.0000%  | 0.0000% | $180960.00         | $176494.77         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE0993 | 2055-06-01      | 5.5000%  | 0.0000% | $1092710.00        | $1096278.31        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC1747 | 2046-01-01      | 3.5000%  | 0.0000% | $696119.33         | $633892.14         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC1500 | 2046-08-01      | 3.5000%  | 0.0000% | $18056957.24       | $16442582.99       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBD7082 | 2047-03-01      | 4.0000%  | 0.0000% | $14245448.57       | $13325338.21       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 R3BF0138 | 2041-07-01      | 6.0000%  | 0.0000% | $202769.71         | $211904.96         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 I4BF0141 | 2056-09-01      | 5.5000%  | 0.0000% | $875.62            | $899.94            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH5754 | 2047-11-01      | 3.5000%  | 0.0000% | $1684274.05        | $1529478.22        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0567 | 2052-01-01      | 2.5000%  | 0.0000% | $23752999.17       | $19545414.01       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0967 | 2052-03-01      | 2.5000%  | 0.0000% | $1581.10           | $1304.78           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFS3464 | 2035-06-01      | 3.0000%  | 0.0000% | $1034293.35        | $1009780.26        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1208 | 2055-01-01      | 5.0000%  | 0.0000% | $6306987.00        | $6190501.86        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1064 | 2054-03-01      | 5.5000%  | 0.0000% | $2910868.41        | $2912604.90        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1262 | 2054-04-01      | 5.5000%  | 0.0000% | $11744452.77       | $11772645.98       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3266 | 2055-02-01      | 5.5000%  | 0.0000% | $9552927.24        | $9531438.46        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3303 | 2055-01-01      | 6.0000%  | 0.0000% | $13330696.91       | $13558749.58       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3294 | 2055-01-01      | 5.5000%  | 0.0000% | $7188524.57        | $7154677.81        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA1135 | 2042-02-01      | 3.5000%  | 0.0000% | $80137.83          | $74251.91          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3PZA3181 | 2044-10-01      | 4.0000%  | 0.0000% | $672706.43         | $616020.30         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZA4209 | 2043-04-01      | 3.0000%  | 0.0000% | $310905.03         | $276327.31         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS3983 | 2041-06-01      | 5.5000%  | 0.0000% | $385339.51         | $391344.08         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7672 | 2052-07-01      | 4.5000%  | 0.0000% | $34298.49          | $32482.15          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA8553 | 2053-02-01      | 6.0000%  | 0.0000% | $385723.10         | $394327.17         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9168 | 2053-06-01      | 5.5000%  | 0.0000% | $869.89            | $869.00            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRA9174 | 2053-06-01      | 6.5000%  | 0.0000% | $11799710.92       | $12246425.68       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9265 | 2053-06-01      | 5.5000%  | 0.0000% | $26663896.14       | $26712865.88       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9384 | 2053-07-01      | 6.0000%  | 0.0000% | $1249642.93        | $1277517.88        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9452 | 2053-07-01      | 6.0000%  | 0.0000% | $2050020.39        | $2085381.88        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9454 | 2053-07-01      | 6.0000%  | 0.0000% | $897496.67         | $913940.00         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9570 | 2053-08-01      | 6.0000%  | 0.0000% | $19253686.53       | $19592423.05       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9638 | 2053-08-01      | 6.0000%  | 0.0000% | $1973240.63        | $2007050.80        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9671 | 2053-08-01      | 6.0000%  | 0.0000% | $905.36            | $921.39            | Agency Mortgage-Backed Securities  |
| FEPC 01.500 ZISI3001 | 2036-03-01      | 1.5000%  | 0.0000% | $51262945.54       | $45102335.60       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI9263 | 2054-07-01      | 5.5000%  | 0.0000% | $7438710.33        | $7389998.35        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI9548 | 2054-07-01      | 6.5000%  | 0.0000% | $742.39            | $773.08            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI9980 | 2054-07-01      | 6.5000%  | 0.0000% | $984.43            | $1024.19           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN1946 | 2048-10-01      | 4.5000%  | 0.0000% | $1911209.92        | $1852740.27        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN9555 | 2049-07-01      | 3.5000%  | 0.0000% | $2308570.45        | $2078847.94        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP8095 | 2050-08-01      | 2.0000%  | 0.0000% | $17008867.19       | $13347897.51       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5134 | 2049-12-01      | 3.5000%  | 0.0000% | $369878.88         | $336474.91         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5127 | 2052-01-01      | 3.0000%  | 0.0000% | $216197.14         | $184126.60         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5448 | 2052-03-01      | 3.0000%  | 0.0000% | $1666094.94        | $1442491.12        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS7140 | 2052-04-01      | 2.0000%  | 0.0000% | $4310211.90        | $3403779.13        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CNFS7761 | 2031-09-01      | 1.5000%  | 0.0000% | $2719020.42        | $2531775.99        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS8356 | 2052-08-01      | 3.5000%  | 0.0000% | $8491154.42        | $7543188.73        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8511 | 2054-04-01      | 6.0000%  | 0.0000% | $3599.85           | $3652.47           | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB8122 | 2036-10-01      | 1.5000%  | 0.0000% | $69968493.37       | $61556624.52       | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CTSC0131 | 2041-03-01      | 1.5000%  | 0.0000% | $15912617.78       | $12951969.15       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD0783 | 2051-12-01      | 2.0000%  | 0.0000% | $100674.65         | $79530.97          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0827 | 2052-01-01      | 3.0000%  | 0.0000% | $9388875.38        | $8084100.24        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1779 | 2052-10-01      | 5.5000%  | 0.0000% | $825605.52         | $827781.44         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1936 | 2052-06-01      | 3.5000%  | 0.0000% | $834.25            | $745.14            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CKAJ9329 | 2042-01-01      | 4.0000%  | 0.0000% | $87290.32          | $81111.58          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK9435 | 2042-03-01      | 3.5000%  | 0.0000% | $11080408.69       | $10264263.95       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAL0913 | 2041-07-01      | 6.0000%  | 0.0000% | $705169.96         | $737577.69         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIBR0961 | 2036-04-01      | 1.5000%  | 0.0000% | $55137907.75       | $48511562.64       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT6823 | 2051-10-01      | 2.5000%  | 0.0000% | $20437.91          | $16698.06          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU2785 | 2051-11-01      | 2.0000%  | 0.0000% | $18548128.68       | $14549061.46       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU9878 | 2052-01-01      | 2.5000%  | 0.0000% | $43154181.60       | $35619974.55       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU9888 | 2052-01-01      | 3.0000%  | 0.0000% | $2806047.63        | $2411089.88        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBV3036 | 2052-02-01      | 2.5000%  | 0.0000% | $43729751.23       | $36092126.68       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBV3037 | 2052-02-01      | 2.5000%  | 0.0000% | $55212441.93       | $45541093.20       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV4148 | 2052-03-01      | 3.0000%  | 0.0000% | $158583.92         | $136109.51         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1505 | 2052-07-01      | 4.5000%  | 0.0000% | $439325.56         | $415990.34         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6197 | 2052-08-01      | 5.0000%  | 0.0000% | $2244199.55        | $2213186.46        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAB7335 | 2042-12-01      | 3.5000%  | 0.0000% | $1609162.19        | $1483303.89        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA1373 | 2043-03-01      | 3.5000%  | 0.0000% | $14336762.53       | $13197770.46       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5881 | 2054-07-01      | 6.0000%  | 0.0000% | $6071214.99        | $6294067.03        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD6787 | 2053-05-01      | 4.0000%  | 0.0000% | $1896.11           | $1754.51           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD6901 | 2054-12-01      | 4.5000%  | 0.0000% | $981.66            | $932.83            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CZAL3585 | 2053-04-01      | 3.5000%  | 0.0000% | $5077956.75        | $4523050.05        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL6047 | 2044-11-01      | 3.5000%  | 0.0000% | $11926104.02       | $10938699.45       | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CLAL7426 | 2038-03-01      | 8.0000%  | 0.0000% | $286935.01         | $304019.53         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL7525 | 2045-03-01      | 4.0000%  | 0.0000% | $932903.38         | $888641.05         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP2358 | 2042-08-01      | 3.5000%  | 0.0000% | $35424.74          | $32807.89          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAQ0535 | 2042-11-01      | 3.0000%  | 0.0000% | $4501876.89        | $4015861.76        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR8584 | 2043-06-01      | 3.5000%  | 0.0000% | $10990627.13       | $10171918.21       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR9279 | 2043-04-01      | 3.5000%  | 0.0000% | $123.93            | $114.49            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4403 | 2045-02-01      | 3.5000%  | 0.0000% | $193.92            | $177.03            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4770 | 2045-04-01      | 3.5000%  | 0.0000% | $1973021.71        | $1797839.97        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5462 | 2045-07-01      | 3.5000%  | 0.0000% | $12273921.18       | $11212195.63       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5713 | 2045-09-01      | 3.5000%  | 0.0000% | $11077341.62       | $10086921.43       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5811 | 2045-09-01      | 3.5000%  | 0.0000% | $3535939.07        | $3219792.33        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX6119 | 2053-01-01      | 6.0000%  | 0.0000% | $13783563.01       | $13985179.78       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX9419 | 2053-03-01      | 5.0000%  | 0.0000% | $763.27            | $748.08            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY7242 | 2053-07-01      | 6.0000%  | 0.0000% | $2651576.65        | $2691115.19        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA1558 | 2048-04-01      | 4.5000%  | 0.0000% | $7176519.98        | $6929640.52        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2002 | 2048-07-01      | 4.0000%  | 0.0000% | $10841158.28       | $10127411.35       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICA4267 | 2034-09-01      | 3.0000%  | 0.0000% | $122.06            | $116.54            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA5682 | 2050-05-01      | 2.5000%  | 0.0000% | $7536938.82        | $6231962.24        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA5684 | 2050-05-01      | 2.5000%  | 0.0000% | $20481826.40       | $16919829.70       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4437 | 2051-10-01      | 2.0000%  | 0.0000% | $2094963.34        | $1630097.49        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4441 | 2036-10-01      | 1.5000%  | 0.0000% | $19771050.06       | $17388368.32       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4492 | 2051-12-01      | 2.0000%  | 0.0000% | $40847268.00       | $31833505.90       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8063 | 2050-05-01      | 3.5000%  | 0.0000% | $29124.49          | $26101.03          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7523 | 2050-08-01      | 2.5000%  | 0.0000% | $57352540.00       | $47557694.80       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD7537 | 2051-03-01      | 2.0000%  | 0.0000% | $952005.11         | $751205.44         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7562 | 2053-04-01      | 5.5000%  | 0.0000% | $6027334.41        | $6055961.58        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8166 | 2051-09-01      | 2.0000%  | 0.0000% | $93412.38          | $72876.52          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8167 | 2051-09-01      | 2.5000%  | 0.0000% | $272847.72         | $223540.56         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8205 | 2052-04-01      | 2.5000%  | 0.0000% | $50431.01          | $41245.10          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  | 0.0000% | $205608.32         | $175337.16         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8255 | 2052-10-01      | 3.5000%  | 0.0000% | $20788.25          | $18488.39          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8231 | 2052-07-01      | 4.5000%  | 0.0000% | $1280571.34        | $1211029.92        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8323 | 2053-05-01      | 5.0000%  | 0.0000% | $2351464.87        | $2287024.80        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8350 | 2053-08-01      | 6.0000%  | 0.0000% | $5748101.65        | $5836894.49        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7491 | 2046-07-01      | 3.5000%  | 0.0000% | $10785721.90       | $9812401.57        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7928 | 2046-09-01      | 3.0000%  | 0.0000% | $12014904.50       | $10501166.71       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS8955 | 2047-03-01      | 4.0000%  | 0.0000% | $4411037.81        | $4145017.92        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8109 | 2046-10-01      | 3.0000%  | 0.0000% | $17926446.77       | $15667923.63       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS9588 | 2047-05-01      | 4.0000%  | 0.0000% | $185.99            | $173.67            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 RIAX9709 | 2030-08-01      | 2.0000%  | 0.0000% | $363186.88         | $346850.05         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAY5616 | 2045-06-01      | 3.5000%  | 0.0000% | $33678143.97       | $30715930.42       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6402 | 2045-07-01      | 2.5000%  | 0.0000% | $9735561.51        | $8168874.93        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6580 | 2050-08-01      | 2.0000%  | 0.0000% | $7067546.02        | $5564025.33        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7033 | 2050-09-01      | 2.5000%  | 0.0000% | $57376533.38       | $47423993.53       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7986 | 2050-12-01      | 2.0000%  | 0.0000% | $18781277.06       | $14795178.46       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8019 | 2050-12-01      | 2.0000%  | 0.0000% | $14011252.99       | $10907635.91       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7289 | 2050-10-01      | 2.0000%  | 0.0000% | $18145789.37       | $14307231.10       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7290 | 2050-10-01      | 2.0000%  | 0.0000% | $10350639.12       | $8161097.12        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7333 | 2050-10-01      | 2.0000%  | 0.0000% | $30192664.23       | $23789950.82       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7334 | 2050-10-01      | 2.0000%  | 0.0000% | $24947854.76       | $19657315.66       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7340 | 2050-10-01      | 2.0000%  | 0.0000% | $13403564.19       | $10503208.64       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7351 | 2050-10-01      | 2.0000%  | 0.0000% | $63538134.03       | $49873693.52       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7452 | 2050-10-01      | 2.0000%  | 0.0000% | $45049459.37       | $35309726.21       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7526 | 2050-11-01      | 2.5000%  | 0.0000% | $3329608.17        | $2746430.26        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7710 | 2045-11-01      | 2.0000%  | 0.0000% | $9596.88           | $7735.95           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7798 | 2050-11-01      | 2.0000%  | 0.0000% | $1200343.36        | $940604.80         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8955 | 2051-02-01      | 2.5000%  | 0.0000% | $1190.04           | $981.84            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8579 | 2051-01-01      | 2.0000%  | 0.0000% | $24180779.31       | $19048701.76       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8729 | 2051-01-01      | 2.0000%  | 0.0000% | $668494.12         | $523137.50         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8752 | 2051-01-01      | 2.0000%  | 0.0000% | $1072463.91        | $842073.04         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8804 | 2051-02-01      | 2.0000%  | 0.0000% | $1827.54           | $1438.76           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9033 | 2051-02-01      | 2.0000%  | 0.0000% | $8488392.04        | $6684108.86        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9277 | 2051-02-01      | 2.0000%  | 0.0000% | $746.19            | $585.89            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTCB0100 | 2041-04-01      | 2.5000%  | 0.0000% | $68205.76          | $59218.96          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0362 | 2051-05-01      | 2.5000%  | 0.0000% | $31185098.22       | $25781029.09       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1672 | 2051-09-01      | 2.5000%  | 0.0000% | $14863326.65       | $12238729.06       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1125 | 2051-07-01      | 2.5000%  | 0.0000% | $28977537.29       | $23942426.18       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1132 | 2051-07-01      | 2.5000%  | 0.0000% | $186597657.90      | $154537360.60      | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2093 | 2051-11-01      | 3.0000%  | 0.0000% | $64385.76          | $55313.46          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2378 | 2051-12-01      | 2.5000%  | 0.0000% | $30261793.73       | $24911565.77       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3586 | 2052-05-01      | 3.0000%  | 0.0000% | $862573.54         | $735592.08         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3254 | 2052-03-01      | 3.5000%  | 0.0000% | $1577.78           | $1415.79           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4386 | 2052-08-01      | 4.5000%  | 0.0000% | $837697.44         | $793143.66         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4088 | 2052-07-01      | 4.0000%  | 0.0000% | $403985.31         | $374002.82         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLMA4181 | 2050-11-01      | 1.5000%  | 0.0000% | $78207639.65       | $57718280.80       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4255 | 2051-02-01      | 2.0000%  | 0.0000% | $3315948.17        | $2596341.36        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CTMA4310 | 2041-04-01      | 1.5000%  | 0.0000% | $69746428.90       | $56758062.89       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4326 | 2051-05-01      | 2.5000%  | 0.0000% | $457394.94         | $374840.13         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4562 | 2052-03-01      | 2.0000%  | 0.0000% | $47971.37          | $37334.92          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4548 | 2052-02-01      | 2.5000%  | 0.0000% | $1608.97           | $1316.57           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  | 0.0000% | $2023564.34        | $1835997.01        | Agency Mortgage-Backed Securities  |
| 06.500 FGPC G60503 G | 2039-09-01      | 6.5000%  | 0.0000% | $710714.12         | $740875.49         | Agency Mortgage-Backed Securities  |
| 05.875 FRPC G80376 G | 2038-12-20      | 5.8750%  | 0.0000% | $125.93            | $129.76            | Agency Mortgage-Backed Securities  |
| 05.000 FRPC G80393 G | 2036-08-20      | 5.0000%  | 0.0000% | $160.77            | $160.83            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD7065 | 2052-02-01      | 2.5000%  | 0.0000% | $27225965.56       | $22397845.94       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE7674 | 2052-08-01      | 4.0000%  | 0.0000% | $2589.89           | $2386.45           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9091 | 2052-08-01      | 5.0000%  | 0.0000% | $10580538.84       | $10319609.82       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE9208 | 2052-09-01      | 4.5000%  | 0.0000% | $911.25            | $863.44            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9306 | 2052-09-01      | 5.0000%  | 0.0000% | $671.27            | $656.27            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF0486 | 2052-09-01      | 5.5000%  | 0.0000% | $8238135.29        | $8220032.45        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0497 | 2052-09-01      | 5.0000%  | 0.0000% | $2288571.03        | $2243652.74        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB6333 | 2054-06-01      | 6.5000%  | 0.0000% | $363126.49         | $376589.09         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB7864 | 2054-07-01      | 5.5000%  | 0.0000% | $983.28            | $976.84            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB9816 | 2054-09-01      | 6.5000%  | 0.0000% | $2544262.08        | $2643414.80        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB9453 | 2054-09-01      | 6.5000%  | 0.0000% | $4416563.31        | $4600222.17        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC0438 | 2054-09-01      | 6.5000%  | 0.0000% | $2280879.21        | $2376249.87        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC1976 | 2054-09-01      | 5.0000%  | 0.0000% | $2856334.98        | $2774451.79        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC2953 | 2054-09-01      | 5.5000%  | 0.0000% | $3484411.45        | $3464161.99        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC4032 | 2054-10-01      | 5.5000%  | 0.0000% | $3192341.56        | $3181878.84        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC5147 | 2054-11-01      | 5.5000%  | 0.0000% | $796901.90         | $796052.05         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC5666 | 2054-11-01      | 5.5000%  | 0.0000% | $958.45            | $971.31            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8767 | 2054-06-01      | 5.5000%  | 0.0000% | $1798373.75        | $1794330.21        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9219 | 2054-09-01      | 6.0000%  | 0.0000% | $14273985.92       | $14487672.24       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9468 | 2054-11-01      | 5.0000%  | 0.0000% | $5203163.33        | $5071870.76        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9731 | 2055-01-01      | 6.0000%  | 0.0000% | $2240932.80        | $2278206.98        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA0354 | 2052-03-01      | 2.0000%  | 0.0000% | $96136.17          | $75870.97          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA0439 | 2052-08-01      | 3.5000%  | 0.0000% | $1782755.06        | $1583547.24        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0737 | 2054-05-01      | 6.0000%  | 0.0000% | $3958488.85        | $4026789.93        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA1009 | 2052-05-01      | 2.5000%  | 0.0000% | $12383091.30       | $10186081.86       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5734 | 2055-05-01      | 5.0000%  | 0.0000% | $187971.00         | $182458.90         | Agency Mortgage-Backed Securities  |
| T 3 7/8 09/30/29     | 2029-09-30      | 3.8750%  | 0.0000% | $6642100.00        | $6662733.41        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  | 0.0000% | $28700.00          | $27355.38          | U.S. Treasuries (including strips) |

### Security 253: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 86562A007, C.3 - LEI: 35380028MYWPB6AUO129, C.5 - Other ID: 86562A007_4.41_0606
- **C.18 - Value (incl. sponsor support):** $466950000.00
- **C.18.a - Value (excl. sponsor support):** $466950000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA3735 M | 2046-06-20      | 3.0000%  | 0.0000% | $95524898.40       | $84476170.27       | Agency Mortgage-Backed Securities  |
| GNII SF MA4962 M | 2048-01-20      | 3.5000%  | 0.0000% | $71200377.00       | $64210952.40       | Agency Mortgage-Backed Securities  |
| GNII SF MA5263 M | 2048-03-20      | 3.5000%  | 0.0000% | $24132607.20       | $21761058.34       | Agency Mortgage-Backed Securities  |
| GNII SF MA5466 M | 2048-09-20      | 4.0000%  | 0.0000% | $82000768.00       | $76036132.34       | Agency Mortgage-Backed Securities  |
| GNII SF MA5876 M | 2049-04-20      | 4.0000%  | 0.0000% | $68327992.00       | $63773399.88       | Agency Mortgage-Backed Securities  |
| GNII SF MA9904 M | 2053-05-20      | 4.5000%  | 0.0000% | $176793130.80      | $167159673.10      | Agency Mortgage-Backed Securities  |
| 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  | 0.0000% | $3500000.00        | $3587600.15        | U.S. Treasuries (including strips) |

### Security 254: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 86599Z009, C.3 - LEI: 35380028MYWPB6AUO129, C.5 - Other ID: 86599Z009_4.36_0606
- **C.18 - Value (incl. sponsor support):** $83765000.00
- **C.18.a - Value (excl. sponsor support):** $83765000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-11
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 7/8 BOND 49 | 2049-05-15      | 2.8750%  | 0.0000% | $25900000.00       | $18196145.36       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49 | 2049-11-15      | 2.3750%  | 0.0000% | $49000000.00       | $30802824.48       | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50 | 2050-11-15      | 1.6250%  | 0.0000% | $71000000.00       | $36490120.84       | U.S. Treasuries (including strips) |

### Security 255: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 87299D009, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: 87299D009_4.35_0602
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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 06.000 CLSL0363 | 2055-02-01      | 6.0000%  | 0.0000% | $36378197.75       | $37396180.97       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ0187 | 2053-11-01      | 6.0000%  | 0.0000% | $40070875.19       | $40958778.99       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ0476 | 2053-12-01      | 6.0000%  | 0.0000% | $36235398.05       | $37038350.31       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTRB5148 | 2042-03-01      | 2.0000%  | 0.0000% | $47048378.83       | $39578183.61       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFS6073 | 2053-10-01      | 7.0000%  | 0.0000% | $34854179.57       | $37135660.58       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8535 | 2054-06-01      | 6.0000%  | 0.0000% | $37846441.07       | $38709011.91       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0007 | 2049-03-01      | 3.0000%  | 0.0000% | $46445832.40       | $40289932.75       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7515 | 2050-05-01      | 3.0000%  | 0.0000% | $43852915.23       | $38521920.98       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8290 | 2053-01-01      | 6.0000%  | 0.0000% | $33874828.81       | $34492716.97       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4041 | 2052-07-01      | 5.0000%  | 0.0000% | $27974557.00       | $27264584.51       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9895 | 2052-09-01      | 5.0000%  | 0.0000% | $41451849.39       | $40614678.64       | Agency Mortgage-Backed Securities |

### Security 256: Thomas Bently Durant Irrevocable Life Insurance Trust

- **C.1 - Title:** Thomas Bently Durant Irrevocable Life Insurance Trust 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 88434TAA5, C.4 - ISIN: US88434TAA51, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 257: Nomura Securities International

- **C.1 - Title:** Nomura Securities International 4.350000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 895990919, C.3 - LEI: N/A, C.5 - Other ID: 895990919_4.35_0602
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 2.0500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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 05.500 CLDA2754                  | 2054-03-01      | 5.5000%  | 0.0000% | $2891469.08        | $2879462.41        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA4756                  | 2054-01-01      | 6.5000%  | 0.0000% | $1497517.86        | $1561503.97        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8373                  | 2053-11-01      | 6.0000%  | 0.0000% | $9569864.78        | $9715502.17        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8402                  | 2054-02-01      | 6.0000%  | 0.0000% | $33311555.39       | $33803045.17       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA5833                  | 2054-01-01      | 6.0000%  | 0.0000% | $4697241.71        | $4774851.10        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA6978                  | 2054-02-01      | 6.5000%  | 0.0000% | $2314373.06        | $2396225.75        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8432                  | 2054-05-01      | 6.0000%  | 0.0000% | $7005432.52        | $7107994.38        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD4394                  | 2052-08-01      | 3.5000%  | 0.0000% | $479733.77         | $428209.14         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3722                  | 2053-05-01      | 5.0000%  | 0.0000% | $163328.82         | $159921.09         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD3886                  | 2053-02-01      | 4.5000%  | 0.0000% | $179261.53         | $169710.83         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD4288                  | 2053-10-01      | 4.5000%  | 0.0000% | $1532211.32        | $1465144.90        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC U63169 G                  | 2043-08-01      | 4.5000%  | 0.0000% | $875294.24         | $845013.44         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5534                  | 2053-01-01      | 4.5000%  | 0.0000% | $925136.54         | $876309.68         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5575                  | 2053-01-01      | 5.5000%  | 0.0000% | $11390798.71       | $11376612.11       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5902                  | 2053-03-01      | 5.5000%  | 0.0000% | $217120.13         | $216698.82         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6486                  | 2053-06-01      | 6.0000%  | 0.0000% | $399811.42         | $407381.59         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB6502                  | 2053-06-01      | 4.0000%  | 0.0000% | $7411818.76        | $6848247.94        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6540                  | 2053-06-01      | 6.0000%  | 0.0000% | $1583343.57        | $1615924.56        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB6681                  | 2053-07-01      | 3.5000%  | 0.0000% | $2130586.69        | $1900124.21        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6697                  | 2053-07-01      | 5.5000%  | 0.0000% | $9466632.27        | $9530177.57        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6758                  | 2053-07-01      | 6.0000%  | 0.0000% | $6409589.69        | $6523092.84        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6858                  | 2053-08-01      | 5.0000%  | 0.0000% | $51959.95          | $51381.21          | Agency Mortgage-Backed Securities  |
| GNII SF MA8269 M                      | 2052-09-20      | 5.0000%  | 0.0000% | $9495517.35        | $9281562.24        | Agency Mortgage-Backed Securities  |
| GNII SF DG0697 C                      | 2054-12-20      | 6.5000%  | 0.0000% | $1227691.53        | $1285927.21        | Agency Mortgage-Backed Securities  |
| FMAR 841591 G                         | 2053-07-01      | 3.8080%  | 0.0000% | $29311152.26       | $28809009.90       | Agency Mortgage-Backed Securities  |
| 02.500 FGPC G18446 G                  | 2027-10-01      | 2.5000%  | 0.0000% | $58965.94          | $57861.62          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQG0600                  | 2053-04-01      | 4.5000%  | 0.0000% | $4975720.96        | $4709942.83        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH7883                  | 2054-01-01      | 6.5000%  | 0.0000% | $2038912.60        | $2127061.13        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ0220                  | 2054-07-01      | 6.0000%  | 0.0000% | $816057.88         | $842309.92         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ9548                  | 2054-11-01      | 6.0000%  | 0.0000% | $3248838.52        | $3295804.81        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM7083                  | 2051-04-01      | 2.0000%  | 0.0000% | $14353878.79       | $11158132.81       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM8166                  | 2051-06-01      | 3.0000%  | 0.0000% | $123500.27         | $107493.36         | Agency Mortgage-Backed Securities  |
| GNII SF MA8878 M                      | 2053-05-20      | 5.0000%  | 0.0000% | $25985388.30       | $25335695.85       | Agency Mortgage-Backed Securities  |
| GNII SF MA9423 M                      | 2054-01-20      | 5.5000%  | 0.0000% | $34035578.80       | $33949011.21       | Agency Mortgage-Backed Securities  |
| GNII JM MA9650 M                      | 2051-12-20      | 3.0000%  | 0.0000% | $1322943.99        | $1106721.58        | Agency Mortgage-Backed Securities  |
| GNII ET CO7135 C                      | 2062-05-20      | 3.0000%  | 0.0000% | $603414.28         | $513718.36         | Agency Mortgage-Backed Securities  |
| GNII ET CO7147 C                      | 2062-05-20      | 2.5000%  | 0.0000% | $32157.71          | $25606.73          | Agency Mortgage-Backed Securities  |
| GNII ET CO7150 C                      | 2062-04-20      | 3.0000%  | 0.0000% | $974443.02         | $829636.56         | Agency Mortgage-Backed Securities  |
| 0.625 FHOR 21-25 7N                   | 2025-12-18      | 0.6250%  | 0.0000% | $80000.00          | $78613.00          | Agency Mortgage-Backed Securities  |
| 1.00 FHOR 21-26 8E                    | 2026-03-23      | 1.0000%  | 0.0000% | $643500.00         | $627937.02         | Agency Mortgage-Backed Securities  |
| 2.75 FHOR 22-27 54                    | 2027-03-25      | 2.7500%  | 0.0000% | $2155000.00        | $2112833.71        | Agency Mortgage-Backed Securities  |
| 4.625 FHLB 26 G6658                   | 2026-11-17      | 4.6250%  | 0.0000% | $390000.00         | $393487.04         | Agency Mortgage-Backed Securities  |
| 4.80 FHOR 26-28 92                    | 2028-03-06      | 4.8000%  | 0.0000% | $1555000.00        | $1575440.48        | Agency Mortgage-Backed Securities  |
| FHOR 03SO 25-26 7208                  | 2026-07-22      | 4.4700%  | 0.0000% | $170000000.00      | $170806555.60      | Agency Mortgage-Backed Securities  |
| 3.625 FHLB 26 G7372                   | 2026-09-04      | 3.6250%  | 0.0000% | $1335000.00        | $1338282.39        | Agency Mortgage-Backed Securities  |
| 4.00 FHLB 27 G7905                    | 2027-03-10      | 4.0000%  | 0.0000% | $350000.00         | $353011.21         | Agency Mortgage-Backed Securities  |
| 5.58 FHOR 26-37 DC                    | 2037-04-30      | 5.5800%  | 0.0000% | $44475000.00       | $44454852.83       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZM1754                  | 2046-09-01      | 3.0000%  | 0.0000% | $2585519.27        | $2248069.36        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZM1439                  | 2046-07-01      | 3.0000%  | 0.0000% | $266005.10         | $232795.60         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM1981                  | 2046-10-01      | 3.5000%  | 0.0000% | $17786.49          | $16196.24          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM4117                  | 2047-08-01      | 4.5000%  | 0.0000% | $43768.32          | $42072.48          | Agency Mortgage-Backed Securities  |
| 0.70 FCOR 23-27 HF                    | 2027-01-27      | 0.7000%  | 0.0000% | $24000.00          | $22746.28          | Agency Mortgage-Backed Securities  |
| 4.94 FCOR 26-38 AA                    | 2038-02-17      | 4.9400%  | 0.0000% | $823000.00         | $808675.59         | Agency Mortgage-Backed Securities  |
| FCFR 03SF FF 26/08                    | 2026-08-07      | 4.4150%  | 0.0000% | $1880000.00        | $1886058.04        | Agency Mortgage-Backed Securities  |
| 4.93 FCOR 26-30 HM                    | 2030-02-25      | 4.9300%  | 0.0000% | $27795000.00       | $28204412.63       | Agency Mortgage-Backed Securities  |
| FCFR 03PR CD 26/06                    | 2026-06-22      | 4.4800%  | 0.0000% | $1248000.00        | $1259989.12        | Agency Mortgage-Backed Securities  |
| 3 7/8 FCSB 27 HH                      | 2027-08-27      | 3.8750%  | 0.0000% | $5000000.00        | $4987280.00        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD8115                  | 2055-04-01      | 6.0000%  | 0.0000% | $2939793.60        | $2986534.36        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 U4BF0247                  | 2051-06-01      | 4.5000%  | 0.0000% | $270669.63         | $260555.79         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 I4BF0608                  | 2062-03-01      | 6.0000%  | 0.0000% | $756699.53         | $772891.63         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I4BF0739                  | 2063-06-01      | 4.5000%  | 0.0000% | $44384111.38       | $41943473.48       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3835                  | 2052-11-01      | 4.5000%  | 0.0000% | $174710.48         | $165563.86         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0051                  | 2053-10-01      | 6.0000%  | 0.0000% | $27880805.30       | $28302790.57       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0503                  | 2053-12-01      | 6.5000%  | 0.0000% | $78427216.36       | $81839122.69       | Agency Mortgage-Backed Securities  |
| GNMI SF BH2590 X                      | 2048-07-15      | 5.0000%  | 0.0000% | $209826.03         | $205420.69         | Agency Mortgage-Backed Securities  |
| GNII SF BH8972 C                      | 2048-06-20      | 4.0000%  | 0.0000% | $186836.35         | $172327.24         | Agency Mortgage-Backed Securities  |
| GNII SF BS8420 C                      | 2050-04-20      | 4.0000%  | 0.0000% | $253137.68         | $233356.80         | Agency Mortgage-Backed Securities  |
| GNII SF DJ4630 C                      | 2055-04-20      | 6.5000%  | 0.0000% | $1694167.47        | $1757422.78        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZS4720                  | 2047-05-01      | 4.5000%  | 0.0000% | $67756.41          | $65251.25          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZS4745                  | 2047-11-01      | 4.5000%  | 0.0000% | $12640.25          | $12155.94          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT1595                  | 2049-01-01      | 4.5000%  | 0.0000% | $85383.11          | $81916.98          | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZT2120                  | 2039-03-01      | 7.0000%  | 0.0000% | $75080.04          | $78780.28          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA7944                  | 2052-09-01      | 5.5000%  | 0.0000% | $217174.46         | $217776.80         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3VSF5021                  | 2046-02-01      | 4.0000%  | 0.0000% | $9553054.46        | $9022384.40        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 ZLSI2114                  | 2051-02-25      | 2.5000%  | 0.0000% | $9161056.63        | $7472196.50        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI2338                  | 2054-03-01      | 6.0000%  | 0.0000% | $907179.75         | $930776.70         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO3017                  | 2040-01-01      | 5.0000%  | 0.0000% | $14467.09          | $14531.64          | Agency Mortgage-Backed Securities  |
| 5.50 FHLB 36 G677                     | 2036-07-15      | 5.5000%  | 0.0000% | $35000000.00       | $38177825.00       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA4675                  | 2049-11-01      | 3.0000%  | 0.0000% | $724726.98         | $626404.47         | Agency Mortgage-Backed Securities  |
| FMAR 783132 G                         | 2035-05-01      | 6.9230%  | 0.0000% | $21395.97          | $22193.87          | Agency Mortgage-Backed Securities  |
| FMIN 09/15/2030 E                     | 2030-09-15      | 0.0000%  | 0.0000% | $40000.00          | $31992.80          | Agency Mortgage-Backed Securities  |
| 3.625 FMNT 25-26 X5                   | 2026-08-27      | 3.6250%  | 0.0000% | $9998000.00        | $10019241.58       | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL1873                  | 2049-04-01      | 4.0800%  | 0.0000% | $175748.00         | $146752.16         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX H2BL5348                  | 2026-01-01      | 2.3200%  | 0.0000% | $2291287.68        | $2260034.26        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM6263                  | 2047-04-01      | 6.7750%  | 0.0000% | $103093.85         | $106774.38         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM6473                  | 2049-09-01      | 4.7030%  | 0.0000% | $2139.23           | $2195.17           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6177                  | 2040-05-01      | 6.5000%  | 0.0000% | $38591.24          | $40804.76          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5665                  | 2053-07-01      | 5.5000%  | 0.0000% | $8198869.52        | $8299359.43        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS6713                  | 2047-02-01      | 4.5000%  | 0.0000% | $128037.50         | $124208.67         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS7579                  | 2053-06-01      | 4.0000%  | 0.0000% | $1362140.56        | $1261044.15        | Agency Mortgage-Backed Securities  |
| GNII SF MA0319 M                      | 2042-08-20      | 4.0000%  | 0.0000% | $57961.28          | $54708.56          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8141                  | 2037-02-01      | 2.0000%  | 0.0000% | $454067.75         | $410542.23         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0772                  | 2051-12-01      | 2.5000%  | 0.0000% | $297623.54         | $246371.54         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0768                  | 2051-11-01      | 2.5000%  | 0.0000% | $1109837.49        | $919678.92         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2591                  | 2053-03-01      | 5.0000%  | 0.0000% | $821.13            | $803.93            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD2639                  | 2053-04-01      | 4.5000%  | 0.0000% | $45327016.90       | $43169586.88       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1855                  | 2052-09-01      | 5.0000%  | 0.0000% | $590210.98         | $576016.86         | Agency Mortgage-Backed Securities  |
| 4.80 FMNT 25-28 P5                    | 2028-02-25      | 4.8000%  | 0.0000% | $251902000.00      | $254511704.70      | Agency Mortgage-Backed Securities  |
| 4.50 FMNT GB25-27Z7                   | 2027-05-19      | 4.5000%  | 0.0000% | $283730000.00      | $284032172.50      | Agency Mortgage-Backed Securities  |
| 7.125 FNPR BB 01/30                   | 2030-01-15      | 0.0000%  | 0.0000% | $155803000.00      | $128112911.80      | Agency Mortgage-Backed Securities  |
| 6.625 FNPR BB 11/30                   | 2030-11-15      | 0.0000%  | 0.0000% | $14276000.00       | $11338184.79       | Agency Mortgage-Backed Securities  |
| 0.875 FNSM A 08/30                    | 2030-08-05      | 0.8750%  | 0.0000% | $8533000.00        | $7299974.15        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2026-08-21      | 4.4650%  | 0.0000% | $5639000.00        | $5651134.03        | Agency Mortgage-Backed Securities  |
| 1.875 FNSM A 09/26                    | 2026-09-24      | 1.8750%  | 0.0000% | $1894000.00        | $1847258.92        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WSAI2380                  | 2034-08-01      | 7.2950%  | 0.0000% | $22983.86          | $23578.46          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBV6823                  | 2054-10-01      | 6.0000%  | 0.0000% | $1316511.31        | $1373715.49        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW1565                  | 2052-06-01      | 4.0000%  | 0.0000% | $4469790.50        | $4129725.36        | Agency Mortgage-Backed Securities  |
| GNII SF MA1376 M                      | 2043-10-20      | 4.0000%  | 0.0000% | $19604.33          | $18463.17          | Agency Mortgage-Backed Securities  |
| GNII SF MA2200 M                      | 2029-04-20      | 6.0000%  | 0.0000% | $117138.71         | $122942.15         | Agency Mortgage-Backed Securities  |
| GNII SF MA4381 M                      | 2047-04-20      | 3.0000%  | 0.0000% | $38196.05          | $33709.03          | Agency Mortgage-Backed Securities  |
| GNII JM MA4290 M                      | 2032-03-20      | 3.0000%  | 0.0000% | $39007.44          | $37341.07          | Agency Mortgage-Backed Securities  |
| GNII SF MA4326 M                      | 2038-11-20      | 6.0000%  | 0.0000% | $11288.84          | $11810.99          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2509                  | 2053-03-01      | 5.5000%  | 0.0000% | $8658807.23        | $8714089.87        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3403                  | 2053-07-01      | 5.0000%  | 0.0000% | $1241942.99        | $1211578.45        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3374                  | 2053-06-01      | 5.5000%  | 0.0000% | $5486597.88        | $5496674.32        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4519                  | 2053-12-01      | 6.0000%  | 0.0000% | $5594945.67        | $5718036.34        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD4956                  | 2048-12-01      | 3.5000%  | 0.0000% | $10972313.74       | $9934765.65        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD5128                  | 2052-12-01      | 4.0000%  | 0.0000% | $32494730.17       | $30344951.03       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD6001                  | 2052-09-01      | 4.0000%  | 0.0000% | $5364239.66        | $4956145.59        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP8732                  | 2042-10-01      | 3.5000%  | 0.0000% | $270484.13         | $250532.26         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2430                  | 2048-10-01      | 4.0000%  | 0.0000% | $20393122.74       | $19039982.39       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICA5464                  | 2035-03-01      | 3.0000%  | 0.0000% | $1286121.06        | $1227941.66        | Agency Mortgage-Backed Securities  |
| GNII SF MA5134 M                      | 2047-10-20      | 2.5000%  | 0.0000% | $99483.45          | $84678.31          | Agency Mortgage-Backed Securities  |
| GNII SF MA5712 M                      | 2049-01-20      | 5.0000%  | 0.0000% | $1422925.51        | $1400065.90        | Agency Mortgage-Backed Securities  |
| GNII SF MA5768 M                      | 2049-02-20      | 6.5000%  | 0.0000% | $30674.04          | $32282.10          | Agency Mortgage-Backed Securities  |
| GNII SF CY7961 C                      | 2054-02-20      | 5.0000%  | 0.0000% | $1291027.41        | $1266701.58        | Agency Mortgage-Backed Securities  |
| GNII SF CZ1296 C                      | 2054-04-20      | 7.5000%  | 0.0000% | $502086.17         | $527671.31         | Agency Mortgage-Backed Securities  |
| GNII SF CZ2503 C                      | 2054-03-20      | 7.5000%  | 0.0000% | $95992.04          | $100210.85         | Agency Mortgage-Backed Securities  |
| GNII ET CZ5587 C                      | 2062-01-20      | 3.0000%  | 0.0000% | $441818.12         | $375995.47         | Agency Mortgage-Backed Securities  |
| GNII SF DB1338 C                      | 2054-03-20      | 5.0000%  | 0.0000% | $149061.85         | $146046.15         | Agency Mortgage-Backed Securities  |
| GNII SF DI3405 C                      | 2055-04-20      | 6.5000%  | 0.0000% | $181769.38         | $190338.55         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7564                  | 2053-06-01      | 5.0000%  | 0.0000% | $109517.96         | $107761.27         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8286                  | 2053-01-01      | 4.0000%  | 0.0000% | $290134.14         | $266834.40         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8298                  | 2053-02-01      | 4.5000%  | 0.0000% | $1431135.11        | $1355276.36        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8349                  | 2053-08-01      | 5.5000%  | 0.0000% | $14015534.78       | $13938134.77       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5296                  | 2054-03-01      | 5.5000%  | 0.0000% | $61446324.61       | $61043946.80       | Agency Mortgage-Backed Securities  |
| GNII SF MA6657 M                      | 2050-05-20      | 3.5000%  | 0.0000% | $12228121.00       | $10941911.52       | Agency Mortgage-Backed Securities  |
| GNII SF MA6869 M                      | 2050-09-20      | 4.5000%  | 0.0000% | $26887.41          | $25768.22          | Agency Mortgage-Backed Securities  |
| GNII SF AS9216 C                      | 2046-05-20      | 3.0000%  | 0.0000% | $59450.92          | $51747.61          | Agency Mortgage-Backed Securities  |
| FHDN 10/15/25                         | 2025-10-15      | 0.0000%  | 0.0000% | $6796000.00        | $6686251.40        | Agency Mortgage-Backed Securities  |
| FHDN 11/03/25                         | 2025-11-03      | 0.0000%  | 0.0000% | $1050000.00        | $1030775.55        | Agency Mortgage-Backed Securities  |
| FHDN 11/26/25                         | 2025-11-26      | 0.0000%  | 0.0000% | $52145000.00       | $51059080.38       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQB1639                  | 2050-07-01      | 3.0000%  | 0.0000% | $41610.22          | $36354.55          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA0596                  | 2049-07-01      | 2.5000%  | 0.0000% | $64661249.70       | $54200345.55       | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WSAE0251                  | 2039-01-01      | 7.0670%  | 0.0000% | $12223.37          | $12586.31          | Agency Mortgage-Backed Securities  |
| GNII JM MA8336 M                      | 2052-09-20      | 3.0000%  | 0.0000% | $2051940.55        | $1741975.78        | Agency Mortgage-Backed Securities  |
| GNII JM MA8337 M                      | 2052-09-20      | 3.5000%  | 0.0000% | $4659710.81        | $4057254.21        | Agency Mortgage-Backed Securities  |
| GNII JM MA8516 M                      | 2052-10-20      | 5.0000%  | 0.0000% | $370489.60         | $358780.19         | Agency Mortgage-Backed Securities  |
| GNII SF MA8490 M                      | 2052-12-20      | 5.0000%  | 0.0000% | $40590678.50       | $39720730.07       | Agency Mortgage-Backed Securities  |
| GNII SF MA8647 M                      | 2053-02-20      | 5.0000%  | 0.0000% | $243174.12         | $237207.31         | Agency Mortgage-Backed Securities  |
| GNII JM MA8710 M                      | 2051-05-20      | 3.0000%  | 0.0000% | $923683.45         | $781877.41         | Agency Mortgage-Backed Securities  |
| GNII SF MA8800 M                      | 2053-04-20      | 5.0000%  | 0.0000% | $143694105.75      | $140425607.70      | Agency Mortgage-Backed Securities  |
| GNII SF MA9171 M                      | 2053-09-20      | 5.5000%  | 0.0000% | $161998580.00      | $161884461.10      | Agency Mortgage-Backed Securities  |
| GNII SP 783995 C                      | 2044-12-20      | 5.0000%  | 0.0000% | $47830.47          | $48164.98          | Agency Mortgage-Backed Securities  |
| GNMI SP 784715 X                      | 2048-05-15      | 4.0000%  | 0.0000% | $99217.49          | $92639.19          | Agency Mortgage-Backed Securities  |
| GNII SP 787290 C                      | 2053-09-20      | 5.5000%  | 0.0000% | $8948574.11        | $8997044.56        | Agency Mortgage-Backed Securities  |
| GNII SP 786544 C                      | 2053-02-20      | 5.0000%  | 0.0000% | $167558.72         | $163731.14         | Agency Mortgage-Backed Securities  |
| GNII SP 786943 C                      | 2053-09-20      | 6.0000%  | 0.0000% | $4978930.95        | $5088230.10        | Agency Mortgage-Backed Securities  |
| GNMI SF 752200 X                      | 2046-04-15      | 3.0000%  | 0.0000% | $13080.76          | $11493.24          | Agency Mortgage-Backed Securities  |
| GNMI SF CI8221 X                      | 2052-01-15      | 4.0000%  | 0.0000% | $38157.46          | $35301.61          | Agency Mortgage-Backed Securities  |
| GNII SF CJ9674 C                      | 2052-01-20      | 3.0000%  | 0.0000% | $1194116.09        | $1042209.80        | Agency Mortgage-Backed Securities  |
| GNII SF AD9132 C                      | 2043-05-20      | 4.0000%  | 0.0000% | $872929.79         | $810725.88         | Agency Mortgage-Backed Securities  |
| 5.98 TVBD 36 A                        | 2036-04-01      | 5.9800%  | 0.0000% | $12122000.00       | $13243291.74       | Agency Mortgage-Backed Securities  |
| 3.50 TVBD 42 B                        | 2042-12-15      | 3.5000%  | 0.0000% | $868000.00         | $701979.09         | Agency Mortgage-Backed Securities  |
| TVIN 09/15/26                         | 2026-09-15      | 0.0000%  | 0.0000% | $15000.00          | $14222.70          | Agency Mortgage-Backed Securities  |
| 8.875 RFPR 30 B                       | 2030-04-15      | 0.0000%  | 0.0000% | $235159000.00      | $191131591.40      | Corporate Debt Securities          |
| 3 5/8 NOTE Z 28                       | 2028-05-31      | 3.6250%  | 0.0000% | $178000.00         | $179748.92         | U.S. Treasuries (including strips) |
| 1 5/8 TRIN X 30                       | 2030-04-15      | 1.6250%  | 0.0000% | $24666456.96       | $24716356.00       | U.S. Treasuries (including strips) |
| TINT 02/15/26                         | 2026-02-15      | 0.0000%  | 0.0000% | $52587719.20       | $51141662.10       | U.S. Treasuries (including strips) |
| TINT 05/15/27                         | 2027-05-15      | 0.0000%  | 0.0000% | $2478766.00        | $2292593.32        | U.S. Treasuries (including strips) |
| TINT 11/15/27                         | 2027-11-15      | 0.0000%  | 0.0000% | $177514.29         | $160922.92         | U.S. Treasuries (including strips) |
| TINT 05/15/30                         | 2030-05-15      | 0.0000%  | 0.0000% | $22198660.00       | $18093750.39       | U.S. Treasuries (including strips) |
| TINT 02/15/30                         | 2030-02-15      | 0.0000%  | 0.0000% | $18440300.00       | $15198532.14       | U.S. Treasuries (including strips) |
| TINT 08/15/30                         | 2030-08-15      | 0.0000%  | 0.0000% | $72187.36          | $58159.48          | U.S. Treasuries (including strips) |
| BILL 07/31/25                         | 2025-07-31      | 0.0000%  | 0.0000% | $9022500.00        | $8956852.29        | U.S. Treasuries (including strips) |
| BILL 08/12/25                         | 2025-08-12      | 0.0000%  | 0.0000% | $99051100.00       | $98191336.45       | U.S. Treasuries (including strips) |
| 5 1/2 TPRN 28                         | 2028-08-15      | 0.0000%  | 0.0000% | $316300.00         | $279796.77         | U.S. Treasuries (including strips) |
| 5 3/8 TPRN 31                         | 2031-02-15      | 0.0000%  | 0.0000% | $570200.00         | $451908.02         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29                      | 2029-08-31      | 3.6250%  | 0.0000% | $7147400.00        | $7113478.40        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AR 26                      | 2026-08-15      | 4.3750%  | 0.0000% | $71300.00          | $72407.86          | U.S. Treasuries (including strips) |

### Security 258: 2020 Sheu Family Exempt Trust

- **C.1 - Title:** 2020 Sheu Family Exempt Trust 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 90138RAA4, C.4 - ISIN: US90138RAA41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9175000.00
- **C.18.a - Value (excl. sponsor support):** $9175000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 259: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.580000%
- **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):** $1050000.65
- **C.18.a - Value (excl. sponsor support):** $1050000.65
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 260: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PEU1, C.4 - ISIN: US90376PEU12, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $13453695.00
- **C.18.a - Value (excl. sponsor support):** $13453695.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 261: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PEY3, C.4 - ISIN: US90376PEY34, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $9866043.00
- **C.18.a - Value (excl. sponsor support):** $9866043.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 262: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 910QDQ001, C.3 - LEI: N/A, C.5 - Other ID: 910QDQ001_4.35_0602
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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 MA7368 M | 2051-05-20      | 3.0000%  | 0.0000% | $1527297.69        | $1332210.87        | Agency Mortgage-Backed Securities |
| GNII SF MA7372 M | 2051-05-20      | 5.0000%  | 0.0000% | $76846.87          | $76016.45          | Agency Mortgage-Backed Securities |
| GNII SF MA7471 M | 2051-07-20      | 2.0000%  | 0.0000% | $59238.80          | $47553.30          | Agency Mortgage-Backed Securities |
| GNII SF MA7508 M | 2036-08-20      | 2.5000%  | 0.0000% | $6940.55           | $6390.26           | Agency Mortgage-Backed Securities |
| GNII SF MA7650 M | 2051-10-20      | 3.0000%  | 0.0000% | $410074.23         | $357532.92         | Agency Mortgage-Backed Securities |
| GNII SF MA7831 M | 2048-08-20      | 4.5000%  | 0.0000% | $972.39            | $924.75            | Agency Mortgage-Backed Securities |
| GNII SF MA7853 M | 2037-12-20      | 2.5000%  | 0.0000% | $1009.20           | $929.15            | Agency Mortgage-Backed Securities |
| GNII SF MA7882 M | 2052-02-20      | 3.0000%  | 0.0000% | $12122.41          | $10568.40          | Agency Mortgage-Backed Securities |
| GNII SF MA7884 M | 2052-02-20      | 4.0000%  | 0.0000% | $1003.66           | $926.07            | Agency Mortgage-Backed Securities |
| GNII SF MA8154 M | 2052-07-20      | 6.0000%  | 0.0000% | $7346.39           | $7512.36           | Agency Mortgage-Backed Securities |
| GNII SF MA8181 M | 2032-01-20      | 6.5000%  | 0.0000% | $946.71            | $970.87            | Agency Mortgage-Backed Securities |
| GNII SF MA8201 M | 2052-08-20      | 4.5000%  | 0.0000% | $31273.25          | $29743.52          | Agency Mortgage-Backed Securities |
| GNII SF MA8239 M | 2036-03-20      | 2.0000%  | 0.0000% | $798.08            | $720.85            | Agency Mortgage-Backed Securities |
| GNII SF MA8267 M | 2052-09-20      | 4.0000%  | 0.0000% | $4177874.79        | $3850108.91        | Agency Mortgage-Backed Securities |
| GNII SF DE4848 C | 2054-11-20      | 6.0000%  | 0.0000% | $133708.31         | $137218.46         | Agency Mortgage-Backed Securities |
| GNII SF DE4851 C | 2054-10-20      | 6.5000%  | 0.0000% | $41621.88          | $43632.68          | Agency Mortgage-Backed Securities |
| GNII SF DE4854 C | 2054-10-20      | 6.5000%  | 0.0000% | $47326.77          | $49265.47          | Agency Mortgage-Backed Securities |
| GNII SF DE4983 C | 2054-09-20      | 6.5000%  | 0.0000% | $36767.07          | $38048.04          | Agency Mortgage-Backed Securities |
| GNII SF DE6167 C | 2054-08-20      | 7.0000%  | 0.0000% | $47673.44          | $49307.73          | Agency Mortgage-Backed Securities |
| GNII SF DE6401 C | 2054-09-20      | 7.0000%  | 0.0000% | $492757.98         | $518081.25         | Agency Mortgage-Backed Securities |
| GNII SF DE6772 C | 2054-11-20      | 6.0000%  | 0.0000% | $142581.53         | $145590.90         | Agency Mortgage-Backed Securities |
| GNII SF DE6833 C | 2054-10-20      | 6.5000%  | 0.0000% | $142528.30         | $148485.57         | Agency Mortgage-Backed Securities |
| GNII SF DE6836 C | 2054-10-20      | 6.5000%  | 0.0000% | $165320.65         | $172787.37         | Agency Mortgage-Backed Securities |
| GNII SF DE9446 C | 2054-09-20      | 7.0000%  | 0.0000% | $36851.47          | $39702.37          | Agency Mortgage-Backed Securities |
| GNII SF DF3951 C | 2054-09-20      | 7.0000%  | 0.0000% | $38887.54          | $41665.43          | Agency Mortgage-Backed Securities |
| GNII SF DF5671 C | 2055-02-20      | 5.5000%  | 0.0000% | $57737.45          | $58361.79          | Agency Mortgage-Backed Securities |
| GNII SF DF6856 C | 2054-11-20      | 5.5000%  | 0.0000% | $62995.66          | $63707.93          | Agency Mortgage-Backed Securities |
| GNII SF DG0675 C | 2054-12-20      | 5.5000%  | 0.0000% | $35902.04          | $36420.42          | Agency Mortgage-Backed Securities |
| GNII SF DG1682 C | 2055-02-20      | 5.5000%  | 0.0000% | $45331.48          | $45717.28          | Agency Mortgage-Backed Securities |
| GNII SF DG1623 C | 2055-02-20      | 5.5000%  | 0.0000% | $33846.02          | $34108.07          | Agency Mortgage-Backed Securities |
| GNII SF 004696 M | 2040-05-20      | 4.5000%  | 0.0000% | $119094.45         | $116731.02         | Agency Mortgage-Backed Securities |
| GNII SF 004772 M | 2040-08-20      | 5.0000%  | 0.0000% | $20629.72          | $20629.26          | Agency Mortgage-Backed Securities |
| GNII SF 004800 M | 2040-09-20      | 4.0000%  | 0.0000% | $1593.80           | $1504.41           | Agency Mortgage-Backed Securities |
| GNII SF 004804 M | 2040-09-20      | 6.0000%  | 0.0000% | $372.09            | $389.40            | Agency Mortgage-Backed Securities |
| GNII SF 004832 M | 2040-10-20      | 3.5000%  | 0.0000% | $6144.13           | $5638.37           | Agency Mortgage-Backed Securities |
| GNII SF 005081 M | 2041-06-20      | 4.0000%  | 0.0000% | $318.50            | $300.63            | Agency Mortgage-Backed Securities |
| GNII SF 005240 M | 2038-11-20      | 6.0000%  | 0.0000% | $5295.39           | $5541.72           | Agency Mortgage-Backed Securities |
| GNII SF MA7888 M | 2038-01-20      | 6.0000%  | 0.0000% | $8378.64           | $8578.05           | Agency Mortgage-Backed Securities |
| GNII SF MA9357 M | 2050-07-20      | 3.0000%  | 0.0000% | $4459.36           | $3903.75           | Agency Mortgage-Backed Securities |
| GNII SF MA9455 M | 2039-02-20      | 4.0000%  | 0.0000% | $21863.95          | $21177.91          | Agency Mortgage-Backed Securities |
| GNII SF MA9485 M | 2052-10-20      | 4.0000%  | 0.0000% | $93466.99          | $85978.25          | Agency Mortgage-Backed Securities |
| GNII SF MA9487 M | 2054-02-20      | 5.0000%  | 0.0000% | $10059.59          | $9792.56           | Agency Mortgage-Backed Securities |
| GNII SF MA9544 M | 2054-02-20      | 7.0000%  | 0.0000% | $69160.67          | $71545.04          | Agency Mortgage-Backed Securities |
| GNII SF BA9807 C | 2047-07-20      | 3.5000%  | 0.0000% | $5054.64           | $4563.21           | Agency Mortgage-Backed Securities |
| GNII SF BB0185 C | 2047-06-20      | 4.0000%  | 0.0000% | $4729.47           | $4353.00           | Agency Mortgage-Backed Securities |
| GNII SF BB0604 C | 2047-07-20      | 3.5000%  | 0.0000% | $5436.55           | $4907.90           | Agency Mortgage-Backed Securities |
| GNII SF BC2596 C | 2047-10-20      | 4.0000%  | 0.0000% | $290.02            | $266.18            | Agency Mortgage-Backed Securities |
| GNII SF BC4840 C | 2047-09-20      | 3.5000%  | 0.0000% | $4730.01           | $4270.04           | Agency Mortgage-Backed Securities |
| GNII SF BD3902 C | 2048-01-20      | 3.5000%  | 0.0000% | $5528.97           | $4991.39           | Agency Mortgage-Backed Securities |
| GNII SF BD9057 C | 2037-11-20      | 3.0000%  | 0.0000% | $11834.31          | $11148.26          | Agency Mortgage-Backed Securities |
| GNII SF BE0207 C | 2048-02-20      | 4.5000%  | 0.0000% | $31428.18          | $29888.11          | Agency Mortgage-Backed Securities |
| GNII SF CO8413 C | 2052-09-20      | 4.5000%  | 0.0000% | $93685.86          | $88692.78          | Agency Mortgage-Backed Securities |
| GNII SF DH3425 C | 2055-01-20      | 5.5000%  | 0.0000% | $38317.88          | $38791.05          | Agency Mortgage-Backed Securities |
| GNII SF DH3450 C | 2055-02-20      | 6.0000%  | 0.0000% | $43401.34          | $44705.96          | Agency Mortgage-Backed Securities |
| GNII SF DH3457 C | 2055-02-20      | 6.5000%  | 0.0000% | $98428.50          | $103008.58         | Agency Mortgage-Backed Securities |
| GNII SF DH3608 C | 2055-04-20      | 6.0000%  | 0.0000% | $44287.77          | $45264.33          | Agency Mortgage-Backed Securities |
| GNII SF DH3839 C | 2055-01-20      | 5.5000%  | 0.0000% | $49966.51          | $49985.17          | Agency Mortgage-Backed Securities |
| GNII SF 675725 C | 2047-06-20      | 3.5000%  | 0.0000% | $81.73             | $71.67             | Agency Mortgage-Backed Securities |
| GNII SF BH2761 C | 2048-09-20      | 4.5000%  | 0.0000% | $20644.58          | $19623.38          | Agency Mortgage-Backed Securities |
| GNII SF BJ1318 C | 2049-05-20      | 5.0000%  | 0.0000% | $1870.26           | $1865.15           | Agency Mortgage-Backed Securities |
| GNII SF BJ6507 C | 2049-02-20      | 4.5000%  | 0.0000% | $15741.73          | $15037.21          | Agency Mortgage-Backed Securities |
| GNII SF BJ9835 C | 2049-01-20      | 4.5000%  | 0.0000% | $32002.15          | $30439.39          | Agency Mortgage-Backed Securities |
| GNII SF BM7486 C | 2049-07-20      | 3.5000%  | 0.0000% | $3575.80           | $3197.26           | Agency Mortgage-Backed Securities |
| GNII SF BN6125 C | 2049-08-20      | 4.0000%  | 0.0000% | $28650.37          | $26457.87          | Agency Mortgage-Backed Securities |
| GNII SF BQ4455 C | 2049-11-20      | 3.5000%  | 0.0000% | $37653.10          | $33549.19          | Agency Mortgage-Backed Securities |
| GNII SF BS1728 C | 2050-01-20      | 4.0000%  | 0.0000% | $132340.96         | $120161.92         | Agency Mortgage-Backed Securities |
| GNII SF BS8546 C | 2050-12-20      | 2.5000%  | 0.0000% | $8896.13           | $7384.53           | Agency Mortgage-Backed Securities |
| GNII SF BT0812 C | 2050-03-20      | 3.0000%  | 0.0000% | $253187.88         | $217856.95         | Agency Mortgage-Backed Securities |
| GNII SF BT5311 C | 2050-05-20      | 2.5000%  | 0.0000% | $84046.46          | $68849.50          | Agency Mortgage-Backed Securities |
| GNII SF BU6906 C | 2050-05-20      | 4.0000%  | 0.0000% | $7373.47           | $6787.51           | Agency Mortgage-Backed Securities |
| GNII SF BW5190 C | 2049-05-20      | 4.5000%  | 0.0000% | $33359.93          | $31577.88          | Agency Mortgage-Backed Securities |
| GNII SF BW7419 C | 2050-08-20      | 3.5000%  | 0.0000% | $2585.28           | $2321.17           | Agency Mortgage-Backed Securities |
| GNII SF BY5698 C | 2050-10-20      | 2.0000%  | 0.0000% | $41260.36          | $32679.94          | Agency Mortgage-Backed Securities |
| GNII SF BZ4383 C | 2052-01-20      | 3.0000%  | 0.0000% | $23318.02          | $20089.98          | Agency Mortgage-Backed Securities |
| GNII SF BZ9216 C | 2050-11-20      | 2.5000%  | 0.0000% | $31067.98          | $25546.73          | Agency Mortgage-Backed Securities |
| GNII SF CC2939 C | 2051-02-20      | 2.0000%  | 0.0000% | $95166.46          | $76374.14          | Agency Mortgage-Backed Securities |
| GNII SF CI1513 C | 2052-03-20      | 3.0000%  | 0.0000% | $2885.51           | $2452.90           | Agency Mortgage-Backed Securities |
| GNII SF CI6169 C | 2051-12-20      | 3.0000%  | 0.0000% | $54940.36          | $47799.36          | Agency Mortgage-Backed Securities |
| GNII SF DJ0714 C | 2055-05-20      | 7.0000%  | 0.0000% | $45500.70          | $47635.77          | Agency Mortgage-Backed Securities |
| GNII SF DJ0720 C | 2055-05-20      | 6.5000%  | 0.0000% | $186601.30         | $194655.03         | Agency Mortgage-Backed Securities |
| GNII SF DJ0746 C | 2055-04-20      | 7.0000%  | 0.0000% | $51372.79          | $54094.20          | Agency Mortgage-Backed Securities |
| GNII SF DJ1071 C | 2055-04-20      | 6.0000%  | 0.0000% | $453022.24         | $466306.36         | Agency Mortgage-Backed Securities |
| GNII SF 778108 C | 2026-12-20      | 3.5000%  | 0.0000% | $104.79            | $104.01            | Agency Mortgage-Backed Securities |
| GNII SF AB7797 C | 2042-11-20      | 3.5000%  | 0.0000% | $37299.34          | $33005.72          | Agency Mortgage-Backed Securities |
| GNII SF AB9182 C | 2042-11-20      | 3.0000%  | 0.0000% | $3424.66           | $2994.08           | Agency Mortgage-Backed Securities |
| GNII SF MA0021 M | 2042-04-20      | 3.0000%  | 0.0000% | $1341.30           | $1205.69           | Agency Mortgage-Backed Securities |
| GNII SF MA0318 M | 2042-08-20      | 3.5000%  | 0.0000% | $355364.55         | $325734.06         | Agency Mortgage-Backed Securities |
| GNII SF MA0935 M | 2043-04-20      | 4.0000%  | 0.0000% | $1724.71           | $1617.35           | Agency Mortgage-Backed Securities |
| GNII SF MA1011 M | 2043-05-20      | 3.0000%  | 0.0000% | $6441.75           | $5771.89           | Agency Mortgage-Backed Securities |
| GNII SF MA1090 M | 2043-03-20      | 3.5000%  | 0.0000% | $43928.97          | $40225.30          | Agency Mortgage-Backed Securities |
| GNII SF MA1156 M | 2043-07-20      | 3.0000%  | 0.0000% | $4433.08           | $3966.61           | Agency Mortgage-Backed Securities |
| GNII SF MA1158 M | 2043-07-20      | 4.0000%  | 0.0000% | $15379.73          | $14473.90          | Agency Mortgage-Backed Securities |
| GNII SF MA1201 M | 2028-08-20      | 2.0000%  | 0.0000% | $1698.61           | $1647.69           | Agency Mortgage-Backed Securities |
| GNII SF MA1202 M | 2028-08-20      | 2.5000%  | 0.0000% | $726.15            | $708.97            | Agency Mortgage-Backed Securities |
| GNII SF MA1374 M | 2043-10-20      | 3.0000%  | 0.0000% | $4976.97           | $4451.19           | Agency Mortgage-Backed Securities |
| GNII SF MA1520 M | 2043-08-20      | 3.0000%  | 0.0000% | $1485.20           | $1328.30           | Agency Mortgage-Backed Securities |
| GNII SF MA1839 M | 2044-04-20      | 4.0000%  | 0.0000% | $3074.27           | $2885.45           | Agency Mortgage-Backed Securities |
| GNII SF MA2070 M | 2044-02-20      | 2.0000%  | 0.0000% | $3052.42           | $2466.72           | Agency Mortgage-Backed Securities |
| GNII SF MA2151 M | 2044-08-20      | 5.0000%  | 0.0000% | $53075.63          | $53105.76          | Agency Mortgage-Backed Securities |
| GNII SF MA2755 M | 2045-04-20      | 4.0000%  | 0.0000% | $6543.63           | $6135.97           | Agency Mortgage-Backed Securities |
| GNII SF MA2827 M | 2045-05-20      | 4.0000%  | 0.0000% | $173.75            | $162.93            | Agency Mortgage-Backed Securities |
| GNII SF MA2893 M | 2045-05-20      | 4.0000%  | 0.0000% | $16359.87          | $15340.53          | Agency Mortgage-Backed Securities |
| GNII SF MA2961 M | 2045-07-20      | 3.5000%  | 0.0000% | $69961.87          | $63485.18          | Agency Mortgage-Backed Securities |
| GNII SF MA3035 M | 2045-08-20      | 4.0000%  | 0.0000% | $62370.43          | $58253.19          | Agency Mortgage-Backed Securities |
| GNII SF MA3106 M | 2045-09-20      | 4.0000%  | 0.0000% | $577308.55         | $540800.26         | Agency Mortgage-Backed Securities |
| GNII SF MA3376 M | 2046-01-20      | 3.5000%  | 0.0000% | $149979.37         | $135815.98         | Agency Mortgage-Backed Securities |
| GNII SF MA4387 M | 2038-09-20      | 6.0000%  | 0.0000% | $1255.26           | $1313.66           | Agency Mortgage-Backed Securities |
| GNII SF MA3669 M | 2034-01-20      | 6.5000%  | 0.0000% | $459.13            | $478.22            | Agency Mortgage-Backed Securities |
| GNII SF MA3803 M | 2046-07-20      | 3.5000%  | 0.0000% | $208456.52         | $188414.56         | Agency Mortgage-Backed Securities |
| GNII SF MA4262 M | 2047-02-20      | 3.5000%  | 0.0000% | $109940.49         | $99295.88          | Agency Mortgage-Backed Securities |
| GNII SF MA4514 M | 2047-06-20      | 5.5000%  | 0.0000% | $38913.85          | $39594.36          | Agency Mortgage-Backed Securities |
| GNII SF MA4585 M | 2047-07-20      | 3.0000%  | 0.0000% | $558200.69         | $492046.47         | Agency Mortgage-Backed Securities |
| GNII SF AQ0550 C | 2046-11-20      | 4.0000%  | 0.0000% | $13732.07          | $12658.72          | Agency Mortgage-Backed Securities |
| GNII SF CS2198 C | 2053-04-20      | 6.5000%  | 0.0000% | $39202.51          | $41432.11          | Agency Mortgage-Backed Securities |
| GNII SF CS7666 C | 2053-04-20      | 7.0000%  | 0.0000% | $21075.58          | $21957.67          | Agency Mortgage-Backed Securities |
| GNII SF CS7816 C | 2053-04-20      | 5.5000%  | 0.0000% | $130270.18         | $131259.26         | Agency Mortgage-Backed Securities |
| GNII SF CT2747 C | 2053-02-20      | 5.5000%  | 0.0000% | $45681.12          | $46230.00          | Agency Mortgage-Backed Securities |
| GNII SF CT4268 C | 2053-03-20      | 5.5000%  | 0.0000% | $36355.89          | $36953.52          | Agency Mortgage-Backed Securities |
| GNII SF CT5195 C | 2053-03-20      | 5.5000%  | 0.0000% | $31760.80          | $32142.46          | Agency Mortgage-Backed Securities |
| GNII SF CU1041 C | 2053-06-20      | 7.0000%  | 0.0000% | $31510.43          | $33120.76          | Agency Mortgage-Backed Securities |
| GNII SF CU1042 C | 2053-06-20      | 7.0000%  | 0.0000% | $40000.88          | $42233.37          | Agency Mortgage-Backed Securities |
| GNII SF CU1074 C | 2053-07-20      | 6.5000%  | 0.0000% | $82211.24          | $85880.67          | Agency Mortgage-Backed Securities |
| GNII SF CU1182 C | 2053-08-20      | 6.5000%  | 0.0000% | $167148.58         | $174983.36         | Agency Mortgage-Backed Securities |
| GNII SF CU1168 C | 2053-07-20      | 6.5000%  | 0.0000% | $163880.99         | $171201.24         | Agency Mortgage-Backed Securities |
| GNII SF CU1194 C | 2053-08-20      | 6.5000%  | 0.0000% | $135901.28         | $141966.70         | Agency Mortgage-Backed Securities |
| GNII SF CU6443 C | 2053-05-20      | 6.5000%  | 0.0000% | $219092.56         | $226725.11         | Agency Mortgage-Backed Securities |
| GNII SF CU9601 C | 2053-11-20      | 6.5000%  | 0.0000% | $94993.53          | $97707.98          | Agency Mortgage-Backed Securities |
| GNII SF CU9689 C | 2053-11-20      | 6.5000%  | 0.0000% | $33347.63          | $34259.23          | Agency Mortgage-Backed Securities |
| GNII SF CV8159 C | 2053-10-20      | 7.0000%  | 0.0000% | $78014.60          | $82697.03          | Agency Mortgage-Backed Securities |
| GNII SF CX6881 C | 2053-12-20      | 6.0000%  | 0.0000% | $112315.04         | $114862.72         | Agency Mortgage-Backed Securities |
| GNII SF CX6895 C | 2053-11-20      | 6.5000%  | 0.0000% | $36550.70          | $38183.28          | Agency Mortgage-Backed Securities |
| GNII SF CX6898 C | 2053-12-20      | 6.5000%  | 0.0000% | $8604.15           | $8915.72           | Agency Mortgage-Backed Securities |
| GNII SF CX6925 C | 2053-10-20      | 6.0000%  | 0.0000% | $38647.41          | $39524.06          | Agency Mortgage-Backed Securities |
| GNII SF CY2871 C | 2053-12-20      | 7.0000%  | 0.0000% | $39889.86          | $42232.27          | Agency Mortgage-Backed Securities |
| GNII SF MB0119 M | 2039-11-20      | 4.0000%  | 0.0000% | $112746.57         | $109203.19         | Agency Mortgage-Backed Securities |
| GNII SF MB0146 M | 2055-01-20      | 5.0000%  | 0.0000% | $13152095.68       | $12804916.89       | Agency Mortgage-Backed Securities |
| GNII SF MB0178 M | 2040-02-20      | 4.5000%  | 0.0000% | $41576.53          | $40995.38          | Agency Mortgage-Backed Securities |
| GNII SF MB0205 M | 2055-02-20      | 5.5000%  | 0.0000% | $455394.70         | $453887.14         | Agency Mortgage-Backed Securities |
| GNII SF MB0233 M | 2040-07-20      | 5.0000%  | 0.0000% | $59337.51          | $60048.00          | Agency Mortgage-Backed Securities |
| GNII SF MB0261 M | 2055-02-20      | 6.5000%  | 0.0000% | $7652.33           | $7867.18           | Agency Mortgage-Backed Securities |
| GNII SF MB0310 M | 2055-04-20      | 6.5000%  | 0.0000% | $996053.99         | $1022860.90        | Agency Mortgage-Backed Securities |
| GNII SF MB0337 M | 2040-05-20      | 3.5000%  | 0.0000% | $21111.00          | $20123.99          | Agency Mortgage-Backed Securities |
| GNII SF MB0342 M | 2040-05-20      | 6.0000%  | 0.0000% | $214772.53         | $219794.85         | Agency Mortgage-Backed Securities |
| GNII SF MB0363 M | 2055-05-20      | 4.0000%  | 0.0000% | $293771.63         | $269623.67         | Agency Mortgage-Backed Securities |
| GNII SF MB0367 M | 2055-05-20      | 6.0000%  | 0.0000% | $1865911.87        | $1893682.85        | Agency Mortgage-Backed Securities |
| GNII SF MB0369 M | 2053-12-20      | 7.0000%  | 0.0000% | $5160709.03        | $5359684.76        | Agency Mortgage-Backed Securities |
| GNII SF DI0030 C | 2055-03-20      | 5.5000%  | 0.0000% | $45515.91          | $45868.36          | Agency Mortgage-Backed Securities |
| GNII SF DI1516 C | 2055-03-20      | 5.5000%  | 0.0000% | $69764.07          | $70469.15          | Agency Mortgage-Backed Securities |
| GNII SF MA4840 M | 2047-11-20      | 5.0000%  | 0.0000% | $63914.23          | $63222.98          | Agency Mortgage-Backed Securities |
| GNII SF MA5019 M | 2048-02-20      | 3.5000%  | 0.0000% | $261258.69         | $235584.65         | Agency Mortgage-Backed Securities |
| GNII SF MA5191 M | 2048-05-20      | 3.5000%  | 0.0000% | $310448.41         | $280004.73         | Agency Mortgage-Backed Securities |
| GNII SF MA5193 M | 2048-05-20      | 4.5000%  | 0.0000% | $1591.13           | $1525.42           | Agency Mortgage-Backed Securities |
| GNII SF MA5265 M | 2048-05-20      | 4.5000%  | 0.0000% | $922278.02         | $883952.76         | Agency Mortgage-Backed Securities |
| GNII SF MA6216 M | 2049-06-20      | 2.0000%  | 0.0000% | $8090.43           | $6573.73           | Agency Mortgage-Backed Securities |
| GNII SF MA6257 M | 2034-10-20      | 4.0000%  | 0.0000% | $1852.02           | $1794.64           | Agency Mortgage-Backed Securities |
| GNII SF MA5401 M | 2048-08-20      | 5.5000%  | 0.0000% | $36693.21          | $37265.28          | Agency Mortgage-Backed Securities |
| GNII SF MA5438 M | 2033-08-20      | 4.5000%  | 0.0000% | $1869.45           | $1862.51           | Agency Mortgage-Backed Securities |
| GNII SF MA5465 M | 2048-09-20      | 3.5000%  | 0.0000% | $33469.28          | $30144.02          | Agency Mortgage-Backed Securities |
| GNII SF MA5467 M | 2048-09-20      | 4.5000%  | 0.0000% | $3994.13           | $3827.31           | Agency Mortgage-Backed Securities |
| GNII SF MA5596 M | 2048-11-20      | 4.5000%  | 0.0000% | $16675.66          | $15977.53          | Agency Mortgage-Backed Securities |
| GNII SF MA5813 M | 2049-02-20      | 2.0000%  | 0.0000% | $3559.49           | $2862.61           | Agency Mortgage-Backed Securities |
| GNII SF MA6041 M | 2049-06-20      | 4.5000%  | 0.0000% | $6656.90           | $6368.02           | Agency Mortgage-Backed Securities |
| GNII SF MA7137 M | 2051-01-20      | 3.0000%  | 0.0000% | $2095.18           | $1826.43           | Agency Mortgage-Backed Securities |
| GNII SF MA7139 M | 2051-01-20      | 4.0000%  | 0.0000% | $129991.56         | $120390.03         | Agency Mortgage-Backed Securities |
| GNII SF CY2878 C | 2054-04-20      | 6.0000%  | 0.0000% | $101925.56         | $104162.96         | Agency Mortgage-Backed Securities |
| GNII SF CY2882 C | 2054-04-20      | 6.5000%  | 0.0000% | $57478.19          | $59537.01          | Agency Mortgage-Backed Securities |
| GNII SF CY2884 C | 2054-04-20      | 7.0000%  | 0.0000% | $79872.74          | $84172.60          | Agency Mortgage-Backed Securities |
| GNII SF CY3774 C | 2053-12-20      | 7.0000%  | 0.0000% | $33920.47          | $36411.11          | Agency Mortgage-Backed Securities |
| GNII SF CY6265 C | 2053-11-20      | 6.5000%  | 0.0000% | $24106.27          | $25407.53          | Agency Mortgage-Backed Securities |
| GNII SF CY5634 C | 2054-01-20      | 7.5000%  | 0.0000% | $22070.33          | $22983.66          | Agency Mortgage-Backed Securities |
| GNII SF CY9137 C | 2054-04-20      | 6.0000%  | 0.0000% | $5787.27           | $5937.39           | Agency Mortgage-Backed Securities |
| GNII SF CZ0212 C | 2053-11-20      | 7.0000%  | 0.0000% | $107560.47         | $111545.36         | Agency Mortgage-Backed Securities |
| GNII SF CZ1874 C | 2054-01-20      | 6.5000%  | 0.0000% | $9059.23           | $9330.70           | Agency Mortgage-Backed Securities |
| GNII SF CZ1878 C | 2054-01-20      | 6.5000%  | 0.0000% | $25670.90          | $26452.17          | Agency Mortgage-Backed Securities |
| GNII SF CZ3445 C | 2054-01-20      | 7.0000%  | 0.0000% | $63006.42          | $66706.40          | Agency Mortgage-Backed Securities |
| GNII SF CZ3451 C | 2054-01-20      | 7.5000%  | 0.0000% | $42220.81          | $44803.61          | Agency Mortgage-Backed Securities |
| GNII SF CZ3602 C | 2053-12-20      | 7.5000%  | 0.0000% | $14448.33          | $15202.64          | Agency Mortgage-Backed Securities |
| GNII SF CZ3715 C | 2054-01-20      | 7.5000%  | 0.0000% | $13950.70          | $14636.07          | Agency Mortgage-Backed Securities |
| GNII SF CZ3946 C | 2054-02-20      | 6.0000%  | 0.0000% | $197779.63         | $202412.09         | Agency Mortgage-Backed Securities |
| GNII SF CZ3980 C | 2054-01-20      | 6.5000%  | 0.0000% | $41288.59          | $43153.07          | Agency Mortgage-Backed Securities |
| GNII SF CZ3953 C | 2054-02-20      | 6.0000%  | 0.0000% | $74365.44          | $76095.88          | Agency Mortgage-Backed Securities |
| GNII SF CZ3960 C | 2054-02-20      | 5.5000%  | 0.0000% | $99859.96          | $100985.93         | Agency Mortgage-Backed Securities |
| GNII SF CZ4007 C | 2054-01-20      | 7.5000%  | 0.0000% | $19329.85          | $20165.41          | Agency Mortgage-Backed Securities |
| GNII SF CZ6758 C | 2054-01-20      | 7.5000%  | 0.0000% | $104604.71         | $109818.07         | Agency Mortgage-Backed Securities |
| GNII SF DA2090 C | 2054-03-20      | 6.5000%  | 0.0000% | $57999.20          | $60540.27          | Agency Mortgage-Backed Securities |
| GNII SF DA2358 C | 2054-02-20      | 6.5000%  | 0.0000% | $35375.28          | $37570.71          | Agency Mortgage-Backed Securities |
| GNII SF DA7154 C | 2054-05-20      | 6.0000%  | 0.0000% | $249179.75         | $254305.46         | Agency Mortgage-Backed Securities |
| GNII SF DA7168 C | 2054-05-20      | 7.0000%  | 0.0000% | $43923.94          | $45961.17          | Agency Mortgage-Backed Securities |
| GNII SF DA8087 C | 2054-03-20      | 7.0000%  | 0.0000% | $41236.37          | $43116.17          | Agency Mortgage-Backed Securities |
| GNII SF DA7214 C | 2054-05-20      | 7.0000%  | 0.0000% | $79939.95          | $84023.51          | Agency Mortgage-Backed Securities |
| GNII SF DA7327 C | 2054-06-20      | 7.0000%  | 0.0000% | $86842.79          | $91614.53          | Agency Mortgage-Backed Securities |
| GNII SF DA7329 C | 2054-06-20      | 7.0000%  | 0.0000% | $53915.87          | $56159.47          | Agency Mortgage-Backed Securities |
| GNII SF DA7454 C | 2054-04-20      | 6.0000%  | 0.0000% | $79652.38          | $82182.72          | Agency Mortgage-Backed Securities |
| GNII SF DA8574 C | 2054-03-20      | 7.0000%  | 0.0000% | $38102.95          | $40037.85          | Agency Mortgage-Backed Securities |
| GNII SF DA8684 C | 2054-04-20      | 6.0000%  | 0.0000% | $53624.82          | $54801.96          | Agency Mortgage-Backed Securities |
| GNII SF DA9996 C | 2054-04-20      | 6.5000%  | 0.0000% | $81583.34          | $85157.76          | Agency Mortgage-Backed Securities |
| GNII SF DB0006 C | 2054-06-20      | 6.5000%  | 0.0000% | $142917.43         | $149179.09         | Agency Mortgage-Backed Securities |
| GNII SF DB1320 C | 2054-03-20      | 7.0000%  | 0.0000% | $77969.71          | $82000.42          | Agency Mortgage-Backed Securities |
| GNII SF DB1462 C | 2054-03-20      | 7.0000%  | 0.0000% | $33372.98          | $35214.44          | Agency Mortgage-Backed Securities |
| GNII SF DB3548 C | 2054-05-20      | 5.5000%  | 0.0000% | $204543.39         | $205028.07         | Agency Mortgage-Backed Securities |
| GNII SF DB7439 C | 2054-06-20      | 6.0000%  | 0.0000% | $40371.62          | $41654.12          | Agency Mortgage-Backed Securities |
| GNII SF DB8111 C | 2054-06-20      | 6.5000%  | 0.0000% | $72593.74          | $75627.66          | Agency Mortgage-Backed Securities |
| GNII SF DI4083 C | 2055-05-20      | 5.5000%  | 0.0000% | $284964.30         | $285069.90         | Agency Mortgage-Backed Securities |
| GNII SF DI5086 C | 2055-05-20      | 5.5000%  | 0.0000% | $88873.57          | $88906.77          | Agency Mortgage-Backed Securities |
| GNII SF DI6497 C | 2055-05-20      | 5.5000%  | 0.0000% | $733797.20         | $734522.60         | Agency Mortgage-Backed Securities |
| GNII SF MA6409 M | 2050-01-20      | 3.0000%  | 0.0000% | $12492.89          | $10939.98          | Agency Mortgage-Backed Securities |
| GNII SF MA6413 M | 2050-01-20      | 5.0000%  | 0.0000% | $9200.85           | $9084.44           | Agency Mortgage-Backed Securities |
| GNII SF MA6474 M | 2050-02-20      | 3.0000%  | 0.0000% | $135541.36         | $118596.88         | Agency Mortgage-Backed Securities |
| GNII SF MA6479 M | 2050-01-20      | 5.5000%  | 0.0000% | $593.02            | $604.43            | Agency Mortgage-Backed Securities |
| GNII SF MA6540 M | 2050-02-20      | 2.5000%  | 0.0000% | $418996.23         | $351313.21         | Agency Mortgage-Backed Securities |
| GNII SF MA6541 M | 2050-02-20      | 3.0000%  | 0.0000% | $309441.89         | $270277.89         | Agency Mortgage-Backed Securities |
| GNII SF MA6543 M | 2050-03-20      | 4.0000%  | 0.0000% | $15909.67          | $14727.56          | Agency Mortgage-Backed Securities |
| GNII SF MA6545 M | 2050-03-20      | 5.0000%  | 0.0000% | $403.23            | $398.84            | Agency Mortgage-Backed Securities |
| GNII SF MA6598 M | 2050-04-20      | 2.5000%  | 0.0000% | $194125.26         | $163253.50         | Agency Mortgage-Backed Securities |
| GNII SF MA6658 M | 2050-05-20      | 4.0000%  | 0.0000% | $81465.09          | $75460.32          | Agency Mortgage-Backed Securities |
| GNII SF MA6664 M | 2039-01-20      | 7.0000%  | 0.0000% | $1684.94           | $1753.44           | Agency Mortgage-Backed Securities |
| GNII SF MA6712 M | 2050-06-20      | 4.0000%  | 0.0000% | $11653.45          | $10793.27          | Agency Mortgage-Backed Securities |
| GNII SF MA6933 M | 2050-10-20      | 3.5000%  | 0.0000% | $28606.90          | $25673.10          | Agency Mortgage-Backed Securities |
| GNII SF MA6930 M | 2050-10-20      | 2.0000%  | 0.0000% | $102815.16         | $82533.75          | Agency Mortgage-Backed Securities |
| GNII SF MA6999 M | 2050-10-20      | 4.5000%  | 0.0000% | $22901.79          | $21944.95          | Agency Mortgage-Backed Securities |
| GNII SF MA6996 M | 2050-11-20      | 3.0000%  | 0.0000% | $16203.60          | $14166.05          | Agency Mortgage-Backed Securities |
| GNII SF MA7988 M | 2052-04-20      | 3.0000%  | 0.0000% | $17590.17          | $15333.82          | Agency Mortgage-Backed Securities |
| GNII SF MA8043 M | 2052-05-20      | 3.0000%  | 0.0000% | $8332.51           | $7263.67           | Agency Mortgage-Backed Securities |
| GNII SF MA8045 M | 2052-05-20      | 4.0000%  | 0.0000% | $3023.40           | $2786.22           | Agency Mortgage-Backed Securities |
| GNII SF MA8049 M | 2052-05-20      | 6.0000%  | 0.0000% | $1038.98           | $1066.03           | Agency Mortgage-Backed Securities |
| GNII SF MA7312 M | 2051-04-20      | 2.5000%  | 0.0000% | $143.31            | $120.16            | Agency Mortgage-Backed Securities |
| GNII SF DC0313 C | 2054-07-20      | 6.5000%  | 0.0000% | $22983.83          | $23835.29          | Agency Mortgage-Backed Securities |
| GNII SF DC2170 C | 2054-08-20      | 6.5000%  | 0.0000% | $39457.82          | $41365.73          | Agency Mortgage-Backed Securities |
| GNII SF DC3503 C | 2054-07-20      | 6.5000%  | 0.0000% | $72986.78          | $76381.40          | Agency Mortgage-Backed Securities |
| GNII SF DC2912 C | 2054-05-20      | 7.0000%  | 0.0000% | $56269.42          | $58198.33          | Agency Mortgage-Backed Securities |
| GNII SF DC2961 C | 2054-05-20      | 7.0000%  | 0.0000% | $17905.29          | $18610.70          | Agency Mortgage-Backed Securities |
| GNII SF DC3031 C | 2054-06-20      | 6.5000%  | 0.0000% | $28342.12          | $29739.87          | Agency Mortgage-Backed Securities |
| GNII SF DD0034 C | 2054-08-20      | 7.0000%  | 0.0000% | $29021.91          | $30016.80          | Agency Mortgage-Backed Securities |
| GNII SF DD0039 C | 2054-08-20      | 7.0000%  | 0.0000% | $34583.36          | $37121.43          | Agency Mortgage-Backed Securities |
| GNII SF DD3180 C | 2054-09-20      | 5.5000%  | 0.0000% | $55391.56          | $55743.99          | Agency Mortgage-Backed Securities |
| GNII SF DD3915 C | 2054-09-20      | 6.5000%  | 0.0000% | $33111.72          | $34550.33          | Agency Mortgage-Backed Securities |
| GNII SF DD3912 C | 2054-09-20      | 6.5000%  | 0.0000% | $57537.52          | $60319.63          | Agency Mortgage-Backed Securities |
| GNII SF DD4723 C | 2054-08-20      | 7.0000%  | 0.0000% | $38651.23          | $40698.70          | Agency Mortgage-Backed Securities |
| GNII SF DD4800 C | 2054-10-20      | 6.5000%  | 0.0000% | $74918.21          | $78301.82          | Agency Mortgage-Backed Securities |
| GNII SF DD4821 C | 2054-09-20      | 6.5000%  | 0.0000% | $190521.08         | $199382.62         | Agency Mortgage-Backed Securities |
| GNII SF DD4830 C | 2054-09-20      | 6.0000%  | 0.0000% | $316801.19         | $322977.66         | Agency Mortgage-Backed Securities |
| GNII SF DD5076 C | 2054-09-20      | 6.5000%  | 0.0000% | $33592.31          | $35666.84          | Agency Mortgage-Backed Securities |
| GNII SF DD8715 C | 2054-09-20      | 6.5000%  | 0.0000% | $303086.16         | $319877.47         | Agency Mortgage-Backed Securities |
| GNII SF DE2624 C | 2054-10-20      | 5.5000%  | 0.0000% | $104884.77         | $104923.95         | Agency Mortgage-Backed Securities |
| GNII SF DE3721 C | 2054-09-20      | 7.0000%  | 0.0000% | $69120.01          | $73324.09          | Agency Mortgage-Backed Securities |
| GNII SF DE3752 C | 2054-09-20      | 7.0000%  | 0.0000% | $53796.53          | $55640.73          | Agency Mortgage-Backed Securities |
| GNII SF DE5296 C | 2054-11-20      | 5.5000%  | 0.0000% | $52088.60          | $52460.02          | Agency Mortgage-Backed Securities |
| GNII SF AT4733 C | 2046-09-20      | 4.0000%  | 0.0000% | $31048.42          | $28561.45          | Agency Mortgage-Backed Securities |
| GNII SF AW8749 C | 2046-12-20      | 4.0000%  | 0.0000% | $81610.05          | $75231.59          | Agency Mortgage-Backed Securities |
| GNII SF AI4167 C | 2044-08-20      | 4.0000%  | 0.0000% | $4311.70           | $4026.97           | Agency Mortgage-Backed Securities |
| GNII SF 003500 M | 2034-01-20      | 5.5000%  | 0.0000% | $60.65             | $63.11             | Agency Mortgage-Backed Securities |
| GNII SF 003515 M | 2034-02-20      | 5.5000%  | 0.0000% | $1025.42           | $1054.65           | Agency Mortgage-Backed Securities |
| GNII SF 003596 M | 2034-08-20      | 5.5000%  | 0.0000% | $348.23            | $359.41            | Agency Mortgage-Backed Securities |
| GNII SF 002810 M | 2029-09-20      | 7.5000%  | 0.0000% | $25.05             | $25.82             | Agency Mortgage-Backed Securities |
| GNII SF 003040 M | 2031-02-20      | 7.0000%  | 0.0000% | $909.11            | $945.14            | Agency Mortgage-Backed Securities |
| GNII SF 003295 M | 2032-10-20      | 5.5000%  | 0.0000% | $67.54             | $69.99             | Agency Mortgage-Backed Securities |
| GNII SF 003359 M | 2033-03-20      | 5.0000%  | 0.0000% | $32.30             | $32.47             | Agency Mortgage-Backed Securities |
| GNII SF 004373 M | 2039-02-20      | 7.0000%  | 0.0000% | $102.28            | $106.25            | Agency Mortgage-Backed Securities |
| GNII SF 004447 M | 2039-05-20      | 5.0000%  | 0.0000% | $4157.66           | $4157.57           | Agency Mortgage-Backed Securities |
| GNII SF 004471 M | 2039-06-20      | 6.0000%  | 0.0000% | $686.80            | $718.77            | Agency Mortgage-Backed Securities |
| GNII SF 003736 M | 2035-07-20      | 5.5000%  | 0.0000% | $84.76             | $86.55             | Agency Mortgage-Backed Securities |
| GNII SF 003748 M | 2035-08-20      | 5.5000%  | 0.0000% | $19.03             | $19.43             | Agency Mortgage-Backed Securities |
| GNII SF 003829 M | 2036-03-20      | 5.0000%  | 0.0000% | $363.68            | $363.44            | Agency Mortgage-Backed Securities |
| GNII SF 003920 M | 2036-11-20      | 6.0000%  | 0.0000% | $35688.07          | $37265.24          | Agency Mortgage-Backed Securities |
| GNII SF 003890 M | 2036-08-20      | 6.0000%  | 0.0000% | $35.95             | $37.52             | Agency Mortgage-Backed Securities |
| GNII SF 003997 M | 2037-06-20      | 5.5000%  | 0.0000% | $20.54             | $20.98             | Agency Mortgage-Backed Securities |
| GNII SF 005289 M | 2026-12-20      | 2.5000%  | 0.0000% | $105.14            | $103.73            | Agency Mortgage-Backed Securities |
| GNII SF 005331 M | 2042-03-20      | 3.5000%  | 0.0000% | $3313.53           | $3039.34           | Agency Mortgage-Backed Securities |
| GNII SF 005332 M | 2042-03-20      | 4.0000%  | 0.0000% | $54221.06          | $51178.57          | Agency Mortgage-Backed Securities |
| GNII SF 004559 M | 2039-10-20      | 5.0000%  | 0.0000% | $187248.95         | $188504.97         | Agency Mortgage-Backed Securities |
| GNII SF 004539 M | 2039-09-20      | 4.0000%  | 0.0000% | $182.66            | $172.42            | Agency Mortgage-Backed Securities |
| GNII SF 004598 M | 2039-12-20      | 4.5000%  | 0.0000% | $97.65             | $95.72             | Agency Mortgage-Backed Securities |
| GNII SF 004635 M | 2040-02-20      | 4.0000%  | 0.0000% | $45.73             | $43.17             | Agency Mortgage-Backed Securities |
| GNII SF MA8348 M | 2052-10-20      | 5.0000%  | 0.0000% | $37852.00          | $37034.23          | Agency Mortgage-Backed Securities |
| GNII SF MA8424 M | 2052-02-20      | 3.0000%  | 0.0000% | $3364.39           | $2948.86           | Agency Mortgage-Backed Securities |
| GNII SF MA8426 M | 2052-11-20      | 4.0000%  | 0.0000% | $20672.59          | $19028.46          | Agency Mortgage-Backed Securities |
| GNII SF MA8483 M | 2051-03-20      | 1.5000%  | 0.0000% | $25701.30          | $19681.89          | Agency Mortgage-Backed Securities |
| GNII SF MA8647 M | 2053-02-20      | 5.0000%  | 0.0000% | $34676.41          | $33825.55          | Agency Mortgage-Backed Securities |
| GNII SF MA8723 M | 2053-03-20      | 4.0000%  | 0.0000% | $18965.39          | $17466.98          | Agency Mortgage-Backed Securities |
| GNII SF MA8797 M | 2053-04-20      | 3.5000%  | 0.0000% | $3636.96           | $3264.78           | Agency Mortgage-Backed Securities |
| GNII SF MA8804 M | 2053-02-20      | 7.0000%  | 0.0000% | $6362.30           | $6605.38           | Agency Mortgage-Backed Securities |
| GNII SF MA9825 M | 2039-08-20      | 6.0000%  | 0.0000% | $47010.24          | $47873.51          | Agency Mortgage-Backed Securities |
| GNII SF MA9847 M | 2054-08-20      | 3.5000%  | 0.0000% | $50916.42          | $45333.31          | Agency Mortgage-Backed Securities |
| GNII SF MA9848 M | 2050-01-20      | 4.0000%  | 0.0000% | $60186.80          | $55335.22          | Agency Mortgage-Backed Securities |
| GNII SF MA9066 M | 2031-10-20      | 3.0000%  | 0.0000% | $38398.19          | $35986.77          | Agency Mortgage-Backed Securities |
| GNII SF MA9068 M | 2038-08-20      | 4.0000%  | 0.0000% | $48182.50          | $46614.22          | Agency Mortgage-Backed Securities |
| GNII SF MA9106 M | 2053-06-20      | 5.5000%  | 0.0000% | $3445102.50        | $3438799.88        | Agency Mortgage-Backed Securities |
| GNII SF MA9166 M | 2052-02-20      | 3.0000%  | 0.0000% | $11404.92          | $9941.97           | Agency Mortgage-Backed Securities |
| GNII SF MA9242 M | 2053-09-20      | 6.0000%  | 0.0000% | $984.02            | $1003.13           | Agency Mortgage-Backed Securities |
| GNII SF DG4691 C | 2054-11-20      | 6.5000%  | 0.0000% | $62182.92          | $64453.53          | Agency Mortgage-Backed Securities |
| GNII SF DG7158 C | 2054-12-20      | 5.5000%  | 0.0000% | $35209.93          | $35638.35          | Agency Mortgage-Backed Securities |
| GNII SF DG8747 C | 2055-02-20      | 6.0000%  | 0.0000% | $41729.50          | $42645.81          | Agency Mortgage-Backed Securities |
| GNII SF 501803 C | 2028-08-20      | 6.0000%  | 0.0000% | $716.14            | $726.49            | Agency Mortgage-Backed Securities |
| GNII SF 757168 C | 2040-11-20      | 4.0000%  | 0.0000% | $5551.78           | $5183.94           | Agency Mortgage-Backed Securities |
| GNII SF 757211 C | 2040-12-20      | 4.5000%  | 0.0000% | $30633.45          | $29623.86          | Agency Mortgage-Backed Securities |
| GNII SF 759339 C | 2041-02-20      | 4.5000%  | 0.0000% | $54786.29          | $52180.88          | Agency Mortgage-Backed Securities |
| GNII SF 759513 C | 2031-01-20      | 4.5000%  | 0.0000% | $4729.12           | $4722.11           | Agency Mortgage-Backed Securities |
| GNII SF CI6113 C | 2051-11-20      | 3.0000%  | 0.0000% | $74032.02          | $64408.65          | Agency Mortgage-Backed Securities |
| GNII SF CK3809 C | 2052-01-20      | 3.0000%  | 0.0000% | $36308.95          | $31599.99          | Agency Mortgage-Backed Securities |
| GNII SF CK4916 C | 2052-01-20      | 3.0000%  | 0.0000% | $7863.28           | $6853.23           | Agency Mortgage-Backed Securities |
| GNII SF CK9371 C | 2052-04-20      | 3.5000%  | 0.0000% | $2234.68           | $1971.83           | Agency Mortgage-Backed Securities |
| GNII SF CK9592 C | 2052-06-20      | 4.0000%  | 0.0000% | $13955.94          | $12810.19          | Agency Mortgage-Backed Securities |
| GNII SF CL3809 C | 2052-05-20      | 4.0000%  | 0.0000% | $44684.06          | $41137.13          | Agency Mortgage-Backed Securities |
| GNII SF CM1844 C | 2052-04-20      | 4.0000%  | 0.0000% | $29324.23          | $27078.12          | Agency Mortgage-Backed Securities |
| GNII SF MA9963 M | 2054-10-20      | 4.5000%  | 0.0000% | $10938.53          | $10342.43          | Agency Mortgage-Backed Securities |
| GNII SF MA9936 M | 2037-04-20      | 4.0000%  | 0.0000% | $131163.96         | $127043.08         | Agency Mortgage-Backed Securities |
| GNII SF MA9968 M | 2054-09-20      | 7.0000%  | 0.0000% | $349385.85         | $361832.68         | Agency Mortgage-Backed Securities |
| GNII SF AE6957 C | 2043-06-20      | 3.0000%  | 0.0000% | $7670.24           | $6706.48           | Agency Mortgage-Backed Securities |
| GNII SF DJ6580 C | 2055-05-20      | 6.5000%  | 0.0000% | $47832.83          | $49501.54          | Agency Mortgage-Backed Securities |
| GNII SF DJ8104 C | 2055-05-20      | 5.5000%  | 0.0000% | $323469.67         | $321286.43         | Agency Mortgage-Backed Securities |
| GNII SF DJ8795 C | 2055-05-20      | 5.5000%  | 0.0000% | $57349.67          | $57371.15          | Agency Mortgage-Backed Securities |
| GNII SF DK0892 C | 2055-05-20      | 6.0000%  | 0.0000% | $360716.10         | $369079.42         | Agency Mortgage-Backed Securities |
| GNII SF DK3350 C | 2055-05-20      | 6.0000%  | 0.0000% | $90791.53          | $93269.81          | Agency Mortgage-Backed Securities |
| GNII SF MB0063 M | 2026-03-20      | 3.5000%  | 0.0000% | $1113.65           | $1058.90           | Agency Mortgage-Backed Securities |
| GNII SF MB0090 M | 2054-11-20      | 4.5000%  | 0.0000% | $32.99             | $31.20             | Agency Mortgage-Backed Securities |
| GNII SF MB0092 M | 2054-12-20      | 5.5000%  | 0.0000% | $1124731.59        | $1121007.11        | Agency Mortgage-Backed Securities |
| GNII SF DF3696 C | 2054-10-20      | 5.5000%  | 0.0000% | $33410.02          | $33847.28          | Agency Mortgage-Backed Securities |

### Security 263: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 910QDQ001, C.3 - LEI: N/A, C.5 - Other ID: 910QDQ001_4.35_0604
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 07.500 CLDA6089 | 2053-12-01      | 7.5000%  | 0.0000% | $548502.06         | $583025.15         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDA6630 | 2038-12-01      | 6.5000%  | 0.0000% | $392061.82         | $407264.45         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA7801 | 2054-01-01      | 5.5000%  | 0.0000% | $432918.70         | $430194.58         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL745818 | 2036-09-01      | 6.5000%  | 0.0000% | $11439.07          | $11881.95          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL772646 | 2034-03-01      | 5.5000%  | 0.0000% | $1639.24           | $1658.75           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5542 | 2053-01-01      | 5.5000%  | 0.0000% | $274828.69         | $274004.63         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6326 | 2053-05-01      | 5.5000%  | 0.0000% | $2755663.11        | $2743972.36        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6348 | 2053-05-01      | 4.5000%  | 0.0000% | $3460022.59        | $3276260.79        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8180 | 2054-03-01      | 6.5000%  | 0.0000% | $39135772.50       | $40515038.87       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8223 | 2054-03-01      | 6.0000%  | 0.0000% | $87433.30          | $89037.38          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8315 | 2054-04-01      | 5.0000%  | 0.0000% | $45553056.50       | $44263576.02       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB8399 | 2039-04-01      | 4.5000%  | 0.0000% | $1013976.60        | $1001935.63        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4806 | 2052-11-01      | 5.0000%  | 0.0000% | $847423.14         | $826395.84         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4963 | 2053-03-01      | 3.5000%  | 0.0000% | $884.76            | $785.98            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5135 | 2053-09-01      | 4.0000%  | 0.0000% | $5467.81           | $5021.98           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5110 | 2038-08-01      | 5.0000%  | 0.0000% | $37876.92          | $38048.91          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  | 0.0000% | $6494562.36        | $6452033.08        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC8756 | 2055-01-01      | 4.5000%  | 0.0000% | $1971175.91        | $1864799.44        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8828 | 2054-12-01      | 5.5000%  | 0.0000% | $2416366.93        | $2418857.13        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC9226 | 2054-12-01      | 5.5000%  | 0.0000% | $1826579.98        | $1815517.40        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC9961 | 2054-12-01      | 6.0000%  | 0.0000% | $1169183.98        | $1195633.65        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0191 | 2055-04-01      | 6.0000%  | 0.0000% | $1782790.42        | $1846989.30        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD2462 | 2055-02-01      | 5.5000%  | 0.0000% | $1814928.88        | $1816799.26        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2504 | 2055-03-01      | 6.0000%  | 0.0000% | $1529053.72        | $1563457.94        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD3488 | 2055-03-01      | 6.5000%  | 0.0000% | $1297754.91        | $1349676.93        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2872 | 2055-03-01      | 6.0000%  | 0.0000% | $1858091.17        | $1911935.56        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD2971 | 2055-02-01      | 5.5000%  | 0.0000% | $1161870.52        | $1168644.87        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4042 | 2055-03-01      | 6.0000%  | 0.0000% | $2186366.15        | $2237118.99        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD4120 | 2055-03-01      | 6.5000%  | 0.0000% | $2389208.22        | $2492704.21        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4246 | 2055-03-01      | 6.0000%  | 0.0000% | $1012333.34        | $1028560.37        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4294 | 2055-03-01      | 6.0000%  | 0.0000% | $9365819.01        | $9502151.00        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD5347 | 2055-03-01      | 6.0000%  | 0.0000% | $1291694.65        | $1313628.05        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4605 | 2055-03-01      | 6.0000%  | 0.0000% | $1177731.94        | $1209433.34        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD5184 | 2055-03-01      | 6.0000%  | 0.0000% | $1044200.55        | $1078998.89        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD5185 | 2055-05-01      | 5.5000%  | 0.0000% | $2243202.15        | $2261537.09        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6247 | 2055-03-01      | 6.0000%  | 0.0000% | $1349664.77        | $1391788.26        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD5490 | 2055-05-01      | 5.5000%  | 0.0000% | $1935509.00        | $1957617.46        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD5464 | 2055-04-01      | 6.0000%  | 0.0000% | $16762118.88       | $17001588.09       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD6528 | 2055-04-01      | 6.5000%  | 0.0000% | $1080456.20        | $1125418.42        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDD6991 | 2055-04-01      | 7.5000%  | 0.0000% | $525113.83         | $562340.02         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8060 | 2055-05-01      | 6.0000%  | 0.0000% | $4756286.56        | $4824236.46        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDD7268 | 2040-05-01      | 5.5000%  | 0.0000% | $1051730.00        | $1077528.47        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM4083 | 2050-03-01      | 3.0000%  | 0.0000% | $1874761.50        | $1626476.83        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM4901 | 2035-11-01      | 2.0000%  | 0.0000% | $308242.58         | $280506.33         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM5137 | 2050-05-01      | 5.0000%  | 0.0000% | $642.79            | $636.23            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM5898 | 2049-03-01      | 5.0000%  | 0.0000% | $523291.35         | $517817.60         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7147 | 2050-08-01      | 3.5000%  | 0.0000% | $161055.41         | $145205.69         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM6810 | 2051-04-01      | 3.0000%  | 0.0000% | $8416126.22        | $7167742.58        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM8911 | 2051-02-01      | 3.5000%  | 0.0000% | $1472.80           | $1322.82           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFM8426 | 2044-05-01      | 5.5000%  | 0.0000% | $1426.53           | $1462.56           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9286 | 2051-10-01      | 2.5000%  | 0.0000% | $111065.00         | $91741.46          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFM9367 | 2036-11-01      | 1.5000%  | 0.0000% | $96935.27          | $85098.83          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM9448 | 2051-10-01      | 2.0000%  | 0.0000% | $1258150.18        | $980614.97         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9696 | 2051-12-01      | 2.5000%  | 0.0000% | $6535349.30        | $5380238.66        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDD8196 | 2040-04-01      | 5.5000%  | 0.0000% | $2845071.90        | $2902979.23        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD9473 | 2055-04-01      | 6.5000%  | 0.0000% | $1013781.00        | $1048108.75        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE0081 | 2040-05-01      | 5.5000%  | 0.0000% | $3803112.00        | $3874650.65        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE0587 | 2055-06-01      | 5.5000%  | 0.0000% | $17525431.00       | $17410614.12       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0630 | 2055-05-01      | 6.0000%  | 0.0000% | $1232654.00        | $1252744.21        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0980 | 2055-06-01      | 6.0000%  | 0.0000% | $11685751.00       | $11856997.89       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC1493 | 2046-08-01      | 3.0000%  | 0.0000% | $5436.06           | $4753.42           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBE1849 | 2031-11-01      | 2.0000%  | 0.0000% | $7190.70           | $6761.25           | Agency Mortgage-Backed Securities |
| FNMS 04.500 I4BF0108 | 2056-06-01      | 4.5000%  | 0.0000% | $66061.43          | $63018.18          | Agency Mortgage-Backed Securities |
| FNMS 04.000 U4BF0201 | 2051-08-01      | 4.0000%  | 0.0000% | $118664.39         | $110159.39         | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0504 | 2060-09-01      | 3.5000%  | 0.0000% | $5257559.86        | $4631092.39        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH7071 | 2047-12-01      | 4.5000%  | 0.0000% | $1243.98           | $1188.83           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0523 | 2052-02-01      | 2.5000%  | 0.0000% | $1078937.67        | $892680.54         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS1697 | 2037-04-01      | 3.0000%  | 0.0000% | $11033348.38       | $10417661.80       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1097 | 2052-04-01      | 3.0000%  | 0.0000% | $4202.65           | $3611.48           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1133 | 2051-10-01      | 4.0000%  | 0.0000% | $17787489.20       | $16547456.13       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1552 | 2051-11-01      | 2.5000%  | 0.0000% | $68248.92          | $56098.15          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS1563 | 2036-07-01      | 2.5000%  | 0.0000% | $4296413.31        | $3980403.05        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2694 | 2052-08-01      | 4.5000%  | 0.0000% | $1445839.18        | $1378269.33        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS2369 | 2036-11-01      | 2.0000%  | 0.0000% | $145823.72         | $132742.04         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3245 | 2052-11-01      | 5.5000%  | 0.0000% | $47325.73          | $47277.48          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTFS3831 | 2037-12-01      | 4.0000%  | 0.0000% | $673506.62         | $670858.55         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS4110 | 2052-03-01      | 2.5000%  | 0.0000% | $4118330.32        | $3373031.50        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS4274 | 2037-05-01      | 3.0000%  | 0.0000% | $25160.01          | $23877.27          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBK0709 | 2035-02-01      | 2.5000%  | 0.0000% | $856.58            | $794.82            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBK4769 | 2048-08-01      | 5.0000%  | 0.0000% | $66852.52          | $66300.64          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBQ1844 | 2050-09-01      | 2.5000%  | 0.0000% | $223009.05         | $183428.93         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBQ2382 | 2035-09-01      | 2.0000%  | 0.0000% | $80356.47          | $73036.65          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS4746 | 2053-05-01      | 6.5000%  | 0.0000% | $200060.54         | $206840.01         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFS5077 | 2042-08-01      | 3.0000%  | 0.0000% | $150124.58         | $133381.58         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5780 | 2053-08-01      | 5.5000%  | 0.0000% | $1231214.34        | $1223154.26        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS5993 | 2051-02-01      | 3.0000%  | 0.0000% | $5093524.04        | $4452634.78        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS6631 | 2052-07-01      | 2.5000%  | 0.0000% | $157288.34         | $128685.60         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS7062 | 2052-06-01      | 3.0000%  | 0.0000% | $928.36            | $790.64            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7302 | 2054-02-01      | 5.0000%  | 0.0000% | $201272.34         | $195761.06         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS7420 | 2054-01-01      | 6.0000%  | 0.0000% | $225165.09         | $229102.40         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFS7556 | 2039-03-01      | 5.0000%  | 0.0000% | $2742710.07        | $2760054.36        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFS8923 | 2038-11-01      | 5.5000%  | 0.0000% | $68251990.55       | $69867826.12       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS8574 | 2054-08-01      | 6.5000%  | 0.0000% | $4919034.58        | $5106917.65        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL190299 | 2028-05-01      | 6.5000%  | 0.0000% | $3722.17           | $3839.11           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL253951 | 2031-08-01      | 7.5000%  | 0.0000% | $497.61            | $514.89            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT256383 | 2026-08-01      | 5.5000%  | 0.0000% | $1442.25           | $1440.10           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT256751 | 2027-06-01      | 5.5000%  | 0.0000% | $4369.34           | $4402.97           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT257282 | 2028-07-01      | 5.5000%  | 0.0000% | $9768.76           | $9915.17           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL615089 | 2032-01-01      | 7.0000%  | 0.0000% | $1201.19           | $1260.39           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL633698 | 2031-02-01      | 7.5000%  | 0.0000% | $733.97            | $762.47            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CJAJ7712 | 2026-12-01      | 3.0000%  | 0.0000% | $24685.75          | $24416.50          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR4996 | 2051-02-01      | 2.5000%  | 0.0000% | $1032610.80        | $842825.08         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBR5797 | 2036-08-01      | 2.0000%  | 0.0000% | $22837.62          | $20686.04          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBT3875 | 2037-05-01      | 2.5000%  | 0.0000% | $2306488.59        | $2131458.14        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT6823 | 2051-10-01      | 2.5000%  | 0.0000% | $18048.46          | $14745.84          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBT8069 | 2053-03-01      | 4.0000%  | 0.0000% | $542246.99         | $498360.89         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT9482 | 2051-12-01      | 2.5000%  | 0.0000% | $235298.40         | $194180.92         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU3058 | 2051-12-01      | 2.5000%  | 0.0000% | $11020215.45       | $8993420.28        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU3754 | 2051-12-01      | 2.0000%  | 0.0000% | $1771510.43        | $1398143.54        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU5547 | 2055-02-01      | 5.5000%  | 0.0000% | $2502541.60        | $2536124.60        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU5679 | 2055-03-01      | 5.5000%  | 0.0000% | $26743640.06       | $26675244.70       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU8730 | 2052-06-01      | 2.5000%  | 0.0000% | $87306.18          | $71507.77          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV0922 | 2052-06-01      | 3.0000%  | 0.0000% | $757.09            | $644.76            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV1262 | 2052-03-01      | 2.5000%  | 0.0000% | $405625.62         | $334467.08         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBV1489 | 2055-04-01      | 6.5000%  | 0.0000% | $2883863.31        | $3001006.15        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV5642 | 2052-03-01      | 2.5000%  | 0.0000% | $565678.21         | $461371.04         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV7702 | 2052-04-01      | 2.5000%  | 0.0000% | $27384.33          | $22335.04          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW1377 | 2052-12-01      | 4.0000%  | 0.0000% | $1909765.98        | $1756148.65        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW5904 | 2052-08-01      | 4.5000%  | 0.0000% | $139002.72         | $131523.54         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS9544 | 2038-03-01      | 2.0000%  | 0.0000% | $1567552.70        | $1417291.97        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL934648 | 2038-11-01      | 7.0000%  | 0.0000% | $36723.15          | $38533.01          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL953329 | 2037-10-01      | 6.5000%  | 0.0000% | $564.68            | $586.41            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL994168 | 2038-11-01      | 5.5000%  | 0.0000% | $964.64            | $979.67            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB1389 | 2040-08-01      | 4.5000%  | 0.0000% | $4033.70           | $3975.97           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTAB2503 | 2031-03-01      | 4.5000%  | 0.0000% | $1618.25           | $1627.82           | Agency Mortgage-Backed Securities |
| FNMS 03.500 GLAB4409 | 2042-02-01      | 3.5000%  | 0.0000% | $632238.50         | $598675.13         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0538 | 2030-10-01      | 4.5000%  | 0.0000% | $5361.63           | $5396.86           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CQMA1263 | 2042-10-01      | 3.0000%  | 0.0000% | $527117.44         | $470097.39         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAL9679 | 2035-06-01      | 4.0000%  | 0.0000% | $958258.13         | $937043.47         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAS5971 | 2030-10-01      | 3.0000%  | 0.0000% | $67878.35          | $66188.84          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX0424 | 2052-11-01      | 5.5000%  | 0.0000% | $129258.34         | $129435.75         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX4910 | 2053-01-01      | 5.0000%  | 0.0000% | $71986.11          | $70243.31          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY4065 | 2053-06-01      | 5.0000%  | 0.0000% | $5075970.94        | $4932000.04        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CJMA2308 | 2030-06-01      | 2.5000%  | 0.0000% | $2520.94           | $2432.13           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3312 | 2033-03-01      | 3.0000%  | 0.0000% | $78293.20          | $75760.38          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4418 | 2036-09-01      | 2.0000%  | 0.0000% | $779661.86         | $705297.80         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4435 | 2051-09-01      | 4.0000%  | 0.0000% | $12873.26          | $11869.32          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8483 | 2046-12-01      | 3.0000%  | 0.0000% | $5379.91           | $4678.27           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CQAS9236 | 2044-02-01      | 3.0000%  | 0.0000% | $2983.11           | $2661.45           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9994 | 2047-04-01      | 4.5000%  | 0.0000% | $4769.33           | $4601.85           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAT5915 | 2043-06-01      | 4.0000%  | 0.0000% | $138906.13         | $133988.74         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAV6139 | 2029-01-01      | 3.5000%  | 0.0000% | $1452.59           | $1428.66           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL725690 | 2034-08-01      | 6.0000%  | 0.0000% | $13129.45          | $13630.94          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA9390 | 2051-03-01      | 2.5000%  | 0.0000% | $1587690.16        | $1295770.92        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCB0810 | 2051-06-01      | 1.5000%  | 0.0000% | $119168.44         | $88116.04          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB0247 | 2036-04-01      | 2.0000%  | 0.0000% | $1543899.85        | $1403266.18        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB3344 | 2052-04-01      | 2.0000%  | 0.0000% | $46191889.27       | $35941452.25       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4211 | 2050-12-01      | 3.0000%  | 0.0000% | $3165.24           | $2720.64           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4281 | 2051-03-01      | 2.0000%  | 0.0000% | $773773.97         | $605094.42         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5308 | 2039-01-01      | 3.5000%  | 0.0000% | $1202704.28        | $1150619.30        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  | 0.0000% | $158474.53         | $129608.69         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4604 | 2037-05-01      | 3.0000%  | 0.0000% | $642039.06         | $605881.14         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4649 | 2052-05-01      | 4.5000%  | 0.0000% | $778170.61         | $736785.16         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4723 | 2037-09-01      | 2.5000%  | 0.0000% | $2066299.50        | $1909496.06        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4730 | 2052-09-01      | 3.0000%  | 0.0000% | $4317.27           | $3677.32           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB4448 | 2054-08-01      | 5.5000%  | 0.0000% | $114601.43         | $113850.86         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDB6516 | 2039-08-01      | 5.5000%  | 0.0000% | $1249363.47        | $1276575.30        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB6901 | 2054-07-01      | 6.0000%  | 0.0000% | $495802.38         | $502915.33         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB8732 | 2054-08-01      | 6.5000%  | 0.0000% | $98986.49          | $102942.59         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB8786 | 2054-08-01      | 5.5000%  | 0.0000% | $1175201.10        | $1176817.65        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB9833 | 2054-10-01      | 5.5000%  | 0.0000% | $1362591.06        | $1371663.95        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDC0821 | 2040-01-01      | 5.0000%  | 0.0000% | $1104346.64        | $1109273.99        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC0754 | 2055-02-01      | 5.5000%  | 0.0000% | $756856.32         | $758083.61         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC1035 | 2054-09-01      | 5.5000%  | 0.0000% | $2829663.53        | $2832579.66        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC3274 | 2054-09-01      | 6.5000%  | 0.0000% | $2311353.93        | $2385879.17        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDC4956 | 2039-10-01      | 5.5000%  | 0.0000% | $1104397.00        | $1136276.03        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDC4957 | 2039-11-01      | 5.5000%  | 0.0000% | $1928884.95        | $1969099.42        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC5514 | 2054-11-01      | 5.0000%  | 0.0000% | $1990897.20        | $1936003.74        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC5870 | 2054-11-01      | 5.5000%  | 0.0000% | $3542438.77        | $3535614.46        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDC6023 | 2039-12-01      | 5.0000%  | 0.0000% | $1212385.51        | $1219703.20        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC6101 | 2055-04-01      | 6.0000%  | 0.0000% | $3863620.17        | $3951441.54        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC6075 | 2055-04-01      | 5.5000%  | 0.0000% | $1642375.69        | $1650373.33        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC6090 | 2055-04-01      | 6.5000%  | 0.0000% | $2813913.44        | $2944085.39        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC6092 | 2055-04-01      | 6.5000%  | 0.0000% | $10863057.25       | $11230903.31       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC6331 | 2054-12-01      | 5.5000%  | 0.0000% | $2101909.37        | $2122519.76        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC6374 | 2054-11-01      | 5.0000%  | 0.0000% | $1203260.58        | $1171277.65        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC6404 | 2054-11-01      | 5.5000%  | 0.0000% | $2733164.37        | $2728360.99        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC6454 | 2054-11-01      | 5.0000%  | 0.0000% | $3593966.54        | $3488899.73        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC6595 | 2054-11-01      | 5.5000%  | 0.0000% | $1131782.68        | $1136240.27        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDC6975 | 2039-11-01      | 5.5000%  | 0.0000% | $994781.40         | $1014161.29        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7438 | 2054-11-01      | 5.5000%  | 0.0000% | $2533771.52        | $2537586.26        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC7727 | 2054-12-01      | 6.0000%  | 0.0000% | $975621.12         | $1003601.29        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB9869 | 2040-01-01      | 4.5000%  | 0.0000% | $2803191.86        | $2770010.47        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB9550 | 2039-11-01      | 4.5000%  | 0.0000% | $3169223.81        | $3134619.06        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFA0058 | 2039-12-01      | 5.0000%  | 0.0000% | $254770.73         | $255927.59         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA0180 | 2053-07-01      | 6.5000%  | 0.0000% | $8342297.11        | $8747383.30        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0181 | 2053-07-01      | 5.5000%  | 0.0000% | $7745405.51        | $7706582.10        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0444 | 2055-01-01      | 5.5000%  | 0.0000% | $1000000.41        | $993448.96         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLFA0548 | 2052-06-01      | 1.5000%  | 0.0000% | $999999.22         | $737122.76         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0608 | 2055-02-01      | 5.5000%  | 0.0000% | $16407651.16       | $16300157.36       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA0678 | 2050-11-01      | 4.0000%  | 0.0000% | $95938411.25       | $89058113.45       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA1684 | 2047-07-01      | 3.5000%  | 0.0000% | $26587747.00       | $24596522.67       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA1687 | 2049-06-01      | 3.5000%  | 0.0000% | $6867668.00        | $6253852.62        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA1688 | 2050-07-01      | 3.5000%  | 0.0000% | $34118164.00       | $31118714.88       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA1690 | 2052-04-01      | 3.5000%  | 0.0000% | $47683705.00       | $42819034.59       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA1694 | 2049-07-01      | 4.0000%  | 0.0000% | $10892387.00       | $10181029.41       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA1695 | 2048-01-01      | 3.0000%  | 0.0000% | $13165126.00       | $11507698.08       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTFA1398 | 2045-05-01      | 6.0000%  | 0.0000% | $41846685.56       | $42689826.52       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFA1400 | 2042-08-01      | 2.0000%  | 0.0000% | $22249971.88       | $18759354.26       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1561 | 2055-05-01      | 5.5000%  | 0.0000% | $139021251.00      | $139221101.80      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1562 | 2055-04-01      | 5.5000%  | 0.0000% | $63283862.00       | $63338384.59       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA1584 | 2035-09-01      | 2.5000%  | 0.0000% | $2082250.00        | $1931546.93        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM0008 | 2049-08-01      | 3.5000%  | 0.0000% | $54243.44          | $48728.97          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM1445 | 2049-08-01      | 3.0000%  | 0.0000% | $270599.57         | $237659.67         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAD0217 | 2037-08-01      | 6.0000%  | 0.0000% | $11811.48          | $12231.50          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAD0464 | 2035-10-01      | 4.5000%  | 0.0000% | $3634.03           | $3576.46           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTAD5542 | 2030-05-01      | 5.0000%  | 0.0000% | $7222.57           | $7276.63           | Agency Mortgage-Backed Securities |

### Security 264: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 910QDQ001, C.3 - LEI: N/A, C.5 - Other ID: 910QDQ001_4.35_0606
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 07.500 CLDA5764 | 2053-12-01      | 7.5000%  | 0.0000% | $272071.43         | $288853.52         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA7492 | 2054-02-01      | 6.0000%  | 0.0000% | $1120945.51        | $1162091.31        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA7851 | 2054-01-01      | 5.5000%  | 0.0000% | $1968664.28        | $1955772.59        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB0349 | 2054-03-01      | 7.0000%  | 0.0000% | $1048799.95        | $1110693.71        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB0337 | 2054-03-01      | 6.5000%  | 0.0000% | $174599.05         | $182806.44         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB1122 | 2054-06-01      | 5.5000%  | 0.0000% | $3308730.36        | $3287063.32        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5294 | 2052-11-01      | 5.5000%  | 0.0000% | $1711092.28        | $1710923.83        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB5028 | 2037-10-01      | 2.5000%  | 0.0000% | $615610.90         | $568894.59         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7220 | 2053-09-01      | 5.5000%  | 0.0000% | $265905.72         | $264267.09         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4919 | 2053-02-01      | 5.5000%  | 0.0000% | $564855.82         | $562458.89         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5037 | 2053-06-01      | 4.5000%  | 0.0000% | $891282.16         | $843822.28         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA5119 | 2053-07-01      | 2.5000%  | 0.0000% | $212272.87         | $173178.98         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5529 | 2054-11-01      | 4.5000%  | 0.0000% | $34155480.37       | $32288610.12       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5563 | 2044-12-01      | 5.5000%  | 0.0000% | $1154874.65        | $1166809.77        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIMA5633 | 2040-02-01      | 6.5000%  | 0.0000% | $78673.42          | $81782.76          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD0534 | 2055-02-01      | 6.5000%  | 0.0000% | $1116277.25        | $1161104.84        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD2511 | 2055-02-01      | 5.5000%  | 0.0000% | $1885688.90        | $1882373.02        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD3505 | 2055-03-01      | 6.5000%  | 0.0000% | $1232903.90        | $1287055.65        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD3819 | 2055-03-01      | 5.5000%  | 0.0000% | $1538796.79        | $1545806.86        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD7164 | 2055-04-01      | 6.5000%  | 0.0000% | $1351385.10        | $1407929.91        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD6314 | 2055-04-01      | 5.5000%  | 0.0000% | $2470842.00        | $2478910.67        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD6322 | 2055-04-01      | 5.0000%  | 0.0000% | $2076028.42        | $2025377.02        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6522 | 2055-04-01      | 6.0000%  | 0.0000% | $1025992.51        | $1063678.58        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6578 | 2055-06-01      | 6.0000%  | 0.0000% | $3474115.00        | $3548180.81        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD7201 | 2055-04-01      | 6.0000%  | 0.0000% | $999953.86         | $1016281.44        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD7333 | 2055-04-01      | 6.0000%  | 0.0000% | $7381106.98        | $7512050.27        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM6037 | 2051-02-01      | 2.0000%  | 0.0000% | $115306.33         | $90742.41          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6147 | 2036-02-01      | 2.0000%  | 0.0000% | $176869.32         | $160553.67         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM7401 | 2051-05-01      | 2.5000%  | 0.0000% | $20439710.93       | $16909913.66       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD8287 | 2055-04-01      | 6.5000%  | 0.0000% | $8502645.11        | $8779543.20        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD9839 | 2055-05-01      | 5.5000%  | 0.0000% | $8429200.00        | $8373976.57        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0800 | 2055-05-01      | 6.0000%  | 0.0000% | $1813706.00        | $1862526.13        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE0699 | 2055-06-01      | 5.5000%  | 0.0000% | $1294803.00        | $1299550.47        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE0679 | 2055-06-01      | 6.5000%  | 0.0000% | $10075334.00       | $10466096.87       | Agency Mortgage-Backed Securities |
| FNMS 05.500 I4BF0271 | 2058-05-01      | 5.5000%  | 0.0000% | $452778.85         | $456984.97         | Agency Mortgage-Backed Securities |
| FNMS 03.000 U6BF0499 | 2054-12-01      | 3.0000%  | 0.0000% | $1962632.67        | $1686258.01        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0240 | 2052-01-01      | 3.0000%  | 0.0000% | $981004.73         | $847619.16         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1237 | 2051-12-01      | 3.5000%  | 0.0000% | $144766.82         | $130353.03         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2066 | 2052-06-01      | 4.0000%  | 0.0000% | $269349.46         | $249358.94         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS2207 | 2052-04-01      | 2.5000%  | 0.0000% | $4239314.11        | $3502889.66        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS2909 | 2052-09-01      | 5.5000%  | 0.0000% | $5823628.52        | $5816649.23        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS2990 | 2036-11-01      | 2.0000%  | 0.0000% | $241714.74         | $218915.75         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS3024 | 2052-09-01      | 4.0000%  | 0.0000% | $128800.41         | $118284.66         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS4374 | 2050-04-01      | 4.5000%  | 0.0000% | $1100099.60        | $1056828.28        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS4428 | 2036-11-01      | 2.5000%  | 0.0000% | $5481307.30        | $5080798.53        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBM3279 | 2044-05-01      | 5.5000%  | 0.0000% | $196757.08         | $201505.53         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5568 | 2049-02-01      | 4.5000%  | 0.0000% | $80245.00          | $77764.87          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBO7222 | 2050-01-01      | 4.0000%  | 0.0000% | $824.92            | $766.29            | Agency Mortgage-Backed Securities |
| FNMS 02.500 REBP2498 | 2050-03-01      | 2.5000%  | 0.0000% | $109954.80         | $91084.13          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBQ0538 | 2050-09-01      | 2.5000%  | 0.0000% | $362244.79         | $297990.49         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ3134 | 2050-10-01      | 2.0000%  | 0.0000% | $1356710.94        | $1072109.77        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5134 | 2049-12-01      | 3.5000%  | 0.0000% | $13806354.00       | $12559494.49       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5679 | 2053-08-01      | 5.5000%  | 0.0000% | $12512.64          | $12445.14          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFS5836 | 2034-07-01      | 3.5000%  | 0.0000% | $88721.14          | $86642.00          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7131 | 2054-02-01      | 5.0000%  | 0.0000% | $145505.09         | $141914.57         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFS8058 | 2039-05-01      | 5.5000%  | 0.0000% | $23599343.42       | $24151179.99       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8758 | 2054-08-01      | 6.0000%  | 0.0000% | $82397.07          | $83723.28          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT257125 | 2028-03-01      | 5.5000%  | 0.0000% | $1246.63           | $1263.46           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CT257145 | 2028-03-01      | 6.5000%  | 0.0000% | $5138.27           | $5299.71           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL535249 | 2030-04-01      | 6.5000%  | 0.0000% | $28650.70          | $29835.07          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL535423 | 2030-07-01      | 6.5000%  | 0.0000% | $47567.62          | $49277.01          | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL564126 | 2031-02-01      | 7.5000%  | 0.0000% | $1959.83           | $1986.78           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL0045 | 2032-02-01      | 6.0000%  | 0.0000% | $11195.23          | $11641.93          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL1483 | 2026-12-01      | 4.5000%  | 0.0000% | $1356.14           | $1357.97           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR7926 | 2051-04-01      | 2.5000%  | 0.0000% | $236881.49         | $194971.44         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV1496 | 2055-04-01      | 6.0000%  | 0.0000% | $2801689.87        | $2868079.65        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV8546 | 2052-05-01      | 3.5000%  | 0.0000% | $73679.55          | $66238.69          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS9846 | 2050-12-01      | 3.0000%  | 0.0000% | $11266831.78       | $9892849.16        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS9098 | 2054-09-01      | 5.0000%  | 0.0000% | $898954.33         | $873717.78         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0008 | 2055-02-01      | 6.5000%  | 0.0000% | $66506937.69       | $69279619.31       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889466 | 2038-05-01      | 6.0000%  | 0.0000% | $24452.45          | $25577.15          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL890365 | 2041-07-01      | 5.5000%  | 0.0000% | $1981.96           | $2022.58           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL955183 | 2037-11-01      | 7.0000%  | 0.0000% | $26650.45          | $27963.89          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995069 | 2038-10-01      | 6.0000%  | 0.0000% | $1144.05           | $1196.65           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB3419 | 2041-08-01      | 4.5000%  | 0.0000% | $1410.33           | $1385.93           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAB4496 | 2026-06-01      | 4.5000%  | 0.0000% | $2905.90           | $2913.93           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CVAB6965 | 2027-11-01      | 2.5000%  | 0.0000% | $78770.82          | $77292.60          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CKAC8163 | 2036-01-01      | 6.0000%  | 0.0000% | $344354.13         | $349174.86         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0634 | 2031-01-01      | 4.5000%  | 0.0000% | $1381.19           | $1390.56           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL9521 | 2046-10-01      | 3.0000%  | 0.0000% | $614360.81         | $537342.49         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP5720 | 2042-09-01      | 3.5000%  | 0.0000% | $696465.51         | $644003.86         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW6880 | 2052-09-01      | 4.5000%  | 0.0000% | $26706.14          | $25315.66          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX5626 | 2053-01-01      | 5.5000%  | 0.0000% | $196908.77         | $195896.96         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY8494 | 2053-08-01      | 5.5000%  | 0.0000% | $63543.46          | $63192.29          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY9340 | 2053-08-01      | 5.5000%  | 0.0000% | $44696.60          | $44481.01          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA1490 | 2033-07-01      | 3.0000%  | 0.0000% | $1026.39           | $984.79            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKMA2509 | 2046-01-01      | 3.0000%  | 0.0000% | $4524.19           | $3870.99           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CNMA3251 | 2028-01-01      | 3.5000%  | 0.0000% | $11359.15          | $11277.46          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3416 | 2048-07-01      | 4.5000%  | 0.0000% | $723819.94         | $695416.52         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4399 | 2051-08-01      | 2.5000%  | 0.0000% | $1469899.69        | $1206023.14        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4442 | 2036-10-01      | 2.0000%  | 0.0000% | $1890411.72        | $1709202.73        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4496 | 2036-12-01      | 1.5000%  | 0.0000% | $421211.49         | $369789.29         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CKMA3753 | 2049-08-01      | 3.5000%  | 0.0000% | $21447.05          | $18832.22          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA3765 | 2049-09-01      | 2.5000%  | 0.0000% | $15786.45          | $12990.19          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAX9585 | 2045-03-01      | 3.5000%  | 0.0000% | $88316.69          | $80931.95          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL735989 | 2035-02-01      | 5.5000%  | 0.0000% | $38677.38          | $39543.47          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0517 | 2051-05-01      | 2.5000%  | 0.0000% | $2802007.52        | $2286824.51        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB0960 | 2036-06-01      | 3.5000%  | 0.0000% | $1545956.16        | $1485313.63        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB1101 | 2051-07-01      | 2.0000%  | 0.0000% | $754281.24         | $598580.33         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICB1486 | 2036-06-01      | 3.0000%  | 0.0000% | $151917.51         | $143595.73         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB2244 | 2036-11-01      | 2.5000%  | 0.0000% | $21626910.04       | $20031468.86       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB2969 | 2037-03-01      | 2.0000%  | 0.0000% | $1918609.20        | $1750875.01        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB3441 | 2037-04-01      | 2.5000%  | 0.0000% | $23843.43          | $22034.04          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4386 | 2052-08-01      | 4.5000%  | 0.0000% | $77913.53          | $73769.62          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4404 | 2052-08-01      | 5.0000%  | 0.0000% | $33965.54          | $33087.36          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4129 | 2052-07-01      | 4.5000%  | 0.0000% | $112058.73         | $106187.41         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4138 | 2050-09-01      | 1.5000%  | 0.0000% | $452190.02         | $334148.22         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5272 | 2054-02-01      | 6.0000%  | 0.0000% | $1096162.12        | $1112336.36        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5341 | 2054-04-01      | 4.0000%  | 0.0000% | $7528.94           | $6914.20           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4652 | 2052-07-01      | 2.5000%  | 0.0000% | $282365.02         | $230305.35         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDB6489 | 2039-06-01      | 5.5000%  | 0.0000% | $1561874.24        | $1595296.09        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB6789 | 2054-07-01      | 6.0000%  | 0.0000% | $1056195.35        | $1083440.26        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB9675 | 2054-08-01      | 6.0000%  | 0.0000% | $5293140.53        | $5370813.84        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB9921 | 2054-08-01      | 5.0000%  | 0.0000% | $6864183.00        | $6673679.81        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC0237 | 2054-08-01      | 6.0000%  | 0.0000% | $350380.63         | $355386.28         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC3415 | 2054-11-01      | 5.0000%  | 0.0000% | $133752.88         | $129935.41         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC4996 | 2054-10-01      | 5.0000%  | 0.0000% | $3587499.07        | $3482632.09        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDC6766 | 2040-01-01      | 4.5000%  | 0.0000% | $1246250.07        | $1232257.17        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC6799 | 2054-12-01      | 5.5000%  | 0.0000% | $1099065.22        | $1108047.39        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC6913 | 2054-11-01      | 5.0000%  | 0.0000% | $19481663.14       | $19045678.68       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC7449 | 2054-11-01      | 5.0000%  | 0.0000% | $3777550.55        | $3677142.42        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7845 | 2055-01-01      | 5.5000%  | 0.0000% | $2995855.77        | $2976228.59        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC7940 | 2054-12-01      | 5.0000%  | 0.0000% | $2856355.78        | $2778125.28        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8916 | 2055-01-01      | 5.5000%  | 0.0000% | $1057508.22        | $1060960.52        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC8997 | 2055-01-01      | 4.5000%  | 0.0000% | $1040678.25        | $985092.51         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC8195 | 2055-03-01      | 6.0000%  | 0.0000% | $1692164.00        | $1723388.37        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9153 | 2054-09-01      | 6.0000%  | 0.0000% | $21854.65          | $22358.82          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9281 | 2054-10-01      | 4.5000%  | 0.0000% | $1361727.65        | $1287099.53        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICB9392 | 2039-10-01      | 6.0000%  | 0.0000% | $3364159.42        | $3483914.53        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICB9568 | 2039-11-01      | 6.0000%  | 0.0000% | $2497631.69        | $2588876.00        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICB9570 | 2039-11-01      | 6.0000%  | 0.0000% | $1622290.95        | $1676618.77        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICB9556 | 2039-11-01      | 5.0000%  | 0.0000% | $3267838.24        | $3292062.00        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9630 | 2054-12-01      | 4.5000%  | 0.0000% | $16623.27          | $15771.09          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9680 | 2054-12-01      | 6.0000%  | 0.0000% | $21328011.63       | $21667134.12       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0006 | 2054-12-01      | 6.0000%  | 0.0000% | $30126495.50       | $30973813.22       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1560 | 2055-04-01      | 5.5000%  | 0.0000% | $32725342.00       | $32924461.18       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1615 | 2055-05-01      | 5.0000%  | 0.0000% | $58439012.00       | $57057208.59       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5745 | 2040-05-01      | 5.0000%  | 0.0000% | $10112458.00       | $10151206.69       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5731 | 2055-05-01      | 3.5000%  | 0.0000% | $2752974.00        | $2445247.79        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAE0443 | 2039-10-01      | 6.5000%  | 0.0000% | $33359.71          | $35289.23          | Agency Mortgage-Backed Securities |

### Security 265: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 910QDQ001, C.3 - LEI: N/A, C.5 - Other ID: 910QDQ001_4.35_0620
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-20
- **C.12 - Maturity Date (WAL):** 2025-06-20
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **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? 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 CLDA5917 | 2054-01-01      | 6.0000%  | 0.0000% | $1443411.66        | $1472955.89        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB1041 | 2054-04-01      | 5.5000%  | 0.0000% | $100687.22         | $100027.88         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5525 | 2053-01-01      | 6.0000%  | 0.0000% | $7939.23           | $8074.93           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6755 | 2053-07-01      | 6.0000%  | 0.0000% | $36633.10          | $37394.13          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6762 | 2053-07-01      | 6.0000%  | 0.0000% | $53158.26          | $54014.08          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  | 0.0000% | $457263.12         | $455105.55         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5039 | 2053-06-01      | 5.5000%  | 0.0000% | $1867464.60        | $1857629.70        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5169 | 2038-10-01      | 5.5000%  | 0.0000% | $24720.48          | $25185.16          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5531 | 2054-11-01      | 5.5000%  | 0.0000% | $81205617.20       | $80673765.56       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3665 | 2055-02-01      | 6.0000%  | 0.0000% | $1648427.55        | $1690167.94        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3745 | 2055-02-01      | 6.0000%  | 0.0000% | $1183836.64        | $1208077.27        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3835 | 2055-03-01      | 6.0000%  | 0.0000% | $1247536.27        | $1278389.51        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4941 | 2055-04-01      | 6.0000%  | 0.0000% | $7876677.94        | $8033135.02        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM3936 | 2035-08-01      | 2.5000%  | 0.0000% | $51283.44          | $48878.91          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9855 | 2051-12-01      | 2.5000%  | 0.0000% | $13000003.96       | $10609340.79       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1107 | 2051-12-01      | 2.5000%  | 0.0000% | $220881.77         | $182857.17         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2676 | 2052-06-01      | 3.0000%  | 0.0000% | $1687.65           | $1437.28           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFS4367 | 2037-05-01      | 3.5000%  | 0.0000% | $3874999.07        | $3777451.56        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBQ7422 | 2051-08-01      | 2.5000%  | 0.0000% | $82378.65          | $67424.69          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS7283 | 2053-09-01      | 4.5000%  | 0.0000% | $89040.02          | $85405.59          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS8574 | 2054-08-01      | 6.5000%  | 0.0000% | $4828416.83        | $5012838.75        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT256600 | 2027-02-01      | 5.5000%  | 0.0000% | $7445.21           | $7491.08           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAH8174 | 2026-05-01      | 4.0000%  | 0.0000% | $6880.52           | $6861.40           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS9744 | 2052-05-01      | 2.5000%  | 0.0000% | $1017690.46        | $837354.58         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMB0307 | 2055-03-01      | 5.5000%  | 0.0000% | $45418170.27       | $45118344.77       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBY0172 | 2053-05-01      | 4.5000%  | 0.0000% | $276659.95         | $261954.92         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNMA2965 | 2027-04-01      | 2.5000%  | 0.0000% | $50524.20          | $49712.62          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL725773 | 2034-09-01      | 5.5000%  | 0.0000% | $7650.87           | $7807.22           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1666 | 2051-09-01      | 2.5000%  | 0.0000% | $153911.45         | $127143.61         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2401 | 2051-12-01      | 2.5000%  | 0.0000% | $773406.47         | $631966.58         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3934 | 2040-02-01      | 3.0000%  | 0.0000% | $836.96            | $777.59            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3960 | 2050-03-01      | 3.0000%  | 0.0000% | $158036663.21      | $135562848.90      | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLMA5274 | 2054-02-01      | 7.0000%  | 0.0000% | $1097.95           | $1152.07           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB8639 | 2054-07-01      | 7.0000%  | 0.0000% | $100867.82         | $106017.52         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC1296 | 2054-09-01      | 5.0000%  | 0.0000% | $6314204.45        | $6130106.11        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC4819 | 2055-05-01      | 5.5000%  | 0.0000% | $100000.00         | $99344.86          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7721 | 2054-12-01      | 5.5000%  | 0.0000% | $1892570.64        | $1889244.55        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7963 | 2054-12-01      | 5.5000%  | 0.0000% | $2493668.36        | $2482697.60        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8680 | 2055-02-01      | 5.5000%  | 0.0000% | $1191694.91        | $1194139.74        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0173 | 2052-11-01      | 5.0000%  | 0.0000% | $8688972.57        | $8572964.16        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA0462 | 2039-09-01      | 6.0000%  | 0.0000% | $17999906.42       | $18547667.57       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1676 | 2055-05-01      | 6.0000%  | 0.0000% | $174169089.00      | $176684845.30      | Agency Mortgage-Backed Securities |

### Security 266: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 910QDQ001, C.3 - LEI: N/A, C.5 - Other ID: 910QDQ001_4.37_0724
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-24
- **C.12 - Maturity Date (WAL):** 2025-07-24
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| 3.33 FCSB 39 C      | 2039-08-08      | 3.3300%  | 0.0000% | $5000.00           | $4223.65           | Agency Mortgage-Backed Securities |
| 3.22 FCSB 31 J      | 2031-03-26      | 3.2200%  | 0.0000% | $33000.00          | $31390.47          | Agency Mortgage-Backed Securities |
| 2.35 FCSB 25 CA     | 2025-06-16      | 2.3500%  | 0.0000% | $250000.00         | $252471.64         | Agency Mortgage-Backed Securities |
| 3.22 FCSB 25 CQ     | 2025-12-10      | 3.2200%  | 0.0000% | $4000.00           | $4038.09           | Agency Mortgage-Backed Securities |
| 3.33 FCSB 32 BP     | 2032-07-12      | 3.3300%  | 0.0000% | $125000.00         | $118829.00         | Agency Mortgage-Backed Securities |
| 4 1/8 FCOR 23-25 MO | 2025-12-12      | 4.1250%  | 0.0000% | $63000.00          | $64114.79          | Agency Mortgage-Backed Securities |
| 2.69 FCOR 22-36 BM  | 2036-01-11      | 2.6900%  | 0.0000% | $9455000.00        | $7791661.17        | Agency Mortgage-Backed Securities |
| 2.38 FCSB 32 BK     | 2032-03-16      | 2.3800%  | 0.0000% | $36290000.00       | $32339514.95       | Agency Mortgage-Backed Securities |
| 4.50 FCSB 26 EN     | 2026-03-02      | 4.5000%  | 0.0000% | $1100000.00        | $1114010.70        | Agency Mortgage-Backed Securities |
| 4 5/8 FCSB 26 FC    | 2026-07-17      | 4.6250%  | 0.0000% | $2000000.00        | $2044607.61        | Agency Mortgage-Backed Securities |
| 4.75 FCSB 31 CD     | 2031-05-02      | 4.7500%  | 0.0000% | $29500000.00       | $30450650.61       | Agency Mortgage-Backed Securities |
| 3.50 FCSB 27 GI     | 2027-09-20      | 3.5000%  | 0.0000% | $20000.00          | $19946.25          | Agency Mortgage-Backed Securities |
| 4.99 FCOR 25-30 HQ  | 2030-09-24      | 4.9900%  | 0.0000% | $11858000.00       | $11951041.82       | Agency Mortgage-Backed Securities |
| 4.65 FCOR 26-30 HR  | 2030-03-26      | 4.6500%  | 0.0000% | $11650000.00       | $11728493.82       | Agency Mortgage-Backed Securities |
| 4.73 FCOR 25-29 IN  | 2029-03-26      | 4.7300%  | 0.0000% | $24835000.00       | $24981672.75       | Agency Mortgage-Backed Securities |
| 3 7/8 FCSB 28 FC    | 2028-03-27      | 3.8750%  | 0.0000% | $48000.00          | $48251.63          | Agency Mortgage-Backed Securities |
| 4.84 FCOR 25-30 HS  | 2030-04-08      | 4.8400%  | 0.0000% | $27001000.00       | $27129986.78       | Agency Mortgage-Backed Securities |
| 4 1/8 FCSB 26/05    | 2026-05-19      | 4.1250%  | 0.0000% | $10400000.00       | $10408948.33       | Agency Mortgage-Backed Securities |
| 3 7/8 FCSB 28 FJ    | 2028-05-22      | 3.8750%  | 0.0000% | $3550000.00        | $3540631.94        | Agency Mortgage-Backed Securities |
| 4.00 FCSB 27 HI     | 2027-02-26      | 4.0000%  | 0.0000% | $73000000.00       | $72998394.00       | Agency Mortgage-Backed Securities |
| FMZC 12/11/2025 A   | 2025-12-11      | 0.0000%  | 0.0000% | $13851000.00       | $13539823.43       | Agency Mortgage-Backed Securities |
| 6.75 FMNT GB 31 A   | 2031-03-15      | 6.7500%  | 0.0000% | $1126000.00        | $1291424.60        | Agency Mortgage-Backed Securities |
| 6.25 FMNT GB 32 A   | 2032-07-15      | 6.2500%  | 0.0000% | $1657000.00        | $1896415.79        | Agency Mortgage-Backed Securities |
| 2.70 FMNT 22-37 T2  | 2037-12-28      | 2.7000%  | 0.0000% | $34210000.00       | $27237523.06       | Agency Mortgage-Backed Securities |
| 0.65 FMNT GB21-25R3 | 2025-10-27      | 0.6500%  | 0.0000% | $8000.00           | $7885.52           | Agency Mortgage-Backed Securities |
| 1.5 FMNT 21-35 58   | 2035-09-24      | 1.5000%  | 0.0000% | $1000000.00        | $728869.00         | Agency Mortgage-Backed Securities |
| 4.05 FMNT GB22-2563 | 2025-08-28      | 4.0500%  | 0.0000% | $370000.00         | $373383.65         | Agency Mortgage-Backed Securities |
| 4.70 FMNT 26-28 B6  | 2028-07-28      | 4.7000%  | 0.0000% | $9880000.00        | $10035809.80       | Agency Mortgage-Backed Securities |
| 4.80 FMNT 26-30 C1  | 2030-02-19      | 4.8000%  | 0.0000% | $3085000.00        | $3126887.10        | Agency Mortgage-Backed Securities |
| 4.75 FMNT GB25-28K6 | 2028-02-28      | 4.7500%  | 0.0000% | $490000.00         | $495699.14         | Agency Mortgage-Backed Securities |
| 4.65 FMNT 25-28 R1  | 2028-12-11      | 4.6500%  | 0.0000% | $10450000.00       | $10533162.84       | Agency Mortgage-Backed Securities |
| 4.15 FMNT 26-28 C4  | 2028-04-17      | 4.1500%  | 0.0000% | $360000.00         | $360675.34         | Agency Mortgage-Backed Securities |
| 4.25 FMNT 26-29 V0  | 2029-07-27      | 4.2500%  | 0.0000% | $8500000.00        | $8515416.17        | Agency Mortgage-Backed Securities |
| 4.50 FMNT GB26-30X0 | 2030-05-23      | 4.5000%  | 0.0000% | $192351000.00      | $192463717.70      | Agency Mortgage-Backed Securities |
| FNIN 01/15/26       | 2026-01-15      | 0.0000%  | 0.0000% | $771000.00         | $750498.34         | Agency Mortgage-Backed Securities |
| FNIN 05/15/30       | 2030-05-15      | 0.0000%  | 0.0000% | $978000.00         | $792884.16         | Agency Mortgage-Backed Securities |
| FNZC A 03/17/31     | 2031-03-17      | 0.0000%  | 0.0000% | $432000.00         | $337791.60         | Agency Mortgage-Backed Securities |
| 0.375 FMNT GB 25 U9 | 2025-07-21      | 0.3750%  | 0.0000% | $5000.00           | $4979.92           | Agency Mortgage-Backed Securities |
| 0.375 FMNT GB 25 X3 | 2025-09-23      | 0.3750%  | 0.0000% | $490000.00         | $484345.36         | Agency Mortgage-Backed Securities |

### Security 267: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797LN5, C.4 - ISIN: US912797LN52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $744120348.70
- **C.18.a - Value (excl. sponsor support):** $744120348.70
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-12
- **C.12 - Maturity Date (WAL):** 2025-06-12
- **C.13 - Final Legal Maturity Date:** 2025-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 268: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797LW5, C.4 - ISIN: US912797LW51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1105049710.80
- **C.18.a - Value (excl. sponsor support):** $1105049710.80
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 269: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MG9, C.4 - ISIN: US912797MG92, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $238138800.00
- **C.18.a - Value (excl. sponsor support):** $238138800.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 270: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MH7, C.4 - ISIN: US912797MH75, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $237354525.60
- **C.18.a - Value (excl. sponsor support):** $237354525.60
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 271: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1182938304.00
- **C.18.a - Value (excl. sponsor support):** $1182938304.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 272: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $894131875.00
- **C.18.a - Value (excl. sponsor support):** $894131875.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 273: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $670814122.65
- **C.18.a - Value (excl. sponsor support):** $670814122.65
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 274: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NP8, C.4 - ISIN: US912797NP82, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $519815790.00
- **C.18.a - Value (excl. sponsor support):** $519815790.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 275: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NV5, C.4 - ISIN: US912797NV50, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $748411875.00
- **C.18.a - Value (excl. sponsor support):** $748411875.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-06-20
- **C.12 - Maturity Date (WAL):** 2025-06-20
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 276: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NW3, C.4 - ISIN: US912797NW34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $518534031.60
- **C.18.a - Value (excl. sponsor support):** $518534031.60
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-06-26
- **C.12 - Maturity Date (WAL):** 2025-06-26
- **C.13 - Final Legal Maturity Date:** 2025-06-26
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 277: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NX1, C.4 - ISIN: US912797NX17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $498183915.00
- **C.18.a - Value (excl. sponsor support):** $498183915.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 278: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PE1, C.4 - ISIN: US912797PE18, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $616727689.60
- **C.18.a - Value (excl. sponsor support):** $616727689.60
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-07-17
- **C.12 - Maturity Date (WAL):** 2025-07-17
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 279: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PF8, C.4 - ISIN: US912797PF82, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $496947165.00
- **C.18.a - Value (excl. sponsor support):** $496947165.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-07-24
- **C.12 - Maturity Date (WAL):** 2025-07-24
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 280: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PG6, C.4 - ISIN: US912797PG65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $357505776.00
- **C.18.a - Value (excl. sponsor support):** $357505776.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-07-31
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 281: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PL5, C.4 - ISIN: US912797PL50, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1149864967.00
- **C.18.a - Value (excl. sponsor support):** $1149864967.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 282: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $359153490.70
- **C.18.a - Value (excl. sponsor support):** $359153490.70
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 283: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PN1, C.4 - ISIN: US912797PN17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $237936532.80
- **C.18.a - Value (excl. sponsor support):** $237936532.80
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-08-14
- **C.12 - Maturity Date (WAL):** 2025-08-14
- **C.13 - Final Legal Maturity Date:** 2025-08-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 284: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PP6, C.4 - ISIN: US912797PP64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $237742000.80
- **C.18.a - Value (excl. sponsor support):** $237742000.80
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-08-21
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 285: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PQ4, C.4 - ISIN: US912797PQ48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $247438212.50
- **C.18.a - Value (excl. sponsor support):** $247438212.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-08-28
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 286: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PR2, C.4 - ISIN: US912797PR21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $799247112.00
- **C.18.a - Value (excl. sponsor support):** $799247112.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-06-10
- **C.12 - Maturity Date (WAL):** 2025-06-10
- **C.13 - Final Legal Maturity Date:** 2025-06-10
- **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 287: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PS0, C.4 - ISIN: US912797PS04, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $239575500.00
- **C.18.a - Value (excl. sponsor support):** $239575500.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-06-17
- **C.12 - Maturity Date (WAL):** 2025-06-17
- **C.13 - Final Legal Maturity Date:** 2025-06-17
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 288: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PT8, C.4 - ISIN: US912797PT86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $279275343.20
- **C.18.a - Value (excl. sponsor support):** $279275343.20
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-06-24
- **C.12 - Maturity Date (WAL):** 2025-06-24
- **C.13 - Final Legal Maturity Date:** 2025-06-24
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 289: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PU5, C.4 - ISIN: US912797PU59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $239183649.60
- **C.18.a - Value (excl. sponsor support):** $239183649.60
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 290: 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):** $270939488.40
- **C.18.a - Value (excl. sponsor support):** $270939488.40
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 291: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PW1, C.4 - ISIN: US912797PW16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $237175365.60
- **C.18.a - Value (excl. sponsor support):** $237175365.60
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-09-11
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 292: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PX9, C.4 - ISIN: US912797PX98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $365323570.00
- **C.18.a - Value (excl. sponsor support):** $365323570.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 293: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PZ4, C.4 - ISIN: US912797PZ47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $597471000.00
- **C.18.a - Value (excl. sponsor support):** $597471000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-08
- **C.12 - Maturity Date (WAL):** 2025-07-08
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 294: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QA8, C.4 - ISIN: US912797QA86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $596975664.00
- **C.18.a - Value (excl. sponsor support):** $596975664.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-07-15
- **C.12 - Maturity Date (WAL):** 2025-07-15
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 295: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QB6, C.4 - ISIN: US912797QB69, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $596483022.00
- **C.18.a - Value (excl. sponsor support):** $596483022.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-22
- **C.12 - Maturity Date (WAL):** 2025-07-22
- **C.13 - Final Legal Maturity Date:** 2025-07-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 296: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $147752980.50
- **C.18.a - Value (excl. sponsor support):** $147752980.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 297: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $590516076.00
- **C.18.a - Value (excl. sponsor support):** $590516076.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 298: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QG5, C.4 - ISIN: US912797QG56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $344185163.00
- **C.18.a - Value (excl. sponsor support):** $344185163.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 299: 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):** $336752164.00
- **C.18.a - Value (excl. sponsor support):** $336752164.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **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 300: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QQ3, C.4 - ISIN: US912797QQ39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $343353160.50
- **C.18.a - Value (excl. sponsor support):** $343353160.50
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-13
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 301: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QU4, C.4 - ISIN: US912797QU41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $592541724.00
- **C.18.a - Value (excl. sponsor support):** $592541724.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-09-16
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 302: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QV2, C.4 - ISIN: US912797QV24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1090345125.35
- **C.18.a - Value (excl. sponsor support):** $1090345125.35
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-09-23
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 303: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QW0, C.4 - ISIN: US912797QW07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $586687790.50
- **C.18.a - Value (excl. sponsor support):** $586687790.50
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 3.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128285J5, C.4 - ISIN: US9128285J52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $203883711.45
- **C.18.a - Value (excl. sponsor support):** $203883711.45
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128285T3, C.4 - ISIN: US9128285T35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $158504688.00
- **C.18.a - Value (excl. sponsor support):** $158504688.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 2.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828K74, C.4 - ISIN: US912828K742, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $139335000.00
- **C.18.a - Value (excl. sponsor support):** $139335000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-08-15
- **C.12 - Maturity Date (WAL):** 2025-08-15
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 2.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828XZ8, C.4 - ISIN: US912828XZ81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $69908854.40
- **C.18.a - Value (excl. sponsor support):** $69908854.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 5.0400%
- **C.11 - Maturity Date (WAM):** 2025-06-30
- **C.12 - Maturity Date (WAL):** 2025-06-30
- **C.13 - Final Legal Maturity Date:** 2025-06-30
- **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 308: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 0.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZW3, C.4 - ISIN: US912828ZW33, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $119612499.60
- **C.18.a - Value (excl. sponsor support):** $119612499.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.9600%
- **C.11 - Maturity Date (WAM):** 2025-06-30
- **C.12 - Maturity Date (WAL):** 2025-06-30
- **C.13 - Final Legal Maturity Date:** 2025-06-30
- **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 309: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 0.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAM3, C.4 - ISIN: US91282CAM38, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1312429449.80
- **C.18.a - Value (excl. sponsor support):** $1312429449.80
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 310: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 0.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAT8, C.4 - ISIN: US91282CAT80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $550703126.40
- **C.18.a - Value (excl. sponsor support):** $550703126.40
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $728521240.70
- **C.18.a - Value (excl. sponsor support):** $728521240.70
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 312: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $913915000.00
- **C.18.a - Value (excl. sponsor support):** $913915000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **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 313: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $698085000.00
- **C.18.a - Value (excl. sponsor support):** $698085000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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 314: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 3.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEY3, C.4 - ISIN: US91282CEY30, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $69882421.70
- **C.18.a - Value (excl. sponsor support):** $69882421.70
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 5.0700%
- **C.11 - Maturity Date (WAM):** 2025-07-15
- **C.12 - Maturity Date (WAL):** 2025-07-15
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 3.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CFE6, C.4 - ISIN: US91282CFE66, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199480468.00
- **C.18.a - Value (excl. sponsor support):** $199480468.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-08-15
- **C.12 - Maturity Date (WAL):** 2025-08-15
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CFK2, C.4 - ISIN: US91282CFK27, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $129672461.10
- **C.18.a - Value (excl. sponsor support):** $129672461.10
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-09-15
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 317: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGA3, C.4 - ISIN: US91282CGA36, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $299750976.00
- **C.18.a - Value (excl. sponsor support):** $299750976.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-12-15
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 318: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGE5, C.4 - ISIN: US91282CGE57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $139734765.80
- **C.18.a - Value (excl. sponsor support):** $139734765.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 319: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGV7, C.4 - ISIN: US91282CGV72, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $338690469.60
- **C.18.a - Value (excl. sponsor support):** $338690469.60
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 320: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 3.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $407953202.10
- **C.18.a - Value (excl. sponsor support):** $407953202.10
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 321: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHH7, C.4 - ISIN: US91282CHH79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $739855470.60
- **C.18.a - Value (excl. sponsor support):** $739855470.60
- **C.19 - Percentage of Net Assets:** 0.6100%
- **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 322: 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: 91282CHL8, C.4 - ISIN: US91282CHL81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $110015039.20
- **C.18.a - Value (excl. sponsor support):** $110015039.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 5.1400%
- **C.11 - Maturity Date (WAM):** 2025-06-30
- **C.12 - Maturity Date (WAL):** 2025-06-30
- **C.13 - Final Legal Maturity Date:** 2025-06-30
- **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 323: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 5.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJB8, C.4 - ISIN: US91282CJB81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $260502733.40
- **C.18.a - Value (excl. sponsor support):** $260502733.40
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 324: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 4.471300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $950449787.00
- **C.18.a - Value (excl. sponsor support):** $950449787.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 325: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 5.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJE2, C.4 - ISIN: US91282CJE21, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1067512729.05
- **C.18.a - Value (excl. sponsor support):** $1067512729.05
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 326: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJL6, C.4 - ISIN: US91282CJL63, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100243750.00
- **C.18.a - Value (excl. sponsor support):** $100243750.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 327: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: N/A, C.5 - Other ID: 91282CJS1_4.25_1231
- **C.18 - Value (incl. sponsor support):** $869804589.30
- **C.18.a - Value (excl. sponsor support):** $869804589.30
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 328: United States Treasury Floating Rate Note - When Issued

- **C.1 - Title:** United States Treasury Floating Rate Note - When Issued 4.546300%
- **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):** $731009590.00
- **C.18.a - Value (excl. sponsor support):** $731009590.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 329: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $300717186.00
- **C.18.a - Value (excl. sponsor support):** $300717186.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 330: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 4.451300%
- **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):** $300222369.00
- **C.18.a - Value (excl. sponsor support):** $300222369.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 331: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 4.399300%
- **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):** $520173175.60
- **C.18.a - Value (excl. sponsor support):** $520173175.60
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 332: VSL Property Holdings AB LLC

- **C.1 - Title:** VSL Property Holdings AB LLC 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 918299AA6, C.4 - ISIN: US918299AA68, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $17400000.00
- **C.18.a - Value (excl. sponsor support):** $17400000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 333: VPM Linden Manor LP

- **C.1 - Title:** VPM Linden Manor LP 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 918301AA0, C.4 - ISIN: US918301AA07, C.3 - LEI: 254900MPQV0YPKYV8588
- **C.18 - Value (incl. sponsor support):** $15200000.00
- **C.18.a - Value (excl. sponsor support):** $15200000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 334: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 923XCM001, C.3 - LEI: N/A, C.5 - Other ID: 923XCM001_4.34_0602
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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 7/8 NOTE K 29    | 2029-04-30      | 2.8750%  | 0.0000% | $37800.00          | $36448.00          | U.S. Treasuries (including strips) |
| 0 5/8 TRIN D 32    | 2032-07-15      | 0.6250%  | 0.0000% | $26110249.92       | $24160383.49       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29    | 2029-08-31      | 3.1250%  | 0.0000% | $15004500.00       | $14639614.30       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 29    | 2029-09-30      | 3.8750%  | 0.0000% | $100.00            | $100.31            | U.S. Treasuries (including strips) |
| 1 1/8 TRIN A 33    | 2033-01-15      | 1.1250%  | 0.0000% | $762729.62         | $724190.75         | U.S. Treasuries (including strips) |
| 1 1/4 TRIN X 28    | 2028-04-15      | 1.2500%  | 0.0000% | $24256758.20       | $24181219.86       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33    | 2033-05-15      | 3.3750%  | 0.0000% | $1044100.00        | $983427.01         | U.S. Treasuries (including strips) |
| 1 3/8 TRIB 44      | 2044-02-15      | 1.3750%  | 0.0000% | $4188349.64        | $3474563.87        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45      | 2045-08-15      | 2.8750%  | 0.0000% | $200.00            | $147.78            | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46      | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $68.46             | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29   | 2029-12-31      | 4.3750%  | 0.0000% | $1158500.00        | $1199138.39        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26   | 2026-12-31      | 4.2500%  | 0.0000% | $1493200.00        | $1524961.11        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30    | 2030-01-31      | 4.2500%  | 0.0000% | $205800.00         | $211123.22         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27   | 2027-04-30      | 3.7500%  | 0.0000% | $1000.00           | $999.65            | U.S. Treasuries (including strips) |
| 4 NOTE K 32        | 2032-04-30      | 4.0000%  | 0.0000% | $160857000.00      | $159714894.40      | U.S. Treasuries (including strips) |
| 1 5/8 TRIN X 30    | 2030-04-15      | 1.6250%  | 0.0000% | $330748.92         | $331943.57         | U.S. Treasuries (including strips) |
| 1 5/8 TRIN X 30    | 2030-04-15      | 1.6250%  | 0.0000% | $100.44            | $100.80            | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 31    | 2031-01-15      | 0.1250%  | 0.0000% | $245.65            | $225.69            | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31    | 2031-02-15      | 1.1250%  | 0.0000% | $200.00            | $171.42            | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31    | 2031-02-15      | 1.1250%  | 0.0000% | $100.00            | $85.71             | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 31    | 2031-07-15      | 0.1250%  | 0.0000% | $12507751.76       | $11405770.80       | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 31    | 2031-07-15      | 0.1250%  | 0.0000% | $119.29            | $108.78            | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28    | 2028-10-31      | 1.3750%  | 0.0000% | $200.00            | $184.17            | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31    | 2031-11-15      | 1.3750%  | 0.0000% | $41700.00          | $35215.04          | U.S. Treasuries (including strips) |
| 1 1/2 NOTE S 28    | 2028-11-30      | 1.5000%  | 0.0000% | $100.00            | $92.94             | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 32    | 2032-01-15      | 0.1250%  | 0.0000% | $19045797.97       | $17088350.09       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32    | 2032-02-15      | 1.8750%  | 0.0000% | $200.00            | $174.40            | U.S. Treasuries (including strips) |
| 0 1/2 TRIN A 28    | 2028-01-15      | 0.5000%  | 0.0000% | $8225748.66        | $8062423.47        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28    | 2028-02-15      | 2.7500%  | 0.0000% | $100.00            | $97.86             | U.S. Treasuries (including strips) |
| 0 7/8 TRIN A 29    | 2029-01-15      | 0.8750%  | 0.0000% | $324663.94         | $319200.21         | U.S. Treasuries (including strips) |
| 2 NOTE E 25        | 2025-08-15      | 2.0000%  | 0.0000% | $1000.00           | $1000.77           | U.S. Treasuries (including strips) |
| 0 5/8 TRIN A 26    | 2026-01-15      | 0.6250%  | 0.0000% | $941.92            | $939.61            | U.S. Treasuries (including strips) |
| 2 NOTE F 26        | 2026-11-15      | 2.0000%  | 0.0000% | $100.00            | $97.22             | U.S. Treasuries (including strips) |
| 0 3/8 TRIN A 27    | 2027-01-15      | 0.3750%  | 0.0000% | $22722677.59       | $22425998.52       | U.S. Treasuries (including strips) |
| 0 3/4 TRIN D 28    | 2028-07-15      | 0.7500%  | 0.0000% | $1146.37           | $1131.53           | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53      | 2053-02-15      | 1.5000%  | 0.0000% | $24033214.72       | $18746373.53       | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53      | 2053-08-15      | 4.1250%  | 0.0000% | $2105100.00        | $1865671.88        | U.S. Treasuries (including strips) |
| TII 2 1/8 04/15/29 | 2029-04-15      | 2.1250%  | 0.0000% | $586412.34         | $601790.83         | U.S. Treasuries (including strips) |
| 2 1/8 TRIN X 29    | 2029-04-15      | 2.1250%  | 0.0000% | $28053209.54       | $28788896.68       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34    | 2034-05-15      | 4.3750%  | 0.0000% | $25724500.00       | $25824061.22       | U.S. Treasuries (including strips) |
| 1 7/8 TRIN D 34    | 2034-07-15      | 1.8750%  | 0.0000% | $31051176.62       | $30963500.62       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27   | 2027-09-15      | 3.3750%  | 0.0000% | $36205300.00       | $36052227.94       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26   | 2026-09-30      | 3.5000%  | 0.0000% | $4801000.00        | $4794522.03        | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 29   | 2029-10-15      | 1.6250%  | 0.0000% | $755086.20         | $762827.31         | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 29   | 2029-10-15      | 1.6250%  | 0.0000% | $1016.13           | $1026.55           | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34    | 2034-11-15      | 4.2500%  | 0.0000% | $277800.00         | $275390.18         | U.S. Treasuries (including strips) |
| 1 TRIB 48          | 2048-02-15      | 1.0000%  | 0.0000% | $4974161.15        | $3604117.64        | U.S. Treasuries (including strips) |
| 2 BOND 50          | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $57.85             | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50      | 2050-05-15      | 1.2500%  | 0.0000% | $300.00            | $140.34            | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50      | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $48.36             | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50      | 2050-11-15      | 1.6250%  | 0.0000% | $300.00            | $154.18            | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50      | 2050-11-15      | 1.6250%  | 0.0000% | $300.00            | $154.18            | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51      | 2051-02-15      | 1.8750%  | 0.0000% | $300.00            | $165.77            | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 51      | 2051-02-15      | 0.1250%  | 0.0000% | $245.61            | $130.51            | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51      | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $54.27             | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 52      | 2052-02-15      | 0.1250%  | 0.0000% | $665245.95         | $347389.52         | U.S. Treasuries (including strips) |
| 1 3/8 TRIN D 33    | 2033-07-15      | 1.3750%  | 0.0000% | $7385883.45        | $7130167.64        | U.S. Treasuries (including strips) |
| 2 3/8 TRIN AE 28   | 2028-10-15      | 2.3750%  | 0.0000% | $5861330.05        | $6083129.12        | U.S. Treasuries (including strips) |
| 2 3/8 TRIN AE 28   | 2028-10-15      | 2.3750%  | 0.0000% | $2537334.81        | $2633350.30        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28   | 2028-12-31      | 3.7500%  | 0.0000% | $100.00            | $101.01            | U.S. Treasuries (including strips) |

### Security 335: Vickie Bice Life Insurance Trust

- **C.1 - Title:** Vickie Bice Life Insurance Trust 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 92571RAA4, C.4 - ISIN: US92571RAA41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6550000.00
- **C.18.a - Value (excl. sponsor support):** $6550000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 336: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. 4.370000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 926SBP003, C.3 - LEI: JHE42UYNWWTJB8YTTU19, C.5 - Other ID: 926SBP003_4.37_0602
- **C.18 - Value (incl. sponsor support):** $1200000000.03
- **C.18.a - Value (excl. sponsor support):** $1200000000.03
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| T 4 5/8 02/15/55 | 2055-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $48371093.75       | U.S. Treasuries (including strips) |
| T 6 02/15/26     | 2026-02-15      | 6.0000%  | 0.0000% | $5653000.00        | $5821706.75        | U.S. Treasuries (including strips) |
| T 0 1/2 06/30/27 | 2027-06-30      | 0.5000%  | 0.0000% | $5675000.00        | $5305459.98        | U.S. Treasuries (including strips) |
| T 4 01/31/29     | 2029-01-31      | 4.0000%  | 0.0000% | $2000000.00        | $2033125.00        | U.S. Treasuries (including strips) |
| T 4 11/15/42     | 2042-11-15      | 4.0000%  | 0.0000% | $30000000.00       | $26921484.45       | U.S. Treasuries (including strips) |
| T 3 1/2 02/15/33 | 2033-02-15      | 3.5000%  | 0.0000% | $50000000.00       | $48132812.62       | U.S. Treasuries (including strips) |
| T 3 1/2 02/15/33 | 2033-02-15      | 3.5000%  | 0.0000% | $50000000.00       | $48132812.62       | U.S. Treasuries (including strips) |
| T 0 1/4 10/31/25 | 2025-10-31      | 0.2500%  | 0.0000% | $3900000.00        | $3836091.81        | U.S. Treasuries (including strips) |
| T 1 07/31/28     | 2028-07-31      | 1.0000%  | 0.0000% | $40000000.00       | $36738281.05       | U.S. Treasuries (including strips) |
| T 4 1/8 11/15/27 | 2027-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50377929.94       | U.S. Treasuries (including strips) |
| T 4 1/8 11/15/27 | 2027-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50377929.94       | U.S. Treasuries (including strips) |
| T 4 1/4 11/15/40 | 2040-11-15      | 4.2500%  | 0.0000% | $50000000.00       | $47123046.62       | U.S. Treasuries (including strips) |
| T 4 3/4 02/15/45 | 2045-02-15      | 4.7500%  | 0.0000% | $40000000.00       | $39605468.75       | U.S. Treasuries (including strips) |
| T 0 3/4 08/31/26 | 2026-08-31      | 0.7500%  | 0.0000% | $25000000.00       | $24046875.06       | U.S. Treasuries (including strips) |
| T 4 5/8 05/31/31 | 2031-05-31      | 4.6250%  | 0.0000% | $16700000.00       | $17179798.79       | U.S. Treasuries (including strips) |
| T 3 5/8 02/15/53 | 2053-02-15      | 3.6250%  | 0.0000% | $500000.00         | $404677.73         | U.S. Treasuries (including strips) |
| T 4 1/2 11/15/33 | 2033-11-15      | 4.5000%  | 0.0000% | $50000000.00       | $50856445.56       | U.S. Treasuries (including strips) |
| T 4 1/2 11/15/33 | 2033-11-15      | 4.5000%  | 0.0000% | $25445000.00       | $25880845.15       | U.S. Treasuries (including strips) |
| T 2 7/8 05/15/49 | 2049-05-15      | 2.8750%  | 0.0000% | $10000000.00       | $7027343.70        | U.S. Treasuries (including strips) |
| T 0 3/4 04/30/26 | 2026-04-30      | 0.7500%  | 0.0000% | $25000000.00       | $24255664.06       | U.S. Treasuries (including strips) |
| T 5 3/8 02/15/31 | 2031-02-15      | 5.3750%  | 0.0000% | $30016000.00       | $32490561.25       | U.S. Treasuries (including strips) |
| T 2 7/8 11/30/25 | 2025-11-30      | 2.8750%  | 0.0000% | $6988000.00        | $6939575.33        | U.S. Treasuries (including strips) |
| T 4 5/8 02/15/55 | 2055-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $48371093.75       | U.S. Treasuries (including strips) |
| T 4 5/8 02/15/55 | 2055-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $48371093.75       | U.S. Treasuries (including strips) |
| T 4 5/8 02/15/55 | 2055-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $48371093.75       | U.S. Treasuries (including strips) |
| T 4 5/8 02/15/55 | 2055-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $48371093.75       | U.S. Treasuries (including strips) |
| T 2 3/8 11/15/49 | 2049-11-15      | 2.3750%  | 0.0000% | $13500000.00       | $8489443.33        | U.S. Treasuries (including strips) |
| T 3 1/2 02/15/33 | 2033-02-15      | 3.5000%  | 0.0000% | $50000000.00       | $48132812.62       | U.S. Treasuries (including strips) |
| T 4 5/8 02/15/55 | 2055-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $48371093.75       | U.S. Treasuries (including strips) |
| T 4 5/8 02/15/55 | 2055-02-15      | 4.6250%  | 0.0000% | $40000000.00       | $38696875.00       | U.S. Treasuries (including strips) |
| T 4 3/8 08/15/43 | 2043-08-15      | 4.3750%  | 0.0000% | $50000000.00       | $47412109.38       | U.S. Treasuries (including strips) |
| T 1 7/8 02/28/29 | 2029-02-28      | 1.8750%  | 0.0000% | $43700000.00       | $40848404.41       | U.S. Treasuries (including strips) |
| T 2 7/8 05/15/49 | 2049-05-15      | 2.8750%  | 0.0000% | $50000000.00       | $35136718.50       | U.S. Treasuries (including strips) |
| T 1 5/8 08/15/29 | 2029-08-15      | 1.6250%  | 0.0000% | $21930000.00       | $20129341.46       | U.S. Treasuries (including strips) |
| T 4 5/8 02/15/55 | 2055-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $48371093.75       | U.S. Treasuries (including strips) |
| T 3 1/2 02/15/33 | 2033-02-15      | 3.5000%  | 0.0000% | $7000000.00        | $6738593.77        | U.S. Treasuries (including strips) |
| T 3 1/4 05/15/42 | 2042-05-15      | 3.0000%  | 0.0000% | $30000000.00       | $24382617.34       | U.S. Treasuries (including strips) |
| T 2 3/8 05/15/51 | 2051-05-15      | 2.3750%  | 0.0000% | $3455000.00        | $2141627.65        | U.S. Treasuries (including strips) |
| T 2 3/8 05/15/51 | 2051-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $30993164.19       | U.S. Treasuries (including strips) |
| T 2 3/8 05/15/51 | 2051-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $30993164.19       | U.S. Treasuries (including strips) |

### Security 337: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 4.260000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930YEY002, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 930YEY002_4.26_0602
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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 NOTE AV 27     | 2027-12-15      | 4.0000%  | 0.0000% | $41850000.00       | $42705069.07       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  | 0.0000% | $49999700.00       | $47174120.50       | U.S. Treasuries (including strips) |
| 2 NOTE F 26      | 2026-11-15      | 2.0000%  | 0.0000% | $49955300.00       | $48544223.48       | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29  | 2029-11-15      | 1.7500%  | 0.0000% | $47937800.00       | $43691101.27       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE BD 26 | 2026-06-30      | 4.6250%  | 0.0000% | $46276100.00       | $47385540.11       | U.S. Treasuries (including strips) |

### Security 338: MUFG Securities CA

- **C.1 - Title:** MUFG Securities CA 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933USN006, C.3 - LEI: N/A, C.5 - Other ID: 933USN006_4.36_0602
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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 CLDA0508 | 2053-10-01      | 6.0000%  | 0.0000% | $459.14            | $465.69            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8431 | 2054-05-01      | 5.5000%  | 0.0000% | $303548.29         | $301560.52         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3605 | 2053-08-01      | 5.5000%  | 0.0000% | $7515769.09        | $7521447.67        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD3887 | 2053-04-01      | 4.5000%  | 0.0000% | $13941148.51       | $13201696.06       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4222 | 2053-10-01      | 6.0000%  | 0.0000% | $8705916.04        | $8906067.95        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U99082 G | 2043-11-01      | 4.0000%  | 0.0000% | $3281771.08        | $3103433.80        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V83917 G | 2048-02-01      | 4.0000%  | 0.0000% | $6331286.21        | $5925977.67        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4687 | 2052-09-01      | 5.0000%  | 0.0000% | $5402981.60        | $5289901.40        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4779 | 2052-10-01      | 5.0000%  | 0.0000% | $15076249.72       | $14847223.06       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5105 | 2052-11-01      | 5.0000%  | 0.0000% | $923550.06         | $899672.39         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6250 | 2053-05-01      | 5.0000%  | 0.0000% | $21775176.38       | $21251543.88       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6129 | 2053-04-01      | 5.0000%  | 0.0000% | $1666426.15        | $1626353.23        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6512 | 2053-06-01      | 5.0000%  | 0.0000% | $4610220.35        | $4558870.70        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6633 | 2053-06-01      | 5.0000%  | 0.0000% | $301292.58         | $294006.65         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6914 | 2053-08-01      | 5.5000%  | 0.0000% | $15708791.02       | $15709946.49       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8011 | 2054-02-01      | 6.5000%  | 0.0000% | $7214370.73        | $7586712.42        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7504 | 2053-11-01      | 6.0000%  | 0.0000% | $49657.20          | $50452.77          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8987 | 2054-08-01      | 5.5000%  | 0.0000% | $11547254.60       | $11558461.85       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8220 | 2054-03-01      | 5.0000%  | 0.0000% | $17154946.28       | $16690420.84       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8635 | 2054-06-01      | 5.5000%  | 0.0000% | $639680.96         | $636081.20         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  | 0.0000% | $472.49            | $469.95            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5191 | 2053-11-01      | 6.0000%  | 0.0000% | $13848181.27       | $14058913.65       | Agency Mortgage-Backed Securities  |
| GNII SF MA7535 M     | 2051-08-20      | 3.0000%  | 0.0000% | $11165778.17       | $9733506.59        | Agency Mortgage-Backed Securities  |
| GNII SF MA7589 M     | 2051-09-20      | 2.5000%  | 0.0000% | $3901746.38        | $3271473.45        | Agency Mortgage-Backed Securities  |
| GNII SF MA7705 M     | 2051-11-20      | 2.5000%  | 0.0000% | $262686.79         | $220253.39         | Agency Mortgage-Backed Securities  |
| GNII SF MA7706 M     | 2051-11-20      | 3.0000%  | 0.0000% | $12277416.62       | $10702551.47       | Agency Mortgage-Backed Securities  |
| GNII SF MA7827 M     | 2052-01-20      | 2.5000%  | 0.0000% | $417.60            | $350.14            | Agency Mortgage-Backed Securities  |
| GNII SF MA7828 M     | 2052-01-20      | 3.0000%  | 0.0000% | $8343410.90        | $7274258.42        | Agency Mortgage-Backed Securities  |
| GNII SF MA7882 M     | 2052-02-20      | 3.0000%  | 0.0000% | $7154957.31        | $6237739.48        | Agency Mortgage-Backed Securities  |
| GNII SF MA8948 M     | 2053-06-20      | 5.5000%  | 0.0000% | $20441047.21       | $20432882.16       | Agency Mortgage-Backed Securities  |
| GNII SF MA8150 M     | 2052-07-20      | 4.0000%  | 0.0000% | $19104658.39       | $17605902.18       | Agency Mortgage-Backed Securities  |
| GNII SF MA8200 M     | 2052-08-20      | 4.0000%  | 0.0000% | $19650167.39       | $18108596.47       | Agency Mortgage-Backed Securities  |
| GNII SF MA8201 M     | 2052-08-20      | 4.5000%  | 0.0000% | $5507223.19        | $5237837.37        | Agency Mortgage-Backed Securities  |
| GNII SF MA8266 M     | 2052-09-20      | 3.5000%  | 0.0000% | $101272.68         | $90293.45          | Agency Mortgage-Backed Securities  |
| GNII SF MA8267 M     | 2052-09-20      | 4.0000%  | 0.0000% | $9062410.25        | $8351438.99        | Agency Mortgage-Backed Securities  |
| GNII SF MA8269 M     | 2052-09-20      | 5.0000%  | 0.0000% | $7325766.65        | $7160700.85        | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H03116 G | 2037-07-01      | 5.5000%  | 0.0000% | $111.78            | $113.29            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2717 | 2052-11-01      | 5.5000%  | 0.0000% | $465.91            | $465.43            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8750 | 2053-03-01      | 6.0000%  | 0.0000% | $2504.95           | $2552.47           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2101 | 2054-08-01      | 5.5000%  | 0.0000% | $4094182.66        | $4079183.85        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ8023 | 2054-11-01      | 5.5000%  | 0.0000% | $259588.86         | $260679.53         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM4517 | 2035-10-01      | 2.0000%  | 0.0000% | $5705027.51        | $5185334.37        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFM5430 | 2048-06-01      | 4.5000%  | 0.0000% | $3873954.93        | $3723335.56        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7636 | 2051-06-01      | 3.0000%  | 0.0000% | $10040234.56       | $8595893.27        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7685 | 2051-06-01      | 3.0000%  | 0.0000% | $3427872.64        | $2926942.76        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9227 | 2051-10-01      | 2.5000%  | 0.0000% | $11910714.22       | $9849432.79        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM9704 | 2051-12-01      | 2.0000%  | 0.0000% | $3094087.40        | $2437921.53        | Agency Mortgage-Backed Securities  |
| GNII SF MA7938 M     | 2052-03-20      | 3.5000%  | 0.0000% | $92807.11          | $82822.77          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0214 | 2055-02-01      | 5.5000%  | 0.0000% | $18251281.38       | $18209514.34       | Agency Mortgage-Backed Securities  |
| GNII SF MA9423 M     | 2054-01-20      | 5.5000%  | 0.0000% | $465.05            | $463.87            | Agency Mortgage-Backed Securities  |
| GNII SF MA9486 M     | 2054-01-20      | 4.5000%  | 0.0000% | $19110306.21       | $18086758.21       | Agency Mortgage-Backed Securities  |
| GNII SF MA9488 M     | 2054-01-20      | 5.5000%  | 0.0000% | $16707966.89       | $16665471.11       | Agency Mortgage-Backed Securities  |
| GNII SF MA9605 M     | 2054-04-20      | 5.5000%  | 0.0000% | $59005.76          | $58837.51          | Agency Mortgage-Backed Securities  |
| GNII SF MA9607 M     | 2054-04-20      | 6.5000%  | 0.0000% | $24689100.96       | $25343513.01       | Agency Mortgage-Backed Securities  |
| FMAR 1B8894 G        | 2041-10-01      | 7.1210%  | 0.0000% | $488.03            | $509.30            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZJ1073 | 2041-01-01      | 4.0000%  | 0.0000% | $32.05             | $30.41             | Agency Mortgage-Backed Securities  |
| FCFR 03SF J 25/10    | 2025-10-20      | 4.6300%  | 0.0000% | $26181.82          | $26324.77          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA1942 | 2049-12-01      | 3.0000%  | 0.0000% | $169.24            | $145.65            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA2461 | 2050-04-01      | 4.0000%  | 0.0000% | $118.19            | $109.60            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4664 | 2051-02-01      | 2.5000%  | 0.0000% | $12270708.40       | $10086336.88       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4921 | 2051-03-01      | 2.5000%  | 0.0000% | $3911490.94        | $3214380.68        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0634 | 2052-03-01      | 3.0000%  | 0.0000% | $2973291.68        | $2535544.85        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS0713 | 2050-03-01      | 4.5000%  | 0.0000% | $28837.66          | $27706.27          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1390 | 2051-12-01      | 2.5000%  | 0.0000% | $2321101.02        | $1904950.56        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2592 | 2052-08-01      | 5.0000%  | 0.0000% | $21590871.15       | $21058435.48       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2656 | 2052-08-01      | 4.5000%  | 0.0000% | $9532473.41        | $9058747.61        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS2448 | 2052-05-01      | 2.0000%  | 0.0000% | $1925355.31        | $1503159.76        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3425 | 2052-09-01      | 4.5000%  | 0.0000% | $538133.99         | $509335.75         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3709 | 2052-11-01      | 5.0000%  | 0.0000% | $3147854.61        | $3073234.01        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ0879 | 2054-02-01      | 5.5000%  | 0.0000% | $1722877.83        | $1712653.51        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0010 | 2053-10-01      | 6.5000%  | 0.0000% | $385.51            | $399.89            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0663 | 2054-01-01      | 6.5000%  | 0.0000% | $178488.70         | $185037.11         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1715 | 2054-06-01      | 6.0000%  | 0.0000% | $19671123.11       | $19972314.22       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2281 | 2054-09-01      | 6.0000%  | 0.0000% | $823208.56         | $837027.22         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3578 | 2055-03-01      | 6.0000%  | 0.0000% | $1092304.46        | $1114391.22        | Agency Mortgage-Backed Securities  |
| GNII SF CF8197 C     | 2051-08-20      | 3.0000%  | 0.0000% | $10472502.41       | $9124132.82        | Agency Mortgage-Backed Securities  |
| GNII SF CH7005 C     | 2051-10-20      | 2.0000%  | 0.0000% | $8972160.82        | $7025301.61        | Agency Mortgage-Backed Securities  |
| GNII SF CI2248 C     | 2051-10-20      | 3.5000%  | 0.0000% | $7967630.46        | $6997160.67        | Agency Mortgage-Backed Securities  |
| GNII SF CI2310 C     | 2051-11-20      | 3.5000%  | 0.0000% | $11108609.86       | $9755519.47        | Agency Mortgage-Backed Securities  |
| GNII SF CI5879 C     | 2051-12-20      | 3.5000%  | 0.0000% | $9160221.35        | $8065020.20        | Agency Mortgage-Backed Securities  |
| GNHA AL DJ0285 H     | 2075-04-20      | 6.8570%  | 0.0000% | $2084842.91        | $2218653.74        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA5570 | 2048-07-01      | 4.0000%  | 0.0000% | $11271804.95       | $10556690.33       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4522 | 2043-07-01      | 3.0000%  | 0.0000% | $363.73            | $323.33            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4606 | 2045-03-01      | 3.0000%  | 0.0000% | $5093280.54        | $4476996.99        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0399 | 2048-06-01      | 4.0000%  | 0.0000% | $156.43            | $146.08            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0361 | 2035-07-01      | 3.0000%  | 0.0000% | $4136003.31        | $3923415.50        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8673 | 2053-05-01      | 5.5000%  | 0.0000% | $4025457.31        | $4005698.57        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9257 | 2053-06-01      | 5.0000%  | 0.0000% | $1206.56           | $1177.54           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTRB5158 | 2042-04-01      | 3.0000%  | 0.0000% | $16059.86          | $14253.63          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI4391 | 2054-04-01      | 6.0000%  | 0.0000% | $12554137.96       | $12774869.00       | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 23-27 21   | 2027-06-01      | 4.0000%  | 0.0000% | $545.45            | $556.57            | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 23-26 J4   | 2026-04-27      | 4.0000%  | 0.0000% | $8181818.18        | $8195266.36        | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 25-29 F7   | 2029-08-06      | 4.0000%  | 0.0000% | $8297454.55        | $8302007.08        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBK8166 | 2035-10-01      | 2.0000%  | 0.0000% | $251.14            | $228.25            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL3399 | 2029-08-01      | 2.5600%  | 0.0000% | $1182923.99        | $1106049.57        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX JUBM3426 | 2051-06-01      | 5.9030%  | 0.0000% | $127.93            | $131.57            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN0856 | 2048-10-01      | 4.5000%  | 0.0000% | $1549325.19        | $1487858.81        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO8988 | 2050-02-01      | 3.0000%  | 0.0000% | $168562.41         | $146808.53         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP1334 | 2050-03-01      | 3.0000%  | 0.0000% | $5062706.35        | $4390422.82        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKBP3378 | 2051-05-01      | 2.5000%  | 0.0000% | $10023898.93       | $8041050.32        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP7667 | 2050-12-01      | 2.5000%  | 0.0000% | $39187.81          | $32527.99          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4695 | 2053-05-01      | 5.0000%  | 0.0000% | $9967745.50        | $9807850.69        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS6672 | 2053-12-01      | 6.0000%  | 0.0000% | $284202.86         | $290653.51         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6786 | 2054-02-01      | 5.5000%  | 0.0000% | $5573214.38        | $5541712.10        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  | 0.0000% | $18328728.26       | $15610681.73       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7307 | 2052-03-01      | 3.0000%  | 0.0000% | $476.99            | $413.05            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7595 | 2051-11-01      | 3.0000%  | 0.0000% | $15999120.84       | $13969211.05       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7956 | 2054-05-01      | 5.5000%  | 0.0000% | $1087903.24        | $1088590.31        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS8895 | 2052-04-01      | 3.0000%  | 0.0000% | $32503.31          | $27680.98          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8598 | 2054-06-01      | 6.0000%  | 0.0000% | $18742365.63       | $19010125.30       | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB8083 | 2036-01-01      | 1.5000%  | 0.0000% | $2807.08           | $2473.70           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8141 | 2037-02-01      | 2.0000%  | 0.0000% | $1137.44           | $1028.41           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CTSC0114 | 2041-01-01      | 2.5000%  | 0.0000% | $8047241.10        | $6999296.28        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0780 | 2051-12-01      | 2.5000%  | 0.0000% | $193539.54         | $158686.72         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0007 | 2049-03-01      | 3.0000%  | 0.0000% | $11505691.26       | $9980734.61        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1684 | 2052-09-01      | 4.5000%  | 0.0000% | $1212955.52        | $1150581.70        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD1696 | 2047-04-01      | 2.0000%  | 0.0000% | $950.97            | $756.65            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1790 | 2052-09-01      | 5.0000%  | 0.0000% | $3308306.64        | $3226723.06        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1846 | 2052-10-01      | 4.5000%  | 0.0000% | $3274902.70        | $3103314.17        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAL2232 | 2042-07-01      | 4.0000%  | 0.0000% | $3809641.48        | $3597887.21        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR0994 | 2051-05-01      | 2.5000%  | 0.0000% | $4104264.68        | $3399968.30        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR2689 | 2051-02-01      | 2.0000%  | 0.0000% | $300963.07         | $233954.58         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR8795 | 2051-05-01      | 2.5000%  | 0.0000% | $391.67            | $323.70            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9341 | 2051-05-01      | 2.5000%  | 0.0000% | $326925.58         | $271278.23         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9375 | 2051-06-01      | 2.5000%  | 0.0000% | $404.52            | $335.29            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS0345 | 2036-01-01      | 1.6100%  | 0.0000% | $492.79            | $380.87            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS6212 | 2032-08-01      | 3.9200%  | 0.0000% | $4635641.12        | $4466476.27        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT1339 | 2051-07-01      | 2.5000%  | 0.0000% | $6089220.08        | $4985170.73        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT3222 | 2051-07-01      | 2.5000%  | 0.0000% | $421.39            | $346.24            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 REBT7247 | 2051-09-01      | 2.0000%  | 0.0000% | $6289753.71        | $4926701.88        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBT8281 | 2052-08-01      | 5.0000%  | 0.0000% | $3657848.72        | $3602530.26        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1450 | 2052-01-01      | 2.0000%  | 0.0000% | $22887354.57       | $17806021.08       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU2794 | 2051-11-01      | 2.5000%  | 0.0000% | $5495812.25        | $4538952.26        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU8766 | 2052-04-01      | 3.0000%  | 0.0000% | $4351167.32        | $3766347.23        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV4583 | 2052-04-01      | 3.5000%  | 0.0000% | $914.33            | $813.27            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW5453 | 2052-07-01      | 5.0000%  | 0.0000% | $6028185.01        | $5906438.44        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WZ889916 | 2038-09-01      | 4.4530%  | 0.0000% | $18.30             | $18.18             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CL890479 | 2040-12-01      | 4.5000%  | 0.0000% | $4117001.39        | $4056806.71        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS973150 | 2038-02-01      | 6.4050%  | 0.0000% | $19.55             | $20.11             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5366 | 2042-06-01      | 3.5000%  | 0.0000% | $2948011.28        | $2730558.43        | Agency Mortgage-Backed Securities  |
| GNAR AT CQ7523 C     | 2052-09-20      | 3.5000%  | 0.0000% | $132931.55         | $133534.06         | Agency Mortgage-Backed Securities  |
| GNHA AL CR2618 H     | 2073-01-20      | 7.0070%  | 0.0000% | $2079420.78        | $2201397.23        | Agency Mortgage-Backed Securities  |
| GNHA AL CR2630 H     | 2073-02-20      | 6.9950%  | 0.0000% | $2405929.59        | $2534855.74        | Agency Mortgage-Backed Securities  |
| GNHA AL CR2641 H     | 2073-03-20      | 7.0200%  | 0.0000% | $463.19            | $489.50            | Agency Mortgage-Backed Securities  |
| GNII SF CS4481 C     | 2053-08-20      | 6.0000%  | 0.0000% | $14743175.04       | $15175494.07       | Agency Mortgage-Backed Securities  |
| GNHA AL CS6223 H     | 2073-03-20      | 6.9600%  | 0.0000% | $503.26            | $533.54            | Agency Mortgage-Backed Securities  |
| GNII SF MB0146 M     | 2055-01-20      | 5.0000%  | 0.0000% | $22875.61          | $22271.76          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2181 | 2053-01-01      | 5.5000%  | 0.0000% | $849.98            | $850.97            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2184 | 2053-01-01      | 6.0000%  | 0.0000% | $7403351.72        | $7529862.67        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2344 | 2053-02-01      | 5.0000%  | 0.0000% | $916.10            | $894.78            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD2364 | 2053-02-01      | 6.5000%  | 0.0000% | $2279128.71        | $2370986.97        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD6202 | 2052-05-01      | 3.0000%  | 0.0000% | $28762722.23       | $24495417.66       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6299 | 2054-09-01      | 5.5000%  | 0.0000% | $9336914.92        | $9286211.33        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5453 | 2054-05-01      | 5.5000%  | 0.0000% | $513.85            | $514.60            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5877 | 2054-07-01      | 5.5000%  | 0.0000% | $933783.35         | $942940.55         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5956 | 2054-07-01      | 5.5000%  | 0.0000% | $536438.20         | $537538.73         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD6077 | 2052-10-01      | 4.0000%  | 0.0000% | $501.31            | $464.11            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6125 | 2053-01-01      | 5.5000%  | 0.0000% | $1104.80           | $1110.03           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD6149 | 2052-08-01      | 4.5000%  | 0.0000% | $26490838.76       | $25150561.27       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6154 | 2054-01-01      | 5.5000%  | 0.0000% | $24373538.78       | $24269940.42       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6602 | 2053-05-01      | 5.0000%  | 0.0000% | $8861972.07        | $8633286.91        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAL3166 | 2043-03-01      | 3.0000%  | 0.0000% | $3861725.89        | $3429624.51        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL4699 | 2043-10-01      | 3.5000%  | 0.0000% | $6061188.61        | $5579448.03        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQAL7710 | 2045-10-01      | 4.0000%  | 0.0000% | $3665417.37        | $3438943.04        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL9337 | 2044-10-01      | 6.9310%  | 0.0000% | $23.03             | $23.87             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAM7016 | 2029-10-01      | 3.4700%  | 0.0000% | $470.35            | $453.57            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN7661 | 2027-12-01      | 3.0300%  | 0.0000% | $912.53            | $886.22            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4625 | 2045-03-01      | 3.0000%  | 0.0000% | $3510464.11        | $3089319.58        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4645 | 2045-03-01      | 3.0000%  | 0.0000% | $4577251.85        | $4021535.33        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX2816 | 2052-11-01      | 5.0000%  | 0.0000% | $268299.15         | $264205.65         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY7178 | 2053-09-01      | 6.0000%  | 0.0000% | $7828541.91        | $7997327.88        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ0554 | 2029-02-01      | 4.7800%  | 0.0000% | $7656545.45        | $7806028.45        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ0934 | 2029-05-01      | 4.9300%  | 0.0000% | $545.45            | $558.99            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ1167 | 2029-06-01      | 4.8350%  | 0.0000% | $9419454.55        | $9623657.59        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ3562 | 2030-04-01      | 4.2900%  | 0.0000% | $735.27            | $733.47            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ2908 | 2035-01-01      | 4.5800%  | 0.0000% | $5185090.91        | $5085477.25        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX H2BZ3028 | 2040-01-01      | 5.4000%  | 0.0000% | $363272.73         | $368058.48         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ3131 | 2032-02-01      | 4.8950%  | 0.0000% | $545.45            | $556.14            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ3420 | 2035-04-01      | 4.9600%  | 0.0000% | $545.45            | $550.38            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ3656 | 2035-04-01      | 5.1500%  | 0.0000% | $545.22            | $556.95            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ3751 | 2032-05-01      | 4.3000%  | 0.0000% | $11505163.64       | $11301348.39       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2787 | 2048-12-01      | 4.0000%  | 0.0000% | $245.74            | $230.07            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA2833 | 2046-12-01      | 3.0000%  | 0.0000% | $213755.52         | $186648.04         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA2996 | 2037-05-01      | 3.5000%  | 0.0000% | $4030978.93        | $3875759.81        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3211 | 2047-12-01      | 4.0000%  | 0.0000% | $3416490.84        | $3201754.90        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA3283 | 2033-02-01      | 3.0000%  | 0.0000% | $2665628.70        | $2579397.39        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4387 | 2041-07-01      | 2.0000%  | 0.0000% | $766.21            | $646.55            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4437 | 2051-10-01      | 2.0000%  | 0.0000% | $1301221.86        | $1012484.78        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4492 | 2051-12-01      | 2.0000%  | 0.0000% | $11141761.05       | $8683109.88        | Agency Mortgage-Backed Securities  |
| GNII SF MA5018 M     | 2048-02-20      | 3.0000%  | 0.0000% | $87.55             | $77.20             | Agency Mortgage-Backed Securities  |
| GNII SF MA5263 M     | 2048-03-20      | 3.5000%  | 0.0000% | $146.26            | $131.89            | Agency Mortgage-Backed Securities  |
| GNII SF MA6338 M     | 2049-12-20      | 3.0000%  | 0.0000% | $3268343.53        | $2859822.38        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7317 | 2054-02-01      | 5.5000%  | 0.0000% | $3383868.19        | $3372537.50        | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8104 | 2050-11-01      | 1.5000%  | 0.0000% | $7957375.45        | $5875792.34        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8189 | 2052-01-01      | 2.5000%  | 0.0000% | $5395608.40        | $4418214.93        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8300 | 2053-02-01      | 5.5000%  | 0.0000% | $21842342.19       | $21741289.82       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8383 | 2053-12-01      | 5.5000%  | 0.0000% | $483.39            | $480.41            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7864 | 2046-09-01      | 3.5000%  | 0.0000% | $1657763.88        | $1509548.92        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  | 0.0000% | $15290074.74       | $13351074.11       | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735475 | 2038-03-01      | 4.4890%  | 0.0000% | $300450.85         | $298239.51         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6316 | 2050-07-01      | 3.0000%  | 0.0000% | $2030661.13        | $1733507.72        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CICB2580 | 2037-01-01      | 1.5000%  | 0.0000% | $3430478.04        | $3022804.60        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB2586 | 2037-01-01      | 2.0000%  | 0.0000% | $4870036.11        | $4448549.63        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4046 | 2040-06-01      | 3.0000%  | 0.0000% | $3892216.02        | $3610780.26        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4153 | 2040-10-01      | 2.5000%  | 0.0000% | $22900350.41       | $20506162.03       | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4154 | 2035-10-01      | 1.5000%  | 0.0000% | $279.15            | $246.16            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4361 | 2036-06-01      | 2.5000%  | 0.0000% | $11351.47          | $10517.83          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4355 | 2051-06-01      | 2.0000%  | 0.0000% | $5940685.67        | $4639052.39        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  | 0.0000% | $386.05            | $316.75            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4607 | 2042-05-01      | 2.5000%  | 0.0000% | $5102455.02        | $4416291.61        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4632 | 2042-06-01      | 3.0000%  | 0.0000% | $2791411.52        | $2460125.87        | Agency Mortgage-Backed Securities  |
| GNII SF MA6473 M     | 2050-02-20      | 2.5000%  | 0.0000% | $2304744.64        | $1936662.84        | Agency Mortgage-Backed Securities  |
| GNII SF MA6656 M     | 2050-05-20      | 3.0000%  | 0.0000% | $25386873.33       | $22199720.63       | Agency Mortgage-Backed Securities  |
| GNII SF MA6710 M     | 2050-06-20      | 3.0000%  | 0.0000% | $10263138.51       | $8972576.21        | Agency Mortgage-Backed Securities  |
| GNII SF MA7987 M     | 2052-03-20      | 2.5000%  | 0.0000% | $6366244.50        | $5337866.12        | Agency Mortgage-Backed Securities  |
| GNII JM MA8033 M     | 2052-05-20      | 2.5000%  | 0.0000% | $461.05            | $376.13            | Agency Mortgage-Backed Securities  |
| GNII SF MA7254 M     | 2051-03-20      | 2.0000%  | 0.0000% | $163177.05         | $130988.60         | Agency Mortgage-Backed Securities  |
| GNII JM MA7303 M     | 2051-04-20      | 2.0000%  | 0.0000% | $272251.71         | $212766.92         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA2244 | 2046-07-01      | 3.0000%  | 0.0000% | $5094507.03        | $4447095.38        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB4023 | 2050-09-01      | 2.5000%  | 0.0000% | $107535.15         | $88700.68          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB7269 | 2051-01-01      | 2.5000%  | 0.0000% | $2205659.53        | $1814862.74        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC0344 | 2051-04-01      | 2.5000%  | 0.0000% | $5252150.18        | $4317776.32        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC4124 | 2051-07-01      | 2.5000%  | 0.0000% | $908893.78         | $752673.02         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE3361 | 2052-06-01      | 4.0000%  | 0.0000% | $464.11            | $426.80            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5277 | 2054-06-01      | 5.5000%  | 0.0000% | $4755537.93        | $4759673.13        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9007 | 2054-08-01      | 6.0000%  | 0.0000% | $242045.97         | $247778.18         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0307 | 2055-01-01      | 5.0000%  | 0.0000% | $68707.81          | $66911.36          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0905 | 2055-01-01      | 5.0000%  | 0.0000% | $6308344.10        | $6133570.03        | Agency Mortgage-Backed Securities  |
| GNII SF MA8344 M     | 2052-10-20      | 3.0000%  | 0.0000% | $12273405.71       | $10699055.05       | Agency Mortgage-Backed Securities  |
| GNAR AT MA8370 M     | 2052-09-20      | 3.0000%  | 0.0000% | $370.41            | $363.44            | Agency Mortgage-Backed Securities  |
| GNII SF MA8571 M     | 2053-01-20      | 6.0000%  | 0.0000% | $13034773.42       | $13232280.65       | Agency Mortgage-Backed Securities  |
| GNII SF MA8801 M     | 2053-04-20      | 5.5000%  | 0.0000% | $7138783.76        | $7133041.01        | Agency Mortgage-Backed Securities  |
| GNII SF MA9779 M     | 2054-07-20      | 5.5000%  | 0.0000% | $14961080.72       | $14914560.08       | Agency Mortgage-Backed Securities  |
| GNII SF MA9017 M     | 2053-07-20      | 5.5000%  | 0.0000% | $3500.50           | $3498.03           | Agency Mortgage-Backed Securities  |
| GNII SF MA9243 M     | 2053-10-20      | 6.5000%  | 0.0000% | $13490298.14       | $13869997.57       | Agency Mortgage-Backed Securities  |
| GNMI SP 781485 X     | 2032-08-15      | 6.0000%  | 0.0000% | $1.87              | $1.94              | Agency Mortgage-Backed Securities  |
| GNII SP 785676 C     | 2051-10-20      | 3.5000%  | 0.0000% | $102568.87         | $92094.27          | Agency Mortgage-Backed Securities  |
| GNII SP 786529 C     | 2052-11-20      | 4.5000%  | 0.0000% | $3926584.69        | $3746798.16        | Agency Mortgage-Backed Securities  |
| GNMI SP 783056 X     | 2040-08-15      | 5.0000%  | 0.0000% | $45.87             | $46.03             | Agency Mortgage-Backed Securities  |
| GNII SF CI5859 C     | 2051-12-20      | 3.0000%  | 0.0000% | $283048.77         | $248071.49         | Agency Mortgage-Backed Securities  |
| GNII SF CK1560 C     | 2051-12-20      | 3.5000%  | 0.0000% | $498.97            | $444.27            | Agency Mortgage-Backed Securities  |
| GNII SF CK1632 C     | 2052-01-20      | 4.0000%  | 0.0000% | $9611359.86        | $8798029.49        | Agency Mortgage-Backed Securities  |
| GNHA RM CK9645 H     | 2071-12-20      | 6.0230%  | 0.0000% | $534.91            | $558.08            | Agency Mortgage-Backed Securities  |
| GNHA RM CK9658 H     | 2072-01-20      | 5.9320%  | 0.0000% | $560.03            | $581.48            | Agency Mortgage-Backed Securities  |
| GNHA RM CK9662 H     | 2072-01-20      | 5.9830%  | 0.0000% | $580.23            | $604.27            | Agency Mortgage-Backed Securities  |
| GNII SF CL5007 C     | 2052-01-20      | 4.0000%  | 0.0000% | $10774992.22       | $9863193.22        | Agency Mortgage-Backed Securities  |
| GNHA AL CL8166 H     | 2072-04-20      | 7.0070%  | 0.0000% | $371.65            | $392.91            | Agency Mortgage-Backed Securities  |
| GNII SF MA9905 M     | 2054-09-20      | 5.0000%  | 0.0000% | $12402941.48       | $12075587.90       | Agency Mortgage-Backed Securities  |
| GNII SF MA9963 M     | 2054-10-20      | 4.5000%  | 0.0000% | $12419798.68       | $11742981.75       | Agency Mortgage-Backed Securities  |
| GNII SF MA9964 M     | 2054-10-20      | 5.0000%  | 0.0000% | $3818014.10        | $3717244.40        | Agency Mortgage-Backed Securities  |
| GNII SF MA9966 M     | 2054-10-20      | 6.0000%  | 0.0000% | $3749096.11        | $3805446.27        | Agency Mortgage-Backed Securities  |
| GNII SF MB0026 M     | 2054-11-20      | 5.5000%  | 0.0000% | $16093902.76       | $16040608.71       | Agency Mortgage-Backed Securities  |
| 1 7/8 NOTE V 27      | 2027-02-28      | 1.8750%  | 0.0000% | $259472.73         | $251573.48         | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29      | 2029-03-31      | 2.3750%  | 0.0000% | $868418.18         | $824106.66         | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27     | 2027-06-30      | 3.2500%  | 0.0000% | $2056745.45        | $2057711.82        | U.S. Treasuries (including strips) |
| 0 5/8 TRIN D 32      | 2032-07-15      | 0.6250%  | 0.0000% | $3092616.55        | $2861665.52        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27     | 2027-07-31      | 2.7500%  | 0.0000% | $545.45            | $537.33            | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  | 0.0000% | $2053581.82        | $1885721.12        | U.S. Treasuries (including strips) |
| T 3 7/8 09/30/29     | 2029-09-30      | 3.8750%  | 0.0000% | $54.55             | $54.71             | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  | 0.0000% | $557072.73         | $563666.41         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AT 25     | 2025-10-15      | 4.2500%  | 0.0000% | $8345.45           | $8386.17           | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 27     | 2027-10-15      | 1.6250%  | 0.0000% | $501652.96         | $508064.56         | U.S. Treasuries (including strips) |
| 4  NOTE R 29         | 2029-10-31      | 4.0000%  | 0.0000% | $3218018.18        | $3234033.84        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27     | 2027-10-31      | 4.1250%  | 0.0000% | $16281981.82       | $16418176.88       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  | 0.0000% | $165763.64         | $165207.23         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29      | 2029-11-30      | 3.8750%  | 0.0000% | $1090690.91        | $1107712.83        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  | 0.0000% | $4717636.36        | $4792177.99        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  | 0.0000% | $545454.55         | $546403.93         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  | 0.0000% | $4564581.82        | $4389408.00        | U.S. Treasuries (including strips) |
| 4 NOTE H 30          | 2030-02-28      | 4.0000%  | 0.0000% | $2118654.55        | $2142981.58        | U.S. Treasuries (including strips) |
| T 4 5/8 03/15/26     | 2026-03-15      | 4.6250%  | 0.0000% | $54.55             | $55.22             | U.S. Treasuries (including strips) |
| 3 5/8 NOTE J 30      | 2030-03-31      | 3.6250%  | 0.0000% | $4549854.55        | $4504872.97        | U.S. Treasuries (including strips) |
| 1 1/4 TRIN X 28      | 2028-04-15      | 1.2500%  | 0.0000% | $2826899.40        | $2818096.11        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AN 26     | 2026-05-15      | 3.6250%  | 0.0000% | $545509.09         | $543374.83         | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  | 0.0000% | $163636.36         | $154127.40         | U.S. Treasuries (including strips) |
| 6 3/8 BOND 27        | 2027-08-15      | 6.3750%  | 0.0000% | $115527.27         | $123655.07         | U.S. Treasuries (including strips) |
| 6 1/8 BOND 27        | 2027-11-15      | 6.1250%  | 0.0000% | $917563.64         | $967589.76         | U.S. Treasuries (including strips) |
| 3 5/8 TRIB 28        | 2028-04-15      | 3.6250%  | 0.0000% | $5129067.17        | $5470883.42        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 41        | 2041-02-15      | 4.7500%  | 0.0000% | $1963963.64        | $1978472.24        | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  | 0.0000% | $12433909.09       | $9997456.96        | U.S. Treasuries (including strips) |
| 0 5/8 TRIB 43        | 2043-02-15      | 0.6250%  | 0.0000% | $11055826.50       | $8081981.42        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43        | 2043-05-15      | 2.8750%  | 0.0000% | $109.09            | $82.42             | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  | 0.0000% | $15218.18          | $13053.39          | U.S. Treasuries (including strips) |
| 3 1/8 BOND 44        | 2044-08-15      | 3.1250%  | 0.0000% | $545454.55         | $425576.13         | U.S. Treasuries (including strips) |
| 3 BOND 44            | 2044-11-15      | 3.0000%  | 0.0000% | $135709.09         | $102364.40         | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  | 0.0000% | $4659436.36        | $3236525.20        | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 45        | 2045-02-15      | 0.7500%  | 0.0000% | $7139327.47        | $5142241.22        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45        | 2045-08-15      | 2.8750%  | 0.0000% | $2454490.91        | $1813597.97        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46        | 2046-02-15      | 2.5000%  | 0.0000% | $6482618.18        | $4437743.18        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  | 0.0000% | $619145.45         | $631157.91         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  | 0.0000% | $109.09            | $111.91            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28     | 2028-02-15      | 4.2500%  | 0.0000% | $545509.09         | $557179.68         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  | 0.0000% | $54.55             | $55.24             | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32      | 2032-02-29      | 4.1250%  | 0.0000% | $723381.82         | $729051.98         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28     | 2028-03-15      | 3.8750%  | 0.0000% | $95018.18          | $95782.96          | U.S. Treasuries (including strips) |
| 4 NOTE W 30          | 2030-03-31      | 4.0000%  | 0.0000% | $109.09            | $109.94            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28     | 2028-05-15      | 3.7500%  | 0.0000% | $1047272.73        | $1045231.10        | U.S. Treasuries (including strips) |
| TINT 02/15/28        | 2028-02-15      | 0.0000%  | 0.0000% | $305672.73         | $274633.49         | U.S. Treasuries (including strips) |
| TINT 08/15/29        | 2029-08-15      | 0.0000%  | 0.0000% | $7.80              | $6.58              | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27      | 2027-08-31      | 0.5000%  | 0.0000% | $545236.36         | $506344.88         | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  | 0.0000% | $9292309.09        | $7870573.33        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27      | 2027-11-30      | 0.6250%  | 0.0000% | $1408581.82        | $1304260.60        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28      | 2028-03-31      | 1.2500%  | 0.0000% | $7090745.45        | $6607944.97        | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Y 26      | 2026-04-30      | 0.7500%  | 0.0000% | $54.55             | $52.90             | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31      | 2031-05-15      | 1.6250%  | 0.0000% | $6546436.36        | $5703761.82        | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26      | 2026-05-31      | 0.7500%  | 0.0000% | $191400.00         | $185736.36         | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AA 26     | 2026-06-30      | 0.8750%  | 0.0000% | $60818.18          | $58948.19          | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 31      | 2031-07-15      | 0.1250%  | 0.0000% | $30712.53          | $28006.64          | U.S. Treasuries (including strips) |
| 1 NOTE N 28          | 2028-07-31      | 1.0000%  | 0.0000% | $11290.91          | $10363.64          | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AD 26     | 2026-09-30      | 0.8750%  | 0.0000% | $892090.91         | $856888.49         | U.S. Treasuries (including strips) |
| 0 1/8 TRIN AE 26     | 2026-10-15      | 0.1250%  | 0.0000% | $191.47            | $189.14            | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28      | 2028-10-31      | 1.3750%  | 0.0000% | $7078200.00        | $6517874.99        | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26     | 2026-10-31      | 1.1250%  | 0.0000% | $1671436.36        | $1606434.40        | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31      | 2031-11-15      | 1.3750%  | 0.0000% | $5454763.64        | $4606468.59        | U.S. Treasuries (including strips) |
| 1 1/2 NOTE S 28      | 2028-11-30      | 1.5000%  | 0.0000% | $545400.00         | $506871.74         | U.S. Treasuries (including strips) |
| 1 3/8 NOTE T 28      | 2028-12-31      | 1.3750%  | 0.0000% | $5345563.64        | $4926859.07        | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29      | 2029-01-31      | 1.7500%  | 0.0000% | $81818.18          | $76283.08          | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  | 0.0000% | $433254.55         | $377788.32         | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29      | 2029-02-28      | 1.8750%  | 0.0000% | $54.55             | $50.95             | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27      | 2027-11-15      | 2.2500%  | 0.0000% | $712690.91         | $685928.02         | U.S. Treasuries (including strips) |
| T 2 3/4 02/15/28     | 2028-02-15      | 2.7500%  | 0.0000% | $440618.18         | $431181.70         | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  | 0.0000% | $436.36            | $424.58            | U.S. Treasuries (including strips) |
| 2 5/8 NOTE G 26      | 2026-01-31      | 2.6250%  | 0.0000% | $54.55             | $54.43             | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29      | 2029-05-15      | 2.3750%  | 0.0000% | $163.64            | $154.54            | U.S. Treasuries (including strips) |
| 2 NOTE E 25          | 2025-08-15      | 2.0000%  | 0.0000% | $137072.73         | $137178.80         | U.S. Treasuries (including strips) |
| 2 NOTE F 26          | 2026-11-15      | 2.0000%  | 0.0000% | $3263781.82        | $3173130.99        | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27      | 2027-05-15      | 2.3750%  | 0.0000% | $5401363.64        | $5248937.54        | U.S. Treasuries (including strips) |
| 0 3/8 TRIN D 25      | 2025-07-15      | 0.3750%  | 0.0000% | $992434.57         | $992969.97         | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29      | 2029-08-15      | 1.6250%  | 0.0000% | $542509.09         | $497571.17         | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 30      | 2030-01-15      | 0.1250%  | 0.0000% | $724951.82         | $679770.04         | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27      | 2027-01-31      | 1.5000%  | 0.0000% | $2727000.00        | $2631862.99        | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30      | 2030-02-15      | 1.5000%  | 0.0000% | $545563.64         | $490686.69         | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27      | 2027-04-30      | 0.5000%  | 0.0000% | $3272836.36        | $3068953.74        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30      | 2030-05-15      | 0.6250%  | 0.0000% | $3100909.09        | $2637167.38        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE L 27      | 2027-05-31      | 0.5000%  | 0.0000% | $1636363.64        | $1533354.98        | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 30      | 2030-07-15      | 0.1250%  | 0.0000% | $1692074.57        | $1578147.46        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  | 0.0000% | $250036.36         | $210994.33         | U.S. Treasuries (including strips) |
| 4 BOND 52            | 2052-11-15      | 4.0000%  | 0.0000% | $2727272.73        | $2338765.73        | U.S. Treasuries (including strips) |
| 4 BOND 42            | 2042-11-15      | 4.0000%  | 0.0000% | $1304236.36        | $1169415.41        | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53        | 2053-02-15      | 1.5000%  | 0.0000% | $18673665.21       | $14565820.99       | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  | 0.0000% | $9551563.64        | $8381730.95        | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  | 0.0000% | $24818.18          | $21995.43          | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  | 0.0000% | $609763.64         | $577799.86         | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  | 0.0000% | $94854.55          | $92242.46          | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  | 0.0000% | $3272618.18        | $2963594.49        | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 54        | 2054-02-15      | 2.1250%  | 0.0000% | $2991376.86        | $2701198.27        | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  | 0.0000% | $9191727.27        | $8831128.25        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  | 0.0000% | $518018.18         | $493748.61         | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  | 0.0000% | $1692272.73        | $1533840.37        | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  | 0.0000% | $272.73            | $248.25            | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  | 0.0000% | $771600.00         | $721634.45         | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  | 0.0000% | $71236.36          | $70495.75          | U.S. Treasuries (including strips) |
| T 4.875 04/30/26     | 2026-04-30      | 4.8750%  | 0.0000% | $874418.18         | $882947.42         | U.S. Treasuries (including strips) |
| T 4 3/8 05/15/34     | 2034-05-15      | 4.3750%  | 0.0000% | $6013200.00        | $6036472.82        | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BC 26     | 2026-05-31      | 4.8750%  | 0.0000% | $163.64            | $168.67            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31      | 2031-05-31      | 4.6250%  | 0.0000% | $1019345.45        | $1071142.41        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  | 0.0000% | $11050200.00       | $11372274.62       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  | 0.0000% | $545563.64         | $559450.75         | U.S. Treasuries (including strips) |
| T 4.000 07/31/2029   | 2029-07-31      | 4.0000%  | 0.0000% | $389890.91         | $395842.66         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31      | 2031-07-31      | 4.1250%  | 0.0000% | $54.55             | $55.34             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  | 0.0000% | $3327.27           | $3240.47           | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31      | 2031-08-31      | 3.7500%  | 0.0000% | $544963.64         | $538959.28         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29     | 2029-08-31      | 3.6250%  | 0.0000% | $51272.73          | $51087.68          | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27     | 2027-09-15      | 3.3750%  | 0.0000% | $5210781.82        | $5188751.20        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31      | 2031-09-30      | 3.6250%  | 0.0000% | $54654.55          | $53462.29          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29     | 2029-10-31      | 4.1250%  | 0.0000% | $1636200.00        | $1652826.69        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  | 0.0000% | $545290.91         | $547704.79         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  | 0.0000% | $3327.27           | $3298.41           | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  | 0.0000% | $9369872.73        | $6334661.95        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  | 0.0000% | $9972763.64        | $6440700.85        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  | 0.0000% | $981.82            | $708.05            | U.S. Treasuries (including strips) |
| 3 BOND 47            | 2047-02-15      | 3.0000%  | 0.0000% | $3490363.64        | $2594501.72        | U.S. Treasuries (including strips) |
| 3 BOND 47            | 2047-05-15      | 3.0000%  | 0.0000% | $54.55             | $40.02             | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47        | 2047-08-15      | 2.7500%  | 0.0000% | $859472.73         | $605450.02         | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  | 0.0000% | $24927.27          | $17338.59          | U.S. Treasuries (including strips) |
| 3 BOND 48            | 2048-02-15      | 3.0000%  | 0.0000% | $654.55            | $480.97            | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48        | 2048-05-15      | 3.1250%  | 0.0000% | $863727.27         | $641577.29         | U.S. Treasuries (including strips) |
| 3 BOND 48            | 2048-08-15      | 3.0000%  | 0.0000% | $483763.64         | $353763.67         | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  | 0.0000% | $38127.27          | $29533.34          | U.S. Treasuries (including strips) |
| 3 BOND 49            | 2049-02-15      | 3.0000%  | 0.0000% | $32727.27          | $23850.75          | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  | 0.0000% | $54.55             | $38.32             | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  | 0.0000% | $573109.09         | $354413.58         | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  | 0.0000% | $4800.00           | $3017.42           | U.S. Treasuries (including strips) |
| 2 BOND 50            | 2050-02-15      | 2.0000%  | 0.0000% | $54.55             | $31.55             | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  | 0.0000% | $11301327.27       | $5808264.76        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51        | 2051-02-15      | 1.8750%  | 0.0000% | $1146872.73        | $633734.05         | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  | 0.0000% | $8210236.36        | $5089066.33        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  | 0.0000% | $109.09            | $77.67             | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  | 0.0000% | $92672.73          | $60611.63          | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  | 0.0000% | $22700618.18       | $16317004.67       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  | 0.0000% | $1658127.27        | $1141419.79        | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  | 0.0000% | $6073145.45        | $4932042.28        | U.S. Treasuries (including strips) |
| 3 BOND 52            | 2052-08-15      | 3.0000%  | 0.0000% | $98236.36          | $70119.82          | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  | 0.0000% | $147709.09         | $122928.84         | U.S. Treasuries (including strips) |
| 4  NOTE AA 28        | 2028-06-30      | 4.0000%  | 0.0000% | $381.82            | $389.44            | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AQ 26     | 2026-07-15      | 4.5000%  | 0.0000% | $1138909.09        | $1162647.11        | U.S. Treasuries (including strips) |
| 4 3/4 NOTE BE 25     | 2025-07-31      | 4.7500%  | 0.0000% | $327.27            | $332.56            | U.S. Treasuries (including strips) |
| 4  NOTE N 30         | 2030-07-31      | 4.0000%  | 0.0000% | $320290.91         | $324375.31         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  | 0.0000% | $545127.27         | $535866.43         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30      | 2030-08-31      | 4.1250%  | 0.0000% | $9328418.18        | $9471072.16        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28     | 2028-08-31      | 4.3750%  | 0.0000% | $6170018.18        | $6324445.18        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30      | 2030-09-30      | 4.6250%  | 0.0000% | $54.55             | $56.51             | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26     | 2026-11-15      | 4.6250%  | 0.0000% | $90818.18          | $91727.92          | U.S. Treasuries (including strips) |
| T 4.375 11/30/2028   | 2028-11-30      | 4.3750%  | 0.0000% | $3480490.91        | $3608220.77        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30      | 2030-12-31      | 3.7500%  | 0.0000% | $12284672.73       | $12290577.65       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  | 0.0000% | $1418181.82        | $1432468.12        | U.S. Treasuries (including strips) |
| 4 NOTE G 31          | 2031-01-31      | 4.0000%  | 0.0000% | $1180909.09        | $1192941.58        | U.S. Treasuries (including strips) |

### Security 339: MUFG Securities CA

- **C.1 - Title:** MUFG Securities CA 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933USN006, C.3 - LEI: N/A, C.5 - Other ID: 933USN006_4.37_0620
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-20
- **C.12 - Maturity Date (WAL):** 2025-06-20
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.500 CLSD8431             | 2054-05-01      | 5.5000%  | 0.0000% | $42078464.68       | $41802916.21       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD4386             | 2052-08-01      | 3.0000%  | 0.0000% | $31667948.91       | $27030642.26       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3653             | 2053-08-01      | 5.0000%  | 0.0000% | $7726121.68        | $7670607.78        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD3887             | 2053-04-01      | 4.5000%  | 0.0000% | $912.89            | $864.47            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4213             | 2053-11-01      | 6.5000%  | 0.0000% | $492964.73         | $518574.30         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V81286 G             | 2044-07-01      | 4.0000%  | 0.0000% | $5087093.45        | $4785414.68        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q28392 G             | 2044-09-01      | 4.0000%  | 0.0000% | $4478210.27        | $4208909.62        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q63763 G             | 2049-05-01      | 4.5000%  | 0.0000% | $2200237.37        | $2116643.75        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q44275 G             | 2046-11-01      | 3.5000%  | 0.0000% | $3621157.63        | $3280212.77        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q46684 G             | 2047-03-01      | 4.0000%  | 0.0000% | $3133543.08        | $2948884.08        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4687             | 2052-09-01      | 5.0000%  | 0.0000% | $1735.84           | $1699.51           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5105             | 2052-11-01      | 5.0000%  | 0.0000% | $42586262.09       | $41485227.41       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6270             | 2053-05-01      | 6.5000%  | 0.0000% | $6189164.32        | $6513019.22        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5901             | 2053-03-01      | 5.0000%  | 0.0000% | $38465443.72       | $37431137.86       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6085             | 2053-04-01      | 6.0000%  | 0.0000% | $8252263.17        | $8529929.81        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6512             | 2053-06-01      | 5.0000%  | 0.0000% | $862640.24         | $853031.96         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6690             | 2053-07-01      | 4.5000%  | 0.0000% | $1588974.78        | $1533538.63        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7979             | 2054-02-01      | 5.5000%  | 0.0000% | $19803503.19       | $19820565.02       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8987             | 2054-08-01      | 5.5000%  | 0.0000% | $1446126.93        | $1447530.48        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8220             | 2054-03-01      | 5.0000%  | 0.0000% | $978.56            | $952.06            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8296             | 2054-04-01      | 6.0000%  | 0.0000% | $886.41            | $916.23            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072             | 2053-07-01      | 5.5000%  | 0.0000% | $1729.94           | $1720.61           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5191             | 2053-11-01      | 6.0000%  | 0.0000% | $819.42            | $831.88            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G06843 G             | 2041-12-01      | 4.0000%  | 0.0000% | $4330458.00        | $4133544.38        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF6752             | 2053-01-01      | 6.0000%  | 0.0000% | $900.14            | $930.96            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8750             | 2053-03-01      | 6.0000%  | 0.0000% | $10104722.32       | $10296422.37       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1894             | 2054-08-01      | 6.0000%  | 0.0000% | $21662941.63       | $22086416.03       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2101             | 2054-08-01      | 5.5000%  | 0.0000% | $7020339.27        | $6994620.65        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM3209             | 2050-05-01      | 2.5000%  | 0.0000% | $3733933.37        | $3095579.70        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM4517             | 2035-10-01      | 2.0000%  | 0.0000% | $433.59            | $394.09            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9443             | 2051-10-01      | 2.5000%  | 0.0000% | $19292027.58       | $15839717.10       | Agency Mortgage-Backed Securities  |
| GNII SF MA7938 M                 | 2052-03-20      | 3.5000%  | 0.0000% | $395492.29         | $352944.61         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0214             | 2055-02-01      | 5.5000%  | 0.0000% | $2023.31           | $2018.68           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZJ1073             | 2041-01-01      | 4.0000%  | 0.0000% | $2369110.27        | $2247992.41        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3756             | 2047-07-01      | 4.5000%  | 0.0000% | $242.90            | $235.17            | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CIQN6384             | 2036-05-01      | 1.5000%  | 0.0000% | $13672991.12       | $11995880.26       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA2461             | 2050-04-01      | 4.0000%  | 0.0000% | $438.36            | $406.50            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBC0332             | 2045-12-01      | 4.0000%  | 0.0000% | $2222.72           | $2092.81           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE5042             | 2046-08-01      | 4.0000%  | 0.0000% | $1837.84           | $1721.83           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0103             | 2056-06-01      | 3.5000%  | 0.0000% | $388.27            | $347.14            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 R3BF0508             | 2050-06-01      | 2.5000%  | 0.0000% | $553.32            | $461.57            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CTFS0316             | 2041-11-01      | 1.5000%  | 0.0000% | $775.85            | $628.12            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS0713             | 2050-03-01      | 4.5000%  | 0.0000% | $23102875.26       | $22196480.15       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1384             | 2052-04-01      | 4.0000%  | 0.0000% | $26429389.07       | $24313960.21       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1428             | 2052-04-01      | 4.0000%  | 0.0000% | $34062762.42       | $31317038.83       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2656             | 2052-08-01      | 4.5000%  | 0.0000% | $25633383.93       | $24359507.28       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3425             | 2052-09-01      | 4.5000%  | 0.0000% | $29326505.92       | $27757097.95       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3709             | 2052-11-01      | 5.0000%  | 0.0000% | $1444.51           | $1410.26           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0481             | 2053-12-01      | 6.0000%  | 0.0000% | $9467247.11        | $9646512.58        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRJ0728             | 2054-01-01      | 7.0000%  | 0.0000% | $34232031.26       | $36183595.57       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3578             | 2055-03-01      | 6.0000%  | 0.0000% | $1241457.61        | $1266560.29        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0595             | 2043-01-01      | 3.5000%  | 0.0000% | $166.83            | $153.79            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA5570             | 2048-07-01      | 4.0000%  | 0.0000% | $9888.98           | $9261.60           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4522             | 2043-07-01      | 3.0000%  | 0.0000% | $1790.49           | $1591.61           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0399             | 2048-06-01      | 4.0000%  | 0.0000% | $1175.25           | $1097.47           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA7214             | 2047-04-01      | 2.5000%  | 0.0000% | $443152.28         | $368920.68         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9254             | 2053-06-01      | 5.0000%  | 0.0000% | $19226844.43       | $18803234.33       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9257             | 2053-06-01      | 5.0000%  | 0.0000% | $10696462.18       | $10439231.28       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 3JRE0017             | 2050-12-01      | 2.5000%  | 0.0000% | $577.38            | $483.11            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ9246             | 2048-06-01      | 4.0000%  | 0.0000% | $324.02            | $303.93            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBK8166             | 2035-10-01      | 2.0000%  | 0.0000% | $459.96            | $418.04            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBK8508             | 2050-12-01      | 2.5000%  | 0.0000% | $928012.28         | $763254.73         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL8042             | 2035-09-01      | 1.4600%  | 0.0000% | $32383900.00       | $23307214.57       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM1193             | 2047-05-01      | 4.0000%  | 0.0000% | $500.75            | $470.72            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM1579             | 2047-07-01      | 4.0000%  | 0.0000% | $664.17            | $625.75            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM3307             | 2048-01-01      | 4.0000%  | 0.0000% | $285.31            | $268.41            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3289             | 2048-01-01      | 3.5000%  | 0.0000% | $16620244.56       | $15118363.54       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3668             | 2048-03-01      | 3.5000%  | 0.0000% | $10769900.00       | $9736769.81        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4560             | 2048-10-01      | 4.5000%  | 0.0000% | $325.65            | $315.14            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5746             | 2049-03-01      | 4.0000%  | 0.0000% | $290.46            | $272.08            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO8988             | 2050-02-01      | 3.0000%  | 0.0000% | $235.88            | $205.44            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP7667             | 2050-12-01      | 2.5000%  | 0.0000% | $1327.18           | $1101.63           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS4936             | 2052-01-01      | 2.5000%  | 0.0000% | $2910648.35        | $2435670.96        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6943             | 2052-06-01      | 3.0000%  | 0.0000% | $38777485.60       | $33027004.24       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7307             | 2052-03-01      | 3.0000%  | 0.0000% | $28737867.09       | $24885374.01       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7395             | 2054-03-01      | 5.5000%  | 0.0000% | $884.91            | $880.83            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7595             | 2051-11-01      | 3.0000%  | 0.0000% | $43564260.20       | $38036986.62       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS8895             | 2052-04-01      | 3.0000%  | 0.0000% | $9635244.25        | $8205717.67        | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB8083             | 2036-01-01      | 1.5000%  | 0.0000% | $547.54            | $482.51            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8141             | 2037-02-01      | 2.0000%  | 0.0000% | $1634963.66        | $1478241.13        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CTSC0114             | 2041-01-01      | 2.5000%  | 0.0000% | $558.95            | $486.16            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CTSC0630             | 2042-08-01      | 2.0000%  | 0.0000% | $991.26            | $837.69            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0780             | 2051-12-01      | 2.5000%  | 0.0000% | $7241315.69        | $5937291.51        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0007             | 2049-03-01      | 3.0000%  | 0.0000% | $11689705.49       | $10140359.72       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1684             | 2052-09-01      | 4.5000%  | 0.0000% | $4028029.62        | $3820896.25        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD1696             | 2047-04-01      | 2.0000%  | 0.0000% | $2615.18           | $2080.78           | Agency Mortgage-Backed Securities  |
| FNFR SOFR A 11/05/27             | 2027-11-05      | 4.5900%  | 0.0000% | $3072000.00        | $3088097.28        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR0994             | 2051-05-01      | 2.5000%  | 0.0000% | $40495137.30       | $33546126.75       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR2689             | 2051-02-01      | 2.0000%  | 0.0000% | $8645085.06        | $6720283.76        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR2807             | 2050-12-01      | 2.5000%  | 0.0000% | $13533125.92       | $11145664.48       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR7215             | 2051-04-01      | 2.5000%  | 0.0000% | $25504570.39       | $20961974.03       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR8795             | 2051-05-01      | 2.5000%  | 0.0000% | $1441.85           | $1191.65           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9345             | 2051-05-01      | 2.5000%  | 0.0000% | $12690876.36       | $10527512.02       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9357             | 2051-05-01      | 2.5000%  | 0.0000% | $13828099.40       | $11461349.51       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9375             | 2051-06-01      | 2.5000%  | 0.0000% | $3851082.49        | $3191961.59        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9718             | 2051-04-01      | 2.5000%  | 0.0000% | $9186586.29        | $7621034.79        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT1339             | 2051-07-01      | 2.5000%  | 0.0000% | $1516.93           | $1241.89           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT3222             | 2051-07-01      | 2.5000%  | 0.0000% | $772.55            | $634.78            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 REBT7247             | 2051-09-01      | 2.0000%  | 0.0000% | $712.23            | $557.88            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT7954             | 2052-10-01      | 4.5000%  | 0.0000% | $2108.03           | $1995.85           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT8301             | 2052-08-01      | 4.5000%  | 0.0000% | $768.35            | $727.62            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBT9375             | 2051-11-01      | 2.0000%  | 0.0000% | $31344805.50       | $24738577.77       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU2794             | 2051-11-01      | 2.5000%  | 0.0000% | $1716.29           | $1417.47           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU8766             | 2052-04-01      | 3.0000%  | 0.0000% | $3886815.14        | $3364406.45        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV7861             | 2052-07-01      | 5.0000%  | 0.0000% | $782.92            | $771.24            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3835             | 2052-10-01      | 5.0000%  | 0.0000% | $5782755.77        | $5699153.18        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW4886             | 2053-04-01      | 5.5000%  | 0.0000% | $714.28            | $724.39            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5366             | 2042-06-01      | 3.5000%  | 0.0000% | $10744603.87       | $9952054.42        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2181             | 2053-01-01      | 5.5000%  | 0.0000% | $1558.29           | $1560.12           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2184             | 2053-01-01      | 6.0000%  | 0.0000% | $3628.39           | $3690.40           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2344             | 2053-02-01      | 5.0000%  | 0.0000% | $5662953.12        | $5531152.29        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD2364             | 2053-02-01      | 6.5000%  | 0.0000% | $5365187.71        | $5581426.83        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3551             | 2053-06-01      | 5.0000%  | 0.0000% | $880.13            | $859.91            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2990             | 2053-03-01      | 6.0000%  | 0.0000% | $906.23            | $935.09            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6299             | 2054-09-01      | 5.5000%  | 0.0000% | $2291.59           | $2279.14           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5453             | 2054-05-01      | 5.5000%  | 0.0000% | $6234937.55        | $6244050.26        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6125             | 2053-01-01      | 5.5000%  | 0.0000% | $4912.78           | $4936.06           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD6149             | 2052-08-01      | 4.5000%  | 0.0000% | $1985.07           | $1884.63           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6151             | 2054-01-01      | 6.0000%  | 0.0000% | $4342889.27        | $4408103.54        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6154             | 2054-01-01      | 5.5000%  | 0.0000% | $12794244.57       | $12739863.35       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6602             | 2053-05-01      | 5.0000%  | 0.0000% | $12236574.64       | $11920807.11       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL8000             | 2045-12-01      | 4.0000%  | 0.0000% | $259.59            | $245.07            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN7661             | 2027-12-01      | 3.0300%  | 0.0000% | $1231.00           | $1195.50           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO3000             | 2042-05-01      | 4.0000%  | 0.0000% | $83.72             | $79.77             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS2283             | 2044-04-01      | 4.5000%  | 0.0000% | $2660489.21        | $2587368.32        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS3641             | 2044-10-01      | 4.0000%  | 0.0000% | $165.03            | $156.00            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6373             | 2052-08-01      | 5.0000%  | 0.0000% | $656.05            | $639.27            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX2816             | 2052-11-01      | 5.0000%  | 0.0000% | $1685.35           | $1659.64           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY3024             | 2053-06-01      | 5.0000%  | 0.0000% | $23315195.72       | $22658984.36       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9764             | 2053-09-01      | 6.5000%  | 0.0000% | $951.74            | $998.30            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2051             | 2048-07-01      | 4.5000%  | 0.0000% | $350.15            | $339.51            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2465             | 2048-10-01      | 4.0000%  | 0.0000% | $751.12            | $705.61            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2486             | 2048-10-01      | 4.5000%  | 0.0000% | $8485206.60        | $8226925.40        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2787             | 2048-12-01      | 4.0000%  | 0.0000% | $10714498.53       | $10031408.77       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA2833             | 2046-12-01      | 3.0000%  | 0.0000% | $258.03            | $225.31            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA2996             | 2037-05-01      | 3.5000%  | 0.0000% | $783.48            | $753.31            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4387             | 2041-07-01      | 2.0000%  | 0.0000% | $702.36            | $592.67            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4492             | 2051-12-01      | 2.0000%  | 0.0000% | $40844340.07       | $31831224.08       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7317             | 2054-02-01      | 5.5000%  | 0.0000% | $7037448.93        | $7013884.43        | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8104             | 2050-11-01      | 1.5000%  | 0.0000% | $729.39            | $538.59            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8156             | 2051-07-01      | 2.5000%  | 0.0000% | $37366691.22       | $30692173.95       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8300             | 2053-02-01      | 5.5000%  | 0.0000% | $2477.98           | $2466.52           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8331             | 2053-06-01      | 5.5000%  | 0.0000% | $1802.52           | $1793.03           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7864             | 2046-09-01      | 3.5000%  | 0.0000% | $13466113.60       | $12262154.76       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS8373             | 2046-11-01      | 4.0000%  | 0.0000% | $2299.66           | $2162.20           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6316             | 2050-07-01      | 3.0000%  | 0.0000% | $614.96            | $524.97            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8958             | 2051-02-01      | 2.5000%  | 0.0000% | $1113.89           | $915.48            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0573             | 2046-05-01      | 2.5000%  | 0.0000% | $771.89            | $640.28            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CICB2580             | 2037-01-01      | 1.5000%  | 0.0000% | $1350.84           | $1190.31           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB2586             | 2037-01-01      | 2.0000%  | 0.0000% | $14525039.07       | $13267942.12       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2287             | 2051-12-01      | 2.5000%  | 0.0000% | $37761863.56       | $31159348.57       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB3641             | 2052-05-01      | 4.5000%  | 0.0000% | $15627897.15       | $14851362.57       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4153             | 2040-10-01      | 2.5000%  | 0.0000% | $37931356.39       | $33965704.74       | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4154             | 2035-10-01      | 1.5000%  | 0.0000% | $511.27            | $450.85            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4334             | 2041-05-01      | 2.5000%  | 0.0000% | $845498.04         | $733430.56         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4305             | 2051-04-01      | 2.0000%  | 0.0000% | $14777859.00       | $11560100.07       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4366             | 2041-06-01      | 2.5000%  | 0.0000% | $1350.79           | $1166.84           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4355             | 2051-06-01      | 2.0000%  | 0.0000% | $33512826.97       | $26170002.74       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4356             | 2051-06-01      | 2.5000%  | 0.0000% | $2123.25           | $1742.11           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4653             | 2052-07-01      | 3.0000%  | 0.0000% | $34402353.52       | $29330437.49       | Agency Mortgage-Backed Securities  |
| GNII SF MA7254 M                 | 2051-03-20      | 2.0000%  | 0.0000% | $1193.67           | $958.21            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB3456             | 2050-09-01      | 2.5000%  | 0.0000% | $614.96            | $508.09            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB4023             | 2050-09-01      | 2.5000%  | 0.0000% | $807702.86         | $666236.03         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB6553             | 2050-08-01      | 2.5000%  | 0.0000% | $14435614.35       | $11909394.68       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC4124             | 2051-07-01      | 2.5000%  | 0.0000% | $14957505.81       | $12386608.05       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD1258             | 2051-11-01      | 2.0000%  | 0.0000% | $29364197.99       | $23175608.43       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE3361             | 2052-06-01      | 4.0000%  | 0.0000% | $3396.69           | $3123.67           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8029             | 2052-08-01      | 5.0000%  | 0.0000% | $765.52            | $746.64            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0466             | 2052-09-01      | 5.0000%  | 0.0000% | $694.94            | $683.76            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9007             | 2054-08-01      | 6.0000%  | 0.0000% | $23569706.07       | $24127891.69       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM2398             | 2033-06-01      | 3.0000%  | 0.0000% | $8323901.10        | $8108109.52        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM2715             | 2050-03-01      | 3.0000%  | 0.0000% | $21566136.16       | $18553900.47       | Agency Mortgage-Backed Securities  |
| GNII SF MA8344 M                 | 2052-10-20      | 3.0000%  | 0.0000% | $313608.43         | $273380.83         | Agency Mortgage-Backed Securities  |
| GNII SF MA9964 M                 | 2054-10-20      | 5.0000%  | 0.0000% | $982.59            | $956.66            | Agency Mortgage-Backed Securities  |
| 1 7/8 NOTE V 27                  | 2027-02-28      | 1.8750%  | 0.0000% | $200.00            | $193.91            | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29                  | 2029-03-31      | 2.3750%  | 0.0000% | $2921300.00        | $2772239.04        | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27                 | 2027-06-30      | 3.2500%  | 0.0000% | $100.00            | $100.05            | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32                  | 2032-08-15      | 2.7500%  | 0.0000% | $1000.00           | $918.26            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27                 | 2027-09-30      | 4.1250%  | 0.0000% | $11974300.00       | $12116031.35       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AL 26                 | 2026-03-15      | 4.6250%  | 0.0000% | $100.00            | $101.23            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28                  | 2028-04-30      | 3.5000%  | 0.0000% | $900.00            | $892.96            | U.S. Treasuries (including strips) |
| 6 3/8 BOND 27                    | 2027-08-15      | 6.3750%  | 0.0000% | $800.00            | $856.28            | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43                    | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $85.38             | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43                    | 2043-11-15      | 3.7500%  | 0.0000% | $200.00            | $171.55            | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45                    | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $69.46             | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46                    | 2046-02-15      | 2.5000%  | 0.0000% | $200.00            | $136.91            | U.S. Treasuries (including strips) |
| 1 TRIB 46                        | 2046-02-15      | 1.0000%  | 0.0000% | $6166712.30        | $4604375.30        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31                  | 2031-11-30      | 4.1250%  | 0.0000% | $100.00            | $101.94            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32                  | 2032-01-31      | 4.3750%  | 0.0000% | $500.00            | $513.36            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28                 | 2028-02-15      | 4.2500%  | 0.0000% | $100.00            | $102.14            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27                 | 2027-02-28      | 4.1250%  | 0.0000% | $100.00            | $101.27            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32                  | 2032-02-29      | 4.1250%  | 0.0000% | $300.00            | $302.35            | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27                  | 2027-08-31      | 0.5000%  | 0.0000% | $54500.00          | $50612.54          | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27                  | 2027-11-30      | 0.6250%  | 0.0000% | $157300.00         | $145650.18         | U.S. Treasuries (including strips) |
| 0 1/2 NOTE V 26                  | 2026-02-28      | 0.5000%  | 0.0000% | $7486300.00        | $7289914.98        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28                  | 2028-03-31      | 1.2500%  | 0.0000% | $413800.00         | $385624.85         | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-04-30      | 0.7500%  | 0.0000% | $100.00            | $96.99             | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 31                  | 2031-07-15      | 0.1250%  | 0.0000% | $1192.93           | $1087.83           | U.S. Treasuries (including strips) |
| 1 NOTE N 28                      | 2028-07-31      | 1.0000%  | 0.0000% | $300.00            | $275.36            | U.S. Treasuries (including strips) |
| 0 1/8 TRIN AE 26                 | 2026-10-15      | 0.1250%  | 0.0000% | $234.01            | $231.17            | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31                  | 2031-11-15      | 1.3750%  | 0.0000% | $1931700.00        | $1631292.57        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AG 26                 | 2026-11-30      | 1.2500%  | 0.0000% | $999800.00         | $966027.41         | U.S. Treasuries (including strips) |
| 1 3/8 NOTE T 28                  | 2028-12-31      | 1.3750%  | 0.0000% | $2000400.00        | $1843713.70        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AH 26                 | 2026-12-31      | 1.2500%  | 0.0000% | $100.00            | $96.33             | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29                  | 2029-01-31      | 1.7500%  | 0.0000% | $100.00            | $93.23             | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32                  | 2032-02-15      | 1.8750%  | 0.0000% | $200.00            | $174.40            | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27                  | 2027-08-15      | 2.2500%  | 0.0000% | $100.00            | $97.16             | U.S. Treasuries (including strips) |
| 2 5/8 NOTE G 26                  | 2026-01-31      | 2.6250%  | 0.0000% | $100.00            | $99.78             | U.S. Treasuries (including strips) |
| 0 3/8 TRIN A 27                  | 2027-01-15      | 0.3750%  | 0.0000% | $397.08            | $391.90            | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27                  | 2027-05-15      | 2.3750%  | 0.0000% | $100.00            | $97.18             | U.S. Treasuries (including strips) |
| 0 3/8 TRIN D 25                  | 2025-07-15      | 0.3750%  | 0.0000% | $405958.08         | $406177.08         | U.S. Treasuries (including strips) |
| 0 3/4 TRIN D 28                  | 2028-07-15      | 0.7500%  | 0.0000% | $39613314.00       | $39100478.50       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29                  | 2029-08-15      | 1.6250%  | 0.0000% | $1500.00           | $1375.75           | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 30                  | 2030-01-15      | 0.1250%  | 0.0000% | $6089.28           | $5709.77           | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30                  | 2030-05-15      | 0.6250%  | 0.0000% | $2315000.00        | $1968791.18        | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 30                  | 2030-07-15      | 0.1250%  | 0.0000% | $252650.30         | $235639.40         | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                  | 2030-08-15      | 0.6250%  | 0.0000% | $3153400.00        | $2661011.03        | U.S. Treasuries (including strips) |
| 4 BOND 42                        | 2042-11-15      | 4.0000%  | 0.0000% | $2300.00           | $2062.25           | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53                    | 2053-05-15      | 3.6250%  | 0.0000% | $3600.00           | $2878.14           | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                    | 2043-05-15      | 3.8750%  | 0.0000% | $200.00            | $175.50            | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53                    | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $88.63             | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53                    | 2053-11-15      | 4.7500%  | 0.0000% | $300.00            | $291.74            | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54                    | 2054-02-15      | 4.2500%  | 0.0000% | $286500.00         | $259446.65         | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44                    | 2044-02-15      | 4.5000%  | 0.0000% | $600.00            | $576.46            | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54                    | 2054-05-15      | 4.6250%  | 0.0000% | $400.00            | $381.26            | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54                    | 2054-08-15      | 4.2500%  | 0.0000% | $100.00            | $90.64             | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54                    | 2054-11-15      | 4.5000%  | 0.0000% | $2597700.00        | $2429483.96        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44                    | 2044-11-15      | 4.6250%  | 0.0000% | $331000.00         | $318546.85         | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55                    | 2055-02-15      | 4.6250%  | 0.0000% | $500000.00         | $483503.15         | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45                    | 2045-02-15      | 4.7500%  | 0.0000% | $1000.00           | $989.60            | U.S. Treasuries (including strips) |
| BILL 08/28/25                    | 2025-08-28      | 0.0000%  | 0.0000% | $1580000.00        | $1563797.10        | U.S. Treasuries (including strips) |
| T 4 3/8 05/15/34                 | 2034-05-15      | 4.3750%  | 0.0000% | $100.00            | $100.39            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27                 | 2027-07-15      | 4.3750%  | 0.0000% | $1000300.00        | $1025762.24        | U.S. Treasuries (including strips) |
| 4 NOTE AB 29                     | 2029-07-31      | 4.0000%  | 0.0000% | $1500.00           | $1522.90           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31                  | 2031-07-31      | 4.1250%  | 0.0000% | $100.00            | $101.45            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31                  | 2031-08-31      | 3.7500%  | 0.0000% | $200.00            | $197.80            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34                  | 2034-11-15      | 4.2500%  | 0.0000% | $46041500.00       | $45642105.50       | U.S. Treasuries (including strips) |
| 3 BOND 47                        | 2047-02-15      | 3.0000%  | 0.0000% | $100.00            | $74.33             | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47                    | 2047-08-15      | 2.7500%  | 0.0000% | $200.00            | $140.89            | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48                    | 2048-05-15      | 3.1250%  | 0.0000% | $4800.00           | $3565.44           | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49                    | 2049-08-15      | 2.2500%  | 0.0000% | $1586400.00        | $981037.83         | U.S. Treasuries (including strips) |
| 2 BOND 50                        | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $57.85             | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40                    | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $62.40             | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41                    | 2041-02-15      | 1.8750%  | 0.0000% | $400.00            | $271.45            | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51                    | 2051-05-15      | 2.3750%  | 0.0000% | $2400.00           | $1487.63           | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42                    | 2042-08-15      | 3.3750%  | 0.0000% | $200.00            | $166.45            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30                  | 2030-06-30      | 3.7500%  | 0.0000% | $100.00            | $100.40            | U.S. Treasuries (including strips) |
| 4  NOTE AA 28                    | 2028-06-30      | 4.0000%  | 0.0000% | $49253500.00       | $50237072.00       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33                  | 2033-08-15      | 3.8750%  | 0.0000% | $300.00            | $294.90            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AR 26                 | 2026-08-15      | 4.3750%  | 0.0000% | $3700.00           | $3758.00           | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28                 | 2028-08-31      | 4.3750%  | 0.0000% | $32126200.00       | $32930274.26       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33                  | 2033-11-15      | 4.5000%  | 0.0000% | $100.00            | $101.61            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26                 | 2026-11-15      | 4.6250%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| T 4.375 11/30/2028               | 2028-11-30      | 4.3750%  | 0.0000% | $800.00            | $829.36            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30                  | 2030-12-31      | 3.7500%  | 0.0000% | $51090000.00       | $51114557.63       | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27                     | 2027-01-15      | 4.0000%  | 0.0000% | $22000100.00       | $22327244.28       | U.S. Treasuries (including strips) |
| 4 NOTE B 34                      | 2034-02-15      | 4.0000%  | 0.0000% | $200.00            | $197.57            | U.S. Treasuries (including strips) |

### Security 340: Fixed Income Clearing Corp. - Standard Chartered Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - Standard Chartered Bank 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 935QTY008, C.3 - LEI: N/A, C.5 - Other ID: 935QTY008_4.35_0602
- **C.18 - Value (incl. sponsor support):** $2129518030.80
- **C.18.a - Value (excl. sponsor support):** $2129518030.80
- **C.19 - Percentage of Net Assets:** 1.7500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury Note/Bond | 2025-09-15      | 3.5000%  | 0.0000% | $50000000.00       | $50260000.00       | U.S. Treasuries (including strips) |
| T 3.5 09/15/25                   | 2025-09-15      | 3.5000%  | 0.0000% | $50000000.00       | $50260000.00       | U.S. Treasuries (including strips) |
| T 3.5 09/15/25                   | 2025-09-15      | 3.5000%  | 0.0000% | $50000000.00       | $50260000.00       | U.S. Treasuries (including strips) |
| T 3.5 09/15/25                   | 2025-09-15      | 3.5000%  | 0.0000% | $50000000.00       | $50260000.00       | U.S. Treasuries (including strips) |
| T 3.5 09/15/25                   | 2025-09-15      | 3.5000%  | 0.0000% | $50000000.00       | $50260000.00       | U.S. Treasuries (including strips) |
| T 3.5 09/15/25                   | 2025-09-15      | 3.5000%  | 0.0000% | $50000000.00       | $50260000.00       | U.S. Treasuries (including strips) |
| T 3.5 09/15/25                   | 2025-09-15      | 3.5000%  | 0.0000% | $50000000.00       | $50260000.00       | U.S. Treasuries (including strips) |
| T 3.5 09/15/25                   | 2025-09-15      | 3.5000%  | 0.0000% | $50000000.00       | $50260000.00       | U.S. Treasuries (including strips) |
| T 3.5 09/15/25                   | 2025-09-15      | 3.5000%  | 0.0000% | $50000000.00       | $50260000.00       | U.S. Treasuries (including strips) |
| T 3.75 05/15/28                  | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $49900000.00       | U.S. Treasuries (including strips) |
| T 3.75 05/15/28                  | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $49900000.00       | U.S. Treasuries (including strips) |
| T 3.75 05/15/28                  | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $49900000.00       | U.S. Treasuries (including strips) |
| T 3.75 05/15/28                  | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $49900000.00       | U.S. Treasuries (including strips) |
| T 3.75 05/15/28                  | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $49900000.00       | U.S. Treasuries (including strips) |
| T 3.75 05/15/28                  | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $49900000.00       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28                 | 2028-11-30      | 4.3750%  | 0.0000% | $50000000.00       | $50740000.00       | U.S. Treasuries (including strips) |
| T 4.375 11/30/28                 | 2028-11-30      | 4.3750%  | 0.0000% | $50000000.00       | $50740000.00       | U.S. Treasuries (including strips) |
| T 4.375 11/30/28                 | 2028-11-30      | 4.3750%  | 0.0000% | $50000000.00       | $50740000.00       | U.S. Treasuries (including strips) |
| T 4.375 11/30/28                 | 2028-11-30      | 4.3750%  | 0.0000% | $50000000.00       | $50740000.00       | U.S. Treasuries (including strips) |
| T 4.375 11/30/28                 | 2028-11-30      | 4.3750%  | 0.0000% | $50000000.00       | $50740000.00       | U.S. Treasuries (including strips) |
| T 4.375 11/30/28                 | 2028-11-30      | 4.3750%  | 0.0000% | $50000000.00       | $50740000.00       | U.S. Treasuries (including strips) |
| T 4.375 11/30/28                 | 2028-11-30      | 4.3750%  | 0.0000% | $50000000.00       | $50740000.00       | U.S. Treasuries (including strips) |
| T 4.375 11/30/2028               | 2028-11-30      | 4.3750%  | 0.0000% | $50000000.00       | $50740000.00       | U.S. Treasuries (including strips) |
| T 4.375 11/30/2028               | 2028-11-30      | 4.3750%  | 0.0000% | $50000000.00       | $50740000.00       | U.S. Treasuries (including strips) |
| T 4.375 11/30/2028               | 2028-11-30      | 4.3750%  | 0.0000% | $50000000.00       | $50740000.00       | U.S. Treasuries (including strips) |
| T 4.375 11/30/2028               | 2028-11-30      | 4.3750%  | 0.0000% | $50000000.00       | $50740000.00       | U.S. Treasuries (including strips) |
| T 4.375 11/30/2028               | 2028-11-30      | 4.3750%  | 0.0000% | $50000000.00       | $50740000.00       | U.S. Treasuries (including strips) |
| T 4.375 11/30/2028               | 2028-11-30      | 4.3750%  | 0.0000% | $50000000.00       | $50740000.00       | U.S. Treasuries (including strips) |
| T 4.375 11/30/2028               | 2028-11-30      | 4.3750%  | 0.0000% | $50000000.00       | $50740000.00       | U.S. Treasuries (including strips) |
| T 4 01/31/29                     | 2029-01-31      | 4.0000%  | 0.0000% | $50000000.00       | $50780000.00       | U.S. Treasuries (including strips) |
| T 4 01/31/29                     | 2029-01-31      | 4.0000%  | 0.0000% | $50000000.00       | $50780000.00       | U.S. Treasuries (including strips) |
| T 4 01/31/29                     | 2029-01-31      | 4.0000%  | 0.0000% | $50000000.00       | $50780000.00       | U.S. Treasuries (including strips) |
| T 4 01/31/29                     | 2029-01-31      | 4.0000%  | 0.0000% | $50000000.00       | $50780000.00       | U.S. Treasuries (including strips) |
| T 4 01/31/29                     | 2029-01-31      | 4.0000%  | 0.0000% | $50000000.00       | $50780000.00       | U.S. Treasuries (including strips) |
| T 4 01/31/29                     | 2029-01-31      | 4.0000%  | 0.0000% | $50000000.00       | $50780000.00       | U.S. Treasuries (including strips) |
| T 4 01/31/29                     | 2029-01-31      | 4.0000%  | 0.0000% | $50000000.00       | $50780000.00       | U.S. Treasuries (including strips) |
| T 4 01/31/29                     | 2029-01-31      | 4.0000%  | 0.0000% | $50000000.00       | $50780000.00       | U.S. Treasuries (including strips) |
| T 4 01/31/29                     | 2029-01-31      | 4.0000%  | 0.0000% | $50000000.00       | $50780000.00       | U.S. Treasuries (including strips) |
| T 4 01/31/29                     | 2029-01-31      | 4.0000%  | 0.0000% | $50000000.00       | $50780000.00       | U.S. Treasuries (including strips) |
| T 4 01/31/29                     | 2029-01-31      | 4.0000%  | 0.0000% | $50000000.00       | $50780000.00       | U.S. Treasuries (including strips) |
| T 4 01/31/29                     | 2029-01-31      | 4.0000%  | 0.0000% | $50000000.00       | $50780000.00       | U.S. Treasuries (including strips) |
| T 4 01/31/29                     | 2029-01-31      | 4.0000%  | 0.0000% | $50000000.00       | $50780000.00       | U.S. Treasuries (including strips) |
| T 4 01/31/29                     | 2029-01-31      | 4.0000%  | 0.0000% | $50000000.00       | $50780000.00       | U.S. Treasuries (including strips) |

### Security 341: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 935WBY004, C.3 - LEI: N/A, C.5 - Other ID: 935WBY004_4.35_0602
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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 05.500 CLMA5072                                    | 2053-07-01      | 5.5000%  | 0.0000% | $600261.05         | $597022.98         | Agency Mortgage-Backed Securities  |
| GNII SF MA8204 M                                        | 2052-08-20      | 6.0000%  | 0.0000% | $210.84            | $215.55            | Agency Mortgage-Backed Securities  |
| GNII SF MA8270 M                                        | 2052-09-20      | 5.5000%  | 0.0000% | $146.16            | $146.22            | Agency Mortgage-Backed Securities  |
| GNII SF 005085 M                                        | 2038-10-20      | 6.0000%  | 0.0000% | $11.60             | $11.90             | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A50739 G                                    | 2036-07-01      | 6.0000%  | 0.0000% | $0.72              | $0.76              | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G07786 G                                    | 2044-08-01      | 4.0000%  | 0.0000% | $6.74              | $6.41              | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G18734 G                                    | 2034-05-01      | 3.5000%  | 0.0000% | $58.77             | $57.59             | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G18707 G                                    | 2033-09-01      | 3.5000%  | 0.0000% | $6062.53           | $5948.22           | Agency Mortgage-Backed Securities  |
| GNII SF MA9422 M                                        | 2054-01-20      | 5.0000%  | 0.0000% | $142.39            | $138.70            | Agency Mortgage-Backed Securities  |
| GNII SF MA9541 M                                        | 2054-03-20      | 5.5000%  | 0.0000% | $55.93             | $55.78             | Agency Mortgage-Backed Securities  |
| GNII SF MA9605 M                                        | 2054-04-20      | 5.5000%  | 0.0000% | $360997.69         | $359968.33         | Agency Mortgage-Backed Securities  |
| GNPL PN CP1214                                          | 2058-03-15      | 4.7400%  | 0.0000% | $32.53             | $32.00             | Agency Mortgage-Backed Securities  |
| GNPL PN CP2685                                          | 2065-07-15      | 4.7400%  | 0.0000% | $33.33             | $31.46             | Agency Mortgage-Backed Securities  |
| GNII SF DH6663 C                                        | 2055-02-20      | 5.5000%  | 0.0000% | $97.28             | $97.68             | Agency Mortgage-Backed Securities  |
| 03.000 FGPC E03003 G                                    | 2027-01-01      | 3.0000%  | 0.0000% | $3.95              | $3.91              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I3BF0436                                    | 2049-02-01      | 3.5000%  | 0.0000% | $1214059.90        | $1126779.24        | Agency Mortgage-Backed Securities  |
| GNMI SF 762838 X                                        | 2041-03-15      | 4.0000%  | 0.0000% | $2.91              | $2.73              | Agency Mortgage-Backed Securities  |
| GNMI SF 778690 X                                        | 2041-12-15      | 3.5000%  | 0.0000% | $3.78              | $3.46              | Agency Mortgage-Backed Securities  |
| GNII SF BS8546 C                                        | 2050-12-20      | 2.5000%  | 0.0000% | $41.84             | $34.73             | Agency Mortgage-Backed Securities  |
| GNII SF BV9802 C                                        | 2036-04-20      | 5.5000%  | 0.0000% | $12.11             | $12.36             | Agency Mortgage-Backed Securities  |
| GNII SF DJ1967 C                                        | 2055-05-20      | 5.5000%  | 0.0000% | $42.80             | $42.97             | Agency Mortgage-Backed Securities  |
| GNII SF DJ2769 C                                        | 2055-04-20      | 6.5000%  | 0.0000% | $44.32             | $45.87             | Agency Mortgage-Backed Securities  |
| GNII SF DJ6204 C                                        | 2055-04-20      | 6.0000%  | 0.0000% | $117.68            | $120.27            | Agency Mortgage-Backed Securities  |
| GNII SF DJ6215 C                                        | 2055-04-20      | 5.5000%  | 0.0000% | $5223.94           | $5225.89           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN5961                                    | 2049-05-01      | 4.5000%  | 0.0000% | $228.65            | $219.93            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZA2664                                    | 2026-10-01      | 3.5000%  | 0.0000% | $0.88              | $0.87              | Agency Mortgage-Backed Securities  |
| FEPC 02.500 3MZA3002                                    | 2029-12-01      | 2.5000%  | 0.0000% | $198.50            | $192.88            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CISB0258                                    | 2034-06-01      | 4.0000%  | 0.0000% | $33.12             | $32.94             | Agency Mortgage-Backed Securities  |
| GNMI SF 778875 X                                        | 2042-02-15      | 3.5000%  | 0.0000% | $8.92              | $8.13              | Agency Mortgage-Backed Securities  |
| GNII SF 795298 C                                        | 2042-10-20      | 3.0000%  | 0.0000% | $19.19             | $16.73             | Agency Mortgage-Backed Securities  |
| GNMI SF AA8273 X                                        | 2042-07-15      | 3.5000%  | 0.0000% | $9.12              | $8.33              | Agency Mortgage-Backed Securities  |
| GNMI SF AB2892 X                                        | 2042-09-15      | 3.0000%  | 0.0000% | $7.55              | $6.75              | Agency Mortgage-Backed Securities  |
| GNII SF MA0088 M                                        | 2042-05-20      | 3.5000%  | 0.0000% | $2.64              | $2.42              | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB0399                                    | 2035-08-01      | 2.0000%  | 0.0000% | $140.64            | $127.88            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB0999                                    | 2035-12-01      | 3.5000%  | 0.0000% | $36.26             | $34.93             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB1158                                    | 2034-07-01      | 3.0000%  | 0.0000% | $134.81            | $131.20            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8098                                    | 2036-04-01      | 2.0000%  | 0.0000% | $1118.98           | $1013.62           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB8099                                    | 2036-04-01      | 2.5000%  | 0.0000% | $149.77            | $138.68            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CISB8184                                    | 2037-10-01      | 4.0000%  | 0.0000% | $37.84             | $36.72             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CISB8309                                    | 2039-06-01      | 5.5000%  | 0.0000% | $108.08            | $110.05            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8503                                    | 2035-08-01      | 2.0000%  | 0.0000% | $117.04            | $106.38            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0697                                    | 2051-08-01      | 3.0000%  | 0.0000% | $31.88             | $27.39             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD1581                                    | 2052-09-01      | 2.5000%  | 0.0000% | $49.63             | $40.53             | Agency Mortgage-Backed Securities  |
| GNII SF MA1091 M                                        | 2043-06-20      | 4.0000%  | 0.0000% | $38.62             | $36.38             | Agency Mortgage-Backed Securities  |
| GNII SF MA2445 M                                        | 2044-12-20      | 3.5000%  | 0.0000% | $2.68              | $2.44              | Agency Mortgage-Backed Securities  |
| GNII SF MA2446 M                                        | 2044-12-20      | 4.0000%  | 0.0000% | $2.71              | $2.54              | Agency Mortgage-Backed Securities  |
| GNII SF MA2754 M                                        | 2045-04-20      | 3.5000%  | 0.0000% | $111.57            | $101.37            | Agency Mortgage-Backed Securities  |
| GNII SF MA3310 M                                        | 2045-12-20      | 3.5000%  | 0.0000% | $3.84              | $3.48              | Agency Mortgage-Backed Securities  |
| GNII SF MA4320 M                                        | 2047-01-20      | 3.0000%  | 0.0000% | $65.93             | $58.20             | Agency Mortgage-Backed Securities  |
| GNII SF AH5878 C                                        | 2044-03-20      | 3.7500%  | 0.0000% | $17.13             | $15.56             | Agency Mortgage-Backed Securities  |
| GNPL PN CU1269                                          | 2058-04-15      | 5.0800%  | 0.0000% | $33.66             | $33.67             | Agency Mortgage-Backed Securities  |
| GNII SF DI1702 C                                        | 2055-03-20      | 6.5000%  | 0.0000% | $190.47            | $200.86            | Agency Mortgage-Backed Securities  |
| GNII SF DI1216 C                                        | 2055-02-20      | 6.0000%  | 0.0000% | $533.11            | $547.18            | Agency Mortgage-Backed Securities  |
| GNII SF DI2449 C                                        | 2055-05-20      | 5.5000%  | 0.0000% | $4882.40           | $4896.22           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2395                                    | 2053-01-01      | 5.0000%  | 0.0000% | $147.06            | $144.13            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5298                                    | 2054-04-01      | 6.0000%  | 0.0000% | $625.91            | $638.88            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD4518                                    | 2053-08-01      | 3.5000%  | 0.0000% | $53.01             | $47.13             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5661                                    | 2054-05-01      | 6.0000%  | 0.0000% | $37.35             | $38.50             | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD6023                                    | 2054-07-01      | 6.5000%  | 0.0000% | $112.08            | $116.80            | Agency Mortgage-Backed Securities  |
| GNII JM MA6187 M                                        | 2034-09-20      | 3.0000%  | 0.0000% | $26.93             | $26.04             | Agency Mortgage-Backed Securities  |
| GNII SF MA5596 M                                        | 2048-11-20      | 4.5000%  | 0.0000% | $18.50             | $17.72             | Agency Mortgage-Backed Securities  |
| GNII SF MA5764 M                                        | 2049-02-20      | 4.5000%  | 0.0000% | $2.59              | $2.48              | Agency Mortgage-Backed Securities  |
| GNPL PN DI7405                                          | 2060-04-15      | 5.7300%  | 0.0000% | $99.93             | $102.93            | Agency Mortgage-Backed Securities  |
| GNII SF DI8321 C                                        | 2055-04-20      | 6.5000%  | 0.0000% | $141.45            | $147.25            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7336                                    | 2050-10-01      | 2.0000%  | 0.0000% | $186.57            | $147.01            | Agency Mortgage-Backed Securities  |
| GNII SF MA6540 M                                        | 2050-02-20      | 2.5000%  | 0.0000% | $8.29              | $6.95              | Agency Mortgage-Backed Securities  |
| GNII SF MA6544 M                                        | 2049-07-20      | 4.5000%  | 0.0000% | $9.70              | $9.29              | Agency Mortgage-Backed Securities  |
| GNII SF MA6996 M                                        | 2050-11-20      | 3.0000%  | 0.0000% | $12.95             | $11.32             | Agency Mortgage-Backed Securities  |
| GNII SF MA8100 M                                        | 2052-06-20      | 4.0000%  | 0.0000% | $73.57             | $67.80             | Agency Mortgage-Backed Securities  |
| GNII SF AY2391 C                                        | 2047-10-20      | 4.2500%  | 0.0000% | $31.71             | $29.63             | Agency Mortgage-Backed Securities  |
| GNII SF 004291 M                                        | 2038-11-20      | 6.0000%  | 0.0000% | $3.45              | $3.62              | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA1355                                    | 2052-07-01      | 4.0000%  | 0.0000% | $685148.38         | $630238.69         | Agency Mortgage-Backed Securities  |
| GNII SF MA8647 M                                        | 2053-02-20      | 5.0000%  | 0.0000% | $27.43             | $26.76             | Agency Mortgage-Backed Securities  |
| GNII SF MA8801 M                                        | 2053-04-20      | 5.5000%  | 0.0000% | $168136.62         | $168001.36         | Agency Mortgage-Backed Securities  |
| GNII SF MA9779 M                                        | 2054-07-20      | 5.5000%  | 0.0000% | $318132.68         | $317143.46         | Agency Mortgage-Backed Securities  |
| GNII SF MA9106 M                                        | 2053-06-20      | 5.5000%  | 0.0000% | $1407650.43        | $1405075.22        | Agency Mortgage-Backed Securities  |
| GNPL PN DH1767                                          | 2060-04-15      | 5.9900%  | 0.0000% | $33.41             | $35.40             | Agency Mortgage-Backed Securities  |
| GNII SF DH0975 C                                        | 2054-12-20      | 5.5000%  | 0.0000% | $632.90            | $635.70            | Agency Mortgage-Backed Securities  |
| GNII SF DH2628 C                                        | 2055-01-20      | 5.5000%  | 0.0000% | $39.84             | $40.12             | Agency Mortgage-Backed Securities  |
| GNMI SP 781636 X                                        | 2033-07-15      | 5.5000%  | 0.0000% | $6.43              | $6.66              | Agency Mortgage-Backed Securities  |
| GNMI SP 783610 X                                        | 2041-11-15      | 4.5000%  | 0.0000% | $10.39             | $10.05             | Agency Mortgage-Backed Securities  |
| GNMI SP 783669 X                                        | 2042-09-15      | 3.0000%  | 0.0000% | $34.62             | $30.93             | Agency Mortgage-Backed Securities  |
| GNII SP 786384 C                                        | 2052-09-20      | 5.5000%  | 0.0000% | $235.22            | $243.70            | Agency Mortgage-Backed Securities  |
| GNII SP 787935 C                                        | 2055-04-20      | 5.5000%  | 0.0000% | $169861.49         | $169965.54         | Agency Mortgage-Backed Securities  |
| GNII SP 787946 C                                        | 2055-05-20      | 5.0000%  | 0.0000% | $1110907.73        | $1086888.55        | Agency Mortgage-Backed Securities  |
| GNII SP 787952 C                                        | 2055-05-20      | 5.5000%  | 0.0000% | $192.00            | $192.76            | Agency Mortgage-Backed Securities  |
| GNII SF CK8464 C                                        | 2052-04-20      | 3.0000%  | 0.0000% | $27.48             | $23.60             | Agency Mortgage-Backed Securities  |
| GNPL PN DJ6458                                          | 2060-06-15      | 5.5100%  | 0.0000% | $37.10             | $37.95             | Agency Mortgage-Backed Securities  |
| 1 7/8 NOTE V 27                                         | 2027-02-28      | 1.8750%  | 0.0000% | $96.67             | $93.72             | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29                                         | 2029-03-31      | 2.3750%  | 0.0000% | $540.00            | $512.45            | U.S. Treasuries (including strips) |
| 2 1/2 NOTE W 27                                         | 2027-03-31      | 2.5000%  | 0.0000% | $305860.00         | $299334.89         | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29                                         | 2029-04-30      | 2.8750%  | 0.0000% | $368133.33         | $354966.22         | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27                                         | 2027-04-30      | 2.7500%  | 0.0000% | $203.33            | $199.36            | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32                                         | 2032-05-15      | 2.8750%  | 0.0000% | $3.33              | $3.08              | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29                                         | 2029-05-31      | 2.7500%  | 0.0000% | $6.67              | $6.47              | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27                                         | 2027-05-31      | 2.6250%  | 0.0000% | $3.33              | $3.29              | U.S. Treasuries (including strips) |
| 2 7/8 NOTE AP 25                                        | 2025-06-15      | 2.8750%  | 0.0000% | $323.33            | $327.31            | U.S. Treasuries (including strips) |
| 3 1/4 NOTE M 29                                         | 2029-06-30      | 3.2500%  | 0.0000% | $6.67              | $6.58              | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27                                        | 2027-06-30      | 3.2500%  | 0.0000% | $1792790.00        | $1793632.34        | U.S. Treasuries (including strips) |
| 0 5/8 TRIN D 32                                         | 2032-07-15      | 0.6250%  | 0.0000% | $5164.73           | $4779.04           | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27                                        | 2027-07-31      | 2.7500%  | 0.0000% | $13.33             | $13.13             | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32                                         | 2032-08-15      | 2.7500%  | 0.0000% | $23.33             | $21.43             | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27                                        | 2027-09-30      | 4.1250%  | 0.0000% | $693.33            | $701.54            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AT 25                                        | 2025-10-15      | 4.2500%  | 0.0000% | $191793.33         | $192728.98         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27                                        | 2027-10-31      | 4.1250%  | 0.0000% | $6300.00           | $6352.70           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32                                         | 2032-11-15      | 4.1250%  | 0.0000% | $6.67              | $6.64              | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32                                         | 2032-11-15      | 4.1250%  | 0.0000% | $8726.67           | $8697.37           | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AU 25                                        | 2025-11-15      | 4.5000%  | 0.0000% | $30256.67          | $30325.24          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27                                        | 2027-11-30      | 3.8750%  | 0.0000% | $1959870.00        | $1996624.51        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29                                         | 2029-12-31      | 3.8750%  | 0.0000% | $43.33             | $43.86             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27                                        | 2027-12-31      | 3.8750%  | 0.0000% | $3.33              | $3.39              | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2026-01-15      | 3.8750%  | 0.0000% | $166666.67         | $168736.83         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33                                         | 2033-02-15      | 3.5000%  | 0.0000% | $169676.67         | $163165.03         | U.S. Treasuries (including strips) |
| 4 NOTE V 28                                             | 2028-02-29      | 4.0000%  | 0.0000% | $30046.67          | $30429.05          | U.S. Treasuries (including strips) |
| 4 NOTE H 30                                             | 2030-02-28      | 4.0000%  | 0.0000% | $1068453.33        | $1080721.64        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28                                         | 2028-03-31      | 3.6250%  | 0.0000% | $35530.00          | $35501.60          | U.S. Treasuries (including strips) |
| 3 1/2 NOTE K 30                                         | 2030-04-30      | 3.5000%  | 0.0000% | $803336.67         | $788115.25         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AN 26                                        | 2026-05-15      | 3.6250%  | 0.0000% | $265566.67         | $264527.66         | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33                                         | 2033-05-15      | 3.3750%  | 0.0000% | $12673.33          | $11936.88          | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33                                         | 2033-05-15      | 3.3750%  | 0.0000% | $53.33             | $50.23             | U.S. Treasuries (including strips) |
| 6 1/8 BOND 27                                           | 2027-11-15      | 6.1250%  | 0.0000% | $560.00            | $590.53            | U.S. Treasuries (including strips) |
| 3 3/8 TRIB 32                                           | 2032-04-15      | 3.3750%  | 0.0000% | $24.02             | $26.62             | U.S. Treasuries (including strips) |
| 4 1/2 BOND 36                                           | 2036-02-15      | 4.5000%  | 0.0000% | $376.67            | $385.48            | U.S. Treasuries (including strips) |
| 4 3/4 BOND 37                                           | 2037-02-15      | 4.7500%  | 0.0000% | $297226.67         | $308696.17         | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39                                           | 2039-05-15      | 4.2500%  | 0.0000% | $600.00            | $574.23            | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40                                           | 2040-02-15      | 4.6250%  | 0.0000% | $3.33              | $3.34              | U.S. Treasuries (including strips) |
| 4 1/4 BOND 40                                           | 2040-11-15      | 4.2500%  | 0.0000% | $1000.00           | $941.42            | U.S. Treasuries (including strips) |
| 4 3/4 BOND 41                                           | 2041-02-15      | 4.7500%  | 0.0000% | $418943.33         | $422038.24         | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41                                           | 2041-11-15      | 3.1250%  | 0.0000% | $1006.67           | $809.41            | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 42                                           | 2042-02-15      | 0.7500%  | 0.0000% | $14.15             | $10.81             | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 42                                           | 2042-02-15      | 0.7500%  | 0.0000% | $4.72              | $3.60              | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42                                           | 2042-11-15      | 2.7500%  | 0.0000% | $380316.67         | $283913.97         | U.S. Treasuries (including strips) |
| 3 1/8 BOND 43                                           | 2043-02-15      | 3.1250%  | 0.0000% | $22883.33          | $18226.02          | U.S. Treasuries (including strips) |
| 0 5/8 TRIB 43                                           | 2043-02-15      | 0.6250%  | 0.0000% | $9.27              | $6.78              | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43                                           | 2043-08-15      | 3.6250%  | 0.0000% | $11440.00          | $9767.21           | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43                                           | 2043-11-15      | 3.7500%  | 0.0000% | $70170.00          | $60188.28          | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43                                           | 2043-11-15      | 3.7500%  | 0.0000% | $3.33              | $2.86              | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44                                           | 2044-02-15      | 3.6250%  | 0.0000% | $428670.00         | $363956.85         | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44                                           | 2044-02-15      | 3.6250%  | 0.0000% | $46.67             | $39.62             | U.S. Treasuries (including strips) |
| 1 3/8 TRIB 44                                           | 2044-02-15      | 1.3750%  | 0.0000% | $371898.38         | $308518.81         | U.S. Treasuries (including strips) |
| 3 BOND 44                                               | 2044-11-15      | 3.0000%  | 0.0000% | $20233.33          | $15261.86          | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45                                           | 2045-02-15      | 2.5000%  | 0.0000% | $370.00            | $257.01            | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45                                           | 2045-08-15      | 2.8750%  | 0.0000% | $36.67             | $27.09             | U.S. Treasuries (including strips) |
| 3 BOND 45                                               | 2045-11-15      | 3.0000%  | 0.0000% | $234686.67         | $175044.76         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BL 26                                        | 2026-11-30      | 4.2500%  | 0.0000% | $1628430.00        | $1668364.38        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29                                        | 2029-11-30      | 4.1250%  | 0.0000% | $116.67            | $119.87            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29                                        | 2029-12-31      | 4.3750%  | 0.0000% | $3.33              | $3.45              | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26                                        | 2026-12-31      | 4.2500%  | 0.0000% | $163010.00         | $166477.30         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30                                         | 2030-01-31      | 4.2500%  | 0.0000% | $176473.33         | $181037.99         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27                                        | 2027-01-31      | 4.1250%  | 0.0000% | $395423.33         | $401637.84         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35                                         | 2035-02-15      | 4.6250%  | 0.0000% | $53.33             | $55.01             | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27                                        | 2027-02-28      | 4.1250%  | 0.0000% | $55840.00          | $56551.82          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32                                         | 2032-02-29      | 4.1250%  | 0.0000% | $279086.67         | $281274.26         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28                                        | 2028-03-15      | 3.8750%  | 0.0000% | $630.00            | $635.07            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32                                         | 2032-03-31      | 4.1250%  | 0.0000% | $76.67             | $76.98             | U.S. Treasuries (including strips) |
| 4 NOTE W 30                                             | 2030-03-31      | 4.0000%  | 0.0000% | $13.33             | $13.44             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27                                        | 2027-03-31      | 3.8750%  | 0.0000% | $301523.33         | $303018.12         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28                                        | 2028-04-15      | 3.7500%  | 0.0000% | $8013.33           | $8021.32           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30                                         | 2030-04-30      | 3.8750%  | 0.0000% | $896.67            | $895.43            | U.S. Treasuries (including strips) |
| 4 NOTE K 32                                             | 2032-04-30      | 4.0000%  | 0.0000% | $644990.00         | $640410.49         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35                                         | 2035-05-15      | 4.2500%  | 0.0000% | $10.00             | $9.90              | U.S. Treasuries (including strips) |
| 0 1/4 NOTE AC 25                                        | 2025-08-31      | 0.2500%  | 0.0000% | $237640.00         | $235416.93         | U.S. Treasuries (including strips) |
| 0 1/4 NOTE AD 25                                        | 2025-09-30      | 0.2500%  | 0.0000% | $33333.33          | $32901.23          | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30                                         | 2030-11-15      | 0.8750%  | 0.0000% | $10.00             | $8.47              | U.S. Treasuries (including strips) |
| 0 3/8 NOTE AG 25                                        | 2025-11-30      | 0.3750%  | 0.0000% | $466240.00         | $458040.56         | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27                                         | 2027-12-31      | 0.6250%  | 0.0000% | $3.33              | $3.08              | U.S. Treasuries (including strips) |
| 0 3/8 NOTE AH 25                                        | 2025-12-31      | 0.3750%  | 0.0000% | $500003.33         | $489668.20         | U.S. Treasuries (including strips) |
| 0 3/8 NOTE U 26                                         | 2026-01-31      | 0.3750%  | 0.0000% | $4053.33           | $3954.87           | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28                                         | 2028-01-31      | 0.7500%  | 0.0000% | $26466.67          | $24440.97          | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31                                         | 2031-02-15      | 1.1250%  | 0.0000% | $11600.00          | $9942.24           | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28                                         | 2028-03-31      | 1.2500%  | 0.0000% | $18836.67          | $17554.10          | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2026-03-31      | 0.7500%  | 0.0000% | $60.00             | $58.39             | U.S. Treasuries (including strips) |
| 0 1/8 TRIN X 26                                         | 2026-04-15      | 0.1250%  | 0.0000% | $85342.60          | $84410.89          | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31                                         | 2031-05-15      | 1.6250%  | 0.0000% | $68340.00          | $59543.10          | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28                                         | 2028-05-31      | 1.2500%  | 0.0000% | $6.67              | $6.21              | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26                                         | 2026-05-31      | 0.7500%  | 0.0000% | $236826.67         | $229818.82         | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AA 26                                        | 2026-06-30      | 0.8750%  | 0.0000% | $16.67             | $16.15             | U.S. Treasuries (including strips) |
| 1 NOTE N 28                                             | 2028-07-31      | 1.0000%  | 0.0000% | $53130.00          | $48766.66          | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31                                         | 2031-08-15      | 1.2500%  | 0.0000% | $40.00             | $33.90             | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28                                         | 2028-08-31      | 1.1250%  | 0.0000% | $176226.67         | $161910.88         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28                                         | 2028-09-30      | 1.2500%  | 0.0000% | $3766.67           | $3464.18           | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28                                         | 2028-10-31      | 1.3750%  | 0.0000% | $3.33              | $3.07              | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26                                        | 2026-10-31      | 1.1250%  | 0.0000% | $26.67             | $25.63             | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31                                         | 2031-11-15      | 1.3750%  | 0.0000% | $151096.67         | $127598.94         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AG 26                                        | 2026-11-30      | 1.2500%  | 0.0000% | $3.33              | $3.22              | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AH 26                                        | 2026-12-31      | 1.2500%  | 0.0000% | $46.67             | $44.95             | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32                                         | 2032-02-15      | 1.8750%  | 0.0000% | $3953.33           | $3447.22           | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27                                         | 2027-08-15      | 2.2500%  | 0.0000% | $452990.00         | $440142.79         | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27                                         | 2027-11-15      | 2.2500%  | 0.0000% | $5746.67           | $5530.87           | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27                                         | 2027-11-15      | 2.2500%  | 0.0000% | $564523.33         | $543324.42         | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28                                         | 2028-02-15      | 2.7500%  | 0.0000% | $3410.00           | $3336.97           | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28                                         | 2028-05-15      | 2.8750%  | 0.0000% | $36.67             | $35.68             | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28                                         | 2028-08-15      | 2.8750%  | 0.0000% | $239650.00         | $234248.45         | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2025-10-31      | 3.0000%  | 0.0000% | $1033326.67        | $1030066.16        | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28                                         | 2028-11-15      | 3.1250%  | 0.0000% | $330.00            | $322.09            | U.S. Treasuries (including strips) |
| 0 7/8 TRIN A 29                                         | 2029-01-15      | 0.8750%  | 0.0000% | $418838.43         | $411789.84         | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29                                         | 2029-02-15      | 2.6250%  | 0.0000% | $163.33            | $157.32            | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29                                         | 2029-05-15      | 2.3750%  | 0.0000% | $179756.67         | $169769.04         | U.S. Treasuries (including strips) |
| 1 7/8 NOTE M 26                                         | 2026-06-30      | 1.8750%  | 0.0000% | $3.33              | $3.28              | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 25                                         | 2025-11-15      | 2.2500%  | 0.0000% | $1106.67           | $1097.35           | U.S. Treasuries (including strips) |
| 1 5/8 NOTE B 26                                         | 2026-02-15      | 1.6250%  | 0.0000% | $6.67              | $6.58              | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 26                                         | 2026-05-15      | 1.6250%  | 0.0000% | $468556.67         | $457673.67         | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 26                                         | 2026-07-15      | 0.1250%  | 0.0000% | $4.45              | $4.41              | U.S. Treasuries (including strips) |
| 2 NOTE F 26                                             | 2026-11-15      | 2.0000%  | 0.0000% | $3.33              | $3.24              | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2025-06-30      | 2.7500%  | 0.0000% | $1666666.67        | $1683315.05        | U.S. Treasuries (including strips) |
| 0 3/4 TRIN D 28                                         | 2028-07-15      | 0.7500%  | 0.0000% | $8771.82           | $8658.26           | U.S. Treasuries (including strips) |
| 1 7/8 NOTE N 26                                         | 2026-07-31      | 1.8750%  | 0.0000% | $280.00            | $274.62            | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29                                         | 2029-08-15      | 1.6250%  | 0.0000% | $123.33            | $113.12            | U.S. Treasuries (including strips) |
| 1 3/8 NOTE P 26                                         | 2026-08-31      | 1.3750%  | 0.0000% | $333333.33         | $323607.38         | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26                                         | 2026-11-30      | 1.6250%  | 0.0000% | $60.00             | $58.41             | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 30                                         | 2030-01-15      | 0.1250%  | 0.0000% | $828.47            | $776.84            | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27                                         | 2027-01-31      | 1.5000%  | 0.0000% | $670.00            | $646.63            | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30                                         | 2030-02-15      | 1.5000%  | 0.0000% | $131330.00         | $118119.83         | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 27                                         | 2027-02-28      | 1.1250%  | 0.0000% | $1410.00           | $1346.83           | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27                                         | 2027-04-30      | 0.5000%  | 0.0000% | $663.33            | $622.01            | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30                                         | 2030-05-15      | 0.6250%  | 0.0000% | $196.67            | $167.26            | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27                                         | 2027-06-30      | 0.5000%  | 0.0000% | $167353.33         | $156363.71         | U.S. Treasuries (including strips) |
| 0 1/4 NOTE AB 25                                        | 2025-07-31      | 0.2500%  | 0.0000% | $6.67              | $6.63              | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                                         | 2030-08-15      | 0.6250%  | 0.0000% | $472453.33         | $398681.91         | U.S. Treasuries (including strips) |
| 4 BOND 52                                               | 2052-11-15      | 4.0000%  | 0.0000% | $461833.33         | $396043.99         | U.S. Treasuries (including strips) |
| 4 BOND 42                                               | 2042-11-15      | 4.0000%  | 0.0000% | $14706.67          | $13186.42          | U.S. Treasuries (including strips) |
| 4 BOND 42                                               | 2042-11-15      | 4.0000%  | 0.0000% | $32033.33          | $28722.00          | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53                                           | 2053-05-15      | 3.6250%  | 0.0000% | $120463.33         | $96308.46          | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53                                           | 2053-05-15      | 3.6250%  | 0.0000% | $457300.00         | $365603.84         | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                                           | 2043-05-15      | 3.8750%  | 0.0000% | $103550.00         | $90867.66          | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                                           | 2043-05-15      | 3.8750%  | 0.0000% | $480.00            | $421.21            | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53                                           | 2053-08-15      | 4.1250%  | 0.0000% | $3.33              | $2.95              | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53                                           | 2053-11-15      | 4.7500%  | 0.0000% | $16.67             | $16.21             | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43                                           | 2043-11-15      | 4.7500%  | 0.0000% | $1767240.00        | $1735551.87        | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54                                           | 2054-02-15      | 4.2500%  | 0.0000% | $430.00            | $389.40            | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54                                           | 2054-02-15      | 4.2500%  | 0.0000% | $10.00             | $9.06              | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44                                           | 2044-02-15      | 4.5000%  | 0.0000% | $667980.00         | $641774.60         | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54                                           | 2054-05-15      | 4.6250%  | 0.0000% | $3.33              | $3.18              | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44                                           | 2044-05-15      | 4.6250%  | 0.0000% | $189353.33         | $182606.71         | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54                                           | 2054-08-15      | 4.2500%  | 0.0000% | $2714263.33        | $2460151.14        | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44                                           | 2044-08-15      | 4.1250%  | 0.0000% | $163550.00         | $148869.07         | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54                                           | 2054-11-15      | 4.5000%  | 0.0000% | $30.00             | $28.06             | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44                                           | 2044-11-15      | 4.6250%  | 0.0000% | $105923.33         | $101938.20         | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55                                           | 2055-02-15      | 4.6250%  | 0.0000% | $4430.00           | $4283.84           | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55                                           | 2055-02-15      | 4.6250%  | 0.0000% | $363.33            | $351.35            | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45                                           | 2045-02-15      | 4.7500%  | 0.0000% | $1256.67           | $1243.60           | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45                                           | 2045-02-15      | 4.7500%  | 0.0000% | $3.33              | $3.30              | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55                                           | 2055-05-15      | 4.7500%  | 0.0000% | $173320.00         | $169214.94         | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26                                         | 2026-08-15      | 1.5000%  | 0.0000% | $230.00            | $224.01            | U.S. Treasuries (including strips) |
| 0 3/8 TRIN D 27                                         | 2027-07-15      | 0.3750%  | 0.0000% | $47.93             | $47.27             | U.S. Treasuries (including strips) |
| BILL 07/10/25                                           | 2025-07-10      | 0.0000%  | 0.0000% | $3.33              | $3.32              | U.S. Treasuries (including strips) |
| BILL 07/10/25                                           | 2025-07-10      | 0.0000%  | 0.0000% | $260.00            | $258.84            | U.S. Treasuries (including strips) |
| BILL 08/07/25                                           | 2025-08-07      | 0.0000%  | 0.0000% | $10.00             | $9.92              | U.S. Treasuries (including strips) |
| BILL 08/07/25                                           | 2025-08-07      | 0.0000%  | 0.0000% | $7066.67           | $7011.90           | U.S. Treasuries (including strips) |
| BILL 09/04/25                                           | 2025-09-04      | 0.0000%  | 0.0000% | $1186.67           | $1173.58           | U.S. Treasuries (including strips) |
| BILL 09/04/25                                           | 2025-09-04      | 0.0000%  | 0.0000% | $3.33              | $3.30              | U.S. Treasuries (including strips) |
| BILL 06/05/25                                           | 2025-06-05      | 0.0000%  | 0.0000% | $12196.67          | $12192.37          | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-06-20      | 0.0000%  | 0.0000% | $1036.67           | $1034.47           | U.S. Treasuries (including strips) |
| BILL 06/26/25                                           | 2025-06-26      | 0.0000%  | 0.0000% | $369420.00         | $368381.19         | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-07-03      | 0.0000%  | 0.0000% | $6966.67           | $6941.38           | U.S. Treasuries (including strips) |
| BILL 07/03/25                                           | 2025-07-03      | 0.0000%  | 0.0000% | $210.00            | $209.24            | U.S. Treasuries (including strips) |
| BILL 01/22/26                                           | 2026-01-22      | 0.0000%  | 0.0000% | $4050.00           | $3944.18           | U.S. Treasuries (including strips) |
| BILL 07/17/25                                           | 2025-07-17      | 0.0000%  | 0.0000% | $21380.00          | $21267.20          | U.S. Treasuries (including strips) |
| BILL 07/24/25                                           | 2025-07-24      | 0.0000%  | 0.0000% | $166666.67         | $165652.00         | U.S. Treasuries (including strips) |
| BILL 07/31/25                                           | 2025-07-31      | 0.0000%  | 0.0000% | $9420.00           | $9354.78           | U.S. Treasuries (including strips) |
| BILL 08/14/25                                           | 2025-08-14      | 0.0000%  | 0.0000% | $10080.00          | $9993.80           | U.S. Treasuries (including strips) |
| BILL 08/28/25                                           | 2025-08-28      | 0.0000%  | 0.0000% | $23366.67          | $23127.04          | U.S. Treasuries (including strips) |
| BILL 08/28/25                                           | 2025-08-28      | 0.0000%  | 0.0000% | $30.00             | $29.69             | U.S. Treasuries (including strips) |
| BILL 06/17/25                                           | 2025-06-17      | 0.0000%  | 0.0000% | $73.33             | $73.20             | U.S. Treasuries (including strips) |
| BILL 07/01/25                                           | 2025-07-01      | 0.0000%  | 0.0000% | $5210.00           | $5192.35           | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-09-11      | 0.0000%  | 0.0000% | $45830.00          | $45290.95          | U.S. Treasuries (including strips) |
| BILL 09/25/25                                           | 2025-09-25      | 0.0000%  | 0.0000% | $14360.00          | $14167.81          | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-07-08      | 0.0000%  | 0.0000% | $6400.00           | $6373.00           | U.S. Treasuries (including strips) |
| BILL 07/29/25                                           | 2025-07-29      | 0.0000%  | 0.0000% | $59996.67          | $59595.59          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AK 27                                        | 2027-02-15      | 4.1250%  | 0.0000% | $570000.00         | $577978.76         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31                                         | 2031-02-28      | 4.2500%  | 0.0000% | $6.67              | $6.80              | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29                                         | 2029-03-31      | 4.1250%  | 0.0000% | $61306.67          | $62149.96          | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AM 27                                        | 2027-04-15      | 4.5000%  | 0.0000% | $148106.67         | $150377.70         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31                                         | 2031-04-30      | 4.6250%  | 0.0000% | $6.67              | $6.88              | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29                                         | 2029-04-30      | 4.6250%  | 0.0000% | $5763.33           | $5927.50           | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29                                         | 2029-04-30      | 4.6250%  | 0.0000% | $333363.33         | $342858.98         | U.S. Treasuries (including strips) |
| T 4 3/8 05/15/34                                        | 2034-05-15      | 4.3750%  | 0.0000% | $120213.33         | $120678.59         | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27                                        | 2027-05-15      | 4.5000%  | 0.0000% | $2554186.67        | $2585269.17        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29                                         | 2029-05-31      | 4.5000%  | 0.0000% | $996800.00         | $1039567.08        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31                                         | 2031-05-31      | 4.6250%  | 0.0000% | $288280.00         | $302928.64         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27                                        | 2027-06-15      | 4.6250%  | 0.0000% | $608636.67         | $629807.50         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29                                        | 2029-06-30      | 4.2500%  | 0.0000% | $1666666.67        | $1715244.16        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27                                        | 2027-07-15      | 4.3750%  | 0.0000% | $166666.67         | $170909.10         | U.S. Treasuries (including strips) |
| TRFR BF 07/31/26                                        | 2026-07-31      | 4.4833%  | 0.0000% | $6.67              | $6.70              | U.S. Treasuries (including strips) |
| T 4.000 07/31/2029                                      | 2029-07-31      | 4.0000%  | 0.0000% | $36.67             | $37.23             | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31                                         | 2031-07-31      | 4.1250%  | 0.0000% | $456100.00         | $462690.68         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34                                         | 2034-08-15      | 3.8750%  | 0.0000% | $53.33             | $51.94             | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27                                        | 2027-08-15      | 3.7500%  | 0.0000% | $146573.33         | $147658.19         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BG 26                                        | 2026-08-31      | 3.7500%  | 0.0000% | $856.67            | $861.16            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31                                         | 2031-08-31      | 3.7500%  | 0.0000% | $133300.00         | $131831.31         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29                                        | 2029-08-31      | 3.6250%  | 0.0000% | $336.67            | $335.45            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26                                        | 2026-09-30      | 3.5000%  | 0.0000% | $14006.67          | $13987.77          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29                                        | 2029-10-31      | 4.1250%  | 0.0000% | $970.00            | $979.86            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26                                        | 2026-10-31      | 4.1250%  | 0.0000% | $80.00             | $80.35             | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31                                         | 2031-10-31      | 4.1250%  | 0.0000% | $1586646.67        | $1590954.05        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34                                         | 2034-11-15      | 4.2500%  | 0.0000% | $13.33             | $13.22             | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BL 26                                        | 2026-11-30      | 4.2500%  | 0.0000% | $1500.00           | $1536.78           | U.S. Treasuries (including strips) |
| 3 BOND 47                                               | 2047-02-15      | 3.0000%  | 0.0000% | $3.33              | $2.48              | U.S. Treasuries (including strips) |
| 0 7/8 TRIB 47                                           | 2047-02-15      | 0.8750%  | 0.0000% | $295.81            | $210.91            | U.S. Treasuries (including strips) |
| 0 7/8 TRIB 47                                           | 2047-02-15      | 0.8750%  | 0.0000% | $119.21            | $84.99             | U.S. Treasuries (including strips) |
| 3 BOND 47                                               | 2047-05-15      | 3.0000%  | 0.0000% | $23.33             | $17.12             | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47                                           | 2047-11-15      | 2.7500%  | 0.0000% | $89210.00          | $62051.53          | U.S. Treasuries (including strips) |
| 3 BOND 48                                               | 2048-02-15      | 3.0000%  | 0.0000% | $2573.33           | $1890.91           | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48                                           | 2048-05-15      | 3.1250%  | 0.0000% | $7833.33           | $5818.61           | U.S. Treasuries (including strips) |
| 3 BOND 48                                               | 2048-08-15      | 3.0000%  | 0.0000% | $141730.00         | $103643.43         | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48                                           | 2048-11-15      | 3.3750%  | 0.0000% | $3.33              | $2.58              | U.S. Treasuries (including strips) |
| 3 BOND 49                                               | 2049-02-15      | 3.0000%  | 0.0000% | $352153.33         | $256639.77         | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49                                           | 2049-05-15      | 2.8750%  | 0.0000% | $54426.67          | $38237.67          | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49                                           | 2049-08-15      | 2.2500%  | 0.0000% | $285866.67         | $176781.40         | U.S. Treasuries (including strips) |
| 2 BOND 50                                               | 2050-02-15      | 2.0000%  | 0.0000% | $7356.67           | $4255.65           | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50                                           | 2050-05-15      | 1.2500%  | 0.0000% | $32286.67          | $15104.11          | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50                                           | 2050-05-15      | 1.2500%  | 0.0000% | $646186.67         | $302294.21         | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40                                           | 2040-05-15      | 1.1250%  | 0.0000% | $786.67            | $478.25            | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50                                           | 2050-11-15      | 1.6250%  | 0.0000% | $24860.00          | $12776.68          | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40                                           | 2040-11-15      | 1.3750%  | 0.0000% | $1370.00           | $854.82            | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41                                           | 2041-02-15      | 1.8750%  | 0.0000% | $53.33             | $36.19             | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51                                           | 2051-05-15      | 2.3750%  | 0.0000% | $3303.33           | $2047.55           | U.S. Treasuries (including strips) |
| 2 BOND 51                                               | 2051-08-15      | 2.0000%  | 0.0000% | $30273.33          | $17179.57          | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41                                           | 2041-08-15      | 1.7500%  | 0.0000% | $10233.33          | $6693.01           | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51                                           | 2051-11-15      | 1.8750%  | 0.0000% | $863.33            | $468.50            | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52                                           | 2052-02-15      | 2.2500%  | 0.0000% | $17126.67          | $10311.78          | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52                                           | 2052-02-15      | 2.2500%  | 0.0000% | $504460.00         | $303729.86         | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42                                           | 2042-02-15      | 2.3750%  | 0.0000% | $3.33              | $2.40              | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42                                           | 2042-05-15      | 3.2500%  | 0.0000% | $583406.67         | $473788.48         | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42                                           | 2042-08-15      | 3.3750%  | 0.0000% | $534450.00         | $444788.60         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28                                         | 2028-05-31      | 3.6250%  | 0.0000% | $306666.67         | $309915.31         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30                                         | 2030-05-31      | 3.7500%  | 0.0000% | $10.00             | $10.08             | U.S. Treasuries (including strips) |
| 4  NOTE AA 28                                           | 2028-06-30      | 4.0000%  | 0.0000% | $450.00            | $458.99            | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2025-06-30      | 4.6250%  | 0.0000% | $666663.33         | $679499.51         | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AQ 26                                        | 2026-07-15      | 4.5000%  | 0.0000% | $3.33              | $3.40              | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AQ 26                                        | 2026-07-15      | 4.5000%  | 0.0000% | $80.00             | $81.67             | U.S. Treasuries (including strips) |
| 1 3/8 TRIN D 33                                         | 2033-07-15      | 1.3750%  | 0.0000% | $94.75             | $91.47             | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AB 28                                        | 2028-07-31      | 4.1250%  | 0.0000% | $553.33            | $564.63            | U.S. Treasuries (including strips) |
| 4  NOTE N 30                                            | 2030-07-31      | 4.0000%  | 0.0000% | $1222126.67        | $1237711.44        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33                                         | 2033-08-15      | 3.8750%  | 0.0000% | $1340.00           | $1317.24           | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AS 26                                        | 2026-09-15      | 4.6250%  | 0.0000% | $93.33             | $94.86             | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30                                         | 2030-09-30      | 4.6250%  | 0.0000% | $219433.33         | $227334.46         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28                                        | 2028-09-30      | 4.6250%  | 0.0000% | $360363.33         | $371177.46         | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28                                        | 2028-10-31      | 4.8750%  | 0.0000% | $5216.67           | $5396.37           | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28                                        | 2028-10-31      | 4.8750%  | 0.0000% | $366663.33         | $379293.85         | U.S. Treasuries (including strips) |
| 4 7/8 NOTE R 30                                         | 2030-10-31      | 4.8750%  | 0.0000% | $386.67            | $403.83            | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BL 25                                        | 2025-11-30      | 4.8750%  | 0.0000% | $10103.33          | $10371.55          | U.S. Treasuries (including strips) |
| 4 3/8 NOTE S 30                                         | 2030-11-30      | 4.3750%  | 0.0000% | $3.33              | $3.46              | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30                                         | 2030-12-31      | 3.7500%  | 0.0000% | $10.00             | $10.00             | U.S. Treasuries (including strips) |
| T 3.750 12/31/2028                                      | 2028-12-31      | 3.7500%  | 0.0000% | $149983.33         | $151494.22         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 25                                        | 2025-12-31      | 4.2500%  | 0.0000% | $34610.00          | $35206.69          | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note - When Issued | 2026-01-31      | 4.5463%  | 0.0000% | $242370.00         | $243551.24         | U.S. Treasuries (including strips) |
| T 4 02/15/34                                            | 2034-02-15      | 4.0000%  | 0.0000% | $1146896.67        | $1132939.75        | U.S. Treasuries (including strips) |

### Security 342: Fixed Income Clearing Corp. - Wells Fargo Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 936ZZN004, C.3 - LEI: N/A, C.5 - Other ID: 936ZZN004_4.34_0602
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 5 BOND 37       | 2037-05-15      | 5.0000%  | 0.0000% | $2226900.00        | $2334083.02        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 41   | 2041-02-15      | 4.7500%  | 0.0000% | $16999900.00       | $17125485.21       | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28 | 2028-01-31      | 0.7500%  | 0.0000% | $7999800.00        | $7387515.07        | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31 | 2031-02-15      | 1.1250%  | 0.0000% | $100.00            | $85.71             | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29 | 2029-11-15      | 1.7500%  | 0.0000% | $148660000.00      | $135672960.60      | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43   | 2043-08-15      | 4.3750%  | 0.0000% | $6079900.00        | $5761192.01        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53   | 2053-11-15      | 4.7500%  | 0.0000% | $49999600.00       | $48622718.07       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54   | 2054-08-15      | 4.2500%  | 0.0000% | $70999400.00       | $64352361.27       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54   | 2054-11-15      | 4.5000%  | 0.0000% | $93859800.00       | $87781837.24       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45   | 2045-02-15      | 4.7500%  | 0.0000% | $21999900.00       | $21771176.04       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51   | 2051-05-15      | 2.3750%  | 0.0000% | $6918200.00        | $4288205.25        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51   | 2051-11-15      | 1.8750%  | 0.0000% | $211736000.00      | $114902408.00      | U.S. Treasuries (including strips) |

### Security 343: Fixed Income Clearing Corp. - BNP Paribas

- **C.1 - Title:** Fixed Income Clearing Corp. - BNP Paribas 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942URT003, C.3 - LEI: N/A, C.5 - Other ID: 942URT003_4.35_0602
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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 C 32             | 2032-05-15      | 2.8750%  | 0.0000% | $1600.00           | $1476.28           | U.S. Treasuries (including strips) |
| 3 1/4 NOTE M 29             | 2029-06-30      | 3.2500%  | 0.0000% | $700.00            | $691.24            | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27            | 2027-06-30      | 3.2500%  | 0.0000% | $200.00            | $200.09            | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39               | 2039-05-15      | 4.2500%  | 0.0000% | $500.00            | $478.52            | U.S. Treasuries (including strips) |
| 4 1/4 BOND 40               | 2040-11-15      | 4.2500%  | 0.0000% | $100.00            | $94.14             | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43               | 2043-05-15      | 2.8750%  | 0.0000% | $3587200.00        | $2710111.22        | U.S. Treasuries (including strips) |
| 3 BOND 44                   | 2044-11-15      | 3.0000%  | 0.0000% | $600.00            | $452.58            | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AH 26            | 2026-12-31      | 1.2500%  | 0.0000% | $4121700.00        | $3970444.15        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26             | 2026-11-30      | 1.6250%  | 0.0000% | $217800.00         | $212043.41         | U.S. Treasuries (including strips) |
| 1 3/4 NOTE T 26             | 2026-12-31      | 1.7500%  | 0.0000% | $7614000.00        | $7407572.13        | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53               | 2053-08-15      | 4.1250%  | 0.0000% | $99900.00          | $88537.66          | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54               | 2054-11-15      | 4.5000%  | 0.0000% | $12846200.00       | $12014334.54       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44               | 2044-11-15      | 4.6250%  | 0.0000% | $391000000.00      | $376289481.30      | U.S. Treasuries (including strips) |
| BILL 01/22/26               | 2026-01-22      | 0.0000%  | 0.0000% | $1333400.00        | $1298559.59        | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-10-23      | 0.0000%  | 0.0000% | $2726700.00        | $2681521.31        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AK 27            | 2027-02-15      | 4.1250%  | 0.0000% | $1000.00           | $1014.00           | U.S. Treasuries (including strips) |
| T 4.875 04/30/26            | 2026-04-30      | 4.8750%  | 0.0000% | $137331200.00      | $138670753.90      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31             | 2031-05-31      | 4.6250%  | 0.0000% | $300000000.00      | $315244182.00      | U.S. Treasuries (including strips) |
| TRFR BK 10/31/26            | 2026-10-31      | 4.5063%  | 0.0000% | $4416000.00        | $4435339.27        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31             | 2031-10-31      | 4.1250%  | 0.0000% | $1000.00           | $1002.71           | U.S. Treasuries (including strips) |
| 2 BOND 50                   | 2050-02-15      | 2.0000%  | 0.0000% | $7227100.00        | $4180702.86        | U.S. Treasuries (including strips) |
| 4  NOTE N 30                | 2030-07-31      | 4.0000%  | 0.0000% | $100.00            | $101.28            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30             | 2030-12-31      | 3.7500%  | 0.0000% | $100000000.00      | $100048067.40      | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27                | 2027-01-15      | 4.0000%  | 0.0000% | $49999400.00       | $50742897.43       | U.S. Treasuries (including strips) |

### Security 344: Fixed Income Clearing Corp. - Mizuho Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - Mizuho Bank 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 945ABD006, C.3 - LEI: N/A, C.5 - Other ID: 945ABD006_4.35_0602
- **C.18 - Value (incl. sponsor support):** $2950000000.00
- **C.18.a - Value (excl. sponsor support):** $2950000000.00
- **C.19 - Percentage of Net Assets:** 2.4200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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 06.500 CLSD8448 | 2054-07-01      | 6.5000%  | 0.0000% | $8445577.94        | $8710972.72        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8454 | 2054-08-01      | 6.0000%  | 0.0000% | $226651.29         | $229889.31         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8463 | 2054-09-01      | 6.0000%  | 0.0000% | $196255.27         | $199059.04         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8476 | 2054-11-01      | 6.0000%  | 0.0000% | $306993.93         | $311398.17         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8516 | 2055-03-01      | 6.0000%  | 0.0000% | $8326271.00        | $8445222.88        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8507 | 2055-02-01      | 6.0000%  | 0.0000% | $16943411.36       | $17185470.58       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  | 0.0000% | $2676711.50        | $2659175.18        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3823 | 2053-09-01      | 5.5000%  | 0.0000% | $11974412.50       | $11963043.47       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4087 | 2053-11-01      | 6.0000%  | 0.0000% | $28499877.94       | $29110639.82       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD4287 | 2053-09-01      | 4.5000%  | 0.0000% | $2792894.46        | $2676165.43        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC U91503 G | 2043-06-01      | 3.5000%  | 0.0000% | $248291.53         | $226414.92         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q10392 G | 2042-08-01      | 3.5000%  | 0.0000% | $848551.59         | $786640.79         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q19254 G | 2043-06-01      | 4.0000%  | 0.0000% | $14551.31          | $13616.69          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q19615 G | 2043-07-01      | 4.0000%  | 0.0000% | $34042.14          | $32419.94          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC V84062 G | 2048-03-01      | 3.5000%  | 0.0000% | $711070.46         | $642296.04         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC K92899 G | 2035-03-01      | 4.0000%  | 0.0000% | $1268134.08        | $1245356.14        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC K92906 G | 2032-03-01      | 4.0000%  | 0.0000% | $146933.89         | $145648.40         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC K93084 G | 2032-03-01      | 3.5000%  | 0.0000% | $1375768.24        | $1358044.83        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q40718 G | 2046-05-01      | 3.5000%  | 0.0000% | $14406.05          | $13135.58          | Agency Mortgage-Backed Securities  |
| 03.000 FGPC Q43173 G | 2046-09-01      | 3.0000%  | 0.0000% | $1408452.14        | $1226282.47        | Agency Mortgage-Backed Securities  |
| 03.000 FGPC Q45088 G | 2046-12-01      | 3.0000%  | 0.0000% | $1211415.39        | $1059713.07        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q47409 G | 2047-04-01      | 4.0000%  | 0.0000% | $31178.20          | $29204.88          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB1534 | 2054-04-01      | 6.0000%  | 0.0000% | $410461.15         | $420709.68         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5131 | 2052-11-01      | 5.0000%  | 0.0000% | $873.12            | $850.06            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7240 | 2053-10-01      | 6.0000%  | 0.0000% | $4538332.70        | $4619747.36        | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLCB7829 | 2054-01-01      | 7.5000%  | 0.0000% | $17072212.65       | $18340211.42       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8523 | 2054-05-01      | 5.0000%  | 0.0000% | $8633988.63        | $8455539.43        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5445 | 2054-08-01      | 6.0000%  | 0.0000% | $3763327.13        | $3817317.07        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIMA5477 | 2039-09-01      | 6.0000%  | 0.0000% | $7056406.44        | $7256041.58        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5498 | 2054-10-01      | 6.0000%  | 0.0000% | $2150477.36        | $2181199.79        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5583 | 2055-01-01      | 4.0000%  | 0.0000% | $10496451.58       | $9639334.67        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5611 | 2055-02-01      | 4.0000%  | 0.0000% | $983.41            | $903.11            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5615 | 2055-02-01      | 6.0000%  | 0.0000% | $170953533.92      | $173395833.00      | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5700 | 2055-05-01      | 5.5000%  | 0.0000% | $41616724.14       | $41344074.50       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5701 | 2055-05-01      | 6.0000%  | 0.0000% | $14293228.58       | $14497426.40       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5711 | 2040-05-01      | 5.0000%  | 0.0000% | $23242105.20       | $23331163.78       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG0458 | 2053-04-01      | 5.0000%  | 0.0000% | $4998016.04        | $4864892.77        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG6304 | 2053-07-01      | 5.5000%  | 0.0000% | $5280063.43        | $5255635.51        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG9143 | 2053-08-01      | 5.5000%  | 0.0000% | $3677478.53        | $3679378.16        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQH3122 | 2053-10-01      | 4.5000%  | 0.0000% | $2960313.05        | $2798990.79        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ0016 | 2054-07-01      | 6.5000%  | 0.0000% | $3473589.65        | $3611609.64        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ1554 | 2054-07-01      | 5.5000%  | 0.0000% | $4378196.53        | $4355139.00        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ1643 | 2054-08-01      | 6.5000%  | 0.0000% | $4583757.50        | $4765316.06        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ4371 | 2054-09-01      | 5.5000%  | 0.0000% | $1518457.20        | $1518820.96        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ4087 | 2054-09-01      | 6.5000%  | 0.0000% | $3388159.79        | $3530866.07        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ5467 | 2054-09-01      | 7.0000%  | 0.0000% | $3085851.32        | $3260105.92        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ5472 | 2054-10-01      | 7.0000%  | 0.0000% | $3504959.39        | $3699249.42        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ5887 | 2054-10-01      | 5.5000%  | 0.0000% | $4101143.62        | $4074283.41        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ7148 | 2054-10-01      | 5.5000%  | 0.0000% | $3756145.44        | $3748954.51        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQJ8019 | 2054-11-01      | 5.0000%  | 0.0000% | $2891800.89        | $2809710.70        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQJ8802 | 2054-11-01      | 5.0000%  | 0.0000% | $10163688.98       | $9899105.58        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQJ9212 | 2054-11-01      | 4.5000%  | 0.0000% | $3760611.36        | $3581756.69        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ9237 | 2054-11-01      | 6.0000%  | 0.0000% | $3655049.12        | $3722453.10        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC9885 | 2055-01-01      | 6.0000%  | 0.0000% | $1135580.52        | $1178577.39        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC9907 | 2055-01-01      | 6.5000%  | 0.0000% | $1895514.37        | $1976415.14        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDC9917 | 2055-01-01      | 7.0000%  | 0.0000% | $1340500.21        | $1416876.40        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD0109 | 2055-02-01      | 6.5000%  | 0.0000% | $1147011.03        | $1192470.65        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD0199 | 2055-03-01      | 6.0000%  | 0.0000% | $2196996.04        | $2241307.99        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD1111 | 2055-01-01      | 6.0000%  | 0.0000% | $1261289.73        | $1288692.93        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD1324 | 2055-01-01      | 6.5000%  | 0.0000% | $2001308.34        | $2107990.31        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD1359 | 2054-12-01      | 5.5000%  | 0.0000% | $995.95            | $989.42            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD1381 | 2055-01-01      | 6.5000%  | 0.0000% | $1085238.72        | $1121986.11        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD1624 | 2055-01-01      | 6.5000%  | 0.0000% | $1065276.71        | $1104470.49        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD2680 | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.61           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD2695 | 2055-05-01      | 7.0000%  | 0.0000% | $1000.00           | $1061.78           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD1845 | 2055-01-01      | 6.0000%  | 0.0000% | $169279.20         | $173186.56         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD3083 | 2055-02-01      | 6.0000%  | 0.0000% | $3847983.54        | $3914778.12        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD4494 | 2055-04-01      | 6.0000%  | 0.0000% | $7871769.97        | $8030538.32        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD4495 | 2055-04-01      | 6.0000%  | 0.0000% | $232774.38         | $238262.81         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD3877 | 2055-02-01      | 6.0000%  | 0.0000% | $890.75            | $913.01            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD3889 | 2055-02-01      | 5.5000%  | 0.0000% | $945.99            | $950.55            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD3894 | 2055-02-01      | 6.0000%  | 0.0000% | $997.02            | $1018.68           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD4025 | 2055-01-01      | 5.0000%  | 0.0000% | $1112766.36        | $1081591.97        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4160 | 2055-04-01      | 5.5000%  | 0.0000% | $7080177.24        | $7046840.62        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD4558 | 2055-05-01      | 6.5000%  | 0.0000% | $136924.00         | $143218.41         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD5161 | 2055-05-01      | 6.0000%  | 0.0000% | $9837193.62        | $10056035.11       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD5162 | 2055-05-01      | 6.0000%  | 0.0000% | $29378652.89       | $29990120.57       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD6213 | 2055-04-01      | 6.0000%  | 0.0000% | $396178.39         | $401838.32         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD5506 | 2055-05-01      | 5.5000%  | 0.0000% | $3082452.00        | $3073338.90        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD5709 | 2055-06-01      | 5.5000%  | 0.0000% | $2339970.00        | $2324639.82        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD5850 | 2055-04-01      | 6.5000%  | 0.0000% | $3955287.80        | $4113535.35        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD5861 | 2055-03-01      | 6.0000%  | 0.0000% | $731884.62         | $745748.96         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD6785 | 2055-05-01      | 5.5000%  | 0.0000% | $2385905.00        | $2385667.74        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD8084 | 2055-05-01      | 6.0000%  | 0.0000% | $3775481.22        | $3846997.64        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7427 | 2055-04-01      | 6.0000%  | 0.0000% | $2717.78           | $2761.55           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM3738 | 2050-07-01      | 2.0000%  | 0.0000% | $9812731.65        | $7736878.80        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM4635 | 2050-11-01      | 2.0000%  | 0.0000% | $62880.61          | $49578.60          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM4947 | 2050-12-01      | 2.0000%  | 0.0000% | $401706.73         | $317172.01         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM5086 | 2050-12-01      | 2.0000%  | 0.0000% | $92052.40          | $72080.72          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM5265 | 2051-01-01      | 2.0000%  | 0.0000% | $380908.47         | $300752.04         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM5424 | 2049-09-01      | 3.5000%  | 0.0000% | $7966419.43        | $7107411.92        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM8121 | 2051-06-01      | 2.0000%  | 0.0000% | $2965398.40        | $2348578.07        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9205 | 2051-04-01      | 2.5000%  | 0.0000% | $5368744.41        | $4458945.65        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9476 | 2051-11-01      | 2.5000%  | 0.0000% | $4266054.59        | $3535112.59        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY0877 | 2055-04-01      | 6.0000%  | 0.0000% | $2761126.64        | $2812075.87        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY0257 | 2055-04-01      | 6.5000%  | 0.0000% | $3143251.31        | $3265165.80        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY0295 | 2055-04-01      | 6.0000%  | 0.0000% | $2217080.71        | $2267493.43        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY0482 | 2055-04-01      | 6.5000%  | 0.0000% | $3345160.11        | $3469781.07        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY0595 | 2055-04-01      | 6.5000%  | 0.0000% | $4090480.41        | $4232870.49        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY0599 | 2055-04-01      | 5.5000%  | 0.0000% | $3713876.88        | $3696962.23        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY0744 | 2055-04-01      | 6.0000%  | 0.0000% | $4043703.39        | $4101473.09        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY0953 | 2055-04-01      | 6.0000%  | 0.0000% | $5047126.58        | $5119231.52        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY1493 | 2055-04-01      | 6.0000%  | 0.0000% | $4271821.86        | $4333610.92        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY2638 | 2055-05-01      | 7.0000%  | 0.0000% | $1000.00           | $1063.17           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY1823 | 2055-04-01      | 6.0000%  | 0.0000% | $4160081.84        | $4229955.96        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY2031 | 2055-04-01      | 6.0000%  | 0.0000% | $2990620.58        | $3039338.79        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY2235 | 2055-05-01      | 7.0000%  | 0.0000% | $3746708.88        | $3937430.94        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY2239 | 2055-04-01      | 7.0000%  | 0.0000% | $1400404.53        | $1471690.56        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY2555 | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.96           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY2771 | 2055-05-01      | 5.5000%  | 0.0000% | $1906771.00        | $1910682.85        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY2852 | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.27           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY3032 | 2055-05-01      | 6.0000%  | 0.0000% | $7908423.00        | $8037214.30        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY3424 | 2055-05-01      | 6.0000%  | 0.0000% | $9146661.00        | $9295333.87        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY3677 | 2055-05-01      | 6.0000%  | 0.0000% | $3180456.00        | $3232266.69        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY3730 | 2055-05-01      | 5.5000%  | 0.0000% | $3935194.00        | $3928907.75        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY3883 | 2055-05-01      | 6.0000%  | 0.0000% | $5822037.00        | $5917159.38        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY3896 | 2055-05-01      | 5.5000%  | 0.0000% | $4982440.00        | $4969697.69        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4013 | 2055-05-01      | 5.5000%  | 0.0000% | $2347648.00        | $2354628.86        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4623 | 2055-05-01      | 6.0000%  | 0.0000% | $450036.00         | $458975.21         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4671 | 2055-05-01      | 5.5000%  | 0.0000% | $9154080.00        | $9133488.41        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4753 | 2055-06-01      | 5.5000%  | 0.0000% | $12299070.00       | $12262708.49       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4765 | 2055-05-01      | 5.5000%  | 0.0000% | $8043615.00        | $8019834.50        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4824 | 2055-06-01      | 6.0000%  | 0.0000% | $5691275.00        | $5819746.05        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4835 | 2055-06-01      | 5.5000%  | 0.0000% | $5187735.00        | $5186923.41        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0497 | 2055-02-01      | 6.0000%  | 0.0000% | $25194831.91       | $25641166.75       | Agency Mortgage-Backed Securities  |
| FEPC 07.000 3PQU8307 | 2055-05-01      | 7.0000%  | 0.0000% | $1000.00           | $1031.76           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA4703 | 2051-02-01      | 2.0000%  | 0.0000% | $69881.40          | $55021.90          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA4919 | 2051-03-01      | 3.0000%  | 0.0000% | $8397.68           | $7214.53           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA5759 | 2051-09-01      | 2.5000%  | 0.0000% | $83658.81          | $68275.62          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7097 | 2052-04-01      | 3.5000%  | 0.0000% | $1565.88           | $1398.73           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7183 | 2052-04-01      | 4.0000%  | 0.0000% | $2415843.09        | $2221764.45        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7186 | 2052-04-01      | 4.0000%  | 0.0000% | $8761186.29        | $8110994.31        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD7509 | 2055-05-01      | 5.5000%  | 0.0000% | $5180.00           | $5178.70           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD7521 | 2055-04-01      | 5.0000%  | 0.0000% | $1014.00           | $987.93            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD7530 | 2055-05-01      | 6.5000%  | 0.0000% | $1096.00           | $1138.51           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7582 | 2055-04-01      | 6.0000%  | 0.0000% | $2196671.43        | $2240976.82        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD7610 | 2055-04-01      | 6.5000%  | 0.0000% | $2560067.39        | $2664057.61        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7586 | 2055-04-01      | 6.0000%  | 0.0000% | $4583738.51        | $4658551.23        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD8167 | 2055-05-01      | 5.5000%  | 0.0000% | $2364004.00        | $2361409.64        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD8170 | 2055-05-01      | 6.0000%  | 0.0000% | $3254742.00        | $3319392.02        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD8174 | 2055-05-01      | 6.0000%  | 0.0000% | $2512061.00        | $2547949.14        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD8339 | 2055-04-01      | 6.5000%  | 0.0000% | $2865003.98        | $2984884.66        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD8342 | 2055-04-01      | 6.5000%  | 0.0000% | $64561.86          | $67026.45          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD9449 | 2055-05-01      | 6.5000%  | 0.0000% | $1109246.00        | $1160562.06        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9575 | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.17           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD9578 | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1033.84           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD9597 | 2055-05-01      | 6.5000%  | 0.0000% | $8968055.00        | $9446107.14        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD9611 | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.23           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9957 | 2055-05-01      | 6.0000%  | 0.0000% | $34422.00          | $34913.76          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9940 | 2055-05-01      | 6.0000%  | 0.0000% | $10421061.00       | $10590667.24       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE0060 | 2055-05-01      | 6.0000%  | 0.0000% | $3090259.00        | $3142006.42        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE0453 | 2055-06-01      | 6.0000%  | 0.0000% | $2254100.00        | $2286302.82        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I6BF0745 | 2063-06-01      | 4.0000%  | 0.0000% | $34563228.14       | $31124747.62       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0037 | 2051-08-01      | 3.0000%  | 0.0000% | $121257.46         | $105430.65         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS3180 | 2052-02-01      | 2.0000%  | 0.0000% | $55744.61          | $43587.72          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS3820 | 2053-01-01      | 6.0000%  | 0.0000% | $601311.84         | $615435.65         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1340 | 2055-05-01      | 5.5000%  | 0.0000% | $35010120.00       | $35006638.45       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1341 | 2055-05-01      | 5.5000%  | 0.0000% | $6873156.00        | $6865613.10        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1342 | 2055-05-01      | 5.5000%  | 0.0000% | $31346990.00       | $31267229.34       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1343 | 2055-05-01      | 5.5000%  | 0.0000% | $29315437.00       | $29200126.37       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1344 | 2055-05-01      | 5.5000%  | 0.0000% | $17791139.00       | $17794796.08       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1345 | 2055-05-01      | 5.5000%  | 0.0000% | $16783668.00       | $16743094.42       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1346 | 2055-05-01      | 6.0000%  | 0.0000% | $6734289.00        | $6955021.03        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1347 | 2055-05-01      | 6.0000%  | 0.0000% | $12045474.00       | $12407227.69       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSL1323 | 2052-08-01      | 2.0000%  | 0.0000% | $47520953.00       | $37148940.03       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL1325 | 2052-07-01      | 3.5000%  | 0.0000% | $51496191.00       | $46445776.43       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1329 | 2055-05-01      | 5.0000%  | 0.0000% | $37547285.00       | $36874053.84       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1333 | 2055-01-01      | 5.0000%  | 0.0000% | $52425.00          | $51177.48          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1372 | 2055-05-01      | 6.0000%  | 0.0000% | $6045605.00        | $6171204.46        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL1373 | 2054-07-01      | 6.5000%  | 0.0000% | $13677975.00       | $14262792.02       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1375 | 2055-05-01      | 5.5000%  | 0.0000% | $18382697.00       | $18285315.69       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL1376 | 2055-05-01      | 6.5000%  | 0.0000% | $64029083.00       | $66492032.81       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1350 | 2055-05-01      | 6.0000%  | 0.0000% | $32590565.00       | $33342863.86       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1354 | 2055-04-01      | 6.0000%  | 0.0000% | $2487973.00        | $2535101.01        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL1359 | 2055-05-01      | 6.5000%  | 0.0000% | $19660032.00       | $20602575.44       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL1364 | 2055-05-01      | 6.5000%  | 0.0000% | $15909343.00       | $16516652.12       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL1365 | 2055-05-01      | 6.5000%  | 0.0000% | $60044935.00       | $62552238.02       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL1366 | 2055-05-01      | 6.5000%  | 0.0000% | $6079088.00        | $6303698.82        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL1367 | 2055-05-01      | 6.5000%  | 0.0000% | $9768314.00        | $10289024.83       | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSL1370 | 2055-03-01      | 7.0000%  | 0.0000% | $18620498.00       | $19679965.03       | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSL1371 | 2055-01-01      | 7.0000%  | 0.0000% | $10389531.00       | $10969982.55       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0954 | 2054-02-01      | 6.5000%  | 0.0000% | $2252399.32        | $2332650.31        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2680 | 2054-10-01      | 5.5000%  | 0.0000% | $73465477.85       | $73119716.70       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ3737 | 2055-03-01      | 6.5000%  | 0.0000% | $51697295.58       | $53828832.51       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4048 | 2055-04-01      | 6.5000%  | 0.0000% | $39992214.25       | $41566232.26       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIRR0002 | 2040-05-01      | 5.0000%  | 0.0000% | $7574554.00        | $7603578.01        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIRR0003 | 2040-05-01      | 5.5000%  | 0.0000% | $13884470.00       | $14138438.56       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CIRR0006 | 2040-05-01      | 6.5000%  | 0.0000% | $7361537.00        | $7647923.69        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM7684 | 2048-08-01      | 4.0000%  | 0.0000% | $5571865.96        | $5199878.29        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA5498 | 2048-06-01      | 4.0000%  | 0.0000% | $8303397.00        | $7777046.51        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS0800 | 2033-07-01      | 5.5000%  | 0.0000% | $2821.84           | $2872.62           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZS0889 | 2035-07-01      | 5.0000%  | 0.0000% | $1432.79           | $1438.51           | Agency Mortgage-Backed Securities  |
| FEPC 08.000 CLZS0712 | 2032-04-01      | 8.0000%  | 0.0000% | $7405.53           | $7811.21           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS1579 | 2037-09-01      | 5.5000%  | 0.0000% | $141.81            | $145.06            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2059 | 2038-04-01      | 5.5000%  | 0.0000% | $33962.48          | $34727.95          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2254 | 2038-08-01      | 5.5000%  | 0.0000% | $23622.90          | $24058.73          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2516 | 2039-01-01      | 5.5000%  | 0.0000% | $40673.96          | $41457.65          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZS3549 | 2041-07-01      | 4.5000%  | 0.0000% | $4451135.00        | $4359045.46        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2876 | 2038-11-01      | 5.5000%  | 0.0000% | $278.70            | $284.30            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS3767 | 2043-07-01      | 3.5000%  | 0.0000% | $95113.69          | $88088.25          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS3781 | 2043-07-01      | 3.0000%  | 0.0000% | $189.87            | $168.70            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4036 | 2044-04-01      | 3.5000%  | 0.0000% | $41001.02          | $37903.29          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS4358 | 2038-12-01      | 5.5000%  | 0.0000% | $57169.13          | $58200.61          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4529 | 2043-09-01      | 3.0000%  | 0.0000% | $19259.48          | $17112.19          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4508 | 2043-01-01      | 3.0000%  | 0.0000% | $50404.59          | $44868.94          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4519 | 2043-06-01      | 3.0000%  | 0.0000% | $81035.28          | $72051.11          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4655 | 2046-03-01      | 3.5000%  | 0.0000% | $104905.77         | $95526.40          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4634 | 2045-10-01      | 4.0000%  | 0.0000% | $47209.47          | $44209.60          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4688 | 2046-11-01      | 3.0000%  | 0.0000% | $950.54            | $830.00            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4690 | 2046-11-01      | 4.0000%  | 0.0000% | $90132.73          | $84316.12          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4664 | 2046-05-01      | 4.0000%  | 0.0000% | $71665.20          | $67066.60          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4668 | 2046-06-01      | 3.5000%  | 0.0000% | $31085.44          | $28305.92          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4739 | 2047-10-01      | 3.5000%  | 0.0000% | $4194925.11        | $3804605.97        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CTZS8833 | 2027-06-01      | 4.5000%  | 0.0000% | $9.61              | $9.61              | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  | 0.0000% | $4263085.35        | $4098444.99        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZT0804 | 2044-11-01      | 5.0000%  | 0.0000% | $2290640.64        | $2272521.16        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0429 | 2047-11-01      | 4.0000%  | 0.0000% | $5338037.68        | $4970450.91        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZT0537 | 2048-03-01      | 3.5000%  | 0.0000% | $5245003.64        | $4755940.85        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0843 | 2037-04-01      | 2.5000%  | 0.0000% | $2857752.87        | $2647076.15        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7310 | 2052-05-01      | 3.5000%  | 0.0000% | $19184516.24       | $17135982.93       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7559 | 2052-06-01      | 4.0000%  | 0.0000% | $5535.69           | $5114.53           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA7615 | 2052-10-01      | 5.5000%  | 0.0000% | $6530.93           | $6510.23           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7587 | 2052-06-01      | 3.5000%  | 0.0000% | $80462.65          | $71769.34          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9995 | 2053-10-01      | 6.0000%  | 0.0000% | $82059849.05       | $83865193.05       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 3PRE6158 | 2055-02-01      | 6.5000%  | 0.0000% | $2769171.10        | $2815715.64        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQI0625 | 2054-03-01      | 5.0000%  | 0.0000% | $4229022.32        | $4127575.59        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI1873 | 2054-03-01      | 5.5000%  | 0.0000% | $2386909.36        | $2384268.38        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI5952 | 2054-05-01      | 6.0000%  | 0.0000% | $2742086.35        | $2800068.68        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI7436 | 2054-06-01      | 6.5000%  | 0.0000% | $3474735.17        | $3599846.87        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI7547 | 2054-06-01      | 5.5000%  | 0.0000% | $1925257.58        | $1916440.97        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI8330 | 2054-05-01      | 5.5000%  | 0.0000% | $4219914.81        | $4205628.52        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQI8740 | 2054-06-01      | 4.5000%  | 0.0000% | $2615674.87        | $2479489.76        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI9918 | 2054-07-01      | 6.0000%  | 0.0000% | $4228201.62        | $4336495.72        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO3049 | 2040-01-01      | 5.5000%  | 0.0000% | $893.85            | $915.60            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO3200 | 2040-03-01      | 5.5000%  | 0.0000% | $2040057.85        | $2089112.17        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA4676 | 2049-11-01      | 3.0000%  | 0.0000% | $2849143.35        | $2448438.88        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5048 | 2052-01-01      | 3.5000%  | 0.0000% | $20831546.01       | $18794250.89       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6432 | 2050-10-01      | 3.5000%  | 0.0000% | $12751288.06       | $11479837.29       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS8870 | 2053-09-01      | 5.0000%  | 0.0000% | $579963.70         | $563912.50         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS8746 | 2052-03-01      | 3.0000%  | 0.0000% | $3625179.72        | $3115412.99        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0646 | 2037-03-01      | 2.5000%  | 0.0000% | $14608.64          | $13557.69          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0711 | 2037-07-01      | 3.0000%  | 0.0000% | $1665347.27        | $1575546.19        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB0979 | 2038-01-01      | 3.5000%  | 0.0000% | $790.31            | $756.08            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB1180 | 2039-05-01      | 6.0000%  | 0.0000% | $1594.05           | $1645.54           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CISB8222 | 2038-04-01      | 4.5000%  | 0.0000% | $4061.27           | $4011.04           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CISB8382 | 2040-05-01      | 4.0000%  | 0.0000% | $1780442.17        | $1727210.90        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB8386 | 2040-05-01      | 6.0000%  | 0.0000% | $4908017.64        | $5047048.69        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB8373 | 2040-03-01      | 6.0000%  | 0.0000% | $10340858.17       | $10633745.74       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB8380 | 2040-04-01      | 6.0000%  | 0.0000% | $2971601.43        | $3055773.03        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0593 | 2051-05-01      | 3.0000%  | 0.0000% | $2901371.25        | $2531343.90        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD0615 | 2051-01-01      | 4.5000%  | 0.0000% | $734774.12         | $701428.60         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1053 | 2052-06-01      | 3.5000%  | 0.0000% | $3022354.68        | $2722190.87        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD1581 | 2052-09-01      | 2.5000%  | 0.0000% | $102910.25         | $84042.67          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1632 | 2052-09-01      | 5.5000%  | 0.0000% | $16126764.73       | $16180653.21       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1640 | 2052-09-01      | 4.0000%  | 0.0000% | $50802.39          | $46937.15          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL555424 | 2033-05-01      | 5.5000%  | 0.0000% | $70.23             | $71.73             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI7780 | 2041-07-01      | 4.5000%  | 0.0000% | $4705919.21        | $4628869.19        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAJ3142 | 2041-10-01      | 4.5000%  | 0.0000% | $45.38             | $44.49             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR2664 | 2051-02-01      | 2.0000%  | 0.0000% | $61048.89          | $48205.31          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIBU5641 | 2040-02-01      | 5.5000%  | 0.0000% | $1288286.01        | $1320810.80        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS9524 | 2050-04-01      | 4.0000%  | 0.0000% | $855332.78         | $799472.04         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFS9573 | 2054-09-01      | 7.0000%  | 0.0000% | $5298814.10        | $5661628.61        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS9564 | 2054-09-01      | 6.5000%  | 0.0000% | $9053868.89        | $9415997.48        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5172 | 2042-05-01      | 3.5000%  | 0.0000% | $21525130.95       | $19939663.93       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3122 | 2053-06-01      | 5.0000%  | 0.0000% | $6917549.50        | $6744512.38        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3251 | 2053-07-01      | 6.0000%  | 0.0000% | $4630002.12        | $4717566.26        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD4522 | 2052-06-01      | 3.5000%  | 0.0000% | $2289194.25        | $2034114.93        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD4772 | 2052-03-01      | 3.5000%  | 0.0000% | $12817318.15       | $11583374.99       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD4936 | 2052-11-01      | 4.5000%  | 0.0000% | $2585120.45        | $2489344.32        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD5007 | 2053-09-01      | 5.0000%  | 0.0000% | $4850861.80        | $4721759.88        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5651 | 2054-06-01      | 5.5000%  | 0.0000% | $13484774.49       | $13587859.61       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD5702 | 2054-04-01      | 6.5000%  | 0.0000% | $3785016.82        | $3935312.69        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD5703 | 2054-05-01      | 7.0000%  | 0.0000% | $12762358.58       | $13554478.48       | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD6036 | 2054-05-01      | 7.0000%  | 0.0000% | $9771238.46        | $10381490.31       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD6769 | 2052-02-01      | 3.0000%  | 0.0000% | $29555838.27       | $25392001.93       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD6770 | 2048-11-01      | 3.0000%  | 0.0000% | $30434004.93       | $26577123.79       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD6771 | 2049-01-01      | 4.0000%  | 0.0000% | $29669850.04       | $27727549.56       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD6772 | 2052-05-01      | 4.0000%  | 0.0000% | $24806864.46       | $23231683.68       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6785 | 2054-10-01      | 5.5000%  | 0.0000% | $45290880.38       | $45474378.92       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6794 | 2054-09-01      | 6.0000%  | 0.0000% | $25719984.61       | $26600876.93       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD6917 | 2054-09-01      | 6.5000%  | 0.0000% | $62185046.86       | $64817222.43       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD6952 | 2054-10-01      | 6.5000%  | 0.0000% | $64341830.48       | $66963123.80       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8020 | 2049-08-01      | 2.5000%  | 0.0000% | $3040447.72        | $2511938.52        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL6619 | 2045-04-01      | 4.5000%  | 0.0000% | $232085.87         | $224940.41         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL8687 | 2045-03-01      | 4.5000%  | 0.0000% | $737.74            | $712.91            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAP4781 | 2042-09-01      | 3.0000%  | 0.0000% | $33642.18          | $30017.25          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAQ4078 | 2043-06-01      | 4.0000%  | 0.0000% | $16369.76          | $15594.95          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS0044 | 2043-07-01      | 3.0000%  | 0.0000% | $1487582.68        | $1322041.01        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS4347 | 2045-01-01      | 4.0000%  | 0.0000% | $45873.97          | $43068.32          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6190 | 2045-11-01      | 3.5000%  | 0.0000% | $29250.74          | $26635.39          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX9742 | 2053-04-01      | 4.5000%  | 0.0000% | $660536.88         | $624905.54         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4398 | 2051-08-01      | 2.0000%  | 0.0000% | $312459.21         | $244135.04         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4413 | 2051-09-01      | 2.0000%  | 0.0000% | $396098.42         | $308902.15         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7460 | 2055-01-01      | 5.0000%  | 0.0000% | $3685028.10        | $3605872.88        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7462 | 2055-01-01      | 5.0000%  | 0.0000% | $8938040.73        | $8712433.66        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8108 | 2050-11-01      | 3.0000%  | 0.0000% | $770.78            | $662.52            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8183 | 2051-12-01      | 2.5000%  | 0.0000% | $80314.54          | $65767.16          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  | 0.0000% | $13758.39          | $13705.27          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  | 0.0000% | $89401585.05       | $86974580.38       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8384 | 2053-12-01      | 6.0000%  | 0.0000% | $2520286.63        | $2558351.36        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS9795 | 2047-06-01      | 3.5000%  | 0.0000% | $538846.94         | $490216.24         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT8394 | 2043-06-01      | 4.0000%  | 0.0000% | $38200.90          | $36325.13          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT9653 | 2043-07-01      | 4.0000%  | 0.0000% | $40253.89          | $38281.50          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAU7523 | 2043-09-01      | 4.0000%  | 0.0000% | $901197.71         | $857882.74         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAU8583 | 2043-10-01      | 4.5000%  | 0.0000% | $83371.61          | $80282.94          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAY3370 | 2045-04-01      | 2.5000%  | 0.0000% | $156680.28         | $132196.62         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAY8537 | 2045-07-01      | 4.0000%  | 0.0000% | $66740.79          | $63450.22          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAY9643 | 2045-04-01      | 2.5000%  | 0.0000% | $106800.62         | $91658.53          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA7531 | 2050-10-01      | 3.0000%  | 0.0000% | $260506.28         | $225209.93         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4237 | 2051-01-01      | 2.0000%  | 0.0000% | $107365.05         | $84178.18          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5354 | 2054-05-01      | 6.0000%  | 0.0000% | $3657983.73        | $3710462.38        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5389 | 2054-06-01      | 6.0000%  | 0.0000% | $4291908.73        | $4353224.37        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4737 | 2052-08-01      | 5.0000%  | 0.0000% | $96249.15          | $93756.95          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q50109 G | 2047-08-01      | 3.5000%  | 0.0000% | $229735.07         | $209043.63         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q53630 G | 2048-01-01      | 3.5000%  | 0.0000% | $99379.91          | $90107.22          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q53648 G | 2048-01-01      | 3.5000%  | 0.0000% | $153290.68         | $139299.60         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q54813 G | 2048-03-01      | 3.5000%  | 0.0000% | $1919052.73        | $1733444.72        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q57728 G | 2048-08-01      | 4.5000%  | 0.0000% | $780111.72         | $750177.27         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA5425 | 2049-12-01      | 3.0000%  | 0.0000% | $4324021.51        | $3710536.54        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA7477 | 2050-03-01      | 3.0000%  | 0.0000% | $26088.65          | $22715.17          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQB2462 | 2050-08-01      | 3.0000%  | 0.0000% | $2286103.80        | $1964996.90        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB9087 | 2051-02-01      | 2.0000%  | 0.0000% | $63294.32          | $50065.75          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB9391 | 2051-03-01      | 2.0000%  | 0.0000% | $71189.83          | $56374.59          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQC1805 | 2051-05-01      | 2.0000%  | 0.0000% | $380263.92         | $300152.24         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC2992 | 2051-06-01      | 2.5000%  | 0.0000% | $3410168.62        | $2800044.75        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQC7127 | 2051-09-01      | 2.0000%  | 0.0000% | $5479497.34        | $4324677.45        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQC6303 | 2051-09-01      | 2.0000%  | 0.0000% | $5438898.06        | $4292634.58        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC6891 | 2051-09-01      | 2.5000%  | 0.0000% | $4173170.65        | $3419841.94        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC9156 | 2051-10-01      | 2.5000%  | 0.0000% | $21469.07          | $17638.47          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD5570 | 2052-01-01      | 2.5000%  | 0.0000% | $4288410.12        | $3515144.98        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD7951 | 2052-03-01      | 3.0000%  | 0.0000% | $4960798.90        | $4262996.39        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE0785 | 2052-04-01      | 4.0000%  | 0.0000% | $8691151.93        | $8008481.26        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE2847 | 2052-05-01      | 4.5000%  | 0.0000% | $9838993.56        | $9379227.23        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE3890 | 2052-06-01      | 4.5000%  | 0.0000% | $5056385.93        | $4845049.22        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE4231 | 2052-06-01      | 5.0000%  | 0.0000% | $2606256.91        | $2535931.70        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQE6969 | 2052-08-01      | 5.5000%  | 0.0000% | $66857.06          | $66829.96          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB4293 | 2054-05-01      | 6.5000%  | 0.0000% | $457019.52         | $475495.05         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB5595 | 2054-06-01      | 6.5000%  | 0.0000% | $4688126.73        | $4873828.64        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC0721 | 2055-01-01      | 6.5000%  | 0.0000% | $1066259.89        | $1115583.06        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC0740 | 2055-01-01      | 6.0000%  | 0.0000% | $1228813.71        | $1255317.17        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC3417 | 2054-12-01      | 6.0000%  | 0.0000% | $1249681.08        | $1291748.26        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC4758 | 2055-01-01      | 6.5000%  | 0.0000% | $3824872.54        | $4024584.86        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5077 | 2054-10-01      | 5.0000%  | 0.0000% | $1809249.40        | $1765023.71        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5086 | 2054-10-01      | 5.0000%  | 0.0000% | $8247021.48        | $8037157.69        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC6099 | 2055-04-01      | 6.0000%  | 0.0000% | $4377272.84        | $4470120.63        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC6102 | 2055-04-01      | 6.0000%  | 0.0000% | $5609701.89        | $5730245.04        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC6091 | 2055-04-01      | 6.5000%  | 0.0000% | $3702139.05        | $3845049.44        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC8888 | 2054-12-01      | 5.5000%  | 0.0000% | $999738.93         | $1001114.12        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC8889 | 2054-12-01      | 5.5000%  | 0.0000% | $1129803.75        | $1130551.18        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC8192 | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.21           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8855 | 2054-07-01      | 6.0000%  | 0.0000% | $124924159.85      | $127691146.70      | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9168 | 2054-09-01      | 6.5000%  | 0.0000% | $49297571.87       | $51187449.06       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9215 | 2054-09-01      | 6.0000%  | 0.0000% | $118432107.42      | $121055418.00      | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9931 | 2055-02-01      | 6.0000%  | 0.0000% | $6521904.60        | $6655188.42        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA0290 | 2054-10-01      | 6.5000%  | 0.0000% | $1013.08           | $1052.99           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA0291 | 2054-07-01      | 6.5000%  | 0.0000% | $23186921.43       | $24121612.00       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA0752 | 2053-11-01      | 4.0000%  | 0.0000% | $31892514.01       | $29666200.37       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1781 | 2055-05-01      | 5.5000%  | 0.0000% | $12741311.00       | $12806171.36       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1790 | 2055-06-01      | 5.5000%  | 0.0000% | $26206453.00       | $26091185.38       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1791 | 2055-05-01      | 5.5000%  | 0.0000% | $8201749.00        | $8183332.43        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1792 | 2055-06-01      | 5.5000%  | 0.0000% | $271232.00         | $269455.04         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA1076 | 2052-11-01      | 4.0000%  | 0.0000% | $2144.53           | $1997.32           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5745 | 2040-05-01      | 5.0000%  | 0.0000% | $20559730.00       | $20638510.32       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5733 | 2055-05-01      | 4.5000%  | 0.0000% | $1003.00           | $948.19            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5736 | 2055-05-01      | 6.0000%  | 0.0000% | $9084391.00        | $9214173.63        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX1134 | 2054-12-01      | 5.0000%  | 0.0000% | $4386063.16        | $4302384.87        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQX1137 | 2054-12-01      | 4.5000%  | 0.0000% | $2848823.89        | $2701471.32        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX1266 | 2054-12-01      | 5.5000%  | 0.0000% | $4171485.04        | $4157938.38        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX2632 | 2054-12-01      | 6.5000%  | 0.0000% | $3647589.97        | $3774366.01        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX4399 | 2055-01-01      | 6.5000%  | 0.0000% | $2508287.00        | $2600582.20        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX4418 | 2055-01-01      | 7.0000%  | 0.0000% | $1416331.57        | $1491083.98        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX3682 | 2055-01-01      | 5.5000%  | 0.0000% | $4529750.54        | $4546350.07        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX6256 | 2055-02-01      | 6.0000%  | 0.0000% | $3439092.51        | $3499886.50        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX7071 | 2055-02-01      | 6.5000%  | 0.0000% | $997.52            | $1039.05           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX7066 | 2055-02-01      | 6.0000%  | 0.0000% | $2595232.38        | $2647727.01        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX7052 | 2055-02-01      | 5.5000%  | 0.0000% | $996.70            | $1001.78           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX7058 | 2055-02-01      | 6.0000%  | 0.0000% | $554607.50         | $569042.46         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX7225 | 2055-02-01      | 6.5000%  | 0.0000% | $3976323.85        | $4124462.24        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX7351 | 2055-03-01      | 5.5000%  | 0.0000% | $3472189.99        | $3456910.81        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX7643 | 2055-03-01      | 6.0000%  | 0.0000% | $1655757.81        | $1707098.44        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQX7690 | 2055-02-01      | 4.5000%  | 0.0000% | $1445268.49        | $1373156.82        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX9155 | 2055-03-01      | 6.0000%  | 0.0000% | $4095118.75        | $4165158.93        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX9575 | 2055-04-01      | 5.5000%  | 0.0000% | $4527022.43        | $4506404.36        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX9577 | 2055-04-01      | 6.0000%  | 0.0000% | $3129087.90        | $3185481.37        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX9584 | 2055-04-01      | 6.5000%  | 0.0000% | $2861453.20        | $2961060.71        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX9949 | 2055-03-01      | 6.0000%  | 0.0000% | $2936512.66        | $2978464.65        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY0815 | 2055-04-01      | 6.0000%  | 0.0000% | $2675516.18        | $2719101.23        | Agency Mortgage-Backed Securities  |
| 4 NOTE V 28          | 2028-02-29      | 4.0000%  | 0.0000% | $1000.00           | $1012.73           | U.S. Treasuries (including strips) |
| BILL 11/20/25        | 2025-11-20      | 0.0000%  | 0.0000% | $1000.00           | $980.18            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31      | 2031-04-30      | 4.6250%  | 0.0000% | $18277000.00       | $18861194.70       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  | 0.0000% | $860000.00         | $896897.76         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  | 0.0000% | $40404000.00       | $41581635.06       | U.S. Treasuries (including strips) |

### Security 345: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc. 4.260000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 959GFS009, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: 959GFS009_4.26_0602
- **C.18 - Value (incl. sponsor support):** $220000000.00
- **C.18.a - Value (excl. sponsor support):** $220000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMZC 11/15/38 U4                        | 2038-11-15      | 0.0000%  | 0.0000% | $250000.00         | $126618.00         | Agency Mortgage-Backed Securities |
| FMZC 12/17/2029 A                       | 2029-12-17      | 0.0000%  | 0.0000% | $15000.00          | $12446.90          | Agency Mortgage-Backed Securities |
| 2.90 FHOR 22-32 DJ                      | 2032-12-27      | 2.9000%  | 0.0000% | $2890000.00        | $2612398.16        | Agency Mortgage-Backed Securities |
| 1.85 FHOR 22-36 BJ                      | 2036-01-25      | 1.8500%  | 0.0000% | $3420000.00        | $2547474.59        | Agency Mortgage-Backed Securities |
| 2.09 FHOR 22-36 DH                      | 2036-02-22      | 2.0900%  | 0.0000% | $4470000.00        | $3432273.61        | Agency Mortgage-Backed Securities |
| 2.35 FHOR 22-32 FM                      | 2032-02-09      | 2.3500%  | 0.0000% | $5555000.00        | $4892598.65        | Agency Mortgage-Backed Securities |
| FHFR 03SO 08/25 6659                    | 2025-08-25      | 4.4700%  | 0.0000% | $60000.00          | $60046.43          | Agency Mortgage-Backed Securities |
| FHFR 03SO 12/25 6679                    | 2025-12-08      | 4.4850%  | 0.0000% | $65000.00          | $65696.93          | Agency Mortgage-Backed Securities |
| FHFR 03SO 12/25 6688                    | 2025-12-08      | 4.4800%  | 0.0000% | $50000.00          | $50535.52          | Agency Mortgage-Backed Securities |
| 6.05 FHOR 25-36 GZ                      | 2036-06-18      | 6.0500%  | 0.0000% | $360000.00         | $368796.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Banks                 | 2026-04-10      | 4.4400%  | 0.0000% | $1500000.00        | $1510268.75        | Agency Mortgage-Backed Securities |
| 5.50 FHOR 25-34 MW                      | 2034-12-26      | 5.5000%  | 0.0000% | $715000.00         | $727667.50         | Agency Mortgage-Backed Securities |
| 5.32 FHOR 26-33 IS                      | 2033-01-14      | 5.3200%  | 0.0000% | $16945000.00       | $17204051.39       | Agency Mortgage-Backed Securities |
| 5.52 FHOR 27-40 AS                      | 2040-02-10      | 5.5200%  | 0.0000% | $4940000.00        | $5038388.33        | Agency Mortgage-Backed Securities |
| 5.18 FHOR 26-32 JN                      | 2032-03-10      | 5.1800%  | 0.0000% | $7160000.00        | $7219443.12        | Agency Mortgage-Backed Securities |
| 5.75 FHOR 25-40 BK                      | 2040-04-02      | 5.7500%  | 0.0000% | $5150000.00        | $5144339.58        | Agency Mortgage-Backed Securities |
| 4.95 FHOR 26-33 IX                      | 2033-04-14      | 4.9500%  | 0.0000% | $325000.00         | $324518.35         | Agency Mortgage-Backed Securities |
| 2.23 FCOR 21-35 AH                      | 2035-03-12      | 2.2300%  | 0.0000% | $2000000.00        | $1595361.33        | Agency Mortgage-Backed Securities |
| 1 1/8 FCOR 21-29 ES                     | 2029-06-01      | 1.1250%  | 0.0000% | $600000.00         | $538180.05         | Agency Mortgage-Backed Securities |
| FCFR 03PR AA 26/03                      | 2026-03-18      | 4.4750%  | 0.0000% | $79000.00          | $79726.35          | Agency Mortgage-Backed Securities |
| 4.97 FCOR 26-29 HG                      | 2029-03-27      | 4.9700%  | 0.0000% | $1800000.00        | $1818913.50        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Banks Funding Corp. | 2025-06-02      | 4.5250%  | 0.0000% | $15000.00          | $15167.74          | Agency Mortgage-Backed Securities |
| FCFR 03SF EE 25/12                      | 2025-12-15      | 4.4800%  | 0.0000% | $28000.00          | $28275.82          | Agency Mortgage-Backed Securities |
| FCFR 03PR BV 25/08                      | 2025-08-07      | 4.4900%  | 0.0000% | $29000.00          | $29087.83          | Agency Mortgage-Backed Securities |
| FCFR 03FF EM 25/11                      | 2025-11-10      | 4.4650%  | 0.0000% | $1270000.00        | $1273886.91        | Agency Mortgage-Backed Securities |
| 5.14 FCOR 25-31 EY                      | 2031-01-30      | 5.1400%  | 0.0000% | $2906000.00        | $2949547.38        | Agency Mortgage-Backed Securities |
| 5.42 FCOR 25-33 EI                      | 2033-08-12      | 5.4200%  | 0.0000% | $5723000.00        | $5800483.70        | Agency Mortgage-Backed Securities |
| 4.94 FCOR 27-33 EJ                      | 2033-03-03      | 4.9400%  | 0.0000% | $2277000.00        | $2303705.41        | Agency Mortgage-Backed Securities |
| 5.25 FCOR 26-34 DE                      | 2034-03-03      | 5.2500%  | 0.0000% | $8113000.00        | $8162128.27        | Agency Mortgage-Backed Securities |
| 5.74 FCOR 26-45 G                       | 2045-03-06      | 5.7400%  | 0.0000% | $589000.00         | $590153.46         | Agency Mortgage-Backed Securities |
| FCFR 03PR AJ 26/04                      | 2026-04-17      | 4.4700%  | 0.0000% | $31000.00          | $31186.28          | Agency Mortgage-Backed Securities |
| FCFR 03SF DZ 26/09                      | 2026-09-21      | 4.4550%  | 0.0000% | $68000.00          | $68645.98          | Agency Mortgage-Backed Securities |
| FCFR 03SF GR 25/11                      | 2025-11-25      | 4.3850%  | 0.0000% | $35000.00          | $35035.07          | Agency Mortgage-Backed Securities |
| 5.23 FCOR 25-32 DT                      | 2032-11-26      | 5.2300%  | 0.0000% | $6475000.00        | $6459136.97        | Agency Mortgage-Backed Securities |
| FCFR 03PR AX 26/05                      | 2026-05-28      | 4.4600%  | 0.0000% | $5000.00           | $4999.54           | Agency Mortgage-Backed Securities |
| FCFR 03SF EG 26/09                      | 2026-09-08      | 4.4550%  | 0.0000% | $4230000.00        | $4277051.12        | Agency Mortgage-Backed Securities |
| FCFR 03PR BG 26/03                      | 2026-03-24      | 4.4400%  | 0.0000% | $19000.00          | $19156.62          | Agency Mortgage-Backed Securities |
| FCFR 03SF BR 26/07                      | 2026-07-15      | 4.4500%  | 0.0000% | $17000.00          | $17091.25          | Agency Mortgage-Backed Securities |
| FCFR 03PR BU 26/01                      | 2026-01-29      | 4.4300%  | 0.0000% | $25000.00          | $25106.87          | Agency Mortgage-Backed Securities |
| FCFR 03SF BV 26/05                      | 2026-05-26      | 4.4350%  | 0.0000% | $33000.00          | $33013.13          | Agency Mortgage-Backed Securities |
| FCFR 03SF BY 26/05                      | 2026-05-08      | 4.4500%  | 0.0000% | $1720000.00        | $1725970.79        | Agency Mortgage-Backed Securities |
| 5.67 FCOR 25-35 BR                      | 2035-08-27      | 5.6700%  | 0.0000% | $4184000.00        | $4216591.27        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Banks Funding Corp. | 2026-09-03      | 4.4700%  | 0.0000% | $31000.00          | $31368.93          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Banks Funding Corp. | 2026-03-11      | 4.4400%  | 0.0000% | $1200000.00        | $1212645.33        | Agency Mortgage-Backed Securities |
| FCFR 03SF CN 26/03                      | 2026-03-13      | 4.4400%  | 0.0000% | $2586000.00        | $2612613.53        | Agency Mortgage-Backed Securities |
| FCFR 03SF CO 26/06                      | 2026-06-15      | 4.4550%  | 0.0000% | $18000.00          | $18183.74          | Agency Mortgage-Backed Securities |
| 4.43 FCOR 27-28 JR                      | 2028-01-27      | 4.4300%  | 0.0000% | $5307000.00        | $5396453.91        | Agency Mortgage-Backed Securities |
| FCFR 03SF DA 26/10                      | 2026-10-09      | 4.4700%  | 0.0000% | $2500000.00        | $2518208.33        | Agency Mortgage-Backed Securities |
| 5.29 FCOR 25-36 BZ                      | 2036-04-07      | 5.2900%  | 0.0000% | $4691000.00        | $4597771.33        | Agency Mortgage-Backed Securities |
| FCFR 03SF DJ 26/04                      | 2026-04-21      | 4.4400%  | 0.0000% | $17000.00          | $17093.09          | Agency Mortgage-Backed Securities |
| FCFR 03SF DT 26/02                      | 2026-02-09      | 4.4200%  | 0.0000% | $20000.00          | $20052.02          | Agency Mortgage-Backed Securities |
| 5.82 FCOR 25-40 AE                      | 2040-03-26      | 5.8200%  | 0.0000% | $5788000.00        | $5805998.75        | Agency Mortgage-Backed Securities |
| 5 5/8 FCOR 26-40 AF                     | 2040-03-26      | 5.6250%  | 0.0000% | $4312000.00        | $4324871.32        | Agency Mortgage-Backed Securities |
| 4.67 FCOR 25-28 KI                      | 2028-10-10      | 4.6700%  | 0.0000% | $41500000.00       | $41703894.11       | Agency Mortgage-Backed Securities |
| 4.55 FCOR 25-28 KJ                      | 2028-04-17      | 4.5500%  | 0.0000% | $9920000.00        | $9954776.76        | Agency Mortgage-Backed Securities |
| 5.78 FCOR 26-40 AH                      | 2040-04-23      | 5.7800%  | 0.0000% | $20000000.00       | $19927831.11       | Agency Mortgage-Backed Securities |
| 5.12 FCOR 25-31 FE                      | 2031-08-01      | 5.1200%  | 0.0000% | $20333000.00       | $20375240.68       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.        | 2025-12-11      | 0.0000%  | 0.0000% | $312000.00         | $304921.34         | Agency Mortgage-Backed Securities |
| 6.75 FMPR GB 29 A                       | 2029-09-15      | 0.0000%  | 0.0000% | $25000.00          | $20757.50          | Agency Mortgage-Backed Securities |
| FMIN 03/15/2031 E                       | 2031-03-15      | 0.0000%  | 0.0000% | $46000.00          | $35751.66          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.        | 2026-03-05      | 4.4400%  | 0.0000% | $1250000.00        | $1264186.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.        | 2026-04-02      | 4.4450%  | 0.0000% | $1200000.00        | $1209454.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.        | 2026-05-07      | 4.4400%  | 0.0000% | $1600000.00        | $1605581.33        | Agency Mortgage-Backed Securities |
| 6.21 FNPR GDED 08/38                    | 2038-08-06      | 0.0000%  | 0.0000% | $11339000.00       | $5831874.48        | Agency Mortgage-Backed Securities |
| RFIN 07/15/25                           | 2025-07-15      | 0.0000%  | 0.0000% | $340000.00         | $338027.66         | Corporate Debt Securities         |
| RFIN 01/15/28                           | 2028-01-15      | 0.0000%  | 0.0000% | $497000.00         | $446668.81         | Corporate Debt Securities         |
| RFIN 04/15/27                           | 2027-04-15      | 0.0000%  | 0.0000% | $680000.00         | $628340.40         | Corporate Debt Securities         |
| RFIN 04/15/29                           | 2029-04-15      | 0.0000%  | 0.0000% | $900000.00         | $762971.40         | Corporate Debt Securities         |

### Security 346: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 959JAH002, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 959JAH002_4.35_0602
- **C.18 - Value (incl. sponsor support):** $90375000.00
- **C.18.a - Value (excl. sponsor support):** $90375000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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% | $17947514.19       | $15782086.78       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM6402 | 2051-03-01      | 2.0000%  | 0.0000% | $22461405.03       | $17573401.48       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM6963 | 2051-05-01      | 2.0000%  | 0.0000% | $13393155.87       | $10587853.71       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7988 | 2050-12-01      | 2.0000%  | 0.0000% | $21063872.24       | $16505926.45       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7628 | 2050-11-01      | 2.0000%  | 0.0000% | $20866513.41       | $16489868.87       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8730 | 2051-01-01      | 2.0000%  | 0.0000% | $20584645.33       | $16147112.70       | Agency Mortgage-Backed Securities |

### Security 347: Citigroup Global Markets Holdings, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 959JDB002, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 959JDB002_4.40_1029
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-10-29
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA9357 M | 2050-07-20      | 3.0000%  | 0.0000% | $15448671.72       | $13523870.22       | Agency Mortgage-Backed Securities |
| GNMI SF BQ8629 X | 2050-07-15      | 2.5000%  | 0.0000% | $931574.10         | $783949.31         | Agency Mortgage-Backed Securities |
| GNII SF BS7617 C | 2050-06-20      | 2.5000%  | 0.0000% | $1089579.94        | $909781.69         | Agency Mortgage-Backed Securities |
| GNII SF BS7621 C | 2050-06-20      | 3.0000%  | 0.0000% | $1088671.99        | $937480.13         | Agency Mortgage-Backed Securities |
| GNII SF BT9472 C | 2050-05-20      | 4.0000%  | 0.0000% | $601853.05         | $552472.35         | Agency Mortgage-Backed Securities |
| GNII SF BU3182 C | 2050-06-20      | 5.5000%  | 0.0000% | $887809.45         | $901916.35         | Agency Mortgage-Backed Securities |
| GNII RG BU9000 C | 2050-05-20      | 3.0000%  | 0.0000% | $1914153.09        | $1659497.35        | Agency Mortgage-Backed Securities |
| GNMI SF BV2385 X | 2050-06-15      | 3.5000%  | 0.0000% | $812234.92         | $727485.07         | Agency Mortgage-Backed Securities |
| GNII SF BV8399 C | 2050-07-20      | 4.0000%  | 0.0000% | $647014.55         | $598317.79         | Agency Mortgage-Backed Securities |
| GNMI SF BW3851 X | 2050-07-15      | 2.5000%  | 0.0000% | $2010861.07        | $1692235.89        | Agency Mortgage-Backed Securities |
| GNMI SF BW3889 X | 2050-08-15      | 2.5000%  | 0.0000% | $1401917.69        | $1180159.39        | Agency Mortgage-Backed Securities |
| GNII SF MA6655 M | 2050-05-20      | 2.5000%  | 0.0000% | $332.59            | $279.17            | Agency Mortgage-Backed Securities |
| GNII SF MA6656 M | 2050-05-20      | 3.0000%  | 0.0000% | $96328015.18       | $84234675.09       | Agency Mortgage-Backed Securities |
| GNII SF MA6659 M | 2050-05-20      | 4.5000%  | 0.0000% | $271.68            | $259.70            | Agency Mortgage-Backed Securities |
| GNII SF MA6709 M | 2050-06-20      | 2.5000%  | 0.0000% | $111791365.02      | $94100816.26       | Agency Mortgage-Backed Securities |
| GNII SF MA6710 M | 2050-06-20      | 3.0000%  | 0.0000% | $105084.51         | $91870.41          | Agency Mortgage-Backed Securities |
| GNII SF MA6711 M | 2050-06-20      | 3.5000%  | 0.0000% | $3999307.68        | $3579618.11        | Agency Mortgage-Backed Securities |
| GNII SF MA6708 M | 2050-05-20      | 2.0000%  | 0.0000% | $11098.71          | $8909.37           | Agency Mortgage-Backed Securities |
| GNII JM MA6757 M | 2050-07-20      | 3.0000%  | 0.0000% | $89476.59          | $76407.34          | Agency Mortgage-Backed Securities |
| GNII JM MA6759 M | 2050-07-20      | 4.0000%  | 0.0000% | $107848.44         | $97626.80          | Agency Mortgage-Backed Securities |
| GNII SF MA6764 M | 2050-07-20      | 2.0000%  | 0.0000% | $2541622.96        | $2045107.03        | Agency Mortgage-Backed Securities |
| GNII SF MA6765 M | 2050-07-20      | 2.5000%  | 0.0000% | $11457128.00       | $9620193.94        | Agency Mortgage-Backed Securities |
| GNII SF MA6766 M | 2050-07-20      | 3.0000%  | 0.0000% | $10054914.35       | $8788454.32        | Agency Mortgage-Backed Securities |
| GNII SF MA6767 M | 2050-07-20      | 3.5000%  | 0.0000% | $107722.36         | $96598.89          | Agency Mortgage-Backed Securities |
| GNII SF MA6769 M | 2050-07-20      | 4.5000%  | 0.0000% | $76443.82          | $72852.80          | Agency Mortgage-Backed Securities |
| GNII SF MA6820 M | 2050-08-20      | 3.0000%  | 0.0000% | $7722635.93        | $6749928.75        | Agency Mortgage-Backed Securities |
| GNII SF MA6822 M | 2050-07-20      | 4.0000%  | 0.0000% | $1382133.59        | $1270529.37        | Agency Mortgage-Backed Securities |
| GNII SF MA6866 M | 2050-07-20      | 3.0000%  | 0.0000% | $14796601.86       | $12935953.84       | Agency Mortgage-Backed Securities |
| GNII SF MA9236 M | 2050-06-20      | 3.0000%  | 0.0000% | $91329.20          | $79614.10          | Agency Mortgage-Backed Securities |
| GNII SP 785057 M | 2050-05-20      | 2.0000%  | 0.0000% | $377642.65         | $305893.61         | Agency Mortgage-Backed Securities |
| GNII SP 785324 C | 2050-06-20      | 5.5000%  | 0.0000% | $618897.68         | $630466.46         | Agency Mortgage-Backed Securities |
| GNII SP 785749 C | 2050-06-20      | 5.0000%  | 0.0000% | $9395587.12        | $9247050.20        | Agency Mortgage-Backed Securities |

### Security 348: Citigroup Global Markets Holdings, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 959JDE006, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 959JDE006_4.35_0602
- **C.18 - Value (incl. sponsor support):** $1150000000.00
- **C.18.a - Value (excl. sponsor support):** $1150000000.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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 MA7766 M | 2051-12-20      | 2.0000%  | 0.0000% | $3568428.29        | $2864516.95        | Agency Mortgage-Backed Securities |
| GNII SF MA8201 M | 2052-08-20      | 4.5000%  | 0.0000% | $1876377.19        | $1784594.20        | Agency Mortgage-Backed Securities |
| GNII SF DE4859 C | 2054-12-20      | 5.5000%  | 0.0000% | $1285343.69        | $1296875.22        | Agency Mortgage-Backed Securities |
| GNII SF DE7119 C | 2051-09-20      | 4.5000%  | 0.0000% | $1357519.73        | $1274515.55        | Agency Mortgage-Backed Securities |
| GNII SF DE7793 C | 2054-11-20      | 6.0000%  | 0.0000% | $2310834.20        | $2378574.76        | Agency Mortgage-Backed Securities |
| GNII SF DE7878 C | 2054-12-20      | 5.5000%  | 0.0000% | $2096932.96        | $2108018.51        | Agency Mortgage-Backed Securities |
| GNII SF DE7917 C | 2055-01-20      | 6.0000%  | 0.0000% | $1161975.68        | $1204919.20        | Agency Mortgage-Backed Securities |
| GNII SF DE7918 C | 2054-12-20      | 6.0000%  | 0.0000% | $1307520.54        | $1354538.10        | Agency Mortgage-Backed Securities |
| GNII SF DE7919 C | 2054-12-20      | 6.0000%  | 0.0000% | $1454736.54        | $1506211.43        | Agency Mortgage-Backed Securities |
| GNII SF DE7941 C | 2055-01-20      | 7.0000%  | 0.0000% | $1428487.40        | $1507126.90        | Agency Mortgage-Backed Securities |
| GNII SF DE9232 C | 2054-10-20      | 6.5000%  | 0.0000% | $1758474.74        | $1802514.18        | Agency Mortgage-Backed Securities |
| GNII SF DF0789 C | 2055-04-20      | 7.0000%  | 0.0000% | $1302773.38        | $1392005.39        | Agency Mortgage-Backed Securities |
| GNII SF DF0528 C | 2054-09-20      | 6.0000%  | 0.0000% | $1271791.60        | $1309074.60        | Agency Mortgage-Backed Securities |
| GNII SF DF1455 C | 2054-12-20      | 6.5000%  | 0.0000% | $1362342.47        | $1431489.68        | Agency Mortgage-Backed Securities |
| GNII SF DF1814 C | 2054-11-20      | 5.0000%  | 0.0000% | $1518755.64        | $1490836.02        | Agency Mortgage-Backed Securities |
| GNII SF DF4808 C | 2054-11-20      | 6.0000%  | 0.0000% | $2643541.75        | $2723713.32        | Agency Mortgage-Backed Securities |
| GNII SF DF5062 C | 2055-01-20      | 7.0000%  | 0.0000% | $1148345.24        | $1196127.75        | Agency Mortgage-Backed Securities |
| GNII SF DF6466 C | 2054-11-20      | 5.5000%  | 0.0000% | $3739202.51        | $3740588.09        | Agency Mortgage-Backed Securities |
| GNII SF DF6585 C | 2054-12-20      | 6.0000%  | 0.0000% | $2622457.47        | $2680026.53        | Agency Mortgage-Backed Securities |
| GNII SF DF7229 C | 2055-01-20      | 7.0000%  | 0.0000% | $2914416.22        | $3014313.34        | Agency Mortgage-Backed Securities |
| GNII SF DF7244 C | 2055-01-20      | 5.5000%  | 0.0000% | $1244609.70        | $1245074.63        | Agency Mortgage-Backed Securities |
| GNII SF DF7310 C | 2054-11-20      | 6.0000%  | 0.0000% | $1280219.00        | $1313034.00        | Agency Mortgage-Backed Securities |
| GNII SF DF7318 C | 2054-11-20      | 6.0000%  | 0.0000% | $3803794.35        | $3906551.31        | Agency Mortgage-Backed Securities |
| GNII SF DF8347 C | 2055-02-20      | 7.0000%  | 0.0000% | $1594445.68        | $1649101.51        | Agency Mortgage-Backed Securities |
| GNII SF DF8348 C | 2055-02-20      | 7.0000%  | 0.0000% | $2375420.36        | $2456847.13        | Agency Mortgage-Backed Securities |
| GNII SF DF8363 C | 2055-01-20      | 7.0000%  | 0.0000% | $1437819.06        | $1487105.90        | Agency Mortgage-Backed Securities |
| GNII SF DF8364 C | 2055-01-20      | 7.0000%  | 0.0000% | $3362015.37        | $3477261.52        | Agency Mortgage-Backed Securities |
| GNII SF DF9043 C | 2055-04-20      | 6.5000%  | 0.0000% | $1194579.11        | $1255294.92        | Agency Mortgage-Backed Securities |
| GNII SF DF9045 C | 2055-04-20      | 6.5000%  | 0.0000% | $1685059.64        | $1743843.14        | Agency Mortgage-Backed Securities |
| GNII SF DF9587 C | 2054-11-20      | 8.0000%  | 0.0000% | $1361330.05        | $1444740.71        | Agency Mortgage-Backed Securities |
| GNII SF DG0865 C | 2055-01-20      | 5.0000%  | 0.0000% | $1355947.02        | $1326838.61        | Agency Mortgage-Backed Securities |
| GNII SF DG0077 C | 2055-04-20      | 6.0000%  | 0.0000% | $1577845.59        | $1624114.86        | Agency Mortgage-Backed Securities |
| GNII SF DG1749 C | 2055-03-20      | 7.0000%  | 0.0000% | $2735751.76        | $2829530.29        | Agency Mortgage-Backed Securities |
| GNII SF DG1342 C | 2055-02-20      | 7.0000%  | 0.0000% | $1138522.95        | $1220325.69        | Agency Mortgage-Backed Securities |
| GNII SF DG2231 C | 2054-11-20      | 7.5000%  | 0.0000% | $1569242.17        | $1674813.98        | Agency Mortgage-Backed Securities |
| GNII SF 004746 M | 2040-07-20      | 4.5000%  | 0.0000% | $2143457.93        | $2100921.00        | Agency Mortgage-Backed Securities |
| GNII SF 004834 M | 2040-10-20      | 4.5000%  | 0.0000% | $1672072.33        | $1638890.05        | Agency Mortgage-Backed Securities |
| GNII SF 004946 M | 2041-02-20      | 4.5000%  | 0.0000% | $1729551.22        | $1695226.54        | Agency Mortgage-Backed Securities |
| GNII SF MA7935 M | 2052-02-20      | 2.0000%  | 0.0000% | $3217606.72        | $2582898.76        | Agency Mortgage-Backed Securities |
| GNII SF MA9483 M | 2051-09-20      | 3.0000%  | 0.0000% | $2556278.01        | $2239086.51        | Agency Mortgage-Backed Securities |
| GNII SF BA0259 C | 2047-06-20      | 4.0000%  | 0.0000% | $2463337.19        | $2290891.82        | Agency Mortgage-Backed Securities |
| GNII SF BA5501 C | 2047-06-20      | 4.0000%  | 0.0000% | $1734912.14        | $1595911.36        | Agency Mortgage-Backed Securities |
| GNII SF CP2355 C | 2052-09-20      | 5.0000%  | 0.0000% | $1253494.84        | $1231045.72        | Agency Mortgage-Backed Securities |
| GNII SF DH3064 C | 2055-02-20      | 5.5000%  | 0.0000% | $1908333.83        | $1916078.91        | Agency Mortgage-Backed Securities |
| GNII SF DH3249 C | 2055-01-20      | 7.0000%  | 0.0000% | $1317026.09        | $1375048.84        | Agency Mortgage-Backed Securities |
| GNII SF DH3382 C | 2055-01-20      | 5.5000%  | 0.0000% | $1382466.43        | $1395718.14        | Agency Mortgage-Backed Securities |
| GNII SF DH3434 C | 2055-01-20      | 7.0000%  | 0.0000% | $1650170.29        | $1735769.39        | Agency Mortgage-Backed Securities |
| GNII SF DH3428 C | 2055-01-20      | 6.0000%  | 0.0000% | $1415672.05        | $1446886.67        | Agency Mortgage-Backed Securities |
| GNII SF DH4469 C | 2055-03-20      | 6.5000%  | 0.0000% | $1254265.54        | $1285715.13        | Agency Mortgage-Backed Securities |
| GNII SF DH3632 C | 2055-04-20      | 7.0000%  | 0.0000% | $1795826.76        | $1882067.55        | Agency Mortgage-Backed Securities |
| GNII SF DH3680 C | 2055-05-20      | 6.5000%  | 0.0000% | $1798633.00        | $1861376.71        | Agency Mortgage-Backed Securities |
| GNII SF DH3949 C | 2055-02-20      | 5.5000%  | 0.0000% | $1222617.23        | $1223073.95        | Agency Mortgage-Backed Securities |
| GNII SF DH3978 C | 2055-02-20      | 5.5000%  | 0.0000% | $2056196.46        | $2069719.15        | Agency Mortgage-Backed Securities |
| GNII SF DH3979 C | 2055-02-20      | 5.5000%  | 0.0000% | $2960719.28        | $2977644.40        | Agency Mortgage-Backed Securities |
| GNII SF DH4043 C | 2055-03-20      | 5.5000%  | 0.0000% | $1367377.32        | $1367678.90        | Agency Mortgage-Backed Securities |
| GNII SF DH4078 C | 2055-03-20      | 5.5000%  | 0.0000% | $1237975.88        | $1246117.50        | Agency Mortgage-Backed Securities |
| GNII SF DH4079 C | 2055-03-20      | 5.5000%  | 0.0000% | $1689586.52        | $1699245.14        | Agency Mortgage-Backed Securities |
| GNII SF DH4061 C | 2055-03-20      | 7.0000%  | 0.0000% | $1138609.46        | $1198509.30        | Agency Mortgage-Backed Securities |
| GNII SF DH4062 C | 2055-03-20      | 7.0000%  | 0.0000% | $1739195.26        | $1798811.20        | Agency Mortgage-Backed Securities |
| GNII SF DH4125 C | 2055-02-20      | 7.0000%  | 0.0000% | $1930429.77        | $2027271.49        | Agency Mortgage-Backed Securities |
| GNII SF DH4170 C | 2055-03-20      | 6.0000%  | 0.0000% | $2040473.11        | $2065239.02        | Agency Mortgage-Backed Securities |
| GNII SF DH4158 C | 2055-03-20      | 5.5000%  | 0.0000% | $1711567.01        | $1726922.43        | Agency Mortgage-Backed Securities |
| GNII SF DH4159 C | 2055-03-20      | 6.0000%  | 0.0000% | $1682551.01        | $1745314.09        | Agency Mortgage-Backed Securities |
| GNII SF DH4160 C | 2055-03-20      | 6.0000%  | 0.0000% | $1962845.95        | $2030040.70        | Agency Mortgage-Backed Securities |
| GNII SF DH4161 C | 2055-03-20      | 6.0000%  | 0.0000% | $3783730.59        | $3901648.03        | Agency Mortgage-Backed Securities |
| GNII SF DH5309 C | 2055-02-20      | 6.5000%  | 0.0000% | $1177684.28        | $1207213.66        | Agency Mortgage-Backed Securities |
| GNII SF DH4512 C | 2055-04-20      | 6.5000%  | 0.0000% | $1528315.37        | $1600841.75        | Agency Mortgage-Backed Securities |
| GNII SF DH4513 C | 2055-04-20      | 6.5000%  | 0.0000% | $2579414.06        | $2689955.14        | Agency Mortgage-Backed Securities |
| GNII SF DH4545 C | 2055-04-20      | 6.0000%  | 0.0000% | $1276503.25        | $1310997.35        | Agency Mortgage-Backed Securities |
| GNII SF DH4546 C | 2055-04-20      | 6.0000%  | 0.0000% | $1725086.57        | $1769320.09        | Agency Mortgage-Backed Securities |
| GNII SF DH4547 C | 2055-04-20      | 6.0000%  | 0.0000% | $1678131.51        | $1721162.72        | Agency Mortgage-Backed Securities |
| GNII SF DH4686 C | 2055-04-20      | 6.5000%  | 0.0000% | $1615686.00        | $1656396.62        | Agency Mortgage-Backed Securities |
| GNII SF DH4688 C | 2055-05-20      | 5.0000%  | 0.0000% | $1360758.00        | $1327981.12        | Agency Mortgage-Backed Securities |
| GNII SF DH4663 C | 2055-04-20      | 6.5000%  | 0.0000% | $2154739.00        | $2209032.20        | Agency Mortgage-Backed Securities |
| GNII SF DH4736 C | 2055-05-20      | 6.5000%  | 0.0000% | $2534251.00        | $2638779.00        | Agency Mortgage-Backed Securities |
| GNII SF DH5030 C | 2055-01-20      | 7.0000%  | 0.0000% | $2505399.91        | $2637206.22        | Agency Mortgage-Backed Securities |
| GNII SF DH6193 C | 2055-01-20      | 6.0000%  | 0.0000% | $1552646.02        | $1611099.01        | Agency Mortgage-Backed Securities |
| GNII SF DH6194 C | 2055-01-20      | 6.0000%  | 0.0000% | $1320630.46        | $1364219.62        | Agency Mortgage-Backed Securities |
| GNII SF DH6195 C | 2055-01-20      | 6.0000%  | 0.0000% | $1999660.63        | $2065048.20        | Agency Mortgage-Backed Securities |
| GNII SF DH6196 C | 2055-01-20      | 6.0000%  | 0.0000% | $1712113.71        | $1767045.74        | Agency Mortgage-Backed Securities |
| GNII SF DH6202 C | 2055-01-20      | 6.5000%  | 0.0000% | $1254924.62        | $1322940.42        | Agency Mortgage-Backed Securities |
| GNII SF DH6203 C | 2055-02-20      | 6.5000%  | 0.0000% | $2203336.30        | $2322078.75        | Agency Mortgage-Backed Securities |
| GNII SF DH6281 C | 2055-02-20      | 6.5000%  | 0.0000% | $1125014.55        | $1192943.05        | Agency Mortgage-Backed Securities |
| GNII SF DH6283 C | 2055-02-20      | 6.5000%  | 0.0000% | $1311107.62        | $1386259.14        | Agency Mortgage-Backed Securities |
| GNII SF DH5535 C | 2055-03-20      | 6.5000%  | 0.0000% | $1259105.92        | $1303028.71        | Agency Mortgage-Backed Securities |
| GNII SF DH5690 C | 2055-02-20      | 7.0000%  | 0.0000% | $1739388.19        | $1799012.49        | Agency Mortgage-Backed Securities |
| GNII SF DH5705 C | 2055-03-20      | 5.5000%  | 0.0000% | $1376110.49        | $1386129.34        | Agency Mortgage-Backed Securities |
| GNII SF DH6160 C | 2054-12-20      | 6.0000%  | 0.0000% | $1261514.69        | $1299746.57        | Agency Mortgage-Backed Securities |
| GNII SF DH7135 C | 2055-01-20      | 6.0000%  | 0.0000% | $1180101.32        | $1206014.38        | Agency Mortgage-Backed Securities |
| GNII SF DH6370 C | 2055-03-20      | 5.5000%  | 0.0000% | $2028755.36        | $2039480.49        | Agency Mortgage-Backed Securities |
| GNII SF DH6371 C | 2055-02-20      | 5.5000%  | 0.0000% | $1242484.36        | $1249052.83        | Agency Mortgage-Backed Securities |
| GNII SF DH6383 C | 2055-03-20      | 7.0000%  | 0.0000% | $1978675.43        | $2077937.44        | Agency Mortgage-Backed Securities |
| GNII SF DH6480 C | 2055-04-20      | 7.0000%  | 0.0000% | $2613418.90        | $2703003.99        | Agency Mortgage-Backed Securities |
| GNII SF DH6533 C | 2055-04-20      | 6.5000%  | 0.0000% | $2138914.03        | $2233989.00        | Agency Mortgage-Backed Securities |
| GNII SF DH6534 C | 2055-04-20      | 6.5000%  | 0.0000% | $1965916.30        | $2047513.84        | Agency Mortgage-Backed Securities |
| GNII SF DH6535 C | 2055-04-20      | 6.5000%  | 0.0000% | $2889217.11        | $3004887.24        | Agency Mortgage-Backed Securities |
| GNII SF DH6537 C | 2055-04-20      | 6.5000%  | 0.0000% | $1877629.03        | $1969030.34        | Agency Mortgage-Backed Securities |
| GNII SF DH6709 C | 2055-03-20      | 5.5000%  | 0.0000% | $1986035.20        | $1986777.10        | Agency Mortgage-Backed Securities |
| GNII SF DH6700 C | 2055-02-20      | 7.0000%  | 0.0000% | $1156321.05        | $1212382.84        | Agency Mortgage-Backed Securities |
| GNII SF DH6701 C | 2055-02-20      | 7.0000%  | 0.0000% | $3180116.09        | $3289123.76        | Agency Mortgage-Backed Securities |
| GNII SF DH6735 C | 2055-01-20      | 7.5000%  | 0.0000% | $1253732.91        | $1299814.70        | Agency Mortgage-Backed Securities |
| GNII SF DH6798 C | 2055-03-20      | 7.5000%  | 0.0000% | $1963661.64        | $2035839.30        | Agency Mortgage-Backed Securities |
| GNII SF DH6978 C | 2055-05-20      | 7.0000%  | 0.0000% | $1993562.00        | $2127662.71        | Agency Mortgage-Backed Securities |
| GNII SF DH7031 C | 2055-01-20      | 5.5000%  | 0.0000% | $2001793.38        | $2012375.98        | Agency Mortgage-Backed Securities |
| GNII SF DH7994 C | 2055-01-20      | 6.0000%  | 0.0000% | $1247847.58        | $1284439.88        | Agency Mortgage-Backed Securities |
| GNII SF DH7999 C | 2055-01-20      | 7.0000%  | 0.0000% | $1384430.22        | $1458958.10        | Agency Mortgage-Backed Securities |
| GNII SF DH8012 C | 2055-01-20      | 7.0000%  | 0.0000% | $1486053.13        | $1566050.18        | Agency Mortgage-Backed Securities |
| GNII SF DH7479 C | 2055-03-20      | 7.0000%  | 0.0000% | $2596781.73        | $2685793.93        | Agency Mortgage-Backed Securities |
| GNII SF DH7515 C | 2055-05-20      | 6.0000%  | 0.0000% | $1614674.00        | $1650131.16        | Agency Mortgage-Backed Securities |
| GNII SF DH7516 C | 2055-05-20      | 6.5000%  | 0.0000% | $1419417.00        | $1468933.52        | Agency Mortgage-Backed Securities |
| GNII SF DH7623 C | 2055-02-20      | 5.5000%  | 0.0000% | $1275125.37        | $1284059.60        | Agency Mortgage-Backed Securities |
| GNII SF DH7893 C | 2055-02-20      | 5.5000%  | 0.0000% | $1208436.22        | $1207635.70        | Agency Mortgage-Backed Securities |
| GNII SF DH7943 C | 2055-03-20      | 5.5000%  | 0.0000% | $1656123.06        | $1663505.32        | Agency Mortgage-Backed Securities |
| GNII SF DH7947 C | 2055-03-20      | 5.5000%  | 0.0000% | $1414073.85        | $1414602.08        | Agency Mortgage-Backed Securities |
| GNII SF DH8910 C | 2055-02-20      | 6.5000%  | 0.0000% | $1160233.86        | $1224889.18        | Agency Mortgage-Backed Securities |
| GNII SF DH8362 C | 2055-02-20      | 5.5000%  | 0.0000% | $1894277.81        | $1909991.89        | Agency Mortgage-Backed Securities |
| GNII SF DH8812 C | 2055-03-20      | 6.0000%  | 0.0000% | $1399077.47        | $1429800.28        | Agency Mortgage-Backed Securities |
| GNII SF DH9118 C | 2055-01-20      | 7.0000%  | 0.0000% | $1137367.14        | $1211102.52        | Agency Mortgage-Backed Securities |
| GNII SF DH9224 C | 2055-04-20      | 6.5000%  | 0.0000% | $1808967.38        | $1892592.53        | Agency Mortgage-Backed Securities |
| GNII SF CC3733 C | 2051-05-20      | 3.0000%  | 0.0000% | $2692731.13        | $2369890.62        | Agency Mortgage-Backed Securities |
| GNII SF CD7215 C | 2051-05-20      | 2.5000%  | 0.0000% | $2204845.19        | $1826367.83        | Agency Mortgage-Backed Securities |
| GNII SF CE3855 C | 2051-08-20      | 3.5000%  | 0.0000% | $1990849.26        | $1824038.87        | Agency Mortgage-Backed Securities |
| GNII SF CF8639 C | 2051-10-20      | 3.0000%  | 0.0000% | $4152416.83        | $3557070.99        | Agency Mortgage-Backed Securities |
| GNII SF CF8823 C | 2051-07-20      | 3.5000%  | 0.0000% | $1874863.68        | $1717780.93        | Agency Mortgage-Backed Securities |
| GNII SF CH3034 C | 2051-10-20      | 5.0000%  | 0.0000% | $1302488.48        | $1280976.30        | Agency Mortgage-Backed Securities |
| GNII SF CH3468 C | 2051-09-20      | 2.5000%  | 0.0000% | $1956542.39        | $1615557.92        | Agency Mortgage-Backed Securities |
| GNII SF CH6381 C | 2051-10-20      | 3.5000%  | 0.0000% | $3980136.32        | $3503954.58        | Agency Mortgage-Backed Securities |
| GNII SF DH9373 C | 2055-03-20      | 6.5000%  | 0.0000% | $1178869.04        | $1233362.39        | Agency Mortgage-Backed Securities |
| GNII SF DJ0820 C | 2055-05-20      | 7.0000%  | 0.0000% | $1598989.00        | $1653797.37        | Agency Mortgage-Backed Securities |
| GNII SF DJ0831 C | 2050-04-20      | 6.5000%  | 0.0000% | $2072413.00        | $2144678.27        | Agency Mortgage-Backed Securities |
| GNII SF DJ0835 C | 2055-05-20      | 6.5000%  | 0.0000% | $1172331.00        | $1201871.53        | Agency Mortgage-Backed Securities |
| GNII SF DJ0837 C | 2055-05-20      | 7.0000%  | 0.0000% | $1852414.00        | $1915905.28        | Agency Mortgage-Backed Securities |
| GNII SF DJ0082 C | 2055-05-20      | 6.0000%  | 0.0000% | $3344623.00        | $3450912.89        | Agency Mortgage-Backed Securities |
| GNII SF DJ0291 C | 2055-05-20      | 5.5000%  | 0.0000% | $2831151.00        | $2842641.38        | Agency Mortgage-Backed Securities |
| GNII SF DJ0708 C | 2055-05-20      | 7.0000%  | 0.0000% | $3607305.00        | $3730955.80        | Agency Mortgage-Backed Securities |
| GNII SF DJ0765 C | 2055-04-20      | 6.0000%  | 0.0000% | $3516203.48        | $3606356.59        | Agency Mortgage-Backed Securities |
| GNII SF DJ0751 C | 2055-04-20      | 6.5000%  | 0.0000% | $2492093.24        | $2604691.27        | Agency Mortgage-Backed Securities |
| GNII SF DJ0752 C | 2055-04-20      | 6.5000%  | 0.0000% | $1675383.55        | $1753342.69        | Agency Mortgage-Backed Securities |
| GNII SF DJ1698 C | 2055-04-20      | 5.0000%  | 0.0000% | $2785098.83        | $2722737.07        | Agency Mortgage-Backed Securities |
| GNII SF DJ1113 C | 2055-04-20      | 6.5000%  | 0.0000% | $1874734.82        | $1921697.13        | Agency Mortgage-Backed Securities |
| GNII SF DJ1313 C | 2055-05-20      | 7.5000%  | 0.0000% | $1251551.00        | $1349428.13        | Agency Mortgage-Backed Securities |
| GNII SF DJ1308 C | 2055-04-20      | 7.5000%  | 0.0000% | $1507767.73        | $1625682.20        | Agency Mortgage-Backed Securities |
| GNII SF DJ1319 C | 2055-05-20      | 7.5000%  | 0.0000% | $1249840.00        | $1347583.32        | Agency Mortgage-Backed Securities |
| GNII SF DJ1452 C | 2055-05-20      | 6.0000%  | 0.0000% | $1809769.00        | $1862837.46        | Agency Mortgage-Backed Securities |
| GNII SF DJ1463 C | 2055-04-20      | 6.0000%  | 0.0000% | $1884124.57        | $1939375.26        | Agency Mortgage-Backed Securities |
| GNII SF DJ1464 C | 2055-04-20      | 6.0000%  | 0.0000% | $2260625.78        | $2331078.94        | Agency Mortgage-Backed Securities |
| GNII SF DJ1508 C | 2055-05-20      | 7.0000%  | 0.0000% | $1217114.00        | $1258836.53        | Agency Mortgage-Backed Securities |
| GNII SF DJ1511 C | 2055-05-20      | 7.5000%  | 0.0000% | $1383780.00        | $1453617.53        | Agency Mortgage-Backed Securities |
| GNII SF DJ1512 C | 2055-05-20      | 7.5000%  | 0.0000% | $1200291.00        | $1257576.89        | Agency Mortgage-Backed Securities |
| GNII SF DJ1514 C | 2055-05-20      | 7.0000%  | 0.0000% | $1313009.00        | $1386902.37        | Agency Mortgage-Backed Securities |
| GNII SF DJ1531 C | 2055-05-20      | 7.0000%  | 0.0000% | $1541180.00        | $1631668.67        | Agency Mortgage-Backed Securities |
| GNII SF DJ1532 C | 2055-05-20      | 7.0000%  | 0.0000% | $1909204.00        | $1974645.57        | Agency Mortgage-Backed Securities |
| GNII SF DJ1550 C | 2055-04-20      | 7.5000%  | 0.0000% | $1176784.86        | $1232948.88        | Agency Mortgage-Backed Securities |
| GNII SF DJ1551 C | 2055-04-20      | 7.5000%  | 0.0000% | $1389749.52        | $1464546.76        | Agency Mortgage-Backed Securities |
| GNII SF DJ1559 C | 2055-05-20      | 6.0000%  | 0.0000% | $1165712.00        | $1199895.73        | Agency Mortgage-Backed Securities |
| GNII SF DJ1562 C | 2055-04-20      | 7.0000%  | 0.0000% | $1740412.08        | $1800068.00        | Agency Mortgage-Backed Securities |
| GNII SF DJ1600 C | 2055-04-20      | 7.5000%  | 0.0000% | $1647515.40        | $1726145.81        | Agency Mortgage-Backed Securities |
| GNII SF DJ1622 C | 2055-04-20      | 7.0000%  | 0.0000% | $2617563.80        | $2707285.74        | Agency Mortgage-Backed Securities |
| GNII SF DJ1643 C | 2055-04-20      | 7.0000%  | 0.0000% | $1314764.03        | $1388754.86        | Agency Mortgage-Backed Securities |
| GNII SF DJ1651 C | 2055-03-20      | 7.0000%  | 0.0000% | $1492432.64        | $1543591.57        | Agency Mortgage-Backed Securities |
| GNII SF DJ2661 C | 2055-04-20      | 7.0000%  | 0.0000% | $2396252.88        | $2478381.78        | Agency Mortgage-Backed Securities |
| GNII SF DJ2690 C | 2055-05-20      | 6.0000%  | 0.0000% | $1668452.00        | $1705088.42        | Agency Mortgage-Backed Securities |
| GNII SF DJ2692 C | 2055-05-20      | 6.5000%  | 0.0000% | $1142309.00        | $1198618.11        | Agency Mortgage-Backed Securities |
| GNII SF DJ2693 C | 2055-05-20      | 6.5000%  | 0.0000% | $1174814.00        | $1230564.93        | Agency Mortgage-Backed Securities |
| GNII SF DJ2694 C | 2055-05-20      | 6.5000%  | 0.0000% | $2444641.00        | $2549408.81        | Agency Mortgage-Backed Securities |
| GNII SF DJ1859 C | 2055-05-20      | 6.5000%  | 0.0000% | $1289360.00        | $1334338.18        | Agency Mortgage-Backed Securities |
| GNII SF DJ1850 C | 2055-05-20      | 6.5000%  | 0.0000% | $1218530.00        | $1284946.11        | Agency Mortgage-Backed Securities |
| GNII SF DJ1852 C | 2055-05-20      | 6.5000%  | 0.0000% | $1396843.00        | $1445570.63        | Agency Mortgage-Backed Securities |
| GNII SF DJ1856 C | 2055-05-20      | 6.5000%  | 0.0000% | $1461360.00        | $1512338.24        | Agency Mortgage-Backed Securities |
| GNII SF DJ1879 C | 2055-04-20      | 6.5000%  | 0.0000% | $3106576.83        | $3184471.48        | Agency Mortgage-Backed Securities |
| GNII SF DJ1957 C | 2055-05-20      | 5.0000%  | 0.0000% | $1494010.00        | $1461936.26        | Agency Mortgage-Backed Securities |
| GNII SF DJ1932 C | 2055-05-20      | 7.5000%  | 0.0000% | $1243276.00        | $1288974.68        | Agency Mortgage-Backed Securities |
| GNII SF DJ1941 C | 2055-04-20      | 7.0000%  | 0.0000% | $2288929.43        | $2412142.25        | Agency Mortgage-Backed Securities |
| GNII SF DJ1989 C | 2055-05-20      | 5.5000%  | 0.0000% | $2225178.00        | $2226009.23        | Agency Mortgage-Backed Securities |
| GNII SF DJ2016 C | 2055-04-20      | 6.5000%  | 0.0000% | $1483528.43        | $1535282.96        | Agency Mortgage-Backed Securities |
| GNII SF DJ2121 C | 2055-05-20      | 6.5000%  | 0.0000% | $2519045.00        | $2606919.65        | Agency Mortgage-Backed Securities |
| GNII SF DJ2143 C | 2055-05-20      | 6.0000%  | 0.0000% | $1787079.00        | $1826322.06        | Agency Mortgage-Backed Securities |
| GNII SF DJ2398 C | 2055-04-20      | 6.0000%  | 0.0000% | $2017979.75        | $2082109.81        | Agency Mortgage-Backed Securities |
| GNII SF DJ2500 C | 2055-05-20      | 6.0000%  | 0.0000% | $1431914.00        | $1463356.44        | Agency Mortgage-Backed Securities |
| GNII SF DJ2501 C | 2055-05-20      | 6.5000%  | 0.0000% | $1760193.00        | $1821595.77        | Agency Mortgage-Backed Securities |
| GNII SF DJ2503 C | 2055-05-20      | 7.0000%  | 0.0000% | $1780160.00        | $1843353.70        | Agency Mortgage-Backed Securities |
| GNII SF DJ2704 C | 2055-05-20      | 7.0000%  | 0.0000% | $1517874.00        | $1569905.03        | Agency Mortgage-Backed Securities |
| GNII SF DJ2706 C | 2055-05-20      | 7.0000%  | 0.0000% | $2649457.00        | $2740274.79        | Agency Mortgage-Backed Securities |
| GNII SF DJ5354 C | 2055-05-20      | 6.5000%  | 0.0000% | $2516581.00        | $2604374.72        | Agency Mortgage-Backed Securities |
| GNII SF DJ4721 C | 2055-04-20      | 5.5000%  | 0.0000% | $1293801.44        | $1294284.75        | Agency Mortgage-Backed Securities |
| GNII SF DJ4741 C | 2055-05-20      | 6.5000%  | 0.0000% | $1477197.00        | $1540502.44        | Agency Mortgage-Backed Securities |
| GNII SF DJ4781 C | 2055-03-20      | 7.5000%  | 0.0000% | $1524851.45        | $1627368.23        | Agency Mortgage-Backed Securities |
| GNII SF DJ4786 C | 2055-03-20      | 6.0000%  | 0.0000% | $2291518.89        | $2347462.51        | Agency Mortgage-Backed Securities |
| GNII SF DJ4773 C | 2055-04-20      | 7.0000%  | 0.0000% | $3118428.55        | $3312971.36        | Agency Mortgage-Backed Securities |
| GNII SF DJ4774 C | 2055-04-20      | 7.0000%  | 0.0000% | $2980489.64        | $3165515.13        | Agency Mortgage-Backed Securities |
| GNII SF DJ4776 C | 2055-04-20      | 7.0000%  | 0.0000% | $3655212.72        | $3882124.26        | Agency Mortgage-Backed Securities |
| GNII SF DJ4777 C | 2055-04-20      | 7.0000%  | 0.0000% | $3171930.46        | $3368840.38        | Agency Mortgage-Backed Securities |
| GNII SF DJ4819 C | 2055-04-20      | 6.5000%  | 0.0000% | $3544619.00        | $3742171.64        | Agency Mortgage-Backed Securities |
| GNII SF DJ4820 C | 2055-04-20      | 6.5000%  | 0.0000% | $3664981.00        | $3869241.79        | Agency Mortgage-Backed Securities |
| GNII SF DJ4799 C | 2051-03-20      | 7.0000%  | 0.0000% | $3312016.52        | $3517526.78        | Agency Mortgage-Backed Securities |
| GNII SF DJ4800 C | 2055-04-20      | 7.0000%  | 0.0000% | $1869660.70        | $1985717.81        | Agency Mortgage-Backed Securities |
| GNII SF DJ4810 C | 2055-04-20      | 5.0000%  | 0.0000% | $1289277.00        | $1261599.80        | Agency Mortgage-Backed Securities |
| GNII SF DJ4852 C | 2055-05-20      | 7.0000%  | 0.0000% | $2045875.00        | $2172874.51        | Agency Mortgage-Backed Securities |
| GNII SF DJ4821 C | 2055-04-20      | 6.5000%  | 0.0000% | $1703026.00        | $1797939.23        | Agency Mortgage-Backed Securities |
| GNII SF DJ4823 C | 2055-04-20      | 7.0000%  | 0.0000% | $2315557.00        | $2471331.21        | Agency Mortgage-Backed Securities |
| GNII SF DJ4824 C | 2055-04-20      | 7.0000%  | 0.0000% | $2722625.00        | $2892475.66        | Agency Mortgage-Backed Securities |
| GNII SF DJ4825 C | 2055-04-20      | 7.0000%  | 0.0000% | $1496481.00        | $1589382.37        | Agency Mortgage-Backed Securities |
| GNII SF DJ4826 C | 2055-04-20      | 7.0000%  | 0.0000% | $2363491.00        | $2510213.90        | Agency Mortgage-Backed Securities |
| GNII SF DJ4827 C | 2055-04-20      | 7.0000%  | 0.0000% | $3424971.00        | $3637592.82        | Agency Mortgage-Backed Securities |
| GNII SF DJ4830 C | 2055-04-20      | 7.5000%  | 0.0000% | $1423691.00        | $1519402.42        | Agency Mortgage-Backed Securities |
| GNII SF DJ4831 C | 2055-04-20      | 7.5000%  | 0.0000% | $2468717.00        | $2634688.02        | Agency Mortgage-Backed Securities |
| GNII SF DJ4832 C | 2055-04-20      | 7.5000%  | 0.0000% | $1287763.00        | $1374338.88        | Agency Mortgage-Backed Securities |
| GNII SF DJ4833 C | 2055-04-20      | 7.5000%  | 0.0000% | $3085000.00        | $3292403.52        | Agency Mortgage-Backed Securities |
| GNII SF DJ4834 C | 2055-04-20      | 7.5000%  | 0.0000% | $2886750.00        | $3080822.35        | Agency Mortgage-Backed Securities |
| GNII SF DJ4879 C | 2055-05-20      | 7.5000%  | 0.0000% | $2220864.00        | $2370171.95        | Agency Mortgage-Backed Securities |
| GNII SF DJ4857 C | 2055-05-20      | 5.0000%  | 0.0000% | $1577212.00        | $1543353.64        | Agency Mortgage-Backed Securities |
| GNII SF DJ4858 C | 2055-05-20      | 5.0000%  | 0.0000% | $1631003.00        | $1592974.17        | Agency Mortgage-Backed Securities |
| GNII SF DJ4861 C | 2055-04-20      | 5.5000%  | 0.0000% | $1284125.00        | $1289336.69        | Agency Mortgage-Backed Securities |
| GNII SF DJ4862 C | 2055-05-20      | 5.5000%  | 0.0000% | $2077940.00        | $2078716.23        | Agency Mortgage-Backed Securities |
| GNII SF DJ4868 C | 2055-05-20      | 6.5000%  | 0.0000% | $2591763.00        | $2736210.01        | Agency Mortgage-Backed Securities |
| GNII SF DJ4922 C | 2055-04-20      | 6.5000%  | 0.0000% | $1511045.66        | $1570239.54        | Agency Mortgage-Backed Securities |
| GNII SF DJ4923 C | 2055-04-20      | 6.5000%  | 0.0000% | $1268653.47        | $1312909.31        | Agency Mortgage-Backed Securities |
| GNII SF DJ4924 C | 2055-04-20      | 5.0000%  | 0.0000% | $1666115.58        | $1609813.83        | Agency Mortgage-Backed Securities |
| GNII SF DJ5186 C | 2055-03-20      | 7.0000%  | 0.0000% | $1683095.07        | $1740789.69        | Agency Mortgage-Backed Securities |
| GNII SF DJ5189 C | 2055-04-20      | 6.5000%  | 0.0000% | $3423012.00        | $3542420.73        | Agency Mortgage-Backed Securities |
| GNII SF DJ5214 C | 2055-05-20      | 5.5000%  | 0.0000% | $2450622.00        | $2477119.49        | Agency Mortgage-Backed Securities |
| GNII SF DJ5215 C | 2055-03-20      | 7.0000%  | 0.0000% | $1378550.00        | $1425805.16        | Agency Mortgage-Backed Securities |
| GNII SF DJ5841 C | 2055-05-20      | 7.0000%  | 0.0000% | $1630406.00        | $1722160.18        | Agency Mortgage-Backed Securities |
| GNII SF DJ5842 C | 2055-05-20      | 6.5000%  | 0.0000% | $1369975.00        | $1417768.10        | Agency Mortgage-Backed Securities |
| GNII SF DJ5845 C | 2055-05-20      | 6.0000%  | 0.0000% | $1777127.00        | $1816149.75        | Agency Mortgage-Backed Securities |
| GNII SF DJ5848 C | 2055-04-20      | 7.0000%  | 0.0000% | $1527226.00        | $1579577.61        | Agency Mortgage-Backed Securities |
| GNII SF DJ5835 C | 2055-05-20      | 5.5000%  | 0.0000% | $2053864.00        | $2054631.23        | Agency Mortgage-Backed Securities |
| GNII SF 790699 C | 2055-02-20      | 5.5000%  | 0.0000% | $1594455.02        | $1583301.10        | Agency Mortgage-Backed Securities |
| GNII SF MA1287 M | 2043-09-20      | 4.5000%  | 0.0000% | $2521546.12        | $2441928.30        | Agency Mortgage-Backed Securities |
| GNII SF MA2603 M | 2045-02-20      | 4.5000%  | 0.0000% | $3309418.50        | $3196120.56        | Agency Mortgage-Backed Securities |
| GNII SF MA2754 M | 2045-04-20      | 3.5000%  | 0.0000% | $1462776.55        | $1329019.45        | Agency Mortgage-Backed Securities |
| GNII SF MA4197 M | 2047-01-20      | 4.0000%  | 0.0000% | $1281331.02        | $1193575.51        | Agency Mortgage-Backed Securities |
| GNII SF CU8856 C | 2053-05-20      | 7.5000%  | 0.0000% | $1283666.45        | $1363906.73        | Agency Mortgage-Backed Securities |
| GNII SF CX2406 C | 2053-10-20      | 7.0000%  | 0.0000% | $1321617.76        | $1399667.07        | Agency Mortgage-Backed Securities |
| GNII SF CX9208 C | 2053-11-20      | 7.0000%  | 0.0000% | $1333959.96        | $1423752.66        | Agency Mortgage-Backed Securities |
| GNII SF MB0086 M | 2051-12-20      | 2.5000%  | 0.0000% | $1445694.33        | $1213209.18        | Agency Mortgage-Backed Securities |
| GNII SF MB0203 M | 2055-02-20      | 4.5000%  | 0.0000% | $2266809.45        | $2143275.13        | Agency Mortgage-Backed Securities |
| GNII SF MB0305 M | 2055-03-20      | 4.0000%  | 0.0000% | $2835971.82        | $2602855.56        | Agency Mortgage-Backed Securities |
| GNII SF MB0361 M | 2052-03-20      | 3.0000%  | 0.0000% | $1893759.00        | $1650842.11        | Agency Mortgage-Backed Securities |
| GNII SF MB0367 M | 2055-05-20      | 6.0000%  | 0.0000% | $1181440.00        | $1199023.76        | Agency Mortgage-Backed Securities |
| GNII SF DI0814 C | 2055-04-20      | 6.5000%  | 0.0000% | $2270059.01        | $2393779.75        | Agency Mortgage-Backed Securities |
| GNII SF DI0050 C | 2055-04-20      | 5.5000%  | 0.0000% | $1555309.75        | $1560189.63        | Agency Mortgage-Backed Securities |
| GNII SF DI0051 C | 2055-04-20      | 5.5000%  | 0.0000% | $1553421.14        | $1554001.43        | Agency Mortgage-Backed Securities |
| GNII SF DI0163 C | 2055-04-20      | 6.5000%  | 0.0000% | $1458388.71        | $1509264.76        | Agency Mortgage-Backed Securities |
| GNII SF DI1674 C | 2055-04-20      | 6.0000%  | 0.0000% | $2543584.63        | $2599437.51        | Agency Mortgage-Backed Securities |
| GNII SF DI1695 C | 2055-03-20      | 7.5000%  | 0.0000% | $1172664.97        | $1228631.18        | Agency Mortgage-Backed Securities |
| GNII SF DI1698 C | 2055-03-20      | 7.0000%  | 0.0000% | $1327528.83        | $1416828.89        | Agency Mortgage-Backed Securities |
| GNII SF DI1728 C | 2055-03-20      | 6.5000%  | 0.0000% | $1183167.12        | $1237861.52        | Agency Mortgage-Backed Securities |
| GNII SF DI0968 C | 2055-03-20      | 5.5000%  | 0.0000% | $1224765.95        | $1225223.46        | Agency Mortgage-Backed Securities |
| GNII SF DI1403 C | 2055-02-20      | 7.0000%  | 0.0000% | $1169200.29        | $1237856.77        | Agency Mortgage-Backed Securities |
| GNII SF DI1446 C | 2055-04-20      | 6.5000%  | 0.0000% | $2416679.75        | $2500983.48        | Agency Mortgage-Backed Securities |
| GNII SF DI1448 C | 2055-04-20      | 7.0000%  | 0.0000% | $1735349.58        | $1843603.96        | Agency Mortgage-Backed Securities |
| GNII SF DI1449 C | 2055-04-20      | 7.0000%  | 0.0000% | $2311433.75        | $2447158.57        | Agency Mortgage-Backed Securities |
| GNII SF DI1554 C | 2055-03-20      | 6.5000%  | 0.0000% | $2409506.45        | $2469922.68        | Agency Mortgage-Backed Securities |
| GNII SF DI1621 C | 2055-03-20      | 6.5000%  | 0.0000% | $1200269.40        | $1261274.42        | Agency Mortgage-Backed Securities |
| GNII SF DI1666 C | 2055-03-20      | 6.5000%  | 0.0000% | $2329299.84        | $2387704.96        | Agency Mortgage-Backed Securities |
| GNII SF DI1655 C | 2055-03-20      | 6.5000%  | 0.0000% | $1686708.25        | $1768291.14        | Agency Mortgage-Backed Securities |
| GNII SF DI2680 C | 2055-05-20      | 6.0000%  | 0.0000% | $2018475.00        | $2047931.28        | Agency Mortgage-Backed Securities |
| GNII SF DI1891 C | 2055-04-20      | 6.5000%  | 0.0000% | $2242382.00        | $2339170.18        | Agency Mortgage-Backed Securities |
| GNII SF DI1892 C | 2055-04-20      | 6.5000%  | 0.0000% | $1280752.00        | $1333912.32        | Agency Mortgage-Backed Securities |
| GNII SF DI1893 C | 2055-04-20      | 6.5000%  | 0.0000% | $1730101.00        | $1799365.79        | Agency Mortgage-Backed Securities |
| GNII SF DI1894 C | 2055-04-20      | 6.5000%  | 0.0000% | $1326503.00        | $1379284.70        | Agency Mortgage-Backed Securities |
| GNII SF DI1895 C | 2055-04-20      | 6.5000%  | 0.0000% | $2956367.00        | $3113882.56        | Agency Mortgage-Backed Securities |
| GNII SF DI1923 C | 2055-05-20      | 6.5000%  | 0.0000% | $3328177.00        | $3444280.82        | Agency Mortgage-Backed Securities |
| GNII SF DI1956 C | 2055-04-20      | 6.5000%  | 0.0000% | $1363169.00        | $1427442.57        | Agency Mortgage-Backed Securities |
| GNII SF DI1939 C | 2055-04-20      | 6.5000%  | 0.0000% | $1487152.00        | $1546325.94        | Agency Mortgage-Backed Securities |
| GNII SF DI1940 C | 2055-04-20      | 6.5000%  | 0.0000% | $2003982.00        | $2098467.97        | Agency Mortgage-Backed Securities |
| GNII SF DI1975 C | 2055-05-20      | 6.5000%  | 0.0000% | $1745744.00        | $1823342.51        | Agency Mortgage-Backed Securities |
| GNII SF DI1977 C | 2055-05-20      | 6.5000%  | 0.0000% | $1176963.00        | $1227763.21        | Agency Mortgage-Backed Securities |
| GNII SF DI1978 C | 2055-05-20      | 6.5000%  | 0.0000% | $2615314.00        | $2723868.13        | Agency Mortgage-Backed Securities |
| GNII SF DI1979 C | 2055-05-20      | 6.5000%  | 0.0000% | $1757617.00        | $1827983.39        | Agency Mortgage-Backed Securities |
| GNII SF DI1980 C | 2055-05-20      | 6.5000%  | 0.0000% | $2195538.00        | $2282898.70        | Agency Mortgage-Backed Securities |
| GNII SF DI1981 C | 2055-05-20      | 6.5000%  | 0.0000% | $2356486.00        | $2450250.84        | Agency Mortgage-Backed Securities |
| GNII SF DI1982 C | 2055-05-20      | 6.5000%  | 0.0000% | $3039670.00        | $3182984.70        | Agency Mortgage-Backed Securities |
| GNII SF DI2053 C | 2055-05-20      | 6.5000%  | 0.0000% | $2110929.00        | $2184571.10        | Agency Mortgage-Backed Securities |
| GNII SF DI2084 C | 2055-04-20      | 6.5000%  | 0.0000% | $1167264.90        | $1221223.02        | Agency Mortgage-Backed Securities |
| GNII SF DI2085 C | 2055-04-20      | 6.5000%  | 0.0000% | $1277257.98        | $1339041.65        | Agency Mortgage-Backed Securities |
| GNII SF DI2086 C | 2055-04-20      | 6.5000%  | 0.0000% | $1658625.30        | $1742926.77        | Agency Mortgage-Backed Securities |
| GNII SF DI2061 C | 2055-05-20      | 6.5000%  | 0.0000% | $1142662.00        | $1192329.07        | Agency Mortgage-Backed Securities |
| GNII SF DI2070 C | 2055-04-20      | 7.5000%  | 0.0000% | $2345986.06        | $2500843.82        | Agency Mortgage-Backed Securities |
| GNII SF DI2071 C | 2055-04-20      | 7.5000%  | 0.0000% | $2155346.51        | $2297615.90        | Agency Mortgage-Backed Securities |
| GNII SF DI2075 C | 2055-04-20      | 7.0000%  | 0.0000% | $2477300.82        | $2562219.94        | Agency Mortgage-Backed Securities |
| GNII SF DI2078 C | 2055-04-20      | 7.0000%  | 0.0000% | $1321603.63        | $1400819.08        | Agency Mortgage-Backed Securities |
| GNII SF DI2080 C | 2055-04-20      | 6.5000%  | 0.0000% | $1607680.36        | $1663701.77        | Agency Mortgage-Backed Securities |
| GNII SF DI2090 C | 2055-04-20      | 6.0000%  | 0.0000% | $1669178.27        | $1705832.31        | Agency Mortgage-Backed Securities |
| GNII SF DI2143 C | 2055-04-20      | 6.0000%  | 0.0000% | $1270800.10        | $1312744.55        | Agency Mortgage-Backed Securities |
| GNII SF DI2144 C | 2055-04-20      | 6.0000%  | 0.0000% | $1610602.68        | $1661536.92        | Agency Mortgage-Backed Securities |
| GNII SF DI2184 C | 2055-02-20      | 5.5000%  | 0.0000% | $2990156.61        | $3001467.04        | Agency Mortgage-Backed Securities |
| GNII SF DI2567 C | 2055-05-20      | 7.0000%  | 0.0000% | $1280273.00        | $1355449.21        | Agency Mortgage-Backed Securities |
| GNII SF DI2568 C | 2055-05-20      | 6.5000%  | 0.0000% | $1227574.00        | $1289968.04        | Agency Mortgage-Backed Securities |
| GNII SF DI3542 C | 2055-05-20      | 6.0000%  | 0.0000% | $1913446.00        | $2037204.50        | Agency Mortgage-Backed Securities |
| GNII SF DI3579 C | 2055-05-20      | 6.5000%  | 0.0000% | $1298526.00        | $1359746.45        | Agency Mortgage-Backed Securities |
| GNII SF MA4652 M | 2047-08-20      | 3.5000%  | 0.0000% | $3997481.00        | $3607084.78        | Agency Mortgage-Backed Securities |
| GNII SF MA4778 M | 2047-10-20      | 3.5000%  | 0.0000% | $4201838.10        | $3790622.88        | Agency Mortgage-Backed Securities |
| GNII SF MA4965 M | 2048-01-20      | 5.0000%  | 0.0000% | $1267644.59        | $1253729.37        | Agency Mortgage-Backed Securities |
| GNII SF MA5530 M | 2048-10-20      | 5.0000%  | 0.0000% | $1973068.49        | $1948970.96        | Agency Mortgage-Backed Securities |
| GNII SF MA5654 M | 2048-12-20      | 5.5000%  | 0.0000% | $2274593.86        | $2307030.84        | Agency Mortgage-Backed Securities |
| GNII SF MA5763 M | 2049-02-20      | 4.0000%  | 0.0000% | $3969424.19        | $3678744.13        | Agency Mortgage-Backed Securities |
| GNII SF MA6154 M | 2049-09-20      | 3.5000%  | 0.0000% | $1385076.98        | $1242967.31        | Agency Mortgage-Backed Securities |
| GNII SF CZ1951 C | 2054-02-20      | 6.5000%  | 0.0000% | $1292007.27        | $1362323.61        | Agency Mortgage-Backed Securities |
| GNII SF CZ3402 C | 2053-12-20      | 7.5000%  | 0.0000% | $1622407.52        | $1721772.96        | Agency Mortgage-Backed Securities |
| GNII SF CZ3977 C | 2054-01-20      | 7.0000%  | 0.0000% | $1319095.08        | $1383892.84        | Agency Mortgage-Backed Securities |
| GNII SF DA2053 C | 2054-03-20      | 8.0000%  | 0.0000% | $1387501.67        | $1545984.12        | Agency Mortgage-Backed Securities |
| GNII SF DA2136 C | 2054-03-20      | 6.5000%  | 0.0000% | $1200410.32        | $1248184.38        | Agency Mortgage-Backed Securities |
| GNII SF DA5597 C | 2054-04-20      | 7.0000%  | 0.0000% | $1121866.67        | $1202485.01        | Agency Mortgage-Backed Securities |
| GNII SF DA6062 C | 2054-03-20      | 6.5000%  | 0.0000% | $1512036.29        | $1583693.37        | Agency Mortgage-Backed Securities |
| GNII SF DA9824 C | 2054-05-20      | 7.0000%  | 0.0000% | $1653794.09        | $1726860.18        | Agency Mortgage-Backed Securities |
| GNII SF DA9610 C | 2054-03-20      | 6.5000%  | 0.0000% | $1451190.83        | $1511776.76        | Agency Mortgage-Backed Securities |
| GNII SF DB0346 C | 2054-04-20      | 6.0000%  | 0.0000% | $1309043.17        | $1348701.07        | Agency Mortgage-Backed Securities |
| GNII SF DI3582 C | 2055-05-20      | 6.5000%  | 0.0000% | $1957677.00        | $2066293.05        | Agency Mortgage-Backed Securities |
| GNII SF DI2708 C | 2055-04-20      | 6.0000%  | 0.0000% | $2417262.38        | $2470341.43        | Agency Mortgage-Backed Securities |
| GNII SF DI2713 C | 2055-05-20      | 6.5000%  | 0.0000% | $1249116.00        | $1292691.55        | Agency Mortgage-Backed Securities |
| GNII SF DI2716 C | 2055-05-20      | 6.0000%  | 0.0000% | $2570930.00        | $2627385.91        | Agency Mortgage-Backed Securities |
| GNII SF DI2891 C | 2055-05-20      | 6.5000%  | 0.0000% | $1524521.00        | $1577702.56        | Agency Mortgage-Backed Securities |
| GNII SF DI2895 C | 2055-05-20      | 5.5000%  | 0.0000% | $3280232.00        | $3281447.51        | Agency Mortgage-Backed Securities |
| GNII SF DI3014 C | 2055-03-20      | 6.5000%  | 0.0000% | $1922328.93        | $2001619.44        | Agency Mortgage-Backed Securities |
| GNII SF DI3011 C | 2055-03-20      | 6.5000%  | 0.0000% | $1152488.31        | $1207178.62        | Agency Mortgage-Backed Securities |
| GNII SF DI3021 C | 2055-03-20      | 7.0000%  | 0.0000% | $1509395.16        | $1598484.02        | Agency Mortgage-Backed Securities |
| GNII SF DI3022 C | 2055-03-20      | 7.0000%  | 0.0000% | $1384424.29        | $1461061.71        | Agency Mortgage-Backed Securities |
| GNII SF DI3023 C | 2055-03-20      | 7.0000%  | 0.0000% | $2261014.69        | $2379961.90        | Agency Mortgage-Backed Securities |
| GNII SF DI3025 C | 2055-03-20      | 7.0000%  | 0.0000% | $1824782.23        | $1887331.91        | Agency Mortgage-Backed Securities |
| GNII SF DI3027 C | 2055-04-20      | 7.0000%  | 0.0000% | $1514624.94        | $1604022.48        | Agency Mortgage-Backed Securities |
| GNII SF DI3029 C | 2055-04-20      | 7.0000%  | 0.0000% | $1324310.83        | $1393982.68        | Agency Mortgage-Backed Securities |
| GNII SF DI3165 C | 2055-03-20      | 7.0000%  | 0.0000% | $1157987.16        | $1197681.67        | Agency Mortgage-Backed Securities |
| GNII SF DI3276 C | 2055-03-20      | 7.0000%  | 0.0000% | $3398230.18        | $3514700.74        | Agency Mortgage-Backed Securities |
| GNII SF DI3302 C | 2055-03-20      | 6.5000%  | 0.0000% | $1129726.69        | $1192407.44        | Agency Mortgage-Backed Securities |
| GNII SF DI3305 C | 2055-03-20      | 6.5000%  | 0.0000% | $1460860.45        | $1534302.45        | Agency Mortgage-Backed Securities |
| GNII SF DI3306 C | 2055-03-20      | 6.5000%  | 0.0000% | $1340968.71        | $1404186.14        | Agency Mortgage-Backed Securities |
| GNII SF DI3307 C | 2055-03-20      | 6.5000%  | 0.0000% | $1232754.40        | $1288303.69        | Agency Mortgage-Backed Securities |
| GNII SF DI3308 C | 2055-03-20      | 6.5000%  | 0.0000% | $1156280.68        | $1206273.76        | Agency Mortgage-Backed Securities |
| GNII SF DI3337 C | 2055-03-20      | 6.5000%  | 0.0000% | $1768786.26        | $1857705.11        | Agency Mortgage-Backed Securities |
| GNII SF DI3346 C | 2055-03-20      | 6.5000%  | 0.0000% | $3181128.28        | $3311192.24        | Agency Mortgage-Backed Securities |
| GNII SF DI3389 C | 2055-04-20      | 6.5000%  | 0.0000% | $1502249.20        | $1539918.27        | Agency Mortgage-Backed Securities |
| GNII SF DI3688 C | 2055-05-20      | 6.5000%  | 0.0000% | $1421110.00        | $1470685.58        | Agency Mortgage-Backed Securities |
| GNII SF DI3710 C | 2055-04-20      | 7.0000%  | 0.0000% | $338654.56         | $350263.27         | Agency Mortgage-Backed Securities |
| GNII SF DI3828 C | 2055-04-20      | 6.5000%  | 0.0000% | $3048287.51        | $3154624.31        | Agency Mortgage-Backed Securities |
| GNII SF DI3830 C | 2055-03-20      | 6.0000%  | 0.0000% | $1419183.35        | $1457532.99        | Agency Mortgage-Backed Securities |
| GNII SF DI4091 C | 2055-05-20      | 7.0000%  | 0.0000% | $1787697.00        | $1848977.27        | Agency Mortgage-Backed Securities |
| GNII SF DI4094 C | 2055-05-20      | 5.0000%  | 0.0000% | $1753204.00        | $1709084.23        | Agency Mortgage-Backed Securities |
| GNII SF DI4095 C | 2055-05-20      | 5.0000%  | 0.0000% | $1744967.00        | $1701052.77        | Agency Mortgage-Backed Securities |
| GNII SF DI4103 C | 2055-05-20      | 5.5000%  | 0.0000% | $3438365.00        | $3439639.11        | Agency Mortgage-Backed Securities |
| GNII SF DI5301 C | 2055-05-20      | 7.0000%  | 0.0000% | $1952010.00        | $2088098.06        | Agency Mortgage-Backed Securities |
| GNII SF DI5355 C | 2055-04-20      | 6.5000%  | 0.0000% | $1312920.65        | $1371603.09        | Agency Mortgage-Backed Securities |
| GNII SF DI5370 C | 2055-04-20      | 7.0000%  | 0.0000% | $3236688.33        | $3458378.46        | Agency Mortgage-Backed Securities |
| GNII SF DI5372 C | 2055-04-20      | 7.0000%  | 0.0000% | $1116373.28        | $1198292.63        | Agency Mortgage-Backed Securities |
| GNII SF DI5374 C | 2055-04-20      | 6.5000%  | 0.0000% | $1491079.59        | $1574177.62        | Agency Mortgage-Backed Securities |
| GNII SF DI5375 C | 2055-04-20      | 6.5000%  | 0.0000% | $2586053.09        | $2742866.47        | Agency Mortgage-Backed Securities |
| GNII SF DI5376 C | 2055-04-20      | 6.5000%  | 0.0000% | $1230432.49        | $1305042.37        | Agency Mortgage-Backed Securities |
| GNII SF DI5377 C | 2055-04-20      | 6.0000%  | 0.0000% | $2910435.17        | $2995778.83        | Agency Mortgage-Backed Securities |
| GNII SF DI5378 C | 2055-04-20      | 5.5000%  | 0.0000% | $1675820.11        | $1690596.75        | Agency Mortgage-Backed Securities |
| GNII SF DI5197 C | 2055-05-20      | 6.0000%  | 0.0000% | $2704064.00        | $2789997.35        | Agency Mortgage-Backed Securities |
| GNII SF DI5183 C | 2055-05-20      | 6.5000%  | 0.0000% | $1719385.00        | $1779365.94        | Agency Mortgage-Backed Securities |
| GNII SF DI5184 C | 2055-05-20      | 6.0000%  | 0.0000% | $1415914.00        | $1460912.22        | Agency Mortgage-Backed Securities |
| GNII SF DI5233 C | 2055-05-20      | 7.0000%  | 0.0000% | $1235837.00        | $1284240.89        | Agency Mortgage-Backed Securities |
| GNII SF DI5235 C | 2055-05-20      | 7.0000%  | 0.0000% | $1297601.00        | $1376966.03        | Agency Mortgage-Backed Securities |
| GNII SF DI5215 C | 2055-05-20      | 7.0000%  | 0.0000% | $1345321.00        | $1450620.47        | Agency Mortgage-Backed Securities |
| GNII SF DI5217 C | 2055-05-20      | 6.5000%  | 0.0000% | $1465355.00        | $1547023.79        | Agency Mortgage-Backed Securities |
| GNII SF DI5219 C | 2055-05-20      | 6.0000%  | 0.0000% | $2586279.00        | $2658943.96        | Agency Mortgage-Backed Securities |
| GNII SF DI5237 C | 2055-05-20      | 7.0000%  | 0.0000% | $1376961.00        | $1466227.85        | Agency Mortgage-Backed Securities |
| GNII SF DI6227 C | 2055-03-20      | 6.5000%  | 0.0000% | $3528695.49        | $3660182.14        | Agency Mortgage-Backed Securities |
| GNII SF DI5471 C | 2055-03-20      | 5.5000%  | 0.0000% | $1338411.53        | $1352062.74        | Agency Mortgage-Backed Securities |
| GNII SF DI5657 C | 2055-03-20      | 7.5000%  | 0.0000% | $1349178.12        | $1448104.81        | Agency Mortgage-Backed Securities |
| GNII SF DI5667 C | 2055-03-20      | 7.0000%  | 0.0000% | $1280626.31        | $1355820.71        | Agency Mortgage-Backed Securities |
| GNII SF DI5668 C | 2055-03-20      | 7.0000%  | 0.0000% | $2257547.48        | $2377691.65        | Agency Mortgage-Backed Securities |
| GNII SF DI5708 C | 2053-04-20      | 7.0000%  | 0.0000% | $1628777.91        | $1684600.83        | Agency Mortgage-Backed Securities |
| GNII SF DI5710 C | 2051-04-20      | 6.5000%  | 0.0000% | $3601365.98        | $3696049.89        | Agency Mortgage-Backed Securities |
| GNII SF DI5721 C | 2055-03-20      | 7.0000%  | 0.0000% | $3303670.40        | $3416916.55        | Agency Mortgage-Backed Securities |
| GNII SF DI5731 C | 2055-03-20      | 6.0000%  | 0.0000% | $1260606.16        | $1299893.37        | Agency Mortgage-Backed Securities |
| GNII SF DI5733 C | 2055-03-20      | 6.5000%  | 0.0000% | $2296767.44        | $2357172.68        | Agency Mortgage-Backed Securities |
| GNII SF DI5795 C | 2055-03-20      | 6.5000%  | 0.0000% | $1214869.94        | $1257250.81        | Agency Mortgage-Backed Securities |
| GNII SF DI5875 C | 2055-04-20      | 5.5000%  | 0.0000% | $2074394.82        | $2088037.20        | Agency Mortgage-Backed Securities |
| GNII SF DI5990 C | 2055-04-20      | 6.5000%  | 0.0000% | $3677949.39        | $3824295.40        | Agency Mortgage-Backed Securities |
| GNII SF DI5991 C | 2055-04-20      | 6.5000%  | 0.0000% | $1782825.54        | $1827528.31        | Agency Mortgage-Backed Securities |
| GNII SF DI7136 C | 2055-04-20      | 6.5000%  | 0.0000% | $1180590.04        | $1236976.33        | Agency Mortgage-Backed Securities |
| GNII SF DI6349 C | 2055-05-20      | 5.5000%  | 0.0000% | $1769452.00        | $1775003.75        | Agency Mortgage-Backed Securities |
| GNII SF DI6350 C | 2055-05-20      | 5.5000%  | 0.0000% | $1704564.00        | $1705200.75        | Agency Mortgage-Backed Securities |
| GNII SF DI6396 C | 2055-05-20      | 6.5000%  | 0.0000% | $1673761.00        | $1732150.34        | Agency Mortgage-Backed Securities |
| GNII SF DI6644 C | 2055-03-20      | 6.5000%  | 0.0000% | $1743963.08        | $1807794.07        | Agency Mortgage-Backed Securities |
| GNII SF DI6654 C | 2055-03-20      | 5.5000%  | 0.0000% | $1281211.29        | $1288427.79        | Agency Mortgage-Backed Securities |
| GNII SF DI6778 C | 2055-04-20      | 6.0000%  | 0.0000% | $1229397.98        | $1276915.85        | Agency Mortgage-Backed Securities |
| GNII SF DI6749 C | 2055-03-20      | 5.5000%  | 0.0000% | $1274291.99        | $1279112.07        | Agency Mortgage-Backed Securities |
| GNII SF DI6761 C | 2055-03-20      | 6.0000%  | 0.0000% | $3100024.50        | $3168095.87        | Agency Mortgage-Backed Securities |
| GNII SF DI6973 C | 2055-04-20      | 5.5000%  | 0.0000% | $2177579.38        | $2178392.82        | Agency Mortgage-Backed Securities |
| GNII SF DI7030 C | 2055-04-20      | 6.0000%  | 0.0000% | $2740450.38        | $2827540.06        | Agency Mortgage-Backed Securities |
| GNII SF DI7031 C | 2055-04-20      | 6.0000%  | 0.0000% | $3003347.95        | $3094918.02        | Agency Mortgage-Backed Securities |
| GNII SF DI7032 C | 2055-04-20      | 6.0000%  | 0.0000% | $2108174.36        | $2167920.73        | Agency Mortgage-Backed Securities |
| GNII SF DI7033 C | 2055-04-20      | 6.0000%  | 0.0000% | $3559763.37        | $3653005.44        | Agency Mortgage-Backed Securities |
| GNII SF DI7045 C | 2055-04-20      | 6.5000%  | 0.0000% | $2938451.82        | $3040960.03        | Agency Mortgage-Backed Securities |
| GNII SF DI7060 C | 2055-04-20      | 6.5000%  | 0.0000% | $2334449.46        | $2441939.44        | Agency Mortgage-Backed Securities |
| GNII SF DI8038 C | 2055-04-20      | 7.0000%  | 0.0000% | $1423885.49        | $1512717.28        | Agency Mortgage-Backed Securities |
| GNII SF DI8080 C | 2055-05-20      | 6.0000%  | 0.0000% | $1686311.00        | $1729081.47        | Agency Mortgage-Backed Securities |
| GNII SF DI7285 C | 2055-03-20      | 5.5000%  | 0.0000% | $2958256.55        | $2969446.33        | Agency Mortgage-Backed Securities |
| GNII SF DI7307 C | 2055-03-20      | 5.5000%  | 0.0000% | $3151362.72        | $3165410.09        | Agency Mortgage-Backed Securities |
| GNII SF DI7746 C | 2055-03-20      | 6.5000%  | 0.0000% | $1284986.85        | $1317364.81        | Agency Mortgage-Backed Securities |
| GNII SF DI7869 C | 2055-04-20      | 7.0000%  | 0.0000% | $1340545.00        | $1417211.96        | Agency Mortgage-Backed Securities |
| GNII SF DI7889 C | 2055-04-20      | 6.0000%  | 0.0000% | $2282213.78        | $2332329.67        | Agency Mortgage-Backed Securities |
| GNII SF DI7891 C | 2055-04-20      | 7.0000%  | 0.0000% | $1664587.07        | $1721647.26        | Agency Mortgage-Backed Securities |
| GNII SF DI7894 C | 2055-04-20      | 5.5000%  | 0.0000% | $2456049.49        | $2456966.96        | Agency Mortgage-Backed Securities |
| GNII SF MA6339 M | 2049-12-20      | 3.5000%  | 0.0000% | $4007969.88        | $3581679.97        | Agency Mortgage-Backed Securities |
| GNII SF MA6599 M | 2050-04-20      | 3.0000%  | 0.0000% | $2557191.74        | $2237214.60        | Agency Mortgage-Backed Securities |
| GNII SF MA8045 M | 2052-05-20      | 4.0000%  | 0.0000% | $1503643.31        | $1385685.83        | Agency Mortgage-Backed Securities |
| GNII SF DC1245 C | 2054-06-20      | 6.0000%  | 0.0000% | $1171950.40        | $1212053.77        | Agency Mortgage-Backed Securities |
| GNII SF DD2318 C | 2055-05-20      | 6.0000%  | 0.0000% | $2946801.00        | $3033208.08        | Agency Mortgage-Backed Securities |
| GNII SF DD4499 C | 2054-11-20      | 6.0000%  | 0.0000% | $1200645.52        | $1238790.43        | Agency Mortgage-Backed Securities |
| GNII SF DD3756 C | 2054-09-20      | 7.5000%  | 0.0000% | $1646928.05        | $1749682.63        | Agency Mortgage-Backed Securities |
| GNII SF DD3993 C | 2054-10-20      | 7.3750%  | 0.0000% | $1169778.18        | $1228462.41        | Agency Mortgage-Backed Securities |
| GNII SF DD6430 C | 2054-07-20      | 7.5000%  | 0.0000% | $1787567.43        | $1944883.49        | Agency Mortgage-Backed Securities |
| GNII SF DD8284 C | 2054-09-20      | 6.0000%  | 0.0000% | $1308379.60        | $1346732.57        | Agency Mortgage-Backed Securities |
| GNII SF DI8322 C | 2055-04-20      | 6.5000%  | 0.0000% | $1216387.86        | $1278210.90        | Agency Mortgage-Backed Securities |
| GNII SF DI8306 C | 2055-04-20      | 6.5000%  | 0.0000% | $1200698.50        | $1256206.93        | Agency Mortgage-Backed Securities |
| GNII SF DI8355 C | 2055-05-20      | 5.0000%  | 0.0000% | $1309115.00        | $1278591.38        | Agency Mortgage-Backed Securities |
| GNII SF DI8414 C | 2055-04-20      | 5.5000%  | 0.0000% | $2078485.62        | $2099494.03        | Agency Mortgage-Backed Securities |
| GNII SF DI8411 C | 2055-04-20      | 5.0000%  | 0.0000% | $1761037.15        | $1716720.25        | Agency Mortgage-Backed Securities |
| GNII SF DI9791 C | 2055-05-20      | 5.0000%  | 0.0000% | $2802184.00        | $2731666.42        | Agency Mortgage-Backed Securities |
| GNII SF DI9792 C | 2055-05-20      | 5.0000%  | 0.0000% | $2186514.00        | $2131489.89        | Agency Mortgage-Backed Securities |
| GNII SF DI9805 C | 2055-03-20      | 5.0000%  | 0.0000% | $2415058.69        | $2354657.54        | Agency Mortgage-Backed Securities |
| GNII SF DI9283 C | 2055-03-20      | 5.0000%  | 0.0000% | $1321057.64        | $1294652.05        | Agency Mortgage-Backed Securities |
| GNII SF DI9285 C | 2055-03-20      | 5.0000%  | 0.0000% | $1685028.16        | $1644701.69        | Agency Mortgage-Backed Securities |
| GNII SF DI9529 C | 2055-04-20      | 6.5000%  | 0.0000% | $1730331.22        | $1773717.73        | Agency Mortgage-Backed Securities |
| GNII SF DI9571 C | 2055-05-20      | 5.0000%  | 0.0000% | $1643032.00        | $1610189.07        | Agency Mortgage-Backed Securities |
| GNII SF DI9572 C | 2055-05-20      | 5.0000%  | 0.0000% | $2023280.00        | $1979843.78        | Agency Mortgage-Backed Securities |
| GNII SF DI9573 C | 2055-05-20      | 5.0000%  | 0.0000% | $2798439.00        | $2735602.23        | Agency Mortgage-Backed Securities |
| GNII SF DI9574 C | 2055-05-20      | 5.0000%  | 0.0000% | $2592178.00        | $2530138.83        | Agency Mortgage-Backed Securities |
| GNII SF DI9576 C | 2055-05-20      | 5.0000%  | 0.0000% | $2287603.00        | $2230032.68        | Agency Mortgage-Backed Securities |
| GNII SF DI9548 C | 2055-05-20      | 6.5000%  | 0.0000% | $2890888.00        | $3044382.91        | Agency Mortgage-Backed Securities |
| GNII SF DI9549 C | 2055-05-20      | 6.5000%  | 0.0000% | $3160762.00        | $3317536.15        | Agency Mortgage-Backed Securities |
| GNII SF DI9550 C | 2055-05-20      | 6.5000%  | 0.0000% | $1304955.00        | $1366641.67        | Agency Mortgage-Backed Securities |
| GNII SF DI9558 C | 2055-05-20      | 7.0000%  | 0.0000% | $1433008.00        | $1524681.66        | Agency Mortgage-Backed Securities |
| GNII SF DI9559 C | 2055-04-20      | 7.0000%  | 0.0000% | $2118169.00        | $2244352.33        | Agency Mortgage-Backed Securities |
| GNII SF DI9560 C | 2055-05-20      | 7.0000%  | 0.0000% | $1358163.00        | $1434596.19        | Agency Mortgage-Backed Securities |
| GNII SF DI9596 C | 2055-05-20      | 6.0000%  | 0.0000% | $3046916.00        | $3148233.07        | Agency Mortgage-Backed Securities |
| GNII SF DI9609 C | 2055-05-20      | 6.5000%  | 0.0000% | $2411344.00        | $2530951.75        | Agency Mortgage-Backed Securities |
| GNII SF DI9610 C | 2055-05-20      | 6.5000%  | 0.0000% | $1909971.00        | $2000259.36        | Agency Mortgage-Backed Securities |
| GNII SF DI9611 C | 2055-05-20      | 6.5000%  | 0.0000% | $1449066.00        | $1514611.76        | Agency Mortgage-Backed Securities |
| GNII SF DI9660 C | 2055-05-20      | 5.5000%  | 0.0000% | $3455149.00        | $3456439.69        | Agency Mortgage-Backed Securities |
| GNII SF DI9679 C | 2055-05-20      | 6.5000%  | 0.0000% | $2403087.00        | $2550276.35        | Agency Mortgage-Backed Securities |
| GNII SF DI9680 C | 2055-05-20      | 6.5000%  | 0.0000% | $1778633.00        | $1883430.25        | Agency Mortgage-Backed Securities |
| GNII SF DI9681 C | 2055-05-20      | 6.5000%  | 0.0000% | $1443342.00        | $1525019.44        | Agency Mortgage-Backed Securities |
| GNII SF 003200 M | 2032-02-20      | 6.0000%  | 0.0000% | $1847306.35        | $1926100.12        | Agency Mortgage-Backed Securities |
| GNII SF MA8342 M | 2052-09-20      | 2.0000%  | 0.0000% | $1789655.85        | $1436626.75        | Agency Mortgage-Backed Securities |
| GNII SF MA8348 M | 2052-10-20      | 5.0000%  | 0.0000% | $1223480.54        | $1197048.20        | Agency Mortgage-Backed Securities |
| GNII SF MA8485 M | 2052-03-20      | 2.5000%  | 0.0000% | $1424163.99        | $1194110.08        | Agency Mortgage-Backed Securities |
| GNII SF MA9102 M | 2053-04-20      | 3.5000%  | 0.0000% | $2778602.01        | $2481445.66        | Agency Mortgage-Backed Securities |
| GNII SF DG2278 C | 2054-12-20      | 6.5000%  | 0.0000% | $1744355.18        | $1841449.67        | Agency Mortgage-Backed Securities |
| GNII SF DG2281 C | 2054-12-20      | 7.5000%  | 0.0000% | $2264434.51        | $2416676.22        | Agency Mortgage-Backed Securities |
| GNII SF DG2284 C | 2054-12-20      | 5.5000%  | 0.0000% | $1688967.89        | $1689600.51        | Agency Mortgage-Backed Securities |
| GNII SF DG2879 C | 2054-11-20      | 5.0000%  | 0.0000% | $1676029.90        | $1640056.89        | Agency Mortgage-Backed Securities |
| GNII SF DG3227 C | 2055-01-20      | 6.0000%  | 0.0000% | $2083157.09        | $2164698.80        | Agency Mortgage-Backed Securities |
| GNII SF DG3228 C | 2055-01-20      | 6.0000%  | 0.0000% | $1156690.27        | $1196287.63        | Agency Mortgage-Backed Securities |
| GNII SF DG3229 C | 2055-01-20      | 6.0000%  | 0.0000% | $1685521.58        | $1737016.51        | Agency Mortgage-Backed Securities |
| GNII SF DG4485 C | 2054-12-20      | 6.5000%  | 0.0000% | $1253853.37        | $1314504.91        | Agency Mortgage-Backed Securities |
| GNII SF DG4047 C | 2055-01-20      | 7.0000%  | 0.0000% | $2164599.21        | $2238794.94        | Agency Mortgage-Backed Securities |
| GNII SF DG4253 C | 2055-03-20      | 6.5000%  | 0.0000% | $1640234.99        | $1735668.96        | Agency Mortgage-Backed Securities |
| GNII SF DG4570 C | 2055-01-20      | 5.0000%  | 0.0000% | $1478204.74        | $1451027.62        | Agency Mortgage-Backed Securities |
| GNII SF DG4615 C | 2055-01-20      | 6.0000%  | 0.0000% | $2360820.63        | $2419398.09        | Agency Mortgage-Backed Securities |
| GNII SF DG4642 C | 2054-12-20      | 6.5000%  | 0.0000% | $1193501.16        | $1245799.32        | Agency Mortgage-Backed Securities |
| GNII SF DG4692 C | 2054-11-20      | 6.5000%  | 0.0000% | $1625372.05        | $1695494.04        | Agency Mortgage-Backed Securities |
| GNII SF DG6289 C | 2055-04-20      | 7.0000%  | 0.0000% | $1243602.33        | $1286232.88        | Agency Mortgage-Backed Securities |
| GNII SF DG5772 C | 2054-12-20      | 6.0000%  | 0.0000% | $1357382.01        | $1387187.85        | Agency Mortgage-Backed Securities |
| GNII SF DG5804 C | 2055-01-20      | 5.0000%  | 0.0000% | $2919738.21        | $2853462.42        | Agency Mortgage-Backed Securities |
| GNII SF DG5910 C | 2055-02-20      | 6.0000%  | 0.0000% | $1318410.49        | $1347361.91        | Agency Mortgage-Backed Securities |
| GNII SF DG6312 C | 2054-11-20      | 6.5000%  | 0.0000% | $1177368.28        | $1241513.79        | Agency Mortgage-Backed Securities |
| GNII SF DG6313 C | 2054-11-20      | 6.5000%  | 0.0000% | $1673441.74        | $1758461.14        | Agency Mortgage-Backed Securities |
| GNII SF DG6314 C | 2054-11-20      | 6.5000%  | 0.0000% | $1232664.52        | $1295290.18        | Agency Mortgage-Backed Securities |
| GNII SF DG6568 C | 2055-01-20      | 6.5000%  | 0.0000% | $1353206.68        | $1431525.02        | Agency Mortgage-Backed Securities |
| GNII SF DG6659 C | 2055-01-20      | 6.0000%  | 0.0000% | $2635981.28        | $2693849.86        | Agency Mortgage-Backed Securities |
| GNII SF DG6660 C | 2055-01-20      | 6.5000%  | 0.0000% | $3304907.95        | $3496150.12        | Agency Mortgage-Backed Securities |
| GNII SF DG6730 C | 2055-02-20      | 6.0000%  | 0.0000% | $1833056.34        | $1873307.20        | Agency Mortgage-Backed Securities |
| GNII SF DG6731 C | 2055-02-20      | 6.5000%  | 0.0000% | $1261877.88        | $1305844.36        | Agency Mortgage-Backed Securities |
| GNII SF DG6832 C | 2055-02-20      | 7.0000%  | 0.0000% | $1559756.04        | $1613221.19        | Agency Mortgage-Backed Securities |
| GNII SF DG7374 C | 2055-03-20      | 7.0000%  | 0.0000% | $1630075.04        | $1685953.84        | Agency Mortgage-Backed Securities |
| GNII SF DG7418 C | 2055-02-20      | 7.5000%  | 0.0000% | $3619075.67        | $3902100.66        | Agency Mortgage-Backed Securities |
| GNII SF DG7402 C | 2055-01-20      | 6.5000%  | 0.0000% | $3481570.67        | $3603029.13        | Agency Mortgage-Backed Securities |
| GNII SF DG7429 C | 2055-03-20      | 6.5000%  | 0.0000% | $1193370.54        | $1235002.59        | Agency Mortgage-Backed Securities |
| GNII SF DG7432 C | 2055-03-20      | 7.5000%  | 0.0000% | $2130857.58        | $2297498.46        | Agency Mortgage-Backed Securities |
| GNII SF DG7446 C | 2055-04-20      | 7.0000%  | 0.0000% | $2626953.01        | $2784412.28        | Agency Mortgage-Backed Securities |
| GNII SF DG7666 C | 2054-12-20      | 8.0000%  | 0.0000% | $1131764.22        | $1201166.77        | Agency Mortgage-Backed Securities |
| GNII SF DG8198 C | 2055-01-20      | 6.0000%  | 0.0000% | $2338694.35        | $2368085.50        | Agency Mortgage-Backed Securities |
| GNII SF DG9226 C | 2055-02-20      | 7.0000%  | 0.0000% | $2544085.57        | $2631296.54        | Agency Mortgage-Backed Securities |
| GNII SF DG9341 C | 2055-01-20      | 7.5000%  | 0.0000% | $1791576.76        | $1857427.36        | Agency Mortgage-Backed Securities |
| GNII SF DG9594 C | 2055-04-20      | 6.0000%  | 0.0000% | $1225287.91        | $1259412.59        | Agency Mortgage-Backed Securities |
| GNII SF DH0791 C | 2055-01-20      | 7.5000%  | 0.0000% | $2086096.17        | $2228886.68        | Agency Mortgage-Backed Securities |
| GNII SF DH0792 C | 2055-01-20      | 7.0000%  | 0.0000% | $1216343.66        | $1290738.75        | Agency Mortgage-Backed Securities |
| GNII SF DH0804 C | 2055-02-20      | 6.0000%  | 0.0000% | $1801642.94        | $1854474.92        | Agency Mortgage-Backed Securities |
| GNII SF DH0805 C | 2055-02-20      | 6.5000%  | 0.0000% | $3513915.99        | $3683898.55        | Agency Mortgage-Backed Securities |
| GNII SF DH0814 C | 2055-03-20      | 7.0000%  | 0.0000% | $1796038.87        | $1905891.59        | Agency Mortgage-Backed Securities |
| GNII SF DH0828 C | 2055-04-20      | 6.5000%  | 0.0000% | $2982791.48        | $3127081.37        | Agency Mortgage-Backed Securities |
| GNII SF DH0188 C | 2055-01-20      | 7.0000%  | 0.0000% | $1404050.59        | $1452178.48        | Agency Mortgage-Backed Securities |
| GNII SF DH0385 C | 2055-02-20      | 7.0000%  | 0.0000% | $3038616.88        | $3142777.29        | Agency Mortgage-Backed Securities |
| GNII SF DH0400 C | 2055-02-20      | 7.0000%  | 0.0000% | $1125339.31        | $1192379.03        | Agency Mortgage-Backed Securities |
| GNII SF DH0401 C | 2055-02-20      | 7.0000%  | 0.0000% | $1696014.92        | $1793321.89        | Agency Mortgage-Backed Securities |
| GNII SF DH0402 C | 2055-02-20      | 7.0000%  | 0.0000% | $1180203.39        | $1246618.02        | Agency Mortgage-Backed Securities |
| GNII SF DH0488 C | 2055-02-20      | 7.0000%  | 0.0000% | $1173288.66        | $1240603.62        | Agency Mortgage-Backed Securities |
| GNII SF DH0492 C | 2055-03-20      | 5.0000%  | 0.0000% | $1305254.01        | $1277233.83        | Agency Mortgage-Backed Securities |
| GNII SF DH0538 C | 2055-04-20      | 6.5000%  | 0.0000% | $1178115.79        | $1226436.34        | Agency Mortgage-Backed Securities |
| GNII SF DH0540 C | 2055-04-20      | 6.0000%  | 0.0000% | $1420202.35        | $1468822.03        | Agency Mortgage-Backed Securities |
| GNII SF DH0541 C | 2055-04-20      | 6.0000%  | 0.0000% | $1841202.83        | $1895193.03        | Agency Mortgage-Backed Securities |
| GNII SF DH1795 C | 2055-02-20      | 6.0000%  | 0.0000% | $1206342.65        | $1251343.25        | Agency Mortgage-Backed Securities |
| GNII SF DH1587 C | 2055-01-20      | 7.0000%  | 0.0000% | $1845359.60        | $1944698.79        | Agency Mortgage-Backed Securities |
| GNII SF DH3498 C | 2055-04-20      | 6.5000%  | 0.0000% | $1717173.04        | $1788973.39        | Agency Mortgage-Backed Securities |
| GNII SF DH2875 C | 2055-01-20      | 7.5000%  | 0.0000% | $3618869.98        | $3751883.96        | Agency Mortgage-Backed Securities |
| GNII SF DH2879 C | 2055-01-20      | 5.5000%  | 0.0000% | $3038949.97        | $3028889.70        | Agency Mortgage-Backed Securities |
| GNII SF DH3003 C | 2055-01-20      | 7.0000%  | 0.0000% | $1860716.54        | $1924501.70        | Agency Mortgage-Backed Securities |
| GNII SF DH3039 C | 2055-02-20      | 7.0000%  | 0.0000% | $2665300.29        | $2756663.82        | Agency Mortgage-Backed Securities |
| GNII SF CJ6712 C | 2051-11-20      | 2.0000%  | 0.0000% | $1640050.06        | $1283667.37        | Agency Mortgage-Backed Securities |
| GNII SF CK2709 C | 2052-02-20      | 3.0000%  | 0.0000% | $1909499.22        | $1657228.91        | Agency Mortgage-Backed Securities |
| GNII SF CK8204 C | 2052-02-20      | 3.0000%  | 0.0000% | $4552326.00        | $3930535.93        | Agency Mortgage-Backed Securities |
| GNII SF CL4955 C | 2052-03-20      | 3.0000%  | 0.0000% | $1967808.72        | $1714818.70        | Agency Mortgage-Backed Securities |
| GNII SF CL7285 C | 2052-03-20      | 3.3750%  | 0.0000% | $1634862.51        | $1455833.21        | Agency Mortgage-Backed Securities |
| GNII SF CM8288 C | 2052-04-20      | 4.0000%  | 0.0000% | $3557418.51        | $3265148.91        | Agency Mortgage-Backed Securities |
| GNII SF MA9959 M | 2051-11-20      | 2.5000%  | 0.0000% | $2797115.87        | $2347406.46        | Agency Mortgage-Backed Securities |
| GNII SF DJ5840 C | 2055-05-20      | 5.0000%  | 0.0000% | $1525534.00        | $1492785.02        | Agency Mortgage-Backed Securities |
| GNII SF DJ5852 C | 2055-05-20      | 5.0000%  | 0.0000% | $1908153.00        | $1863662.08        | Agency Mortgage-Backed Securities |
| GNII SF DJ5856 C | 2055-05-20      | 6.0000%  | 0.0000% | $2386504.00        | $2456486.64        | Agency Mortgage-Backed Securities |
| GNII SF DJ5937 C | 2055-04-20      | 5.0000%  | 0.0000% | $2446968.51        | $2392175.45        | Agency Mortgage-Backed Securities |
| GNII SF DJ6119 C | 2055-05-20      | 6.5000%  | 0.0000% | $2689850.00        | $2819971.79        | Agency Mortgage-Backed Securities |
| GNII SF DJ7114 C | 2055-05-20      | 6.5000%  | 0.0000% | $1145033.00        | $1197756.17        | Agency Mortgage-Backed Securities |
| GNII SF DJ6542 C | 2055-05-20      | 7.0000%  | 0.0000% | $1345660.00        | $1416449.64        | Agency Mortgage-Backed Securities |
| GNII SF DJ6584 C | 2055-05-20      | 6.5000%  | 0.0000% | $1418009.00        | $1489211.64        | Agency Mortgage-Backed Securities |
| GNII SF DJ6559 C | 2055-05-20      | 6.0000%  | 0.0000% | $3483274.00        | $3559764.37        | Agency Mortgage-Backed Securities |
| GNII SF DJ6578 C | 2055-05-20      | 6.5000%  | 0.0000% | $2282468.00        | $2359291.56        | Agency Mortgage-Backed Securities |
| GNII SF DJ6884 C | 2055-05-20      | 6.5000%  | 0.0000% | $1308347.00        | $1353988.83        | Agency Mortgage-Backed Securities |
| GNII SF DJ6990 C | 2055-04-20      | 6.5000%  | 0.0000% | $1512813.00        | $1565587.65        | Agency Mortgage-Backed Securities |
| GNII SF DJ8044 C | 2055-04-20      | 6.5000%  | 0.0000% | $1354216.98        | $1422294.97        | Agency Mortgage-Backed Securities |
| GNII SF DJ8062 C | 2055-05-20      | 5.5000%  | 0.0000% | $1359873.00        | $1360380.99        | Agency Mortgage-Backed Securities |
| GNII SF DJ8099 C | 2055-05-20      | 5.5000%  | 0.0000% | $2216626.00        | $2231203.77        | Agency Mortgage-Backed Securities |
| GNII SF DJ7517 C | 2055-05-20      | 6.0000%  | 0.0000% | $1233000.00        | $1248835.83        | Agency Mortgage-Backed Securities |
| GNII SF DJ7524 C | 2055-05-20      | 5.5000%  | 0.0000% | $2008056.00        | $2028352.54        | Agency Mortgage-Backed Securities |
| GNII SF DJ7598 C | 2055-05-20      | 5.5000%  | 0.0000% | $1534069.00        | $1540295.10        | Agency Mortgage-Backed Securities |
| GNII SF DJ7602 C | 2055-05-20      | 6.5000%  | 0.0000% | $1220159.00        | $1262725.60        | Agency Mortgage-Backed Securities |
| GNII SF DJ7749 C | 2055-04-20      | 5.5000%  | 0.0000% | $1530381.99        | $1530955.20        | Agency Mortgage-Backed Securities |
| GNII SF DJ7835 C | 2055-05-20      | 6.0000%  | 0.0000% | $1213067.00        | $1239703.93        | Agency Mortgage-Backed Securities |
| GNII SF DJ7812 C | 2055-05-20      | 6.0000%  | 0.0000% | $2442434.00        | $2514049.42        | Agency Mortgage-Backed Securities |
| GNII SF DJ7813 C | 2055-05-20      | 6.0000%  | 0.0000% | $1319741.00        | $1355402.16        | Agency Mortgage-Backed Securities |
| GNII SF DJ7926 C | 2055-04-20      | 6.5000%  | 0.0000% | $1322557.00        | $1355718.94        | Agency Mortgage-Backed Securities |
| GNII SF DJ8890 C | 2055-05-20      | 5.0000%  | 0.0000% | $3764640.00        | $3680341.35        | Agency Mortgage-Backed Securities |
| GNII SF DJ8129 C | 2055-05-20      | 6.5000%  | 0.0000% | $1304690.00        | $1337563.11        | Agency Mortgage-Backed Securities |
| GNII SF DJ8106 C | 2055-05-20      | 5.5000%  | 0.0000% | $1215845.00        | $1222272.63        | Agency Mortgage-Backed Securities |
| GNII SF DJ8107 C | 2055-05-20      | 5.5000%  | 0.0000% | $2452885.00        | $2436329.39        | Agency Mortgage-Backed Securities |
| GNII SF DJ8120 C | 2055-05-20      | 6.0000%  | 0.0000% | $2804437.00        | $2839510.22        | Agency Mortgage-Backed Securities |
| GNII SF DJ8136 C | 2055-05-20      | 5.5000%  | 0.0000% | $1774010.00        | $1774672.69        | Agency Mortgage-Backed Securities |
| GNII SF DJ8398 C | 2055-05-20      | 7.0000%  | 0.0000% | $1823485.00        | $1885992.04        | Agency Mortgage-Backed Securities |
| GNII SF DJ8555 C | 2055-05-20      | 6.5000%  | 0.0000% | $1208335.00        | $1269010.47        | Agency Mortgage-Backed Securities |
| GNII SF DJ8556 C | 2055-05-20      | 6.5000%  | 0.0000% | $2166169.00        | $2268960.46        | Agency Mortgage-Backed Securities |
| GNII SF DJ8559 C | 2055-05-20      | 6.5000%  | 0.0000% | $1887675.00        | $1965534.25        | Agency Mortgage-Backed Securities |
| GNII SF DJ8563 C | 2055-05-20      | 6.5000%  | 0.0000% | $1359899.00        | $1407339.23        | Agency Mortgage-Backed Securities |
| GNII SF DJ8658 C | 2055-05-20      | 6.0000%  | 0.0000% | $2469339.00        | $2538113.38        | Agency Mortgage-Backed Securities |
| GNII SF DJ8664 C | 2055-05-20      | 6.5000%  | 0.0000% | $1520719.00        | $1584958.90        | Agency Mortgage-Backed Securities |
| GNII SF DJ8665 C | 2055-05-20      | 6.5000%  | 0.0000% | $1636056.00        | $1700276.29        | Agency Mortgage-Backed Securities |
| GNII SF DJ8805 C | 2055-05-20      | 6.5000%  | 0.0000% | $1591748.00        | $1678506.40        | Agency Mortgage-Backed Securities |
| GNII SF DJ8806 C | 2055-05-20      | 6.5000%  | 0.0000% | $1177609.00        | $1234572.43        | Agency Mortgage-Backed Securities |
| GNII SF DJ8807 C | 2055-05-20      | 6.5000%  | 0.0000% | $2569399.00        | $2681080.78        | Agency Mortgage-Backed Securities |
| GNII SF DJ8810 C | 2055-05-20      | 6.5000%  | 0.0000% | $1326341.00        | $1398632.04        | Agency Mortgage-Backed Securities |
| GNII SF DJ9370 C | 2055-05-20      | 7.0000%  | 0.0000% | $2642565.00        | $2791277.69        | Agency Mortgage-Backed Securities |
| GNII SF DJ9372 C | 2055-05-20      | 7.0000%  | 0.0000% | $3469611.00        | $3588545.41        | Agency Mortgage-Backed Securities |
| GNII SF DJ9374 C | 2055-05-20      | 7.5000%  | 0.0000% | $1131516.00        | $1192414.95        | Agency Mortgage-Backed Securities |
| GNII SF DJ9523 C | 2055-05-20      | 6.0000%  | 0.0000% | $1549774.00        | $1598073.22        | Agency Mortgage-Backed Securities |
| GNII SF DJ9525 C | 2055-05-20      | 6.0000%  | 0.0000% | $1402733.00        | $1443867.21        | Agency Mortgage-Backed Securities |
| GNII SF DK0019 C | 2055-05-20      | 6.5000%  | 0.0000% | $2105422.00        | $2184291.34        | Agency Mortgage-Backed Securities |
| GNII SF DK0022 C | 2055-05-20      | 7.0000%  | 0.0000% | $1516444.00        | $1568426.02        | Agency Mortgage-Backed Securities |
| GNII SF DK0035 C | 2055-05-20      | 6.0000%  | 0.0000% | $1740291.00        | $1781070.08        | Agency Mortgage-Backed Securities |
| GNII SF DK0041 C | 2055-05-20      | 6.5000%  | 0.0000% | $1313718.00        | $1359547.20        | Agency Mortgage-Backed Securities |
| GNII SF DK0043 C | 2055-05-20      | 7.0000%  | 0.0000% | $1352124.00        | $1398473.31        | Agency Mortgage-Backed Securities |
| GNII SF DK0045 C | 2055-05-20      | 5.5000%  | 0.0000% | $1585811.00        | $1596922.07        | Agency Mortgage-Backed Securities |
| GNII SF DK0048 C | 2055-05-20      | 5.5000%  | 0.0000% | $2608354.00        | $2615095.44        | Agency Mortgage-Backed Securities |
| GNII SF DK0068 C | 2055-05-20      | 6.5000%  | 0.0000% | $2190898.00        | $2267327.72        | Agency Mortgage-Backed Securities |
| GNII SF DK0378 C | 2055-05-20      | 5.5000%  | 0.0000% | $2475571.00        | $2502340.73        | Agency Mortgage-Backed Securities |
| GNII SF DK0354 C | 2055-05-20      | 7.0000%  | 0.0000% | $1935455.00        | $2001802.18        | Agency Mortgage-Backed Securities |
| GNII SF DK0356 C | 2055-05-20      | 6.5000%  | 0.0000% | $1707993.00        | $1750819.41        | Agency Mortgage-Backed Securities |
| GNII SF DK0358 C | 2055-05-20      | 6.0000%  | 0.0000% | $2786994.00        | $2820820.67        | Agency Mortgage-Backed Securities |
| GNII SF DK0367 C | 2055-05-20      | 7.0000%  | 0.0000% | $1993800.00        | $2062145.25        | Agency Mortgage-Backed Securities |
| GNII SF DK0368 C | 2055-05-20      | 7.0000%  | 0.0000% | $1284464.00        | $1356749.64        | Agency Mortgage-Backed Securities |
| GNII SF DK0370 C | 2055-05-20      | 7.0000%  | 0.0000% | $3000152.00        | $3102996.88        | Agency Mortgage-Backed Securities |
| GNII SF DK0409 C | 2055-05-20      | 7.0000%  | 0.0000% | $1216684.00        | $1258390.58        | Agency Mortgage-Backed Securities |
| GNII SF DK0457 C | 2055-05-20      | 6.5000%  | 0.0000% | $2021314.00        | $2091821.70        | Agency Mortgage-Backed Securities |
| GNII SF DK0494 C | 2055-05-20      | 7.0000%  | 0.0000% | $1488908.00        | $1578152.98        | Agency Mortgage-Backed Securities |
| GNII SF DK0496 C | 2055-05-20      | 6.5000%  | 0.0000% | $1156270.00        | $1212203.53        | Agency Mortgage-Backed Securities |
| GNII SF DK0497 C | 2055-05-20      | 6.5000%  | 0.0000% | $1159586.00        | $1222788.20        | Agency Mortgage-Backed Securities |
| GNII SF DK0498 C | 2055-05-20      | 6.5000%  | 0.0000% | $1749356.00        | $1848994.26        | Agency Mortgage-Backed Securities |
| GNII SF DK0539 C | 2055-05-20      | 7.0000%  | 0.0000% | $2697478.00        | $2789947.25        | Agency Mortgage-Backed Securities |
| GNII SF DK0518 C | 2055-05-20      | 7.0000%  | 0.0000% | $2417862.00        | $2500746.04        | Agency Mortgage-Backed Securities |
| GNII SF DK0521 C | 2055-05-20      | 6.5000%  | 0.0000% | $1176766.00        | $1231165.67        | Agency Mortgage-Backed Securities |
| GNII SF DK0523 C | 2055-05-20      | 6.0000%  | 0.0000% | $2310000.00        | $2338037.24        | Agency Mortgage-Backed Securities |
| GNII SF DK1364 C | 2055-05-20      | 6.5000%  | 0.0000% | $2181991.00        | $2258112.18        | Agency Mortgage-Backed Securities |
| GNII SF DK1365 C | 2055-05-20      | 6.5000%  | 0.0000% | $1769555.00        | $1831282.58        | Agency Mortgage-Backed Securities |
| GNII SF DK2607 C | 2052-05-20      | 6.0000%  | 0.0000% | $2334818.00        | $2365444.59        | Agency Mortgage-Backed Securities |
| GNII SF DK1867 C | 2055-05-20      | 5.5000%  | 0.0000% | $2592721.00        | $2611205.95        | Agency Mortgage-Backed Securities |
| GNII SF DK1875 C | 2055-05-20      | 6.0000%  | 0.0000% | $1269434.00        | $1285739.03        | Agency Mortgage-Backed Securities |
| GNII SF DK2419 C | 2055-05-20      | 6.0000%  | 0.0000% | $1674273.00        | $1736727.29        | Agency Mortgage-Backed Securities |
| GNII SF DK2423 C | 2055-05-20      | 5.5000%  | 0.0000% | $1403581.00        | $1417035.10        | Agency Mortgage-Backed Securities |
| GNII SF DK2487 C | 2055-05-20      | 6.0000%  | 0.0000% | $2902865.00        | $2981307.18        | Agency Mortgage-Backed Securities |
| GNII SF DK2490 C | 2055-05-20      | 6.5000%  | 0.0000% | $2924766.00        | $3053336.11        | Agency Mortgage-Backed Securities |
| GNII SF DK2804 C | 2055-05-20      | 6.5000%  | 0.0000% | $3090483.00        | $3224103.47        | Agency Mortgage-Backed Securities |
| GNII SF DK2805 C | 2055-05-20      | 6.5000%  | 0.0000% | $1564418.00        | $1628393.48        | Agency Mortgage-Backed Securities |
| GNII SF DK2807 C | 2055-05-20      | 5.5000%  | 0.0000% | $1704282.00        | $1704913.53        | Agency Mortgage-Backed Securities |
| GNII SF DK2818 C | 2055-05-20      | 6.5000%  | 0.0000% | $2871081.00        | $3015399.08        | Agency Mortgage-Backed Securities |
| GNII SF DK2834 C | 2055-05-20      | 6.5000%  | 0.0000% | $1828602.00        | $1892391.16        | Agency Mortgage-Backed Securities |
| GNII SF DK3338 C | 2055-05-20      | 7.0000%  | 0.0000% | $2237809.00        | $2345279.53        | Agency Mortgage-Backed Securities |
| GNII SF DK3332 C | 2055-05-20      | 7.5000%  | 0.0000% | $1906620.00        | $1976699.09        | Agency Mortgage-Backed Securities |
| GNII SF DK4186 C | 2055-05-20      | 6.0000%  | 0.0000% | $1974599.00        | $2020868.46        | Agency Mortgage-Backed Securities |
| GNII SF DK5849 C | 2055-05-20      | 6.0000%  | 0.0000% | $1807208.00        | $1856042.98        | Agency Mortgage-Backed Securities |
| GNII SF MB0030 M | 2054-10-20      | 7.5000%  | 0.0000% | $2131333.45        | $2212321.28        | Agency Mortgage-Backed Securities |
| GNII SF MB0020 M | 2051-11-20      | 2.5000%  | 0.0000% | $2745084.56        | $2302464.08        | Agency Mortgage-Backed Securities |
| GNII SF DF2779 C | 2055-02-20      | 6.0000%  | 0.0000% | $1325977.11        | $1366281.95        | Agency Mortgage-Backed Securities |
| GNII SF DF2944 C | 2055-01-20      | 6.5000%  | 0.0000% | $2977276.79        | $3121299.91        | Agency Mortgage-Backed Securities |

### Security 349: Citigroup Global Markets Holdings, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 959JDH009, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 959JDH009_4.39_0617
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-17
- **C.12 - Maturity Date (WAL):** 2025-06-17
- **C.13 - Final Legal Maturity Date:** 2025-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA7773 M | 2039-09-20      | 5.5000%  | 0.0000% | $82540.29          | $83847.36          | Agency Mortgage-Backed Securities |
| GNII SF MA7886 M | 2039-05-20      | 5.0000%  | 0.0000% | $84541.29          | $82784.76          | Agency Mortgage-Backed Securities |
| GNII SF 004696 M | 2040-05-20      | 4.5000%  | 0.0000% | $223539.75         | $219103.61         | Agency Mortgage-Backed Securities |
| GNII SF 004715 M | 2040-06-20      | 5.0000%  | 0.0000% | $927440.29         | $932525.23         | Agency Mortgage-Backed Securities |
| GNII SF 004747 M | 2040-07-20      | 5.0000%  | 0.0000% | $820290.36         | $822771.56         | Agency Mortgage-Backed Securities |
| GNII SF 004770 M | 2040-08-20      | 4.0000%  | 0.0000% | $228130.26         | $215334.94         | Agency Mortgage-Backed Securities |
| GNII SF 004771 M | 2040-08-20      | 4.5000%  | 0.0000% | $1301783.03        | $1275949.15        | Agency Mortgage-Backed Securities |
| GNII SF 004772 M | 2040-08-20      | 5.0000%  | 0.0000% | $675882.76         | $675867.74         | Agency Mortgage-Backed Securities |
| GNII SF 004774 M | 2040-08-20      | 6.0000%  | 0.0000% | $200188.41         | $209138.50         | Agency Mortgage-Backed Securities |
| GNII SF 004800 M | 2040-09-20      | 4.0000%  | 0.0000% | $568701.22         | $536804.03         | Agency Mortgage-Backed Securities |
| GNII SF 004802 M | 2040-09-20      | 5.0000%  | 0.0000% | $556748.00         | $558432.04         | Agency Mortgage-Backed Securities |
| GNII JM 004827 M | 2040-10-20      | 4.0000%  | 0.0000% | $102427.64         | $94514.82          | Agency Mortgage-Backed Securities |
| GNII SF 004833 M | 2040-10-20      | 4.0000%  | 0.0000% | $233177.71         | $220099.29         | Agency Mortgage-Backed Securities |
| GNII SF 004881 M | 2040-12-20      | 3.5000%  | 0.0000% | $1268484.32        | $1164074.67        | Agency Mortgage-Backed Securities |
| GNII SF 004882 M | 2040-12-20      | 4.0000%  | 0.0000% | $356214.49         | $336235.21         | Agency Mortgage-Backed Securities |
| GNII SF 004853 M | 2040-11-20      | 4.0000%  | 0.0000% | $5930164.06        | $5597554.33        | Agency Mortgage-Backed Securities |
| GNII SF 004854 M | 2040-11-20      | 4.5000%  | 0.0000% | $522181.83         | $511819.13         | Agency Mortgage-Backed Securities |
| GNII SF 004855 M | 2040-11-20      | 5.0000%  | 0.0000% | $153073.17         | $153536.18         | Agency Mortgage-Backed Securities |
| GNII SF 004905 M | 2040-12-20      | 6.0000%  | 0.0000% | $104024.78         | $108533.35         | Agency Mortgage-Backed Securities |
| GNII SF 004945 M | 2041-02-20      | 4.0000%  | 0.0000% | $80871.99          | $76335.90          | Agency Mortgage-Backed Securities |
| GNII SF 004922 M | 2041-01-20      | 4.0000%  | 0.0000% | $509479.24         | $480903.68         | Agency Mortgage-Backed Securities |
| GNII SF 004923 M | 2041-01-20      | 4.5000%  | 0.0000% | $119414.49         | $117044.59         | Agency Mortgage-Backed Securities |
| GNII SF 004978 M | 2041-03-20      | 4.5000%  | 0.0000% | $8990338.55        | $8811907.30        | Agency Mortgage-Backed Securities |
| GNII SF 004979 M | 2041-03-20      | 5.0000%  | 0.0000% | $203568.28         | $203808.04         | Agency Mortgage-Backed Securities |
| GNII SF 005017 M | 2041-04-20      | 4.5000%  | 0.0000% | $1489834.59        | $1460265.84        | Agency Mortgage-Backed Securities |
| GNII SF 005018 M | 2041-04-20      | 5.0000%  | 0.0000% | $103397.64         | $102952.80         | Agency Mortgage-Backed Securities |
| GNII JM 005051 M | 2041-05-20      | 4.0000%  | 0.0000% | $748291.36         | $690452.34         | Agency Mortgage-Backed Securities |
| GNII SF 005055 M | 2041-05-20      | 4.5000%  | 0.0000% | $358337.97         | $351225.68         | Agency Mortgage-Backed Securities |
| GNII SF 005056 M | 2041-05-20      | 5.0000%  | 0.0000% | $223595.50         | $223997.25         | Agency Mortgage-Backed Securities |
| GNII SF 005082 M | 2041-06-20      | 4.5000%  | 0.0000% | $132183.51         | $128830.28         | Agency Mortgage-Backed Securities |
| GNII JM 005092 M | 2040-11-20      | 4.0000%  | 0.0000% | $175380.56         | $161822.28         | Agency Mortgage-Backed Securities |
| GNII JM 005137 M | 2041-08-20      | 4.0000%  | 0.0000% | $81715.95          | $75400.31          | Agency Mortgage-Backed Securities |
| GNII SF 005140 M | 2041-08-20      | 4.5000%  | 0.0000% | $381817.19         | $374238.12         | Agency Mortgage-Backed Securities |
| GNII SF 005115 M | 2041-07-20      | 4.5000%  | 0.0000% | $3593998.15        | $3522657.29        | Agency Mortgage-Backed Securities |
| GNII SF 005116 M | 2041-07-20      | 5.0000%  | 0.0000% | $134202.42         | $134319.82         | Agency Mortgage-Backed Securities |
| GNII SF 005141 M | 2041-08-20      | 5.0000%  | 0.0000% | $132438.64         | $132635.68         | Agency Mortgage-Backed Securities |
| GNII SF 005202 M | 2041-10-20      | 3.5000%  | 0.0000% | $171418.45         | $157286.62         | Agency Mortgage-Backed Securities |
| GNII SF 005203 M | 2041-10-20      | 4.0000%  | 0.0000% | $895348.03         | $845112.04         | Agency Mortgage-Backed Securities |
| GNII SF 005174 M | 2041-09-20      | 4.0000%  | 0.0000% | $352892.55         | $333092.53         | Agency Mortgage-Backed Securities |
| GNII SF 005175 M | 2041-09-20      | 4.5000%  | 0.0000% | $10879660.14       | $10663698.89       | Agency Mortgage-Backed Securities |
| GNII JM 005178 M | 2041-09-20      | 4.0000%  | 0.0000% | $201680.78         | $187839.48         | Agency Mortgage-Backed Securities |
| GNII SF 005189 M | 2039-04-20      | 6.0000%  | 0.0000% | $75794.88          | $78864.82          | Agency Mortgage-Backed Securities |
| GNII SF 005232 M | 2041-11-20      | 3.5000%  | 0.0000% | $898389.07         | $824325.37         | Agency Mortgage-Backed Securities |
| GNII SF 005233 M | 2041-11-20      | 4.0000%  | 0.0000% | $689744.05         | $651044.04         | Agency Mortgage-Backed Securities |
| GNII SF 005259 M | 2041-12-20      | 4.0000%  | 0.0000% | $294733.37         | $278196.53         | Agency Mortgage-Backed Securities |
| GNII SF 005260 M | 2041-12-20      | 4.5000%  | 0.0000% | $61398.30          | $60286.62          | Agency Mortgage-Backed Securities |
| GNMI SF 428124 X | 2039-02-15      | 5.0000%  | 0.0000% | $88702.43          | $88399.58          | Agency Mortgage-Backed Securities |
| GNMI SF 717106 X | 2039-05-15      | 5.0000%  | 0.0000% | $75303.90          | $74366.58          | Agency Mortgage-Backed Securities |
| GNMI SF 717787 X | 2039-06-15      | 4.5000%  | 0.0000% | $189138.94         | $181527.05         | Agency Mortgage-Backed Securities |
| GNMI SF 719231 X | 2040-07-15      | 4.5000%  | 0.0000% | $61925.11          | $59872.11          | Agency Mortgage-Backed Securities |
| GNMI SF 720903 X | 2039-07-15      | 4.5000%  | 0.0000% | $319088.10         | $309720.31         | Agency Mortgage-Backed Securities |
| GNMI SF 720157 X | 2039-07-15      | 4.5000%  | 0.0000% | $58270.06          | $56296.45          | Agency Mortgage-Backed Securities |
| GNMI SF 721222 X | 2039-12-15      | 5.0000%  | 0.0000% | $235804.43         | $234817.53         | Agency Mortgage-Backed Securities |
| GNMI SF 721760 X | 2040-08-15      | 4.5000%  | 0.0000% | $67172.77          | $64945.66          | Agency Mortgage-Backed Securities |
| GNMI SF 723351 X | 2039-09-15      | 5.0000%  | 0.0000% | $163226.87         | $163536.64         | Agency Mortgage-Backed Securities |
| GNMI SF 723434 X | 2039-11-15      | 5.0000%  | 0.0000% | $54458.88          | $54578.02          | Agency Mortgage-Backed Securities |
| GNMI SF 723430 X | 2039-11-15      | 4.5000%  | 0.0000% | $114657.16         | $111125.14         | Agency Mortgage-Backed Securities |
| GNMI SF 724227 X | 2039-08-15      | 5.0000%  | 0.0000% | $227007.19         | $227812.56         | Agency Mortgage-Backed Securities |
| GNMI SF 724273 X | 2039-09-15      | 5.0000%  | 0.0000% | $56765.63          | $56059.05          | Agency Mortgage-Backed Securities |
| GNMI SF 725058 X | 2039-12-15      | 4.5000%  | 0.0000% | $179434.25         | $173723.04         | Agency Mortgage-Backed Securities |
| GNMI SF 728313 X | 2039-11-15      | 4.5000%  | 0.0000% | $174965.78         | $169884.42         | Agency Mortgage-Backed Securities |
| GNII SF 728870 C | 2040-04-20      | 4.6250%  | 0.0000% | $82200.71          | $79180.22          | Agency Mortgage-Backed Securities |
| GNMI SF 730972 X | 2040-01-15      | 5.0000%  | 0.0000% | $220018.76         | $220889.54         | Agency Mortgage-Backed Securities |
| GNMI SF 731660 X | 2040-08-15      | 4.5000%  | 0.0000% | $131647.55         | $127220.11         | Agency Mortgage-Backed Securities |
| GNMI SF 733792 X | 2040-07-15      | 5.0000%  | 0.0000% | $66585.74          | $66518.34          | Agency Mortgage-Backed Securities |
| GNMI SF 733882 X | 2040-09-15      | 4.5000%  | 0.0000% | $353527.25         | $341617.27         | Agency Mortgage-Backed Securities |
| GNMI SF 735337 X | 2040-02-15      | 5.1250%  | 0.0000% | $194600.96         | $196439.64         | Agency Mortgage-Backed Securities |
| GNMI SF 735418 X | 2040-03-15      | 5.1250%  | 0.0000% | $134990.24         | $134369.89         | Agency Mortgage-Backed Securities |
| GNMI SF 735565 X | 2040-04-15      | 5.1250%  | 0.0000% | $245332.46         | $247601.41         | Agency Mortgage-Backed Securities |
| GNMI SF 735642 X | 2040-04-15      | 5.1250%  | 0.0000% | $454134.67         | $458125.82         | Agency Mortgage-Backed Securities |
| GNMI SF 735669 X | 2040-04-15      | 5.1250%  | 0.0000% | $83101.56          | $83838.30          | Agency Mortgage-Backed Securities |
| GNMI SF 737111 X | 2040-04-15      | 4.5000%  | 0.0000% | $143695.24         | $137729.45         | Agency Mortgage-Backed Securities |
| GNMI SF 737031 X | 2040-02-15      | 4.5000%  | 0.0000% | $105841.56         | $102518.67         | Agency Mortgage-Backed Securities |
| GNMI SF 737271 X | 2040-05-15      | 4.5000%  | 0.0000% | $52981.45          | $51302.74          | Agency Mortgage-Backed Securities |
| GNMI SF 737274 X | 2040-05-15      | 4.5000%  | 0.0000% | $86088.87          | $82461.17          | Agency Mortgage-Backed Securities |
| GNMI SF 737377 X | 2040-03-15      | 5.0000%  | 0.0000% | $156046.06         | $154531.29         | Agency Mortgage-Backed Securities |
| GNMI SF 737812 X | 2040-12-15      | 4.0000%  | 0.0000% | $150948.16         | $140505.90         | Agency Mortgage-Backed Securities |
| GNMI SF 738108 X | 2041-03-15      | 4.5000%  | 0.0000% | $226060.33         | $216404.16         | Agency Mortgage-Backed Securities |
| GNMI SF 740320 X | 2042-12-15      | 3.0000%  | 0.0000% | $98905.26          | $88354.21          | Agency Mortgage-Backed Securities |
| GNMI SF 742510 X | 2040-08-15      | 4.5000%  | 0.0000% | $57352.58          | $55688.03          | Agency Mortgage-Backed Securities |
| GNMI SF 743282 X | 2040-05-15      | 5.1250%  | 0.0000% | $321774.06         | $324889.30         | Agency Mortgage-Backed Securities |
| GNMI SF 743503 X | 2040-06-15      | 4.7500%  | 0.0000% | $66440.21          | $65606.68          | Agency Mortgage-Backed Securities |
| GNMI SF 743547 X | 2040-06-15      | 5.1250%  | 0.0000% | $236690.49         | $238861.29         | Agency Mortgage-Backed Securities |
| GNMI SF 743590 X | 2040-06-15      | 5.1250%  | 0.0000% | $142317.99         | $143612.30         | Agency Mortgage-Backed Securities |
| GNII SF MA9693 M | 2039-06-20      | 4.5000%  | 0.0000% | $6670443.31        | $6577217.20        | Agency Mortgage-Backed Securities |
| GNII RG CP8770 C | 2043-08-20      | 3.0000%  | 0.0000% | $1655244.74        | $1451559.70        | Agency Mortgage-Backed Securities |
| GNPL PN 638926   | 2040-03-15      | 5.3200%  | 0.0000% | $444643.39         | $445333.72         | Agency Mortgage-Backed Securities |
| GNMI SF 698439 X | 2039-08-15      | 5.0000%  | 0.0000% | $320243.97         | $321217.12         | Agency Mortgage-Backed Securities |
| GNMI SF 697914 X | 2039-03-15      | 5.0000%  | 0.0000% | $144977.25         | $145337.19         | Agency Mortgage-Backed Securities |
| GNMI SF 698330 X | 2039-05-15      | 5.0000%  | 0.0000% | $210270.60         | $210792.66         | Agency Mortgage-Backed Securities |
| GNMI SF 698368 X | 2039-07-15      | 5.0000%  | 0.0000% | $995750.26         | $983540.15         | Agency Mortgage-Backed Securities |
| GNMI SF 698342 X | 2039-05-15      | 5.0000%  | 0.0000% | $498508.54         | $496498.44         | Agency Mortgage-Backed Securities |
| GNMI SF 701603 X | 2039-02-15      | 5.0000%  | 0.0000% | $33309.72          | $33441.56          | Agency Mortgage-Backed Securities |
| GNMI SF 701659 X | 2039-02-15      | 5.0000%  | 0.0000% | $1152092.69        | $1148159.19        | Agency Mortgage-Backed Securities |
| GNMI SF 701960 X | 2039-06-15      | 4.5000%  | 0.0000% | $199963.26         | $194154.93         | Agency Mortgage-Backed Securities |
| GNMI SF 702991 X | 2039-03-15      | 5.0000%  | 0.0000% | $522350.77         | $525702.06         | Agency Mortgage-Backed Securities |
| GNMI SF 704506 X | 2039-05-15      | 5.0000%  | 0.0000% | $103677.93         | $104088.26         | Agency Mortgage-Backed Securities |
| GNMI SF 704628 X | 2039-07-15      | 5.0000%  | 0.0000% | $435129.06         | $436851.21         | Agency Mortgage-Backed Securities |
| GNMI SF 705928 X | 2041-10-15      | 3.5000%  | 0.0000% | $384917.24         | $351561.64         | Agency Mortgage-Backed Securities |
| GNMI SF 710994 X | 2039-11-15      | 5.0000%  | 0.0000% | $120052.20         | $119577.61         | Agency Mortgage-Backed Securities |
| GNMI SF 710485 X | 2039-10-15      | 4.5000%  | 0.0000% | $307983.03         | $305098.77         | Agency Mortgage-Backed Securities |
| GNMI SF 710686 X | 2039-07-15      | 4.5000%  | 0.0000% | $300608.93         | $291691.07         | Agency Mortgage-Backed Securities |
| GNMI SF 710907 X | 2039-10-15      | 4.5000%  | 0.0000% | $105206.85         | $102151.11         | Agency Mortgage-Backed Securities |
| GNMI SF 712054 X | 2039-08-15      | 5.0000%  | 0.0000% | $237643.14         | $238583.68         | Agency Mortgage-Backed Securities |
| GNMI SF 713743 X | 2039-08-15      | 4.5000%  | 0.0000% | $298252.75         | $289589.41         | Agency Mortgage-Backed Securities |
| GNMI SF 713472 X | 2039-06-15      | 4.5000%  | 0.0000% | $259187.75         | $251659.38         | Agency Mortgage-Backed Securities |
| GNMI SF 713606 X | 2039-07-15      | 5.0000%  | 0.0000% | $401061.22         | $402648.53         | Agency Mortgage-Backed Securities |
| GNMI SF 714555 X | 2039-06-15      | 4.5000%  | 0.0000% | $142603.27         | $140846.83         | Agency Mortgage-Backed Securities |
| GNMI SF 762045 X | 2041-03-15      | 4.5000%  | 0.0000% | $52376.29          | $50450.15          | Agency Mortgage-Backed Securities |
| GNMI SF 762892 X | 2041-04-15      | 4.5000%  | 0.0000% | $141139.15         | $135974.16         | Agency Mortgage-Backed Securities |
| GNMI SF 763173 X | 2041-04-15      | 4.6250%  | 0.0000% | $166246.71         | $161283.36         | Agency Mortgage-Backed Securities |
| GNMI SF 763216 X | 2041-04-15      | 4.2500%  | 0.0000% | $70418.85          | $66191.51          | Agency Mortgage-Backed Securities |
| GNMI SF 763874 X | 2043-08-15      | 4.5000%  | 0.0000% | $114295.59         | $113224.87         | Agency Mortgage-Backed Securities |
| GNMI SF 766637 X | 2042-04-15      | 3.5000%  | 0.0000% | $127170.25         | $116110.18         | Agency Mortgage-Backed Securities |
| GNMI SF 766766 X | 2042-05-15      | 3.0000%  | 0.0000% | $98903.94          | $88356.00          | Agency Mortgage-Backed Securities |
| GNMI SF 766902 X | 2041-11-15      | 3.5000%  | 0.0000% | $912265.65         | $834018.29         | Agency Mortgage-Backed Securities |
| GNMI SF 767359 X | 2042-10-15      | 3.0000%  | 0.0000% | $576476.07         | $514952.62         | Agency Mortgage-Backed Securities |
| GNMI SF 767556 X | 2041-08-15      | 4.5000%  | 0.0000% | $103339.15         | $100081.90         | Agency Mortgage-Backed Securities |
| GNMI SF 768476 X | 2041-05-15      | 4.2500%  | 0.0000% | $131187.36         | $125059.55         | Agency Mortgage-Backed Securities |
| GNMI SF 771610 X | 2041-11-15      | 4.0000%  | 0.0000% | $493601.67         | $464303.06         | Agency Mortgage-Backed Securities |
| GNMI SF 775156 X | 2041-10-15      | 4.5000%  | 0.0000% | $90387.82          | $87762.50          | Agency Mortgage-Backed Securities |
| GNMI SF 774680 X | 2042-01-15      | 4.5000%  | 0.0000% | $278707.26         | $269634.78         | Agency Mortgage-Backed Securities |
| GNMI SF 774906 X | 2041-09-15      | 4.5000%  | 0.0000% | $355304.42         | $343220.16         | Agency Mortgage-Backed Securities |
| GNMI SF 775057 X | 2041-09-15      | 4.5000%  | 0.0000% | $380174.18         | $367366.49         | Agency Mortgage-Backed Securities |
| GNMI SF 775336 X | 2041-10-15      | 4.5000%  | 0.0000% | $143175.59         | $138305.62         | Agency Mortgage-Backed Securities |
| GNMI SF 775447 X | 2041-10-15      | 4.5000%  | 0.0000% | $63481.90          | $60659.24          | Agency Mortgage-Backed Securities |
| GNMI SF 775611 X | 2041-11-15      | 4.5000%  | 0.0000% | $122480.14         | $118404.73         | Agency Mortgage-Backed Securities |
| GNMI SF 778793 X | 2042-01-15      | 3.5000%  | 0.0000% | $861859.94         | $789851.06         | Agency Mortgage-Backed Securities |
| GNII MH BI4342 C | 2043-11-20      | 4.0000%  | 0.0000% | $326759.75         | $304001.66         | Agency Mortgage-Backed Securities |
| GNII RG CD4626 C | 2043-08-20      | 2.5000%  | 0.0000% | $146569.38         | $121537.51         | Agency Mortgage-Backed Securities |
| GNII RG CE9861 C | 2039-01-20      | 6.0000%  | 0.0000% | $472.74            | $490.84            | Agency Mortgage-Backed Securities |
| GNII RG CF4626 C | 2040-08-20      | 5.5000%  | 0.0000% | $1556132.10        | $1581348.53        | Agency Mortgage-Backed Securities |
| GNII RG CF4628 C | 2039-02-20      | 6.0000%  | 0.0000% | $1057109.59        | $1097192.37        | Agency Mortgage-Backed Securities |
| GNII RG CH2301 C | 2042-08-20      | 4.0000%  | 0.0000% | $304371.00         | $279699.37         | Agency Mortgage-Backed Securities |
| GNMI SF 778375 X | 2042-04-15      | 3.5000%  | 0.0000% | $70218.49          | $64111.55          | Agency Mortgage-Backed Securities |
| GNMI SF 779691 X | 2042-01-15      | 3.0000%  | 0.0000% | $592682.55         | $529482.83         | Agency Mortgage-Backed Securities |
| GNMI SF 778875 X | 2042-02-15      | 3.5000%  | 0.0000% | $223164.04         | $203480.85         | Agency Mortgage-Backed Securities |
| GNMI SF 779220 X | 2042-05-15      | 3.0000%  | 0.0000% | $61945.35          | $55339.72          | Agency Mortgage-Backed Securities |
| GNMI SF 779240 X | 2042-05-15      | 3.5000%  | 0.0000% | $96097.89          | $88068.86          | Agency Mortgage-Backed Securities |
| GNMI SF 779382 X | 2042-06-15      | 3.5000%  | 0.0000% | $142152.03         | $129966.11         | Agency Mortgage-Backed Securities |
| GNMI SF 779386 X | 2042-06-15      | 4.0000%  | 0.0000% | $671412.28         | $631560.75         | Agency Mortgage-Backed Securities |
| GNMI SF 779396 X | 2042-06-15      | 3.5000%  | 0.0000% | $75628.57          | $69239.35          | Agency Mortgage-Backed Securities |
| GNMI SF 779727 X | 2041-12-15      | 3.0000%  | 0.0000% | $527824.37         | $471544.39         | Agency Mortgage-Backed Securities |
| GNMI SF 779974 X | 2041-10-15      | 3.0000%  | 0.0000% | $196670.98         | $175728.41         | Agency Mortgage-Backed Securities |
| GNMI SF 792628 X | 2042-01-15      | 3.7500%  | 0.0000% | $226252.67         | $209695.69         | Agency Mortgage-Backed Securities |
| GNMI SF 792344 X | 2041-11-15      | 4.2500%  | 0.0000% | $326818.72         | $311552.89         | Agency Mortgage-Backed Securities |
| GNMI SF 792345 X | 2041-10-15      | 4.5000%  | 0.0000% | $97634.37          | $94314.80          | Agency Mortgage-Backed Securities |
| GNMI SF 792487 X | 2041-12-15      | 3.7500%  | 0.0000% | $305119.65         | $282789.12         | Agency Mortgage-Backed Securities |
| GNMI SF 792488 X | 2041-12-15      | 4.2500%  | 0.0000% | $210234.85         | $200413.64         | Agency Mortgage-Backed Securities |
| GNMI SF 793194 X | 2042-03-15      | 3.0000%  | 0.0000% | $132472.34         | $118340.81         | Agency Mortgage-Backed Securities |
| GNMI SF 796050 X | 2042-01-15      | 3.0000%  | 0.0000% | $169403.21         | $151334.27         | Agency Mortgage-Backed Securities |
| GNMI SF 796075 X | 2042-01-15      | 3.5000%  | 0.0000% | $292913.13         | $267894.38         | Agency Mortgage-Backed Securities |
| GNMI SF 796091 X | 2042-01-15      | 3.0000%  | 0.0000% | $214963.02         | $192043.59         | Agency Mortgage-Backed Securities |
| GNMI SF 796149 X | 2042-02-15      | 3.5000%  | 0.0000% | $170747.15         | $156375.27         | Agency Mortgage-Backed Securities |
| GNMI SF 799862 X | 2042-04-15      | 3.2500%  | 0.0000% | $142605.55         | $129073.01         | Agency Mortgage-Backed Securities |
| GNMI SF 799880 X | 2042-03-15      | 3.0000%  | 0.0000% | $656898.73         | $586832.38         | Agency Mortgage-Backed Securities |
| GNMI SF 799109 X | 2042-05-15      | 3.5000%  | 0.0000% | $136059.40         | $124607.20         | Agency Mortgage-Backed Securities |
| GNMI SF AA0015 X | 2042-04-15      | 3.0000%  | 0.0000% | $239918.55         | $214342.20         | Agency Mortgage-Backed Securities |
| GNMI SF AA0107 X | 2042-04-15      | 3.0000%  | 0.0000% | $341624.02         | $305198.92         | Agency Mortgage-Backed Securities |
| GNMI SF AA0360 X | 2042-05-15      | 3.0000%  | 0.0000% | $237356.76         | $212035.46         | Agency Mortgage-Backed Securities |
| GNMI SF AA2654 X | 2043-06-15      | 3.0000%  | 0.0000% | $89560.81          | $79470.50          | Agency Mortgage-Backed Securities |
| GNMI SF AA4533 X | 2042-11-15      | 3.0000%  | 0.0000% | $122041.82         | $109024.19         | Agency Mortgage-Backed Securities |
| GNMI SF AA5085 X | 2042-07-15      | 3.5000%  | 0.0000% | $351921.74         | $321313.15         | Agency Mortgage-Backed Securities |
| GNMI SF AA5649 X | 2042-09-15      | 3.0000%  | 0.0000% | $87481.29          | $78258.55          | Agency Mortgage-Backed Securities |
| GNMI SF AA5734 X | 2042-10-15      | 3.5000%  | 0.0000% | $464645.18         | $424225.43         | Agency Mortgage-Backed Securities |
| GNMI SF AA5844 X | 2042-11-15      | 3.0000%  | 0.0000% | $235773.45         | $209743.98         | Agency Mortgage-Backed Securities |
| GNMI SF AA5819 X | 2042-11-15      | 3.0000%  | 0.0000% | $3664906.42        | $3273995.28        | Agency Mortgage-Backed Securities |
| GNMI SF AA5821 X | 2042-11-15      | 3.0000%  | 0.0000% | $392752.99         | $350859.86         | Agency Mortgage-Backed Securities |
| GNMI SF AA5822 X | 2042-11-15      | 3.0000%  | 0.0000% | $631250.34         | $563906.45         | Agency Mortgage-Backed Securities |
| GNMI SF AA5938 X | 2042-12-15      | 3.0000%  | 0.0000% | $72082.81          | $64392.56          | Agency Mortgage-Backed Securities |
| GNII SF AA5927 C | 2042-12-20      | 3.0000%  | 0.0000% | $1563506.89        | $1367791.27        | Agency Mortgage-Backed Securities |
| GNMI SF AA5948 X | 2042-12-15      | 3.0000%  | 0.0000% | $316287.75         | $282550.81         | Agency Mortgage-Backed Securities |
| GNMI SF AA6091 X | 2043-02-15      | 3.0000%  | 0.0000% | $104288.56         | $93183.15          | Agency Mortgage-Backed Securities |
| GNMI SF AA6407 X | 2043-05-15      | 3.0000%  | 0.0000% | $368287.86         | $329067.65         | Agency Mortgage-Backed Securities |
| GNMI SF AA8273 X | 2042-07-15      | 3.5000%  | 0.0000% | $278050.68         | $254042.24         | Agency Mortgage-Backed Securities |
| GNMI SF AB0632 X | 2042-11-15      | 3.0000%  | 0.0000% | $260108.18         | $231392.15         | Agency Mortgage-Backed Securities |
| GNMI SF AB1435 X | 2042-08-15      | 4.0000%  | 0.0000% | $238995.00         | $224804.48         | Agency Mortgage-Backed Securities |
| GNMI SF AB1436 X | 2042-08-15      | 4.0000%  | 0.0000% | $86718.64          | $81570.09          | Agency Mortgage-Backed Securities |
| GNMI SF AB1610 X | 2042-09-15      | 4.0000%  | 0.0000% | $164786.07         | $155000.62         | Agency Mortgage-Backed Securities |
| GNMI SF AB2504 X | 2043-05-15      | 3.0000%  | 0.0000% | $110855.34         | $98229.11          | Agency Mortgage-Backed Securities |
| GNMI SF AB6663 X | 2042-12-15      | 4.0000%  | 0.0000% | $369533.04         | $347585.82         | Agency Mortgage-Backed Securities |
| GNII SF AB9891 C | 2043-04-20      | 3.5000%  | 0.0000% | $187434.54         | $165862.59         | Agency Mortgage-Backed Securities |
| GNMI SF AB9109 X | 2042-10-15      | 3.0000%  | 0.0000% | $74443.52          | $66459.13          | Agency Mortgage-Backed Securities |
| GNMI SF AB9110 X | 2042-10-15      | 3.0000%  | 0.0000% | $267613.58         | $239070.90         | Agency Mortgage-Backed Securities |
| GNMI SF AB9170 X | 2042-11-15      | 3.0000%  | 0.0000% | $1214879.96        | $1085329.62        | Agency Mortgage-Backed Securities |
| GNMI SF AB9203 X | 2042-11-15      | 3.0000%  | 0.0000% | $1084530.68        | $968851.02         | Agency Mortgage-Backed Securities |
| GNMI SF AB9207 X | 2042-11-15      | 3.0000%  | 0.0000% | $63624.15          | $56092.11          | Agency Mortgage-Backed Securities |
| GNMI SF AB9376 X | 2042-10-15      | 3.5000%  | 0.0000% | $88399.95          | $80872.65          | Agency Mortgage-Backed Securities |
| GNII SF AC0071 C | 2042-10-20      | 3.5000%  | 0.0000% | $324956.96         | $287558.14         | Agency Mortgage-Backed Securities |
| GNMI SF AC1740 X | 2043-06-15      | 3.0000%  | 0.0000% | $219387.19         | $195973.45         | Agency Mortgage-Backed Securities |
| GNMI SF AC3740 X | 2042-12-15      | 3.5000%  | 0.0000% | $2030482.45        | $1846308.44        | Agency Mortgage-Backed Securities |
| GNMI SF AC3752 X | 2042-12-15      | 3.0000%  | 0.0000% | $57405.03          | $51281.45          | Agency Mortgage-Backed Securities |
| GNMI SF AC3938 X | 2043-01-15      | 3.5000%  | 0.0000% | $78167.07          | $71469.68          | Agency Mortgage-Backed Securities |
| GNMI SF AC8113 X | 2043-01-15      | 3.5000%  | 0.0000% | $408554.22         | $373001.61         | Agency Mortgage-Backed Securities |
| GNII SF MA0783 M | 2043-02-20      | 3.5000%  | 0.0000% | $572114.89         | $524119.85         | Agency Mortgage-Backed Securities |
| GNII SF MA0784 M | 2043-02-20      | 4.0000%  | 0.0000% | $356562.39         | $336547.55         | Agency Mortgage-Backed Securities |
| GNII SF MA0852 M | 2043-01-20      | 3.5000%  | 0.0000% | $3032058.80        | $2777385.40        | Agency Mortgage-Backed Securities |
| GNII SF MA0022 M | 2042-04-20      | 3.5000%  | 0.0000% | $233651.69         | $214292.35         | Agency Mortgage-Backed Securities |
| GNII SF MA0023 M | 2042-04-20      | 4.0000%  | 0.0000% | $415862.83         | $392527.62         | Agency Mortgage-Backed Securities |
| GNII SF MA0088 M | 2042-05-20      | 3.5000%  | 0.0000% | $3208665.73        | $2942473.04        | Agency Mortgage-Backed Securities |
| GNAR AF MA0100 M | 2042-05-20      | 4.8750%  | 0.0000% | $124591.45         | $126861.02         | Agency Mortgage-Backed Securities |
| GNII SF MA0154 M | 2042-06-20      | 3.5000%  | 0.0000% | $143144.46         | $131239.06         | Agency Mortgage-Backed Securities |
| GNII SF MA0221 M | 2042-07-20      | 4.0000%  | 0.0000% | $87826.82          | $82898.17          | Agency Mortgage-Backed Securities |
| GNII SF MA0317 M | 2042-08-20      | 3.0000%  | 0.0000% | $81989.74          | $73986.21          | Agency Mortgage-Backed Securities |
| GNII SF MA0318 M | 2042-08-20      | 3.5000%  | 0.0000% | $865559.06         | $793388.26         | Agency Mortgage-Backed Securities |
| GNAR AF MA0331 M | 2042-08-20      | 4.6250%  | 0.0000% | $311003.00         | $316293.69         | Agency Mortgage-Backed Securities |
| GNII SF MA0391 M | 2042-09-20      | 3.0000%  | 0.0000% | $2502168.86        | $2249166.22        | Agency Mortgage-Backed Securities |
| GNII SF MA0392 M | 2042-09-20      | 3.5000%  | 0.0000% | $511977.09         | $469234.91         | Agency Mortgage-Backed Securities |
| GNII SF MA0462 M | 2042-10-20      | 3.5000%  | 0.0000% | $1257575.53        | $1152454.09        | Agency Mortgage-Backed Securities |
| GNII SF MA0463 M | 2042-10-20      | 4.0000%  | 0.0000% | $373077.54         | $352140.14         | Agency Mortgage-Backed Securities |
| GNII SF MA0465 M | 2042-09-20      | 5.0000%  | 0.0000% | $353276.42         | $354236.19         | Agency Mortgage-Backed Securities |
| GNII SF MA0533 M | 2042-11-20      | 3.0000%  | 0.0000% | $178042.42         | $159966.42         | Agency Mortgage-Backed Securities |
| GNII SF MA0534 M | 2042-11-20      | 3.5000%  | 0.0000% | $658302.10         | $603205.79         | Agency Mortgage-Backed Securities |
| GNII SF MA0535 M | 2042-11-20      | 4.0000%  | 0.0000% | $158746.35         | $149820.39         | Agency Mortgage-Backed Securities |
| GNII SF MA0624 M | 2042-12-20      | 3.0000%  | 0.0000% | $833759.57         | $748767.51         | Agency Mortgage-Backed Securities |
| GNII SF MA0625 M | 2042-12-20      | 3.5000%  | 0.0000% | $522518.24         | $478785.78         | Agency Mortgage-Backed Securities |
| GNII JM MA0667 M | 2042-11-20      | 2.5000%  | 0.0000% | $416823.56         | $347943.01         | Agency Mortgage-Backed Securities |
| GNII SF MA0698 M | 2043-01-20      | 3.0000%  | 0.0000% | $1786613.63        | $1603783.50        | Agency Mortgage-Backed Securities |
| GNII SF MA0699 M | 2042-12-20      | 3.5000%  | 0.0000% | $232625.26         | $213134.86         | Agency Mortgage-Backed Securities |
| GNII SF MA0700 M | 2043-01-20      | 4.0000%  | 0.0000% | $223591.02         | $211040.68         | Agency Mortgage-Backed Securities |
| GNII SF MA0933 M | 2043-04-20      | 3.0000%  | 0.0000% | $657545.71         | $589441.51         | Agency Mortgage-Backed Securities |
| GNII SF MA0934 M | 2043-04-20      | 3.5000%  | 0.0000% | $675277.00         | $618485.83         | Agency Mortgage-Backed Securities |
| GNII SF MA0937 M | 2043-02-20      | 5.0000%  | 0.0000% | $113432.28         | $113775.39         | Agency Mortgage-Backed Securities |
| GNII SF MA1011 M | 2043-05-20      | 3.0000%  | 0.0000% | $586687.97         | $525680.44         | Agency Mortgage-Backed Securities |
| GNII SF MA1012 M | 2043-05-20      | 3.5000%  | 0.0000% | $222519.10         | $203805.12         | Agency Mortgage-Backed Securities |
| GNII SF MA1014 M | 2043-05-20      | 4.5000%  | 0.0000% | $625382.60         | $612970.01         | Agency Mortgage-Backed Securities |
| GNII SF MA1090 M | 2043-03-20      | 3.5000%  | 0.0000% | $229832.17         | $210454.90         | Agency Mortgage-Backed Securities |
| GNII SF MA1091 M | 2043-06-20      | 4.0000%  | 0.0000% | $53931.25          | $50802.82          | Agency Mortgage-Backed Securities |
| GNII SF MA1157 M | 2043-07-20      | 3.5000%  | 0.0000% | $266094.31         | $243687.96         | Agency Mortgage-Backed Securities |
| GNII SF MA1161 M | 2039-07-20      | 5.5000%  | 0.0000% | $220078.60         | $224717.98         | Agency Mortgage-Backed Securities |
| GNII SF MA1223 M | 2043-08-20      | 3.0000%  | 0.0000% | $63564.90          | $56876.13          | Agency Mortgage-Backed Securities |
| GNII SF MA1225 M | 2043-08-20      | 4.0000%  | 0.0000% | $842216.43         | $794060.36         | Agency Mortgage-Backed Securities |
| GNII SF MA1227 M | 2043-08-20      | 5.0000%  | 0.0000% | $150218.39         | $150441.89         | Agency Mortgage-Backed Securities |
| GNII SF MA1287 M | 2043-09-20      | 4.5000%  | 0.0000% | $14174336.14       | $13726781.48       | Agency Mortgage-Backed Securities |
| GNII SF MA1375 M | 2043-10-20      | 3.5000%  | 0.0000% | $382615.84         | $350196.21         | Agency Mortgage-Backed Securities |
| GNII SF MA1376 M | 2043-10-20      | 4.0000%  | 0.0000% | $2292875.32        | $2159407.56        | Agency Mortgage-Backed Securities |
| GNII SF MA1378 M | 2043-10-20      | 5.0000%  | 0.0000% | $74294.26          | $74245.06          | Agency Mortgage-Backed Securities |
| GNII SF MA1450 M | 2043-11-20      | 4.5000%  | 0.0000% | $10210048.44       | $9879273.50        | Agency Mortgage-Backed Securities |
| GNII SF MA1918 M | 2039-05-20      | 3.0000%  | 0.0000% | $57095.73          | $51111.16          | Agency Mortgage-Backed Securities |
| GNII SF MA2307 M | 2039-08-20      | 5.5000%  | 0.0000% | $349995.86         | $357383.42         | Agency Mortgage-Backed Securities |
| GNII SF MA5394 M | 2042-08-20      | 2.0000%  | 0.0000% | $107907.76         | $87031.61          | Agency Mortgage-Backed Securities |
| GNMI SF AG5716 X | 2043-10-15      | 3.7500%  | 0.0000% | $107535.24         | $99682.46          | Agency Mortgage-Backed Securities |
| GNMI SF AG5711 X | 2043-10-15      | 3.1250%  | 0.0000% | $103268.29         | $91629.47          | Agency Mortgage-Backed Securities |
| GNMI SF AG5712 X | 2043-10-15      | 3.2500%  | 0.0000% | $535995.66         | $480200.69         | Agency Mortgage-Backed Securities |
| GNMI SF AG5947 X | 2043-10-15      | 4.1250%  | 0.0000% | $188770.78         | $178752.70         | Agency Mortgage-Backed Securities |
| GNMI SF AG5948 X | 2043-10-15      | 4.2500%  | 0.0000% | $125610.88         | $119739.40         | Agency Mortgage-Backed Securities |
| GNMI SF AG5949 X | 2043-10-15      | 4.3750%  | 0.0000% | $110792.78         | $106323.32         | Agency Mortgage-Backed Securities |
| GNMI SF AM1088 X | 2041-10-15      | 4.5000%  | 0.0000% | $184964.99         | $178867.62         | Agency Mortgage-Backed Securities |
| GNII RG CQ2127 C | 2039-06-20      | 5.5000%  | 0.0000% | $848895.57         | $862649.85         | Agency Mortgage-Backed Securities |
| GNII RG CY2487 C | 2041-09-20      | 4.5000%  | 0.0000% | $1823878.37        | $1740733.23        | Agency Mortgage-Backed Securities |
| GNII SF 004468 M | 2039-06-20      | 4.5000%  | 0.0000% | $146769.04         | $143857.88         | Agency Mortgage-Backed Securities |
| GNII SF 004469 M | 2039-06-20      | 5.0000%  | 0.0000% | $423999.10         | $425281.60         | Agency Mortgage-Backed Securities |
| GNII JM 004364 M | 2039-02-20      | 6.0000%  | 0.0000% | $80285.58          | $80939.37          | Agency Mortgage-Backed Securities |
| GNII SF 004344 M | 2039-01-20      | 6.0000%  | 0.0000% | $930.70            | $974.02            | Agency Mortgage-Backed Securities |
| GNII SF 005280 M | 2042-01-20      | 4.0000%  | 0.0000% | $337660.74         | $317050.68         | Agency Mortgage-Backed Securities |
| GNII SF 005288 M | 2042-01-20      | 5.5000%  | 0.0000% | $113243.50         | $115633.00         | Agency Mortgage-Backed Securities |
| GNII SF 005305 M | 2042-02-20      | 4.0000%  | 0.0000% | $283801.45         | $267877.70         | Agency Mortgage-Backed Securities |
| GNII JM 004513 M | 2039-08-20      | 5.0000%  | 0.0000% | $77097.98          | $75521.62          | Agency Mortgage-Backed Securities |
| GNII SF 004520 M | 2039-08-20      | 5.0000%  | 0.0000% | $232246.01         | $232948.51         | Agency Mortgage-Backed Securities |
| GNII SF 004558 M | 2039-10-20      | 4.5000%  | 0.0000% | $58840.17          | $57673.02          | Agency Mortgage-Backed Securities |
| GNII SF 004559 M | 2039-10-20      | 5.0000%  | 0.0000% | $152758.23         | $153782.90         | Agency Mortgage-Backed Securities |
| GNII SF 004561 M | 2039-10-20      | 6.0000%  | 0.0000% | $101328.18         | $106045.04         | Agency Mortgage-Backed Securities |
| GNII SF 004617 M | 2040-01-20      | 4.5000%  | 0.0000% | $696648.46         | $682827.65         | Agency Mortgage-Backed Securities |
| GNII SF 004658 M | 2040-03-20      | 5.0000%  | 0.0000% | $116952.37         | $117306.13         | Agency Mortgage-Backed Securities |
| GNII SF MA9824 M | 2039-10-20      | 5.5000%  | 0.0000% | $5711501.73        | $5812826.94        | Agency Mortgage-Backed Securities |
| GNMI SF 745034 X | 2040-02-15      | 4.5000%  | 0.0000% | $54971.14          | $53375.54          | Agency Mortgage-Backed Securities |
| GNMI SF 745134 X | 2040-06-15      | 5.0000%  | 0.0000% | $113306.88         | $112823.94         | Agency Mortgage-Backed Securities |
| GNMI SF 745142 X | 2040-06-15      | 5.0000%  | 0.0000% | $64021.39          | $64274.77          | Agency Mortgage-Backed Securities |
| GNMI SF 745719 X | 2040-06-15      | 5.0000%  | 0.0000% | $54461.50          | $54262.97          | Agency Mortgage-Backed Securities |
| GNMI SF 745793 X | 2040-07-15      | 4.5000%  | 0.0000% | $83727.09          | $80958.49          | Agency Mortgage-Backed Securities |
| GNMI SF 748501 X | 2040-06-15      | 5.0000%  | 0.0000% | $84754.88          | $84794.69          | Agency Mortgage-Backed Securities |
| GNMI SF 487821 X | 2039-03-15      | 5.0000%  | 0.0000% | $323265.92         | $323115.53         | Agency Mortgage-Backed Securities |
| GNMI SF 487824 X | 2039-04-15      | 4.5000%  | 0.0000% | $295227.98         | $283201.57         | Agency Mortgage-Backed Securities |
| GNAR AF 082579 M | 2040-07-20      | 4.6250%  | 0.0000% | $338418.30         | $344065.04         | Agency Mortgage-Backed Securities |
| GNAR AT 082661 M | 2040-11-20      | 4.7500%  | 0.0000% | $311388.30         | $318618.23         | Agency Mortgage-Backed Securities |
| GNAR FT 082380 M | 2039-08-20      | 5.8750%  | 0.0000% | $138360.00         | $141235.49         | Agency Mortgage-Backed Securities |
| GNAR AT 082384 M | 2039-09-20      | 4.6250%  | 0.0000% | $90695.95          | $91624.83          | Agency Mortgage-Backed Securities |
| GNAR AF 082391 M | 2039-09-20      | 4.6250%  | 0.0000% | $55969.81          | $56895.31          | Agency Mortgage-Backed Securities |
| GNAR AT 082530 M | 2040-05-20      | 4.8750%  | 0.0000% | $95592.18          | $97307.59          | Agency Mortgage-Backed Securities |
| GNAR AT 082547 M | 2040-06-20      | 4.8750%  | 0.0000% | $210095.51         | $213851.41         | Agency Mortgage-Backed Securities |
| GNAR AF 082713 M | 2041-01-20      | 5.6250%  | 0.0000% | $138924.80         | $141653.18         | Agency Mortgage-Backed Securities |
| GNAR AF 082735 M | 2041-02-20      | 5.6250%  | 0.0000% | $230275.42         | $234807.53         | Agency Mortgage-Backed Securities |
| GNMI SP 784443 X | 2042-03-15      | 4.5000%  | 0.0000% | $124701.05         | $120556.12         | Agency Mortgage-Backed Securities |
| GNMI SP 783609 X | 2040-10-15      | 4.5000%  | 0.0000% | $143441.85         | $138957.14         | Agency Mortgage-Backed Securities |
| GNMI SP 783610 X | 2041-11-15      | 4.5000%  | 0.0000% | $118633.59         | $114816.56         | Agency Mortgage-Backed Securities |
| GNII SP 783689 C | 2040-02-20      | 5.5000%  | 0.0000% | $478623.57         | $488702.21         | Agency Mortgage-Backed Securities |
| GNMI SP 783669 X | 2042-09-15      | 3.0000%  | 0.0000% | $248336.22         | $221851.57         | Agency Mortgage-Backed Securities |
| GNMI SP 783681 X | 2042-10-15      | 3.0000%  | 0.0000% | $204769.15         | $182929.23         | Agency Mortgage-Backed Securities |
| GNMI SP 783710 X | 2041-06-15      | 6.0000%  | 0.0000% | $77344.84          | $80910.23          | Agency Mortgage-Backed Securities |
| GNMI SP 783711X  | 2042-01-15      | 4.5000%  | 0.0000% | $67589.97          | $65362.27          | Agency Mortgage-Backed Securities |
| GNMI SP 783972 X | 2039-12-15      | 5.0000%  | 0.0000% | $366201.22         | $367650.20         | Agency Mortgage-Backed Securities |
| GNII SP 784064 M | 2039-03-20      | 7.0000%  | 0.0000% | $627125.69         | $657211.97         | Agency Mortgage-Backed Securities |
| GNII SP 784118 M | 2042-12-20      | 4.0000%  | 0.0000% | $57229484.71       | $53593937.17       | Agency Mortgage-Backed Securities |
| GNII SP 784330 C | 2041-02-20      | 4.0000%  | 0.0000% | $468094.36         | $439933.44         | Agency Mortgage-Backed Securities |
| GNMI SP 785336 X | 2039-11-15      | 6.0000%  | 0.0000% | $1542018.87        | $1618720.95        | Agency Mortgage-Backed Securities |
| GNMI SP 786993 X | 2040-08-15      | 5.5000%  | 0.0000% | $3973720.24        | $4128141.21        | Agency Mortgage-Backed Securities |
| GNMI SF 758871 X | 2043-03-15      | 3.5000%  | 0.0000% | $619208.91         | $565324.39         | Agency Mortgage-Backed Securities |
| GNII SF 759468 C | 2041-01-20      | 4.0000%  | 0.0000% | $186319.47         | $173973.05         | Agency Mortgage-Backed Securities |
| GNMI SP 782562 X | 2039-02-15      | 5.0000%  | 0.0000% | $735296.83         | $737012.85         | Agency Mortgage-Backed Securities |
| GNMI SP 783479 X | 2041-10-15      | 3.8750%  | 0.0000% | $1533048.97        | $1435518.74        | Agency Mortgage-Backed Securities |
| GNII SP 783484 M | 2041-09-20      | 4.5000%  | 0.0000% | $4635793.43        | $4544301.42        | Agency Mortgage-Backed Securities |
| GNII SP 783576 M | 2041-12-20      | 4.5000%  | 0.0000% | $1902382.90        | $1864816.54        | Agency Mortgage-Backed Securities |
| GNII SP 783584 M | 2041-07-20      | 4.5000%  | 0.0000% | $63735.43          | $62470.28          | Agency Mortgage-Backed Securities |
| GNII SP 783590 M | 2041-06-20      | 4.5000%  | 0.0000% | $1254760.30        | $1229854.56        | Agency Mortgage-Backed Securities |
| GNMI SP 782707 X | 2039-07-15      | 5.0000%  | 0.0000% | $2980690.45        | $2949720.41        | Agency Mortgage-Backed Securities |
| GNMI SP 782712 X | 2039-07-15      | 5.0000%  | 0.0000% | $585717.25         | $579734.61         | Agency Mortgage-Backed Securities |
| GNMI SP 782719 X | 2039-07-15      | 5.0000%  | 0.0000% | $1163482.93        | $1168087.74        | Agency Mortgage-Backed Securities |
| GNMI SP 782818 X | 2039-11-15      | 4.5000%  | 0.0000% | $166206.53         | $161382.39         | Agency Mortgage-Backed Securities |
| GNMI SP 782831 X | 2039-12-15      | 6.0000%  | 0.0000% | $372706.59         | $391118.42         | Agency Mortgage-Backed Securities |
| GNII SP 783050 M | 2040-07-20      | 5.0000%  | 0.0000% | $402062.27         | $398832.82         | Agency Mortgage-Backed Securities |
| GNMI SP 783201 X | 2040-08-15      | 5.5000%  | 0.0000% | $82604.70          | $84543.48          | Agency Mortgage-Backed Securities |
| GNMI SP 783262 X | 2041-03-15      | 4.5000%  | 0.0000% | $289919.14         | $280762.05         | Agency Mortgage-Backed Securities |
| GNMI SP 783292 X | 2040-12-15      | 6.0000%  | 0.0000% | $48620.99          | $51940.80          | Agency Mortgage-Backed Securities |
| GNII SP 783294 C | 2041-03-20      | 4.5000%  | 0.0000% | $1587534.65        | $1523041.06        | Agency Mortgage-Backed Securities |
| GNMI SP 783320 X | 2041-03-15      | 4.5000%  | 0.0000% | $6066098.43        | $5762211.16        | Agency Mortgage-Backed Securities |
| GNII SP 783368 M | 2041-07-20      | 4.5000%  | 0.0000% | $840500.75         | $823816.81         | Agency Mortgage-Backed Securities |
| GNII SP 783356 C | 2041-06-20      | 6.0000%  | 0.0000% | $53069.87          | $55896.01          | Agency Mortgage-Backed Securities |
| GNMI SP 783376 X | 2041-06-15      | 5.0000%  | 0.0000% | $65348.34          | $65324.54          | Agency Mortgage-Backed Securities |
| GNMI SP 783388 X | 2041-08-15      | 4.7500%  | 0.0000% | $222427.75         | $217162.75         | Agency Mortgage-Backed Securities |
| GNII SP 783393 M | 2041-02-20      | 6.5000%  | 0.0000% | $56770.88          | $60195.65          | Agency Mortgage-Backed Securities |
| GNMI SF 626978 X | 2040-03-15      | 3.5000%  | 0.0000% | $240411.79         | $220488.73         | Agency Mortgage-Backed Securities |
| GNII RG CK7793 C | 2043-07-20      | 3.5000%  | 0.0000% | $1658465.12        | $1470157.09        | Agency Mortgage-Backed Securities |
| GNMI SF AD1699 X | 2043-02-15      | 3.0000%  | 0.0000% | $212172.83         | $189583.57         | Agency Mortgage-Backed Securities |
| GNMI SF AD1718 X | 2043-02-15      | 3.0000%  | 0.0000% | $422810.47         | $377792.43         | Agency Mortgage-Backed Securities |
| GNII SF AD1755 C | 2043-02-20      | 3.5000%  | 0.0000% | $83681.63          | $74885.72          | Agency Mortgage-Backed Securities |
| GNMI SF AD1586 X | 2043-01-15      | 3.0000%  | 0.0000% | $113684.98         | $101581.69         | Agency Mortgage-Backed Securities |
| GNMI SF AD1624 X | 2043-01-15      | 3.5000%  | 0.0000% | $121806.76         | $111548.98         | Agency Mortgage-Backed Securities |
| GNMI SF AD1625 X | 2043-01-15      | 3.5000%  | 0.0000% | $60835.01          | $55240.59          | Agency Mortgage-Backed Securities |
| GNII SF AD2592 C | 2043-08-20      | 4.5000%  | 0.0000% | $60622.04          | $58034.51          | Agency Mortgage-Backed Securities |
| GNMI SF AD2334 X | 2043-04-15      | 3.5000%  | 0.0000% | $93972.43          | $85794.62          | Agency Mortgage-Backed Securities |
| GNMI SF AD2413 X | 2043-05-15      | 3.5000%  | 0.0000% | $85261.41          | $77840.98          | Agency Mortgage-Backed Securities |
| GNMI SF AD2414 X | 2043-05-15      | 3.5000%  | 0.0000% | $73471.67          | $67076.65          | Agency Mortgage-Backed Securities |
| GNMI SF AD7015 X | 2043-05-15      | 3.5000%  | 0.0000% | $123130.76         | $112420.41         | Agency Mortgage-Backed Securities |
| GNMI SF AD7257 X | 2043-03-15      | 3.5000%  | 0.0000% | $57709.72          | $52687.45          | Agency Mortgage-Backed Securities |
| GNMI SF AD7354 X | 2043-04-15      | 3.0000%  | 0.0000% | $297685.02         | $265993.08         | Agency Mortgage-Backed Securities |
| GNMI SF AD7471 X | 2043-04-15      | 3.5000%  | 0.0000% | $77379.08          | $70643.19          | Agency Mortgage-Backed Securities |
| GNMI SF AD7472 X | 2043-04-15      | 3.5000%  | 0.0000% | $55241.49          | $50435.29          | Agency Mortgage-Backed Securities |
| GNMI SF AD8798 X | 2043-03-15      | 4.0000%  | 0.0000% | $335471.74         | $312241.41         | Agency Mortgage-Backed Securities |
| GNII SF AD8811 C | 2043-03-20      | 3.0000%  | 0.0000% | $161439.38         | $144123.66         | Agency Mortgage-Backed Securities |
| GNMI SF AD9019 X | 2043-04-15      | 3.5000%  | 0.0000% | $61782.75          | $56407.55          | Agency Mortgage-Backed Securities |
| GNMI SF AD9472 X | 2043-04-15      | 3.5000%  | 0.0000% | $67727.65          | $61960.60          | Agency Mortgage-Backed Securities |
| GNMI SF AD9677 X | 2043-05-15      | 3.5000%  | 0.0000% | $190151.27         | $173604.39         | Agency Mortgage-Backed Securities |
| GNMI SF AE0550 X | 2043-05-15      | 3.0000%  | 0.0000% | $106960.73         | $95571.83          | Agency Mortgage-Backed Securities |
| GNMI SF AE7017 X | 2043-06-15      | 3.5000%  | 0.0000% | $2942728.59        | $2673979.32        | Agency Mortgage-Backed Securities |
| GNMI SF AE7028 X | 2043-06-15      | 3.5000%  | 0.0000% | $78269.08          | $71461.19          | Agency Mortgage-Backed Securities |
| GNMI SF AE7454 X | 2043-05-15      | 3.0000%  | 0.0000% | $570155.30         | $509448.39         | Agency Mortgage-Backed Securities |
| GNMI SF AE7700 X | 2043-08-15      | 3.5000%  | 0.0000% | $873564.75         | $797588.59         | Agency Mortgage-Backed Securities |
| GNMI SF AE9881 X | 2043-05-15      | 3.0000%  | 0.0000% | $129183.94         | $115427.49         | Agency Mortgage-Backed Securities |
| GNMI SF AF0698 X | 2043-08-15      | 2.7500%  | 0.0000% | $132399.02         | $114857.25         | Agency Mortgage-Backed Securities |
| GNMI SF AF0700 X | 2043-08-15      | 2.7500%  | 0.0000% | $150171.73         | $130647.19         | Agency Mortgage-Backed Securities |
| GNMI SF AF0701 X | 2043-09-15      | 2.7500%  | 0.0000% | $157501.03         | $135983.13         | Agency Mortgage-Backed Securities |
| GNMI SF AF0707 X | 2043-08-15      | 3.2500%  | 0.0000% | $563641.21         | $504969.57         | Agency Mortgage-Backed Securities |
| GNMI SF AF0709 X | 2043-09-15      | 3.2500%  | 0.0000% | $243399.37         | $218363.81         | Agency Mortgage-Backed Securities |
| GNMI SF AF5077 X | 2043-08-15      | 3.5000%  | 0.0000% | $137803.68         | $124797.69         | Agency Mortgage-Backed Securities |
| GNMI SF AG5650 X | 2043-09-15      | 3.2500%  | 0.0000% | $124300.49         | $112524.89         | Agency Mortgage-Backed Securities |
| GNMI SF AG5651 X | 2043-10-15      | 3.2500%  | 0.0000% | $136940.60         | $122685.36         | Agency Mortgage-Backed Securities |
| GNMI SF AG5652 X | 2043-09-15      | 3.2500%  | 0.0000% | $456182.78         | $410671.28         | Agency Mortgage-Backed Securities |
| GNMI SF AG5653 X | 2043-09-15      | 3.2500%  | 0.0000% | $296396.44         | $267192.51         | Agency Mortgage-Backed Securities |
| GNMI SF AG5643 X | 2043-09-15      | 2.7500%  | 0.0000% | $165324.24         | $143420.15         | Agency Mortgage-Backed Securities |
| GNMI SF AG5644 X | 2043-09-15      | 2.7500%  | 0.0000% | $94878.57          | $82792.87          | Agency Mortgage-Backed Securities |
| GNMI SF AG5658 X | 2043-09-15      | 3.6250%  | 0.0000% | $59039.64          | $54310.93          | Agency Mortgage-Backed Securities |
| GNMI SF AG5670 X | 2043-09-15      | 4.3750%  | 0.0000% | $104826.49         | $100597.51         | Agency Mortgage-Backed Securities |
| GNMI SF AG5713 X | 2043-10-15      | 3.3750%  | 0.0000% | $77960.66          | $70504.09          | Agency Mortgage-Backed Securities |

### Security 350: Deutsche Bank Securities, Inc.

- **C.1 - Title:** Deutsche Bank Securities, Inc. 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 959JFM006, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: 959JFM006_4.20_0602
- **C.18 - Value (incl. sponsor support):** $270000000.00
- **C.18.a - Value (excl. sponsor support):** $270000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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 1/2 BOND 46 | 2046-05-15      | 2.5000%  | 0.0000% | $112738600.00      | $76010846.85       | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43 | 2043-05-15      | 3.8750%  | 0.0000% | $5829800.00        | $5105164.51        | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44 | 2044-02-15      | 4.5000%  | 0.0000% | $80542500.00       | $77210309.95       | U.S. Treasuries (including strips) |
| BILL 11/28/25 | 2025-11-28      | 0.0000%  | 0.0000% | $76570300.00       | $74956963.78       | U.S. Treasuries (including strips) |
| BILL 06/03/25 | 2025-06-03      | 0.0000%  | 0.0000% | $27055800.00       | $27043083.77       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51 | 2051-05-15      | 2.3750%  | 0.0000% | $24349200.00       | $15073714.88       | U.S. Treasuries (including strips) |

### Security 351: Deutsche Bank Securities, Inc.

- **C.1 - Title:** Deutsche Bank Securities, Inc. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 959JFR005, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: 959JFR005_4.34_0602
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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 1/8 NOTE AY 27 | 2027-02-28      | 4.1250%  | 0.0000% | $254897900.00      | $258035797.20      | U.S. Treasuries (including strips) |
| TINT 02/15/33    | 2033-02-15      | 0.0000%  | 0.0000% | $38816744.37       | $27658444.22       | U.S. Treasuries (including strips) |
| TINT 02/15/34    | 2034-02-15      | 0.0000%  | 0.0000% | $16819273.72       | $11368433.04       | U.S. Treasuries (including strips) |
| TINT 02/15/35    | 2035-02-15      | 0.0000%  | 0.0000% | $28340071.88       | $18159807.94       | U.S. Treasuries (including strips) |
| TINT 08/15/25    | 2025-08-15      | 0.0000%  | 0.0000% | $82753057.63       | $82027313.31       | U.S. Treasuries (including strips) |
| TINT 08/15/26    | 2026-08-15      | 0.0000%  | 0.0000% | $53700837.35       | $51152410.41       | U.S. Treasuries (including strips) |
| TINT 02/15/27    | 2027-02-15      | 0.0000%  | 0.0000% | $23425510.63       | $21891631.62       | U.S. Treasuries (including strips) |
| TINT 08/15/27    | 2027-08-15      | 0.0000%  | 0.0000% | $16127328.13       | $14763359.35       | U.S. Treasuries (including strips) |
| TINT 08/15/28    | 2028-08-15      | 0.0000%  | 0.0000% | $1034137.13        | $909951.74         | U.S. Treasuries (including strips) |
| TINT 11/15/28    | 2028-11-15      | 0.0000%  | 0.0000% | $145.72            | $126.91            | U.S. Treasuries (including strips) |
| TINT 05/15/30    | 2030-05-15      | 0.0000%  | 0.0000% | $17084035.64       | $13924907.02       | U.S. Treasuries (including strips) |
| TINT 08/15/30    | 2030-08-15      | 0.0000%  | 0.0000% | $24562190.63       | $19789118.37       | U.S. Treasuries (including strips) |
| 1 5/8 TPRN B 26  | 2026-02-15      | 0.0000%  | 0.0000% | $89000.00          | $86370.32          | U.S. Treasuries (including strips) |
| 1 5/8 TPRN C 26  | 2026-05-15      | 0.0000%  | 0.0000% | $42300.00          | $40637.36          | U.S. Treasuries (including strips) |
| 2 1/4 TPRN F 27  | 2027-11-15      | 0.0000%  | 0.0000% | $995000.00         | $903597.31         | U.S. Treasuries (including strips) |
| 2 3/4 TPRN B 28  | 2028-02-15      | 0.0000%  | 0.0000% | $897700.00         | $807276.47         | U.S. Treasuries (including strips) |
| 2 7/8 TPRN C 28  | 2028-05-15      | 0.0000%  | 0.0000% | $476000.00         | $424113.14         | U.S. Treasuries (including strips) |
| 1 1/2 TPRN E 26  | 2026-08-15      | 0.0000%  | 0.0000% | $1000000.00        | $951629.00         | U.S. Treasuries (including strips) |
| 2 TPRN F 26      | 2026-11-15      | 0.0000%  | 0.0000% | $1040000.00        | $980463.12         | U.S. Treasuries (including strips) |
| 2 1/4 TPRN B 27  | 2027-02-15      | 0.0000%  | 0.0000% | $437000.00         | $408272.06         | U.S. Treasuries (including strips) |
| 2 3/8 TPRN C 27  | 2027-05-15      | 0.0000%  | 0.0000% | $82000.00          | $75902.64          | U.S. Treasuries (including strips) |
| 2 TPRN E 25      | 2025-08-15      | 0.0000%  | 0.0000% | $57000.00          | $56483.75          | U.S. Treasuries (including strips) |
| 2 1/4 TPRN F 25  | 2025-11-15      | 0.0000%  | 0.0000% | $2434000.00        | $2386702.51        | U.S. Treasuries (including strips) |
| 2 7/8 TPRN E 28  | 2028-08-15      | 0.0000%  | 0.0000% | $600000.00         | $529189.20         | U.S. Treasuries (including strips) |
| 3 1/8 TPRN F 28  | 2028-11-15      | 0.0000%  | 0.0000% | $248000.00         | $216531.53         | U.S. Treasuries (including strips) |
| 2 3/8 TPRN C 29  | 2029-05-15      | 0.0000%  | 0.0000% | $45000.00          | $38490.61          | U.S. Treasuries (including strips) |
| 1 5/8 TPRN E 29  | 2029-08-15      | 0.0000%  | 0.0000% | $5000.00           | $4240.49           | U.S. Treasuries (including strips) |
| 1 3/4 TPRN F 29  | 2029-11-15      | 0.0000%  | 0.0000% | $441000.00         | $370016.20         | U.S. Treasuries (including strips) |
| 1 1/2 TPRN B 30  | 2030-02-15      | 0.0000%  | 0.0000% | $20000.00          | $16573.98          | U.S. Treasuries (including strips) |
| 0 5/8 TPRN C 30  | 2030-05-15      | 0.0000%  | 0.0000% | $950000.00         | $779145.35         | U.S. Treasuries (including strips) |
| 0 5/8 TPRN E 30  | 2030-08-15      | 0.0000%  | 0.0000% | $100000.00         | $81019.00          | U.S. Treasuries (including strips) |
| 3 1/8 TPRN AR 25 | 2025-08-15      | 0.0000%  | 0.0000% | $250000.00         | $247717.00         | U.S. Treasuries (including strips) |
| 3 1/2 TPRN B 33  | 2033-02-15      | 0.0000%  | 0.0000% | $375400.00         | $270278.24         | U.S. Treasuries (including strips) |
| 1 5/8 TPRN C 31  | 2031-05-15      | 0.0000%  | 0.0000% | $10000.00          | $7829.27           | U.S. Treasuries (including strips) |
| 1 1/4 TPRN E 31  | 2031-08-15      | 0.0000%  | 0.0000% | $30000.00          | $23194.38          | U.S. Treasuries (including strips) |
| BILL 06/03/25    | 2025-06-03      | 0.0000%  | 0.0000% | $22721900.00       | $22711220.71       | U.S. Treasuries (including strips) |
| 6 TPRN 26        | 2026-02-15      | 0.0000%  | 0.0000% | $14000.00          | $13593.86          | U.S. Treasuries (including strips) |
| 6 3/4 TPRN 26    | 2026-08-15      | 0.0000%  | 0.0000% | $1019000.00        | $971682.73         | U.S. Treasuries (including strips) |
| 6 5/8 TPRN 27    | 2027-02-15      | 0.0000%  | 0.0000% | $36000.00          | $33772.39          | U.S. Treasuries (including strips) |
| 6 1/8 TPRN 27    | 2027-11-15      | 0.0000%  | 0.0000% | $80000.00          | $72743.76          | U.S. Treasuries (including strips) |
| 5 1/2 TPRN 28    | 2028-08-15      | 0.0000%  | 0.0000% | $57900.00          | $51217.93          | U.S. Treasuries (including strips) |
| 5 1/4 TPRN 28    | 2028-11-15      | 0.0000%  | 0.0000% | $98700.00          | $86186.91          | U.S. Treasuries (including strips) |
| 5 1/4 TPRN 29    | 2029-02-15      | 0.0000%  | 0.0000% | $1994000.00        | $1730315.43        | U.S. Treasuries (including strips) |
| 6 1/8 TPRN 29    | 2029-08-15      | 0.0000%  | 0.0000% | $162000.00         | $137226.96         | U.S. Treasuries (including strips) |
| 6 1/4 TPRN 30    | 2030-05-15      | 0.0000%  | 0.0000% | $63600.00          | $52192.51          | U.S. Treasuries (including strips) |
| 5 3/8 TPRN 31    | 2031-02-15      | 0.0000%  | 0.0000% | $670800.00         | $531637.84         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  | 0.0000% | $53572200.00       | $56221234.93       | U.S. Treasuries (including strips) |

### Security 352: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 959JFZ007, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 959JFZ007_4.35_0602
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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 05.500 CLCB8331 | 2054-04-01      | 5.5000%  | 0.0000% | $287131.49         | $285780.41         | Agency Mortgage-Backed Securities |
| GNII SF MA7420 M     | 2051-06-20      | 3.5000%  | 0.0000% | $1682953.19        | $1506949.01        | Agency Mortgage-Backed Securities |
| GNII SF MA8949 M     | 2053-06-20      | 6.0000%  | 0.0000% | $144838626.41      | $147751524.30      | Agency Mortgage-Backed Securities |
| GNII SF DE4874 C     | 2055-01-20      | 6.0000%  | 0.0000% | $142316.66         | $146315.23         | Agency Mortgage-Backed Securities |
| GNII SF DF6284 C     | 2054-11-20      | 5.5000%  | 0.0000% | $761352.49         | $766383.93         | Agency Mortgage-Backed Securities |
| GNII SF DG1751 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1584612.76        | $1642609.76        | Agency Mortgage-Backed Securities |
| GNII SF 005240 M     | 2038-11-20      | 6.0000%  | 0.0000% | $12708.91          | $13300.11          | Agency Mortgage-Backed Securities |
| GNMI SF 434738 X     | 2030-04-15      | 8.5000%  | 0.0000% | $5694.10           | $5855.70           | Agency Mortgage-Backed Securities |
| GNMI SF 720164 X     | 2039-07-15      | 4.5000%  | 0.0000% | $38797.17          | $37658.16          | Agency Mortgage-Backed Securities |
| GNMI SF 726462 X     | 2039-10-15      | 4.5000%  | 0.0000% | $430405.20         | $412872.21         | Agency Mortgage-Backed Securities |
| GNMI SF 727806 X     | 2040-06-15      | 4.5000%  | 0.0000% | $80442.96          | $77903.78          | Agency Mortgage-Backed Securities |
| GNMI SF 738538 X     | 2041-07-15      | 4.0000%  | 0.0000% | $486643.50         | $457764.72         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ3006 | 2054-09-01      | 5.0000%  | 0.0000% | $2760276.64        | $2701664.31        | Agency Mortgage-Backed Securities |
| GNPL PN CO7975       | 2057-10-15      | 4.4000%  | 0.0000% | $968743.17         | $933022.16         | Agency Mortgage-Backed Securities |
| GNII SF DH3110 C     | 2055-03-20      | 6.0000%  | 0.0000% | $6788035.51        | $6962083.00        | Agency Mortgage-Backed Securities |
| GNII SF DH3670 C     | 2055-05-20      | 5.5000%  | 0.0000% | $6828090.00        | $6830640.67        | Agency Mortgage-Backed Securities |
| GNMI SF 698329 X     | 2039-05-15      | 4.5000%  | 0.0000% | $12808.49          | $12421.49          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA5155 | 2051-05-01      | 2.0000%  | 0.0000% | $953905.16         | $741517.33         | Agency Mortgage-Backed Securities |
| GNII SF BL7755 C     | 2049-05-20      | 4.0000%  | 0.0000% | $16772.38          | $15392.84          | Agency Mortgage-Backed Securities |
| GNII SF BQ4010 C     | 2050-03-20      | 3.0000%  | 0.0000% | $608913.26         | $524693.66         | Agency Mortgage-Backed Securities |
| GNII SF CB9638 C     | 2051-02-20      | 2.5000%  | 0.0000% | $4293634.71        | $3561419.24        | Agency Mortgage-Backed Securities |
| GNII SF CB9615 C     | 2051-03-20      | 2.0000%  | 0.0000% | $1937929.55        | $1517724.63        | Agency Mortgage-Backed Securities |
| GNCL CL CG3700       | 2064-06-15      | 2.7900%  | 0.0000% | $43563.00          | $37264.20          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6451 | 2053-08-01      | 5.5000%  | 0.0000% | $1365920.67        | $1364528.19        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0670 | 2051-09-01      | 3.0000%  | 0.0000% | $3417143.85        | $2951601.28        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1305 | 2052-07-01      | 5.0000%  | 0.0000% | $1564028.34        | $1524997.67        | Agency Mortgage-Backed Securities |
| GNPL PN AG8330       | 2057-05-15      | 2.9900%  | 0.0000% | $5628995.17        | $4995128.72        | Agency Mortgage-Backed Securities |
| GNII SF AM1091 C     | 2041-10-20      | 4.5000%  | 0.0000% | $5690.94           | $5459.06           | Agency Mortgage-Backed Securities |
| GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $10132667.30       | $10099123.67       | Agency Mortgage-Backed Securities |
| GNII JM MA4645 M     | 2047-07-20      | 4.5000%  | 0.0000% | $82794.99          | $78785.64          | Agency Mortgage-Backed Securities |
| GNII SF MA5111 M     | 2033-04-20      | 3.5000%  | 0.0000% | $62983.38          | $61866.47          | Agency Mortgage-Backed Securities |
| GNII SF MA5654 M     | 2048-12-20      | 5.5000%  | 0.0000% | $24642.85          | $24994.27          | Agency Mortgage-Backed Securities |
| GNII SF MA5877 M     | 2049-04-20      | 4.5000%  | 0.0000% | $37928.41          | $36335.22          | Agency Mortgage-Backed Securities |
| GNII SF MA5877 M     | 2049-04-20      | 4.5000%  | 0.0000% | $45152.86          | $43256.22          | Agency Mortgage-Backed Securities |
| GNII SF DI2790 C     | 2055-04-20      | 6.0000%  | 0.0000% | $970540.07         | $995426.01         | Agency Mortgage-Backed Securities |
| GNII SF DI3259 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1338049.48        | $1408100.54        | Agency Mortgage-Backed Securities |
| GNII SF MA7988 M     | 2052-04-20      | 3.0000%  | 0.0000% | $54919662.43       | $47874934.28       | Agency Mortgage-Backed Securities |
| GNII JM 004462 M     | 2039-06-20      | 5.0000%  | 0.0000% | $191646.45         | $187734.52         | Agency Mortgage-Backed Securities |
| GNII SF 004561 M     | 2039-10-20      | 6.0000%  | 0.0000% | $35979.94          | $37654.82          | Agency Mortgage-Backed Securities |
| GNII SF MA8426 M     | 2052-11-20      | 4.0000%  | 0.0000% | $29524.68          | $27176.53          | Agency Mortgage-Backed Securities |
| GNII SF DG6818 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1913579.52        | $1999797.98        | Agency Mortgage-Backed Securities |
| GNII SF DH0485 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1146416.21        | $1195266.28        | Agency Mortgage-Backed Securities |
| GNMI SP 784059 X     | 2045-01-15      | 4.0000%  | 0.0000% | $53501.36          | $50388.50          | Agency Mortgage-Backed Securities |
| GNMI SP 782087 X     | 2036-04-15      | 6.0000%  | 0.0000% | $2254999.47        | $2400262.77        | Agency Mortgage-Backed Securities |
| GNMI SF 616475 X     | 2034-06-15      | 5.0000%  | 0.0000% | $41590.54          | $41792.12          | Agency Mortgage-Backed Securities |
| GNII SF DJ9526 C     | 2055-05-20      | 6.0000%  | 0.0000% | $3084890.00        | $3152629.04        | Agency Mortgage-Backed Securities |

### Security 353: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 959JHK008, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 959JHK008_4.35_0602
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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 06.000 CLSD8409 | 2054-03-01      | 6.0000%  | 0.0000% | $2442632.20        | $2477528.46        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8474 | 2054-11-01      | 5.0000%  | 0.0000% | $28701073.84       | $27862048.97       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD4393 | 2052-06-01      | 4.0000%  | 0.0000% | $758484.15         | $709587.12         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD4471 | 2053-12-01      | 6.5000%  | 0.0000% | $386473.26         | $400993.10         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD3825 | 2053-09-01      | 6.5000%  | 0.0000% | $3491405.65        | $3616202.84        | Agency Mortgage-Backed Securities |
| GNII SF MA7398 M     | 2035-09-20      | 5.5000%  | 0.0000% | $60590.68          | $60381.38          | Agency Mortgage-Backed Securities |
| GNII SF MA7451 M     | 2036-12-20      | 4.5000%  | 0.0000% | $14361.98          | $14078.62          | Agency Mortgage-Backed Securities |
| GNII SF MA7470 M     | 2051-07-20      | 1.5000%  | 0.0000% | $12965.31          | $9930.60           | Agency Mortgage-Backed Securities |
| GNII SF MA7536 M     | 2051-08-20      | 3.5000%  | 0.0000% | $4966.15           | $4439.03           | Agency Mortgage-Backed Securities |
| GNII SF MA7568 M     | 2035-08-20      | 5.5000%  | 0.0000% | $51842.50          | $52540.85          | Agency Mortgage-Backed Securities |
| GNII SF MA7769 M     | 2051-12-20      | 3.5000%  | 0.0000% | $3435.59           | $3072.03           | Agency Mortgage-Backed Securities |
| GNAR AF MA7779 M     | 2051-12-20      | 2.0000%  | 0.0000% | $58197.83          | $55065.23          | Agency Mortgage-Backed Securities |
| GNII SF MA7797 M     | 2037-01-20      | 2.0000%  | 0.0000% | $14660.63          | $13352.59          | Agency Mortgage-Backed Securities |
| GNII SF MA7833 M     | 2052-01-20      | 5.5000%  | 0.0000% | $12779.91          | $12986.83          | Agency Mortgage-Backed Securities |
| GNII SF MA7865 M     | 2030-06-20      | 8.5000%  | 0.0000% | $2328.02           | $2352.43           | Agency Mortgage-Backed Securities |
| GNII SF MA7862 M     | 2037-07-20      | 7.0000%  | 0.0000% | $8792.18           | $9088.13           | Agency Mortgage-Backed Securities |
| GNII SF MA7863 M     | 2033-01-20      | 7.5000%  | 0.0000% | $5542.20           | $5748.67           | Agency Mortgage-Backed Securities |
| GNII SF MA8980 M     | 2035-05-20      | 2.0000%  | 0.0000% | $20415.39          | $18441.69          | Agency Mortgage-Backed Securities |
| GNII SF MA8981 M     | 2028-05-20      | 2.5000%  | 0.0000% | $120675.49         | $115082.77         | Agency Mortgage-Backed Securities |
| GNII SF MA8146 M     | 2052-07-20      | 2.0000%  | 0.0000% | $15385.10          | $12350.23          | Agency Mortgage-Backed Securities |
| GNII SF MA8196 M     | 2052-07-20      | 2.0000%  | 0.0000% | $131689.06         | $105731.97         | Agency Mortgage-Backed Securities |
| GNII SF MA8173 M     | 2033-06-20      | 2.5000%  | 0.0000% | $4884.27           | $4484.12           | Agency Mortgage-Backed Securities |
| GNII SF MA8176 M     | 2037-07-20      | 4.0000%  | 0.0000% | $49272.98          | $47725.92          | Agency Mortgage-Backed Securities |
| GNII SF MA8181 M     | 2032-01-20      | 6.5000%  | 0.0000% | $9447.23           | $9688.39           | Agency Mortgage-Backed Securities |
| GNII SF MA8202 M     | 2052-08-20      | 5.0000%  | 0.0000% | $951598.54         | $930451.91         | Agency Mortgage-Backed Securities |
| GNII ET DE4987 C     | 2064-03-20      | 6.5000%  | 0.0000% | $1826.06           | $1870.44           | Agency Mortgage-Backed Securities |
| GNII ET DE4991 C     | 2064-10-20      | 6.5000%  | 0.0000% | $278483.85         | $284740.86         | Agency Mortgage-Backed Securities |
| GNII ET DE5055 C     | 2064-09-20      | 5.0000%  | 0.0000% | $174324.71         | $168243.35         | Agency Mortgage-Backed Securities |
| GNII SF DE5800 C     | 2054-10-20      | 7.0000%  | 0.0000% | $270115.17         | $286967.08         | Agency Mortgage-Backed Securities |
| GNII ET DE5991 C     | 2064-09-20      | 6.5000%  | 0.0000% | $1817.47           | $1861.65           | Agency Mortgage-Backed Securities |
| GNII ET DE6019 C     | 2064-10-20      | 6.5000%  | 0.0000% | $2158.39           | $2210.86           | Agency Mortgage-Backed Securities |
| GNPL PN DE6504       | 2060-04-15      | 5.3400%  | 0.0000% | $274497.55         | $275866.38         | Agency Mortgage-Backed Securities |
| GNII ET DE6792 C     | 2064-10-20      | 6.5000%  | 0.0000% | $8433.88           | $8638.88           | Agency Mortgage-Backed Securities |
| GNII ET DE7657 C     | 2064-10-20      | 5.0000%  | 0.0000% | $29490.03          | $28461.27          | Agency Mortgage-Backed Securities |
| GNII SF DE8770 C     | 2054-10-20      | 5.0000%  | 0.0000% | $234300.55         | $229704.69         | Agency Mortgage-Backed Securities |
| GNII SF DE8867 C     | 2054-09-20      | 5.5000%  | 0.0000% | $251885.10         | $252133.85         | Agency Mortgage-Backed Securities |
| GNII ET DE9304 C     | 2064-10-20      | 6.5000%  | 0.0000% | $2634.06           | $2698.08           | Agency Mortgage-Backed Securities |
| GNII SF DE9639 C     | 2054-10-20      | 7.0000%  | 0.0000% | $264536.81         | $280070.91         | Agency Mortgage-Backed Securities |
| GNII ET DE9686 C     | 2064-09-20      | 6.5000%  | 0.0000% | $3285.09           | $3364.94           | Agency Mortgage-Backed Securities |
| GNII ET DE9724 C     | 2064-10-20      | 6.5000%  | 0.0000% | $17205.48          | $17623.70          | Agency Mortgage-Backed Securities |
| GNII SF DF1316 C     | 2054-10-20      | 6.5000%  | 0.0000% | $79729.14          | $84169.18          | Agency Mortgage-Backed Securities |
| GNII ET DF6279 C     | 2064-08-20      | 5.0000%  | 0.0000% | $39435.10          | $38059.36          | Agency Mortgage-Backed Securities |
| GNII SF DF5613 C     | 2054-12-20      | 5.0000%  | 0.0000% | $90997.77          | $88595.96          | Agency Mortgage-Backed Securities |
| GNII ET DF5625 C     | 2062-06-20      | 4.5000%  | 0.0000% | $9404.46           | $8778.47           | Agency Mortgage-Backed Securities |
| GNII ET DF5626 C     | 2064-11-20      | 6.0000%  | 0.0000% | $54848.69          | $55379.80          | Agency Mortgage-Backed Securities |
| GNII ET DF5683 C     | 2062-08-20      | 5.0000%  | 0.0000% | $64220.18          | $61979.84          | Agency Mortgage-Backed Securities |
| GNII ET DF6002 C     | 2064-10-20      | 6.5000%  | 0.0000% | $22724.17          | $23276.52          | Agency Mortgage-Backed Securities |
| GNII ET DF6149 C     | 2064-09-20      | 3.5000%  | 0.0000% | $212127.11         | $184607.74         | Agency Mortgage-Backed Securities |
| GNII SF DF9826 C     | 2054-11-20      | 7.0000%  | 0.0000% | $151711.95         | $156913.07         | Agency Mortgage-Backed Securities |
| GNII SF DF9631 C     | 2054-12-20      | 5.5000%  | 0.0000% | $489292.64         | $489475.42         | Agency Mortgage-Backed Securities |
| GNPL PN DF9974       | 2059-11-15      | 4.9800%  | 0.0000% | $32832.62          | $32162.20          | Agency Mortgage-Backed Securities |
| GNII SF DG0474 C     | 2055-01-20      | 7.0000%  | 0.0000% | $316683.97         | $333344.36         | Agency Mortgage-Backed Securities |
| GNII ET DG2650 C     | 2064-11-20      | 6.0000%  | 0.0000% | $123838.66         | $125037.83         | Agency Mortgage-Backed Securities |
| GNII SF DG2202 C     | 2054-11-20      | 6.5000%  | 0.0000% | $747354.23         | $781629.47         | Agency Mortgage-Backed Securities |
| GNII SF 004922 M     | 2041-01-20      | 4.0000%  | 0.0000% | $1100554.73        | $1038827.06        | Agency Mortgage-Backed Securities |
| GNII SF 005115 M     | 2041-07-20      | 4.5000%  | 0.0000% | $272764.50         | $267350.13         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF3201 | 2052-11-01      | 4.5000%  | 0.0000% | $11581.79          | $10963.14          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF3213 | 2052-11-01      | 4.5000%  | 0.0000% | $11180.90          | $10583.98          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG2845 | 2053-05-01      | 5.5000%  | 0.0000% | $1264338.67        | $1268902.37        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQG4908 | 2053-06-01      | 4.5000%  | 0.0000% | $5750.34           | $5443.62           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH5911 | 2053-12-01      | 6.5000%  | 0.0000% | $117565.43         | $121570.90         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQH7895 | 2054-01-01      | 4.5000%  | 0.0000% | $53515.29          | $50590.41          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ0780 | 2054-08-01      | 6.0000%  | 0.0000% | $3318.87           | $3367.70           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ2063 | 2054-08-01      | 7.0000%  | 0.0000% | $308427.21         | $326003.52         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ2231 | 2054-08-01      | 5.0000%  | 0.0000% | $161686.69         | $157698.97         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ4435 | 2054-09-01      | 5.0000%  | 0.0000% | $676291.71         | $659002.84         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ4481 | 2054-09-01      | 6.0000%  | 0.0000% | $2445651.14        | $2493461.98        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ3634 | 2054-09-01      | 6.5000%  | 0.0000% | $215224.54         | $222513.79         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ4712 | 2054-09-01      | 4.5000%  | 0.0000% | $152607.26         | $145318.73         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ4889 | 2054-09-01      | 5.5000%  | 0.0000% | $1335560.50        | $1333456.39        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ7059 | 2054-09-01      | 4.5000%  | 0.0000% | $6735.00           | $6367.64           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ7558 | 2054-10-01      | 6.0000%  | 0.0000% | $456900.97         | $463756.46         | Agency Mortgage-Backed Securities |
| 4.00 FCOR 23-33 AL   | 2033-09-26      | 4.0000%  | 0.0000% | $702800.00         | $670895.77         | Agency Mortgage-Backed Securities |
| 2.99 FCOR 22-34 AM   | 2034-07-18      | 2.9900%  | 0.0000% | $1297200.00        | $1144418.81        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY0237 | 2055-04-01      | 6.5000%  | 0.0000% | $1416251.21        | $1461062.97        | Agency Mortgage-Backed Securities |
| GNII SF MA7913 M     | 2037-03-20      | 4.0000%  | 0.0000% | $38596.86          | $37714.59          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4436 | 2055-06-01      | 5.5000%  | 0.0000% | $4399368.53        | $4372600.82        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY4458 | 2055-05-01      | 6.0000%  | 0.0000% | $6734464.00        | $6889864.00        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY4588 | 2055-06-01      | 6.5000%  | 0.0000% | $195440.00         | $201630.78         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4591 | 2055-05-01      | 5.5000%  | 0.0000% | $479432.00         | $484071.25         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY4672 | 2055-06-01      | 6.0000%  | 0.0000% | $450197.33         | $459125.80         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL0217 | 2054-11-01      | 5.5000%  | 0.0000% | $7079735.25        | $7078174.57        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL0198 | 2055-01-01      | 5.5000%  | 0.0000% | $3340082.90        | $3319389.61        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL0625 | 2055-03-01      | 6.5000%  | 0.0000% | $11201651.65       | $11619239.27       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1137 | 2055-05-01      | 6.0000%  | 0.0000% | $14570814.51       | $14778978.01       | Agency Mortgage-Backed Securities |
| GNII SF MA9298 M     | 2052-04-20      | 2.0000%  | 0.0000% | $126954.26         | $101911.15         | Agency Mortgage-Backed Securities |
| GNII SF MA9307 M     | 2053-11-20      | 6.5000%  | 0.0000% | $3636.03           | $3733.74           | Agency Mortgage-Backed Securities |
| GNII SF MA9322 M     | 2031-11-20      | 2.5000%  | 0.0000% | $1346.87           | $1317.36           | Agency Mortgage-Backed Securities |
| GNII JM MA9353 M     | 2053-12-20      | 7.5000%  | 0.0000% | $26297.85          | $27001.70          | Agency Mortgage-Backed Securities |
| GNII SF MA9387 M     | 2039-01-20      | 4.5000%  | 0.0000% | $48850.22          | $48167.54          | Agency Mortgage-Backed Securities |
| GNII SF MA9483 M     | 2051-09-20      | 3.0000%  | 0.0000% | $36225.73          | $31730.72          | Agency Mortgage-Backed Securities |
| GNII SF MA9640 M     | 2039-05-20      | 6.5000%  | 0.0000% | $76039.09          | $79704.48          | Agency Mortgage-Backed Securities |
| GNII SF MA9666 M     | 2054-05-20      | 4.5000%  | 0.0000% | $3739858.97        | $3537622.36        | Agency Mortgage-Backed Securities |
| GNII SF MA9752 M     | 2032-08-20      | 7.0000%  | 0.0000% | $6703.13           | $7013.01           | Agency Mortgage-Backed Securities |
| GNII SF BB3850 C     | 2047-12-20      | 4.0000%  | 0.0000% | $47723.73          | $44045.39          | Agency Mortgage-Backed Securities |
| GNMI SF BC3562 X     | 2047-08-15      | 4.5000%  | 0.0000% | $28700.08          | $27477.68          | Agency Mortgage-Backed Securities |
| GNII SF BC3386 C     | 2047-09-20      | 4.5000%  | 0.0000% | $163137.31         | $154961.69         | Agency Mortgage-Backed Securities |
| GNII RG CN2001 C     | 2047-12-20      | 3.5000%  | 0.0000% | $16981.48          | $15080.73          | Agency Mortgage-Backed Securities |
| GNII RG CN2091 C     | 2046-01-20      | 3.5000%  | 0.0000% | $20596.63          | $18255.97          | Agency Mortgage-Backed Securities |
| GNII RG CN5871 C     | 2051-04-20      | 2.0000%  | 0.0000% | $163679.09         | $128074.82         | Agency Mortgage-Backed Securities |
| GNII RG CN5913 C     | 2050-01-20      | 3.5000%  | 0.0000% | $41674.43          | $36935.60          | Agency Mortgage-Backed Securities |
| GNII RG CN6336 C     | 2045-07-20      | 3.0000%  | 0.0000% | $30043.48          | $26345.33          | Agency Mortgage-Backed Securities |
| GNII SF CN6496 C     | 2052-08-20      | 4.0000%  | 0.0000% | $207075.79         | $190766.13         | Agency Mortgage-Backed Securities |
| GNII SF CN8576 C     | 2052-07-20      | 3.5000%  | 0.0000% | $502185.46         | $441141.52         | Agency Mortgage-Backed Securities |
| GNII SF CN8591 C     | 2052-08-20      | 2.5000%  | 0.0000% | $68752.83          | $57662.23          | Agency Mortgage-Backed Securities |
| GNII RG CN9813 C     | 2043-02-20      | 2.5000%  | 0.0000% | $136667.79         | $113336.12         | Agency Mortgage-Backed Securities |
| GNII SF CN9824 C     | 2041-03-20      | 4.0000%  | 0.0000% | $231417.74         | $217298.76         | Agency Mortgage-Backed Securities |
| GNII RG CO0464 C     | 2047-04-20      | 3.5000%  | 0.0000% | $37215.67          | $32999.11          | Agency Mortgage-Backed Securities |
| GNII RG CO5651 C     | 2048-04-20      | 3.5000%  | 0.0000% | $17005.42          | $15072.40          | Agency Mortgage-Backed Securities |
| GNII RG CO9031 C     | 2049-04-20      | 6.0000%  | 0.0000% | $49394.59          | $51580.47          | Agency Mortgage-Backed Securities |
| GNII RG CP0028 C     | 2044-07-20      | 3.5000%  | 0.0000% | $80503.39          | $71360.18          | Agency Mortgage-Backed Securities |
| GNII RG CP0023 C     | 2042-07-20      | 3.5000%  | 0.0000% | $40716.46          | $36138.60          | Agency Mortgage-Backed Securities |
| GNPL PN CP1102       | 2058-02-15      | 5.5000%  | 0.0000% | $4716.99           | $4852.27           | Agency Mortgage-Backed Securities |
| GNPL PN CP1228       | 2060-01-15      | 5.8500%  | 0.0000% | $218647.74         | $228523.73         | Agency Mortgage-Backed Securities |
| GNII SF CP4717 C     | 2035-07-20      | 5.0000%  | 0.0000% | $80982.59          | $79790.67          | Agency Mortgage-Backed Securities |
| GNII ET CP7178 C     | 2054-06-20      | 3.0000%  | 0.0000% | $25970.39          | $22111.88          | Agency Mortgage-Backed Securities |
| GNMI SF BE6179 X     | 2047-12-15      | 4.0000%  | 0.0000% | $931.78            | $865.78            | Agency Mortgage-Backed Securities |
| GNII SF BF1065 C     | 2048-01-20      | 4.0000%  | 0.0000% | $97557.28          | $89308.05          | Agency Mortgage-Backed Securities |
| GNII SF BF1150 C     | 2048-01-20      | 5.0000%  | 0.0000% | $183632.57         | $178987.18         | Agency Mortgage-Backed Securities |
| GNII SF BF4922 C     | 2048-03-20      | 4.5000%  | 0.0000% | $3787.73           | $3543.47           | Agency Mortgage-Backed Securities |
| GNII SF BF9479 C     | 2048-03-20      | 4.0000%  | 0.0000% | $295887.60         | $272574.38         | Agency Mortgage-Backed Securities |
| GNII ET DH3104 C     | 2065-01-20      | 3.5000%  | 0.0000% | $138264.43         | $120327.86         | Agency Mortgage-Backed Securities |
| GNII ET DH3942 C     | 2065-01-20      | 3.5000%  | 0.0000% | $100478.71         | $87443.25          | Agency Mortgage-Backed Securities |
| GNII ET DH5373 C     | 2064-12-20      | 4.0000%  | 0.0000% | $82647.25          | $74777.02          | Agency Mortgage-Backed Securities |
| GNII SF DH4505 C     | 2055-03-20      | 6.5000%  | 0.0000% | $147839.67         | $154447.53         | Agency Mortgage-Backed Securities |
| GNII ET DH4614 C     | 2065-01-20      | 3.5000%  | 0.0000% | $44326.13          | $38575.58          | Agency Mortgage-Backed Securities |
| GNII ET DH5059 C     | 2064-12-20      | 5.0000%  | 0.0000% | $105192.44         | $101522.36         | Agency Mortgage-Backed Securities |
| GNII ET DH5106 C     | 2065-02-20      | 3.5000%  | 0.0000% | $19319.52          | $16813.20          | Agency Mortgage-Backed Securities |
| GNII ET DH6093 C     | 2065-02-20      | 4.5000%  | 0.0000% | $27226.10          | $25413.41          | Agency Mortgage-Backed Securities |
| GNII ET DH6094 C     | 2065-02-20      | 5.0000%  | 0.0000% | $168967.40         | $163645.05         | Agency Mortgage-Backed Securities |
| GNII ET DH6114 C     | 2065-02-20      | 3.5000%  | 0.0000% | $31288.07          | $27229.21          | Agency Mortgage-Backed Securities |
| GNII ET DH6780 C     | 2065-02-20      | 7.0000%  | 0.0000% | $274254.43         | $281982.61         | Agency Mortgage-Backed Securities |
| GNII ET DH6846 C     | 2064-12-20      | 7.0000%  | 0.0000% | $24338.83          | $25024.67          | Agency Mortgage-Backed Securities |
| GNII SF DH6849 C     | 2055-02-20      | 7.0000%  | 0.0000% | $352569.02         | $371117.29         | Agency Mortgage-Backed Securities |
| GNII SF DH6860 C     | 2055-02-20      | 7.0000%  | 0.0000% | $360205.33         | $379154.97         | Agency Mortgage-Backed Securities |
| GNII SF DH7383 C     | 2055-04-20      | 6.0000%  | 0.0000% | $169478.41         | $174448.25         | Agency Mortgage-Backed Securities |
| GNII ET DH7570 C     | 2064-12-20      | 4.5000%  | 0.0000% | $24570.83          | $22934.91          | Agency Mortgage-Backed Securities |
| GNII ET DH7621 C     | 2064-06-20      | 7.0000%  | 0.0000% | $31330.08          | $32212.86          | Agency Mortgage-Backed Securities |
| GNII ET DH7640 C     | 2065-01-20      | 4.0000%  | 0.0000% | $82137.13          | $74315.47          | Agency Mortgage-Backed Securities |
| GNII ET DH7701 C     | 2065-01-20      | 4.5000%  | 0.0000% | $27325.02          | $25505.72          | Agency Mortgage-Backed Securities |
| GNII ET DH7713 C     | 2065-02-20      | 4.5000%  | 0.0000% | $103176.38         | $96307.21          | Agency Mortgage-Backed Securities |
| GNII ET DH7910 C     | 2065-01-20      | 5.0000%  | 0.0000% | $38330.41          | $36993.09          | Agency Mortgage-Backed Securities |
| GNII SF DH8895 C     | 2055-01-20      | 7.0000%  | 0.0000% | $323611.94         | $343702.05         | Agency Mortgage-Backed Securities |
| GNII SF DH9106 C     | 2055-02-20      | 6.0000%  | 0.0000% | $197745.34         | $202087.50         | Agency Mortgage-Backed Securities |
| GNII SF DH9282 C     | 2055-02-20      | 6.0000%  | 0.0000% | $484801.20         | $491161.47         | Agency Mortgage-Backed Securities |
| 5.75 FHOR 26-40 BS   | 2040-04-24      | 5.7500%  | 0.0000% | $545333.33         | $546849.91         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZI8794 | 2039-05-01      | 5.0000%  | 0.0000% | $4703.15           | $4716.19           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTZJ9483 | 2032-11-01      | 3.0000%  | 0.0000% | $5782.96           | $5508.26           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL2957 | 2042-04-01      | 3.5000%  | 0.0000% | $127266.15         | $117851.95         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZM1459 | 2046-07-01      | 3.0000%  | 0.0000% | $35538.19          | $31082.69          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM5698 | 2048-02-01      | 4.0000%  | 0.0000% | $3356.16           | $3136.43           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM6514 | 2048-05-01      | 4.0000%  | 0.0000% | $1787.28           | $1670.17           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZM6801 | 2048-05-01      | 5.5000%  | 0.0000% | $45205.70          | $45913.91          | Agency Mortgage-Backed Securities |
| 2.35 FCOR 26-46 D    | 2046-08-24      | 2.3500%  | 0.0000% | $373333.33         | $229033.53         | Agency Mortgage-Backed Securities |
| 2.93 FCOR 23-42 F    | 2042-02-03      | 2.9300%  | 0.0000% | $666666.67         | $495067.67         | Agency Mortgage-Backed Securities |
| 3.44 FCOR 23-42 H    | 2042-02-24      | 3.4400%  | 0.0000% | $588800.00         | $469429.83         | Agency Mortgage-Backed Securities |
| FEPC 06.500 3PQU8126 | 2053-07-01      | 6.5000%  | 0.0000% | $361341.74         | $369851.38         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA2971 | 2050-07-01      | 3.0000%  | 0.0000% | $194579.36         | $167393.64         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLRA3653 | 2050-10-01      | 1.5000%  | 0.0000% | $17093.28          | $12697.83          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA5478 | 2051-07-01      | 2.5000%  | 0.0000% | $101352.72         | $83641.52          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA7177 | 2052-04-01      | 2.5000%  | 0.0000% | $3844747.73        | $3138943.90        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ0048 | 2053-10-01      | 4.5000%  | 0.0000% | $442655.95         | $418446.21         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0014 | 2055-05-01      | 6.0000%  | 0.0000% | $26994483.20       | $27380135.37       | Agency Mortgage-Backed Securities |
| GNII SF BF9563 C     | 2048-04-20      | 4.0000%  | 0.0000% | $322239.38         | $297153.76         | Agency Mortgage-Backed Securities |
| GNMI SF BG5655 X     | 2048-05-15      | 3.0000%  | 0.0000% | $13893.56          | $12189.24          | Agency Mortgage-Backed Securities |
| GNII SF BJ5365 C     | 2049-02-20      | 4.5000%  | 0.0000% | $29300.91          | $27360.13          | Agency Mortgage-Backed Securities |
| GNMI SF BO5617 X     | 2049-01-15      | 4.5000%  | 0.0000% | $33613.62          | $31814.11          | Agency Mortgage-Backed Securities |
| GNPL PN BP2036       | 2062-07-15      | 3.6600%  | 0.0000% | $49023.22          | $43582.69          | Agency Mortgage-Backed Securities |
| GNII ET BQ0896 C     | 2062-08-20      | 5.0000%  | 0.0000% | $35274.06          | $34043.76          | Agency Mortgage-Backed Securities |
| GNII SF BR8755 C     | 2050-02-20      | 3.0000%  | 0.0000% | $14022.73          | $12107.81          | Agency Mortgage-Backed Securities |
| GNII SF BS7620 C     | 2050-06-20      | 3.0000%  | 0.0000% | $133297.31         | $116181.49         | Agency Mortgage-Backed Securities |
| GNMI SF BS8439 X     | 2050-05-15      | 3.5000%  | 0.0000% | $9077.12           | $8114.72           | Agency Mortgage-Backed Securities |
| GNII SF BT8614 C     | 2050-07-20      | 2.5000%  | 0.0000% | $132926.39         | $110546.76         | Agency Mortgage-Backed Securities |
| GNMI SF BW3889 X     | 2050-08-15      | 2.5000%  | 0.0000% | $37546.42          | $31607.25          | Agency Mortgage-Backed Securities |
| GNII SF BW8885 C     | 2039-01-20      | 7.0000%  | 0.0000% | $151601.44         | $157956.70         | Agency Mortgage-Backed Securities |
| GNII SF BX4962 C     | 2050-09-20      | 3.0000%  | 0.0000% | $10267.00          | $8947.56           | Agency Mortgage-Backed Securities |
| GNII SF BY0776 C     | 2050-09-20      | 2.5000%  | 0.0000% | $23881.54          | $19639.56          | Agency Mortgage-Backed Securities |
| GNII SF BY6418 C     | 2045-10-20      | 2.5000%  | 0.0000% | $17479.63          | $14565.30          | Agency Mortgage-Backed Securities |
| GNII SF BZ8534 C     | 2051-01-20      | 3.0000%  | 0.0000% | $9540.70           | $8312.65           | Agency Mortgage-Backed Securities |
| GNII SF CB4516 C     | 2051-02-20      | 3.0000%  | 0.0000% | $7605.98           | $6626.83           | Agency Mortgage-Backed Securities |
| GNII SF CC6421 C     | 2051-05-20      | 2.5000%  | 0.0000% | $135978.04         | $113502.63         | Agency Mortgage-Backed Securities |
| GNII SF CE0714 C     | 2051-07-20      | 3.5000%  | 0.0000% | $14055.26          | $12338.95          | Agency Mortgage-Backed Securities |
| GNII SF CE9948 C     | 2051-09-20      | 3.0000%  | 0.0000% | $10621.22          | $9253.92           | Agency Mortgage-Backed Securities |
| GNII SF CG1117 C     | 2052-02-20      | 2.0000%  | 0.0000% | $96968.03          | $76161.32          | Agency Mortgage-Backed Securities |
| GNII RG CG8656 C     | 2049-05-20      | 5.5000%  | 0.0000% | $61305.42          | $61363.82          | Agency Mortgage-Backed Securities |
| GNII RG CH1047 C     | 2047-08-20      | 3.0000%  | 0.0000% | $9009.49           | $7811.19           | Agency Mortgage-Backed Securities |
| GNII RG CI1077 C     | 2044-12-20      | 3.0000%  | 0.0000% | $49868.27          | $43731.66          | Agency Mortgage-Backed Securities |
| GNII SF CI1296 C     | 2052-02-20      | 2.5000%  | 0.0000% | $954455.02         | $792005.72         | Agency Mortgage-Backed Securities |
| GNII RG CI2361 C     | 2047-08-20      | 3.0000%  | 0.0000% | $10102.53          | $8758.86           | Agency Mortgage-Backed Securities |
| GNII RG CI4462 C     | 2044-07-20      | 4.0000%  | 0.0000% | $135791.88         | $124669.47         | Agency Mortgage-Backed Securities |
| GNII RG CI4538 C     | 2050-02-20      | 3.0000%  | 0.0000% | $15530.53          | $13463.91          | Agency Mortgage-Backed Securities |
| GNII RG CI4556 C     | 2050-07-20      | 3.0000%  | 0.0000% | $17602.35          | $15259.72          | Agency Mortgage-Backed Securities |
| GNII SF DH9287 C     | 2055-02-20      | 7.0000%  | 0.0000% | $151710.40         | $160285.05         | Agency Mortgage-Backed Securities |
| GNII ET DH9701 C     | 2065-02-20      | 3.5000%  | 0.0000% | $39730.55          | $34576.48          | Agency Mortgage-Backed Securities |
| GNII SF DJ1306 C     | 2055-04-20      | 7.5000%  | 0.0000% | $453382.29         | $488835.72         | Agency Mortgage-Backed Securities |
| GNII ET DJ1467 C     | 2065-03-20      | 6.5000%  | 0.0000% | $111759.62         | $114477.29         | Agency Mortgage-Backed Securities |
| GNII ET DJ4104 C     | 2065-03-20      | 7.0000%  | 0.0000% | $58555.57          | $60205.60          | Agency Mortgage-Backed Securities |
| GNII SF DJ5199 C     | 2055-03-20      | 6.5000%  | 0.0000% | $229353.07         | $240447.59         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM6818 | 2048-06-01      | 4.0000%  | 0.0000% | $24637.99          | $22968.60          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN1442 | 2048-11-01      | 4.5000%  | 0.0000% | $968.28            | $930.03            | Agency Mortgage-Backed Securities |
| FEPC 04.000 3PZN6641 | 2047-12-01      | 4.0000%  | 0.0000% | $192266.49         | $177549.50         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZA0915 | 2033-09-01      | 5.5000%  | 0.0000% | $4016.22           | $4099.50           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZA1293 | 2043-02-01      | 3.0000%  | 0.0000% | $801545.64         | $713516.43         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZA2489 | 2038-01-01      | 3.5000%  | 0.0000% | $21557.69          | $20683.86          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZA2505 | 2038-05-01      | 3.5000%  | 0.0000% | $12235.89          | $11716.79          | Agency Mortgage-Backed Securities |
| FEPC 03.500 3RZA3096 | 2032-04-01      | 3.5000%  | 0.0000% | $59038.16          | $57296.27          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1425 | 2037-04-01      | 5.5000%  | 0.0000% | $666.90            | $682.62            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS3476 | 2042-04-01      | 3.0000%  | 0.0000% | $20905.48          | $18648.52          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS3857 | 2041-06-01      | 5.5000%  | 0.0000% | $4339.19           | $4431.67           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS3982 | 2044-03-01      | 4.5000%  | 0.0000% | $10570.50          | $10356.16          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS4010 | 2041-06-01      | 5.0000%  | 0.0000% | $6909.55           | $6932.25           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4682 | 2046-10-01      | 3.0000%  | 0.0000% | $1690.22           | $1476.57           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4764 | 2048-04-01      | 4.0000%  | 0.0000% | $22440.51          | $20972.47          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS9502 | 2039-09-01      | 6.5000%  | 0.0000% | $179986.30         | $187310.87         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0495 | 2048-08-01      | 4.5000%  | 0.0000% | $10635.90          | $10217.26          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZT0714 | 2048-10-01      | 5.0000%  | 0.0000% | $1877.28           | $1852.38           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA7618 | 2052-07-01      | 5.0000%  | 0.0000% | $903.35            | $880.00            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTRB5059 | 2040-07-01      | 2.5000%  | 0.0000% | $10739.21          | $9629.66           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTRB5135 | 2041-11-01      | 2.0000%  | 0.0000% | $49625.96          | $41754.59          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTRB5154 | 2042-04-01      | 2.5000%  | 0.0000% | $85213.99          | $74345.53          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI2497 | 2054-04-01      | 5.5000%  | 0.0000% | $1256368.53        | $1253273.53        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI6019 | 2054-05-01      | 5.5000%  | 0.0000% | $333435.86         | $334263.30         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQI8493 | 2054-07-01      | 5.0000%  | 0.0000% | $180635.42         | $176017.80         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO1919 | 2039-02-01      | 6.0000%  | 0.0000% | $171042.32         | $175923.07         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO2331 | 2039-07-01      | 6.0000%  | 0.0000% | $128793.06         | $134088.81         | Agency Mortgage-Backed Securities |
| FMZC 12/11/2025 A    | 2025-12-11      | 0.0000%  | 0.0000% | $1665866.67        | $1628441.31        | Agency Mortgage-Backed Securities |
| GNMI SF 793306 X     | 2042-03-15      | 3.3750%  | 0.0000% | $16520.47          | $15002.22          | Agency Mortgage-Backed Securities |
| GNMI SF 794520 X     | 2042-07-15      | 3.5000%  | 0.0000% | $74634.22          | $68140.03          | Agency Mortgage-Backed Securities |
| GNII SF 796727 C     | 2038-12-20      | 6.5000%  | 0.0000% | $8537.33           | $8919.43           | Agency Mortgage-Backed Securities |
| GNMI SF AA6300 X     | 2043-04-15      | 3.5000%  | 0.0000% | $1064.79           | $975.12            | Agency Mortgage-Backed Securities |
| GNII SF MA0022 M     | 2042-04-20      | 3.5000%  | 0.0000% | $68998.81          | $63281.87          | Agency Mortgage-Backed Securities |
| GNII SF MA0154 M     | 2042-06-20      | 3.5000%  | 0.0000% | $33690.06          | $30888.04          | Agency Mortgage-Backed Securities |
| GNII SF MA0462 M     | 2042-10-20      | 3.5000%  | 0.0000% | $973737.94         | $892342.64         | Agency Mortgage-Backed Securities |
| GNII JM MA0619 M     | 2042-12-20      | 3.5000%  | 0.0000% | $16293.15          | $14391.68          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB1208 | 2037-08-01      | 2.5000%  | 0.0000% | $12717200.19       | $11764184.51       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8138 | 2037-01-01      | 2.5000%  | 0.0000% | $782250.47         | $724781.57         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CISB8178 | 2037-09-01      | 4.0000%  | 0.0000% | $64343.64          | $62503.62          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8356 | 2039-12-01      | 3.0000%  | 0.0000% | $341522.70         | $322289.05         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8335 | 2039-10-01      | 5.5000%  | 0.0000% | $29116.90          | $29649.50          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CISB8346 | 2039-12-01      | 4.0000%  | 0.0000% | $132891.93         | $128920.62         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB8383 | 2040-05-01      | 4.5000%  | 0.0000% | $34869588.01       | $34438286.08       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTSC0206 | 2041-11-01      | 2.0000%  | 0.0000% | $113205.40         | $95384.05          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1515 | 2052-08-01      | 4.5000%  | 0.0000% | $20446.67          | $19430.55          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1936 | 2052-06-01      | 3.5000%  | 0.0000% | $202296.84         | $180688.59         | Agency Mortgage-Backed Securities |
| GNII SF MA1012 M     | 2043-05-20      | 3.5000%  | 0.0000% | $869347.35         | $796234.75         | Agency Mortgage-Backed Securities |
| GNII SF MA1088 M     | 2043-06-20      | 2.5000%  | 0.0000% | $15917.15          | $13747.18          | Agency Mortgage-Backed Securities |
| GNII SF MA1094 M     | 2038-08-20      | 5.5000%  | 0.0000% | $13305.65          | $13586.25          | Agency Mortgage-Backed Securities |
| GNII SF MA1447 M     | 2043-11-20      | 3.0000%  | 0.0000% | $22003.96          | $19679.37          | Agency Mortgage-Backed Securities |
| GNII SF MA1450 M     | 2043-11-20      | 4.5000%  | 0.0000% | $23957.00          | $23180.86          | Agency Mortgage-Backed Securities |
| GNII SF MA2304 M     | 2044-10-20      | 4.0000%  | 0.0000% | $1744.18           | $1635.48           | Agency Mortgage-Backed Securities |
| GNII SF MA2797 M     | 2030-05-20      | 3.0000%  | 0.0000% | $12165.69          | $11901.63          | Agency Mortgage-Backed Securities |
| GNII JM MA2882 M     | 2045-06-20      | 3.0000%  | 0.0000% | $89734.98          | $77639.75          | Agency Mortgage-Backed Securities |
| GNII JM MA3001 M     | 2030-06-20      | 3.0000%  | 0.0000% | $21291.03          | $20520.22          | Agency Mortgage-Backed Securities |
| GNII SF MA3736 M     | 2046-06-20      | 3.5000%  | 0.0000% | $224811.69         | $203209.18         | Agency Mortgage-Backed Securities |
| GNII SF MA3875 M     | 2046-07-20      | 4.0000%  | 0.0000% | $19976.12          | $18676.22          | Agency Mortgage-Backed Securities |
| GNII SF MA4002 M     | 2046-10-20      | 2.5000%  | 0.0000% | $15071154.53       | $12940573.88       | Agency Mortgage-Backed Securities |
| GNII SF MA4589 M     | 2047-06-20      | 5.0000%  | 0.0000% | $21109.63          | $20881.32          | Agency Mortgage-Backed Securities |
| GNII SF AQ0053 C     | 2045-10-20      | 4.0000%  | 0.0000% | $27822.77          | $25763.03          | Agency Mortgage-Backed Securities |
| GNMI SF AQ0573 X     | 2047-02-15      | 4.0000%  | 0.0000% | $87808.04          | $81715.23          | Agency Mortgage-Backed Securities |
| GNII ET CQ5810 C     | 2064-11-20      | 5.0000%  | 0.0000% | $43856.32          | $42326.25          | Agency Mortgage-Backed Securities |
| GNII SF CQ8289 C     | 2052-10-20      | 4.0000%  | 0.0000% | $102676.29         | $93099.28          | Agency Mortgage-Backed Securities |
| GNPL PN CS3806       | 2058-07-15      | 5.0000%  | 0.0000% | $9062.78           | $9009.66           | Agency Mortgage-Backed Securities |
| GNII ET CS5031 C     | 2062-09-20      | 5.0000%  | 0.0000% | $31433.74          | $30337.39          | Agency Mortgage-Backed Securities |
| GNII SF CS7814 C     | 2053-04-20      | 5.0000%  | 0.0000% | $375174.33         | $370128.15         | Agency Mortgage-Backed Securities |
| GNCL CL CS8951       | 2065-05-15      | 6.1300%  | 0.0000% | $97613.87          | $100355.16         | Agency Mortgage-Backed Securities |
| GNII SF CS8711 C     | 2053-04-20      | 6.0000%  | 0.0000% | $206426.76         | $213187.10         | Agency Mortgage-Backed Securities |
| GNII SF CT5313 C     | 2051-12-20      | 2.5000%  | 0.0000% | $153678.32         | $126381.34         | Agency Mortgage-Backed Securities |
| GNII SF CU3559 C     | 2053-04-20      | 5.5000%  | 0.0000% | $279013.50         | $279074.76         | Agency Mortgage-Backed Securities |
| GNPL PN CU4625       | 2058-11-15      | 5.9900%  | 0.0000% | $3025.84           | $3189.38           | Agency Mortgage-Backed Securities |
| GNII SF CV0624 C     | 2053-09-20      | 7.0000%  | 0.0000% | $141581.41         | $149553.13         | Agency Mortgage-Backed Securities |
| GNII ET CV1311 C     | 2064-03-20      | 6.5000%  | 0.0000% | $1807.17           | $1851.09           | Agency Mortgage-Backed Securities |
| GNII ET CW6228 C     | 2063-07-20      | 6.5000%  | 0.0000% | $39602.03          | $40564.61          | Agency Mortgage-Backed Securities |
| GNII ET CW6615 C     | 2063-07-20      | 5.0000%  | 0.0000% | $8377.02           | $8084.87           | Agency Mortgage-Backed Securities |
| GNII ET CW6609 C     | 2062-10-20      | 5.0000%  | 0.0000% | $118305.66         | $114179.73         | Agency Mortgage-Backed Securities |
| GNII ET CW9251 C     | 2065-02-20      | 6.5000%  | 0.0000% | $33683.26          | $34502.34          | Agency Mortgage-Backed Securities |
| GNII SF CX0795 C     | 2053-08-20      | 7.5000%  | 0.0000% | $245471.80         | $256158.83         | Agency Mortgage-Backed Securities |
| GNII SF CX1604 C     | 2053-09-20      | 6.5000%  | 0.0000% | $211602.21         | $221378.89         | Agency Mortgage-Backed Securities |
| GNII SF CX5783 C     | 2053-10-20      | 7.5000%  | 0.0000% | $124462.32         | $131248.71         | Agency Mortgage-Backed Securities |
| GNII SF MB0095 M     | 2054-07-20      | 7.0000%  | 0.0000% | $8183.37           | $8468.71           | Agency Mortgage-Backed Securities |
| GNII SF MB0087 M     | 2054-11-20      | 3.0000%  | 0.0000% | $4351438.69        | $3793265.14        | Agency Mortgage-Backed Securities |
| GNII SF MB0181 M     | 2040-01-20      | 6.0000%  | 0.0000% | $599174.28         | $612855.43         | Agency Mortgage-Backed Securities |
| GNII SF MB0254 M     | 2045-12-20      | 3.0000%  | 0.0000% | $376362.22         | $328084.99         | Agency Mortgage-Backed Securities |
| GNII SF MB0236 M     | 2040-03-20      | 6.5000%  | 0.0000% | $57703.19          | $59743.23          | Agency Mortgage-Backed Securities |
| GNII SF MB0260 M     | 2055-02-20      | 6.0000%  | 0.0000% | $88913329.67       | $90236656.36       | Agency Mortgage-Backed Securities |
| GNII ET DI0437 C     | 2065-02-20      | 7.0000%  | 0.0000% | $146304.03         | $150426.71         | Agency Mortgage-Backed Securities |
| GNII SF DI1750 C     | 2055-02-20      | 5.5000%  | 0.0000% | $289369.13         | $287345.15         | Agency Mortgage-Backed Securities |
| GNII ET DI1788 C     | 2065-03-20      | 6.0000%  | 0.0000% | $358465.46         | $361937.68         | Agency Mortgage-Backed Securities |
| GNII SF DI0927 C     | 2055-02-20      | 6.5000%  | 0.0000% | $302826.32         | $314132.98         | Agency Mortgage-Backed Securities |
| GNII SF DI0931 C     | 2055-02-20      | 7.0000%  | 0.0000% | $275013.70         | $292170.68         | Agency Mortgage-Backed Securities |
| GNII SF DI0924 C     | 2055-02-20      | 6.5000%  | 0.0000% | $159694.05         | $166831.28         | Agency Mortgage-Backed Securities |
| GNII SF DI1247 C     | 2055-02-20      | 5.5000%  | 0.0000% | $279698.87         | $278017.20         | Agency Mortgage-Backed Securities |
| GNII ET DI1363 C     | 2064-08-20      | 6.5000%  | 0.0000% | $11232.85          | $11505.97          | Agency Mortgage-Backed Securities |
| GNII ET DI1364 C     | 2064-07-20      | 6.0000%  | 0.0000% | $26988.32          | $27249.73          | Agency Mortgage-Backed Securities |
| GNII ET DI2628 C     | 2065-02-20      | 6.0000%  | 0.0000% | $157005.91         | $158526.56         | Agency Mortgage-Backed Securities |
| GNII ET DI2629 C     | 2065-02-20      | 6.0000%  | 0.0000% | $739092.90         | $746251.26         | Agency Mortgage-Backed Securities |
| GNII ET DI1857 C     | 2065-02-20      | 6.0000%  | 0.0000% | $234555.80         | $236827.78         | Agency Mortgage-Backed Securities |
| GNII ET DI2110 C     | 2064-12-20      | 5.0000%  | 0.0000% | $217122.45         | $209547.00         | Agency Mortgage-Backed Securities |
| GNII SF DI2200 C     | 2055-02-20      | 5.0000%  | 0.0000% | $205707.58         | $201101.33         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3589 | 2053-06-01      | 5.5000%  | 0.0000% | $241758.15         | $240517.10         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD2981 | 2053-05-01      | 6.5000%  | 0.0000% | $173898.34         | $180475.20         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD3461 | 2052-08-01      | 4.0000%  | 0.0000% | $588753.32         | $547006.13         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4512 | 2053-12-01      | 6.0000%  | 0.0000% | $9619630.57        | $9972808.89        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD4691 | 2054-02-01      | 6.5000%  | 0.0000% | $539635.31         | $562457.08         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD4838 | 2053-01-01      | 5.5000%  | 0.0000% | $694475.66         | $691310.63         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD6290 | 2054-07-01      | 6.5000%  | 0.0000% | $524929.18         | $545371.56         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD5769 | 2054-04-01      | 4.5000%  | 0.0000% | $5457120.26        | $5194207.12        | Agency Mortgage-Backed Securities |
| GNII SF MA4900 M     | 2047-12-20      | 3.5000%  | 0.0000% | $1859653.23        | $1677268.56        | Agency Mortgage-Backed Securities |
| GNII SF MA5019 M     | 2048-02-20      | 3.5000%  | 0.0000% | $5186.06           | $4676.42           | Agency Mortgage-Backed Securities |
| GNII SF MA5081 M     | 2048-03-20      | 5.5000%  | 0.0000% | $90807.17          | $92500.78          | Agency Mortgage-Backed Securities |
| GNII SF MA6222 M     | 2049-10-20      | 5.0000%  | 0.0000% | $722455.78         | $714411.80         | Agency Mortgage-Backed Securities |
| GNII SF MA5401 M     | 2048-08-20      | 5.5000%  | 0.0000% | $8029.20           | $8154.38           | Agency Mortgage-Backed Securities |
| GNII SF MA5499 M     | 2033-10-20      | 4.5000%  | 0.0000% | $11895.94          | $11850.80          | Agency Mortgage-Backed Securities |
| GNII SF MA5653 M     | 2048-12-20      | 5.0000%  | 0.0000% | $148920.84         | $146941.35         | Agency Mortgage-Backed Securities |
| GNII SF MA5709 M     | 2049-01-20      | 3.5000%  | 0.0000% | $283571.44         | $255917.40         | Agency Mortgage-Backed Securities |
| GNII SF MA5738 M     | 2034-02-20      | 4.0000%  | 0.0000% | $37179.69          | $36991.16          | Agency Mortgage-Backed Securities |
| GNII SF MA5739 M     | 2034-01-20      | 4.5000%  | 0.0000% | $37440.78          | $36944.88          | Agency Mortgage-Backed Securities |
| GNAR AF MA5774 M     | 2049-02-20      | 5.5000%  | 0.0000% | $79262.04          | $80516.80          | Agency Mortgage-Backed Securities |
| GNII SF MA5820 M     | 2049-03-20      | 5.5000%  | 0.0000% | $74529.61          | $75506.74          | Agency Mortgage-Backed Securities |
| GNII SF MA6038 M     | 2049-07-20      | 3.0000%  | 0.0000% | $14860.33          | $13057.86          | Agency Mortgage-Backed Securities |
| GNII SF MA6068 M     | 2034-06-20      | 5.0000%  | 0.0000% | $7783.15           | $7863.97           | Agency Mortgage-Backed Securities |
| GNII JM MA6083 M     | 2049-08-20      | 4.5000%  | 0.0000% | $132764.03         | $126425.21         | Agency Mortgage-Backed Securities |
| GNII JM MA7083 M     | 2050-11-20      | 1.5000%  | 0.0000% | $86612.43          | $65667.67          | Agency Mortgage-Backed Securities |
| GNII ET CY3145 C     | 2064-10-20      | 6.5000%  | 0.0000% | $2919.79           | $2990.77           | Agency Mortgage-Backed Securities |
| GNII ET CY7393 C     | 2063-12-20      | 5.0000%  | 0.0000% | $17324.91          | $16720.56          | Agency Mortgage-Backed Securities |
| GNII ET CY8762 C     | 2062-09-20      | 5.0000%  | 0.0000% | $14285.08          | $13786.85          | Agency Mortgage-Backed Securities |
| GNII ET CZ0399 C     | 2064-08-20      | 6.5000%  | 0.0000% | $3807.66           | $3900.21           | Agency Mortgage-Backed Securities |
| GNII ET CZ0958 C     | 2064-01-20      | 7.5000%  | 0.0000% | $222884.92         | $229399.10         | Agency Mortgage-Backed Securities |
| GNII ET CZ0998 C     | 2063-12-20      | 5.0000%  | 0.0000% | $26976.14          | $26035.26          | Agency Mortgage-Backed Securities |
| GNII ET CZ1064 C     | 2063-12-20      | 5.0000%  | 0.0000% | $26637.05          | $25707.81          | Agency Mortgage-Backed Securities |
| GNII ET CZ6962 C     | 2064-02-20      | 5.0000%  | 0.0000% | $42813.05          | $41319.55          | Agency Mortgage-Backed Securities |
| GNCL CL CZ7777       | 2066-03-15      | 5.6500%  | 0.0000% | $948825.60         | $940751.46         | Agency Mortgage-Backed Securities |
| GNII ET CZ8794 C     | 2062-09-20      | 5.0000%  | 0.0000% | $169974.16         | $164045.26         | Agency Mortgage-Backed Securities |
| GNII ET DA1941 C     | 2062-10-20      | 5.0000%  | 0.0000% | $27189.31          | $26240.89          | Agency Mortgage-Backed Securities |
| GNII ET DA3416 C     | 2064-09-20      | 6.5000%  | 0.0000% | $4381.45           | $4487.94           | Agency Mortgage-Backed Securities |
| GNII ET DA3928 C     | 2064-04-20      | 5.0000%  | 0.0000% | $28370.07          | $27380.37          | Agency Mortgage-Backed Securities |
| GNII ET DB3339 C     | 2064-11-20      | 6.0000%  | 0.0000% | $85839.12          | $86670.33          | Agency Mortgage-Backed Securities |
| GNII ET DB6220 C     | 2064-04-20      | 5.0000%  | 0.0000% | $291643.25         | $281469.50         | Agency Mortgage-Backed Securities |
| GNII ET DB5642 C     | 2062-09-20      | 5.0000%  | 0.0000% | $58533.14          | $56491.43          | Agency Mortgage-Backed Securities |
| GNII ET DB6345 C     | 2064-05-20      | 5.0000%  | 0.0000% | $249017.33         | $240330.55         | Agency Mortgage-Backed Securities |
| GNII SF DB6366 C     | 2054-09-20      | 6.0000%  | 0.0000% | $595408.38         | $614173.46         | Agency Mortgage-Backed Securities |
| GNII ET DB6839 C     | 2063-11-20      | 7.5000%  | 0.0000% | $19761.61          | $20368.10          | Agency Mortgage-Backed Securities |
| GNII ET DB7474 C     | 2057-09-20      | 5.0000%  | 0.0000% | $44815.96          | $43253.04          | Agency Mortgage-Backed Securities |
| GNII ET DB8927 C     | 2064-04-20      | 5.0000%  | 0.0000% | $55244.30          | $53317.09          | Agency Mortgage-Backed Securities |
| GNII ET DB9218 C     | 2064-08-20      | 5.0000%  | 0.0000% | $25640.54          | $24746.09          | Agency Mortgage-Backed Securities |
| GNII ET DB9282 C     | 2064-04-20      | 5.0000%  | 0.0000% | $486626.10         | $469650.04         | Agency Mortgage-Backed Securities |
| GNII ET DB9266 C     | 2064-05-20      | 5.0000%  | 0.0000% | $190904.74         | $184245.18         | Agency Mortgage-Backed Securities |
| GNII ET DI3230 C     | 2064-12-20      | 4.5000%  | 0.0000% | $44239.24          | $41293.92          | Agency Mortgage-Backed Securities |
| GNII ET DI3383 C     | 2065-02-20      | 5.0000%  | 0.0000% | $111929.76         | $108024.29         | Agency Mortgage-Backed Securities |
| GNII ET DI4379 C     | 2065-04-20      | 4.0000%  | 0.0000% | $95070.81          | $86017.14          | Agency Mortgage-Backed Securities |
| GNII ET DI3718 C     | 2065-02-20      | 6.5000%  | 0.0000% | $105828.25         | $108401.58         | Agency Mortgage-Backed Securities |
| GNII ET DI3933 C     | 2065-02-20      | 6.0000%  | 0.0000% | $205983.00         | $208958.49         | Agency Mortgage-Backed Securities |
| GNII ET DI4080 C     | 2065-05-20      | 6.5000%  | 0.0000% | $524616.53         | $537373.17         | Agency Mortgage-Backed Securities |
| GNII SF DI4121 C     | 2055-05-20      | 6.0000%  | 0.0000% | $173932.53         | $180153.81         | Agency Mortgage-Backed Securities |
| GNII ET DI5808 C     | 2065-02-20      | 7.0000%  | 0.0000% | $41209.07          | $42370.29          | Agency Mortgage-Backed Securities |
| GNII ET DI6069 C     | 2065-03-20      | 7.0000%  | 0.0000% | $2019624.33        | $2076535.10        | Agency Mortgage-Backed Securities |
| GNII SF DI6407 C     | 2055-05-20      | 6.5000%  | 0.0000% | $242414.93         | $250871.61         | Agency Mortgage-Backed Securities |
| GNII ET DI6691 C     | 2065-03-20      | 3.5000%  | 0.0000% | $213332.69         | $185656.92         | Agency Mortgage-Backed Securities |
| GNII ET DI6696 C     | 2065-02-20      | 4.5000%  | 0.0000% | $58437.89          | $54547.27          | Agency Mortgage-Backed Securities |
| GNII ET DI6892 C     | 2065-03-20      | 4.5000%  | 0.0000% | $86041.88          | $80313.39          | Agency Mortgage-Backed Securities |
| GNPL PN DI7401       | 2060-05-15      | 5.7800%  | 0.0000% | $870600.00         | $900425.98         | Agency Mortgage-Backed Securities |
| GNII SF DI7731 C     | 2055-03-20      | 6.5000%  | 0.0000% | $195086.71         | $201652.96         | Agency Mortgage-Backed Securities |
| GNII SF DI8253 C     | 2055-03-20      | 6.5000%  | 0.0000% | $143830.56         | $151141.19         | Agency Mortgage-Backed Securities |
| GNII SF DI8276 C     | 2055-04-20      | 7.0000%  | 0.0000% | $265237.06         | $274329.35         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8156 | 2051-07-01      | 2.5000%  | 0.0000% | $335609.21         | $275661.99         | Agency Mortgage-Backed Securities |
| GNII JM MA6398 M     | 2050-01-20      | 2.5000%  | 0.0000% | $27044.64          | $22298.95          | Agency Mortgage-Backed Securities |
| GNII JM MA6468 M     | 2050-02-20      | 5.0000%  | 0.0000% | $45024.59          | $43601.98          | Agency Mortgage-Backed Securities |
| GNII SF MA6512 M     | 2035-03-20      | 2.5000%  | 0.0000% | $15699.30          | $14531.90          | Agency Mortgage-Backed Securities |
| GNII JM MA6646 M     | 2050-05-20      | 3.0000%  | 0.0000% | $40501.23          | $34736.03          | Agency Mortgage-Backed Securities |
| GNII SF MA6655 M     | 2050-05-20      | 2.5000%  | 0.0000% | $36806.54          | $30894.82          | Agency Mortgage-Backed Securities |
| GNII SF MA6657 M     | 2050-05-20      | 3.5000%  | 0.0000% | $2428880.74        | $2173400.00        | Agency Mortgage-Backed Securities |
| GNII SF MA6743 M     | 2035-07-20      | 4.0000%  | 0.0000% | $13019.59          | $12610.88          | Agency Mortgage-Backed Securities |
| GNII JM MA6856 M     | 2050-09-20      | 3.0000%  | 0.0000% | $73513.94          | $62775.36          | Agency Mortgage-Backed Securities |
| GNII SF MA6932 M     | 2050-08-20      | 3.0000%  | 0.0000% | $781555.74         | $683436.63         | Agency Mortgage-Backed Securities |
| GNII SF MA6955 M     | 2050-10-20      | 1.5000%  | 0.0000% | $25358.75          | $19533.19          | Agency Mortgage-Backed Securities |
| GNII SF MA7001 M     | 2049-02-20      | 5.5000%  | 0.0000% | $11527.95          | $11770.85          | Agency Mortgage-Backed Securities |
| GNII SF MA8019 M     | 2037-05-20      | 3.5000%  | 0.0000% | $29583.46          | $28092.44          | Agency Mortgage-Backed Securities |
| GNII SF MA8021 M     | 2037-05-20      | 4.5000%  | 0.0000% | $15300.91          | $15036.08          | Agency Mortgage-Backed Securities |
| GNII SF MA7255 M     | 2051-03-20      | 2.5000%  | 0.0000% | $1573098.82        | $1318986.55        | Agency Mortgage-Backed Securities |
| GNII ET DC2506 C     | 2063-09-20      | 5.0000%  | 0.0000% | $39760.39          | $38373.42          | Agency Mortgage-Backed Securities |
| GNII ET DC5076 C     | 2064-08-20      | 6.5000%  | 0.0000% | $3673.85           | $3763.17           | Agency Mortgage-Backed Securities |
| GNII ET DC7148 C     | 2064-08-20      | 6.5000%  | 0.0000% | $5301.72           | $5430.59           | Agency Mortgage-Backed Securities |
| GNII ET DC6733 C     | 2064-07-20      | 6.5000%  | 0.0000% | $30752.41          | $31499.95          | Agency Mortgage-Backed Securities |
| GNII ET DC7031 C     | 2064-06-20      | 6.5000%  | 0.0000% | $2696.68           | $2762.23           | Agency Mortgage-Backed Securities |
| GNII ET DC8420 C     | 2064-06-20      | 5.0000%  | 0.0000% | $218089.79         | $210481.90         | Agency Mortgage-Backed Securities |
| GNII ET DC8548 C     | 2064-06-20      | 5.0000%  | 0.0000% | $39659.54          | $38276.05          | Agency Mortgage-Backed Securities |
| GNII ET DC8571 C     | 2064-06-20      | 6.5000%  | 0.0000% | $7264.29           | $7433.31           | Agency Mortgage-Backed Securities |
| GNII ET DC9670 C     | 2064-06-20      | 6.5000%  | 0.0000% | $1973.18           | $2021.14           | Agency Mortgage-Backed Securities |
| GNII ET DC9948 C     | 2064-08-20      | 6.5000%  | 0.0000% | $4641.85           | $4754.68           | Agency Mortgage-Backed Securities |
| GNII ET DD0882 C     | 2064-07-20      | 5.0000%  | 0.0000% | $42707.98          | $41218.19          | Agency Mortgage-Backed Securities |
| GNII ET DD0886 C     | 2064-04-20      | 7.5000%  | 0.0000% | $12591.04          | $12977.45          | Agency Mortgage-Backed Securities |
| GNII ET DD1133 C     | 2064-06-20      | 6.5000%  | 0.0000% | $1854.27           | $1899.34           | Agency Mortgage-Backed Securities |
| GNII ET DD1208 C     | 2064-05-20      | 5.0000%  | 0.0000% | $289188.69         | $279100.57         | Agency Mortgage-Backed Securities |
| GNII ET DD1252 C     | 2064-04-20      | 5.0000%  | 0.0000% | $17631.14          | $17016.08          | Agency Mortgage-Backed Securities |
| GNII ET DD1413 C     | 2064-06-20      | 5.0000%  | 0.0000% | $27905.91          | $26829.15          | Agency Mortgage-Backed Securities |
| GNII ET DD1626 C     | 2064-09-20      | 6.5000%  | 0.0000% | $3392.76           | $3475.23           | Agency Mortgage-Backed Securities |
| GNII ET DD2381 C     | 2062-04-20      | 3.5000%  | 0.0000% | $18020.20          | $15682.95          | Agency Mortgage-Backed Securities |
| GNII ET DD5278 C     | 2064-07-20      | 5.0000%  | 0.0000% | $79329.67          | $76562.23          | Agency Mortgage-Backed Securities |
| GNII ET DD4816 C     | 2064-09-20      | 6.5000%  | 0.0000% | $8402.02           | $8606.25           | Agency Mortgage-Backed Securities |
| GNII ET DD5406 C     | 2064-07-20      | 5.0000%  | 0.0000% | $56445.63          | $54476.63          | Agency Mortgage-Backed Securities |
| GNII ET DD7292 C     | 2064-06-20      | 7.5000%  | 0.0000% | $51817.74          | $53408.06          | Agency Mortgage-Backed Securities |
| GNII SF DD7474 C     | 2054-08-20      | 5.0000%  | 0.0000% | $514785.89         | $502230.15         | Agency Mortgage-Backed Securities |
| GNII SF DD7535 C     | 2054-09-20      | 7.5000%  | 0.0000% | $326529.74         | $348496.26         | Agency Mortgage-Backed Securities |
| GNII SF DD7554 C     | 2054-09-20      | 5.0000%  | 0.0000% | $139556.73         | $136410.81         | Agency Mortgage-Backed Securities |
| GNII ET DD9336 C     | 2065-01-20      | 6.5000%  | 0.0000% | $90699.18          | $92904.63          | Agency Mortgage-Backed Securities |
| GNII ET DD9946 C     | 2063-07-20      | 6.5000%  | 0.0000% | $2357.65           | $2414.96           | Agency Mortgage-Backed Securities |
| GNII ET DE0747 C     | 2064-08-20      | 6.5000%  | 0.0000% | $11263.72          | $11525.81          | Agency Mortgage-Backed Securities |
| GNII SF DE1583 C     | 2054-09-20      | 6.5000%  | 0.0000% | $47654.38          | $49695.81          | Agency Mortgage-Backed Securities |
| GNII ET DE1924 C     | 2064-08-20      | 6.5000%  | 0.0000% | $28862.04          | $29563.59          | Agency Mortgage-Backed Securities |
| GNII ET DE1927 C     | 2064-09-20      | 6.5000%  | 0.0000% | $31418.75          | $32182.48          | Agency Mortgage-Backed Securities |
| GNII ET DE2477 C     | 2064-06-20      | 6.5000%  | 0.0000% | $3538.19           | $3624.20           | Agency Mortgage-Backed Securities |
| GNII ET DE3613 C     | 2064-08-20      | 6.5000%  | 0.0000% | $1183.31           | $1210.23           | Agency Mortgage-Backed Securities |
| GNII ET DE3616 C     | 2064-03-20      | 6.5000%  | 0.0000% | $2604.34           | $2663.58           | Agency Mortgage-Backed Securities |
| GNII ET DE3889 C     | 2064-08-20      | 5.0000%  | 0.0000% | $27671.97          | $26706.65          | Agency Mortgage-Backed Securities |
| GNII ET DE4507 C     | 2064-09-20      | 6.5000%  | 0.0000% | $27306.93          | $27970.66          | Agency Mortgage-Backed Securities |
| GNII ET DE4512 C     | 2064-08-20      | 6.0000%  | 0.0000% | $12276.74          | $12395.62          | Agency Mortgage-Backed Securities |
| GNII ET DE4644 C     | 2064-09-20      | 6.5000%  | 0.0000% | $1378.11           | $1411.61           | Agency Mortgage-Backed Securities |
| GNMI SF AR0796 X     | 2046-04-15      | 4.0000%  | 0.0000% | $87651.07          | $81653.56          | Agency Mortgage-Backed Securities |
| GNII SF AS9196 C     | 2046-04-20      | 3.5000%  | 0.0000% | $9191.32           | $8297.90           | Agency Mortgage-Backed Securities |
| GNII SF AV0246 C     | 2046-08-20      | 4.0000%  | 0.0000% | $49936.45          | $45978.35          | Agency Mortgage-Backed Securities |
| GNII SF AX4342 C     | 2046-10-20      | 3.5000%  | 0.0000% | $5639.84           | $5084.57           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQB2542 | 2050-08-01      | 3.5000%  | 0.0000% | $441679.84         | $402201.37         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD4867 | 2052-01-01      | 3.0000%  | 0.0000% | $9859.50           | $8510.70           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD6075 | 2052-02-01      | 2.5000%  | 0.0000% | $44279.91          | $36308.10          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE8574 | 2052-09-01      | 4.5000%  | 0.0000% | $4574.51           | $4342.96           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE9366 | 2052-09-01      | 4.5000%  | 0.0000% | $3781725.03        | $3593792.21        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX1238 | 2054-12-01      | 6.0000%  | 0.0000% | $209416.92         | $212581.07         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX5571 | 2055-02-01      | 6.5000%  | 0.0000% | $1345456.52        | $1399285.70        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX8703 | 2055-03-01      | 5.0000%  | 0.0000% | $549634.52         | $537367.11         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX9549 | 2055-04-01      | 7.0000%  | 0.0000% | $211210.18         | $223137.40         | Agency Mortgage-Backed Securities |
| GNII SF MA8427 M     | 2052-11-20      | 4.5000%  | 0.0000% | $237042.59         | $225303.05         | Agency Mortgage-Backed Securities |
| GNII SF MA8428 M     | 2052-11-20      | 5.0000%  | 0.0000% | $117648.65         | $114798.94         | Agency Mortgage-Backed Securities |
| GNII SF MA8456 M     | 2032-10-20      | 3.0000%  | 0.0000% | $27574.50          | $26002.74          | Agency Mortgage-Backed Securities |
| GNII SF MA8460 M     | 2037-12-20      | 5.0000%  | 0.0000% | $6661.95           | $6641.95           | Agency Mortgage-Backed Securities |
| GNII SF MA8543 M     | 2027-09-20      | 7.5000%  | 0.0000% | $2050.01           | $2059.83           | Agency Mortgage-Backed Securities |
| GNII SF MA8536 M     | 2037-12-20      | 4.0000%  | 0.0000% | $31333.22          | $30084.63          | Agency Mortgage-Backed Securities |
| GNII SF MA8573 M     | 2053-01-20      | 7.0000%  | 0.0000% | $3466.27           | $3598.70           | Agency Mortgage-Backed Securities |
| GNII SF MA8609 M     | 2035-03-20      | 1.5000%  | 0.0000% | $4635.15           | $4183.60           | Agency Mortgage-Backed Securities |
| GNII SF MA8612 M     | 2037-02-20      | 3.0000%  | 0.0000% | $28529.56          | $26743.26          | Agency Mortgage-Backed Securities |
| GNII SF MA8700 M     | 2032-02-20      | 7.5000%  | 0.0000% | $8700.47           | $8985.88           | Agency Mortgage-Backed Securities |
| GNII SF MA8723 M     | 2053-03-20      | 4.0000%  | 0.0000% | $67863.16          | $62501.44          | Agency Mortgage-Backed Securities |
| GNII SF MA8798 M     | 2053-03-20      | 4.0000%  | 0.0000% | $287192.00         | $264455.65         | Agency Mortgage-Backed Securities |
| GNII SF MA8844 M     | 2033-09-20      | 3.5000%  | 0.0000% | $67976.24          | $64843.52          | Agency Mortgage-Backed Securities |
| GNII SF MA8852 M     | 2029-12-20      | 7.5000%  | 0.0000% | $35090.13          | $36620.75          | Agency Mortgage-Backed Securities |
| GNII SF MA9772 M     | 2051-01-20      | 2.0000%  | 0.0000% | $26553.85          | $21315.81          | Agency Mortgage-Backed Securities |
| GNII SF MA9844 M     | 2052-06-20      | 2.0000%  | 0.0000% | $32300.73          | $25929.06          | Agency Mortgage-Backed Securities |
| GNII SF MA9853 M     | 2054-08-20      | 6.5000%  | 0.0000% | $34131202.23       | $35027696.19       | Agency Mortgage-Backed Securities |
| GNII SF MA9132 M     | 2031-05-20      | 2.5000%  | 0.0000% | $5437.84           | $5127.03           | Agency Mortgage-Backed Securities |
| GNII SF DG2289 C     | 2055-01-20      | 6.5000%  | 0.0000% | $355756.89         | $375560.13         | Agency Mortgage-Backed Securities |
| GNII ET DG3480 C     | 2064-12-20      | 7.0000%  | 0.0000% | $151263.00         | $155525.27         | Agency Mortgage-Backed Securities |
| GNII ET DG3054 C     | 2064-10-20      | 4.5000%  | 0.0000% | $23270.75          | $21721.59          | Agency Mortgage-Backed Securities |
| GNII ET DG3112 C     | 2064-11-20      | 4.0000%  | 0.0000% | $95987.09          | $86846.74          | Agency Mortgage-Backed Securities |
| GNII ET DG3096 C     | 2064-09-20      | 4.5000%  | 0.0000% | $19982.81          | $18652.53          | Agency Mortgage-Backed Securities |
| GNII ET DG3133 C     | 2064-11-20      | 4.5000%  | 0.0000% | $61845.45          | $57728.39          | Agency Mortgage-Backed Securities |
| GNII ET DG3139 C     | 2064-11-20      | 4.5000%  | 0.0000% | $71658.84          | $66888.44          | Agency Mortgage-Backed Securities |
| GNII ET DG3140 C     | 2064-11-20      | 6.0000%  | 0.0000% | $91583.69          | $92470.53          | Agency Mortgage-Backed Securities |
| GNII ET DG4037 C     | 2064-12-20      | 6.5000%  | 0.0000% | $3868.10           | $3962.16           | Agency Mortgage-Backed Securities |
| GNII ET DG5399 C     | 2064-12-20      | 4.0000%  | 0.0000% | $14689.20          | $13290.27          | Agency Mortgage-Backed Securities |
| GNII ET DG4629 C     | 2062-09-20      | 4.5000%  | 0.0000% | $9857.35           | $9201.21           | Agency Mortgage-Backed Securities |
| GNII SF DG5499 C     | 2054-12-20      | 5.0000%  | 0.0000% | $189327.82         | $182930.96         | Agency Mortgage-Backed Securities |
| GNII SF DG6146 C     | 2045-02-20      | 6.5000%  | 0.0000% | $147526.81         | $151402.80         | Agency Mortgage-Backed Securities |
| GNII SF DG6147 C     | 2050-02-20      | 6.5000%  | 0.0000% | $141490.38         | $146424.31         | Agency Mortgage-Backed Securities |
| GNII ET DG6149 C     | 2065-02-20      | 7.0000%  | 0.0000% | $30488.22          | $31347.32          | Agency Mortgage-Backed Securities |
| GNII ET DG6881 C     | 2064-11-20      | 6.0000%  | 0.0000% | $141983.23         | $143358.10         | Agency Mortgage-Backed Securities |
| GNII SF DG7337 C     | 2055-03-20      | 7.0000%  | 0.0000% | $328870.19         | $345367.60         | Agency Mortgage-Backed Securities |
| GNII ET DG9091 C     | 2065-02-20      | 7.0000%  | 0.0000% | $37359.34          | $38412.08          | Agency Mortgage-Backed Securities |
| GNII ET DG9071 C     | 2064-11-20      | 6.5000%  | 0.0000% | $9028.93           | $9248.49           | Agency Mortgage-Backed Securities |
| GNII SF DG9173 C     | 2055-01-20      | 7.5000%  | 0.0000% | $154864.30         | $162255.30         | Agency Mortgage-Backed Securities |
| GNII ET DG9488 C     | 2064-12-20      | 6.5000%  | 0.0000% | $22398.56          | $22943.23          | Agency Mortgage-Backed Securities |
| GNII ET DG9564 C     | 2064-11-20      | 6.0000%  | 0.0000% | $63696.37          | $64313.35          | Agency Mortgage-Backed Securities |
| GNII ET DG9641 C     | 2064-08-20      | 7.0000%  | 0.0000% | $16601.06          | $17068.84          | Agency Mortgage-Backed Securities |
| GNII SF DG9750 C     | 2055-01-20      | 5.0000%  | 0.0000% | $3320834.29        | $3237264.76        | Agency Mortgage-Backed Securities |
| GNII ET DH0406 C     | 2065-02-20      | 6.5000%  | 0.0000% | $125333.16         | $128380.90         | Agency Mortgage-Backed Securities |
| GNII ET DH1789 C     | 2064-12-20      | 4.5000%  | 0.0000% | $51536.89          | $48105.66          | Agency Mortgage-Backed Securities |
| GNII SF DH2276 C     | 2054-12-20      | 4.5000%  | 0.0000% | $172521.50         | $161490.13         | Agency Mortgage-Backed Securities |
| GNII SF DH2914 C     | 2055-02-20      | 6.0000%  | 0.0000% | $217257.97         | $222028.59         | Agency Mortgage-Backed Securities |
| GNII ET DH2959 C     | 2064-12-20      | 4.0000%  | 0.0000% | $104880.61         | $94892.64          | Agency Mortgage-Backed Securities |
| GNII AP 784924 M     | 2047-02-20      | 3.0000%  | 0.0000% | $43010.31          | $37675.77          | Agency Mortgage-Backed Securities |
| GNII EP 787494 C     | 2063-08-20      | 2.0000%  | 0.0000% | $942939.68         | $714491.90         | Agency Mortgage-Backed Securities |
| GNII RG CI6813 C     | 2042-08-20      | 3.0000%  | 0.0000% | $12683.94          | $11123.73          | Agency Mortgage-Backed Securities |
| GNII RG CI7786 C     | 2049-06-20      | 5.5000%  | 0.0000% | $154436.49         | $154755.02         | Agency Mortgage-Backed Securities |
| GNII RG CI7920 C     | 2045-04-20      | 3.0000%  | 0.0000% | $71375.21          | $62590.82          | Agency Mortgage-Backed Securities |
| GNII RG CI8166 C     | 2047-11-20      | 4.0000%  | 0.0000% | $43444.19          | $40016.98          | Agency Mortgage-Backed Securities |
| GNII RG CJ0655 C     | 2050-01-20      | 3.0000%  | 0.0000% | $14381.29          | $12467.81          | Agency Mortgage-Backed Securities |
| GNII RG CJ6733 C     | 2047-09-20      | 3.0000%  | 0.0000% | $7753.55           | $6722.27           | Agency Mortgage-Backed Securities |
| GNII RG CJ8713 C     | 2047-12-20      | 3.0000%  | 0.0000% | $72060.27          | $62475.94          | Agency Mortgage-Backed Securities |
| GNII RG CK5318 C     | 2050-08-20      | 3.0000%  | 0.0000% | $103759.41         | $89950.76          | Agency Mortgage-Backed Securities |
| GNII RG CK5781 C     | 2045-07-20      | 3.0000%  | 0.0000% | $48648.08          | $42718.20          | Agency Mortgage-Backed Securities |
| GNII RG CL4286 C     | 2050-03-20      | 3.0000%  | 0.0000% | $69822.05          | $60531.15          | Agency Mortgage-Backed Securities |
| GNMI SF CL6189 X     | 2052-03-15      | 4.0000%  | 0.0000% | $58448.31          | $53982.23          | Agency Mortgage-Backed Securities |
| GNII RG CL8289 C     | 2050-04-20      | 3.0000%  | 0.0000% | $18927.34          | $16408.43          | Agency Mortgage-Backed Securities |
| GNII RG CL8768 C     | 2050-05-20      | 3.0000%  | 0.0000% | $28107.92          | $24422.60          | Agency Mortgage-Backed Securities |
| GNII RG CL8745 C     | 2047-12-20      | 3.0000%  | 0.0000% | $50225.17          | $43545.36          | Agency Mortgage-Backed Securities |
| GNII RG CM0722 C     | 2047-07-20      | 3.5000%  | 0.0000% | $81569.97          | $72297.62          | Agency Mortgage-Backed Securities |
| GNII RG CM0997 C     | 2047-10-20      | 3.0000%  | 0.0000% | $64952.11          | $56312.61          | Agency Mortgage-Backed Securities |
| GNII RG CM2592 C     | 2043-08-20      | 3.0000%  | 0.0000% | $91353.29          | $80114.34          | Agency Mortgage-Backed Securities |
| GNII SF CM2070 C     | 2052-05-20      | 4.0000%  | 0.0000% | $240928.48         | $221582.21         | Agency Mortgage-Backed Securities |
| GNII RG CM2413 C     | 2038-11-20      | 6.5000%  | 0.0000% | $118114.36         | $124412.71         | Agency Mortgage-Backed Securities |
| GNII RG CM3722 C     | 2046-12-20      | 3.0000%  | 0.0000% | $33044.76          | $28649.90          | Agency Mortgage-Backed Securities |
| GNII RG CM5270 C     | 2047-01-20      | 3.0000%  | 0.0000% | $67987.14          | $58944.62          | Agency Mortgage-Backed Securities |
| GNCL CL CN0558       | 2066-08-15      | 5.6500%  | 0.0000% | $106412.27         | $107047.70         | Agency Mortgage-Backed Securities |
| GNII RG CN0963 C     | 2048-08-20      | 3.0000%  | 0.0000% | $74346.43          | $65192.58          | Agency Mortgage-Backed Securities |
| GNII SF MA9964 M     | 2054-10-20      | 5.0000%  | 0.0000% | $638845.51         | $621984.32         | Agency Mortgage-Backed Securities |
| GNII SF MA9996 M     | 2039-11-20      | 3.5000%  | 0.0000% | $58785.18          | $55893.09          | Agency Mortgage-Backed Securities |
| GNII SF MA9965 M     | 2054-10-20      | 5.5000%  | 0.0000% | $4134817.05        | $4121124.83        | Agency Mortgage-Backed Securities |
| GNMI SF AD1732 X     | 2043-02-15      | 2.5000%  | 0.0000% | $11898.70          | $10133.81          | Agency Mortgage-Backed Securities |
| GNMI SF AD5625 X     | 2043-05-15      | 3.5000%  | 0.0000% | $16516.29          | $15079.31          | Agency Mortgage-Backed Securities |
| GNMI SF AD9472 X     | 2043-04-15      | 3.5000%  | 0.0000% | $965.94            | $883.69            | Agency Mortgage-Backed Securities |
| GNII SF AF5098 C     | 2043-08-20      | 4.0000%  | 0.0000% | $7627.94           | $7162.01           | Agency Mortgage-Backed Securities |
| GNII ET DJ5910 C     | 2065-03-20      | 4.5000%  | 0.0000% | $71321.47          | $66572.89          | Agency Mortgage-Backed Securities |
| GNII ET DJ6159 C     | 2055-04-20      | 5.0000%  | 0.0000% | $72646.90          | $70113.55          | Agency Mortgage-Backed Securities |
| 5.250 TVBD 55 A      | 2055-02-01      | 5.2500%  | 0.0000% | $352266.67         | $341670.95         | Agency Mortgage-Backed Securities |
| GNII ET DF2080 C     | 2064-05-20      | 6.5000%  | 0.0000% | $2017.31           | $2066.35           | Agency Mortgage-Backed Securities |
| GNII SF DF2332 C     | 2054-10-20      | 7.5000%  | 0.0000% | $625076.96         | $670557.98         | Agency Mortgage-Backed Securities |
| GNII SF DF2519 C     | 2054-12-20      | 6.5000%  | 0.0000% | $141165.93         | $146088.54         | Agency Mortgage-Backed Securities |
| GNII ET DF3565 C     | 2064-09-20      | 5.0000%  | 0.0000% | $37160.05          | $35863.71          | Agency Mortgage-Backed Securities |
| GNII ET DF3571 C     | 2064-09-20      | 6.5000%  | 0.0000% | $5976.86           | $6122.13           | Agency Mortgage-Backed Securities |
| GNII ET DF2789 C     | 2064-11-20      | 6.0000%  | 0.0000% | $46505.01          | $46955.47          | Agency Mortgage-Backed Securities |
| GNII ET DF3276 C     | 2064-11-20      | 4.5000%  | 0.0000% | $14243.45          | $13295.10          | Agency Mortgage-Backed Securities |

### Security 354: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 959JJF007, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 959JJF007_4.35_0606
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 2.4600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 5/8 TRIN AE 27 | 2027-10-15      | 1.6250%  | 0.0000% | $1606343525.47     | $1626874123.00     | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  | 0.0000% | $1421683200.00     | $1433125926.00     | U.S. Treasuries (including strips) |

### Security 355: Fixed Income Clearing Corp. - Bank of New York Capital Markets

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of New York Capital Markets 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963HZU004, C.3 - LEI: N/A, C.5 - Other ID: 963HZU004_4.25_0602
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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 1/8 TRIB 40    | 2040-02-15      | 2.1250%  | 0.0000% | $36981750.00       | $36097811.19       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AK 27 | 2027-02-15      | 4.1250%  | 0.0000% | $100.00            | $101.36            | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $60.27             | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  | 0.0000% | $63690000.00       | $65902078.98       | U.S. Treasuries (including strips) |

### Security 356: RBC Dominion

- **C.1 - Title:** RBC Dominion 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 964FUR009, C.3 - LEI: N/A, C.5 - Other ID: 964FUR009_4.35_0602
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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 07.000 CLDA1712        | 2053-10-01      | 7.0000%  | 0.0000% | $1986116.08        | $2096514.13        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA1520        | 2053-10-01      | 6.0000%  | 0.0000% | $862.72            | $877.43            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA2597        | 2053-09-01      | 5.5000%  | 0.0000% | $976.57            | $979.00            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8372        | 2053-11-01      | 5.5000%  | 0.0000% | $162431.48         | $161492.88         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA5787        | 2054-01-01      | 6.0000%  | 0.0000% | $193178.01         | $196094.87         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA6382        | 2053-10-01      | 6.0000%  | 0.0000% | $445355.33         | $454468.78         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA7801        | 2054-01-01      | 5.5000%  | 0.0000% | $96138.08          | $95533.13          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8525        | 2055-04-01      | 6.0000%  | 0.0000% | $7431207.38        | $7537372.08        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3838        | 2053-10-01      | 6.0000%  | 0.0000% | $168857.18         | $172753.28         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3839        | 2053-09-01      | 5.5000%  | 0.0000% | $301880.85         | $301883.73         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD4180        | 2053-01-01      | 3.5000%  | 0.0000% | $1087741.53        | $970694.50         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC U99076 G        | 2043-12-01      | 4.5000%  | 0.0000% | $591456.68         | $579021.90         | Agency Mortgage-Backed Securities  |
| 03.000 FGPC Q45560 G        | 2047-01-01      | 3.0000%  | 0.0000% | $489136.51         | $427956.13         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q48709 G        | 2047-06-01      | 3.5000%  | 0.0000% | $795829.31         | $725644.68         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 RE813984        | 2035-06-01      | 4.5000%  | 0.0000% | $8.03              | $7.87              | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB0508        | 2054-07-01      | 6.5000%  | 0.0000% | $397873.81         | $413651.54         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CICB4752        | 2037-09-01      | 4.5000%  | 0.0000% | $29873.49          | $29537.80          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5525        | 2053-01-01      | 6.0000%  | 0.0000% | $27787.31          | $28262.26          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8348        | 2054-04-01      | 6.0000%  | 0.0000% | $230684.88         | $239152.01         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8357        | 2054-04-01      | 6.5000%  | 0.0000% | $830.75            | $863.58            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8427        | 2054-04-01      | 6.5000%  | 0.0000% | $67365.60          | $69921.53          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8512        | 2054-05-01      | 6.5000%  | 0.0000% | $792.40            | $818.27            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8679        | 2054-06-01      | 5.5000%  | 0.0000% | $23716647.94       | $23765303.97       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4786        | 2052-10-01      | 5.5000%  | 0.0000% | $1984356.91        | $1975781.62        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4840        | 2052-12-01      | 4.5000%  | 0.0000% | $859.41            | $813.79            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4869        | 2053-01-01      | 5.5000%  | 0.0000% | $7849873.41        | $7819561.56        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5073        | 2053-07-01      | 6.0000%  | 0.0000% | $813.10            | $825.75            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5245        | 2054-01-01      | 5.0000%  | 0.0000% | $931.57            | $906.04            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CNMA5256        | 2033-11-01      | 4.0000%  | 0.0000% | $96433.00          | $95342.27          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CNMA5434        | 2034-05-01      | 4.0000%  | 0.0000% | $927436.07         | $907799.67         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5558        | 2039-12-01      | 5.0000%  | 0.0000% | $66189.68          | $66443.31          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTMA5540        | 2044-11-01      | 5.5000%  | 0.0000% | $1765223.19        | $1783464.22        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5613        | 2055-02-01      | 5.0000%  | 0.0000% | $38468.32          | $37346.27          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5683        | 2040-04-01      | 5.0000%  | 0.0000% | $405876.29         | $407431.52         | Agency Mortgage-Backed Securities  |
| GNII SF MA7591 M            | 2051-09-20      | 3.5000%  | 0.0000% | $670.86            | $600.25            | Agency Mortgage-Backed Securities  |
| GNII SF MA7828 M            | 2052-01-20      | 3.0000%  | 0.0000% | $738.54            | $643.90            | Agency Mortgage-Backed Securities  |
| GNII SF MA8948 M            | 2053-06-20      | 5.5000%  | 0.0000% | $5132.51           | $5130.46           | Agency Mortgage-Backed Securities  |
| GNII SF MA8149 M            | 2052-07-20      | 3.5000%  | 0.0000% | $4139.00           | $3691.99           | Agency Mortgage-Backed Securities  |
| GNII SF MA8201 M            | 2052-08-20      | 4.5000%  | 0.0000% | $143139.36         | $136137.70         | Agency Mortgage-Backed Securities  |
| GNII SF MA8268 M            | 2052-09-20      | 4.5000%  | 0.0000% | $819.81            | $779.71            | Agency Mortgage-Backed Securities  |
| GNII SF MA8268 M            | 2052-09-20      | 4.5000%  | 0.0000% | $1722.83           | $1638.56           | Agency Mortgage-Backed Securities  |
| GNII ET DF8566 C            | 2065-01-20      | 6.0000%  | 0.0000% | $994.75            | $1006.83           | Agency Mortgage-Backed Securities  |
| 05.000 FGPC N70075 G        | 2035-01-01      | 5.0000%  | 0.0000% | $500.53            | $500.31            | Agency Mortgage-Backed Securities  |
| 07.500 FGPC G20028 G        | 2036-12-01      | 7.5000%  | 0.0000% | $106.14            | $109.36            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC P00062 G        | 2035-01-01      | 5.0000%  | 0.0000% | $55.03             | $55.30             | Agency Mortgage-Backed Securities  |
| 08.000 FGPC P20472 G        | 2031-03-01      | 8.0000%  | 0.0000% | $38.03             | $38.44             | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P20586 G        | 2034-11-01      | 6.0000%  | 0.0000% | $83.71             | $85.57             | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A50739 G        | 2036-07-01      | 6.0000%  | 0.0000% | $82.24             | $86.13             | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G04216 G        | 2037-12-01      | 5.5000%  | 0.0000% | $500189.16         | $513541.98         | Agency Mortgage-Backed Securities  |
| 06.000 FGPC G08016 G        | 2034-10-01      | 6.0000%  | 0.0000% | $733042.06         | $765537.33         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG1496        | 2053-04-01      | 5.5000%  | 0.0000% | $65265.76          | $65058.97          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG2351        | 2053-05-01      | 5.0000%  | 0.0000% | $3582002.04        | $3483012.62        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG2360        | 2053-05-01      | 6.0000%  | 0.0000% | $276816.71         | $281403.10         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG5775        | 2053-06-01      | 6.5000%  | 0.0000% | $80249.21          | $83031.94          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH0323        | 2053-09-01      | 6.5000%  | 0.0000% | $1584828.51        | $1670659.83        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH2611        | 2053-10-01      | 6.0000%  | 0.0000% | $911051.03         | $928358.57         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH5263        | 2053-11-01      | 6.5000%  | 0.0000% | $8153.96           | $8473.14           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH5503        | 2053-11-01      | 6.5000%  | 0.0000% | $2884826.01        | $3035428.68        | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQH7350        | 2054-01-01      | 7.5000%  | 0.0000% | $584063.52         | $633695.30         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH9923        | 2054-01-01      | 6.5000%  | 0.0000% | $1021875.13        | $1056578.12        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ3945        | 2054-09-01      | 6.0000%  | 0.0000% | $177947.76         | $180542.12         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ8045        | 2054-11-01      | 5.5000%  | 0.0000% | $1267457.41        | $1267526.56        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ7648        | 2054-11-01      | 5.5000%  | 0.0000% | $546569.16         | $547690.48         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIDC9194        | 2039-12-01      | 4.5000%  | 0.0000% | $168741.88         | $166718.16         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC9729        | 2055-01-01      | 4.5000%  | 0.0000% | $89929.87          | $85159.99          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD0756        | 2055-02-01      | 6.0000%  | 0.0000% | $606707.04         | $615374.66         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD1682        | 2055-02-01      | 6.5000%  | 0.0000% | $1560853.78        | $1617932.81        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD1707        | 2055-03-01      | 6.0000%  | 0.0000% | $2079160.47        | $2110926.58        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD1660        | 2055-02-01      | 5.5000%  | 0.0000% | $1358855.22        | $1358642.64        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDD2386        | 2055-03-01      | 4.5000%  | 0.0000% | $1317265.70        | $1245710.51        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD3470        | 2055-03-01      | 6.0000%  | 0.0000% | $2625802.73        | $2681139.77        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD3026        | 2055-03-01      | 5.0000%  | 0.0000% | $1022156.77        | $996038.39         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDD3814        | 2055-03-01      | 4.5000%  | 0.0000% | $1378625.30        | $1306006.22        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD4676        | 2055-04-01      | 5.0000%  | 0.0000% | $1206248.05        | $1173755.08        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDD4980        | 2055-04-01      | 4.5000%  | 0.0000% | $1000.00           | $945.68            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD5150        | 2055-04-01      | 5.0000%  | 0.0000% | $1481316.69        | $1441926.67        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD5659        | 2055-03-01      | 6.0000%  | 0.0000% | $2745390.07        | $2784611.62        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD7990        | 2055-04-01      | 6.5000%  | 0.0000% | $1041053.64        | $1083213.30        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM3118        | 2050-05-01      | 3.0000%  | 0.0000% | $2131575.16        | $1855942.59        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM3241        | 2050-03-01      | 3.0000%  | 0.0000% | $1798067.69        | $1554441.50        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM3447        | 2049-11-01      | 4.0000%  | 0.0000% | $1984762.61        | $1855156.07        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM3782        | 2050-07-01      | 2.0000%  | 0.0000% | $1372696.58        | $1081956.85        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM4904        | 2050-11-01      | 2.5000%  | 0.0000% | $1804593.21        | $1492548.16        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIFM6353        | 2034-08-01      | 4.0000%  | 0.0000% | $545257.05         | $530653.00         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7382        | 2051-05-01      | 3.0000%  | 0.0000% | $116312.04         | $100251.63         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM7411        | 2051-05-01      | 2.0000%  | 0.0000% | $4910.64           | $3817.27           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFM7476        | 2050-12-01      | 4.5000%  | 0.0000% | $357636.78         | $343174.66         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM7786        | 2049-01-01      | 4.0000%  | 0.0000% | $147340.70         | $137781.56         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIFM8546        | 2034-07-01      | 4.0000%  | 0.0000% | $1953209.29        | $1941314.68        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9476        | 2051-11-01      | 2.5000%  | 0.0000% | $2149385.17        | $1781111.42        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9515        | 2051-11-01      | 2.5000%  | 0.0000% | $812.27            | $666.58            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM9973        | 2051-08-01      | 3.0000%  | 0.0000% | $1494.14           | $1287.64           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0034        | 2051-12-01      | 3.0000%  | 0.0000% | $565213.46         | $487833.29         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY0631        | 2055-04-01      | 6.0000%  | 0.0000% | $1277790.29        | $1307285.95        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY1751        | 2055-05-01      | 6.0000%  | 0.0000% | $1241182.43        | $1268500.02        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY0981        | 2055-04-01      | 6.0000%  | 0.0000% | $2845365.97        | $2907987.74        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY1409        | 2055-04-01      | 6.0000%  | 0.0000% | $3360368.35        | $3421961.66        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY1446        | 2055-04-01      | 6.5000%  | 0.0000% | $1296922.90        | $1357931.60        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY1530        | 2055-04-01      | 6.0000%  | 0.0000% | $1354303.47        | $1384110.79        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY2593        | 2055-04-01      | 5.5000%  | 0.0000% | $999.07            | $1002.74           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY1814        | 2055-05-01      | 6.0000%  | 0.0000% | $2247054.13        | $2294959.83        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY1872        | 2055-05-01      | 6.0000%  | 0.0000% | $1707542.66        | $1743946.33        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY2055        | 2055-05-01      | 6.0000%  | 0.0000% | $1197468.60        | $1223824.09        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY2100        | 2055-04-01      | 5.5000%  | 0.0000% | $1419040.39        | $1427759.76        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY2150        | 2050-04-01      | 5.0000%  | 0.0000% | $1650056.20        | $1605781.52        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY2338        | 2055-05-01      | 6.0000%  | 0.0000% | $1732034.03        | $1766436.26        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY3596        | 2055-05-01      | 6.0000%  | 0.0000% | $7636296.00        | $7781418.71        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY3112        | 2055-05-01      | 5.5000%  | 0.0000% | $1244018.00        | $1248080.41        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4719        | 2055-05-01      | 6.0000%  | 0.0000% | $1874632.00        | $1916466.91        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0792        | 2054-09-01      | 5.0000%  | 0.0000% | $619839.28         | $604984.08         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0816        | 2055-04-01      | 6.0000%  | 0.0000% | $13203756.98       | $13442445.69       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0324        | 2055-02-01      | 5.5000%  | 0.0000% | $15902925.59       | $15955509.51       | Agency Mortgage-Backed Securities  |
| GNII SF MA9305 M            | 2053-11-20      | 5.5000%  | 0.0000% | $843.20            | $841.31            | Agency Mortgage-Backed Securities  |
| GNII SF MA9360 M            | 2053-09-20      | 4.5000%  | 0.0000% | $953.83            | $903.04            | Agency Mortgage-Backed Securities  |
| GNII SF MA9488 M            | 2054-01-20      | 5.5000%  | 0.0000% | $1619138.07        | $1615019.88        | Agency Mortgage-Backed Securities  |
| GNII SF MA9489 M            | 2054-02-20      | 6.0000%  | 0.0000% | $695.58            | $708.34            | Agency Mortgage-Backed Securities  |
| GNII SF DH7413 C            | 2055-04-20      | 7.0000%  | 0.0000% | $1023.09           | $1058.16           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC C03810 G        | 2042-04-01      | 4.0000%  | 0.0000% | $7559013.63        | $7219214.97        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM3990        | 2047-08-01      | 4.0000%  | 0.0000% | $58231.37          | $54448.79          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA3484        | 2050-09-01      | 3.0000%  | 0.0000% | $137647.69         | $118271.81         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA3592        | 2050-09-01      | 3.5000%  | 0.0000% | $9242498.51        | $8313178.63        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA4728        | 2051-02-01      | 2.0000%  | 0.0000% | $11983.77          | $9400.33           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA5744        | 2051-09-01      | 2.5000%  | 0.0000% | $544119.33         | $447589.78         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7189        | 2052-04-01      | 3.5000%  | 0.0000% | $58894.27          | $52385.54          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6621        | 2052-01-01      | 2.5000%  | 0.0000% | $83612.98          | $68946.16          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6815        | 2052-02-01      | 2.5000%  | 0.0000% | $54927.80          | $45328.66          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD7752        | 2055-04-01      | 5.0000%  | 0.0000% | $1060182.47        | $1037273.81        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD8531        | 2055-05-01      | 5.5000%  | 0.0000% | $3242636.00        | $3222287.02        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD9817        | 2055-05-01      | 5.5000%  | 0.0000% | $2164194.00        | $2166539.03        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD9290        | 2055-05-01      | 5.0000%  | 0.0000% | $1208070.00        | $1178137.38        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE0219        | 2055-06-01      | 5.5000%  | 0.0000% | $10233085.00       | $10205655.79       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE0305        | 2055-06-01      | 5.5000%  | 0.0000% | $1001.00           | $998.89            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE0957        | 2055-06-01      | 6.0000%  | 0.0000% | $907464.00         | $923360.35         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC3473        | 2046-01-01      | 3.5000%  | 0.0000% | $177.92            | $160.43            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBD2440        | 2047-01-01      | 3.5000%  | 0.0000% | $11841.03          | $10765.06          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I3BF0152        | 2046-09-01      | 3.5000%  | 0.0000% | $13550558.14       | $12576644.89       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 R3BF0138        | 2041-07-01      | 6.0000%  | 0.0000% | $203.55            | $212.72            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH2269        | 2047-04-01      | 4.0000%  | 0.0000% | $98.13             | $91.72             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBJ0650        | 2048-03-01      | 3.5000%  | 0.0000% | $171.98            | $155.37            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS0067        | 2051-09-01      | 4.5000%  | 0.0000% | $352110.10         | $335744.37         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0434        | 2051-11-01      | 2.5000%  | 0.0000% | $728.24            | $606.92            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0439        | 2052-01-01      | 2.5000%  | 0.0000% | $760.80            | $627.58            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0551        | 2052-02-01      | 2.5000%  | 0.0000% | $158163.34         | $130951.17         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS1069        | 2051-12-01      | 2.0000%  | 0.0000% | $844.80            | $657.07            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1118        | 2052-03-01      | 3.5000%  | 0.0000% | $576096.32         | $513858.01         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS1112        | 2052-03-01      | 2.0000%  | 0.0000% | $1236635.25        | $981590.49         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1171        | 2052-01-01      | 3.0000%  | 0.0000% | $4142141.84        | $3534053.33        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1240        | 2051-12-01      | 3.5000%  | 0.0000% | $365979.43         | $326634.24         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS1406        | 2052-01-01      | 2.0000%  | 0.0000% | $546418.92         | $426383.86         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1443        | 2052-04-01      | 3.5000%  | 0.0000% | $787.57            | $702.04            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1603        | 2052-05-01      | 3.5000%  | 0.0000% | $155377.87         | $139094.34         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS1606        | 2037-03-01      | 2.0000%  | 0.0000% | $80663.56          | $73599.94          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1932        | 2051-07-01      | 2.5000%  | 0.0000% | $1706093.86        | $1406853.34        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2009        | 2052-05-01      | 3.0000%  | 0.0000% | $34431.53          | $29803.81          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2463        | 2052-02-01      | 3.0000%  | 0.0000% | $811.26            | $692.47            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2707        | 2052-04-01      | 3.5000%  | 0.0000% | $465177.19         | $416642.67         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2946        | 2052-10-01      | 5.0000%  | 0.0000% | $105571.00         | $103467.37         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS3021        | 2052-10-01      | 4.0000%  | 0.0000% | $825.17            | $762.52            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3347        | 2052-12-01      | 5.0000%  | 0.0000% | $311747.46         | $305945.15         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS4377        | 2052-04-01      | 3.0000%  | 0.0000% | $1774.58           | $1513.69           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3827        | 2053-02-01      | 5.5000%  | 0.0000% | $255708.25         | $254272.34         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3978        | 2053-01-01      | 5.0000%  | 0.0000% | $84755.71          | $83068.96          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4136        | 2053-04-01      | 5.0000%  | 0.0000% | $274129.23         | $268672.90         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS5387        | 2052-05-01      | 2.5000%  | 0.0000% | $179721.02         | $146586.91         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1173        | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1022.38           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1207        | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1007.13           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ0835        | 2054-02-01      | 5.5000%  | 0.0000% | $672058.21         | $671992.05         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0005        | 2053-10-01      | 6.5000%  | 0.0000% | $78737.36          | $81212.79          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0114        | 2053-10-01      | 6.5000%  | 0.0000% | $877.87            | $913.25            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0710        | 2054-01-01      | 6.5000%  | 0.0000% | $898.35            | $942.08            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1068        | 2054-03-01      | 5.5000%  | 0.0000% | $1734708.63        | $1723348.99        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1069        | 2054-03-01      | 5.5000%  | 0.0000% | $191798.39         | $191602.67         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1274        | 2054-04-01      | 6.0000%  | 0.0000% | $32060313.56       | $32627952.08       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1342        | 2054-04-01      | 6.0000%  | 0.0000% | $686080.63         | $701907.37         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1540        | 2054-05-01      | 6.5000%  | 0.0000% | $15474504.35       | $16057693.71       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1843        | 2054-06-01      | 5.5000%  | 0.0000% | $988.19            | $992.34            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1985        | 2054-07-01      | 6.5000%  | 0.0000% | $5361823.66        | $5572913.89        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2448        | 2054-10-01      | 5.5000%  | 0.0000% | $10437213.69       | $10441185.64       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2449        | 2054-10-01      | 5.5000%  | 0.0000% | $2778224.98        | $2782218.83        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2457        | 2054-09-01      | 6.0000%  | 0.0000% | $31534019.41       | $32292896.08       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ2857        | 2054-12-01      | 5.0000%  | 0.0000% | $68579043.12       | $66922089.63       | Agency Mortgage-Backed Securities  |
| GNII SF BS8546 C            | 2050-12-20      | 2.5000%  | 0.0000% | $627.96            | $521.26            | Agency Mortgage-Backed Securities  |
| GNII SF BZ4054 C            | 2050-12-20      | 2.0000%  | 0.0000% | $974.25            | $771.64            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZS6993        | 2029-07-01      | 2.5000%  | 0.0000% | $58601.25          | $57150.63          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZT1502        | 2048-11-01      | 3.5000%  | 0.0000% | $17849.92          | $16185.49          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZT2086        | 2049-06-01      | 3.5000%  | 0.0000% | $78736.73          | $70773.09          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7661        | 2052-07-01      | 4.0000%  | 0.0000% | $9845499.94        | $9137236.55        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9432        | 2053-07-01      | 5.5000%  | 0.0000% | $130217.48         | $130117.54         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 ZLSI2106        | 2051-05-25      | 2.5000%  | 0.0000% | $61596.32          | $50566.88          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI9010        | 2054-07-01      | 6.0000%  | 0.0000% | $84224.88          | $85778.27          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ2689        | 2048-04-01      | 4.0000%  | 0.0000% | $1820940.76        | $1701837.07        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK5313        | 2048-06-01      | 4.5000%  | 0.0000% | $431733.37         | $415719.08         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3788        | 2048-03-01      | 3.5000%  | 0.0000% | $289.85            | $262.63            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3932        | 2046-10-01      | 3.5000%  | 0.0000% | $230965.02         | $210314.77         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBM4862        | 2031-08-01      | 3.0000%  | 0.0000% | $39839.74          | $39251.37          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CJBM7190        | 2034-09-01      | 3.5000%  | 0.0000% | $601809.54         | $582783.60         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CWBM6522        | 2033-11-01      | 3.5000%  | 0.0000% | $890655.16         | $873110.54         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CWBM6665        | 2032-12-01      | 2.5000%  | 0.0000% | $445821.83         | $428984.87         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 REBM7284        | 2048-11-01      | 3.5000%  | 0.0000% | $595728.40         | $538679.93         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CKBM7323        | 2050-01-01      | 5.0000%  | 0.0000% | $1494581.53        | $1438123.38        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN8491        | 2049-01-01      | 3.5000%  | 0.0000% | $403185.25         | $363453.14         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP5800        | 2050-05-01      | 2.5000%  | 0.0000% | $478.09            | $395.12            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP7434        | 2050-10-01      | 2.0000%  | 0.0000% | $28319.16          | $22218.79          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP8105        | 2050-08-01      | 2.0000%  | 0.0000% | $5791378.00        | $4546967.88        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4748        | 2052-08-01      | 3.5000%  | 0.0000% | $172639.38         | $153497.03         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4943        | 2048-01-01      | 3.5000%  | 0.0000% | $2625466.26        | $2375454.77        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6206        | 2053-10-01      | 5.5000%  | 0.0000% | $87039.15          | $86861.47          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6256        | 2052-08-01      | 3.5000%  | 0.0000% | $169923.13         | $151346.36         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS5654        | 2053-08-01      | 5.0000%  | 0.0000% | $894.55            | $870.50            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS5626        | 2053-08-01      | 5.0000%  | 0.0000% | $6427.14           | $6268.82           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS5684        | 2053-04-01      | 4.0000%  | 0.0000% | $4811511.78        | $4445539.64        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5833        | 2053-10-01      | 6.0000%  | 0.0000% | $62544.25          | $63910.61          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6101        | 2053-08-01      | 5.5000%  | 0.0000% | $30474.79          | $30345.29          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS7082        | 2052-09-01      | 3.5000%  | 0.0000% | $294581.08         | $262042.08         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7155        | 2051-12-01      | 3.0000%  | 0.0000% | $8137.18           | $6999.26           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS6697        | 2051-05-01      | 2.5000%  | 0.0000% | $1514659.89        | $1261585.80        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS6883        | 2053-05-01      | 4.0000%  | 0.0000% | $1628852.58        | $1517037.09        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8087        | 2054-06-01      | 5.5000%  | 0.0000% | $564682.30         | $562892.00         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7684        | 2054-04-01      | 5.5000%  | 0.0000% | $27725608.31       | $27547597.59       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS7879        | 2052-07-01      | 2.5000%  | 0.0000% | $941.32            | $767.79            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS7909        | 2054-02-01      | 6.0000%  | 0.0000% | $891.65            | $911.26            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8278        | 2054-06-01      | 6.0000%  | 0.0000% | $6220350.57        | $6418402.38        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0661        | 2037-04-01      | 2.5000%  | 0.0000% | $662.99            | $616.64            | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB8092        | 2036-03-01      | 1.5000%  | 0.0000% | $293805.54         | $258499.32         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB8159        | 2037-06-01      | 2.5000%  | 0.0000% | $218891.21         | $202280.41         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB8165        | 2037-05-01      | 3.5000%  | 0.0000% | $1307.43           | $1250.87           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB8183        | 2037-10-01      | 3.5000%  | 0.0000% | $43216.41          | $41346.45          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CISB8260        | 2038-10-01      | 5.0000%  | 0.0000% | $27178.62          | $27282.77          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB8380        | 2040-04-01      | 6.0000%  | 0.0000% | $37435.97          | $38496.36          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8512        | 2036-05-01      | 2.0000%  | 0.0000% | $10607.09          | $9640.97           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD1701        | 2052-05-01      | 2.5000%  | 0.0000% | $285378.11         | $235734.27         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0958        | 2052-04-01      | 3.5000%  | 0.0000% | $652526.01         | $584991.81         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1305        | 2052-07-01      | 5.0000%  | 0.0000% | $78594.39          | $76633.05          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1936        | 2052-06-01      | 3.5000%  | 0.0000% | $567292.81         | $506697.68         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1938        | 2052-06-01      | 4.0000%  | 0.0000% | $153396.11         | $141117.86         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NQ256109        | 2036-01-01      | 6.5000%  | 0.0000% | $65489.85          | $67639.95          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK6731        | 2042-03-01      | 3.5000%  | 0.0000% | $99314874.51       | $92020439.70       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT6823        | 2051-10-01      | 2.5000%  | 0.0000% | $164005.53         | $133994.80         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBT7309        | 2051-09-01      | 2.0000%  | 0.0000% | $767.40            | $596.52            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBT9728        | 2051-10-01      | 2.0000%  | 0.0000% | $33463.72          | $26113.28          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1450        | 2052-01-01      | 2.0000%  | 0.0000% | $2731471.46        | $2125044.13        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4255        | 2053-10-01      | 6.0000%  | 0.0000% | $1797.05           | $1845.40           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBU4913        | 2054-08-01      | 5.0000%  | 0.0000% | $3700595.40        | $3620598.80        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4916        | 2054-08-01      | 6.0000%  | 0.0000% | $1346370.67        | $1368042.30        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBU8931        | 2052-04-01      | 3.5000%  | 0.0000% | $31708.53          | $28205.70          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBV3042        | 2052-02-01      | 2.5000%  | 0.0000% | $799.55            | $656.19            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV4158        | 2052-03-01      | 3.5000%  | 0.0000% | $190238.59         | $169073.49         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV8464        | 2052-04-01      | 3.0000%  | 0.0000% | $844.10            | $719.31            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1330        | 2052-11-01      | 5.0000%  | 0.0000% | $16224.41          | $15909.45          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBW1412        | 2052-12-01      | 6.0000%  | 0.0000% | $1513.94           | $1562.16           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW2293        | 2052-08-01      | 5.0000%  | 0.0000% | $947.43            | $921.91            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBW6224        | 2052-08-01      | 6.0000%  | 0.0000% | $605.65            | $617.73            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9098        | 2054-09-01      | 5.0000%  | 0.0000% | $494395.39         | $480516.12         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS9276        | 2052-09-01      | 3.5000%  | 0.0000% | $942.09            | $846.30            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0218        | 2055-04-01      | 6.0000%  | 0.0000% | $3069700.99        | $3121573.82        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CI890790        | 2032-08-01      | 3.0000%  | 0.0000% | $256489.50         | $248163.51         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA1177        | 2042-08-01      | 3.5000%  | 0.0000% | $1509962.03        | $1391879.14        | Agency Mortgage-Backed Securities  |
| GNII SF MA2224 M            | 2044-09-20      | 4.0000%  | 0.0000% | $91.67             | $86.00             | Agency Mortgage-Backed Securities  |
| GNII SF MA4320 M            | 2047-01-20      | 3.0000%  | 0.0000% | $11322067.57       | $9994970.30        | Agency Mortgage-Backed Securities  |
| GNII SF MB0368 M            | 2055-05-20      | 6.5000%  | 0.0000% | $1061.00           | $1091.51           | Agency Mortgage-Backed Securities  |
| GNII SF DI2079 C            | 2055-04-20      | 6.5000%  | 0.0000% | $999.20            | $1034.06           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3129        | 2052-10-01      | 5.0000%  | 0.0000% | $26753.14          | $26019.64          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4994        | 2053-07-01      | 5.5000%  | 0.0000% | $100229.80         | $100913.72         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5063        | 2054-03-01      | 5.5000%  | 0.0000% | $631700.24         | $635534.38         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5661        | 2054-05-01      | 6.0000%  | 0.0000% | $1564342.12        | $1612363.25        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8016        | 2049-10-01      | 3.0000%  | 0.0000% | $90547.22          | $77976.97          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAL5166        | 2033-11-01      | 3.0000%  | 0.0000% | $73069.71          | $69581.26          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAL5974        | 2037-07-01      | 5.0000%  | 0.0000% | $333742.65         | $336200.26         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAL6144        | 2030-01-01      | 3.0000%  | 0.0000% | $82200.40          | $80364.09          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL6663        | 2039-03-01      | 4.0000%  | 0.0000% | $185296.64         | $180053.15         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAP0452        | 2027-07-01      | 3.0000%  | 0.0000% | $705176.92         | $695976.25         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP2134        | 2042-08-01      | 3.5000%  | 0.0000% | $1049.34           | $971.72            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5127        | 2045-06-01      | 3.5000%  | 0.0000% | $7784625.46        | $7090240.32        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7785        | 2052-10-01      | 5.0000%  | 0.0000% | $2640514.27        | $2605386.92        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX6179        | 2053-02-01      | 5.0000%  | 0.0000% | $25594.39          | $24897.56          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6108        | 2053-01-01      | 5.5000%  | 0.0000% | $2841680.42        | $2832676.71        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX7863        | 2053-03-01      | 6.5000%  | 0.0000% | $1639548.24        | $1726931.43        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY0909        | 2053-03-01      | 6.0000%  | 0.0000% | $3479431.93        | $3535180.55        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY1373        | 2053-10-01      | 5.0000%  | 0.0000% | $12808200.41       | $12457214.45       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY4146        | 2053-06-01      | 6.0000%  | 0.0000% | $792.02            | $817.24            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY4223        | 2053-06-01      | 5.5000%  | 0.0000% | $1830327.45        | $1819985.28        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY6785        | 2053-08-01      | 5.5000%  | 0.0000% | $862.81            | $858.56            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA0872        | 2047-12-01      | 4.5000%  | 0.0000% | $1454698.38        | $1408049.11        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0483        | 2047-10-01      | 3.5000%  | 0.0000% | $263.21            | $238.63            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0997        | 2048-01-01      | 3.5000%  | 0.0000% | $62676.15          | $56705.33          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA1056        | 2048-01-01      | 4.0000%  | 0.0000% | $221.23            | $206.83            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2632        | 2048-11-01      | 4.0000%  | 0.0000% | $250.26            | $232.98            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CICA2897        | 2034-01-01      | 4.5000%  | 0.0000% | $488332.69         | $492347.27         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2950        | 2049-01-01      | 4.5000%  | 0.0000% | $106774.60         | $102720.58         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA3838        | 2049-07-01      | 4.5000%  | 0.0000% | $55413.32          | $53264.45          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA4114        | 2049-09-01      | 3.5000%  | 0.0000% | $284.93            | $256.78            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CICA5291        | 2035-02-01      | 3.5000%  | 0.0000% | $418895.66         | $403510.23         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA4804        | 2049-12-01      | 3.5000%  | 0.0000% | $824279.89         | $742364.14         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA1627        | 2043-09-01      | 3.5000%  | 0.0000% | $4027565.82        | $3707601.67        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3597        | 2049-02-01      | 3.5000%  | 0.0000% | $172769.16         | $155401.79         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA2833        | 2046-12-01      | 3.0000%  | 0.0000% | $405460.80         | $354042.15         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4378        | 2051-07-01      | 2.0000%  | 0.0000% | $56610.86          | $44202.21          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4497        | 2036-12-01      | 2.0000%  | 0.0000% | $29437.06          | $26663.74          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3692        | 2049-07-01      | 3.5000%  | 0.0000% | $463936.64         | $416964.65         | Agency Mortgage-Backed Securities  |
| GNII SF MA7194 M            | 2051-02-20      | 3.0000%  | 0.0000% | $500.25            | $437.09            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7288        | 2055-01-01      | 5.0000%  | 0.0000% | $2173.03           | $2131.32           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD7447        | 2054-08-01      | 6.5000%  | 0.0000% | $979.61            | $1017.86           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7544        | 2051-07-01      | 3.0000%  | 0.0000% | $3282737.02        | $2846726.08        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8121        | 2050-12-01      | 2.0000%  | 0.0000% | $2758283.43        | $2163098.58        | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8133        | 2051-03-01      | 1.5000%  | 0.0000% | $400151.55         | $295729.34         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8195        | 2052-02-01      | 3.0000%  | 0.0000% | $105575.29         | $90043.54          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8254        | 2052-10-01      | 3.0000%  | 0.0000% | $4400064.58        | $3746926.33        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8243        | 2052-09-01      | 3.5000%  | 0.0000% | $47404.00          | $42143.41          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8244        | 2052-09-01      | 4.0000%  | 0.0000% | $23060.74          | $21213.60          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8348        | 2053-08-01      | 5.0000%  | 0.0000% | $151536.83         | $147383.93         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8382        | 2053-12-01      | 5.0000%  | 0.0000% | $251074.16         | $244193.41         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7580        | 2046-07-01      | 3.0000%  | 0.0000% | $126780873.54      | $110168099.60      | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8192        | 2046-10-01      | 3.5000%  | 0.0000% | $2253650.04        | $2052158.95        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8303        | 2046-11-01      | 3.0000%  | 0.0000% | $19772638.13       | $17265164.44       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8422        | 2046-12-01      | 3.0000%  | 0.0000% | $317.50            | $277.37            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAU3746        | 2043-08-01      | 3.5000%  | 0.0000% | $123.89            | $114.43            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAX5308        | 2042-01-01      | 3.5000%  | 0.0000% | $108.49            | $100.44            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIAY4658        | 2031-04-01      | 4.0000%  | 0.0000% | $34.30             | $33.99             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL735676        | 2035-07-01      | 5.0000%  | 0.0000% | $1381898.86        | $1387416.47        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6141        | 2050-06-01      | 2.0000%  | 0.0000% | $250476.07         | $197527.96         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA6381        | 2050-07-01      | 4.5000%  | 0.0000% | $7344465.53        | $7015470.20        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA8233        | 2050-12-01      | 3.0000%  | 0.0000% | $910274.80         | $795268.56         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA9529        | 2049-05-01      | 4.0000%  | 0.0000% | $386.71            | $362.04            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1024        | 2051-07-01      | 2.5000%  | 0.0000% | $512000.54         | $422994.82         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLMA4181        | 2050-11-01      | 1.5000%  | 0.0000% | $2892998.35        | $2135071.35        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4325        | 2051-05-01      | 2.0000%  | 0.0000% | $1715237.18        | $1340252.22        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4327        | 2051-05-01      | 3.0000%  | 0.0000% | $34331.25          | $29477.11          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5326        | 2054-04-01      | 4.5000%  | 0.0000% | $942.99            | $891.45            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIMA5344        | 2039-04-01      | 4.5000%  | 0.0000% | $22948.64          | $22673.49          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4548        | 2052-02-01      | 2.5000%  | 0.0000% | $292127.74         | $239038.75         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA4604        | 2037-05-01      | 3.0000%  | 0.0000% | $315769.05         | $297985.78         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4628        | 2037-06-01      | 2.5000%  | 0.0000% | $8666.79           | $8009.10           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4700        | 2052-08-01      | 4.0000%  | 0.0000% | $30357.54          | $27925.97          | Agency Mortgage-Backed Securities  |
| GNII SF MA7989 M            | 2052-04-20      | 3.5000%  | 0.0000% | $8272324.10        | $7380645.69        | Agency Mortgage-Backed Securities  |
| GNII SF MA7990 M            | 2052-04-20      | 4.0000%  | 0.0000% | $779.45            | $718.06            | Agency Mortgage-Backed Securities  |
| GNPL PN DD2263              | 2060-04-15      | 5.7900%  | 0.0000% | $999.30            | $1033.77           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U20127 G        | 2047-09-01      | 4.0000%  | 0.0000% | $494610.38         | $463419.86         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q59742 G        | 2048-11-01      | 4.0000%  | 0.0000% | $642949.12         | $601484.83         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61748 G        | 2048-11-01      | 3.5000%  | 0.0000% | $246013.32         | $223374.79         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC6820        | 2051-08-01      | 2.5000%  | 0.0000% | $8151.37           | $6688.18           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC9944        | 2051-11-01      | 2.5000%  | 0.0000% | $47431.52          | $38709.33          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD1280        | 2051-11-01      | 3.0000%  | 0.0000% | $18497.97          | $15905.49          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD4867        | 2052-01-01      | 3.0000%  | 0.0000% | $147153.09         | $127022.20         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD6679        | 2052-02-01      | 2.5000%  | 0.0000% | $36196.68          | $29945.11          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQD9728        | 2052-04-01      | 3.5000%  | 0.0000% | $7931152.83        | $7055866.39        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE2559        | 2047-05-01      | 3.0000%  | 0.0000% | $4128952.32        | $3569135.20        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE7123        | 2052-08-01      | 4.0000%  | 0.0000% | $11756588.92       | $10829513.95       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE7444        | 2052-08-01      | 4.5000%  | 0.0000% | $119245.70         | $112907.55         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0887        | 2052-10-01      | 5.0000%  | 0.0000% | $7874727.98        | $7685157.90        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB1908        | 2054-08-01      | 6.0000%  | 0.0000% | $2020711.39        | $2064106.84        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB1928        | 2054-08-01      | 7.0000%  | 0.0000% | $1017571.65        | $1071029.66        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB6488        | 2054-06-01      | 7.0000%  | 0.0000% | $1190548.79        | $1259501.67        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB9800        | 2054-08-01      | 7.0000%  | 0.0000% | $1409443.01        | $1509875.54        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB9369        | 2054-08-01      | 7.0000%  | 0.0000% | $375910.67         | $397003.35         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB9724        | 2054-08-01      | 5.5000%  | 0.0000% | $2989917.39        | $2995408.54        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0008        | 2054-08-01      | 5.5000%  | 0.0000% | $3327589.65        | $3328855.99        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC0111        | 2054-09-01      | 6.0000%  | 0.0000% | $871.70            | $895.90            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC2047        | 2054-09-01      | 6.0000%  | 0.0000% | $2116558.28        | $2176736.97        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC2392        | 2054-09-01      | 6.0000%  | 0.0000% | $954.18            | $975.40            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC2834        | 2054-07-01      | 6.5000%  | 0.0000% | $498567.94         | $518121.33         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC2912        | 2054-09-01      | 6.5000%  | 0.0000% | $915650.82         | $960113.09         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC3212        | 2054-10-01      | 4.5000%  | 0.0000% | $2322031.37        | $2199267.89        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC3381        | 2055-03-01      | 6.0000%  | 0.0000% | $461434.36         | $468026.56         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC4434        | 2054-11-01      | 4.5000%  | 0.0000% | $1240565.35        | $1172756.05        | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDC4022        | 2054-10-01      | 7.5000%  | 0.0000% | $871.20            | $935.36            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC5572        | 2054-11-01      | 4.5000%  | 0.0000% | $2101989.77        | $1992165.00        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC5981        | 2054-11-01      | 5.5000%  | 0.0000% | $900516.75         | $894618.87         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLDC6428        | 2054-11-01      | 4.0000%  | 0.0000% | $1145353.36        | $1055366.63        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC7878        | 2054-11-01      | 5.0000%  | 0.0000% | $1881544.57        | $1832793.34        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9795        | 2055-01-01      | 5.5000%  | 0.0000% | $2010471.63        | $2011779.55        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9003        | 2054-08-01      | 6.0000%  | 0.0000% | $38276321.15       | $39564025.89       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB9230        | 2054-08-01      | 7.0000%  | 0.0000% | $905534.30         | $954056.35         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9331        | 2054-10-01      | 5.5000%  | 0.0000% | $993.06            | $991.43            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA1024        | 2051-05-01      | 2.5000%  | 0.0000% | $2035.30           | $1660.13           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1148        | 2054-06-01      | 5.5000%  | 0.0000% | $27113991.85       | $27112569.88       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA1140        | 2054-06-01      | 6.5000%  | 0.0000% | $40289269.00       | $41741983.65       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA1494        | 2050-05-01      | 2.5000%  | 0.0000% | $5242026.17        | $4329205.36        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM2274        | 2049-08-01      | 4.0000%  | 0.0000% | $2071434.64        | $1933616.34        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM3055        | 2048-11-01      | 3.5000%  | 0.0000% | $185214.70         | $168200.22         | Agency Mortgage-Backed Securities  |
| FNMS 08.500 CLAD0273        | 2032-10-01      | 8.5000%  | 0.0000% | $85008.13          | $89093.47          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAE8359        | 2040-11-01      | 4.0000%  | 0.0000% | $3322765.06        | $3181973.60        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX0221        | 2054-12-01      | 5.5000%  | 0.0000% | $658391.17         | $658548.90         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX0292        | 2054-11-01      | 5.5000%  | 0.0000% | $1000782.50        | $1006125.23        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQX0638        | 2054-12-01      | 4.5000%  | 0.0000% | $993.50            | $939.20            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQX1606        | 2054-12-01      | 4.5000%  | 0.0000% | $297595.45         | $283350.45         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQX1627        | 2054-12-01      | 4.5000%  | 0.0000% | $1324979.10        | $1263188.70        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX2415        | 2055-01-01      | 5.5000%  | 0.0000% | $978.87            | $976.39            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX2880        | 2054-12-01      | 5.5000%  | 0.0000% | $991.69            | $996.98            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQX2986        | 2054-12-01      | 4.5000%  | 0.0000% | $993.22            | $938.94            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX3359        | 2055-01-01      | 5.5000%  | 0.0000% | $226187.70         | $227395.44         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX4666        | 2055-01-01      | 7.0000%  | 0.0000% | $2299653.15        | $2428525.46        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX4670        | 2055-01-01      | 7.0000%  | 0.0000% | $1400362.80        | $1490806.48        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX5070        | 2055-02-01      | 6.0000%  | 0.0000% | $1295052.41        | $1331219.77        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX5543        | 2055-02-01      | 6.0000%  | 0.0000% | $507276.41         | $517966.92         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX6634        | 2055-02-01      | 5.0000%  | 0.0000% | $1848078.63        | $1800275.82        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX6685        | 2055-02-01      | 5.5000%  | 0.0000% | $998.15            | $998.05            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX7065        | 2055-01-01      | 6.0000%  | 0.0000% | $1533894.04        | $1565819.49        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX7661        | 2055-03-01      | 5.5000%  | 0.0000% | $1858501.46        | $1856519.47        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX7671        | 2055-03-01      | 6.0000%  | 0.0000% | $7809085.90        | $7934018.26        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX8610        | 2055-03-01      | 6.0000%  | 0.0000% | $1603599.14        | $1637393.92        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX9793        | 2055-04-01      | 6.0000%  | 0.0000% | $1840639.99        | $1879881.21        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX9146        | 2055-04-01      | 6.0000%  | 0.0000% | $217455.82         | $222241.88         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX9223        | 2055-03-01      | 6.5000%  | 0.0000% | $2162442.45        | $2248427.89        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX9205        | 2055-04-01      | 6.0000%  | 0.0000% | $184643.21         | $188579.68         | Agency Mortgage-Backed Securities  |
| GNII SF MA8348 M            | 2052-10-20      | 5.0000%  | 0.0000% | $4522767.08        | $4425056.22        | Agency Mortgage-Backed Securities  |
| GNII SF MA8427 M            | 2052-11-20      | 4.5000%  | 0.0000% | $530461.34         | $504190.24         | Agency Mortgage-Backed Securities  |
| GNII SF MA8569 M            | 2053-01-20      | 5.0000%  | 0.0000% | $1619.30           | $1579.82           | Agency Mortgage-Backed Securities  |
| GNII SF MA8571 M            | 2053-01-20      | 6.0000%  | 0.0000% | $614.09            | $623.39            | Agency Mortgage-Backed Securities  |
| GNII SF MA8801 M            | 2053-04-20      | 5.5000%  | 0.0000% | $794.47            | $793.83            | Agency Mortgage-Backed Securities  |
| GNII SF MA8801 M            | 2053-04-20      | 5.5000%  | 0.0000% | $143459.05         | $143343.64         | Agency Mortgage-Backed Securities  |
| GNII SF MA9779 M            | 2054-07-20      | 5.5000%  | 0.0000% | $3135006.58        | $3125258.45        | Agency Mortgage-Backed Securities  |
| GNII SF MA9854 M            | 2054-08-20      | 7.0000%  | 0.0000% | $674.98            | $699.03            | Agency Mortgage-Backed Securities  |
| GNMI SP 781636 X            | 2033-07-15      | 5.5000%  | 0.0000% | $15.47             | $16.01             | Agency Mortgage-Backed Securities  |
| GNII SP 785583 C            | 2051-08-20      | 3.0000%  | 0.0000% | $788.67            | $692.98            | Agency Mortgage-Backed Securities  |
| GNII SP 785654 C            | 2051-09-20      | 2.5000%  | 0.0000% | $2337862.03        | $1947448.16        | Agency Mortgage-Backed Securities  |
| GNII SP 785722 C            | 2051-10-20      | 3.0000%  | 0.0000% | $1962081.49        | $1713106.43        | Agency Mortgage-Backed Securities  |
| GNCL CL CJ9612              | 2063-12-15      | 2.8700%  | 0.0000% | $1000.00           | $860.21            | Agency Mortgage-Backed Securities  |
| GNII SF DJ9087 C            | 2055-04-20      | 7.0000%  | 0.0000% | $1000.00           | $1053.22           | Agency Mortgage-Backed Securities  |
| GNII SF MB0092 M            | 2054-12-20      | 5.5000%  | 0.0000% | $1011.31           | $1007.96           | Agency Mortgage-Backed Securities  |
| 2 3/4 NOTE L 29             | 2029-05-31      | 2.7500%  | 0.0000% | $900.00            | $872.19            | U.S. Treasuries (including strips) |
| T 3 7/8 09/30/29            | 2029-09-30      | 3.8750%  | 0.0000% | $1000.00           | $1002.09           | U.S. Treasuries (including strips) |
| 1 1/4 TRIN X 28             | 2028-04-15      | 1.2500%  | 0.0000% | $2521717.92        | $2510995.28        | U.S. Treasuries (including strips) |
| 2 3/4 TPRN 47               | 2047-11-15      | 0.0000%  | 0.0000% | $337100.00         | $107564.56         | U.S. Treasuries (including strips) |
| 2 7/8 TPRN 49               | 2049-05-15      | 0.0000%  | 0.0000% | $200.00            | $59.25             | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 41               | 2041-02-15      | 2.1250%  | 0.0000% | $146.00            | $140.79            | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41               | 2041-11-15      | 3.1250%  | 0.0000% | $500.00            | $401.07            | U.S. Treasuries (including strips) |
| 3 3/8 BOND 44               | 2044-05-15      | 3.3750%  | 0.0000% | $100.00            | $80.46             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27            | 2027-03-31      | 3.8750%  | 0.0000% | $3671000.00        | $3687308.27        | U.S. Treasuries (including strips) |
| TINT 02/15/27               | 2027-02-15      | 0.0000%  | 0.0000% | $2391.73           | $2235.12           | U.S. Treasuries (including strips) |
| TINT 05/15/29               | 2029-05-15      | 0.0000%  | 0.0000% | $1864425.87        | $1589732.55        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27             | 2027-12-31      | 0.6250%  | 0.0000% | $166000.00         | $153064.75         | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31             | 2031-05-15      | 1.6250%  | 0.0000% | $100.00            | $87.00             | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28             | 2028-05-31      | 1.2500%  | 0.0000% | $100.00            | $93.12             | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31             | 2031-11-15      | 1.3750%  | 0.0000% | $200.00            | $168.60            | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32             | 2032-02-15      | 1.8750%  | 0.0000% | $448000.00         | $390017.93         | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27             | 2027-08-15      | 2.2500%  | 0.0000% | $100.00            | $97.10             | U.S. Treasuries (including strips) |
| 0 7/8 TRIN A 29             | 2029-01-15      | 0.8750%  | 0.0000% | $253.25            | $248.71            | U.S. Treasuries (including strips) |
| 0 1/4 TRIN D 29             | 2029-07-15      | 0.2500%  | 0.0000% | $213741.45         | $203886.76         | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44               | 2044-02-15      | 4.5000%  | 0.0000% | $10805200.00       | $10358169.18       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54               | 2054-05-15      | 4.6250%  | 0.0000% | $100.00            | $95.17             | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44               | 2044-05-15      | 4.6250%  | 0.0000% | $1200.00           | $1154.63           | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44               | 2044-08-15      | 4.1250%  | 0.0000% | $192400.00         | $174741.69         | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45               | 2045-02-15      | 4.7500%  | 0.0000% | $100.00            | $98.74             | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-08-26      | 0.0000%  | 0.0000% | $4065400.00        | $4023404.42        | U.S. Treasuries (including strips) |
| 3 3/4 TPRN 43               | 2043-11-15      | 0.0000%  | 0.0000% | $200.00            | $79.14             | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27            | 2027-09-15      | 3.3750%  | 0.0000% | $2478400.00        | $2466156.97        | U.S. Treasuries (including strips) |
| 0 7/8 TRIB 47               | 2047-02-15      | 0.8750%  | 0.0000% | $7019.96           | $4986.94           | U.S. Treasuries (including strips) |
| 3 BOND 48                   | 2048-02-15      | 3.0000%  | 0.0000% | $100.00            | $73.36             | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48               | 2048-05-15      | 3.1250%  | 0.0000% | $100.00            | $74.14             | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48               | 2048-11-15      | 3.3750%  | 0.0000% | $2977700.00        | $2302976.05        | U.S. Treasuries (including strips) |
| 3 BOND 49                   | 2049-02-15      | 3.0000%  | 0.0000% | $1300.00           | $945.75            | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50               | 2050-08-15      | 1.3750%  | 0.0000% | $200.00            | $96.54             | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42               | 2042-02-15      | 2.3750%  | 0.0000% | $25000.00          | $17930.16          | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42               | 2042-05-15      | 3.2500%  | 0.0000% | $1338000.00        | $1084272.02        | U.S. Treasuries (including strips) |
| 3 BOND 52                   | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $71.29             | U.S. Treasuries (including strips) |
| 1 3/8 TRIN D 33             | 2033-07-15      | 1.3750%  | 0.0000% | $105.28            | $101.36            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AR 26            | 2026-08-15      | 4.3750%  | 0.0000% | $300.00            | $304.66            | U.S. Treasuries (including strips) |
| 4 NOTE G 31                 | 2031-01-31      | 4.0000%  | 0.0000% | $6186800.00        | $6241053.11        | U.S. Treasuries (including strips) |

### Security 357: Citibank NA

- **C.1 - Title:** Citibank NA 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 981ZCM005, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395, C.5 - Other ID: 981ZCM005_4.35_0602
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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 WS843823 | 2035-11-01      | 6.5180%  | 0.0000% | $3329.52           | $3418.85           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS843997 | 2035-11-01      | 6.4100%  | 0.0000% | $6353.04           | $6527.41           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB844000 | 2035-11-01      | 6.5830%  | 0.0000% | $10429.72          | $10561.49          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS844532 | 2035-11-01      | 6.3020%  | 0.0000% | $25978.67          | $26612.99          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS846171 | 2035-10-01      | 6.6080%  | 0.0000% | $15643.81          | $16100.30          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1849025 | 2036-01-01      | 6.4560%  | 0.0000% | $483.07            | $495.88            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB849264 | 2036-01-01      | 6.6280%  | 0.0000% | $34114.47          | $34958.64          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS849930 | 2034-08-01      | 7.3130%  | 0.0000% | $23498.33          | $23846.66          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS863729 | 2036-01-01      | 6.5180%  | 0.0000% | $13659.11          | $14104.15          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1865915 | 2036-03-01      | 6.6220%  | 0.0000% | $926.28            | $952.87            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS866920 | 2036-02-01      | 6.5630%  | 0.0000% | $1239.81           | $1281.49           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1868877 | 2036-04-01      | 6.5030%  | 0.0000% | $824.23            | $853.06            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1868952 | 2036-05-01      | 6.7950%  | 0.0000% | $5179.49           | $5307.82           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS877000 | 2035-06-01      | 7.2600%  | 0.0000% | $2120.25           | $2189.19           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB881670 | 2036-03-01      | 6.1750%  | 0.0000% | $26388.30          | $27224.05          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB881857 | 2036-04-01      | 6.9430%  | 0.0000% | $3226.40           | $3340.95           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDA5761 | 2053-12-01      | 7.0000%  | 0.0000% | $2656.89           | $2810.77           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8379 | 2053-10-01      | 4.0000%  | 0.0000% | $20210.95          | $18565.08          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8413 | 2054-02-01      | 4.0000%  | 0.0000% | $1931.18           | $1773.50           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8394 | 2054-01-01      | 5.0000%  | 0.0000% | $935.62            | $909.98            | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDA5767 | 2053-12-01      | 7.5000%  | 0.0000% | $620.18            | $668.24            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB0777 | 2054-03-01      | 6.5000%  | 0.0000% | $80102.34          | $82863.64          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  | 0.0000% | $643150.21         | $638938.58         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8484 | 2054-11-01      | 4.0000%  | 0.0000% | $974.77            | $895.17            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8454 | 2054-08-01      | 6.0000%  | 0.0000% | $3547.57           | $3598.25           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8468 | 2054-10-01      | 5.0000%  | 0.0000% | $956.29            | $928.41            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8473 | 2054-11-01      | 4.5000%  | 0.0000% | $974.56            | $921.29            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8487 | 2054-12-01      | 4.0000%  | 0.0000% | $981.29            | $901.16            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8506 | 2055-02-01      | 5.5000%  | 0.0000% | $2919.82           | $2900.69           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8520 | 2055-03-01      | 3.5000%  | 0.0000% | $4923.57           | $4373.23           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD4122 | 2053-10-01      | 3.0000%  | 0.0000% | $925.78            | $788.68            | Agency Mortgage-Backed Securities |
| 04.000 FGPC G31026 G | 2037-07-01      | 4.0000%  | 0.0000% | $1462.35           | $1443.67           | Agency Mortgage-Backed Securities |
| 04.000 FGPC V81760 G | 2045-05-01      | 4.0000%  | 0.0000% | $2155.19           | $2021.36           | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q25332 G | 2044-03-01      | 4.5000%  | 0.0000% | $69.69             | $67.87             | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q61246 G | 2049-01-01      | 3.0000%  | 0.0000% | $134.69            | $119.51            | Agency Mortgage-Backed Securities |
| FKAR 04.750 WAWA3430 | 2043-02-01      | 4.7500%  | 0.0000% | $1056962.55        | $995604.17         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB745768 | 2036-07-01      | 7.1030%  | 0.0000% | $564.61            | $581.41            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS745862 | 2035-04-01      | 6.9500%  | 0.0000% | $2283.80           | $2348.27           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1745895 | 2036-10-01      | 7.5930%  | 0.0000% | $4024.89           | $4131.44           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB745982 | 2035-12-01      | 6.6800%  | 0.0000% | $1334.58           | $1363.91           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD747302 | 2034-07-01      | 7.2800%  | 0.0000% | $17847.15          | $18366.88          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB749306 | 2033-10-01      | 6.9250%  | 0.0000% | $2940.65           | $3034.80           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS751531 | 2034-05-01      | 7.2100%  | 0.0000% | $3136.18           | $3234.14           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS754031 | 2033-12-01      | 6.4350%  | 0.0000% | $995.36            | $1020.26           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB758614 | 2033-11-01      | 6.1750%  | 0.0000% | $4105.56           | $4180.46           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB758900 | 2033-12-01      | 6.6060%  | 0.0000% | $282.52            | $289.02            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD767672 | 2034-03-01      | 6.3850%  | 0.0000% | $363.15            | $372.01            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS768435 | 2034-01-01      | 6.2720%  | 0.0000% | $958.01            | $988.77            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS770140 | 2034-03-01      | 6.3180%  | 0.0000% | $627.17            | $640.09            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS773341 | 2035-06-01      | 7.0190%  | 0.0000% | $18051.96          | $18567.76          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB773856 | 2034-04-01      | 7.2080%  | 0.0000% | $12912.87          | $13343.06          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS775852 | 2044-03-01      | 5.7740%  | 0.0000% | $8645.04           | $8773.53           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB776488 | 2034-03-01      | 6.2020%  | 0.0000% | $8957.86           | $9228.30           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB777058 | 2034-05-01      | 6.7770%  | 0.0000% | $4718.82           | $4811.10           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD780365 | 2034-06-01      | 7.2730%  | 0.0000% | $1527.65           | $1573.05           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS781309 | 2034-07-01      | 7.4350%  | 0.0000% | $3668.54           | $3797.85           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD781563 | 2034-11-01      | 6.4990%  | 0.0000% | $1983.75           | $2030.20           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WN784124 | 2034-12-01      | 6.4550%  | 0.0000% | $2549.62           | $2618.47           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB786142 | 2034-07-01      | 7.4750%  | 0.0000% | $10186.11          | $10422.10          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB788987 | 2034-10-01      | 6.5000%  | 0.0000% | $18605.25          | $18975.20          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB790762 | 2034-09-01      | 7.1650%  | 0.0000% | $1084.89           | $1103.63           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB790764 | 2034-09-01      | 7.1420%  | 0.0000% | $17876.75          | $18386.57          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB790964 | 2034-09-01      | 7.3960%  | 0.0000% | $12400.08          | $12692.39          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD791972 | 2034-09-01      | 7.3930%  | 0.0000% | $624.70            | $642.54            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB791961 | 2034-09-01      | 5.9380%  | 0.0000% | $3046.60           | $3080.38           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB793025 | 2034-07-01      | 6.3660%  | 0.0000% | $17709.02          | $17994.83          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB793065 | 2034-08-01      | 7.6520%  | 0.0000% | $819.40            | $841.28            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB794792 | 2034-10-01      | 7.0700%  | 0.0000% | $2074.19           | $2124.72           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS795297 | 2044-07-01      | 5.7740%  | 0.0000% | $21149.52          | $21449.17          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WN795718 | 2034-09-01      | 7.3000%  | 0.0000% | $3771.99           | $3886.81           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB800165 | 2034-12-01      | 6.0200%  | 0.0000% | $942.80            | $955.28            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB800171 | 2034-12-01      | 6.0090%  | 0.0000% | $2898.36           | $2934.65           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS801344 | 2034-10-01      | 7.4400%  | 0.0000% | $1232.02           | $1275.40           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB803594 | 2034-10-01      | 6.5850%  | 0.0000% | $2325.67           | $2373.68           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS806506 | 2044-10-01      | 5.7740%  | 0.0000% | $1057.50           | $1073.31           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS806513 | 2034-12-01      | 6.4260%  | 0.0000% | $33368.30          | $34407.00          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB806721 | 2034-11-01      | 6.8480%  | 0.0000% | $845.08            | $876.10            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB806776 | 2034-11-01      | 6.2100%  | 0.0000% | $3797.81           | $3843.40           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB809181 | 2035-01-01      | 6.5980%  | 0.0000% | $23334.12          | $23806.63          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB809319 | 2035-01-01      | 6.6700%  | 0.0000% | $960.95            | $986.25            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB809347 | 2035-01-01      | 6.7350%  | 0.0000% | $1853.22           | $1891.27           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB810896 | 2035-01-01      | 6.2100%  | 0.0000% | $14576.97          | $15000.76          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD813570 | 2034-10-01      | 6.9930%  | 0.0000% | $24371.77          | $25096.56          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WN813586 | 2035-03-01      | 6.4250%  | 0.0000% | $56.02             | $57.56             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS813714 | 2035-01-01      | 6.1940%  | 0.0000% | $1258.23           | $1291.76           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB813842 | 2035-01-01      | 6.2640%  | 0.0000% | $1054.20           | $1085.30           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB815195 | 2035-05-01      | 7.3150%  | 0.0000% | $2171.16           | $2196.01           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB815261 | 2035-05-01      | 6.6470%  | 0.0000% | $6933.06           | $7005.26           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS815587 | 2035-04-01      | 6.4580%  | 0.0000% | $923.06            | $943.99            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB816597 | 2035-02-01      | 6.4200%  | 0.0000% | $1863.76           | $1900.25           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB819423 | 2035-04-01      | 6.8100%  | 0.0000% | $1407.69           | $1460.55           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB821378 | 2035-05-01      | 7.0390%  | 0.0000% | $1818.26           | $1826.16           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB821365 | 2035-05-01      | 7.4600%  | 0.0000% | $4000.27           | $4068.87           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB823660 | 2035-05-01      | 6.9440%  | 0.0000% | $3754.52           | $3835.38           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS825395 | 2035-07-01      | 7.3480%  | 0.0000% | $7609.34           | $7871.14           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB826046 | 2035-07-01      | 7.4310%  | 0.0000% | $345.81            | $351.95            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB826082 | 2035-07-01      | 7.4300%  | 0.0000% | $283.47            | $287.82            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB826128 | 2035-07-01      | 7.5290%  | 0.0000% | $7987.42           | $8180.05           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB826362 | 2035-07-01      | 6.9700%  | 0.0000% | $3394.91           | $3438.29           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB826364 | 2035-07-01      | 7.0200%  | 0.0000% | $1756.07           | $1776.30           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB828056 | 2035-06-01      | 7.6110%  | 0.0000% | $28348.37          | $29102.35          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS829596 | 2035-07-01      | 7.4380%  | 0.0000% | $1753.97           | $1817.88           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB829708 | 2035-06-01      | 7.5740%  | 0.0000% | $672.03            | $692.87            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB832801 | 2035-09-01      | 7.2050%  | 0.0000% | $3392.20           | $3467.96           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB835058 | 2035-06-01      | 6.8100%  | 0.0000% | $745.17            | $760.56            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS836852 | 2035-10-01      | 6.4830%  | 0.0000% | $4770.68           | $4897.51           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS837329 | 2035-09-01      | 7.1680%  | 0.0000% | $5535.59           | $5665.21           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB839175 | 2035-11-01      | 6.5370%  | 0.0000% | $11286.93          | $11490.16          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD841068 | 2034-11-01      | 7.0370%  | 0.0000% | $14833.12          | $15502.63          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB841775 | 2035-09-01      | 7.2070%  | 0.0000% | $14233.74          | $14688.51          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS841978 | 2035-03-01      | 5.2000%  | 0.0000% | $18378.66          | $18238.72          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB843026 | 2035-09-01      | 6.1600%  | 0.0000% | $10439.84          | $10586.36          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS844237 | 2035-11-01      | 6.2370%  | 0.0000% | $4040.41           | $4138.44           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4598 | 2052-09-01      | 3.5000%  | 0.0000% | $3342.86           | $2988.38           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4820 | 2052-10-01      | 4.5000%  | 0.0000% | $3440.72           | $3257.52           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4843 | 2052-10-01      | 5.5000%  | 0.0000% | $1673.19           | $1669.17           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB5118 | 2052-11-01      | 4.0000%  | 0.0000% | $4084.59           | $3757.44           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5122 | 2052-11-01      | 4.5000%  | 0.0000% | $2518.14           | $2407.92           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB5664 | 2053-02-01      | 4.0000%  | 0.0000% | $9816.87           | $9020.94           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB6455 | 2053-06-01      | 4.0000%  | 0.0000% | $5398.58           | $4974.56           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6731 | 2053-07-01      | 5.0000%  | 0.0000% | $2658.18           | $2584.31           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOCB8059 | 2054-02-01      | 5.8160%  | 0.0000% | $971.51            | $993.98            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB7316 | 2053-10-01      | 4.0000%  | 0.0000% | $6637.90           | $6096.43           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOCB7766 | 2054-01-01      | 6.0170%  | 0.0000% | $8874.81           | $9117.06           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  | 0.0000% | $5952.25           | $5474.87           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4786 | 2052-10-01      | 5.5000%  | 0.0000% | $8854.93           | $8816.66           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4832 | 2037-12-01      | 3.5000%  | 0.0000% | $3570.74           | $3416.10           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4839 | 2052-12-01      | 4.0000%  | 0.0000% | $5292.48           | $4867.49           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  | 0.0000% | $3210.26           | $3196.64           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4861 | 2038-01-01      | 3.5000%  | 0.0000% | $5070.08           | $4850.51           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4866 | 2053-01-01      | 4.0000%  | 0.0000% | $2582.79           | $2374.11           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA4914 | 2038-02-01      | 4.5000%  | 0.0000% | $4107.13           | $4061.07           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4885 | 2052-11-01      | 3.0000%  | 0.0000% | $2616.91           | $2228.65           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  | 0.0000% | $802.45            | $798.73            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4917 | 2053-02-01      | 4.5000%  | 0.0000% | $1740.26           | $1647.96           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4933 | 2053-02-01      | 3.5000%  | 0.0000% | $871.33            | $773.69            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  | 0.0000% | $2563.22           | $2493.50           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4963 | 2053-03-01      | 3.5000%  | 0.0000% | $5308.54           | $4715.88           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5000 | 2053-04-01      | 3.5000%  | 0.0000% | $7345.49           | $6526.47           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5027 | 2053-05-01      | 4.0000%  | 0.0000% | $2703.43           | $2484.45           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  | 0.0000% | $7059.99           | $6866.51           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5056 | 2053-05-01      | 3.5000%  | 0.0000% | $2758.04           | $2450.29           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5106 | 2053-08-01      | 5.0000%  | 0.0000% | $3547.79           | $3450.57           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5089 | 2053-07-01      | 4.0000%  | 0.0000% | $23975.85          | $22035.80          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5135 | 2053-09-01      | 4.0000%  | 0.0000% | $2733.90           | $2510.99           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5139 | 2053-09-01      | 6.0000%  | 0.0000% | $1570.26           | $1594.34           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5124 | 2038-07-01      | 3.5000%  | 0.0000% | $831.57            | $795.56            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5127 | 2053-08-01      | 4.0000%  | 0.0000% | $1819.04           | $1670.76           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5164 | 2053-10-01      | 5.0000%  | 0.0000% | $3628.39           | $3528.95           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5177 | 2053-10-01      | 4.0000%  | 0.0000% | $178496.49         | $164016.18         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5189 | 2053-11-01      | 5.0000%  | 0.0000% | $9241.79           | $8988.51           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5262 | 2053-12-01      | 3.5000%  | 0.0000% | $1883.66           | $1672.58           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5263 | 2054-01-01      | 4.0000%  | 0.0000% | $3759.97           | $3453.39           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5236 | 2053-12-01      | 4.0000%  | 0.0000% | $1999.76           | $1836.71           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5245 | 2054-01-01      | 5.0000%  | 0.0000% | $3726.30           | $3624.18           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5250 | 2039-01-01      | 5.5000%  | 0.0000% | $1342.48           | $1367.60           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  | 0.0000% | $136752.29         | $135856.77         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5445 | 2054-08-01      | 6.0000%  | 0.0000% | $52962.41          | $53722.23          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5494 | 2054-10-01      | 4.0000%  | 0.0000% | $6801.79           | $6246.38           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5495 | 2054-10-01      | 4.5000%  | 0.0000% | $969.42            | $916.44            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5526 | 2054-10-01      | 3.5000%  | 0.0000% | $966.52            | $858.49            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  | 0.0000% | $100005.53         | $97081.94          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5529 | 2054-11-01      | 4.5000%  | 0.0000% | $1951.16           | $1844.51           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5530 | 2054-11-01      | 5.0000%  | 0.0000% | $874521.54         | $848956.46         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5550 | 2054-12-01      | 4.0000%  | 0.0000% | $5864.72           | $5385.83           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5584 | 2055-01-01      | 4.5000%  | 0.0000% | $978.66            | $925.16            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5572 | 2054-11-01      | 3.5000%  | 0.0000% | $1942.93           | $1725.75           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5583 | 2055-01-01      | 4.0000%  | 0.0000% | $2946.65           | $2706.04           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5613 | 2055-02-01      | 5.0000%  | 0.0000% | $3945.67           | $3830.58           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5635 | 2055-02-01      | 3.5000%  | 0.0000% | $983.19            | $873.29            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5643 | 2055-03-01      | 4.0000%  | 0.0000% | $4008.37           | $3681.04           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5700 | 2055-05-01      | 5.5000%  | 0.0000% | $2989.27           | $2969.68           | Agency Mortgage-Backed Securities |
| GNII SF MA7368 M     | 2051-05-20      | 3.0000%  | 0.0000% | $1133.99           | $989.14            | Agency Mortgage-Backed Securities |
| GNII SF MA7418 M     | 2051-06-20      | 2.5000%  | 0.0000% | $16427803.71       | $13774120.19       | Agency Mortgage-Backed Securities |
| GNII SF MA7534 M     | 2051-08-20      | 2.5000%  | 0.0000% | $3521.39           | $2952.56           | Agency Mortgage-Backed Securities |
| GNII SF MA7588 M     | 2051-09-20      | 2.0000%  | 0.0000% | $2193.18           | $1760.55           | Agency Mortgage-Backed Securities |
| GNII SF MA7590 M     | 2051-09-20      | 3.0000%  | 0.0000% | $1324.48           | $1154.58           | Agency Mortgage-Backed Securities |
| GNII SF MA7650 M     | 2051-10-20      | 3.0000%  | 0.0000% | $725.92            | $632.91            | Agency Mortgage-Backed Securities |
| GNII SF MA7827 M     | 2052-01-20      | 2.5000%  | 0.0000% | $3763.66           | $3155.69           | Agency Mortgage-Backed Securities |
| GNII SF MA7830 M     | 2052-01-20      | 4.0000%  | 0.0000% | $2102.64           | $1941.18           | Agency Mortgage-Backed Securities |
| GNII SF MA7881 M     | 2052-02-20      | 2.5000%  | 0.0000% | $1547.60           | $1297.60           | Agency Mortgage-Backed Securities |
| GNII SF MA8103 M     | 2052-06-20      | 5.5000%  | 0.0000% | $30088.78          | $30126.10          | Agency Mortgage-Backed Securities |
| GNII SF MA8151 M     | 2052-07-20      | 4.5000%  | 0.0000% | $970478.69         | $922415.73         | Agency Mortgage-Backed Securities |
| GNII SF MA8204 M     | 2052-08-20      | 6.0000%  | 0.0000% | $32104.05          | $32821.69          | Agency Mortgage-Backed Securities |
| GNII SF MA8264 M     | 2052-09-20      | 2.5000%  | 0.0000% | $1532.50           | $1284.95           | Agency Mortgage-Backed Securities |
| GNII SF MA8268 M     | 2052-09-20      | 4.5000%  | 0.0000% | $30790133.72       | $29284034.33       | Agency Mortgage-Backed Securities |
| GNII SF DF5203 C     | 2054-10-20      | 6.5000%  | 0.0000% | $1987.64           | $2088.62           | Agency Mortgage-Backed Securities |
| FMAR 841019 G        | 2046-11-01      | 6.8740%  | 0.0000% | $568540.81         | $591619.24         | Agency Mortgage-Backed Securities |
| FMAR 841073 G        | 2045-09-01      | 6.9750%  | 0.0000% | $102710.11         | $106353.52         | Agency Mortgage-Backed Securities |
| FMAR 841076 G        | 2048-11-01      | 3.0080%  | 0.0000% | $181790.07         | $177888.70         | Agency Mortgage-Backed Securities |
| FMAR 841077 G        | 2047-11-01      | 3.3400%  | 0.0000% | $42246.84          | $42884.63          | Agency Mortgage-Backed Securities |
| FMAR 841081 G        | 2050-02-01      | 3.1070%  | 0.0000% | $1453947.28        | $1451024.65        | Agency Mortgage-Backed Securities |
| FMAR 841084 G        | 2047-08-01      | 6.7550%  | 0.0000% | $32439.82          | $33542.85          | Agency Mortgage-Backed Securities |
| FMAR 841249 G        | 2049-03-01      | 6.9960%  | 0.0000% | $184510.30         | $190528.59         | Agency Mortgage-Backed Securities |
| FMAR 841383 G        | 2048-04-01      | 7.0310%  | 0.0000% | $413686.60         | $428149.44         | Agency Mortgage-Backed Securities |
| FMAR 841384 G        | 2047-09-01      | 6.8730%  | 0.0000% | $74787.88          | $77307.97          | Agency Mortgage-Backed Securities |
| FMAR 1B1225 G        | 2033-09-01      | 7.2500%  | 0.0000% | $307.60            | $314.43            | Agency Mortgage-Backed Securities |
| FMAR 1B2566 G        | 2034-11-01      | 7.4000%  | 0.0000% | $225.31            | $231.53            | Agency Mortgage-Backed Securities |
| FMAR 1B2632 G        | 2034-11-01      | 6.5250%  | 0.0000% | $203.53            | $207.21            | Agency Mortgage-Backed Securities |
| FMAR 1B2642 G        | 2034-11-01      | 7.0190%  | 0.0000% | $682.16            | $701.76            | Agency Mortgage-Backed Securities |
| FMAR 1B2810 G        | 2035-02-01      | 6.8410%  | 0.0000% | $892.83            | $925.15            | Agency Mortgage-Backed Securities |
| FMAR 1B4060 G        | 2038-05-01      | 7.0200%  | 0.0000% | $103304.41         | $106302.72         | Agency Mortgage-Backed Securities |
| FMAR 1B4843 G        | 2040-07-01      | 7.6300%  | 0.0000% | $27611.97          | $28638.21          | Agency Mortgage-Backed Securities |
| FMAR 848005 G        | 2038-07-01      | 7.2760%  | 0.0000% | $203520.72         | $207854.94         | Agency Mortgage-Backed Securities |
| FMAR 847340 G        | 2034-11-01      | 7.6470%  | 0.0000% | $300.72            | $308.07            | Agency Mortgage-Backed Securities |
| FMAR 847415 G        | 2035-06-01      | 7.3510%  | 0.0000% | $1399.50           | $1450.59           | Agency Mortgage-Backed Securities |
| FMAR 847581 G        | 2036-07-01      | 7.6900%  | 0.0000% | $1103.99           | $1133.66           | Agency Mortgage-Backed Securities |
| FMAR 847640 G        | 2036-05-01      | 6.6860%  | 0.0000% | $8396.45           | $8596.14           | Agency Mortgage-Backed Securities |
| FMAR 847797 G        | 2037-07-01      | 6.6400%  | 0.0000% | $138399.36         | $139715.66         | Agency Mortgage-Backed Securities |
| FMAR 847864 G        | 2038-01-01      | 6.0800%  | 0.0000% | $118269.38         | $119756.94         | Agency Mortgage-Backed Securities |
| FMAR 2B0811 G        | 2042-09-01      | 7.3520%  | 0.0000% | $10283.54          | $10729.30          | Agency Mortgage-Backed Securities |
| FMAR 1J0780 G        | 2037-12-01      | 6.8010%  | 0.0000% | $1794.69           | $1860.02           | Agency Mortgage-Backed Securities |
| 03.500 FGPC G07961 G | 2045-03-01      | 3.5000%  | 0.0000% | $3238.93           | $2964.04           | Agency Mortgage-Backed Securities |
| 04.000 FGPC G14678 G | 2026-12-01      | 4.0000%  | 0.0000% | $165.52            | $165.24            | Agency Mortgage-Backed Securities |
| 04.000 FGPC G14668 G | 2026-12-01      | 4.0000%  | 0.0000% | $19.61             | $19.60             | Agency Mortgage-Backed Securities |
| 04.500 FGPC G14694 G | 2026-06-01      | 4.5000%  | 0.0000% | $74.50             | $74.71             | Agency Mortgage-Backed Securities |
| 04.000 FGPC G15257 G | 2027-05-01      | 4.0000%  | 0.0000% | $425.51            | $425.49            | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08772 G | 2047-07-01      | 4.5000%  | 0.0000% | $122.80            | $117.64            | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08775 G | 2047-08-01      | 4.0000%  | 0.0000% | $363.42            | $339.04            | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08791 G | 2047-12-01      | 3.0000%  | 0.0000% | $1546.97           | $1344.90           | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08799 G | 2048-02-01      | 3.0000%  | 0.0000% | $639.69            | $555.49            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08800 G | 2048-02-01      | 3.5000%  | 0.0000% | $845.52            | $764.87            | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08801 G | 2048-02-01      | 4.0000%  | 0.0000% | $359.08            | $336.04            | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08837 G | 2048-09-01      | 4.5000%  | 0.0000% | $1502.84           | $1445.64           | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08843 G | 2048-10-01      | 4.5000%  | 0.0000% | $194.24            | $186.82            | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08857 G | 2049-01-01      | 4.0000%  | 0.0000% | $280.37            | $262.00            | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08858 G | 2049-01-01      | 4.5000%  | 0.0000% | $325.37            | $312.58            | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08886 G | 2049-05-01      | 3.0000%  | 0.0000% | $1946.04           | $1682.19           | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08624 G | 2045-01-01      | 4.0000%  | 0.0000% | $1673.33           | $1572.03           | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08669 G | 2045-09-01      | 4.0000%  | 0.0000% | $265.94            | $249.45            | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08682 G | 2045-12-01      | 4.0000%  | 0.0000% | $325.96            | $305.62            | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08708 G | 2046-05-01      | 4.5000%  | 0.0000% | $116.56            | $112.64            | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08713 G | 2046-06-01      | 4.5000%  | 0.0000% | $160.67            | $155.24            | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08726 G | 2046-10-01      | 3.0000%  | 0.0000% | $3621.91           | $3168.33           | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08741 G | 2047-01-01      | 3.0000%  | 0.0000% | $432.23            | $377.57            | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08747 G | 2047-02-01      | 3.0000%  | 0.0000% | $475.21            | $415.11            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G18696 G | 2033-07-01      | 3.5000%  | 0.0000% | $1122.27           | $1101.47           | Agency Mortgage-Backed Securities |
| 03.500 FGPC G18692 G | 2033-06-01      | 3.5000%  | 0.0000% | $602.81            | $591.78            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G18730 G | 2034-04-01      | 3.5000%  | 0.0000% | $270.17            | $264.71            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G18710 G | 2033-10-01      | 3.5000%  | 0.0000% | $174.07            | $170.79            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G18713 G | 2033-11-01      | 3.5000%  | 0.0000% | $2314.67           | $2270.64           | Agency Mortgage-Backed Securities |
| FMAR 1G0218 G        | 2035-04-01      | 6.7610%  | 0.0000% | $120942.54         | $124428.14         | Agency Mortgage-Backed Securities |
| FMAR 1G0438 G        | 2035-11-01      | 6.4370%  | 0.0000% | $251030.65         | $258239.84         | Agency Mortgage-Backed Securities |
| FMAR 1A0051 G        | 2035-12-01      | 6.2050%  | 0.0000% | $30335.73          | $30610.22          | Agency Mortgage-Backed Securities |
| FMAR 1A1085 G        | 2036-08-01      | 6.5560%  | 0.0000% | $2290.00           | $2353.65           | Agency Mortgage-Backed Securities |
| FMAR 1A1077 G        | 2036-03-01      | 6.1330%  | 0.0000% | $51871.99          | $52305.05          | Agency Mortgage-Backed Securities |
| FMAR 1J1680 G        | 2037-06-01      | 7.2450%  | 0.0000% | $883.91            | $913.04            | Agency Mortgage-Backed Securities |
| FMAR 1J1378 G        | 2036-11-01      | 6.2650%  | 0.0000% | $1982.27           | $2032.58           | Agency Mortgage-Backed Securities |
| FMAR 1J1418 G        | 2036-12-01      | 6.3150%  | 0.0000% | $946.32            | $964.58            | Agency Mortgage-Backed Securities |
| FMAR 1J1516 G        | 2037-02-01      | 6.5960%  | 0.0000% | $1442.59           | $1495.10           | Agency Mortgage-Backed Securities |
| FMAR 1J1621 G        | 2037-05-01      | 7.1800%  | 0.0000% | $4267.78           | $4438.08           | Agency Mortgage-Backed Securities |
| 04.000 FGPC C91923 G | 2037-03-01      | 4.0000%  | 0.0000% | $4587.62           | $4529.02           | Agency Mortgage-Backed Securities |
| 03.500 FGPC J17898 G | 2027-02-01      | 3.5000%  | 0.0000% | $31.45             | $31.22             | Agency Mortgage-Backed Securities |
| FMAR 1L0183 G        | 2035-08-01      | 6.9830%  | 0.0000% | $682.66            | $702.34            | Agency Mortgage-Backed Securities |
| FMAR 1M1044 G        | 2036-09-01      | 6.5000%  | 0.0000% | $523482.00         | $539508.46         | Agency Mortgage-Backed Securities |
| FMAR 1M1049 G        | 2036-10-01      | 6.4850%  | 0.0000% | $196343.27         | $199461.60         | Agency Mortgage-Backed Securities |
| FMAR 1M1083 G        | 2037-10-01      | 6.6780%  | 0.0000% | $77195.56          | $78353.07          | Agency Mortgage-Backed Securities |
| FMAR 1M1099 G        | 2035-09-01      | 6.3320%  | 0.0000% | $256693.54         | $261760.10         | Agency Mortgage-Backed Securities |
| FMAR 1N0002 G        | 2035-04-01      | 6.2880%  | 0.0000% | $286334.51         | $294857.64         | Agency Mortgage-Backed Securities |
| FMAR 1N0057 G        | 2035-11-01      | 6.5600%  | 0.0000% | $191570.32         | $194356.99         | Agency Mortgage-Backed Securities |
| FMAR 1N0064 G        | 2035-10-01      | 6.1450%  | 0.0000% | $29752.93          | $30173.73          | Agency Mortgage-Backed Securities |
| FMAR 1N0117 G        | 2035-12-01      | 6.3520%  | 0.0000% | $344841.90         | $350033.80         | Agency Mortgage-Backed Securities |
| FMAR 1N0172 G        | 2036-07-01      | 6.3850%  | 0.0000% | $122306.64         | $124858.99         | Agency Mortgage-Backed Securities |
| FMAR 1N0333 G        | 2036-12-01      | 6.3650%  | 0.0000% | $54214.91          | $56259.27          | Agency Mortgage-Backed Securities |
| FMAR 1N1726 G        | 2037-08-01      | 6.3950%  | 0.0000% | $59580.43          | $60007.17          | Agency Mortgage-Backed Securities |
| FMAR 1N1790 G        | 2037-08-01      | 5.9290%  | 0.0000% | $126391.75         | $126802.79         | Agency Mortgage-Backed Securities |
| FMAR 1N1458 G        | 2037-03-01      | 6.1950%  | 0.0000% | $146421.95         | $150470.14         | Agency Mortgage-Backed Securities |
| FMAR 1N1481 G        | 2037-06-01      | 6.6570%  | 0.0000% | $182864.95         | $187942.67         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQG5124 | 2053-06-01      | 3.0000%  | 0.0000% | $892.62            | $762.98            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH5056 | 2053-11-01      | 6.5000%  | 0.0000% | $981.49            | $1014.93           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD4457 | 2055-04-01      | 5.0000%  | 0.0000% | $102217.56         | $99243.41          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD4225 | 2055-02-01      | 6.5000%  | 0.0000% | $993.48            | $1029.43           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD6265 | 2055-04-01      | 5.0000%  | 0.0000% | $997.85            | $970.47            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6320 | 2055-04-01      | 6.0000%  | 0.0000% | $3995.79           | $4075.04           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD7512 | 2055-05-01      | 5.5000%  | 0.0000% | $2331.00           | $2320.32           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD7493 | 2055-05-01      | 5.0000%  | 0.0000% | $1998.11           | $1956.90           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM3241 | 2050-03-01      | 3.0000%  | 0.0000% | $5855.63           | $5062.23           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM3278 | 2048-11-01      | 3.5000%  | 0.0000% | $418.46            | $378.90            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3340 | 2035-05-01      | 3.5000%  | 0.0000% | $5954.81           | $5820.18           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  | 0.0000% | $10298.22          | $9619.46           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM4251 | 2049-12-01      | 3.5000%  | 0.0000% | $346.38            | $311.19            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM5298 | 2050-10-01      | 3.5000%  | 0.0000% | $9023.85           | $8093.32           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM6201 | 2049-09-01      | 4.0000%  | 0.0000% | $3056.44           | $2839.47           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM6293 | 2051-01-01      | 3.0000%  | 0.0000% | $3453.65           | $2948.91           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM5475 | 2050-03-01      | 4.5000%  | 0.0000% | $287.01            | $275.63            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM5530 | 2050-11-01      | 4.0000%  | 0.0000% | $12089.39          | $11180.84          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM5750 | 2050-08-01      | 4.0000%  | 0.0000% | $265.56            | $246.07            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM5940 | 2051-02-01      | 2.0000%  | 0.0000% | $73969.26          | $58367.16          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM6039 | 2050-06-01      | 3.5000%  | 0.0000% | $4053.07           | $3641.17           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM6063 | 2051-02-01      | 3.0000%  | 0.0000% | $16252.47          | $13962.57          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM6400 | 2051-03-01      | 2.0000%  | 0.0000% | $69782.81          | $55063.95          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7031 | 2051-01-01      | 4.0000%  | 0.0000% | $7513.19           | $6998.09           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7460 | 2051-03-01      | 4.0000%  | 0.0000% | $11139.63          | $10387.42          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7556 | 2051-05-01      | 3.5000%  | 0.0000% | $7108.79           | $6381.12           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  | 0.0000% | $7189.33           | $6457.20           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM7877 | 2036-03-01      | 3.5000%  | 0.0000% | $419.83            | $404.43            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM8911 | 2051-02-01      | 3.5000%  | 0.0000% | $2454.67           | $2204.69           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8745 | 2051-09-01      | 2.5000%  | 0.0000% | $3176.71           | $2594.45           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM9879 | 2051-12-01      | 3.5000%  | 0.0000% | $1778.72           | $1582.87           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM9681 | 2051-08-01      | 4.0000%  | 0.0000% | $7391.35           | $6886.90           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY0140 | 2055-04-01      | 6.0000%  | 0.0000% | $998.81            | $1013.08           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY0283 | 2055-04-01      | 6.0000%  | 0.0000% | $999.11            | $1027.23           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY1649 | 2055-05-01      | 6.0000%  | 0.0000% | $4298.59           | $4383.85           | Agency Mortgage-Backed Securities |
| GNII SF MA7937 M     | 2052-03-20      | 3.0000%  | 0.0000% | $42556475.18       | $37099742.09       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY3287 | 2055-05-01      | 5.5000%  | 0.0000% | $350520.00         | $349033.99         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY3738 | 2055-05-01      | 6.0000%  | 0.0000% | $56407.00          | $57212.85          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY4779 | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1015.49           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0790 | 2055-02-01      | 6.0000%  | 0.0000% | $978.50            | $1004.83           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL0012 | 2052-07-01      | 3.5000%  | 0.0000% | $980.22            | $870.69            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0112 | 2054-11-01      | 6.0000%  | 0.0000% | $36416.06          | $37407.39          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1052 | 2055-01-01      | 6.0000%  | 0.0000% | $1022.24           | $1046.61           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1053 | 2055-04-01      | 5.5000%  | 0.0000% | $1893.44           | $1882.78           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1046 | 2054-11-01      | 5.5000%  | 0.0000% | $1018.28           | $1018.18           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1047 | 2055-05-01      | 6.0000%  | 0.0000% | $1023.00           | $1047.63           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1079 | 2054-12-01      | 5.5000%  | 0.0000% | $39828.65          | $39983.80          | Agency Mortgage-Backed Securities |
| GNII SF MA9301 M     | 2053-11-20      | 3.5000%  | 0.0000% | $862.32            | $767.76            | Agency Mortgage-Backed Securities |
| GNII SF MA9303 M     | 2053-11-20      | 4.5000%  | 0.0000% | $2108.48           | $1996.21           | Agency Mortgage-Backed Securities |
| GNII SF MA9355 M     | 2051-11-20      | 2.0000%  | 0.0000% | $3173.26           | $2547.30           | Agency Mortgage-Backed Securities |
| GNII SF MA9361 M     | 2053-11-20      | 5.0000%  | 0.0000% | $3748.23           | $3650.86           | Agency Mortgage-Backed Securities |
| GNII SF MA9365 M     | 2053-12-20      | 7.0000%  | 0.0000% | $3038.03           | $3156.10           | Agency Mortgage-Backed Securities |
| GNII SF MA9366 M     | 2053-12-20      | 7.5000%  | 0.0000% | $1333.11           | $1382.30           | Agency Mortgage-Backed Securities |
| GNII SF MA9426 M     | 2053-12-20      | 7.0000%  | 0.0000% | $458.50            | $476.40            | Agency Mortgage-Backed Securities |
| GNII SF MA9486 M     | 2054-01-20      | 4.5000%  | 0.0000% | $1904.17           | $1802.18           | Agency Mortgage-Backed Securities |
| GNII SF MA9491 M     | 2053-12-20      | 7.0000%  | 0.0000% | $1033.76           | $1072.21           | Agency Mortgage-Backed Securities |
| GNII SF MA9536 M     | 2046-12-20      | 3.0000%  | 0.0000% | $1750.80           | $1530.48           | Agency Mortgage-Backed Securities |
| GNII SF MA9545 M     | 2054-01-20      | 7.5000%  | 0.0000% | $562.71            | $584.23            | Agency Mortgage-Backed Securities |
| GNII SF MA9601 M     | 2054-04-20      | 3.5000%  | 0.0000% | $948.53            | $850.82            | Agency Mortgage-Backed Securities |
| GNII SF MA9604 M     | 2054-04-20      | 5.0000%  | 0.0000% | $944.41            | $919.62            | Agency Mortgage-Backed Securities |
| GNII SF MA9606 M     | 2054-02-20      | 6.0000%  | 0.0000% | $3992.48           | $4061.77           | Agency Mortgage-Backed Securities |
| GNII SF MA9598 M     | 2053-10-20      | 2.0000%  | 0.0000% | $890.97            | $715.22            | Agency Mortgage-Backed Securities |
| GNII SF MA9599 M     | 2054-02-20      | 2.5000%  | 0.0000% | $1840.46           | $1543.23           | Agency Mortgage-Backed Securities |
| GNII SF MA9666 M     | 2054-05-20      | 4.5000%  | 0.0000% | $1945.06           | $1839.88           | Agency Mortgage-Backed Securities |
| GNII SF MA9668 M     | 2054-05-20      | 5.5000%  | 0.0000% | $38440072.69       | $38326542.08       | Agency Mortgage-Backed Securities |
| GNII SF MA9728 M     | 2054-05-20      | 7.0000%  | 0.0000% | $19428561.76       | $20110094.12       | Agency Mortgage-Backed Securities |
| GNII SF AO1099 C     | 2045-09-20      | 3.5000%  | 0.0000% | $3499.93           | $3146.78           | Agency Mortgage-Backed Securities |
| GNII SF AO1103 C     | 2045-09-20      | 3.5000%  | 0.0000% | $195.29            | $175.59            | Agency Mortgage-Backed Securities |
| GNII SF BA0259 C     | 2047-06-20      | 4.0000%  | 0.0000% | $216.49            | $201.34            | Agency Mortgage-Backed Securities |
| GNII SF BC1888 C     | 2047-08-20      | 3.5000%  | 0.0000% | $505.56            | $454.52            | Agency Mortgage-Backed Securities |
| GNII SF BC4862 C     | 2047-10-20      | 3.5000%  | 0.0000% | $3612.94           | $3261.62           | Agency Mortgage-Backed Securities |
| GNMI SF CO6356 X     | 2052-07-15      | 5.0000%  | 0.0000% | $1058.74           | $1031.60           | Agency Mortgage-Backed Securities |
| FMAR 1N1568 G        | 2037-03-01      | 6.3610%  | 0.0000% | $354846.24         | $361581.63         | Agency Mortgage-Backed Securities |
| FMAR 1G1744 G        | 2035-08-01      | 7.5000%  | 0.0000% | $14237.62          | $14556.98          | Agency Mortgage-Backed Securities |
| FMAR 1G1642 G        | 2037-04-01      | 6.3200%  | 0.0000% | $2310.72           | $2342.49           | Agency Mortgage-Backed Securities |
| FMAR 1G5120 G        | 2037-09-01      | 6.6050%  | 0.0000% | $2325.44           | $2384.96           | Agency Mortgage-Backed Securities |
| FMAR 1G5114 G        | 2036-10-01      | 7.3550%  | 0.0000% | $82215.74          | $83895.39          | Agency Mortgage-Backed Securities |
| FMAR 1G5143 G        | 2036-06-01      | 6.4860%  | 0.0000% | $144300.55         | $146577.59         | Agency Mortgage-Backed Securities |
| FMAR 1H2520 G        | 2035-06-01      | 6.9040%  | 0.0000% | $22694.30          | $23550.36          | Agency Mortgage-Backed Securities |
| FMAR 1H2623 G        | 2036-07-01      | 7.3750%  | 0.0000% | $360748.50         | $375476.77         | Agency Mortgage-Backed Securities |
| FMAR 1B7215 G        | 2036-12-01      | 6.5050%  | 0.0000% | $2380.32           | $2448.06           | Agency Mortgage-Backed Securities |
| FMAR 1B7341 G        | 2037-05-01      | 7.1800%  | 0.0000% | $14732.28          | $15247.04          | Agency Mortgage-Backed Securities |
| FMAR 1B7536 G        | 2037-11-01      | 6.7500%  | 0.0000% | $192197.93         | $197552.47         | Agency Mortgage-Backed Securities |
| FMAR 1G2602 G        | 2036-10-01      | 7.2400%  | 0.0000% | $2445.82           | $2502.47           | Agency Mortgage-Backed Securities |
| FMAR 1G2975 G        | 2038-11-01      | 6.3700%  | 0.0000% | $180955.91         | $185228.35         | Agency Mortgage-Backed Securities |
| FMAR 1Q0895 G        | 2039-09-01      | 7.6040%  | 0.0000% | $130115.60         | $134294.71         | Agency Mortgage-Backed Securities |
| FMAR 1Q0074 G        | 2036-05-01      | 6.4390%  | 0.0000% | $95232.09          | $96575.14          | Agency Mortgage-Backed Securities |
| FMAR 1Q0105 G        | 2036-09-01      | 7.5800%  | 0.0000% | $2548.69           | $2625.68           | Agency Mortgage-Backed Securities |
| FMAR 1Q0219 G        | 2037-02-01      | 6.6320%  | 0.0000% | $39192.30          | $40663.44          | Agency Mortgage-Backed Securities |
| FMAR 1Q0223 G        | 2036-11-01      | 7.0350%  | 0.0000% | $11939.22          | $12239.69          | Agency Mortgage-Backed Securities |
| FMAR 1Q0287 G        | 2037-07-01      | 6.3250%  | 0.0000% | $3837.32           | $3891.13           | Agency Mortgage-Backed Securities |
| FMAR 1Q0550 G        | 2035-12-01      | 6.4740%  | 0.0000% | $331493.78         | $343732.59         | Agency Mortgage-Backed Securities |
| FMAR 1Q0611 G        | 2037-08-01      | 6.0750%  | 0.0000% | $179998.87         | $182080.51         | Agency Mortgage-Backed Securities |
| FMAR 1Q1673 G        | 2037-09-01      | 6.1580%  | 0.0000% | $250574.02         | $253232.01         | Agency Mortgage-Backed Securities |
| FMAR 1Q1674 G        | 2036-07-01      | 6.2800%  | 0.0000% | $107531.60         | $109212.30         | Agency Mortgage-Backed Securities |
| FMAR 1Q1676 G        | 2038-02-01      | 6.3160%  | 0.0000% | $751797.18         | $774307.41         | Agency Mortgage-Backed Securities |
| FMAR 1Q1208 G        | 2038-04-01      | 5.2570%  | 0.0000% | $60488.14          | $60388.62          | Agency Mortgage-Backed Securities |
| FMAR 1Q1399 G        | 2038-06-01      | 6.8590%  | 0.0000% | $142417.92         | $146666.58         | Agency Mortgage-Backed Securities |
| FMAR 1Q1453 G        | 2038-02-01      | 6.7440%  | 0.0000% | $498911.99         | $514664.97         | Agency Mortgage-Backed Securities |
| FMAR 1Q1829 G        | 2038-10-01      | 7.1690%  | 0.0000% | $96801.85          | $98864.80          | Agency Mortgage-Backed Securities |
| FMAR 1Q1830 G        | 2037-05-01      | 6.3520%  | 0.0000% | $39036.85          | $39331.65          | Agency Mortgage-Backed Securities |
| FMAR 1Q1902 G        | 2037-01-01      | 6.3240%  | 0.0000% | $809905.58         | $828782.32         | Agency Mortgage-Backed Securities |
| FMAR 1Q1903 G        | 2038-04-01      | 7.2190%  | 0.0000% | $1605016.44        | $1665782.86        | Agency Mortgage-Backed Securities |
| FMAR 1Q1904 G        | 2040-09-01      | 7.1030%  | 0.0000% | $1162468.83        | $1204922.03        | Agency Mortgage-Backed Securities |
| FMAR 1B8197 G        | 2041-05-01      | 6.8800%  | 0.0000% | $332307.27         | $345523.87         | Agency Mortgage-Backed Securities |
| FMAR 1B8855 G        | 2041-10-01      | 6.8800%  | 0.0000% | $262296.63         | $270938.05         | Agency Mortgage-Backed Securities |
| 06.500 FGPC H09070 G | 2037-09-01      | 6.5000%  | 0.0000% | $472.66            | $482.65            | Agency Mortgage-Backed Securities |
| 06.500 FGPC H09098 G | 2037-10-01      | 6.5000%  | 0.0000% | $625.55            | $639.49            | Agency Mortgage-Backed Securities |
| FMAR 1A1841 G        | 2037-06-01      | 6.2300%  | 0.0000% | $22828.02          | $23212.53          | Agency Mortgage-Backed Securities |
| 04.000 FGPC C09071 G | 2045-02-01      | 4.0000%  | 0.0000% | $777.25            | $729.39            | Agency Mortgage-Backed Securities |
| 04.000 FGPC A86314 G | 2039-05-01      | 4.0000%  | 0.0000% | $142.69            | $136.79            | Agency Mortgage-Backed Securities |
| 04.500 FGPC A89385 G | 2039-10-01      | 4.5000%  | 0.0000% | $661.23            | $652.89            | Agency Mortgage-Backed Securities |
| 04.000 FGPC A96312 G | 2041-01-01      | 4.0000%  | 0.0000% | $2361.65           | $2255.00           | Agency Mortgage-Backed Securities |
| 04.500 FGPC A96366 G | 2041-01-01      | 4.5000%  | 0.0000% | $119.23            | $116.62            | Agency Mortgage-Backed Securities |
| 04.500 FGPC A97047 G | 2041-02-01      | 4.5000%  | 0.0000% | $516.03            | $508.56            | Agency Mortgage-Backed Securities |
| 03.500 FGPC E02892 G | 2026-05-01      | 3.5000%  | 0.0000% | $17.69             | $17.63             | Agency Mortgage-Backed Securities |
| FMAR 788825 G        | 2031-11-01      | 6.9810%  | 0.0000% | $221.42            | $227.64            | Agency Mortgage-Backed Securities |
| FMAR 848954 G        | 2043-02-01      | 6.7160%  | 0.0000% | $21158.80          | $21972.34          | Agency Mortgage-Backed Securities |
| FMAR 848445 G        | 2035-08-01      | 7.2110%  | 0.0000% | $382982.22         | $394308.87         | Agency Mortgage-Backed Securities |
| FMAR 848520 G        | 2040-05-01      | 6.9260%  | 0.0000% | $47296.35          | $48313.85          | Agency Mortgage-Backed Securities |
| FMAR 848528 G        | 2038-06-01      | 7.4860%  | 0.0000% | $94121.98          | $96706.14          | Agency Mortgage-Backed Securities |
| FMAR 848558 G        | 2041-08-01      | 7.1180%  | 0.0000% | $15424.70          | $16032.44          | Agency Mortgage-Backed Securities |
| FMAR 848644 G        | 2040-09-01      | 7.4160%  | 0.0000% | $117365.98         | $120909.03         | Agency Mortgage-Backed Securities |
| FMAR 849128 G        | 2043-09-01      | 7.3380%  | 0.0000% | $6000.93           | $6170.97           | Agency Mortgage-Backed Securities |
| FMAR 849154 G        | 2043-10-01      | 7.2370%  | 0.0000% | $16710.77          | $17330.53          | Agency Mortgage-Backed Securities |
| FMAR 849135 G        | 2043-08-01      | 7.2630%  | 0.0000% | $164091.99         | $168582.49         | Agency Mortgage-Backed Securities |
| FMAR 849147 G        | 2043-10-01      | 7.1890%  | 0.0000% | $11650.35          | $12053.69          | Agency Mortgage-Backed Securities |
| FMAR 849218 G        | 2044-01-01      | 7.2580%  | 0.0000% | $28670.75          | $29830.99          | Agency Mortgage-Backed Securities |
| FMAR 849198 G        | 2043-11-01      | 6.7930%  | 0.0000% | $10209.48          | $10561.69          | Agency Mortgage-Backed Securities |
| FMAR 849266 G        | 2043-08-01      | 7.2880%  | 0.0000% | $14901.81          | $15447.94          | Agency Mortgage-Backed Securities |
| FMAR 849336 G        | 2034-12-01      | 6.5390%  | 0.0000% | $6815.73           | $6908.85           | Agency Mortgage-Backed Securities |
| FMAR 849479 G        | 2037-10-01      | 6.4850%  | 0.0000% | $334716.41         | $342670.28         | Agency Mortgage-Backed Securities |
| FMAR 849504 G        | 2044-10-01      | 7.2760%  | 0.0000% | $327605.03         | $340120.93         | Agency Mortgage-Backed Securities |
| FMAR 849565 G        | 2038-08-01      | 6.7670%  | 0.0000% | $65270.21          | $67467.28          | Agency Mortgage-Backed Securities |
| 03.500 FGPC J39815 G | 2033-11-01      | 3.5000%  | 0.0000% | $250.02            | $243.59            | Agency Mortgage-Backed Securities |
| 03.500 FGPC J40419 G | 2034-03-01      | 3.5000%  | 0.0000% | $392.27            | $378.31            | Agency Mortgage-Backed Securities |
| 03.500 FGPC J40517 G | 2034-04-01      | 3.5000%  | 0.0000% | $2306.45           | $2224.33           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM3603 | 2047-07-01      | 4.0000%  | 0.0000% | $105.82            | $98.61             | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA1037 | 2049-07-01      | 4.0000%  | 0.0000% | $1218.88           | $1136.28           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA4934 | 2051-03-01      | 3.0000%  | 0.0000% | $4717.86           | $4026.52           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA5516 | 2051-06-01      | 2.5000%  | 0.0000% | $754.52            | $622.85            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7097 | 2052-04-01      | 3.5000%  | 0.0000% | $2348.83           | $2098.09           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7189 | 2052-04-01      | 3.5000%  | 0.0000% | $9928.37           | $8831.13           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA6531 | 2052-01-01      | 3.5000%  | 0.0000% | $5765.59           | $5158.69           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA6665 | 2052-02-01      | 3.0000%  | 0.0000% | $2476.41           | $2109.88           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6815 | 2052-02-01      | 2.5000%  | 0.0000% | $11521.86          | $9508.31           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA6945 | 2052-03-01      | 3.5000%  | 0.0000% | $14330.92          | $12730.19          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD8637 | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $997.90            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD9239 | 2055-05-01      | 5.0000%  | 0.0000% | $1010.00           | $981.39            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD9939 | 2055-05-01      | 6.0000%  | 0.0000% | $586482.00         | $597591.92         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE0640 | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $997.44            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAZ7916 | 2026-04-01      | 3.5000%  | 0.0000% | $35.35             | $35.17             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBA1645 | 2045-12-01      | 7.0900%  | 0.0000% | $137.08            | $140.32            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBA2889 | 2045-11-01      | 4.0000%  | 0.0000% | $62.05             | $57.51             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBC1196 | 2046-06-01      | 7.4010%  | 0.0000% | $42674.13          | $44249.78          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD2440 | 2047-01-01      | 3.5000%  | 0.0000% | $566.15            | $514.71            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBD8032 | 2046-09-01      | 7.1980%  | 0.0000% | $24957.18          | $25914.11          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3631 | 2047-05-01      | 4.5000%  | 0.0000% | $591.13            | $568.75            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBE3702 | 2047-06-01      | 4.0000%  | 0.0000% | $3001.55           | $2806.89           | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0104 | 2056-02-01      | 4.0000%  | 0.0000% | $329.17            | $306.16            | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0145 | 2057-03-01      | 3.5000%  | 0.0000% | $354.76            | $312.91            | Agency Mortgage-Backed Securities |
| FNMS 03.000 I4BF0167 | 2057-02-01      | 3.0000%  | 0.0000% | $21384.93          | $18324.53          | Agency Mortgage-Backed Securities |
| FNMS 04.500 I4BF0301 | 2058-08-01      | 4.5000%  | 0.0000% | $309.77            | $292.83            | Agency Mortgage-Backed Securities |
| FNMS 02.500 I4BF0560 | 2061-09-01      | 2.5000%  | 0.0000% | $76465.38          | $58867.09          | Agency Mortgage-Backed Securities |
| FNMS 02.500 I4BF0646 | 2062-06-01      | 2.5000%  | 0.0000% | $1667.86           | $1344.59           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH1172 | 2047-05-01      | 4.5000%  | 0.0000% | $782.27            | $750.49            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH2618 | 2047-08-01      | 3.5000%  | 0.0000% | $85355.61          | $77396.32          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBH5134 | 2047-09-01      | 7.3700%  | 0.0000% | $3387.35           | $3511.43           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBH5135 | 2047-09-01      | 7.3700%  | 0.0000% | $1476.45           | $1521.85           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBH5928 | 2047-07-01      | 7.4320%  | 0.0000% | $33599.72          | $34833.77          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBH9206 | 2047-09-01      | 7.3500%  | 0.0000% | $29822.22          | $31119.48          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH9215 | 2048-01-01      | 3.5000%  | 0.0000% | $1877.32           | $1698.50           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS0067 | 2051-09-01      | 4.5000%  | 0.0000% | $687.03            | $655.10            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS0612 | 2052-02-01      | 2.0000%  | 0.0000% | $76479.86          | $60563.19          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0631 | 2052-02-01      | 3.0000%  | 0.0000% | $3079.19           | $2628.28           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0675 | 2052-02-01      | 3.0000%  | 0.0000% | $752.43            | $641.73            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0916 | 2052-03-01      | 3.0000%  | 0.0000% | $2415.74           | $2057.34           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1030 | 2052-03-01      | 3.0000%  | 0.0000% | $4151.61           | $3535.74           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1374 | 2052-03-01      | 3.0000%  | 0.0000% | $5750.56           | $4897.43           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1476 | 2052-03-01      | 3.0000%  | 0.0000% | $821.05            | $699.77            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1630 | 2051-09-01      | 2.5000%  | 0.0000% | $78823.54          | $64292.25          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2676 | 2052-06-01      | 3.0000%  | 0.0000% | $843.83            | $718.64            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1978 | 2052-03-01      | 2.5000%  | 0.0000% | $79045.91          | $64472.68          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS3489 | 2037-01-01      | 2.0000%  | 0.0000% | $5172.14           | $4676.35           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3549 | 2052-01-01      | 2.5000%  | 0.0000% | $56621.08          | $46328.04          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS3275 | 2052-04-01      | 3.0000%  | 0.0000% | $5913.26           | $5035.95           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3298 | 2051-10-01      | 2.5000%  | 0.0000% | $89999.92          | $73408.06          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS3339 | 2052-06-01      | 3.5000%  | 0.0000% | $2449.06           | $2187.61           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4371 | 2052-02-01      | 3.5000%  | 0.0000% | $876.26            | $780.51            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  | 0.0000% | $11534.76          | $9838.97           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS3852 | 2052-05-01      | 3.0000%  | 0.0000% | $5109.24           | $4355.56           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3941 | 2053-02-01      | 5.0000%  | 0.0000% | $256216.45         | $249905.52         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4524 | 2053-05-01      | 5.0000%  | 0.0000% | $88414.31          | $86654.58          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4570 | 2047-12-01      | 5.0000%  | 0.0000% | $72732.16          | $73200.61          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL1267 | 2055-02-01      | 4.5000%  | 0.0000% | $1000.00           | $946.90            | Agency Mortgage-Backed Securities |
| FKAR 03.000 WAWA4840 | 2042-03-01      | 3.0000%  | 0.0000% | $56793.24          | $43550.80          | Agency Mortgage-Backed Securities |
| FKAR 03.900 WAWA4841 | 2039-01-01      | 3.9000%  | 0.0000% | $51459.86          | $45880.98          | Agency Mortgage-Backed Securities |
| FMAR 8D0268 G        | 2052-08-01      | 3.9520%  | 0.0000% | $148885.77         | $143237.12         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ2701 | 2054-08-01      | 5.5000%  | 0.0000% | $1850.11           | $1838.00           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ2843 | 2054-11-01      | 5.0000%  | 0.0000% | $1505.38           | $1462.64           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ3284 | 2055-02-01      | 5.5000%  | 0.0000% | $1920.39           | $1910.17           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ3316 | 2055-01-01      | 6.5000%  | 0.0000% | $959.23            | $996.98            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4068 | 2055-01-01      | 5.5000%  | 0.0000% | $977.34            | $970.94            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRQ0013 | 2055-06-01      | 5.5000%  | 0.0000% | $2604.00           | $2586.94           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRQ0017 | 2055-05-01      | 3.5000%  | 0.0000% | $424935.00         | $377434.25         | Agency Mortgage-Backed Securities |
| GNII SF BI6900 C     | 2049-03-20      | 6.0000%  | 0.0000% | $528.70            | $546.39            | Agency Mortgage-Backed Securities |
| GNII SF BO3369 C     | 2049-06-20      | 5.0000%  | 0.0000% | $4630.44           | $4592.78           | Agency Mortgage-Backed Securities |
| GNII SF BP2045 C     | 2049-07-20      | 5.0000%  | 0.0000% | $2229.70           | $2238.50           | Agency Mortgage-Backed Securities |
| GNII SF BQ6394 C     | 2049-11-20      | 3.0000%  | 0.0000% | $3044.70           | $2570.74           | Agency Mortgage-Backed Securities |
| GNII SF BT0303 C     | 2050-02-20      | 4.5000%  | 0.0000% | $3261.33           | $3087.58           | Agency Mortgage-Backed Securities |
| GNII SF BZ6343 C     | 2050-11-20      | 2.0000%  | 0.0000% | $4069.68           | $3216.64           | Agency Mortgage-Backed Securities |
| GNII SF CD7215 C     | 2051-05-20      | 2.5000%  | 0.0000% | $3993.59           | $3308.06           | Agency Mortgage-Backed Securities |
| GNII SF CD8312 C     | 2051-05-20      | 2.5000%  | 0.0000% | $5054.52           | $4192.49           | Agency Mortgage-Backed Securities |
| GNII SF CE3767 C     | 2051-08-20      | 3.5000%  | 0.0000% | $2786.43           | $2549.51           | Agency Mortgage-Backed Securities |
| GNII SF DJ2387 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1997.22           | $2065.60           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZN1241 | 2048-11-01      | 4.0000%  | 0.0000% | $3791.20           | $3541.21           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN1256 | 2048-11-01      | 4.5000%  | 0.0000% | $448.58            | $429.96            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZN3121 | 2034-02-01      | 3.5000%  | 0.0000% | $285.15            | $278.92            | Agency Mortgage-Backed Securities |
| FMAR 2B1163 G        | 2043-02-01      | 6.6400%  | 0.0000% | $48232.25          | $49055.85          | Agency Mortgage-Backed Securities |
| FMAR 2B1277 G        | 2043-03-01      | 6.6130%  | 0.0000% | $15747.62          | $16321.48          | Agency Mortgage-Backed Securities |
| FMAR 2B1341 G        | 2043-05-01      | 6.6890%  | 0.0000% | $56285.15          | $57659.32          | Agency Mortgage-Backed Securities |
| FMAR 2B1384 G        | 2043-05-01      | 7.2500%  | 0.0000% | $6171.93           | $6397.57           | Agency Mortgage-Backed Securities |
| FMAR 2B1454 G        | 2043-06-01      | 6.9070%  | 0.0000% | $157658.38         | $162151.64         | Agency Mortgage-Backed Securities |
| FMAR 2B1538 G        | 2043-07-01      | 7.2770%  | 0.0000% | $8381.95           | $8693.68           | Agency Mortgage-Backed Securities |
| FMAR 2B1569 G        | 2043-08-01      | 7.3500%  | 0.0000% | $1248.09           | $1278.87           | Agency Mortgage-Backed Securities |
| FMAR 2B3360 G        | 2044-11-01      | 6.9410%  | 0.0000% | $3163.44           | $3272.48           | Agency Mortgage-Backed Securities |
| FMAR 2B3957 G        | 2042-07-01      | 6.6550%  | 0.0000% | $248188.05         | $258039.87         | Agency Mortgage-Backed Securities |
| FMAR 2B4849 G        | 2045-10-01      | 3.0640%  | 0.0000% | $786146.16         | $806763.02         | Agency Mortgage-Backed Securities |
| FMAR 2B5033 G        | 2046-01-01      | 2.7810%  | 0.0000% | $5897.85           | $5944.32           | Agency Mortgage-Backed Securities |
| FMAR 2B5201 G        | 2046-03-01      | 6.5000%  | 0.0000% | $8148.49           | $8440.96           | Agency Mortgage-Backed Securities |
| FMAR 2B5188 G        | 2046-03-01      | 2.8710%  | 0.0000% | $5087.30           | $5098.11           | Agency Mortgage-Backed Securities |
| FMAR 2B6174 G        | 2047-06-01      | 3.0850%  | 0.0000% | $17533.61          | $17054.26          | Agency Mortgage-Backed Securities |
| FMAR 2B6154 G        | 2047-06-01      | 7.3800%  | 0.0000% | $27600.78          | $28533.21          | Agency Mortgage-Backed Securities |
| FMAR 2B6311 G        | 2047-07-01      | 7.5080%  | 0.0000% | $4598.43           | $4753.29           | Agency Mortgage-Backed Securities |
| FMAR 2B6384 G        | 2047-08-01      | 7.4070%  | 0.0000% | $7466.69           | $7730.42           | Agency Mortgage-Backed Securities |
| FMAR 2B6451 G        | 2047-08-01      | 7.3900%  | 0.0000% | $24294.59          | $25178.65          | Agency Mortgage-Backed Securities |
| FMAR 2B6628 G        | 2047-11-01      | 6.5670%  | 0.0000% | $20308.71          | $20970.43          | Agency Mortgage-Backed Securities |
| FMAR 2B7592 G        | 2049-08-01      | 3.2650%  | 0.0000% | $944783.07         | $902605.25         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZA6946 | 2049-05-01      | 4.0000%  | 0.0000% | $636.38            | $593.72            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS8670 | 2032-09-01      | 3.5000%  | 0.0000% | $3032.18           | $2978.13           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS8705 | 2033-07-01      | 3.5000%  | 0.0000% | $1122.36           | $1100.32           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS8716 | 2033-09-01      | 3.5000%  | 0.0000% | $2457.69           | $2408.63           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZT1799 | 2034-03-01      | 3.5000%  | 0.0000% | $464.79            | $455.04            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT1818 | 2048-11-01      | 4.5000%  | 0.0000% | $1620.89           | $1557.14           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT1952 | 2049-05-01      | 4.0000%  | 0.0000% | $179.65            | $167.51            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT2087 | 2049-06-01      | 4.0000%  | 0.0000% | $2530.98           | $2358.94           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB0096 | 2034-05-01      | 3.5000%  | 0.0000% | $1163.79           | $1142.71           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB0378 | 2034-04-01      | 3.5000%  | 0.0000% | $713.73            | $698.84            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB0355 | 2035-06-01      | 3.5000%  | 0.0000% | $231.70            | $222.76            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB0360 | 2035-04-01      | 3.5000%  | 0.0000% | $1713.20           | $1650.31           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7380 | 2052-05-01      | 3.5000%  | 0.0000% | $4575.41           | $4078.51           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7587 | 2052-06-01      | 3.5000%  | 0.0000% | $229440.32         | $204651.23         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7772 | 2052-08-01      | 4.0000%  | 0.0000% | $5901.81           | $5422.37           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7779 | 2052-08-01      | 4.5000%  | 0.0000% | $2823.03           | $2682.73           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA8789 | 2047-09-01      | 3.5000%  | 0.0000% | $1539.97           | $1383.93           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTRB5350 | 2045-05-01      | 5.5000%  | 0.0000% | $1018.00           | $1028.52           | Agency Mortgage-Backed Securities |
| FEPC 02.500 ZLSI2106 | 2051-05-25      | 2.5000%  | 0.0000% | $2799.83           | $2298.49           | Agency Mortgage-Backed Securities |
| FMAR 780870 G        | 2033-09-01      | 7.3030%  | 0.0000% | $904.77            | $926.78            | Agency Mortgage-Backed Securities |
| FMAR 840207 G        | 2045-09-01      | 7.3400%  | 0.0000% | $342194.48         | $353725.67         | Agency Mortgage-Backed Securities |
| FMAR 840214 G        | 2043-09-01      | 7.2380%  | 0.0000% | $19856.99          | $20695.10          | Agency Mortgage-Backed Securities |
| FMAR 840321 G        | 2045-11-01      | 7.0320%  | 0.0000% | $259951.97         | $267991.94         | Agency Mortgage-Backed Securities |
| FMAR 840324 G        | 2037-06-01      | 6.4120%  | 0.0000% | $1154652.70        | $1190840.93        | Agency Mortgage-Backed Securities |
| FMAR 840623 G        | 2047-05-01      | 6.6930%  | 0.0000% | $28490.01          | $29470.42          | Agency Mortgage-Backed Securities |
| FMAR 840698 G        | 2047-03-01      | 2.5760%  | 0.0000% | $238808.18         | $227343.74         | Agency Mortgage-Backed Securities |
| FMAR 786190 G        | 2027-07-01      | 7.4820%  | 0.0000% | $287.15            | $289.26            | Agency Mortgage-Backed Securities |
| FMAR 786223 G        | 2028-01-01      | 7.4820%  | 0.0000% | $300.54            | $302.60            | Agency Mortgage-Backed Securities |
| FMAR 782630 G        | 2036-01-01      | 6.5810%  | 0.0000% | $280523.36         | $289955.22         | Agency Mortgage-Backed Securities |
| FMAR 782785 G        | 2034-10-01      | 6.9320%  | 0.0000% | $788.11            | $810.64            | Agency Mortgage-Backed Securities |
| FMAR 782837 G        | 2034-11-01      | 6.4000%  | 0.0000% | $1045.90           | $1084.31           | Agency Mortgage-Backed Securities |
| FMAR 782967 G        | 2035-01-01      | 6.5000%  | 0.0000% | $26243.59          | $27235.00          | Agency Mortgage-Backed Securities |
| FMAR 783022 G        | 2035-02-01      | 6.4870%  | 0.0000% | $865.57            | $898.39            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBJ0705 | 2047-10-01      | 7.1000%  | 0.0000% | $2808.23           | $2914.85           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBJ4916 | 2048-03-01      | 3.5000%  | 0.0000% | $124672.19         | $112712.45         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ9169 | 2048-05-01      | 4.0000%  | 0.0000% | $329.59            | $308.01            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBK0614 | 2050-01-01      | 3.0000%  | 0.0000% | $235.29            | $202.42            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6578 | 2048-08-01      | 4.5000%  | 0.0000% | $222.16            | $212.16            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBK7907 | 2048-11-01      | 3.6740%  | 0.0000% | $15219.04          | $15531.64          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK8810 | 2048-08-01      | 4.0000%  | 0.0000% | $72.47             | $67.68             | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBL0477 | 2028-11-01      | 4.0000%  | 0.0000% | $978.21            | $972.64            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM1064 | 2030-11-01      | 3.5000%  | 0.0000% | $379.87            | $375.38            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM1066 | 2047-02-01      | 4.0000%  | 0.0000% | $840.08            | $786.51            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM1332 | 2047-05-01      | 7.0650%  | 0.0000% | $17288.25          | $17900.91          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM1806 | 2047-09-01      | 3.1120%  | 0.0000% | $2301.30           | $2244.38           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX JUBM1876 | 2044-09-01      | 5.1940%  | 0.0000% | $5750.84           | $5839.93           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM2007 | 2048-09-01      | 4.0000%  | 0.0000% | $33804.39          | $31591.09          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM3174 | 2032-05-01      | 3.5000%  | 0.0000% | $114.90            | $113.12            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM3257 | 2032-11-01      | 3.5000%  | 0.0000% | $3855.11           | $3784.24           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM3344 | 2047-12-01      | 7.0590%  | 0.0000% | $6589.53           | $6822.19           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM4372 | 2048-03-01      | 4.0540%  | 0.0000% | $21030.28          | $20937.91          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM4564 | 2046-08-01      | 6.7170%  | 0.0000% | $10251.24          | $10599.45          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM4576 | 2047-11-01      | 7.1540%  | 0.0000% | $16925.77          | $17557.53          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM5261 | 2048-01-01      | 4.0000%  | 0.0000% | $157.79            | $147.52            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM6249 | 2044-04-01      | 6.9800%  | 0.0000% | $44198.12          | $45891.62          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM5485 | 2049-02-01      | 3.5000%  | 0.0000% | $293.03            | $262.54            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM6054 | 2045-06-01      | 6.8370%  | 0.0000% | $45855.51          | $47485.46          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM6056 | 2048-09-01      | 6.9230%  | 0.0000% | $37899.08          | $39223.04          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM6120 | 2049-09-01      | 2.9940%  | 0.0000% | $9911.13           | $9976.68           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX XYBM7189 | 2025-10-01      | 2.9530%  | 0.0000% | $627.14            | $625.98            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM6557 | 2050-01-01      | 6.5110%  | 0.0000% | $10879.31          | $11252.76          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM6760 | 2046-08-01      | 6.7620%  | 0.0000% | $39690.43          | $41243.66          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN0340 | 2048-12-01      | 4.5000%  | 0.0000% | $339.62            | $326.00            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN3009 | 2048-11-01      | 4.0000%  | 0.0000% | $130.57            | $121.65            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBN3064 | 2049-02-01      | 3.9690%  | 0.0000% | $3137.05           | $3216.70           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN6594 | 2049-05-01      | 4.0000%  | 0.0000% | $1030.99           | $960.91            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN7664 | 2049-07-01      | 4.0000%  | 0.0000% | $1245.41           | $1159.61           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBO1766 | 2049-07-01      | 4.5000%  | 0.0000% | $2875.68           | $2758.70           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBO1843 | 2049-08-01      | 3.0210%  | 0.0000% | $40924.39          | $41079.97          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBO4956 | 2049-11-01      | 2.8470%  | 0.0000% | $18841.98          | $18721.51          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBO5007 | 2049-12-01      | 2.8080%  | 0.0000% | $17182.15          | $17042.29          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBO6254 | 2049-12-01      | 2.7450%  | 0.0000% | $41130.16          | $40491.01          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBO7222 | 2050-01-01      | 4.0000%  | 0.0000% | $6393.16           | $5938.73           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO7504 | 2050-01-01      | 3.0000%  | 0.0000% | $2301.65           | $1989.37           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP9638 | 2050-06-01      | 3.0000%  | 0.0000% | $4773.27           | $4102.83           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4648 | 2050-07-01      | 3.5000%  | 0.0000% | $5494.37           | $5029.11           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS4975 | 2037-06-01      | 2.0000%  | 0.0000% | $5517.14           | $4988.28           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS5133 | 2051-09-01      | 3.0000%  | 0.0000% | $4459.52           | $3798.02           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5155 | 2053-07-01      | 5.0000%  | 0.0000% | $90392.73          | $89039.89          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6256 | 2052-08-01      | 3.5000%  | 0.0000% | $899.06            | $800.77            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5555 | 2052-07-01      | 3.5000%  | 0.0000% | $7946.75           | $7066.07           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS5613 | 2052-01-01      | 2.5000%  | 0.0000% | $446799.25         | $364425.95         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTFS5700 | 2042-07-01      | 4.0000%  | 0.0000% | $4593.84           | $4481.01           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5708 | 2053-06-01      | 5.0000%  | 0.0000% | $145524.56         | $142709.65         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS5869 | 2053-04-01      | 4.5000%  | 0.0000% | $5252.44           | $5007.01           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7131 | 2054-02-01      | 5.0000%  | 0.0000% | $3637.63           | $3547.86           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS7155 | 2051-12-01      | 3.0000%  | 0.0000% | $3616.52           | $3110.78           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS6516 | 2052-09-01      | 4.5000%  | 0.0000% | $8914930.23        | $8471947.34        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6601 | 2053-12-01      | 3.5000%  | 0.0000% | $11174.04          | $9922.80           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS6925 | 2051-12-01      | 2.5000%  | 0.0000% | $1836.64           | $1500.08           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  | 0.0000% | $9130.41           | $7776.43           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS7062 | 2052-06-01      | 3.0000%  | 0.0000% | $928.36            | $790.64            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS7065 | 2053-03-01      | 3.0000%  | 0.0000% | $2740.27           | $2335.23           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS7514 | 2037-06-01      | 2.0000%  | 0.0000% | $2569.95           | $2327.22           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFS8100 | 2054-04-01      | 7.0000%  | 0.0000% | $94984.25          | $99665.44          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS8105 | 2052-10-01      | 2.0000%  | 0.0000% | $8301.14           | $6456.87           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS8288 | 2052-03-01      | 2.0000%  | 0.0000% | $936.51            | $729.08            | Agency Mortgage-Backed Securities |
| GNII SF MA0851 M     | 2043-03-20      | 3.0000%  | 0.0000% | $3116.69           | $2796.47           | Agency Mortgage-Backed Securities |
| GNII SF MA0072 M     | 2027-05-20      | 2.5000%  | 0.0000% | $1456.12           | $1433.36           | Agency Mortgage-Backed Securities |
| GNII SF MA0158 M     | 2042-06-20      | 5.5000%  | 0.0000% | $510.05            | $520.82            | Agency Mortgage-Backed Securities |
| GNII SF MA0463 M     | 2042-10-20      | 4.0000%  | 0.0000% | $191.25            | $180.51            | Agency Mortgage-Backed Securities |
| GNII SF MA0466 M     | 2042-10-20      | 5.5000%  | 0.0000% | $4795.15           | $4896.24           | Agency Mortgage-Backed Securities |
| GNII SF MA0624 M     | 2042-12-20      | 3.0000%  | 0.0000% | $126751.98         | $113831.10         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0646 | 2037-03-01      | 2.5000%  | 0.0000% | $18782.54          | $17431.32          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB0921 | 2038-07-01      | 3.5000%  | 0.0000% | $794.85            | $760.43            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB1180 | 2039-05-01      | 6.0000%  | 0.0000% | $797.03            | $822.77            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB1385 | 2038-02-01      | 2.5000%  | 0.0000% | $941.98            | $870.50            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8037 | 2035-03-01      | 3.5000%  | 0.0000% | $2956.15           | $2842.10           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8085 | 2035-12-01      | 2.5000%  | 0.0000% | $3017.11           | $2792.90           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8132 | 2036-12-01      | 2.0000%  | 0.0000% | $660.97            | $597.61            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8164 | 2037-07-01      | 3.5000%  | 0.0000% | $1342.05           | $1283.99           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8196 | 2037-12-01      | 3.5000%  | 0.0000% | $8320.07           | $7960.04           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8165 | 2037-05-01      | 3.5000%  | 0.0000% | $7645.81           | $7315.04           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8175 | 2037-09-01      | 2.5000%  | 0.0000% | $1506.44           | $1392.12           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8177 | 2037-09-01      | 3.5000%  | 0.0000% | $1370.01           | $1310.73           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8203 | 2038-01-01      | 3.5000%  | 0.0000% | $6495.50           | $6214.20           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8260 | 2038-10-01      | 5.0000%  | 0.0000% | $1393.78           | $1399.12           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8236 | 2038-04-01      | 3.5000%  | 0.0000% | $1186.48           | $1135.10           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8273 | 2038-12-01      | 5.5000%  | 0.0000% | $1863.53           | $1898.57           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  | 0.0000% | $2010.44           | $1800.69           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX AS037029 | 2026-11-01      | 5.0000%  | 0.0000% | $107.90            | $107.89            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX AS072163 | 2028-02-01      | 5.2500%  | 0.0000% | $454.41            | $455.30            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL190404 | 2040-05-01      | 4.5000%  | 0.0000% | $362.05            | $356.83            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WE238575 | 2033-03-01      | 4.2630%  | 0.0000% | $14769.26          | $14651.14          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL252805 | 2029-10-01      | 7.0000%  | 0.0000% | $5.25              | $5.50              | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL253182 | 2030-03-01      | 7.0000%  | 0.0000% | $0.29              | $0.30              | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LA255720 | 2035-03-01      | 6.6250%  | 0.0000% | $131.83            | $134.46            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LA255883 | 2035-08-01      | 7.5220%  | 0.0000% | $10105.98          | $10439.10          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT257238 | 2028-06-01      | 5.0000%  | 0.0000% | $123.53            | $124.61            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT257239 | 2028-06-01      | 5.5000%  | 0.0000% | $6.78              | $6.88              | Agency Mortgage-Backed Securities |
| FNAR XX.XXX AS303469 | 2028-11-01      | 4.4460%  | 0.0000% | $6848.29           | $6791.40           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX W2313449 | 2027-04-01      | 6.4790%  | 0.0000% | $6383.40           | $6423.07           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS313783 | 2036-05-01      | 4.4130%  | 0.0000% | $15744.88          | $15612.21          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS323919 | 2029-08-01      | 7.2500%  | 0.0000% | $3764.42           | $3807.66           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WN347547 | 2026-08-01      | 7.2500%  | 0.0000% | $22.78             | $22.90             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD361373 | 2026-07-01      | 7.2650%  | 0.0000% | $270.32            | $271.34            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD399907 | 2027-08-01      | 6.4650%  | 0.0000% | $793.80            | $797.70            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS434001 | 2027-12-01      | 7.4250%  | 0.0000% | $11521.92          | $11661.97          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX GA520790 | 2028-04-01      | 6.0850%  | 0.0000% | $742.32            | $748.16            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD533019 | 2030-03-01      | 6.4020%  | 0.0000% | $3301.65           | $3331.26           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS534988 | 2028-10-01      | 7.3330%  | 0.0000% | $6089.23           | $6124.09           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS544860 | 2034-09-01      | 5.6200%  | 0.0000% | $4862.24           | $4845.73           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS544861 | 2036-12-01      | 4.8960%  | 0.0000% | $3685.02           | $3668.58           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS545176 | 2031-08-01      | 7.3100%  | 0.0000% | $1046.26           | $1071.07           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS545255 | 2040-12-01      | 6.9290%  | 0.0000% | $157.29            | $158.90            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS555378 | 2033-04-01      | 6.4690%  | 0.0000% | $12998.06          | $13269.67          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS555258 | 2033-01-01      | 6.2770%  | 0.0000% | $3954.06           | $3975.00           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS555566 | 2033-04-01      | 6.4800%  | 0.0000% | $864.12            | $880.84            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD555610 | 2032-11-01      | 7.3630%  | 0.0000% | $533.87            | $546.62            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS555715 | 2033-07-01      | 6.4270%  | 0.0000% | $164.82            | $168.08            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS555847 | 2033-09-01      | 5.1050%  | 0.0000% | $111.54            | $112.47            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS555958 | 2036-10-01      | 4.6520%  | 0.0000% | $3123.99           | $3095.68           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD556438 | 2028-03-01      | 6.4750%  | 0.0000% | $3227.81           | $3247.91           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS559813 | 2040-09-01      | 5.9740%  | 0.0000% | $6964.38           | $7011.43           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX W2573657 | 2030-08-01      | 6.7270%  | 0.0000% | $3258.16           | $3281.63           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB597590 | 2031-09-01      | 6.9950%  | 0.0000% | $3556.83           | $3622.93           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD629133 | 2032-05-01      | 6.3750%  | 0.0000% | $578.41            | $591.77            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB629640 | 2026-12-01      | 5.1050%  | 0.0000% | $15124.36          | $15162.19          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAH0969 | 2025-12-01      | 3.5000%  | 0.0000% | $10.29             | $10.27             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAH2720 | 2026-01-01      | 4.0000%  | 0.0000% | $59.22             | $59.11             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAH6231 | 2041-03-01      | 4.5000%  | 0.0000% | $78.61             | $76.78             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAH5583 | 2041-02-01      | 4.5000%  | 0.0000% | $2236.66           | $2201.42           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAH5801 | 2026-02-01      | 3.5000%  | 0.0000% | $38.07             | $37.93             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAH8844 | 2041-05-01      | 7.1330%  | 0.0000% | $18727.28          | $19354.97          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAI4027 | 2041-08-01      | 7.5360%  | 0.0000% | $9018.84           | $9383.86           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI4291 | 2041-06-01      | 4.5000%  | 0.0000% | $722.60            | $710.54            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAJ1463 | 2041-11-01      | 6.8670%  | 0.0000% | $9292.46           | $9592.39           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAJ2126 | 2043-07-01      | 7.1290%  | 0.0000% | $22940.12          | $23661.32          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAJ3142 | 2041-10-01      | 4.5000%  | 0.0000% | $388.55            | $380.95            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAJ3210 | 2041-07-01      | 7.3750%  | 0.0000% | $37982.02          | $39214.31          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAJ6935 | 2026-11-01      | 3.5000%  | 0.0000% | $22784.18          | $22635.45          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAJ8203 | 2042-01-01      | 4.5000%  | 0.0000% | $100.15            | $98.60             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAK0714 | 2042-02-01      | 6.7070%  | 0.0000% | $10779.62          | $11152.47          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAK5545 | 2027-03-01      | 3.5000%  | 0.0000% | $96.07             | $95.19             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAK8184 | 2042-04-01      | 6.6250%  | 0.0000% | $3068.17           | $3148.40           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL0160 | 2041-05-01      | 4.5000%  | 0.0000% | $122.95            | $120.87            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL1280 | 2042-01-01      | 6.8560%  | 0.0000% | $20654.40          | $21332.16          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL1437 | 2042-01-01      | 6.6960%  | 0.0000% | $7569.54           | $7825.66           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL1497 | 2036-10-01      | 6.7540%  | 0.0000% | $6524.87           | $6729.57           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL1666 | 2035-07-01      | 7.0300%  | 0.0000% | $13607.43          | $13994.76          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL2689 | 2027-02-01      | 4.0000%  | 0.0000% | $481.08            | $479.94            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL2478 | 2040-01-01      | 6.6980%  | 0.0000% | $26875.88          | $27593.50          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS3222 | 2031-10-01      | 1.9100%  | 0.0000% | $1158174.52        | $1002216.61        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBT5284 | 2051-12-01      | 3.0000%  | 0.0000% | $27627.52          | $23571.98          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBT7848 | 2052-07-01      | 3.5000%  | 0.0000% | $3468.80           | $3081.15           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBU8845 | 2052-05-01      | 3.5000%  | 0.0000% | $1625.41           | $1445.30           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV1476 | 2055-04-01      | 5.5000%  | 0.0000% | $9601.35           | $9563.53           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV5386 | 2052-04-01      | 3.0000%  | 0.0000% | $831.34            | $708.27            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV7920 | 2052-08-01      | 3.5000%  | 0.0000% | $2844.22           | $2526.50           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV8509 | 2052-05-01      | 3.0000%  | 0.0000% | $1661.95           | $1415.78           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBW2213 | 2052-06-01      | 3.0000%  | 0.0000% | $28402.27          | $24205.62          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBW4879 | 2053-04-01      | 3.0000%  | 0.0000% | $1805.78           | $1538.31           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW6230 | 2052-09-01      | 4.0000%  | 0.0000% | $840.40            | $771.83            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS9836 | 2054-02-01      | 6.5000%  | 0.0000% | $39192.98          | $40638.82          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9890 | 2054-02-01      | 5.5000%  | 0.0000% | $942.09            | $948.41            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS9726 | 2053-11-01      | 4.0000%  | 0.0000% | $7872.10           | $7273.23           | Agency Mortgage-Backed Securities |
| FNMS 03.500 ZLFP0044 | 2050-10-25      | 3.5000%  | 0.0000% | $1347.62           | $1196.58           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB886970 | 2036-06-01      | 7.5000%  | 0.0000% | $5347.54           | $5452.59           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1888307 | 2037-04-01      | 6.6220%  | 0.0000% | $1133.70           | $1161.38           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS888321 | 2034-08-01      | 6.5130%  | 0.0000% | $3306.22           | $3399.57           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS888370 | 2035-07-01      | 6.7140%  | 0.0000% | $6328.98           | $6518.02           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS888386 | 2038-03-01      | 6.6560%  | 0.0000% | $3657.79           | $3775.69           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1888148 | 2037-02-01      | 6.4830%  | 0.0000% | $13192.22          | $13646.56          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB888241 | 2034-05-01      | 6.7150%  | 0.0000% | $1900.37           | $1947.50           | Agency Mortgage-Backed Securities |
| FNMS 07.000 NP888412 | 2037-04-01      | 7.0000%  | 0.0000% | $4.22              | $4.30              | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB888490 | 2035-05-01      | 6.5010%  | 0.0000% | $9517.29           | $9715.33           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD888527 | 2034-04-01      | 6.9950%  | 0.0000% | $93.99             | $97.57             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB888498 | 2034-09-01      | 7.3260%  | 0.0000% | $14594.37          | $14816.97          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS888501 | 2035-06-01      | 6.3100%  | 0.0000% | $3967.19           | $3998.49           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB888502 | 2033-06-01      | 6.0780%  | 0.0000% | $416.65            | $422.93            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS888507 | 2035-02-01      | 6.4290%  | 0.0000% | $1216.90           | $1263.80           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB888515 | 2033-02-01      | 6.4250%  | 0.0000% | $3849.11           | $3912.27           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB888518 | 2035-04-01      | 6.6220%  | 0.0000% | $1920.96           | $1966.87           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB888520 | 2033-07-01      | 7.4460%  | 0.0000% | $28048.06          | $28470.28          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB888553 | 2037-04-01      | 6.4690%  | 0.0000% | $671.47            | $684.79            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB888715 | 2035-10-01      | 7.1990%  | 0.0000% | $3345.37           | $3435.42           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB888757 | 2037-09-01      | 7.5940%  | 0.0000% | $2953.00           | $3051.30           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1888760 | 2037-09-01      | 7.3150%  | 0.0000% | $354.09            | $359.15            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS889017 | 2040-12-01      | 6.7280%  | 0.0000% | $2168.88           | $2229.08           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS889611 | 2035-07-01      | 5.9970%  | 0.0000% | $44682.46          | $45157.03          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CI890430 | 2027-07-01      | 3.5000%  | 0.0000% | $26.80             | $26.54             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1893424 | 2036-09-01      | 7.2750%  | 0.0000% | $14525.87          | $14873.35          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1893580 | 2036-09-01      | 7.0650%  | 0.0000% | $11264.08          | $11559.60          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB894571 | 2036-03-01      | 7.4890%  | 0.0000% | $2435.37           | $2566.44           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1893933 | 2036-10-01      | 6.4840%  | 0.0000% | $27823.95          | $28698.72          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB894452 | 2036-09-01      | 7.4450%  | 0.0000% | $5182.93           | $5356.83           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS896463 | 2034-10-01      | 7.4710%  | 0.0000% | $12326.60          | $12819.06          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB896286 | 2036-06-01      | 6.2790%  | 0.0000% | $8384.82           | $8638.99           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB897494 | 2036-12-01      | 6.6550%  | 0.0000% | $5764.29           | $5903.52           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB898756 | 2034-06-01      | 6.3000%  | 0.0000% | $11576.40          | $11757.92          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1902818 | 2036-11-01      | 6.5710%  | 0.0000% | $432.40            | $444.14            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1902955 | 2036-12-01      | 6.2600%  | 0.0000% | $3049.53           | $3110.12           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB904688 | 2036-12-01      | 6.4670%  | 0.0000% | $2555.71           | $2642.96           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1905857 | 2036-12-01      | 6.5000%  | 0.0000% | $4056.69           | $4149.57           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1905946 | 2037-01-01      | 6.7500%  | 0.0000% | $371.68            | $381.00            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS907897 | 2036-12-01      | 6.2800%  | 0.0000% | $581.77            | $599.79            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1918782 | 2037-06-01      | 7.2350%  | 0.0000% | $457.97            | $463.31            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB920961 | 2037-01-01      | 6.1660%  | 0.0000% | $1382.57           | $1404.84           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB922881 | 2037-02-01      | 6.0850%  | 0.0000% | $3088.36           | $3150.36           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1938298 | 2037-06-01      | 7.7240%  | 0.0000% | $5006.39           | $5170.67           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1938346 | 2037-07-01      | 7.6820%  | 0.0000% | $5993.22           | $6165.51           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1946362 | 2037-09-01      | 7.2620%  | 0.0000% | $2237.38           | $2295.50           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1946664 | 2037-09-01      | 7.4750%  | 0.0000% | $1185.84           | $1220.33           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB948208 | 2037-07-01      | 6.1060%  | 0.0000% | $12279.52          | $12459.02          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB949782 | 2037-08-01      | 7.5300%  | 0.0000% | $1726.38           | $1770.44           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB952182 | 2037-11-01      | 6.7000%  | 0.0000% | $3195.95           | $3290.98           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD995552 | 2035-05-01      | 6.8190%  | 0.0000% | $8926.74           | $9182.81           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS995108 | 2037-11-01      | 7.2040%  | 0.0000% | $2562.28           | $2645.74           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB995604 | 2035-11-01      | 7.1140%  | 0.0000% | $14637.90          | $15213.38          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB995641 | 2038-07-01      | 6.8210%  | 0.0000% | $4800.86           | $4926.19           | Agency Mortgage-Backed Securities |
| FNMS 08.000 NP995783 | 2037-11-01      | 8.0000%  | 0.0000% | $11.56             | $12.04             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1995919 | 2037-07-01      | 7.3190%  | 0.0000% | $4035.44           | $4157.33           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAA7730 | 2039-08-01      | 7.4400%  | 0.0000% | $10806.40          | $11127.53          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB1389 | 2040-08-01      | 4.5000%  | 0.0000% | $344.34            | $339.41            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAB2047 | 2026-01-01      | 3.0000%  | 0.0000% | $362.92            | $361.21            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB3314 | 2041-07-01      | 4.5000%  | 0.0000% | $766.51            | $753.02            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAB3387 | 2041-08-01      | 4.0000%  | 0.0000% | $1166.45           | $1111.83           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAC0391 | 2039-07-01      | 4.5000%  | 0.0000% | $60.87             | $60.03             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAC7995 | 2040-01-01      | 6.7080%  | 0.0000% | $2651.11           | $2757.43           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA1770 | 2044-01-01      | 4.5000%  | 0.0000% | $98.48             | $95.29             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA1034 | 2027-04-01      | 3.5000%  | 0.0000% | $70.56             | $69.91             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRMA1253 | 2042-11-01      | 4.0000%  | 0.0000% | $119.08            | $112.47            | Agency Mortgage-Backed Securities |
| GNII SF MA1063 M     | 2028-05-20      | 2.0000%  | 0.0000% | $4784.35           | $4648.31           | Agency Mortgage-Backed Securities |
| GNII SF MA1291 M     | 2038-11-20      | 6.5000%  | 0.0000% | $2124.00           | $2192.58           | Agency Mortgage-Backed Securities |
| GNII SF MA1374 M     | 2043-10-20      | 3.0000%  | 0.0000% | $5430.93           | $4857.19           | Agency Mortgage-Backed Securities |
| GNII SF MA1380 M     | 2035-06-20      | 6.0000%  | 0.0000% | $140.75            | $147.30            | Agency Mortgage-Backed Securities |
| GNII SF MA1452 M     | 2043-11-20      | 5.5000%  | 0.0000% | $2182.30           | $2237.23           | Agency Mortgage-Backed Securities |
| GNII SF MA2600 M     | 2045-02-20      | 3.0000%  | 0.0000% | $3969.07           | $3505.23           | Agency Mortgage-Backed Securities |
| GNII SF MA2076 M     | 2044-07-20      | 5.0000%  | 0.0000% | $1679.41           | $1679.33           | Agency Mortgage-Backed Securities |
| GNII SF MA2310 M     | 2032-06-20      | 7.0000%  | 0.0000% | $4833.68           | $4997.95           | Agency Mortgage-Backed Securities |
| GNII SF MA2499 M     | 2030-01-20      | 8.0000%  | 0.0000% | $3361.60           | $3394.72           | Agency Mortgage-Backed Securities |
| GNII SF MA2521 M     | 2045-01-20      | 3.5000%  | 0.0000% | $1940.93           | $1764.27           | Agency Mortgage-Backed Securities |
| GNII SF MA3504 M     | 2027-03-20      | 7.0000%  | 0.0000% | $4679.80           | $4837.33           | Agency Mortgage-Backed Securities |
| GNII SF MA3582 M     | 2031-07-20      | 8.0000%  | 0.0000% | $1187.46           | $1197.24           | Agency Mortgage-Backed Securities |
| GNII SF MA2895 M     | 2045-06-20      | 5.0000%  | 0.0000% | $1035.98           | $1035.29           | Agency Mortgage-Backed Securities |
| GNII SF MA2937 M     | 2030-06-20      | 4.0000%  | 0.0000% | $1922.18           | $1904.71           | Agency Mortgage-Backed Securities |
| GNII SF MA2965 M     | 2045-07-20      | 5.5000%  | 0.0000% | $2517.04           | $2570.19           | Agency Mortgage-Backed Securities |
| GNII SF MA3087 M     | 2027-03-20      | 7.5000%  | 0.0000% | $1591.44           | $1599.45           | Agency Mortgage-Backed Securities |
| GNII SF MA3293 M     | 2029-12-20      | 8.0000%  | 0.0000% | $1226.27           | $1236.98           | Agency Mortgage-Backed Securities |
| GNII SF MA3314 M     | 2045-12-20      | 5.5000%  | 0.0000% | $600.19            | $612.86            | Agency Mortgage-Backed Securities |
| GNII SF MA3351 M     | 2031-01-20      | 4.0000%  | 0.0000% | $2796.44           | $2756.14           | Agency Mortgage-Backed Securities |
| GNII SF MA4494 M     | 2029-11-20      | 8.0000%  | 0.0000% | $1954.96           | $1985.55           | Agency Mortgage-Backed Securities |
| GNII SF MA3780 M     | 2031-07-20      | 4.0000%  | 0.0000% | $2520.90           | $2499.08           | Agency Mortgage-Backed Securities |
| GNII SF MA4237 M     | 2032-02-20      | 4.0000%  | 0.0000% | $860.52            | $846.88            | Agency Mortgage-Backed Securities |
| GNII SF MA4362 M     | 2026-04-20      | 6.0000%  | 0.0000% | $342.92            | $350.42            | Agency Mortgage-Backed Securities |
| GNII SF MA5375 M     | 2028-02-20      | 7.5000%  | 0.0000% | $1454.69           | $1466.28           | Agency Mortgage-Backed Securities |
| GNII SF MA4566 M     | 2031-04-20      | 6.5000%  | 0.0000% | $4296.76           | $4406.44           | Agency Mortgage-Backed Securities |
| GNII SF AJ4118 C     | 2044-08-20      | 3.5000%  | 0.0000% | $1959.19           | $1761.48           | Agency Mortgage-Backed Securities |
| GNII SF AL9364 C     | 2045-03-20      | 3.5000%  | 0.0000% | $793.70            | $710.20            | Agency Mortgage-Backed Securities |
| GNII SF CR3025 C     | 2052-12-20      | 5.5000%  | 0.0000% | $1993.89           | $2001.14           | Agency Mortgage-Backed Securities |
| GNII SF CU1579 C     | 2053-09-20      | 6.0000%  | 0.0000% | $3266.48           | $3362.24           | Agency Mortgage-Backed Securities |
| GNII SF CV1406 C     | 2053-09-20      | 6.0000%  | 0.0000% | $1911.14           | $1960.13           | Agency Mortgage-Backed Securities |
| GNII JM MB0353 M     | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $992.76            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD2254 | 2052-07-01      | 3.5000%  | 0.0000% | $4263.40           | $3809.77           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD2269 | 2052-01-01      | 3.0000%  | 0.0000% | $1655.82           | $1410.16           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD2987 | 2053-03-01      | 3.5000%  | 0.0000% | $8884.83           | $7889.10           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD4553 | 2053-09-01      | 3.0000%  | 0.0000% | $913.90            | $778.51            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD5185 | 2052-09-01      | 4.0000%  | 0.0000% | $909.66            | $836.04            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD6653 | 2053-08-01      | 3.5000%  | 0.0000% | $14414.18          | $12803.40          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD6706 | 2054-01-01      | 4.5000%  | 0.0000% | $4826.08           | $4567.00           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8002 | 2049-07-01      | 4.5000%  | 0.0000% | $574.57            | $551.44            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8003 | 2049-07-01      | 4.0000%  | 0.0000% | $223.00            | $207.71            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8004 | 2049-08-01      | 3.0000%  | 0.0000% | $883.45            | $760.97            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8016 | 2049-10-01      | 3.0000%  | 0.0000% | $346.76            | $298.63            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8019 | 2049-10-01      | 4.5000%  | 0.0000% | $681.59            | $651.53            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8030 | 2049-12-01      | 3.0000%  | 0.0000% | $1015.46           | $873.96            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8045 | 2050-02-01      | 3.5000%  | 0.0000% | $162.10            | $145.37            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL3544 | 2043-05-01      | 6.4210%  | 0.0000% | $4486.79           | $4611.59           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAL2908 | 2027-08-01      | 3.0000%  | 0.0000% | $1877.36           | $1856.09           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL2983 | 2043-01-01      | 6.5690%  | 0.0000% | $4752.27           | $4906.03           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL4089 | 2042-10-01      | 6.9740%  | 0.0000% | $6977.34           | $7256.77           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL5369 | 2044-05-01      | 4.5000%  | 0.0000% | $40.80             | $39.56             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL4611 | 2043-11-01      | 6.8780%  | 0.0000% | $20380.70          | $21006.52          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL4664 | 2043-10-01      | 6.8930%  | 0.0000% | $29665.78          | $30765.96          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL5083 | 2029-02-01      | 4.0000%  | 0.0000% | $50.59             | $50.56             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL5213 | 2044-04-01      | 4.5000%  | 0.0000% | $1449.35           | $1402.34           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL6206 | 2028-06-01      | 3.5000%  | 0.0000% | $435.00            | $431.82            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL5931 | 2028-09-01      | 3.5000%  | 0.0000% | $581.09            | $579.58            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL6132 | 2029-03-01      | 4.5000%  | 0.0000% | $265.99            | $266.37            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL6146 | 2030-01-01      | 3.5000%  | 0.0000% | $148.16            | $146.28            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL7160 | 2045-07-01      | 7.2590%  | 0.0000% | $47674.95          | $49311.36          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL6715 | 2045-02-01      | 4.0000%  | 0.0000% | $77.99             | $73.25             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL8081 | 2031-02-01      | 3.5000%  | 0.0000% | $114.77            | $113.82            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL7231 | 2045-08-01      | 3.5000%  | 0.0000% | $951.15            | $867.09            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL7205 | 2029-12-01      | 3.5000%  | 0.0000% | $3503.05           | $3458.69           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL7309 | 2045-09-01      | 7.0970%  | 0.0000% | $46586.14          | $48245.54          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL7335 | 2045-04-01      | 7.2940%  | 0.0000% | $10102.60          | $10371.15          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL7730 | 2044-04-01      | 6.7860%  | 0.0000% | $1162.11           | $1209.81           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL9259 | 2031-08-01      | 3.5000%  | 0.0000% | $968.35            | $953.89            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL9432 | 2046-10-01      | 3.0000%  | 0.0000% | $610.04            | $530.88            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL9645 | 2044-07-01      | 6.7170%  | 0.0000% | $3161.53           | $3276.75           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL9684 | 2043-08-01      | 6.8670%  | 0.0000% | $6396.92           | $6544.98           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL8238 | 2030-08-01      | 3.5000%  | 0.0000% | $401.05            | $395.79            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL8272 | 2031-03-01      | 3.5000%  | 0.0000% | $375.33            | $369.80            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL8332 | 2043-12-01      | 6.7530%  | 0.0000% | $3778.38           | $3928.09           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL8786 | 2044-05-01      | 6.9190%  | 0.0000% | $1166.24           | $1202.92           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL8787 | 2046-07-01      | 2.6830%  | 0.0000% | $1419528.73        | $1417029.37        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN6754 | 2037-09-01      | 3.1700%  | 0.0000% | $419918.00         | $360926.08         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAP1961 | 2042-08-01      | 7.5200%  | 0.0000% | $19719.96          | $20528.67          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAP9202 | 2027-09-01      | 3.5000%  | 0.0000% | $3360.18           | $3314.10           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAP9766 | 2042-10-01      | 4.0000%  | 0.0000% | $116.86            | $110.36            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAS0012 | 2028-07-01      | 3.5000%  | 0.0000% | $85.35             | $84.44             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAS1756 | 2029-02-01      | 3.5000%  | 0.0000% | $130.28            | $128.59            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAS1758 | 2029-02-01      | 3.5000%  | 0.0000% | $87.66             | $86.23             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  | 0.0000% | $4694.04           | $4642.79           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS1626 | 2044-02-01      | 4.5000%  | 0.0000% | $2324.56           | $2254.92           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS4168 | 2044-12-01      | 4.0000%  | 0.0000% | $1411.47           | $1323.96           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS4271 | 2045-01-01      | 4.5000%  | 0.0000% | $36939.85          | $35848.39          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5696 | 2045-08-01      | 3.5000%  | 0.0000% | $1292.06           | $1176.54           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS5942 | 2045-10-01      | 4.0000%  | 0.0000% | $699.66            | $655.20            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW9888 | 2052-10-01      | 4.0000%  | 0.0000% | $10402.59          | $9568.32           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW9898 | 2052-10-01      | 4.5000%  | 0.0000% | $28863.88          | $27429.61          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBX3198 | 2052-12-01      | 4.0000%  | 0.0000% | $3323.28           | $3057.09           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY8316 | 2053-08-01      | 6.5000%  | 0.0000% | $61408.35          | $63993.28          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ0972 | 2034-05-01      | 5.3300%  | 0.0000% | $1000.00           | $1038.04           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ1441 | 2034-07-01      | 4.4800%  | 0.0000% | $1000.00           | $978.06            | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ1461 | 2034-07-01      | 4.4900%  | 0.0000% | $17187000.00       | $16857438.31       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3564 | 2030-05-01      | 4.6200%  | 0.0000% | $59520.00          | $60244.64          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ3570 | 2030-05-01      | 4.9300%  | 0.0000% | $1000.29           | $1021.58           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ2734 | 2035-01-01      | 4.7550%  | 0.0000% | $120241.00         | $119872.75         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ2737 | 2035-01-01      | 4.6200%  | 0.0000% | $1355000.00        | $1332726.06        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ2740 | 2035-01-01      | 4.8850%  | 0.0000% | $679420.00         | $683079.45         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ3088 | 2035-02-01      | 5.1700%  | 0.0000% | $902765.66         | $925116.98         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ3245 | 2035-03-01      | 4.7300%  | 0.0000% | $56616.00          | $56226.50          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3296 | 2030-03-01      | 4.8400%  | 0.0000% | $2164844.80        | $2209873.33        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3705 | 2032-05-01      | 4.7900%  | 0.0000% | $332831.00         | $336776.25         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3861 | 2032-05-01      | 4.9450%  | 0.0000% | $1000.00           | $1021.56           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0859 | 2047-12-01      | 3.5000%  | 0.0000% | $2757.29           | $2487.20           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICA0251 | 2032-08-01      | 3.5000%  | 0.0000% | $237.04            | $232.92            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1053 | 2048-01-01      | 3.5000%  | 0.0000% | $28451.60          | $25487.24          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1439 | 2048-03-01      | 3.5000%  | 0.0000% | $2845.87           | $2563.32           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2055 | 2048-07-01      | 4.5000%  | 0.0000% | $982.75            | $944.27            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2374 | 2048-09-01      | 4.0000%  | 0.0000% | $76.17             | $71.17             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBCA2903 | 2048-12-01      | 6.9870%  | 0.0000% | $25114.82          | $26047.86          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3225 | 2049-03-01      | 4.5000%  | 0.0000% | $2961.37           | $2841.47           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3866 | 2049-07-01      | 3.5000%  | 0.0000% | $6016.85           | $5404.54           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3870 | 2049-07-01      | 4.0000%  | 0.0000% | $364.39            | $339.39            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3872 | 2049-07-01      | 3.5000%  | 0.0000% | $1115.87           | $1002.43           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4016 | 2049-08-01      | 3.0000%  | 0.0000% | $5432.16           | $4695.15           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA4074 | 2049-08-01      | 3.5000%  | 0.0000% | $639.00            | $572.72            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA5019 | 2050-01-01      | 3.0000%  | 0.0000% | $5430.38           | $4662.86           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA5508 | 2050-04-01      | 3.0000%  | 0.0000% | $14468.98          | $12358.38          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CWMA1451 | 2028-05-01      | 3.0000%  | 0.0000% | $195.59            | $192.30            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA2161 | 2029-12-01      | 3.5000%  | 0.0000% | $28560.38          | $28144.81          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA2473 | 2035-11-01      | 3.5000%  | 0.0000% | $357.85            | $346.65            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3468 | 2048-09-01      | 4.5000%  | 0.0000% | $160.82            | $154.46            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3489 | 2033-10-01      | 3.5000%  | 0.0000% | $1629.62           | $1596.80           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3495 | 2048-10-01      | 4.0000%  | 0.0000% | $566.09            | $528.53            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3496 | 2048-10-01      | 4.5000%  | 0.0000% | $88.73             | $85.12             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3517 | 2033-11-01      | 3.5000%  | 0.0000% | $3937.01           | $3857.10           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  | 0.0000% | $765.70            | $714.89            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3537 | 2048-12-01      | 4.5000%  | 0.0000% | $312.69            | $300.29            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3563 | 2049-01-01      | 4.0000%  | 0.0000% | $145.40            | $135.72            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3574 | 2049-01-01      | 3.5000%  | 0.0000% | $115.26            | $103.66            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3588 | 2034-02-01      | 3.5000%  | 0.0000% | $626.75            | $613.59            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3592 | 2049-02-01      | 4.0000%  | 0.0000% | $747.69            | $697.48            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA2758 | 2036-09-01      | 3.5000%  | 0.0000% | $526.07            | $506.56            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2771 | 2046-10-01      | 3.0000%  | 0.0000% | $4734.48           | $4137.99           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2920 | 2047-03-01      | 3.0000%  | 0.0000% | $1781.99           | $1554.53           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2896 | 2047-02-01      | 3.5000%  | 0.0000% | $1065.08           | $968.29            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA2960 | 2047-04-01      | 4.0000%  | 0.0000% | $104.05            | $97.31             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3026 | 2047-06-01      | 3.5000%  | 0.0000% | $1309.53           | $1189.99           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3027 | 2047-06-01      | 4.0000%  | 0.0000% | $112.30            | $105.42            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3058 | 2047-07-01      | 4.0000%  | 0.0000% | $538.09            | $503.17            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3073 | 2047-07-01      | 4.5000%  | 0.0000% | $402.70            | $387.52            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3088 | 2047-08-01      | 4.0000%  | 0.0000% | $1606.19           | $1501.94           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3120 | 2047-09-01      | 3.5000%  | 0.0000% | $1933.32           | $1749.65           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3148 | 2047-10-01      | 3.5000%  | 0.0000% | $1736.46           | $1574.53           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3211 | 2047-12-01      | 4.0000%  | 0.0000% | $136.16            | $127.61            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3183 | 2047-11-01      | 4.0000%  | 0.0000% | $127.50            | $119.19            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3239 | 2048-01-01      | 4.0000%  | 0.0000% | $8613.74           | $8051.05           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3275 | 2048-01-01      | 3.0000%  | 0.0000% | $1265.78           | $1098.47           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3305 | 2048-03-01      | 3.5000%  | 0.0000% | $1456.14           | $1315.48           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3276 | 2048-02-01      | 3.5000%  | 0.0000% | $10035.21          | $9072.55           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3277 | 2048-01-01      | 4.0000%  | 0.0000% | $261.85            | $244.74            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3340 | 2033-04-01      | 3.5000%  | 0.0000% | $118.84            | $116.55            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3358 | 2048-05-01      | 4.5000%  | 0.0000% | $389.39            | $374.09            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3385 | 2048-06-01      | 4.5000%  | 0.0000% | $99.54             | $95.62             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3392 | 2033-06-01      | 3.5000%  | 0.0000% | $399.23            | $391.44            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3416 | 2048-07-01      | 4.5000%  | 0.0000% | $2413.10           | $2318.41           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3466 | 2048-09-01      | 3.5000%  | 0.0000% | $737.83            | $663.99            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3467 | 2048-09-01      | 4.0000%  | 0.0000% | $156.31            | $146.01            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3438 | 2033-08-01      | 3.5000%  | 0.0000% | $656.42            | $643.52            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3442 | 2048-08-01      | 3.5000%  | 0.0000% | $4830.41           | $4347.03           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3443 | 2048-08-01      | 4.0000%  | 0.0000% | $2755.42           | $2574.86           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  | 0.0000% | $16292.66          | $12721.44          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4379 | 2051-07-01      | 2.5000%  | 0.0000% | $2136.50           | $1751.54           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4435 | 2051-09-01      | 4.0000%  | 0.0000% | $2145.54           | $1978.22           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4437 | 2051-10-01      | 2.0000%  | 0.0000% | $70402.20          | $54780.17          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4438 | 2051-10-01      | 2.5000%  | 0.0000% | $7508.16           | $6140.48           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4439 | 2051-10-01      | 3.0000%  | 0.0000% | $1366.05           | $1167.52           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4494 | 2051-12-01      | 3.0000%  | 0.0000% | $16405.03          | $14057.69          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4498 | 2036-12-01      | 2.5000%  | 0.0000% | $313249.80         | $289870.05         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3610 | 2034-03-01      | 3.5000%  | 0.0000% | $167.79            | $164.27            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3614 | 2049-03-01      | 3.5000%  | 0.0000% | $82.93             | $74.58             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CNMA3656 | 2029-05-01      | 3.5000%  | 0.0000% | $313.82            | $309.92            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3658 | 2034-05-01      | 3.5000%  | 0.0000% | $213.02            | $208.45            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3663 | 2049-05-01      | 3.5000%  | 0.0000% | $167.28            | $149.91            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3637 | 2049-04-01      | 3.5000%  | 0.0000% | $341.83            | $307.33            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3692 | 2049-07-01      | 3.5000%  | 0.0000% | $1433.06           | $1287.97           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3694 | 2049-07-01      | 4.5000%  | 0.0000% | $1055.93           | $1011.67           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3685 | 2049-06-01      | 3.0000%  | 0.0000% | $114.94            | $99.13             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3686 | 2049-06-01      | 3.5000%  | 0.0000% | $3885.49           | $3492.49           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3687 | 2049-06-01      | 4.0000%  | 0.0000% | $101.54            | $93.61             | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3744 | 2049-08-01      | 3.0000%  | 0.0000% | $128.12            | $110.07            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3745 | 2049-08-01      | 3.5000%  | 0.0000% | $340.83            | $306.26            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3746 | 2049-08-01      | 4.0000%  | 0.0000% | $467.01            | $434.83            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3775 | 2049-09-01      | 3.5000%  | 0.0000% | $2188.44           | $1965.96           | Agency Mortgage-Backed Securities |
| GNII SF MA4631 M     | 2031-04-20      | 6.5000%  | 0.0000% | $1973.91           | $2024.30           | Agency Mortgage-Backed Securities |
| GNII SF MA4632 M     | 2031-09-20      | 7.0000%  | 0.0000% | $3152.58           | $3258.70           | Agency Mortgage-Backed Securities |
| GNII SF MA4719 M     | 2047-09-20      | 3.5000%  | 0.0000% | $1653.87           | $1486.74           | Agency Mortgage-Backed Securities |
| GNII SF MA5120 M     | 2027-08-20      | 8.0000%  | 0.0000% | $3873.33           | $3909.90           | Agency Mortgage-Backed Securities |
| GNII SF MA5196 M     | 2048-05-20      | 6.0000%  | 0.0000% | $3509.01           | $3672.02           | Agency Mortgage-Backed Securities |
| GNII SF MA6291 M     | 2037-10-20      | 7.0000%  | 0.0000% | $828.96            | $856.86            | Agency Mortgage-Backed Securities |
| GNII SF MA5439 M     | 2026-03-20      | 5.5000%  | 0.0000% | $506.11            | $512.85            | Agency Mortgage-Backed Securities |
| GNII SF MA5469 M     | 2048-09-20      | 5.5000%  | 0.0000% | $4213.49           | $4276.21           | Agency Mortgage-Backed Securities |
| GNII SF MA5988 M     | 2049-06-20      | 5.0000%  | 0.0000% | $2896.01           | $2854.84           | Agency Mortgage-Backed Securities |
| GNII SF MA6152 M     | 2049-09-20      | 2.5000%  | 0.0000% | $4991.68           | $4212.45           | Agency Mortgage-Backed Securities |
| GNII SF MA7135 M     | 2051-01-20      | 2.0000%  | 0.0000% | $625.96            | $502.48            | Agency Mortgage-Backed Securities |
| GNII SF MA7137 M     | 2051-01-20      | 3.0000%  | 0.0000% | $1799.99           | $1569.10           | Agency Mortgage-Backed Securities |
| GNII SF CY9482 C     | 2054-01-20      | 6.0000%  | 0.0000% | $2672.37           | $2750.71           | Agency Mortgage-Backed Securities |
| GNII SF CZ0884 C     | 2054-03-20      | 6.0000%  | 0.0000% | $1631.25           | $1673.07           | Agency Mortgage-Backed Securities |
| GNII SF CZ6387 C     | 2054-03-20      | 6.0000%  | 0.0000% | $1174.43           | $1205.62           | Agency Mortgage-Backed Securities |
| GNII SF DA0499 C     | 2054-03-20      | 6.0000%  | 0.0000% | $959.54            | $984.84            | Agency Mortgage-Backed Securities |
| GNII SF DA5506 C     | 2054-06-20      | 6.0000%  | 0.0000% | $1231.93           | $1263.51           | Agency Mortgage-Backed Securities |
| GNII SF DA5507 C     | 2054-06-20      | 6.0000%  | 0.0000% | $1728.66           | $1763.53           | Agency Mortgage-Backed Securities |
| GNII SF DA6077 C     | 2054-03-20      | 6.0000%  | 0.0000% | $555.64            | $567.83            | Agency Mortgage-Backed Securities |
| GNII SF DA6119 C     | 2054-04-20      | 6.0000%  | 0.0000% | $1185.08           | $1215.46           | Agency Mortgage-Backed Securities |
| GNII SF DA8063 C     | 2054-03-20      | 6.0000%  | 0.0000% | $3709.38           | $3815.49           | Agency Mortgage-Backed Securities |
| GNII SF DA8064 C     | 2054-03-20      | 6.0000%  | 0.0000% | $2296.16           | $2362.97           | Agency Mortgage-Backed Securities |
| GNII SF DA7868 C     | 2054-04-20      | 6.0000%  | 0.0000% | $4095.27           | $4212.30           | Agency Mortgage-Backed Securities |
| GNII SF DA9639 C     | 2054-04-20      | 6.0000%  | 0.0000% | $970.12            | $994.98            | Agency Mortgage-Backed Securities |
| GNII SF DB0304 C     | 2054-03-20      | 6.0000%  | 0.0000% | $1278.87           | $1313.77           | Agency Mortgage-Backed Securities |
| GNII SF DB0305 C     | 2054-03-20      | 6.0000%  | 0.0000% | $1171.59           | $1203.96           | Agency Mortgage-Backed Securities |
| GNII SF DB0674 C     | 2054-04-20      | 6.0000%  | 0.0000% | $3602.53           | $3686.92           | Agency Mortgage-Backed Securities |
| GNII SF DB0675 C     | 2054-04-20      | 6.0000%  | 0.0000% | $2618.79           | $2680.14           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8057 | 2050-04-01      | 3.5000%  | 0.0000% | $2470.97           | $2213.49           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8062 | 2050-05-01      | 3.0000%  | 0.0000% | $291.21            | $249.51            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8084 | 2050-08-01      | 3.0000%  | 0.0000% | $339.08            | $291.45            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8086 | 2050-08-01      | 4.0000%  | 0.0000% | $1567.14           | $1453.16           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7578 | 2055-04-01      | 6.0000%  | 0.0000% | $1365.61           | $1401.53           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8121 | 2050-12-01      | 2.0000%  | 0.0000% | $1380.87           | $1082.90           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8157 | 2051-07-01      | 3.0000%  | 0.0000% | $612.49            | $524.38            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8160 | 2051-08-01      | 2.0000%  | 0.0000% | $3142.72           | $2454.58           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8151 | 2051-06-01      | 2.5000%  | 0.0000% | $705.59            | $579.35            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8190 | 2052-01-01      | 3.0000%  | 0.0000% | $3702.86           | $3162.63           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8193 | 2052-02-01      | 2.0000%  | 0.0000% | $1666.65           | $1298.83           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8194 | 2052-02-01      | 2.5000%  | 0.0000% | $2411.32           | $1969.79           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8195 | 2052-02-01      | 3.0000%  | 0.0000% | $6925.24           | $5906.43           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8175 | 2051-10-01      | 3.5000%  | 0.0000% | $2332.18           | $2085.04           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8177 | 2051-11-01      | 2.0000%  | 0.0000% | $809.02            | $631.37            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8182 | 2051-12-01      | 2.0000%  | 0.0000% | $2446.20           | $1906.15           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8185 | 2051-12-01      | 3.5000%  | 0.0000% | $7583.79           | $6786.28           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8188 | 2052-01-01      | 2.0000%  | 0.0000% | $29589.22          | $23052.69          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8221 | 2052-06-01      | 3.5000%  | 0.0000% | $9174.14           | $8160.67           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8225 | 2052-07-01      | 3.0000%  | 0.0000% | $1730.39           | $1474.59           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8226 | 2052-07-01      | 3.5000%  | 0.0000% | $1683.17           | $1497.14           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8200 | 2052-03-01      | 2.5000%  | 0.0000% | $4863.20           | $3978.90           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8201 | 2052-03-01      | 3.0000%  | 0.0000% | $5532.96           | $4718.37           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8202 | 2052-03-01      | 3.5000%  | 0.0000% | $10739.49          | $9599.38           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  | 0.0000% | $1638.31           | $1397.11           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  | 0.0000% | $846.90            | $691.55            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  | 0.0000% | $5857.15           | $4994.20           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8214 | 2052-05-01      | 3.5000%  | 0.0000% | $9817.84           | $8733.29           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8218 | 2052-06-01      | 2.0000%  | 0.0000% | $863.90            | $672.58            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  | 0.0000% | $11119.96          | $10228.09          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  | 0.0000% | $835.05            | $790.67            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8258 | 2052-10-01      | 5.0000%  | 0.0000% | $813.86            | $792.37            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8235 | 2052-08-01      | 3.0000%  | 0.0000% | $8623.10           | $7344.88           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8242 | 2052-09-01      | 3.0000%  | 0.0000% | $2576.57           | $2196.68           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8243 | 2052-09-01      | 3.5000%  | 0.0000% | $1723.78           | $1532.49           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8244 | 2052-09-01      | 4.0000%  | 0.0000% | $23060.74          | $21213.60          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8289 | 2053-01-01      | 5.5000%  | 0.0000% | $1618.22           | $1611.24           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8265 | 2052-11-01      | 4.0000%  | 0.0000% | $1736.37           | $1597.11           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  | 0.0000% | $10818.09          | $10529.65          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  | 0.0000% | $5665.22           | $5643.35           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8284 | 2053-01-01      | 3.0000%  | 0.0000% | $5324.13           | $4534.13           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8300 | 2053-02-01      | 5.5000%  | 0.0000% | $806.64            | $802.90            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8304 | 2053-03-01      | 3.5000%  | 0.0000% | $1810.28           | $1607.43           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8314 | 2053-04-01      | 4.5000%  | 0.0000% | $4444.41           | $4207.75           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  | 0.0000% | $2560.94           | $2546.80           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8327 | 2053-04-01      | 3.5000%  | 0.0000% | $10339.14          | $9182.78           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8336 | 2053-04-01      | 3.5000%  | 0.0000% | $9992.04           | $8876.20           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  | 0.0000% | $10883.72          | $10296.85          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | 0.0000% | $1713.80           | $1705.75           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8347 | 2053-08-01      | 4.5000%  | 0.0000% | $3643.26           | $3447.74           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS6627 | 2046-02-01      | 4.5000%  | 0.0000% | $464.79            | $448.37            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS7252 | 2046-05-01      | 4.5000%  | 0.0000% | $39.51             | $38.13             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS8700 | 2047-01-01      | 4.5000%  | 0.0000% | $216.03            | $208.27            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9459 | 2047-04-01      | 4.5000%  | 0.0000% | $449.04            | $432.62            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9490 | 2047-04-01      | 4.5000%  | 0.0000% | $197.33            | $189.92            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAS9518 | 2032-03-01      | 3.5000%  | 0.0000% | $271.27            | $266.68            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAS9701 | 2032-05-01      | 3.5000%  | 0.0000% | $2941.69           | $2888.52           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAT2075 | 2043-06-01      | 7.2440%  | 0.0000% | $9974.80           | $10330.85          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAT7897 | 2043-08-01      | 6.8250%  | 0.0000% | $2170.26           | $2245.92           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAU5848 | 2043-09-01      | 3.5000%  | 0.0000% | $89297.69          | $81980.94          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAU7552 | 2028-10-01      | 3.5000%  | 0.0000% | $85.07             | $83.61             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAV1823 | 2028-12-01      | 3.5000%  | 0.0000% | $1205.83           | $1192.66           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAV2326 | 2028-12-01      | 3.5000%  | 0.0000% | $872.02            | $862.21            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAV6368 | 2029-01-01      | 3.5000%  | 0.0000% | $1407.96           | $1391.15           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAV8516 | 2029-03-01      | 3.5000%  | 0.0000% | $91.97             | $90.72             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAV9481 | 2043-07-01      | 6.3900%  | 0.0000% | $31124.47          | $31938.03          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAW0744 | 2044-03-01      | 4.5000%  | 0.0000% | $214.42            | $205.56            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAW3616 | 2044-06-01      | 4.0000%  | 0.0000% | $279.70            | $264.84            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAW7396 | 2027-01-01      | 3.5000%  | 0.0000% | $369.72            | $367.43            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAW8992 | 2044-07-01      | 4.5000%  | 0.0000% | $430.83            | $414.81            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAX2187 | 2029-11-01      | 3.5000%  | 0.0000% | $190.91            | $187.64            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAX3715 | 2027-06-01      | 3.5000%  | 0.0000% | $1219.32           | $1210.58           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAZ0084 | 2030-06-01      | 3.5000%  | 0.0000% | $252.93            | $248.00            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAZ2881 | 2030-08-01      | 3.5000%  | 0.0000% | $120.31            | $117.78            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB665387 | 2032-08-01      | 5.6680%  | 0.0000% | $3924.63           | $3926.47           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD669201 | 2032-11-01      | 6.4150%  | 0.0000% | $153.39            | $158.23            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX GA670672 | 2033-08-01      | 5.4000%  | 0.0000% | $1301.20           | $1318.29           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD671155 | 2033-02-01      | 6.5230%  | 0.0000% | $910.92            | $932.80            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS674190 | 2042-11-01      | 5.7740%  | 0.0000% | $6538.00           | $6564.00           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB675490 | 2033-03-01      | 6.8810%  | 0.0000% | $1126.54           | $1169.45           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD681767 | 2033-01-01      | 6.2500%  | 0.0000% | $43.90             | $45.00             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD681874 | 2033-03-01      | 6.3740%  | 0.0000% | $599.83            | $614.75            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD685511 | 2033-07-01      | 7.4050%  | 0.0000% | $4747.38           | $4901.04           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD687125 | 2033-04-01      | 6.5400%  | 0.0000% | $196.98            | $201.31            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD690595 | 2033-10-01      | 6.7730%  | 0.0000% | $26205.16          | $27030.20          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB695016 | 2033-02-01      | 6.1390%  | 0.0000% | $11084.65          | $11261.64          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS696488 | 2033-05-01      | 6.4650%  | 0.0000% | $14578.20          | $14902.56          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD705324 | 2033-06-01      | 7.2730%  | 0.0000% | $7323.00           | $7489.81           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD705715 | 2033-06-01      | 7.4020%  | 0.0000% | $1209.58           | $1248.76           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX W2709092 | 2033-06-01      | 6.7600%  | 0.0000% | $785.94            | $794.43            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB722439 | 2033-07-01      | 6.1630%  | 0.0000% | $2626.29           | $2637.01           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD723639 | 2033-06-01      | 6.7360%  | 0.0000% | $7731.96           | $7957.85           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LA723653 | 2033-07-01      | 7.5550%  | 0.0000% | $4752.04           | $4859.47           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS725008 | 2033-12-01      | 6.7950%  | 0.0000% | $12225.24          | $12562.56          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB725216 | 2034-01-01      | 7.0000%  | 0.0000% | $1788.72           | $1862.24           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS725286 | 2032-06-01      | 6.6750%  | 0.0000% | $12.13             | $12.22             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS725557 | 2034-06-01      | 6.6980%  | 0.0000% | $2497.36           | $2581.96           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS725639 | 2033-09-01      | 7.2800%  | 0.0000% | $398.27            | $408.79            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB725829 | 2034-06-01      | 6.8750%  | 0.0000% | $525.43            | $544.83            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS725896 | 2034-10-01      | 7.0250%  | 0.0000% | $2272.87           | $2350.32           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD728646 | 2033-07-01      | 7.3000%  | 0.0000% | $439.73            | $450.54            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS732218 | 2043-06-01      | 5.7730%  | 0.0000% | $46353.62          | $46980.38          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735322 | 2034-07-01      | 6.3780%  | 0.0000% | $1119.41           | $1146.43           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735332 | 2034-08-01      | 6.6970%  | 0.0000% | $2901.13           | $2980.82           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB735362 | 2035-03-01      | 6.1180%  | 0.0000% | $5764.42           | $5832.31           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735086 | 2034-06-01      | 7.1420%  | 0.0000% | $7823.46           | $8023.41           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735259 | 2038-05-01      | 7.1360%  | 0.0000% | $160.49            | $164.19            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735442 | 2034-04-01      | 6.5110%  | 0.0000% | $604.71            | $621.21            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735539 | 2035-04-01      | 6.6040%  | 0.0000% | $3058.88           | $3165.55           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WZ735654 | 2044-10-01      | 5.7740%  | 0.0000% | $5365.67           | $5439.13           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735691 | 2032-04-01      | 6.4550%  | 0.0000% | $1017.15           | $1041.26           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB735805 | 2035-07-01      | 6.9610%  | 0.0000% | $13743.75          | $13876.98          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735858 | 2035-08-01      | 6.8700%  | 0.0000% | $3153.82           | $3231.56           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB735961 | 2035-09-01      | 6.0960%  | 0.0000% | $1397.79           | $1409.64           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD739403 | 2033-09-01      | 7.1310%  | 0.0000% | $6688.31           | $6834.42           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS742955 | 2033-10-01      | 6.5150%  | 0.0000% | $3777.62           | $3850.69           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX GA743602 | 2033-09-01      | 5.4920%  | 0.0000% | $3548.35           | $3622.75           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS745054 | 2035-09-01      | 7.1920%  | 0.0000% | $242.30            | $249.37            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB745059 | 2035-09-01      | 6.9730%  | 0.0000% | $8066.13           | $8291.91           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS745362 | 2033-05-01      | 6.8580%  | 0.0000% | $11769.86          | $12038.58          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS745445 | 2036-01-01      | 6.5660%  | 0.0000% | $365.38            | $377.88            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS745446 | 2033-04-01      | 6.5820%  | 0.0000% | $14893.98          | $15352.42          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1745466 | 2036-04-01      | 6.6570%  | 0.0000% | $2631.76           | $2709.76           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS745539 | 2034-08-01      | 7.0160%  | 0.0000% | $430.61            | $443.35            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB745702 | 2034-11-01      | 7.2650%  | 0.0000% | $312.67            | $320.98            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS745705 | 2032-11-01      | 7.1540%  | 0.0000% | $773.73            | $790.64            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB745777 | 2036-07-01      | 6.9690%  | 0.0000% | $9307.19           | $9594.58           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6423 | 2050-07-01      | 3.0000%  | 0.0000% | $7968.99           | $6849.67           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7023 | 2050-09-01      | 2.0000%  | 0.0000% | $65887.36          | $51717.37          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB0478 | 2036-05-01      | 2.0000%  | 0.0000% | $109883.89         | $99433.17          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2666 | 2052-01-01      | 3.0000%  | 0.0000% | $1584.96           | $1349.82           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2078 | 2051-11-01      | 3.0000%  | 0.0000% | $4520.05           | $3881.81           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2400 | 2051-12-01      | 2.5000%  | 0.0000% | $3350.17           | $2738.30           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3582 | 2052-05-01      | 3.0000%  | 0.0000% | $3261.89           | $2802.27           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2759 | 2052-02-01      | 3.0000%  | 0.0000% | $11967.67          | $10207.17          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB3000 | 2051-12-01      | 2.0000%  | 0.0000% | $3384.53           | $2635.48           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3026 | 2052-03-01      | 3.5000%  | 0.0000% | $17542.94          | $15586.05          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3361 | 2052-04-01      | 3.0000%  | 0.0000% | $4983.16           | $4270.10           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB3393 | 2037-04-01      | 3.5000%  | 0.0000% | $1978.57           | $1897.55           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB3696 | 2037-05-01      | 2.5000%  | 0.0000% | $102061.12         | $94373.45          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3745 | 2052-03-01      | 3.0000%  | 0.0000% | $859.64            | $732.12            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3780 | 2052-05-01      | 3.5000%  | 0.0000% | $182409.99         | $162024.48         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3914 | 2052-06-01      | 4.0000%  | 0.0000% | $5613.45           | $5164.41           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3897 | 2052-06-01      | 3.5000%  | 0.0000% | $2527.79           | $2245.42           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3903 | 2052-06-01      | 3.5000%  | 0.0000% | $335856.57         | $298323.74         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB4109 | 2052-07-01      | 3.0000%  | 0.0000% | $2582.90           | $2201.58           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4112 | 2052-07-01      | 3.5000%  | 0.0000% | $19249.96          | $17223.78          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4113 | 2052-07-01      | 3.5000%  | 0.0000% | $1640.87           | $1465.63           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  | 0.0000% | $835.84            | $791.58            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB4243 | 2037-07-01      | 3.5000%  | 0.0000% | $1424.83           | $1368.45           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4316 | 2052-07-01      | 3.5000%  | 0.0000% | $56341.82          | $50041.08          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3803 | 2049-10-01      | 3.5000%  | 0.0000% | $1220.79           | $1096.56           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3804 | 2049-10-01      | 4.0000%  | 0.0000% | $452.78            | $421.16            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3834 | 2049-11-01      | 3.0000%  | 0.0000% | $179.88            | $154.86            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3866 | 2034-12-01      | 3.5000%  | 0.0000% | $283.79            | $273.37            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3871 | 2049-12-01      | 3.0000%  | 0.0000% | $2560.68           | $2196.00           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3905 | 2050-01-01      | 3.0000%  | 0.0000% | $2452.79           | $2110.37           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3906 | 2050-01-01      | 3.5000%  | 0.0000% | $773.65            | $694.60            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3938 | 2050-02-01      | 4.0000%  | 0.0000% | $739.93            | $687.11            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3960 | 2050-03-01      | 3.0000%  | 0.0000% | $424.31            | $363.97            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3986 | 2035-04-01      | 3.5000%  | 0.0000% | $635.64            | $611.12            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3991 | 2050-04-01      | 3.0000%  | 0.0000% | $1591.15           | $1361.27           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4020 | 2050-05-01      | 3.0000%  | 0.0000% | $1162.62           | $999.33            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4028 | 2035-05-01      | 3.5000%  | 0.0000% | $229.74            | $221.30            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4079 | 2050-07-01      | 3.0000%  | 0.0000% | $4971.79           | $4273.48           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4048 | 2050-06-01      | 3.0000%  | 0.0000% | $2934.77           | $2522.58           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4053 | 2035-06-01      | 2.5000%  | 0.0000% | $2907.30           | $2693.36           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4084 | 2050-07-01      | 4.0000%  | 0.0000% | $527.25            | $488.49            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4123 | 2035-09-01      | 2.0000%  | 0.0000% | $1229.88           | $1117.82           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4160 | 2050-10-01      | 3.0000%  | 0.0000% | $9530.38           | $8191.72           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4237 | 2051-01-01      | 2.0000%  | 0.0000% | $367098.41         | $287818.77         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4361 | 2036-06-01      | 2.5000%  | 0.0000% | $4417.30           | $4092.90           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4357 | 2051-06-01      | 3.0000%  | 0.0000% | $17751.58          | $15206.71          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4358 | 2051-06-01      | 3.5000%  | 0.0000% | $4025.58           | $3599.33           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5283 | 2054-02-01      | 4.0000%  | 0.0000% | $1898.95           | $1743.91           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5294 | 2054-03-01      | 5.0000%  | 0.0000% | $2783.37           | $2702.01           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5296 | 2054-03-01      | 5.5000%  | 0.0000% | $4868.38           | $4836.50           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5341 | 2054-04-01      | 4.0000%  | 0.0000% | $4705.59           | $4321.37           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4528 | 2051-12-01      | 4.0000%  | 0.0000% | $3929.56           | $3616.37           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4512 | 2052-01-01      | 2.5000%  | 0.0000% | $6767.04           | $5539.28           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4515 | 2037-01-01      | 1.5000%  | 0.0000% | $89643.25          | $78644.41          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4579 | 2052-04-01      | 3.0000%  | 0.0000% | $919.62            | $784.23            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4580 | 2052-04-01      | 3.5000%  | 0.0000% | $782.80            | $696.32            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4624 | 2052-06-01      | 3.0000%  | 0.0000% | $6825.74           | $5815.39           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4626 | 2052-06-01      | 4.0000%  | 0.0000% | $1627.98           | $1497.59           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4598 | 2052-05-01      | 2.5000%  | 0.0000% | $847.54            | $693.00            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  | 0.0000% | $2515.18           | $2144.61           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  | 0.0000% | $68982.04          | $61361.70          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4654 | 2052-07-01      | 3.5000%  | 0.0000% | $2534.41           | $2254.44           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4655 | 2052-07-01      | 4.0000%  | 0.0000% | $3330.28           | $3063.70           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  | 0.0000% | $8951.21           | $8475.14           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4640 | 2037-06-01      | 3.5000%  | 0.0000% | $2561.95           | $2451.00           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4684 | 2052-06-01      | 4.5000%  | 0.0000% | $122162.87         | $115665.76         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4667 | 2037-07-01      | 3.5000%  | 0.0000% | $4010.77           | $3837.25           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4700 | 2052-08-01      | 4.0000%  | 0.0000% | $4216.33           | $3878.61           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4730 | 2052-09-01      | 3.0000%  | 0.0000% | $2590.36           | $2206.39           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  | 0.0000% | $5176.31           | $4603.66           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4732 | 2052-09-01      | 4.0000%  | 0.0000% | $3371.05           | $3101.03           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4781 | 2052-10-01      | 3.0000%  | 0.0000% | $3571.12           | $3043.89           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4782 | 2052-10-01      | 3.5000%  | 0.0000% | $8660.08           | $7702.04           | Agency Mortgage-Backed Securities |
| GNII SF MA6543 M     | 2050-03-20      | 4.0000%  | 0.0000% | $3977.42           | $3681.89           | Agency Mortgage-Backed Securities |
| GNII SF MA6604 M     | 2039-08-20      | 5.5000%  | 0.0000% | $4057.95           | $4143.50           | Agency Mortgage-Backed Securities |
| GNII SF MA6710 M     | 2050-06-20      | 3.0000%  | 0.0000% | $3231.75           | $2825.36           | Agency Mortgage-Backed Securities |
| GNII SF MA6746 M     | 2034-07-20      | 5.5000%  | 0.0000% | $547.86            | $554.82            | Agency Mortgage-Backed Securities |
| GNII SF MA6766 M     | 2050-07-20      | 3.0000%  | 0.0000% | $1261.75           | $1102.83           | Agency Mortgage-Backed Securities |
| GNII SF MA6818 M     | 2050-08-20      | 2.0000%  | 0.0000% | $2185.07           | $1754.04           | Agency Mortgage-Backed Securities |
| GNII SF MA6865 M     | 2050-09-20      | 2.5000%  | 0.0000% | $4131.71           | $3468.33           | Agency Mortgage-Backed Securities |
| GNII SF MA6994 M     | 2050-11-20      | 2.0000%  | 0.0000% | $2995.69           | $2404.76           | Agency Mortgage-Backed Securities |
| GNII SF MA7051 M     | 2050-12-20      | 2.0000%  | 0.0000% | $16368.95          | $13140.00          | Agency Mortgage-Backed Securities |
| GNII SF MA7056 M     | 2050-11-20      | 4.5000%  | 0.0000% | $2669.85           | $2554.32           | Agency Mortgage-Backed Securities |
| GNII SF MA7987 M     | 2052-03-20      | 2.5000%  | 0.0000% | $1556.19           | $1304.81           | Agency Mortgage-Backed Securities |
| GNII SF MA7988 M     | 2052-04-20      | 3.0000%  | 0.0000% | $1137296.11        | $991411.35         | Agency Mortgage-Backed Securities |
| GNII SF MA8042 M     | 2052-05-20      | 2.5000%  | 0.0000% | $4724.42           | $3961.26           | Agency Mortgage-Backed Securities |
| GNII SF MA8098 M     | 2052-06-20      | 3.0000%  | 0.0000% | $9333.74           | $8136.47           | Agency Mortgage-Backed Securities |
| GNII SF MA8100 M     | 2052-06-20      | 4.0000%  | 0.0000% | $1280035.70        | $1179618.46        | Agency Mortgage-Backed Securities |
| GNII SF MA7255 M     | 2051-03-20      | 2.5000%  | 0.0000% | $3500.01           | $2934.63           | Agency Mortgage-Backed Securities |
| GNII SF MA7367 M     | 2051-05-20      | 2.5000%  | 0.0000% | $48217.41          | $40428.56          | Agency Mortgage-Backed Securities |
| GNII SF DC0195 C     | 2054-06-20      | 6.0000%  | 0.0000% | $893.47            | $916.37            | Agency Mortgage-Backed Securities |
| GNII SF DC4725 C     | 2054-05-20      | 7.5000%  | 0.0000% | $2025.83           | $2162.11           | Agency Mortgage-Backed Securities |
| GNII SF DD0117 C     | 2054-06-20      | 7.0000%  | 0.0000% | $920.16            | $976.44            | Agency Mortgage-Backed Securities |
| GNII JM 004336 M     | 2039-01-20      | 5.5000%  | 0.0000% | $1234.42           | $1207.01           | Agency Mortgage-Backed Securities |
| GNII FS 004649 M     | 2040-03-20      | 4.5000%  | 0.0000% | $647.19            | $615.72            | Agency Mortgage-Backed Securities |
| FKAR 04.290 WNWN1549 | 2030-03-01      | 4.2900%  | 0.0000% | $1130196.00        | $1125517.93        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q55519 G | 2048-04-01      | 4.0000%  | 0.0000% | $697.38            | $651.54            | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q57426 G | 2048-07-01      | 4.5000%  | 0.0000% | $249.27            | $237.85            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q57433 G | 2048-07-01      | 4.0000%  | 0.0000% | $283.28            | $265.10            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q58905 G | 2048-10-01      | 4.0000%  | 0.0000% | $227.50            | $212.70            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQA1173 | 2049-07-01      | 4.0000%  | 0.0000% | $269.27            | $251.19            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G60713 G | 2046-09-01      | 3.5000%  | 0.0000% | $2202.89           | $2009.57           | Agency Mortgage-Backed Securities |
| 03.000 FGPC G60989 G | 2046-12-01      | 3.0000%  | 0.0000% | $5128.12           | $4490.72           | Agency Mortgage-Backed Securities |
| 07.000 FGPC C80343 G | 2025-09-01      | 7.0000%  | 0.0000% | $8.66              | $9.09              | Agency Mortgage-Backed Securities |
| 06.500 FGPC C80354 G | 2025-10-01      | 6.5000%  | 0.0000% | $0.14              | $0.15              | Agency Mortgage-Backed Securities |
| 08.500 FRPC G80204 G | 2027-10-20      | 8.5000%  | 0.0000% | $3618.27           | $3654.28           | Agency Mortgage-Backed Securities |
| 06.875 FRPC G80338 G | 2039-05-01      | 6.8750%  | 0.0000% | $2850.64           | $2920.45           | Agency Mortgage-Backed Securities |
| 09.000 FRPC G80360 G | 2040-09-01      | 9.0000%  | 0.0000% | $202.84            | $203.47            | Agency Mortgage-Backed Securities |
| FMAR 972136 G        | 2034-01-01      | 6.4300%  | 0.0000% | $1304.81           | $1342.55           | Agency Mortgage-Backed Securities |
| FMAR 1B0097 G        | 2031-08-01      | 7.6580%  | 0.0000% | $2495.71           | $2550.83           | Agency Mortgage-Backed Securities |
| FMAR 1B0118 G        | 2031-08-01      | 7.6580%  | 0.0000% | $448.03            | $457.12            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC0717 | 2051-04-01      | 3.0000%  | 0.0000% | $636.76            | $544.15            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQC9480 | 2051-10-01      | 4.0000%  | 0.0000% | $8709.02           | $8012.80           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQE0312 | 2052-04-01      | 2.0000%  | 0.0000% | $3369.70           | $2620.78           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE1600 | 2052-05-01      | 4.0000%  | 0.0000% | $3510.32           | $3229.55           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE2363 | 2052-05-01      | 3.5000%  | 0.0000% | $14183.37          | $12598.34          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE6074 | 2052-07-01      | 4.0000%  | 0.0000% | $6896.24           | $6337.73           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE8533 | 2052-07-01      | 4.0000%  | 0.0000% | $1643.38           | $1511.67           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB7829 | 2054-08-01      | 5.5000%  | 0.0000% | $35602.88          | $35369.70          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC3456 | 2054-09-01      | 6.0000%  | 0.0000% | $302519.67         | $306841.57         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC6402 | 2054-11-01      | 5.0000%  | 0.0000% | $197163.12         | $192010.02         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC6996 | 2054-12-01      | 5.0000%  | 0.0000% | $498802.68         | $486524.04         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC8341 | 2054-12-01      | 5.0000%  | 0.0000% | $25524.10          | $24824.66          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9153 | 2054-09-01      | 6.0000%  | 0.0000% | $38953.54          | $39852.17          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9630 | 2054-12-01      | 4.5000%  | 0.0000% | $4889.20           | $4638.56           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0438 | 2052-09-01      | 3.5000%  | 0.0000% | $978.68            | $869.51            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1718 | 2055-05-01      | 5.5000%  | 0.0000% | $124680.00         | $123863.17         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1742 | 2055-01-01      | 5.0000%  | 0.0000% | $1068.00           | $1040.71           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA0901 | 2052-10-01      | 2.0000%  | 0.0000% | $1976.31           | $1539.88           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA1113 | 2054-09-01      | 4.5000%  | 0.0000% | $995.17            | $948.16            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM1727 | 2049-09-01      | 5.0000%  | 0.0000% | $77739.80          | $76958.89          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1028 | 2049-06-01      | 3.5000%  | 0.0000% | $723.21            | $650.43            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM1090 | 2049-05-01      | 4.0000%  | 0.0000% | $1263.18           | $1177.52           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM1263 | 2049-07-01      | 4.5000%  | 0.0000% | $164.98            | $157.50            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1567 | 2049-08-01      | 3.5000%  | 0.0000% | $2176.13           | $1954.67           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM1598 | 2049-02-01      | 4.0000%  | 0.0000% | $1430.02           | $1335.18           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM1578 | 2034-09-01      | 3.5000%  | 0.0000% | $229.77            | $221.34            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1635 | 2049-09-01      | 3.5000%  | 0.0000% | $3591.31           | $3191.45           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM1626 | 2048-11-01      | 4.0000%  | 0.0000% | $4718.78           | $4410.03           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM1637 | 2049-05-01      | 4.5000%  | 0.0000% | $177.15            | $170.20            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM2870 | 2050-03-01      | 3.0000%  | 0.0000% | $91349.14          | $79368.03          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM2902 | 2048-01-01      | 3.5000%  | 0.0000% | $1173.37           | $1066.56           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3093 | 2048-11-01      | 4.0000%  | 0.0000% | $155.36            | $145.19            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3098 | 2030-08-01      | 3.5000%  | 0.0000% | $593.79            | $591.72            | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLMA5726 | 2055-05-01      | 7.5000%  | 0.0000% | $418406.34         | $445040.27         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5731 | 2055-05-01      | 3.5000%  | 0.0000% | $3000.00           | $2664.66           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5736 | 2055-05-01      | 6.0000%  | 0.0000% | $1643.00           | $1666.47           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAD0898 | 2040-03-01      | 6.9010%  | 0.0000% | $51.50             | $53.85             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAD3532 | 2040-04-01      | 6.7050%  | 0.0000% | $20375.70          | $20939.83          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAD5093 | 2025-10-01      | 3.5000%  | 0.0000% | $19.20             | $19.16             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAE0881 | 2041-02-01      | 6.7730%  | 0.0000% | $27581.14          | $28657.11          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAE0054 | 2040-06-01      | 7.0590%  | 0.0000% | $4836.42           | $5030.40           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAE0277 | 2039-09-01      | 7.3510%  | 0.0000% | $15321.83          | $15824.68          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAE0279 | 2038-11-01      | 6.8350%  | 0.0000% | $18506.44          | $18977.24          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAE0949 | 2041-02-01      | 4.0000%  | 0.0000% | $959.59            | $915.57            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAE1806 | 2025-10-01      | 3.5000%  | 0.0000% | $8.27              | $8.25              | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQX0813 | 2054-12-01      | 4.0000%  | 0.0000% | $3956.40           | $3633.87           | Agency Mortgage-Backed Securities |
| GNII SF MA8347 M     | 2052-10-20      | 4.5000%  | 0.0000% | $20707.82          | $19694.90          | Agency Mortgage-Backed Securities |
| GNII SF MA8426 M     | 2052-11-20      | 4.0000%  | 0.0000% | $843.56            | $776.47            | Agency Mortgage-Backed Securities |
| GNII SF MA8429 M     | 2052-10-20      | 5.5000%  | 0.0000% | $30322450.62       | $30322770.71       | Agency Mortgage-Backed Securities |
| GNII SF MA8486 M     | 2052-11-20      | 3.0000%  | 0.0000% | $2337.84           | $2038.44           | Agency Mortgage-Backed Securities |
| GNII SF MA8487 M     | 2052-11-20      | 3.5000%  | 0.0000% | $2554.73           | $2280.93           | Agency Mortgage-Backed Securities |
| GNII SF MA8493 M     | 2052-12-20      | 6.5000%  | 0.0000% | $74141.79          | $76316.52          | Agency Mortgage-Backed Securities |
| GNII SF MA9772 M     | 2051-01-20      | 2.0000%  | 0.0000% | $1653.55           | $1327.37           | Agency Mortgage-Backed Securities |
| GNII SF MA9781 M     | 2054-07-20      | 6.5000%  | 0.0000% | $755.06            | $775.49            | Agency Mortgage-Backed Securities |
| GNII SF MA9010 M     | 2053-07-20      | 2.0000%  | 0.0000% | $811.93            | $651.77            | Agency Mortgage-Backed Securities |
| GNII SF MA9012 M     | 2053-05-20      | 3.0000%  | 0.0000% | $1704.30           | $1488.36           | Agency Mortgage-Backed Securities |
| GNII SF MA9013 M     | 2053-07-20      | 3.5000%  | 0.0000% | $2597.13           | $2329.18           | Agency Mortgage-Backed Securities |
| GNII SF MA9015 M     | 2053-04-20      | 4.5000%  | 0.0000% | $1812.50           | $1719.35           | Agency Mortgage-Backed Securities |
| GNII SF MA9018 M     | 2053-07-20      | 6.0000%  | 0.0000% | $479110.81         | $488636.17         | Agency Mortgage-Backed Securities |
| GNII SF MA9099 M     | 2052-05-20      | 2.0000%  | 0.0000% | $788.44            | $632.91            | Agency Mortgage-Backed Securities |
| GNII SF MA9101 M     | 2053-07-20      | 3.0000%  | 0.0000% | $2570.86           | $2241.09           | Agency Mortgage-Backed Securities |
| GNII SF MA9104 M     | 2053-07-20      | 4.5000%  | 0.0000% | $2751.45           | $2607.51           | Agency Mortgage-Backed Securities |
| GNII SF MA9109 M     | 2053-08-20      | 7.0000%  | 0.0000% | $422.99            | $438.95            | Agency Mortgage-Backed Securities |
| GNII SF MA9110 M     | 2053-08-20      | 7.5000%  | 0.0000% | $291.13            | $302.85            | Agency Mortgage-Backed Securities |
| GNII SF MA9171 M     | 2053-09-20      | 5.5000%  | 0.0000% | $809.99            | $809.42            | Agency Mortgage-Backed Securities |
| GNII SF MA9174 M     | 2053-08-20      | 7.0000%  | 0.0000% | $428.27            | $443.71            | Agency Mortgage-Backed Securities |
| GNII SF MA9234 M     | 2052-02-20      | 2.0000%  | 0.0000% | $1755.11           | $1408.90           | Agency Mortgage-Backed Securities |
| GNII SF MA9237 M     | 2053-10-20      | 3.5000%  | 0.0000% | $1730.72           | $1544.79           | Agency Mortgage-Backed Securities |
| GNII SF MA9242 M     | 2053-09-20      | 6.0000%  | 0.0000% | $4933.27           | $5029.08           | Agency Mortgage-Backed Securities |
| GNII SF MA9244 M     | 2053-09-20      | 7.0000%  | 0.0000% | $434.90            | $451.51            | Agency Mortgage-Backed Securities |
| GNII ET DG6417 C     | 2065-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1024.32           | Agency Mortgage-Backed Securities |
| GNII SF MA9908 M     | 2054-09-20      | 6.5000%  | 0.0000% | $580881.41         | $596138.91         | Agency Mortgage-Backed Securities |
| GNII SF MA9963 M     | 2054-10-20      | 4.5000%  | 0.0000% | $1967.70           | $1860.47           | Agency Mortgage-Backed Securities |
| GNII SF AD1755 C     | 2043-02-20      | 3.5000%  | 0.0000% | $260.19            | $232.84            | Agency Mortgage-Backed Securities |
| GNII SF AE8491 C     | 2044-07-20      | 4.0000%  | 0.0000% | $134.00            | $124.62            | Agency Mortgage-Backed Securities |
| GNII SF MB0024 M     | 2054-11-20      | 4.5000%  | 0.0000% | $10769.42          | $10182.54          | Agency Mortgage-Backed Securities |
| GNII SF MB0025 M     | 2054-11-20      | 5.0000%  | 0.0000% | $2162985.49        | $2105897.33        | Agency Mortgage-Backed Securities |
| GNII SF MB0089 M     | 2054-09-20      | 4.0000%  | 0.0000% | $942701.88         | $865213.88         | Agency Mortgage-Backed Securities |
| GNII SF MB0091 M     | 2054-12-20      | 5.0000%  | 0.0000% | $9386346.02        | $9137164.61        | Agency Mortgage-Backed Securities |

### Security 358: Citibank NA

- **C.1 - Title:** Citibank NA 4.340000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 981ZCN003, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395, C.5 - Other ID: 981ZCN003_4.34_0605
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.500 CLSD8515 | 2055-03-01      | 5.5000%  | 0.0000% | $3947467.91        | $3921606.30        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8533 | 2055-05-01      | 5.5000%  | 0.0000% | $1773299.15        | $1761681.48        | Agency Mortgage-Backed Securities |
| FKAR 04.750 WAWA3430 | 2043-02-01      | 4.7500%  | 0.0000% | $20776.64          | $19570.53          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB0286 | 2054-03-01      | 5.5000%  | 0.0000% | $17867.82          | $17750.81          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5986 | 2053-03-01      | 5.0000%  | 0.0000% | $380186.41         | $369865.78         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  | 0.0000% | $24654.93          | $22677.56          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4769 | 2052-09-01      | 2.0000%  | 0.0000% | $953692.56         | $742738.73         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4803 | 2052-11-01      | 3.5000%  | 0.0000% | $881.14            | $783.58            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  | 0.0000% | $295726.65         | $294358.48         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5027 | 2053-05-01      | 4.0000%  | 0.0000% | $263134.26         | $241820.18         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5106 | 2053-08-01      | 5.0000%  | 0.0000% | $17738.97          | $17252.83          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5263 | 2054-01-01      | 4.0000%  | 0.0000% | $5639.96           | $5180.09           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5497 | 2054-10-01      | 5.5000%  | 0.0000% | $19931811.56       | $19801269.28       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5535 | 2039-11-01      | 5.0000%  | 0.0000% | $892.98            | $897.03            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5700 | 2055-05-01      | 5.5000%  | 0.0000% | $996.09            | $989.57            | Agency Mortgage-Backed Securities |
| GNII SF MA7417 M     | 2051-06-20      | 2.0000%  | 0.0000% | $2284122.02        | $1833554.08        | Agency Mortgage-Backed Securities |
| GNII SF MA7418 M     | 2051-06-20      | 2.5000%  | 0.0000% | $2814942.87        | $2360227.95        | Agency Mortgage-Backed Securities |
| GNII SF MA7419 M     | 2051-06-20      | 3.0000%  | 0.0000% | $601.84            | $524.73            | Agency Mortgage-Backed Securities |
| GNII SF MA7471 M     | 2051-07-20      | 2.0000%  | 0.0000% | $2116.95           | $1699.36           | Agency Mortgage-Backed Securities |
| GNII SF MA7472 M     | 2051-07-20      | 2.5000%  | 0.0000% | $691.45            | $579.76            | Agency Mortgage-Backed Securities |
| GNII SF MA7475 M     | 2051-07-20      | 4.0000%  | 0.0000% | $331895.08         | $307448.43         | Agency Mortgage-Backed Securities |
| GNII SF MA7648 M     | 2051-10-20      | 2.0000%  | 0.0000% | $747.22            | $599.82            | Agency Mortgage-Backed Securities |
| GNII SF MA7650 M     | 2051-10-20      | 3.0000%  | 0.0000% | $41018.85          | $35763.25          | Agency Mortgage-Backed Securities |
| GNII SF MA7706 M     | 2051-11-20      | 3.0000%  | 0.0000% | $2581882.41        | $2250695.75        | Agency Mortgage-Backed Securities |
| GNII SF MA7707 M     | 2051-11-20      | 3.5000%  | 0.0000% | $518368.36         | $463514.33         | Agency Mortgage-Backed Securities |
| GNII SF MA7767 M     | 2051-12-20      | 2.5000%  | 0.0000% | $2381282.11        | $1996619.06        | Agency Mortgage-Backed Securities |
| GNII SF MA7768 M     | 2051-12-20      | 3.0000%  | 0.0000% | $1571.83           | $1370.20           | Agency Mortgage-Backed Securities |
| GNII SF MA7832 M     | 2052-01-20      | 5.0000%  | 0.0000% | $1067.81           | $1049.56           | Agency Mortgage-Backed Securities |
| GNII SF MA7880 M     | 2052-02-20      | 2.0000%  | 0.0000% | $807.41            | $648.14            | Agency Mortgage-Backed Securities |
| GNII SF MA7881 M     | 2052-02-20      | 2.5000%  | 0.0000% | $1527587.15        | $1280826.66        | Agency Mortgage-Backed Securities |
| GNII SF MA7883 M     | 2052-02-20      | 3.5000%  | 0.0000% | $2283.71           | $2040.13           | Agency Mortgage-Backed Securities |
| GNII SF MA8879 M     | 2053-05-20      | 5.5000%  | 0.0000% | $4043.48           | $4044.37           | Agency Mortgage-Backed Securities |
| GNII SF MA8150 M     | 2052-07-20      | 4.0000%  | 0.0000% | $1674.85           | $1543.46           | Agency Mortgage-Backed Securities |
| GNII SF MA8152 M     | 2052-07-20      | 5.0000%  | 0.0000% | $776.21            | $757.31            | Agency Mortgage-Backed Securities |
| GNII SF MA8197 M     | 2052-07-20      | 2.5000%  | 0.0000% | $1584.05           | $1328.79           | Agency Mortgage-Backed Securities |
| GNII SF MA8202 M     | 2052-08-20      | 5.0000%  | 0.0000% | $787.31            | $769.82            | Agency Mortgage-Backed Securities |
| GNII SF MA8264 M     | 2052-09-20      | 2.5000%  | 0.0000% | $2298.75           | $1927.42           | Agency Mortgage-Backed Securities |
| GNII SF MA8268 M     | 2052-09-20      | 4.5000%  | 0.0000% | $140762.96         | $133877.54         | Agency Mortgage-Backed Securities |
| GNII SF MA8269 M     | 2052-09-20      | 5.0000%  | 0.0000% | $791.50            | $773.67            | Agency Mortgage-Backed Securities |
| GNII SF DF5139 C     | 2054-10-20      | 6.5000%  | 0.0000% | $1003.64           | $1054.60           | Agency Mortgage-Backed Securities |
| GNII SF DF5203 C     | 2054-10-20      | 6.5000%  | 0.0000% | $4679654.07        | $4917404.42        | Agency Mortgage-Backed Securities |
| GNAR AR 008874 M     | 2026-05-20      | 4.8750%  | 0.0000% | $155.50            | $155.53            | Agency Mortgage-Backed Securities |
| GNAR AR 008911 M     | 2026-07-20      | 4.6250%  | 0.0000% | $113.35            | $113.79            | Agency Mortgage-Backed Securities |
| GNAR AR 008913 M     | 2026-07-20      | 4.6250%  | 0.0000% | $818.01            | $822.49            | Agency Mortgage-Backed Securities |
| GNAR AR 008928 M     | 2026-07-20      | 5.0000%  | 0.0000% | $73.45             | $73.59             | Agency Mortgage-Backed Securities |
| GNAR AR 008959 M     | 2026-08-20      | 5.0000%  | 0.0000% | $348.01            | $348.88            | Agency Mortgage-Backed Securities |
| GNAR AR 008967 M     | 2026-09-20      | 4.6250%  | 0.0000% | $363.63            | $362.93            | Agency Mortgage-Backed Securities |
| GNAR AR 008968 M     | 2026-09-20      | 4.6250%  | 0.0000% | $141.83            | $142.66            | Agency Mortgage-Backed Securities |
| GNAR AR 008971 M     | 2026-09-20      | 4.6250%  | 0.0000% | $32.20             | $32.21             | Agency Mortgage-Backed Securities |
| GNAR AR 008639 M     | 2025-06-20      | 4.8750%  | 0.0000% | $2.26              | $2.27              | Agency Mortgage-Backed Securities |
| GNAR AR 008651 M     | 2025-07-20      | 4.6250%  | 0.0000% | $17.78             | $17.80             | Agency Mortgage-Backed Securities |
| GNAR AR 008703 M     | 2025-09-20      | 4.6250%  | 0.0000% | $2.21              | $2.21              | Agency Mortgage-Backed Securities |
| GNAR AR 008685 M     | 2025-08-20      | 4.6250%  | 0.0000% | $1.18              | $1.18              | Agency Mortgage-Backed Securities |
| GNAR AR 008770 M     | 2025-12-20      | 4.7500%  | 0.0000% | $10.30             | $10.32             | Agency Mortgage-Backed Securities |
| GNAR AR 008744 M     | 2025-11-20      | 4.7500%  | 0.0000% | $20.00             | $20.04             | Agency Mortgage-Backed Securities |
| GNAR AR 008746 M     | 2025-11-20      | 4.7500%  | 0.0000% | $119.58            | $119.93            | Agency Mortgage-Backed Securities |
| GNAR AR 008747 M     | 2025-11-20      | 4.7500%  | 0.0000% | $542.01            | $543.67            | Agency Mortgage-Backed Securities |
| GNAR AR 008816 M     | 2026-02-20      | 5.6250%  | 0.0000% | $618.60            | $619.70            | Agency Mortgage-Backed Securities |
| GNAR AR 008865 M     | 2026-05-20      | 4.8750%  | 0.0000% | $1127.13           | $1129.51           | Agency Mortgage-Backed Securities |
| GNAR AR 008844 M     | 2026-03-20      | 5.6250%  | 0.0000% | $279.95            | $280.73            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD2775 | 2055-04-01      | 5.0000%  | 0.0000% | $219576.00         | $213184.53         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD6746 | 2055-04-01      | 5.5000%  | 0.0000% | $102829.80         | $102381.21         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD6725 | 2055-04-01      | 5.0000%  | 0.0000% | $998.91            | $980.46            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD6798 | 2055-05-01      | 5.5000%  | 0.0000% | $804501.00         | $800991.41         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD7066 | 2055-05-01      | 6.0000%  | 0.0000% | $1056780.00        | $1073953.03        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD7512 | 2055-05-01      | 5.5000%  | 0.0000% | $33289.00          | $33136.49          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD7493 | 2055-05-01      | 5.0000%  | 0.0000% | $999.06            | $978.45            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM3277 | 2048-05-01      | 3.5000%  | 0.0000% | $21843.17          | $19792.65          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  | 0.0000% | $14444.42          | $13492.37          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM4216 | 2049-06-01      | 3.5000%  | 0.0000% | $13929.31          | $12603.01          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM5425 | 2049-06-01      | 3.5000%  | 0.0000% | $13651.76          | $12324.38          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7075 | 2049-07-01      | 4.0000%  | 0.0000% | $5574.53           | $5209.95           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  | 0.0000% | $25317.42          | $22739.21          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM9879 | 2051-12-01      | 3.5000%  | 0.0000% | $444065.80         | $395170.80         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY0767 | 2055-04-01      | 6.0000%  | 0.0000% | $3298291.58        | $3374404.05        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY1838 | 2055-04-01      | 6.0000%  | 0.0000% | $2122233.87        | $2168340.10        | Agency Mortgage-Backed Securities |
| GNII SF MA7936 M     | 2052-03-20      | 2.5000%  | 0.0000% | $771.97            | $647.27            | Agency Mortgage-Backed Securities |
| GNII SF MA7938 M     | 2052-03-20      | 3.5000%  | 0.0000% | $2480.06           | $2213.25           | Agency Mortgage-Backed Securities |
| GNII SF MA7941 M     | 2048-07-20      | 5.0000%  | 0.0000% | $1314.03           | $1289.69           | Agency Mortgage-Backed Securities |
| GNII SF MA8874 M     | 2051-05-20      | 3.0000%  | 0.0000% | $7052756.87        | $6168176.59        | Agency Mortgage-Backed Securities |
| GNII SF MA8877 M     | 2053-05-20      | 4.5000%  | 0.0000% | $2670.12           | $2534.54           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY3636 | 2055-05-01      | 5.5000%  | 0.0000% | $145730.00         | $145339.38         | Agency Mortgage-Backed Securities |
| GNII SF MA9305 M     | 2053-11-20      | 5.5000%  | 0.0000% | $843.20            | $841.31            | Agency Mortgage-Backed Securities |
| GNII SF MA9363 M     | 2053-11-20      | 6.0000%  | 0.0000% | $677.09            | $690.08            | Agency Mortgage-Backed Securities |
| GNII SF MA9365 M     | 2053-12-20      | 7.0000%  | 0.0000% | $433.94            | $450.81            | Agency Mortgage-Backed Securities |
| GNII SF MA9669 M     | 2054-05-20      | 6.0000%  | 0.0000% | $3378234.21        | $3436411.90        | Agency Mortgage-Backed Securities |
| GNII SF MA9671 M     | 2054-05-20      | 7.0000%  | 0.0000% | $640401.05         | $663429.16         | Agency Mortgage-Backed Securities |
| GNII SF MA9664 M     | 2054-05-20      | 3.5000%  | 0.0000% | $16501427.50       | $14691822.29       | Agency Mortgage-Backed Securities |
| GNII SF BA0259 C     | 2047-06-20      | 4.0000%  | 0.0000% | $215.85            | $200.74            | Agency Mortgage-Backed Securities |
| GNII SF DH8018 C     | 2055-02-20      | 7.0000%  | 0.0000% | $3016.89           | $3179.29           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD7657 | 2055-06-01      | 5.5000%  | 0.0000% | $1289250.00        | $1283179.64        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD9249 | 2055-06-01      | 6.0000%  | 0.0000% | $1060.00           | $1093.87           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD9289 | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $993.45            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD9299 | 2055-04-01      | 5.0000%  | 0.0000% | $1221145.00        | $1189213.01        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD9973 | 2055-05-01      | 6.5000%  | 0.0000% | $525849.00         | $546695.29         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE0512 | 2055-06-01      | 6.5000%  | 0.0000% | $1138740.00        | $1185797.42        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE0641 | 2055-05-01      | 6.5000%  | 0.0000% | $138158.00         | $142840.74         | Agency Mortgage-Backed Securities |
| FNMS 05.000 I3BF0163 | 2046-11-01      | 5.0000%  | 0.0000% | $73707.24          | $73730.07          | Agency Mortgage-Backed Securities |
| FNMS 03.000 I4BF0561 | 2061-09-01      | 3.0000%  | 0.0000% | $77834.17          | $64635.42          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1476 | 2052-03-01      | 3.0000%  | 0.0000% | $60334.25          | $51422.02          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS2500 | 2037-03-01      | 3.0000%  | 0.0000% | $106661.54         | $101177.40         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1468 | 2055-05-01      | 6.0000%  | 0.0000% | $748660.00         | $761081.27         | Agency Mortgage-Backed Securities |
| FMAR 8B0379 G        | 2054-10-01      | 5.4790%  | 0.0000% | $21803.65          | $22157.93          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ3284 | 2055-02-01      | 5.5000%  | 0.0000% | $584498.54         | $581387.58         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ3607 | 2054-11-01      | 5.0000%  | 0.0000% | $129419.32         | $125634.30         | Agency Mortgage-Backed Securities |
| GNII SF BX2402 C     | 2050-10-20      | 2.5000%  | 0.0000% | $11585080.31       | $9713323.94        | Agency Mortgage-Backed Securities |
| GNII SF CB1024 C     | 2051-02-20      | 2.5000%  | 0.0000% | $735.46            | $604.76            | Agency Mortgage-Backed Securities |
| GNII SF CD7215 C     | 2051-05-20      | 2.5000%  | 0.0000% | $3016922.08        | $2499045.95        | Agency Mortgage-Backed Securities |
| GNII SF CH7881 C     | 2051-10-20      | 3.0000%  | 0.0000% | $1332.46           | $1187.56           | Agency Mortgage-Backed Securities |
| GNII SF DJ3597 C     | 2055-04-20      | 6.0000%  | 0.0000% | $140105.11         | $143181.59         | Agency Mortgage-Backed Securities |
| FMIN 07/15/2028 F    | 2028-07-15      | 0.0000%  | 0.0000% | $8000.00           | $7047.29           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM3844 | 2044-12-01      | 6.4220%  | 0.0000% | $129608.93         | $134217.78         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX XYBM7189 | 2025-10-01      | 2.9530%  | 0.0000% | $627.14            | $625.98            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS4794 | 2037-08-01      | 2.0000%  | 0.0000% | $804.15            | $727.07            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5139 | 2052-07-01      | 3.5000%  | 0.0000% | $886228.54         | $787971.01         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5155 | 2053-07-01      | 5.0000%  | 0.0000% | $82174.39          | $80944.55          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6599 | 2052-09-01      | 3.5000%  | 0.0000% | $325000.40         | $288580.35         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  | 0.0000% | $4052.99           | $3451.96           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7010 | 2053-06-01      | 5.0000%  | 0.0000% | $159317.68         | $155936.29         | Agency Mortgage-Backed Securities |
| GNII SF AC0071 C     | 2042-10-20      | 3.5000%  | 0.0000% | $242.23            | $214.36            | Agency Mortgage-Backed Securities |
| GNII SF MA0852 M     | 2043-01-20      | 3.5000%  | 0.0000% | $99.84             | $91.45             | Agency Mortgage-Backed Securities |
| GNII SF MA0859 M     | 2038-11-20      | 7.0000%  | 0.0000% | $1791.33           | $1865.87           | Agency Mortgage-Backed Securities |
| GNII SF MA0153 M     | 2042-06-20      | 3.0000%  | 0.0000% | $343.48            | $308.75            | Agency Mortgage-Backed Securities |
| GNII SF MA0158 M     | 2042-06-20      | 5.5000%  | 0.0000% | $1634.40           | $1668.89           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1305 | 2052-07-01      | 5.0000%  | 0.0000% | $94313.27          | $91959.66          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT257451 | 2028-11-01      | 5.5000%  | 0.0000% | $9005.41           | $9135.01           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAK7791 | 2042-03-01      | 4.5000%  | 0.0000% | $17243.08          | $16534.75          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS3483 | 2041-10-01      | 2.2600%  | 0.0000% | $85339.00          | $57807.32          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBU3910 | 2036-12-01      | 2.5000%  | 0.0000% | $135571.75         | $125568.17         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV7920 | 2052-08-01      | 3.5000%  | 0.0000% | $5619.31           | $4991.59           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9890 | 2054-02-01      | 5.5000%  | 0.0000% | $941.15            | $947.47            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS9581 | 2051-11-01      | 2.0000%  | 0.0000% | $15096.01          | $11777.70          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0218 | 2055-04-01      | 6.0000%  | 0.0000% | $45700666.83       | $46472931.92       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CICC0470 | 2040-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.90           | Agency Mortgage-Backed Securities |
| GNII SF MA1012 M     | 2043-05-20      | 3.5000%  | 0.0000% | $111.09            | $101.75            | Agency Mortgage-Backed Securities |
| GNII SF MA1523 M     | 2043-12-20      | 4.5000%  | 0.0000% | $197.02            | $190.68            | Agency Mortgage-Backed Securities |
| GNII SF MA1602 M     | 2044-01-20      | 4.5000%  | 0.0000% | $78.57             | $76.06             | Agency Mortgage-Backed Securities |
| GNII SF MA2223 M     | 2044-09-20      | 3.5000%  | 0.0000% | $118.71            | $108.29            | Agency Mortgage-Backed Securities |
| GNII SF MA2224 M     | 2044-09-20      | 4.0000%  | 0.0000% | $151.62            | $142.23            | Agency Mortgage-Backed Securities |
| GNII SF MA2304 M     | 2044-10-20      | 4.0000%  | 0.0000% | $70.87             | $66.45             | Agency Mortgage-Backed Securities |
| GNII SF MA2450 M     | 2038-02-20      | 6.0000%  | 0.0000% | $4344.49           | $4542.10           | Agency Mortgage-Backed Securities |
| GNII SF MA2754 M     | 2045-04-20      | 3.5000%  | 0.0000% | $82.28             | $74.76             | Agency Mortgage-Backed Securities |
| GNII SF MA3173 M     | 2045-10-20      | 3.5000%  | 0.0000% | $413.94            | $375.23            | Agency Mortgage-Backed Securities |
| GNII SF MA4382 M     | 2047-04-20      | 3.5000%  | 0.0000% | $130.76            | $118.07            | Agency Mortgage-Backed Securities |
| GNII SF MA3666 M     | 2046-05-20      | 5.0000%  | 0.0000% | $1371.77           | $1370.87           | Agency Mortgage-Backed Securities |
| GNII SF MA3736 M     | 2046-06-20      | 3.5000%  | 0.0000% | $365.68            | $330.54            | Agency Mortgage-Backed Securities |
| GNII SF MA3937 M     | 2046-09-20      | 3.5000%  | 0.0000% | $133.87            | $120.97            | Agency Mortgage-Backed Securities |
| GNII SF MA4069 M     | 2046-11-20      | 3.5000%  | 0.0000% | $1023.09           | $924.24            | Agency Mortgage-Backed Securities |
| GNII SF MA4195 M     | 2047-01-20      | 3.0000%  | 0.0000% | $71236.59          | $62886.71          | Agency Mortgage-Backed Securities |
| GNII SF MA4264 M     | 2047-02-20      | 4.5000%  | 0.0000% | $201.68            | $193.95            | Agency Mortgage-Backed Securities |
| GNII SF MA5329 M     | 2048-06-20      | 3.5000%  | 0.0000% | $116584.18         | $105127.15         | Agency Mortgage-Backed Securities |
| GNII SF MA5330 M     | 2048-07-20      | 4.0000%  | 0.0000% | $394.88            | $366.20            | Agency Mortgage-Backed Securities |
| GNII SF MA5331 M     | 2048-06-20      | 4.5000%  | 0.0000% | $368.36            | $353.01            | Agency Mortgage-Backed Securities |
| GNII SF MA5398 M     | 2048-08-20      | 4.0000%  | 0.0000% | $286665.25         | $265727.85         | Agency Mortgage-Backed Securities |
| GNII SF MA5399 M     | 2048-08-20      | 4.5000%  | 0.0000% | $493.05            | $472.49            | Agency Mortgage-Backed Securities |
| GNII SF MA4511 M     | 2047-06-20      | 4.0000%  | 0.0000% | $212.07            | $197.24            | Agency Mortgage-Backed Securities |
| GNII SF MA4586 M     | 2047-07-20      | 3.5000%  | 0.0000% | $1093.39           | $986.72            | Agency Mortgage-Backed Securities |
| GNII SF MA4587 M     | 2047-07-20      | 4.0000%  | 0.0000% | $106.05            | $98.61             | Agency Mortgage-Backed Securities |
| GNII SF MA4654 M     | 2047-08-20      | 4.5000%  | 0.0000% | $191.33            | $183.76            | Agency Mortgage-Backed Securities |
| GNII SF AL9364 C     | 2045-03-20      | 3.5000%  | 0.0000% | $4444.73           | $3977.13           | Agency Mortgage-Backed Securities |
| GNPL PN CQ0057       | 2060-03-15      | 5.8500%  | 0.0000% | $4402.94           | $4593.87           | Agency Mortgage-Backed Securities |
| GNII SF CR3025 C     | 2052-12-20      | 5.5000%  | 0.0000% | $2658.52           | $2668.19           | Agency Mortgage-Backed Securities |
| GNII SF CR9210 C     | 2053-01-20      | 5.5000%  | 0.0000% | $3470.66           | $3465.62           | Agency Mortgage-Backed Securities |
| GNCL CL CS6552       | 2056-09-15      | 6.1000%  | 0.0000% | $22373.00          | $22253.75          | Agency Mortgage-Backed Securities |
| GNII SF CV1213 C     | 2053-08-20      | 7.0000%  | 0.0000% | $157.30            | $162.70            | Agency Mortgage-Backed Securities |
| GNII SF CV6207 C     | 2053-07-20      | 7.0000%  | 0.0000% | $1963.56           | $2085.52           | Agency Mortgage-Backed Securities |
| GNII SF MB0145 M     | 2055-01-20      | 4.5000%  | 0.0000% | $991.38            | $937.35            | Agency Mortgage-Backed Securities |
| GNII SF MB0150 M     | 2054-12-20      | 7.0000%  | 0.0000% | $4547.25           | $4710.04           | Agency Mortgage-Backed Securities |
| GNII SF MB0308 M     | 2055-04-20      | 5.5000%  | 0.0000% | $2693594.66        | $2684677.67        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2920 | 2053-05-01      | 5.5000%  | 0.0000% | $2335825.48        | $2339596.81        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD5846 | 2052-08-01      | 2.0000%  | 0.0000% | $3244364.17        | $2524517.99        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL5548 | 2038-05-01      | 7.1470%  | 0.0000% | $21299.67          | $22170.58          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL9012 | 2046-09-01      | 7.2290%  | 0.0000% | $136094.76         | $141156.99         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL9063 | 2031-02-01      | 3.5000%  | 0.0000% | $8115.41           | $8004.30           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL9135 | 2043-01-01      | 4.0000%  | 0.0000% | $26991.03          | $25744.59          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN0360 | 2045-12-01      | 3.9500%  | 0.0000% | $15965.00          | $13701.42          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN6754 | 2037-09-01      | 3.1700%  | 0.0000% | $344766.00         | $296331.76         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMB0304 | 2055-03-01      | 4.0000%  | 0.0000% | $52999.69          | $48661.57          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAS2676 | 2029-06-01      | 3.0000%  | 0.0000% | $68800.98          | $67377.94          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAS3220 | 2029-09-01      | 3.0000%  | 0.0000% | $38334.26          | $37524.81          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAS5616 | 2030-08-01      | 2.5000%  | 0.0000% | $28531.92          | $27515.78          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAS5622 | 2030-08-01      | 3.0000%  | 0.0000% | $21880.12          | $21343.31          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY6234 | 2053-07-01      | 5.5000%  | 0.0000% | $5281.56           | $5294.24           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ0972 | 2034-05-01      | 5.3300%  | 0.0000% | $1000.00           | $1038.04           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ2050 | 2034-10-01      | 4.1900%  | 0.0000% | $1100.00           | $1050.66           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ2074 | 2034-10-01      | 4.4200%  | 0.0000% | $1981.00           | $1927.73           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3525 | 2032-05-01      | 4.8300%  | 0.0000% | $34278.00          | $34781.74          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ3570 | 2030-05-01      | 4.9300%  | 0.0000% | $999.29            | $1020.56           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3705 | 2032-05-01      | 4.7900%  | 0.0000% | $247030.00         | $249958.20         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3859 | 2030-05-01      | 4.6700%  | 0.0000% | $3473300.00        | $3516288.84        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1053 | 2048-01-01      | 3.5000%  | 0.0000% | $9861.06           | $8833.64           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA4435 | 2049-10-01      | 4.5000%  | 0.0000% | $120225.20         | $115235.73         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA4831 | 2049-12-01      | 4.5000%  | 0.0000% | $69822.56          | $66665.82          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  | 0.0000% | $7730.30           | $7217.35           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3182 | 2047-11-01      | 3.5000%  | 0.0000% | $16598.53          | $15039.55          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3238 | 2048-01-01      | 3.5000%  | 0.0000% | $36443.66          | $32947.42          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3414 | 2048-07-01      | 3.5000%  | 0.0000% | $6400.62           | $5776.62           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4437 | 2051-10-01      | 2.0000%  | 0.0000% | $1363787.12        | $1061167.00        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4492 | 2051-12-01      | 2.0000%  | 0.0000% | $817.76            | $637.31            | Agency Mortgage-Backed Securities |
| GNII SF MA4718 M     | 2047-09-20      | 3.0000%  | 0.0000% | $3370.63           | $2971.16           | Agency Mortgage-Backed Securities |
| GNII SF MA4720 M     | 2047-09-20      | 4.0000%  | 0.0000% | $116.67            | $108.41            | Agency Mortgage-Backed Securities |
| GNII SF MA4778 M     | 2047-10-20      | 3.5000%  | 0.0000% | $138.58            | $125.02            | Agency Mortgage-Backed Securities |
| GNII SF MA4837 M     | 2047-11-20      | 3.5000%  | 0.0000% | $1402.84           | $1265.40           | Agency Mortgage-Backed Securities |
| GNII SF MA4899 M     | 2047-12-20      | 3.0000%  | 0.0000% | $113397.08         | $99957.45          | Agency Mortgage-Backed Securities |
| GNII SF MA4900 M     | 2047-12-20      | 3.5000%  | 0.0000% | $2347.81           | $2117.55           | Agency Mortgage-Backed Securities |
| GNII SF MA4962 M     | 2048-01-20      | 3.5000%  | 0.0000% | $3296.31           | $2972.73           | Agency Mortgage-Backed Securities |
| GNII SF MA5019 M     | 2048-02-20      | 3.5000%  | 0.0000% | $4584.11           | $4133.62           | Agency Mortgage-Backed Securities |
| GNII SF MA5078 M     | 2048-03-20      | 4.0000%  | 0.0000% | $197.29            | $183.16            | Agency Mortgage-Backed Securities |
| GNII SF MA5079 M     | 2048-03-20      | 4.5000%  | 0.0000% | $186.45            | $178.98            | Agency Mortgage-Backed Securities |
| GNII SF MA5136 M     | 2048-04-20      | 3.5000%  | 0.0000% | $2974.84           | $2678.96           | Agency Mortgage-Backed Securities |
| GNII SF MA5137 M     | 2048-04-20      | 4.0000%  | 0.0000% | $485.23            | $448.99            | Agency Mortgage-Backed Securities |
| GNII SF MA5191 M     | 2048-05-20      | 3.5000%  | 0.0000% | $4413.14           | $3980.37           | Agency Mortgage-Backed Securities |
| GNII SF MA5193 M     | 2048-05-20      | 4.5000%  | 0.0000% | $79.56             | $76.27             | Agency Mortgage-Backed Securities |
| GNII SF MA5194 M     | 2048-04-20      | 5.0000%  | 0.0000% | $234.62            | $231.86            | Agency Mortgage-Backed Securities |
| GNII SF MA5265 M     | 2048-05-20      | 4.5000%  | 0.0000% | $87.90             | $84.25             | Agency Mortgage-Backed Securities |
| GNII SF MA6219 M     | 2049-10-20      | 3.5000%  | 0.0000% | $404.09            | $362.63            | Agency Mortgage-Backed Securities |
| GNII SF MA6287 M     | 2049-10-20      | 5.0000%  | 0.0000% | $157.69            | $155.82            | Agency Mortgage-Backed Securities |
| GNII SF MA5465 M     | 2048-09-20      | 3.5000%  | 0.0000% | $364.81            | $328.57            | Agency Mortgage-Backed Securities |
| GNII SF MA5466 M     | 2048-09-20      | 4.0000%  | 0.0000% | $311.81            | $289.13            | Agency Mortgage-Backed Securities |
| GNII SF MA5467 M     | 2048-09-20      | 4.5000%  | 0.0000% | $1379.15           | $1321.55           | Agency Mortgage-Backed Securities |
| GNII SF MA5530 M     | 2048-10-20      | 5.0000%  | 0.0000% | $106732.50         | $105428.96         | Agency Mortgage-Backed Securities |
| GNII SF MA5594 M     | 2048-11-20      | 3.5000%  | 0.0000% | $1038.59           | $935.02            | Agency Mortgage-Backed Securities |
| GNII SF MA5596 M     | 2048-11-20      | 4.5000%  | 0.0000% | $157.32            | $150.73            | Agency Mortgage-Backed Securities |
| GNII SF MA5650 M     | 2048-12-20      | 3.5000%  | 0.0000% | $3458.55           | $3118.67           | Agency Mortgage-Backed Securities |
| GNII SF MA5653 M     | 2048-12-20      | 5.0000%  | 0.0000% | $128.45            | $126.75            | Agency Mortgage-Backed Securities |
| GNII SF MA5711 M     | 2049-01-20      | 4.5000%  | 0.0000% | $137.83            | $131.70            | Agency Mortgage-Backed Securities |
| GNII SF MA5762 M     | 2049-02-20      | 3.5000%  | 0.0000% | $231.25            | $208.50            | Agency Mortgage-Backed Securities |
| GNII SF MA5763 M     | 2049-02-20      | 4.0000%  | 0.0000% | $110.98            | $102.85            | Agency Mortgage-Backed Securities |
| GNII SF MA5766 M     | 2049-02-20      | 5.5000%  | 0.0000% | $178.11            | $180.26            | Agency Mortgage-Backed Securities |
| GNII SF MA5818 M     | 2049-03-20      | 4.5000%  | 0.0000% | $79.45             | $76.11             | Agency Mortgage-Backed Securities |
| GNII SF MA5819 M     | 2049-03-20      | 5.0000%  | 0.0000% | $219.40            | $216.14            | Agency Mortgage-Backed Securities |
| GNII SF MA5876 M     | 2049-04-20      | 4.0000%  | 0.0000% | $262.46            | $244.97            | Agency Mortgage-Backed Securities |
| GNII SF MA5878 M     | 2049-03-20      | 5.0000%  | 0.0000% | $286.37            | $282.74            | Agency Mortgage-Backed Securities |
| GNII SF MA5930 M     | 2049-05-20      | 3.5000%  | 0.0000% | $626.75            | $562.68            | Agency Mortgage-Backed Securities |
| GNII SF MA5985 M     | 2049-06-20      | 3.5000%  | 0.0000% | $469.85            | $419.72            | Agency Mortgage-Backed Securities |
| GNII SF MA6039 M     | 2049-07-20      | 3.5000%  | 0.0000% | $246.29            | $221.08            | Agency Mortgage-Backed Securities |
| GNII SF MA6090 M     | 2049-08-20      | 3.5000%  | 0.0000% | $135.28            | $121.16            | Agency Mortgage-Backed Securities |
| GNII SF MA6154 M     | 2049-09-20      | 3.5000%  | 0.0000% | $1048.48           | $940.91            | Agency Mortgage-Backed Securities |
| GNII SF MA6157 M     | 2049-09-20      | 5.0000%  | 0.0000% | $264.04            | $260.89            | Agency Mortgage-Backed Securities |
| GNII SF MA7135 M     | 2051-01-20      | 2.0000%  | 0.0000% | $310802.66         | $249493.45         | Agency Mortgage-Backed Securities |
| GNII SF MA7192 M     | 2051-02-20      | 2.0000%  | 0.0000% | $2845894.46        | $2284510.79        | Agency Mortgage-Backed Securities |
| GNII SF MA7193 M     | 2051-02-20      | 2.5000%  | 0.0000% | $545.10            | $457.05            | Agency Mortgage-Backed Securities |
| GNII SF MA6338 M     | 2049-12-20      | 3.0000%  | 0.0000% | $455.01            | $398.14            | Agency Mortgage-Backed Securities |
| GNII SF CY3694 C     | 2053-11-20      | 7.0000%  | 0.0000% | $451.21            | $475.30            | Agency Mortgage-Backed Securities |
| GNII SF CZ1338 C     | 2054-04-20      | 6.5000%  | 0.0000% | $1161722.27        | $1240607.98        | Agency Mortgage-Backed Securities |
| GNII SF CZ1439 C     | 2054-05-20      | 7.0000%  | 0.0000% | $671.02            | $694.03            | Agency Mortgage-Backed Securities |
| GNII SF CZ1486 C     | 2054-05-20      | 7.0000%  | 0.0000% | $2281616.09        | $2421173.17        | Agency Mortgage-Backed Securities |
| GNII SF CZ4781 C     | 2054-01-20      | 7.5000%  | 0.0000% | $1061.99           | $1101.05           | Agency Mortgage-Backed Securities |
| GNII SF CZ8986 C     | 2054-03-20      | 6.0000%  | 0.0000% | $2960.95           | $3071.36           | Agency Mortgage-Backed Securities |
| GNII SF DA5250 C     | 2054-05-20      | 7.0000%  | 0.0000% | $740.05            | $765.42            | Agency Mortgage-Backed Securities |
| GNII SF DA9485 C     | 2054-05-20      | 7.0000%  | 0.0000% | $1066739.15        | $1127752.25        | Agency Mortgage-Backed Securities |
| GNII SF DA9714 C     | 2054-05-20      | 6.5000%  | 0.0000% | $1283341.06        | $1353229.39        | Agency Mortgage-Backed Securities |
| GNII SF DB0503 C     | 2054-05-20      | 6.5000%  | 0.0000% | $4912430.85        | $5083722.94        | Agency Mortgage-Backed Securities |
| GNII SF DB1839 C     | 2054-03-20      | 7.0000%  | 0.0000% | $1495.23           | $1581.94           | Agency Mortgage-Backed Securities |
| GNII SF DB3625 C     | 2054-04-20      | 7.0000%  | 0.0000% | $1739.11           | $1827.74           | Agency Mortgage-Backed Securities |
| GNII SF DB4732 C     | 2054-05-20      | 7.5000%  | 0.0000% | $1269228.27        | $1315910.06        | Agency Mortgage-Backed Securities |
| GNII SF DB6117 C     | 2054-05-20      | 7.0000%  | 0.0000% | $1517251.38        | $1598804.99        | Agency Mortgage-Backed Securities |
| GNII SF DB8038 C     | 2054-07-20      | 6.5000%  | 0.0000% | $525.85            | $535.96            | Agency Mortgage-Backed Securities |
| GNII SF DB8113 C     | 2054-06-20      | 6.5000%  | 0.0000% | $475.25            | $487.27            | Agency Mortgage-Backed Securities |
| GNII SF DB9877 C     | 2054-04-20      | 6.5000%  | 0.0000% | $3939.10           | $4076.33           | Agency Mortgage-Backed Securities |
| GNII SF DB9981 C     | 2054-05-20      | 8.0000%  | 0.0000% | $1377541.37        | $1510437.53        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8221 | 2052-06-01      | 3.5000%  | 0.0000% | $231855.51         | $206242.30         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  | 0.0000% | $193968.93         | $165411.40         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8314 | 2053-04-01      | 4.5000%  | 0.0000% | $13868.33          | $13129.86          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAS9519 | 2032-04-01      | 3.5000%  | 0.0000% | $65653.84          | $64534.54          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAT3121 | 2028-04-01      | 3.0000%  | 0.0000% | $5142.73           | $5053.97           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAT6033 | 2028-05-01      | 3.0000%  | 0.0000% | $5738.54           | $5639.06           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAU6041 | 2028-09-01      | 3.5000%  | 0.0000% | $32156.86          | $31605.06          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAU8774 | 2028-10-01      | 3.0000%  | 0.0000% | $13948.00          | $13686.34          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAW0937 | 2029-04-01      | 3.0000%  | 0.0000% | $45422.95          | $44513.93          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAX2741 | 2029-10-01      | 3.5000%  | 0.0000% | $8466.22           | $8291.94           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAY0828 | 2030-05-01      | 2.5000%  | 0.0000% | $7305.97           | $7025.79           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7224 | 2050-10-01      | 2.0000%  | 0.0000% | $64638.04          | $50816.43          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3609 | 2052-05-01      | 3.5000%  | 0.0000% | $404258.33         | $360208.50         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3909 | 2052-06-01      | 4.0000%  | 0.0000% | $7595.87           | $6986.66           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4020 | 2052-07-01      | 4.0000%  | 0.0000% | $14185.55          | $13044.53          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4081 | 2052-07-01      | 3.5000%  | 0.0000% | $9799.50           | $8744.50           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3872 | 2049-12-01      | 3.5000%  | 0.0000% | $12054.61          | $10824.08          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3906 | 2050-01-01      | 3.5000%  | 0.0000% | $9593.27           | $8613.00           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3934 | 2040-02-01      | 3.0000%  | 0.0000% | $12554.36          | $11663.83          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4325 | 2051-05-01      | 2.0000%  | 0.0000% | $414328.33         | $323747.92         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5294 | 2054-03-01      | 5.0000%  | 0.0000% | $7422.32           | $7205.36           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5341 | 2054-04-01      | 4.0000%  | 0.0000% | $5646.71           | $5185.65           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5388 | 2054-06-01      | 5.5000%  | 0.0000% | $764817.16         | $759808.80         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4547 | 2052-02-01      | 2.0000%  | 0.0000% | $838.11            | $653.06            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4582 | 2037-04-01      | 2.0000%  | 0.0000% | $5705.34           | $5158.44           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4624 | 2052-06-01      | 3.0000%  | 0.0000% | $267910.27         | $228254.11         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  | 0.0000% | $414672.16         | $368863.92         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4684 | 2052-06-01      | 4.5000%  | 0.0000% | $8611.66           | $8153.66           | Agency Mortgage-Backed Securities |
| GNII SF MA6413 M     | 2050-01-20      | 5.0000%  | 0.0000% | $60664.93          | $59897.38          | Agency Mortgage-Backed Securities |
| GNII SF MA6474 M     | 2050-02-20      | 3.0000%  | 0.0000% | $576.23            | $504.19            | Agency Mortgage-Backed Securities |
| GNII SF MA6476 M     | 2050-02-20      | 4.0000%  | 0.0000% | $804.25            | $743.65            | Agency Mortgage-Backed Securities |
| GNII SF MA6477 M     | 2050-01-20      | 4.5000%  | 0.0000% | $138.81            | $132.98            | Agency Mortgage-Backed Securities |
| GNII SF MA6544 M     | 2049-07-20      | 4.5000%  | 0.0000% | $145.45            | $139.30            | Agency Mortgage-Backed Securities |
| GNII SF MA6656 M     | 2050-05-20      | 3.0000%  | 0.0000% | $282.73            | $247.23            | Agency Mortgage-Backed Securities |
| GNII SF MA6818 M     | 2050-08-20      | 2.0000%  | 0.0000% | $65034.09          | $52205.41          | Agency Mortgage-Backed Securities |
| GNII SF MA6865 M     | 2050-09-20      | 2.5000%  | 0.0000% | $2295.85           | $1927.24           | Agency Mortgage-Backed Securities |
| GNII SF MA6930 M     | 2050-10-20      | 2.0000%  | 0.0000% | $2026.09           | $1626.42           | Agency Mortgage-Backed Securities |
| GNII SF MA6994 M     | 2050-11-20      | 2.0000%  | 0.0000% | $410774.85         | $329745.04         | Agency Mortgage-Backed Securities |
| GNII SF MA7051 M     | 2050-12-20      | 2.0000%  | 0.0000% | $61167.19          | $49101.29          | Agency Mortgage-Backed Securities |
| GNII SF MA7988 M     | 2052-04-20      | 3.0000%  | 0.0000% | $4367148.12        | $3806959.48        | Agency Mortgage-Backed Securities |
| GNII SF MA8045 M     | 2052-05-20      | 4.0000%  | 0.0000% | $1597.99           | $1472.63           | Agency Mortgage-Backed Securities |
| GNII SF MA8046 M     | 2052-05-20      | 4.5000%  | 0.0000% | $1581.62           | $1504.60           | Agency Mortgage-Backed Securities |
| GNII SF MA7311 M     | 2051-04-20      | 2.0000%  | 0.0000% | $660.43            | $530.15            | Agency Mortgage-Backed Securities |
| GNII SF MA7312 M     | 2051-04-20      | 2.5000%  | 0.0000% | $614.18            | $514.97            | Agency Mortgage-Backed Securities |
| GNII SF MA7366 M     | 2051-05-20      | 2.0000%  | 0.0000% | $1350130.94        | $1083802.91        | Agency Mortgage-Backed Securities |
| GNII SF MA7367 M     | 2051-05-20      | 2.5000%  | 0.0000% | $3723299.78        | $3121852.41        | Agency Mortgage-Backed Securities |
| GNII SF DB9982 C     | 2054-05-20      | 8.0000%  | 0.0000% | $1437734.21        | $1593504.73        | Agency Mortgage-Backed Securities |
| GNII SF DB9983 C     | 2054-05-20      | 8.0000%  | 0.0000% | $2129677.04        | $2351588.20        | Agency Mortgage-Backed Securities |
| GNII SF DB9984 C     | 2054-05-20      | 8.0000%  | 0.0000% | $1014698.06        | $1120499.05        | Agency Mortgage-Backed Securities |
| GNII SF DC0526 C     | 2054-09-20      | 7.0000%  | 0.0000% | $1089.49           | $1136.42           | Agency Mortgage-Backed Securities |
| GNII SF DC1676 C     | 2054-05-20      | 7.0000%  | 0.0000% | $1060626.79        | $1129388.17        | Agency Mortgage-Backed Securities |
| GNII SF DC1603 C     | 2054-05-20      | 7.0000%  | 0.0000% | $995658.87         | $1060211.31        | Agency Mortgage-Backed Securities |
| GNII SF DC1627 C     | 2054-05-20      | 7.0000%  | 0.0000% | $1106084.48        | $1177796.24        | Agency Mortgage-Backed Securities |
| GNII SF DC4641 C     | 2054-05-20      | 6.5000%  | 0.0000% | $1097640.66        | $1161745.19        | Agency Mortgage-Backed Securities |
| GNII SF DC4705 C     | 2054-05-20      | 7.0000%  | 0.0000% | $1093807.08        | $1161711.59        | Agency Mortgage-Backed Securities |
| GNII SF DC4725 C     | 2054-05-20      | 7.5000%  | 0.0000% | $2277041.97        | $2430220.10        | Agency Mortgage-Backed Securities |
| GNII SF DC4727 C     | 2054-05-20      | 7.5000%  | 0.0000% | $2411514.85        | $2573741.48        | Agency Mortgage-Backed Securities |
| GNII SF DC4728 C     | 2054-05-20      | 7.5000%  | 0.0000% | $3561533.74        | $3801124.05        | Agency Mortgage-Backed Securities |
| GNII SF DD6896 C     | 2054-08-20      | 6.5000%  | 0.0000% | $2313.55           | $2394.15           | Agency Mortgage-Backed Securities |
| GNII SF DE0305 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1338930.00        | $1351764.39        | Agency Mortgage-Backed Securities |
| GNII SF 005332 M     | 2042-03-20      | 4.0000%  | 0.0000% | $2813.50           | $2655.63           | Agency Mortgage-Backed Securities |
| GNII SF 004519 M     | 2039-08-20      | 4.5000%  | 0.0000% | $2684.16           | $2630.92           | Agency Mortgage-Backed Securities |
| GNII SF 004523 M     | 2039-08-20      | 6.5000%  | 0.0000% | $449.31            | $468.60            | Agency Mortgage-Backed Securities |
| GNII SF 004539 M     | 2039-09-20      | 4.0000%  | 0.0000% | $1921.94           | $1814.19           | Agency Mortgage-Backed Securities |
| FKAR 04.290 WNWN1549 | 2030-03-01      | 4.2900%  | 0.0000% | $868258.00         | $864664.14         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC2628 | 2055-04-01      | 5.0000%  | 0.0000% | $1216484.00        | $1180905.22        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1718 | 2055-05-01      | 5.5000%  | 0.0000% | $6037860.00        | $5998303.30        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1742 | 2055-01-01      | 5.0000%  | 0.0000% | $1067432.00        | $1040158.88        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1457 | 2055-03-01      | 5.5000%  | 0.0000% | $3777876.75        | $3760088.83        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1809 | 2054-09-01      | 6.0000%  | 0.0000% | $532900.00         | $543973.84         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM2870 | 2050-03-01      | 3.0000%  | 0.0000% | $174909.60         | $151968.93         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM2902 | 2048-01-01      | 3.5000%  | 0.0000% | $258058.12         | $234566.95         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5732 | 2055-05-01      | 4.0000%  | 0.0000% | $1715788.00        | $1575670.27        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5734 | 2055-05-01      | 5.0000%  | 0.0000% | $743088.00         | $721297.52         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5735 | 2055-05-01      | 5.5000%  | 0.0000% | $1639560.00        | $1628818.51        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5736 | 2055-05-01      | 6.0000%  | 0.0000% | $485163.00         | $492094.20         | Agency Mortgage-Backed Securities |
| FNMS 03.500 REAE5424 | 2040-10-01      | 3.5000%  | 0.0000% | $37342.62          | $34683.17          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX1880 | 2054-12-01      | 5.5000%  | 0.0000% | $38464.81          | $38283.78          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY0772 | 2055-04-01      | 6.5000%  | 0.0000% | $1552026.00        | $1614119.63        | Agency Mortgage-Backed Securities |
| GNII SF MA8344 M     | 2052-10-20      | 3.0000%  | 0.0000% | $1578.65           | $1376.15           | Agency Mortgage-Backed Securities |
| GNII SF MA8347 M     | 2052-10-20      | 4.5000%  | 0.0000% | $3313.25           | $3151.18           | Agency Mortgage-Backed Securities |
| GNII SF MA8348 M     | 2052-10-20      | 5.0000%  | 0.0000% | $2393.18           | $2341.48           | Agency Mortgage-Backed Securities |
| GNII SF MA8427 M     | 2052-11-20      | 4.5000%  | 0.0000% | $762193.22         | $724445.60         | Agency Mortgage-Backed Securities |
| GNII SF MA8429 M     | 2052-10-20      | 5.5000%  | 0.0000% | $12060019.99       | $12060147.30       | Agency Mortgage-Backed Securities |
| GNII SF MA8487 M     | 2052-11-20      | 3.5000%  | 0.0000% | $2554.73           | $2280.93           | Agency Mortgage-Backed Securities |
| GNII SF MA8490 M     | 2052-12-20      | 5.0000%  | 0.0000% | $2476.84           | $2423.76           | Agency Mortgage-Backed Securities |
| GNII SF MA8564 M     | 2052-03-20      | 2.5000%  | 0.0000% | $793.81            | $665.58            | Agency Mortgage-Backed Securities |
| GNII SF MA8641 M     | 2052-04-20      | 2.0000%  | 0.0000% | $1622.95           | $1302.80           | Agency Mortgage-Backed Securities |
| GNII SF MA8642 M     | 2051-01-20      | 2.5000%  | 0.0000% | $2466.29           | $2085.41           | Agency Mortgage-Backed Securities |
| GNII SF MA8643 M     | 2053-02-20      | 3.0000%  | 0.0000% | $789334.56         | $689022.51         | Agency Mortgage-Backed Securities |
| GNII SF MA8723 M     | 2053-03-20      | 4.0000%  | 0.0000% | $898.54            | $827.55            | Agency Mortgage-Backed Securities |
| GNII SF MA8726 M     | 2053-03-20      | 5.5000%  | 0.0000% | $3053.27           | $3051.44           | Agency Mortgage-Backed Securities |
| GNII SF MA8729 M     | 2052-12-20      | 7.0000%  | 0.0000% | $863.56            | $897.14            | Agency Mortgage-Backed Securities |
| GNII SF MA8797 M     | 2053-04-20      | 3.5000%  | 0.0000% | $2461.10           | $2209.25           | Agency Mortgage-Backed Securities |
| GNII SF MA8795 M     | 2053-02-20      | 2.5000%  | 0.0000% | $2044554.22        | $1716057.52        | Agency Mortgage-Backed Securities |
| GNII SF MA9772 M     | 2051-01-20      | 2.0000%  | 0.0000% | $826.78            | $663.69            | Agency Mortgage-Backed Securities |
| GNII SF MA9781 M     | 2054-07-20      | 6.5000%  | 0.0000% | $4668776.37        | $4795071.96        | Agency Mortgage-Backed Securities |
| GNII SF MA9018 M     | 2053-07-20      | 6.0000%  | 0.0000% | $969345.14         | $988617.02         | Agency Mortgage-Backed Securities |
| GNII SF MA9169 M     | 2053-06-20      | 4.5000%  | 0.0000% | $2776.12           | $2630.03           | Agency Mortgage-Backed Securities |
| GNII SF MA9238 M     | 2053-09-20      | 4.0000%  | 0.0000% | $246814.97         | $226475.50         | Agency Mortgage-Backed Securities |
| GNII SF MA9241 M     | 2053-10-20      | 5.5000%  | 0.0000% | $2841151.43        | $2835374.11        | Agency Mortgage-Backed Securities |
| GNII SF MA9244 M     | 2053-09-20      | 7.0000%  | 0.0000% | $434.46            | $451.06            | Agency Mortgage-Backed Securities |
| GNII SF DG2280 C     | 2054-12-20      | 7.0000%  | 0.0000% | $2010.20           | $2135.00           | Agency Mortgage-Backed Securities |
| GNCL CL DG2524       | 2065-02-15      | 6.2600%  | 0.0000% | $1372642.00        | $1456241.08        | Agency Mortgage-Backed Securities |
| GNII SF DG4485 C     | 2054-12-20      | 6.5000%  | 0.0000% | $996.46            | $1044.66           | Agency Mortgage-Backed Securities |
| GNII SF DG4180 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1005.50           | $1039.97           | Agency Mortgage-Backed Securities |
| GNII SF DG7403 C     | 2055-01-20      | 7.0000%  | 0.0000% | $2010.25           | $2118.47           | Agency Mortgage-Backed Securities |
| GNAR AR 080024 M     | 2026-12-20      | 5.0000%  | 0.0000% | $368.56            | $369.33            | Agency Mortgage-Backed Securities |
| GNAR AR 080010 M     | 2026-11-20      | 4.7500%  | 0.0000% | $57.16             | $57.17             | Agency Mortgage-Backed Securities |
| GNAR AR 080011 M     | 2026-11-20      | 4.7500%  | 0.0000% | $238.02            | $239.00            | Agency Mortgage-Backed Securities |
| GNAR AR 080012 M     | 2026-11-20      | 4.7500%  | 0.0000% | $724.89            | $726.94            | Agency Mortgage-Backed Securities |
| GNAR AR 080013 M     | 2026-11-20      | 5.0000%  | 0.0000% | $190.41            | $191.11            | Agency Mortgage-Backed Securities |
| GNAR AR 080022 M     | 2026-12-20      | 4.7500%  | 0.0000% | $2076.45           | $2091.15           | Agency Mortgage-Backed Securities |
| GNAR AR 080023 M     | 2026-12-20      | 4.7500%  | 0.0000% | $929.46            | $938.48            | Agency Mortgage-Backed Securities |
| GNAR AR 080061 M     | 2027-04-20      | 4.8750%  | 0.0000% | $185.57            | $185.99            | Agency Mortgage-Backed Securities |
| GNAR AR 080046 M     | 2027-02-20      | 5.6250%  | 0.0000% | $461.84            | $461.64            | Agency Mortgage-Backed Securities |
| GNAR AR 080047 M     | 2027-02-20      | 5.6250%  | 0.0000% | $2114.24           | $2122.06           | Agency Mortgage-Backed Securities |
| GNAR AR 080076 M     | 2027-05-20      | 4.8750%  | 0.0000% | $1964.08           | $1968.39           | Agency Mortgage-Backed Securities |
| GNAR AR 080086 M     | 2027-06-20      | 4.8750%  | 0.0000% | $605.98            | $610.22            | Agency Mortgage-Backed Securities |
| GNAR AR 080143 M     | 2027-12-20      | 4.7500%  | 0.0000% | $429.87            | $434.08            | Agency Mortgage-Backed Securities |
| GNAR AR 080180 M     | 2028-03-20      | 5.6250%  | 0.0000% | $748.78            | $752.23            | Agency Mortgage-Backed Securities |
| GNAR AR 080408 M     | 2030-05-20      | 4.8750%  | 0.0000% | $1017.76           | $1021.49           | Agency Mortgage-Backed Securities |
| GNAR AR 080393 M     | 2030-04-20      | 4.8750%  | 0.0000% | $3966.04           | $3970.16           | Agency Mortgage-Backed Securities |
| GNAR AR 080395 M     | 2030-04-20      | 4.8750%  | 0.0000% | $480.57            | $482.66            | Agency Mortgage-Backed Securities |
| GNAR AR 080397 M     | 2030-04-20      | 5.0000%  | 0.0000% | $3654.14           | $3666.73           | Agency Mortgage-Backed Securities |
| GNAR AR 080407 M     | 2030-05-20      | 4.8750%  | 0.0000% | $3311.22           | $3317.53           | Agency Mortgage-Backed Securities |
| GNAR AR 080418 M     | 2030-06-20      | 5.0000%  | 0.0000% | $4512.65           | $4530.28           | Agency Mortgage-Backed Securities |
| GNAR AR 080471 M     | 2030-11-20      | 4.7500%  | 0.0000% | $3401.43           | $3404.31           | Agency Mortgage-Backed Securities |
| GNAR AF 081882 M     | 2037-04-20      | 4.8750%  | 0.0000% | $4432.01           | $4464.25           | Agency Mortgage-Backed Securities |
| GNAR AF 082138 M     | 2038-08-20      | 4.6250%  | 0.0000% | $1357.75           | $1378.72           | Agency Mortgage-Backed Securities |
| GNII SF CJ2896 C     | 2051-11-20      | 2.5000%  | 0.0000% | $920.05            | $756.53            | Agency Mortgage-Backed Securities |
| GNII SF AD1755 C     | 2043-02-20      | 3.5000%  | 0.0000% | $1255.47           | $1123.50           | Agency Mortgage-Backed Securities |
| GNII SF DJ6662 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1319228.64        | $1430546.33        | Agency Mortgage-Backed Securities |
| GNII SF DJ6748 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1840616.00        | $1903628.26        | Agency Mortgage-Backed Securities |
| GNII SF DJ9524 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1012136.00        | $1041815.20        | Agency Mortgage-Backed Securities |
| TVIN 03/15/41        | 2041-03-15      | 0.0000%  | 0.0000% | $2000.00           | $829.54            | Agency Mortgage-Backed Securities |
| TVIN 09/15/41        | 2041-09-15      | 0.0000%  | 0.0000% | $2000.00           | $804.96            | Agency Mortgage-Backed Securities |
| TVIN 03/15/57        | 2057-03-15      | 0.0000%  | 0.0000% | $12000.00          | $1915.56           | Agency Mortgage-Backed Securities |
| RFIN 01/15/30        | 2030-01-15      | 0.0000%  | 0.0000% | $301000.00         | $247034.91         | Corporate Debt Securities         |

### Security 359: Societe Generale NY

- **C.1 - Title:** Societe Generale NY 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 988APP002, C.3 - LEI: N/A, C.5 - Other ID: 988APP002_4.38_0605
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 BOND 38 | 2038-02-15      | 4.3750%  | 0.0000% | $28149000.00       | $27922880.80       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53 | 2053-05-15      | 3.6250%  | 0.0000% | $95567700.00       | $76289552.47       | U.S. Treasuries (including strips) |
| 3 BOND 47     | 2047-02-15      | 3.0000%  | 0.0000% | $84083200.00       | $62342545.65       | U.S. Treasuries (including strips) |
| 3 BOND 49     | 2049-02-15      | 3.0000%  | 0.0000% | $97899400.00       | $71221498.75       | U.S. Treasuries (including strips) |
| 2 BOND 51     | 2051-08-15      | 2.0000%  | 0.0000% | $30384100.00       | $17223556.93       | U.S. Treasuries (including strips) |

### Security 360: Societe Generale NY

- **C.1 - Title:** Societe Generale NY 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 988APU001, C.3 - LEI: N/A, C.5 - Other ID: 988APU001_4.36_0612
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-12
- **C.12 - Maturity Date (WAL):** 2025-06-12
- **C.13 - Final Legal Maturity Date:** 2025-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  | 0.0000% | $20665000.00       | $21210797.28       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  | 0.0000% | $224377400.00      | $233789218.35      | U.S. Treasuries (including strips) |

### Security 361: Natwest

- **C.1 - Title:** Natwest 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99DJ46000, C.3 - LEI: N/A, C.5 - Other ID: 99DJ46000_4.34_0602
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 6 7/8 BOND 25 | 2025-08-15      | 6.8750%  | 0.0000% | $1084700.00        | $1114035.04        | U.S. Treasuries (including strips) |
| T 6 02/15/26  | 2026-02-15      | 6.0000%  | 0.0000% | $212700.00         | $219106.65         | U.S. Treasuries (including strips) |
| 6 3/4 BOND 26 | 2026-08-15      | 6.7500%  | 0.0000% | $5219900.00        | $5491163.93        | U.S. Treasuries (including strips) |
| 6 1/2 BOND 26 | 2026-11-15      | 6.5000%  | 0.0000% | $900800.00         | $938883.53         | U.S. Treasuries (including strips) |
| 6 5/8 BOND 27 | 2027-02-15      | 6.6250%  | 0.0000% | $686300.00         | $731654.24         | U.S. Treasuries (including strips) |
| 6 3/8 BOND 27 | 2027-08-15      | 6.3750%  | 0.0000% | $974200.00         | $1042738.79        | U.S. Treasuries (including strips) |
| 6 1/8 BOND 27 | 2027-11-15      | 6.1250%  | 0.0000% | $1022800.00        | $1078563.67        | U.S. Treasuries (including strips) |
| 5 1/2 BOND 28 | 2028-08-15      | 5.5000%  | 0.0000% | $12100.00          | $12894.38          | U.S. Treasuries (including strips) |
| 5 1/4 BOND 28 | 2028-11-15      | 5.2500%  | 0.0000% | $976700.00         | $1020124.03        | U.S. Treasuries (including strips) |
| 5 1/4 BOND 29 | 2029-02-15      | 5.2500%  | 0.0000% | $963100.00         | $1024068.92        | U.S. Treasuries (including strips) |
| 6 1/8 BOND 29 | 2029-08-15      | 6.1250%  | 0.0000% | $993400.00         | $1093555.27        | U.S. Treasuries (including strips) |
| 6 1/4 BOND 30 | 2030-05-15      | 6.2500%  | 0.0000% | $991200.00         | $1093306.04        | U.S. Treasuries (including strips) |
| 5 3/8 BOND 31 | 2031-02-15      | 5.3750%  | 0.0000% | $973400.00         | $1052382.64        | U.S. Treasuries (including strips) |
| 4 1/2 BOND 36 | 2036-02-15      | 4.5000%  | 0.0000% | $1051000.00        | $1075582.03        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 37 | 2037-02-15      | 4.7500%  | 0.0000% | $1016500.00        | $1055725.12        | U.S. Treasuries (including strips) |
| 4 1/2 BOND 38 | 2038-05-15      | 4.5000%  | 0.0000% | $467400.00         | $465588.94         | U.S. Treasuries (including strips) |
| 3 1/2 BOND 39 | 2039-02-15      | 3.5000%  | 0.0000% | $7086900.00        | $6338914.90        | U.S. Treasuries (including strips) |
| 4 1/2 BOND 39 | 2039-08-15      | 4.5000%  | 0.0000% | $1028000.00        | $1018298.95        | U.S. Treasuries (including strips) |
| 4 3/8 BOND 39 | 2039-11-15      | 4.3750%  | 0.0000% | $10902100.00       | $10507730.57       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40 | 2040-02-15      | 4.6250%  | 0.0000% | $14130700.00       | $14144015.26       | U.S. Treasuries (including strips) |
| 4 3/8 BOND 40 | 2040-05-15      | 4.3750%  | 0.0000% | $15787100.00       | $15174722.94       | U.S. Treasuries (including strips) |
| 3 7/8 BOND 40 | 2040-08-15      | 3.8750%  | 0.0000% | $938900.00         | $856605.98         | U.S. Treasuries (including strips) |
| 4 1/4 BOND 40 | 2040-11-15      | 4.2500%  | 0.0000% | $1030800.00        | $970418.14         | U.S. Treasuries (including strips) |
| 4 3/4 BOND 41 | 2041-02-15      | 4.7500%  | 0.0000% | $12939800.00       | $13035391.59       | U.S. Treasuries (including strips) |
| 4 3/8 BOND 41 | 2041-05-15      | 4.3750%  | 0.0000% | $1050600.00        | $1000649.53        | U.S. Treasuries (including strips) |
| 3 3/4 BOND 41 | 2041-08-15      | 3.7500%  | 0.0000% | $1033000.00        | $918486.25         | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41 | 2041-11-15      | 3.1250%  | 0.0000% | $993200.00         | $798580.25         | U.S. Treasuries (including strips) |
| 3 1/8 BOND 42 | 2042-02-15      | 3.1250%  | 0.0000% | $991000.00         | $801381.96         | U.S. Treasuries (including strips) |
| 3 BOND 42     | 2042-05-15      | 3.0000%  | 0.0000% | $957800.00         | $750092.28         | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42 | 2042-08-15      | 2.7500%  | 0.0000% | $991300.00         | $750400.77         | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42 | 2042-11-15      | 2.7500%  | 0.0000% | $1061800.00        | $792654.86         | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44 | 2044-02-15      | 3.6250%  | 0.0000% | $9973500.00        | $8467874.16        | U.S. Treasuries (including strips) |
| 3 3/8 BOND 44 | 2044-05-15      | 3.3750%  | 0.0000% | $952400.00         | $768085.53         | U.S. Treasuries (including strips) |
| 3 BOND 44     | 2044-11-15      | 3.0000%  | 0.0000% | $18327600.00       | $13824377.20       | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45 | 2045-02-15      | 2.5000%  | 0.0000% | $4992100.00        | $3467599.12        | U.S. Treasuries (including strips) |
| 3 BOND 45     | 2045-05-15      | 3.0000%  | 0.0000% | $1011000.00        | $758631.98         | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45 | 2045-08-15      | 2.8750%  | 0.0000% | $961900.00         | $710737.97         | U.S. Treasuries (including strips) |
| 3 BOND 45     | 2045-11-15      | 3.0000%  | 0.0000% | $492200.00         | $367115.16         | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46 | 2046-02-15      | 2.5000%  | 0.0000% | $48400.00          | $33132.72          | U.S. Treasuries (including strips) |
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $5953000.00        | $5104979.88        | U.S. Treasuries (including strips) |
| 4 BOND 42     | 2042-11-15      | 4.0000%  | 0.0000% | $10058900.00       | $9019095.76        | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53 | 2053-02-15      | 3.6250%  | 0.0000% | $1025700.00        | $829972.20         | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43 | 2043-02-15      | 3.8750%  | 0.0000% | $4840400.00        | $4302997.48        | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53 | 2053-05-15      | 3.6250%  | 0.0000% | $5390600.00        | $4309696.20        | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43 | 2043-05-15      | 3.8750%  | 0.0000% | $1495700.00        | $1312513.37        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53 | 2053-11-15      | 4.7500%  | 0.0000% | $8668200.00        | $8429496.33        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43 | 2043-11-15      | 4.7500%  | 0.0000% | $16948200.00       | $16644304.22       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44 | 2044-02-15      | 4.5000%  | 0.0000% | $9682600.00        | $9302743.63        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54 | 2054-05-15      | 4.6250%  | 0.0000% | $89100.00          | $84925.59          | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44 | 2044-05-15      | 4.6250%  | 0.0000% | $2606000.00        | $2513148.72        | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54 | 2054-08-15      | 4.2500%  | 0.0000% | $2159600.00        | $1957415.97        | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54 | 2054-11-15      | 4.5000%  | 0.0000% | $8074700.00        | $7551816.66        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44 | 2044-11-15      | 4.6250%  | 0.0000% | $1710700.00        | $1646338.66        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55 | 2055-02-15      | 4.6250%  | 0.0000% | $3062500.00        | $2961456.77        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45 | 2045-02-15      | 4.7500%  | 0.0000% | $4968100.00        | $4916448.70        | U.S. Treasuries (including strips) |
| BILL 08/28/25 | 2025-08-28      | 0.0000%  | 0.0000% | $42499100.00       | $42063271.73       | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46 | 2046-05-15      | 2.5000%  | 0.0000% | $3954400.00        | $2673439.43        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46 | 2046-08-15      | 2.2500%  | 0.0000% | $5398700.00        | $3486637.50        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 46 | 2046-11-15      | 2.8750%  | 0.0000% | $485000.00         | $349763.99         | U.S. Treasuries (including strips) |
| 3 BOND 47     | 2047-02-15      | 3.0000%  | 0.0000% | $10365600.00       | $7705090.32        | U.S. Treasuries (including strips) |
| 3 BOND 47     | 2047-05-15      | 3.0000%  | 0.0000% | $22059600.00       | $16185212.92       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47 | 2047-08-15      | 2.7500%  | 0.0000% | $20770200.00       | $14631433.46       | U.S. Treasuries (including strips) |
| 3 BOND 48     | 2048-02-15      | 3.0000%  | 0.0000% | $4920100.00        | $3615332.70        | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48 | 2048-11-15      | 3.3750%  | 0.0000% | $20974600.00       | $16246897.45       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49 | 2049-08-15      | 2.2500%  | 0.0000% | $21029900.00       | $13004997.16       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49 | 2049-11-15      | 2.3750%  | 0.0000% | $9958400.00        | $6260139.74        | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50 | 2050-05-15      | 1.2500%  | 0.0000% | $19205000.00       | $8984339.27        | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50 | 2050-08-15      | 1.3750%  | 0.0000% | $8151000.00        | $3941776.94        | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40 | 2040-08-15      | 1.1250%  | 0.0000% | $9531800.00        | $5757341.06        | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40 | 2040-05-15      | 1.1250%  | 0.0000% | $876000.00         | $532559.43         | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50 | 2050-11-15      | 1.6250%  | 0.0000% | $5006000.00        | $2572810.49        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51 | 2051-02-15      | 1.8750%  | 0.0000% | $25015000.00       | $13822682.14       | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41 | 2041-02-15      | 1.8750%  | 0.0000% | $3026100.00        | $2053598.43        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51 | 2051-05-15      | 2.3750%  | 0.0000% | $22564100.00       | $13986223.60       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41 | 2041-05-15      | 2.2500%  | 0.0000% | $12463700.00       | $8873894.16        | U.S. Treasuries (including strips) |
| 2 BOND 51     | 2051-08-15      | 2.0000%  | 0.0000% | $24996200.00       | $14184889.97       | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41 | 2041-08-15      | 1.7500%  | 0.0000% | $3151500.00        | $2061205.88        | U.S. Treasuries (including strips) |
| 2 BOND 41     | 2041-11-15      | 2.0000%  | 0.0000% | $6943900.00        | $4679252.68        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52 | 2052-02-15      | 2.2500%  | 0.0000% | $878500.00         | $528935.26         | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42 | 2042-05-15      | 3.2500%  | 0.0000% | $1670200.00        | $1356380.66        | U.S. Treasuries (including strips) |
| 3 BOND 52     | 2052-08-15      | 3.0000%  | 0.0000% | $3907800.00        | $2789336.00        | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Allspring Funds Trust

**Date:** 2025-06-06

**By:** David Berardi

**Name of Signing Officer:** David Berardi

**Title of Signing Officer:** Assistant Treasurer